WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 311,277: 73,437 111,173 42,770 169,005 111,660 285,212 265,603: 26,065 45,674
Old : 251,628: 60,558 99,043 26,418 142,766 88,993 229,742 214,454: 21,886 37,174
Other: 59,649: 26,381 25,632 2,850 26,239 22,667 55,470 51,149: 4,179 8,500
: : :
: : Changes in Commitments from: August 25, 2009 :
: -21,505: 1,724 11,183 -16,792 -4,004 -14,872 -19,072 -20,481: -2,433 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 35.7 13.7 54.3 35.9 91.6 85.3: 8.4 14.7
Old : 100.0: 24.1 39.4 10.5 56.7 35.4 91.3 85.2: 8.7 14.8
Other: 100.0: 44.2 43.0 4.8 44.0 38.0 93.0 85.7: 7.0 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 91 152 109 63 93 234 293:
Old : 365: 100 150 85 56 80 210 271:
Other: 161: 33 46 15 32 69 75 123:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 14.8 43.6 22.2 26.9 14.0 42.9 21.2
Old : 31.7 16.6 47.1 25.0 31.5 16.5 47.0 24.3
Other: 61.7 29.4 70.9 41.1 59.6 29.4 65.9 40.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 835,960: 209,195 187,120 85,452 442,196 375,664 736,843 648,236: 99,117 187,724
Old : 764,788: 202,732 199,420 61,500 407,104 335,761 671,336 596,681: 93,452 168,107
Other: 71,172: 28,692 9,929 1,723 35,092 39,903 65,507 51,555: 5,665 19,617
: : :
: : Changes in Commitments from: August 25, 2009 :
: -23,498: 3,818 12,931 -860 -18,840 -24,774 -15,882 -12,703: -7,616 -10,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 22.4 10.2 52.9 44.9 88.1 77.5: 11.9 22.5
Old : 100.0: 26.5 26.1 8.0 53.2 43.9 87.8 78.0: 12.2 22.0
Other: 100.0: 40.3 14.0 2.4 49.3 56.1 92.0 72.4: 8.0 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 632: 134 173 138 164 249 394 494:
Old : 628: 138 172 125 161 238 381 477:
Other: 301: 40 56 16 44 176 91 244:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 15.0 29.3 20.6 18.4 14.5 29.1 19.7
Old : 19.9 14.9 31.6 20.9 19.8 14.3 31.5 20.0
Other: 46.6 22.2 58.4 28.1 46.5 21.7 58.4 27.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,076: 2,102 1,645 455 8,770 9,223 11,327 11,323: 1,749 1,753
Old : 13,072: 2,103 1,645 454 8,769 9,222 11,326 11,321: 1,746 1,751
Other: 4: 0 1 0 1 1 1 2: 3 2
: : :
: : Changes in Commitments from: August 25, 2009 :
: -604: 297 -466 -333 -160 476 -196 -323: -408 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.6 3.5 67.1 70.5 86.6 86.6: 13.4 13.4
Old : 100.0: 16.1 12.6 3.5 67.1 70.5 86.6 86.6: 13.4 13.4
Other: 100.0: 0.0 25.0 0.0 25.0 25.0 25.0 50.0: 75.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 12 4 15 9 27 23:
Old : 43: 10 12 4 14 9 26 23:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 62.9 61.4 74.5 45.4 60.8 61.1 72.1
Old : 45.7 63.0 61.4 74.5 45.4 60.8 61.1 72.1
Other: 25.0 50.0 25.0 50.0 25.0 50.0 25.0 50.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 407,468: 106,343 48,827 55,557 201,097 227,590 362,997 331,974: 44,471 75,494
Old : 383,603: 103,239 48,940 44,944 192,925 217,819 341,108 311,703: 42,495 71,900
Other: 23,865: 13,671 10,454 46 8,172 9,771 21,889 20,271: 1,976 3,594
: : :
: : Changes in Commitments from: August 25, 2009 :
: 11,680: 442 10,417 -6,448 15,259 4,662 9,253 8,631: 2,427 3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.0 13.6 49.4 55.9 89.1 81.5: 10.9 18.5
Old : 100.0: 26.9 12.8 11.7 50.3 56.8 88.9 81.3: 11.1 18.7
Other: 100.0: 57.3 43.8 0.2 34.2 40.9 91.7 84.9: 8.3 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 126 124 103 106 165 294 355:
Old : 460: 131 126 94 106 164 289 349:
Other: 178: 27 37 4 22 99 51 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 20.5 27.5 28.2 16.1 19.1 25.1 25.0
Old : 17.4 20.4 28.5 28.6 17.1 19.4 26.6 25.5
Other: 52.8 47.4 66.6 61.2 50.7 47.4 64.4 60.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,826: 21,145 2,823 333 19 3,726 21,497 6,882: 2,329 16,944
Old : 22,620: 20,135 2,809 333 19 3,408 20,487 6,550: 2,133 16,070
Other: 1,206: 1,010 14 0 0 318 1,010 332: 196 874
: : :
: : Changes in Commitments from: August 25, 2009 :
: -1,505: -1,369 -364 -10 8 -457 -1,371 -831: -134 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 11.8 1.4 0.1 15.6 90.2 28.9: 9.8 71.1
Old : 100.0: 89.0 12.4 1.5 0.1 15.1 90.6 29.0: 9.4 71.0
Other: 100.0: 83.7 1.2 0.0 0.0 26.4 83.7 27.5: 16.3 72.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 19 8 6 2 10 22 23:
Old : 37: 19 8 6 2 10 22 23:
Other: 19: 9 2 0 0 8 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 12.5 76.7 19.1 56.2 12.5 75.7 19.1
Old : 57.6 12.3 76.8 18.9 56.5 12.3 75.7 18.9
Other: 75.8 23.9 83.3 27.1 75.8 23.9 83.3 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 228,928: 38,970 44,123 50,725 115,774 109,697 205,469 204,545: 23,459 24,383
Old : 220,080: 41,606 47,519 42,334 113,269 106,177 197,209 196,030: 22,871 24,050
Other: 8,848: 3,606 2,846 2,149 2,505 3,520 8,260 8,515: 588 333
: : :
: : Changes in Commitments from: August 25, 2009 :
: -6,215: -4,067 12,210 -1,853 3,869 -20,358 -2,051 -10,001: -4,164 3,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.3 22.2 50.6 47.9 89.8 89.3: 10.2 10.7
Old : 100.0: 18.9 21.6 19.2 51.5 48.2 89.6 89.1: 10.4 10.9
Other: 100.0: 40.8 32.2 24.3 28.3 39.8 93.4 96.2: 6.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 44 78 74 60 51 164 165:
Old : 222: 46 80 71 59 50 161 163:
Other: 32: 8 6 4 14 6 23 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 17.8 26.6 26.4 14.8 16.6 23.6 24.1
Old : 17.2 18.3 27.6 27.3 15.4 17.2 25.1 25.1
Other: 79.2 73.2 88.7 93.9 60.9 53.2 66.0 70.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 776,030: 77,116 143,275 8,853 569,541 503,841 655,510 655,969: 120,520 120,061
Old : 776,030: 77,116 143,275 8,853 569,541 503,841 655,510 655,969: 120,520 120,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -46,137: 9,745 -47,658 -3,187 -62,196 -27,004 -55,638 -77,849: 9,501 31,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 18.5 1.1 73.4 64.9 84.5 84.5: 15.5 15.5
Old : 100.0: 9.9 18.5 1.1 73.4 64.9 84.5 84.5: 15.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 32 27 9 75 71 113 101:
Old : 157: 32 27 9 75 71 113 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 34.4 32.4 43.1 17.6 29.2 26.5 37.9
Old : 20.6 34.4 32.4 43.1 17.6 29.2 26.5 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 158,207: 44,039 6,224 21,741 65,730 113,747 131,510 141,712: 26,697 16,495
Old : 154,532: 46,239 6,446 19,179 63,045 113,012 128,463 138,637: 26,069 15,895
Other: 3,675: 337 2,315 25 2,685 735 3,047 3,075: 628 600
: : :
: : Changes in Commitments from: August 25, 2009 :
: -3,478: -1,136 25 -967 1,044 -1,230 -1,059 -2,172: -2,419 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.9 13.7 41.5 71.9 83.1 89.6: 16.9 10.4
Old : 100.0: 29.9 4.2 12.4 40.8 73.1 83.1 89.7: 16.9 10.3
Other: 100.0: 9.2 63.0 0.7 73.1 20.0 82.9 83.7: 17.1 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 59 21 43 55 55 139 106:
Old : 163: 61 21 42 54 55 138 105:
Other: 28: 3 3 2 21 4 25 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 40.4 24.1 53.0 12.4 33.0 19.3 41.3
Old : 13.4 41.1 23.6 53.6 12.2 34.1 19.3 42.5
Other: 43.3 75.6 64.5 83.7 43.3 71.6 63.5 77.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,614: 3,144 1,147 1,000 4,736 7,425 8,880 9,572: 1,734 1,042
Old : 10,614: 3,144 1,147 1,000 4,736 7,425 8,880 9,572: 1,734 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -906: 284 129 -397 -715 -222 -828 -490: -78 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.8 9.4 44.6 70.0 83.7 90.2: 16.3 9.8
Old : 100.0: 29.6 10.8 9.4 44.6 70.0 83.7 90.2: 16.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 11 10 18 16 44 32:
Old : 59: 18 11 10 18 16 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 48.6 43.1 66.1 30.2 46.3 41.5 60.8
Old : 30.2 48.6 43.1 66.1 30.2 46.3 41.5 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 741,640: 263,389 86,684 8,521 372,079 526,986 643,989 622,191: 97,651 119,449
Old : 741,640: 263,389 86,684 8,521 372,079 526,986 643,989 622,191: 97,651 119,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -53,484: 8,823 4,058 -6,546 -62,882 -73,748 -60,605 -76,236: 7,121 22,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.7 1.1 50.2 71.1 86.8 83.9: 13.2 16.1
Old : 100.0: 35.5 11.7 1.1 50.2 71.1 86.8 83.9: 13.2 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 35 38 20 72 97 116 146:
Old : 194: 35 38 20 72 97 116 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 25.9 35.7 34.2 25.5 24.8 34.3 32.8
Old : 26.3 25.9 35.7 34.2 25.5 24.8 34.3 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,157,418: 88,321 213,655 18,608 786,164 642,239 893,093 874,502: 264,325 282,916
Old : 1,157,418: 88,321 213,655 18,608 786,164 642,239 893,093 874,502: 264,325 282,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 25,274: -8,767 46,940 2,778 -2,667 10,935 -8,656 60,653: 33,930 -35,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 18.5 1.6 67.9 55.5 77.2 75.6: 22.8 24.4
Old : 100.0: 7.6 18.5 1.6 67.9 55.5 77.2 75.6: 22.8 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 21 52 22 88 100 124 159:
Old : 202: 21 52 22 88 100 124 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.9 29.1 23.5 13.8 9.0 21.7 13.7
Old : 18.6 14.9 29.1 23.5 13.8 9.0 21.7 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 803,679: 82,976 85,120 14,642 506,444 513,522 604,062 613,284: 199,617 190,395
Old : 803,679: 82,976 85,120 14,642 506,444 513,522 604,062 613,284: 199,617 190,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -37,918: -33,701 -4,957 2,379 537 -21,495 -30,785 -24,073: -7,133 -13,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.6 1.8 63.0 63.9 75.2 76.3: 24.8 23.7
Old : 100.0: 10.3 10.6 1.8 63.0 63.9 75.2 76.3: 24.8 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 19 27 12 70 70 96 102:
Old : 139: 19 27 12 70 70 96 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 17.6 31.5 28.6 16.2 16.3 25.1 25.1
Old : 21.4 17.6 31.5 28.6 16.2 16.3 25.1 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 419,676: 128,317 28,219 30,869 220,969 320,157 380,155 379,245: 39,521 40,431
Old : 419,676: 128,317 28,219 30,869 220,969 320,157 380,155 379,245: 39,521 40,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 21,474: 8,507 5,673 3,601 9,051 8,096 21,159 17,370: 315 4,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 6.7 7.4 52.7 76.3 90.6 90.4: 9.4 9.6
Old : 100.0: 30.6 6.7 7.4 52.7 76.3 90.6 90.4: 9.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 30 9 27 40 44 77 77:
Old : 94: 30 9 27 40 44 77 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 41.1 48.2 57.1 21.4 24.7 31.0 35.6
Old : 28.6 41.1 48.2 57.1 21.4 24.7 31.0 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,114: 1,917 1,657 2 6,593 7,231 8,512 8,890: 4,602 4,224
Old : 13,114: 1,917 1,657 2 6,593 7,231 8,512 8,890: 4,602 4,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 1,627: 83 74 -1 1,160 1,160 1,242 1,233: 385 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 12.6 0.0 50.3 55.1 64.9 67.8: 35.1 32.2
Old : 100.0: 14.6 12.6 0.0 50.3 55.1 64.9 67.8: 35.1 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 2 8 8 14 11:
Old : 21: 4 3 2 8 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 41.6 59.0 60.3 35.3 35.4 47.9 52.4
Old : 46.4 41.6 59.0 60.3 35.3 35.4 47.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 80,039: 23,148 19,453 718 38,071 34,863 61,937 55,034: 18,102 25,005
Old : 80,039: 23,148 19,453 718 38,071 34,863 61,937 55,034: 18,102 25,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 11,305: -569 3,313 -104 4,631 -147 3,958 3,062: 7,347 8,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 24.3 0.9 47.6 43.6 77.4 68.8: 22.6 31.2
Old : 100.0: 28.9 24.3 0.9 47.6 43.6 77.4 68.8: 22.6 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 22 29 6 27 21 52 53:
Old : 92: 22 29 6 27 21 52 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 34.5 39.8 45.5 29.7 33.2 39.6 42.3
Old : 29.8 34.5 39.8 45.5 29.7 33.2 39.6 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,050: 6,522 5,267 0 2,398 3,782 8,920 9,049: 130 1
Old : 9,050: 6,522 5,267 0 2,398 3,782 8,920 9,049: 130 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 606: -56 31 0 662 575 606 606: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 58.2 0.0 26.5 41.8 98.6 100.0: 1.4 0.0
Old : 100.0: 72.1 58.2 0.0 26.5 41.8 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 6 0 3 2 13 8:
Old : 21: 10 6 0 3 2 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 93.1 91.4 100.0 73.2 93.1 91.4 100.0
Old : 73.2 93.1 91.4 100.0 73.2 93.1 91.4 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 25,914: 3,559 1,388 378 21,919 23,921 25,856 25,687: 58 227
Old : 25,914: 3,559 1,388 378 21,919 23,921 25,856 25,687: 58 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 2,900: 151 -164 -112 2,896 3,330 2,935 3,054: -35 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.4 1.5 84.6 92.3 99.8 99.1: 0.2 0.9
Old : 100.0: 13.7 5.4 1.5 84.6 92.3 99.8 99.1: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 8 2 12 16 18 25:
Old : 38: 5 8 2 12 16 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 87.0 93.8 93.1 69.0 71.1 78.5 77.1
Old : 74.4 87.0 93.8 93.1 69.0 71.1 78.5 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 29,871: 3,795 786 1,036 24,830 27,925 29,661 29,747: 210 124
Old : 29,871: 3,795 786 1,036 24,830 27,925 29,661 29,747: 210 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -234: -245 501 6 22 -736 -217 -229: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 2.6 3.5 83.1 93.5 99.3 99.6: 0.7 0.4
Old : 100.0: 12.7 2.6 3.5 83.1 93.5 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 7 1 9 9 15 17:
Old : 29: 6 7 1 9 9 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.1 83.4 96.6 95.6 49.5 57.0 61.6 62.3
Old : 84.1 83.4 96.6 95.6 49.5 57.0 61.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2009