WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 8, 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 : 311,238: 72,077 110,032 41,918 171,982 114,931 285,977 266,881: 25,261 44,357
Old : 252,453: 59,811 99,223 25,300 145,477 90,776 230,588 215,299: 21,865 37,154
Other: 58,785: 25,919 24,462 2,965 26,505 24,155 55,389 51,582: 3,396 7,203
: : :
: : Changes in Commitments from: September 1, 2009 :
: -39: -1,360 -1,141 -852 2,977 3,271 765 1,278: -804 -1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 35.4 13.5 55.3 36.9 91.9 85.7: 8.1 14.3
Old : 100.0: 23.7 39.3 10.0 57.6 36.0 91.3 85.3: 8.7 14.7
Other: 100.0: 44.1 41.6 5.0 45.1 41.1 94.2 87.7: 5.8 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 86 147 94 64 86 222 276:
Old : 353: 97 146 72 55 74 198 255:
Other: 158: 32 46 18 31 68 74 125:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 15.4 43.7 22.7 26.6 14.3 42.9 21.4
Old : 31.8 17.1 47.4 25.3 31.7 17.0 47.2 24.7
Other: 63.6 32.0 74.1 43.3 60.9 31.9 67.2 42.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 8, 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 : 832,992: 206,921 195,495 78,493 448,654 367,010 734,068 640,998: 98,924 191,994
Old : 759,076: 198,819 205,887 55,628 411,577 325,870 666,024 587,385: 93,052 171,691
Other: 73,916: 28,987 10,493 1,980 37,077 41,140 68,044 53,613: 5,872 20,303
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,968: -2,274 8,375 -6,959 6,458 -8,654 -2,775 -7,238: -193 4,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 23.5 9.4 53.9 44.1 88.1 77.0: 11.9 23.0
Old : 100.0: 26.2 27.1 7.3 54.2 42.9 87.7 77.4: 12.3 22.6
Other: 100.0: 39.2 14.2 2.7 50.2 55.7 92.1 72.5: 7.9 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 133 171 130 155 237 381 475:
Old : 615: 139 171 116 153 226 368 456:
Other: 293: 35 53 16 47 173 92 237:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 15.0 29.1 20.6 18.7 13.7 29.0 19.1
Old : 20.2 14.6 31.4 20.6 20.1 13.2 31.3 19.2
Other: 47.3 24.3 58.5 30.0 47.2 23.9 58.4 29.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 8, 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 : 13,693: 1,707 2,298 473 9,810 9,356 11,990 12,127: 1,703 1,566
Old : 13,689: 1,708 2,298 472 9,809 9,355 11,989 12,125: 1,700 1,564
Other: 4: 0 1 0 1 1 1 2: 3 2
: : :
: : Changes in Commitments from: September 1, 2009 :
: 617: -395 653 18 1,040 133 663 804: -46 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 16.8 3.5 71.6 68.3 87.6 88.6: 12.4 11.4
Old : 100.0: 12.5 16.8 3.4 71.7 68.3 87.6 88.6: 12.4 11.4
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 : 44: 7 13 3 15 9 25 25:
Old : 44: 8 13 3 14 9 24 25:
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 : 48.7 60.4 64.3 73.2 48.4 58.0 63.9 70.8
Old : 48.7 60.4 64.3 73.3 48.4 58.0 63.9 70.8
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 8, 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 : 425,202: 103,800 57,764 58,874 217,404 230,225 380,078 346,863: 45,124 78,339
Old : 400,060: 100,562 57,743 48,305 208,535 219,824 357,402 325,872: 42,658 74,188
Other: 25,142: 13,773 10,556 34 8,869 10,401 22,676 20,991: 2,466 4,151
: : :
: : Changes in Commitments from: September 1, 2009 :
: 17,734: -2,543 8,937 3,317 16,307 2,635 17,081 14,889: 653 2,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.6 13.8 51.1 54.1 89.4 81.6: 10.6 18.4
Old : 100.0: 25.1 14.4 12.1 52.1 54.9 89.3 81.5: 10.7 18.5
Other: 100.0: 54.8 42.0 0.1 35.3 41.4 90.2 83.5: 9.8 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 124 130 113 104 163 300 363:
Old : 466: 129 132 105 103 162 294 358:
Other: 178: 26 41 2 22 97 48 140:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 20.4 27.2 28.1 15.3 18.7 24.4 23.7
Old : 16.7 20.3 28.2 28.4 16.2 19.3 25.9 24.8
Other: 50.0 46.2 63.7 59.8 48.1 46.2 61.3 59.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,872: 20,565 3,173 283 19 3,954 20,867 7,410: 3,005 16,462
Old : 22,637: 19,526 3,159 283 19 3,621 19,828 7,063: 2,809 15,574
Other: 1,235: 1,039 14 0 0 333 1,039 347: 196 888
: : :
: : Changes in Commitments from: September 1, 2009 :
: 46: -580 350 -50 0 228 -630 528: 676 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 13.3 1.2 0.1 16.6 87.4 31.0: 12.6 69.0
Old : 100.0: 86.3 14.0 1.3 0.1 16.0 87.6 31.2: 12.4 68.8
Other: 100.0: 84.1 1.1 0.0 0.0 27.0 84.1 28.1: 15.9 71.9
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 9 6 2 11 19 25:
Old : 36: 16 9 6 2 11 19 25:
Other: 20: 9 2 0 0 9 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 57.1 12.6 77.1 19.6 56.3 12.6 76.3 19.6
Old : 57.4 12.8 77.2 19.4 56.6 12.8 76.4 19.4
Other: 75.8 23.6 83.7 27.4 75.8 23.6 83.7 27.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 8, 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 : 217,285: 40,700 47,989 37,351 117,036 104,453 195,087 189,793: 22,198 27,492
Old : 208,443: 42,448 51,268 29,596 114,908 100,227 186,952 181,091: 21,491 27,352
Other: 8,842: 3,847 2,316 2,160 2,128 4,226 8,135 8,702: 707 140
: : :
: : Changes in Commitments from: September 1, 2009 :
: -11,643: 1,730 3,866 -13,374 1,262 -5,244 -10,382 -14,752: -1,261 3,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 22.1 17.2 53.9 48.1 89.8 87.3: 10.2 12.7
Old : 100.0: 20.4 24.6 14.2 55.1 48.1 89.7 86.9: 10.3 13.1
Other: 100.0: 43.5 26.2 24.4 24.1 47.8 92.0 98.4: 8.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 47 68 59 59 51 147 152:
Old : 208: 49 70 56 58 50 144 150:
Other: 32: 7 7 4 13 10 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 17.0 27.4 26.6 15.6 16.2 24.5 25.1
Old : 17.4 17.5 28.5 27.3 16.3 16.7 26.0 25.9
Other: 83.4 68.0 88.2 87.8 62.2 47.9 64.7 64.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 8, 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 : 756,638: 67,898 132,751 4,232 563,382 500,654 635,512 637,637: 121,126 119,001
Old : 756,638: 67,898 132,751 4,232 563,382 500,654 635,512 637,637: 121,126 119,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -19,392: -9,218 -10,524 -4,621 -6,159 -3,187 -19,998 -18,332: 606 -1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.5 0.6 74.5 66.2 84.0 84.3: 16.0 15.7
Old : 100.0: 9.0 17.5 0.6 74.5 66.2 84.0 84.3: 16.0 15.7
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 : 154: 31 24 9 75 70 113 96:
Old : 154: 31 24 9 75 70 113 96:
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 : 20.8 33.9 31.7 43.0 17.7 30.2 26.5 39.2
Old : 20.8 33.9 31.7 43.0 17.7 30.2 26.5 39.2
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 8, 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 : 157,042: 41,262 10,342 18,455 70,362 108,612 130,079 137,409: 26,963 19,633
Old : 151,675: 42,186 9,666 16,935 66,534 106,123 125,655 132,724: 26,020 18,951
Other: 5,367: 509 2,109 87 3,828 2,489 4,424 4,685: 943 682
: : :
: : Changes in Commitments from: September 1, 2009 :
: -1,165: -2,777 4,118 -3,286 4,632 -5,135 -1,431 -4,303: 266 3,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 6.6 11.8 44.8 69.2 82.8 87.5: 17.2 12.5
Old : 100.0: 27.8 6.4 11.2 43.9 70.0 82.8 87.5: 17.2 12.5
Other: 100.0: 9.5 39.3 1.6 71.3 46.4 82.4 87.3: 17.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 57 21 45 55 51 139 103:
Old : 158: 60 20 44 54 51 138 102:
Other: 30: 3 4 2 21 8 25 13:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 37.9 27.6 52.2 15.8 31.5 22.5 41.0
Old : 16.5 38.8 26.7 51.9 14.8 32.6 21.8 42.2
Other: 60.0 64.8 72.9 83.8 58.9 63.1 69.9 76.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 8, 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 : 10,587: 3,173 1,033 1,015 4,535 7,623 8,723 9,671: 1,864 916
Old : 10,587: 3,173 1,033 1,015 4,535 7,623 8,723 9,671: 1,864 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -27: 29 -114 15 -201 198 -157 99: 130 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.8 9.6 42.8 72.0 82.4 91.3: 17.6 8.7
Old : 100.0: 30.0 9.8 9.6 42.8 72.0 82.4 91.3: 17.6 8.7
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 : 61: 20 9 12 18 17 47 33:
Old : 61: 20 9 12 18 17 47 33:
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 : 30.8 50.1 42.1 65.6 30.8 47.7 42.1 62.9
Old : 30.8 50.1 42.1 65.6 30.8 47.7 42.1 62.9
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 8, 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 : 778,059: 320,391 103,455 9,510 355,094 551,495 684,995 664,460: 93,064 113,599
Old : 778,059: 320,391 103,455 9,510 355,094 551,495 684,995 664,460: 93,064 113,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 36,419: 57,002 16,771 989 -16,985 24,509 41,006 42,269: -4,587 -5,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 13.3 1.2 45.6 70.9 88.0 85.4: 12.0 14.6
Old : 100.0: 41.2 13.3 1.2 45.6 70.9 88.0 85.4: 12.0 14.6
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 : 207: 41 42 14 69 105 118 153:
Old : 207: 41 42 14 69 105 118 153:
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 : 25.0 24.7 35.9 32.9 24.6 23.7 34.4 31.1
Old : 25.0 24.7 35.9 32.9 24.6 23.7 34.4 31.1
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 8, 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 : 1,123,169: 89,131 203,603 22,721 759,553 595,953 871,405 822,277: 251,764 300,892
Old : 1,123,169: 89,131 203,603 22,721 759,553 595,953 871,405 822,277: 251,764 300,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -34,249: 810 -10,052 4,113 -26,611 -46,286 -21,688 -52,225: -12,561 17,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.1 2.0 67.6 53.1 77.6 73.2: 22.4 26.8
Old : 100.0: 7.9 18.1 2.0 67.6 53.1 77.6 73.2: 22.4 26.8
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 : 212: 26 49 24 89 102 128 162:
Old : 212: 26 49 24 89 102 128 162:
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 : 19.6 15.1 30.0 23.1 14.7 10.7 23.5 16.5
Old : 19.6 15.1 30.0 23.1 14.7 10.7 23.5 16.5
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 8, 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 : 826,450: 92,026 90,522 12,361 505,635 545,006 610,022 647,889: 216,428 178,561
Old : 826,450: 92,026 90,522 12,361 505,635 545,006 610,022 647,889: 216,428 178,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 22,771: 9,050 5,402 -2,281 -809 31,484 5,960 34,605: 16,811 -11,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.0 1.5 61.2 65.9 73.8 78.4: 26.2 21.6
Old : 100.0: 11.1 11.0 1.5 61.2 65.9 73.8 78.4: 26.2 21.6
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 : 135: 20 25 13 63 69 92 98:
Old : 135: 20 25 13 63 69 92 98:
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 : 22.3 16.1 31.8 27.5 15.9 15.0 25.1 24.4
Old : 22.3 16.1 31.8 27.5 15.9 15.0 25.1 24.4
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 8, 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 : 384,424: 111,453 24,501 34,378 204,277 288,920 350,108 347,799: 34,316 36,625
Old : 384,424: 111,453 24,501 34,378 204,277 288,920 350,108 347,799: 34,316 36,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -35,252: -16,864 -3,718 3,509 -16,692 -31,237 -30,047 -31,446: -5,205 -3,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.4 8.9 53.1 75.2 91.1 90.5: 8.9 9.5
Old : 100.0: 29.0 6.4 8.9 53.1 75.2 91.1 90.5: 8.9 9.5
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 : 95: 30 8 29 39 44 78 77:
Old : 95: 30 8 29 39 44 78 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 : 31.8 38.8 47.7 54.9 18.6 23.6 29.2 34.1
Old : 31.8 38.8 47.7 54.9 18.6 23.6 29.2 34.1
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 8, 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 : 13,833: 2,142 1,917 0 7,628 8,741 9,770 10,658: 4,063 3,175
Old : 13,833: 2,142 1,917 0 7,628 8,741 9,770 10,658: 4,063 3,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 719: 225 260 -2 1,035 1,510 1,258 1,768: -539 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.9 0.0 55.1 63.2 70.6 77.0: 29.4 23.0
Old : 100.0: 15.5 13.9 0.0 55.1 63.2 70.6 77.0: 29.4 23.0
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 : 23: 5 4 0 8 8 13 12:
Old : 23: 5 4 0 8 8 13 12:
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 : 47.7 50.3 62.0 68.4 32.9 33.8 43.5 50.0
Old : 47.7 50.3 62.0 68.4 32.9 33.8 43.5 50.0
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 8, 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 : 77,266: 25,016 16,665 651 38,167 41,573 63,834 58,889: 13,432 18,377
Old : 77,266: 25,016 16,665 651 38,167 41,573 63,834 58,889: 13,432 18,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,773: 1,868 -2,788 -67 96 6,710 1,897 3,855: -4,670 -6,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 21.6 0.8 49.4 53.8 82.6 76.2: 17.4 23.8
Old : 100.0: 32.4 21.6 0.8 49.4 53.8 82.6 76.2: 17.4 23.8
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 : 90: 26 26 5 25 22 54 50:
Old : 90: 26 26 5 25 22 54 50:
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 : 29.5 42.8 41.9 53.0 29.5 40.9 41.0 47.8
Old : 29.5 42.8 41.9 53.0 29.5 40.9 41.0 47.8
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 8, 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 : 8,877: 6,516 5,167 0 2,234 3,710 8,750 8,877: 127 0
Old : 8,877: 6,516 5,167 0 2,234 3,710 8,750 8,877: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -173: -6 -100 0 -164 -72 -170 -172: -3 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 58.2 0.0 25.2 41.8 98.6 100.0: 1.4 0.0
Old : 100.0: 73.4 58.2 0.0 25.2 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 : 74.0 93.0 91.3 100.0 74.0 93.0 91.3 100.0
Old : 74.0 93.0 91.3 100.0 74.0 93.0 91.3 100.0
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 8, 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 : 29,053: 4,953 1,452 90 23,899 27,284 28,942 28,826: 111 227
Old : 29,053: 4,953 1,452 90 23,899 27,284 28,942 28,826: 111 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,139: 1,394 64 -288 1,980 3,363 3,086 3,139: 53 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 5.0 0.3 82.3 93.9 99.6 99.2: 0.4 0.8
Old : 100.0: 17.0 5.0 0.3 82.3 93.9 99.6 99.2: 0.4 0.8
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 : 39: 5 8 1 11 19 17 27:
Old : 39: 5 8 1 11 19 17 27:
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 : 75.4 84.4 94.7 92.1 71.7 66.7 78.3 74.4
Old : 75.4 84.4 94.7 92.1 71.7 66.7 78.3 74.4
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 8, 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 : 38,657: 4,406 263 1,036 32,769 37,009 38,211 38,308: 446 349
Old : 38,657: 4,406 263 1,036 32,769 37,009 38,211 38,308: 446 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 8,786: 611 -523 0 7,939 9,084 8,550 8,561: 236 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.7 2.7 84.8 95.7 98.8 99.1: 1.2 0.9
Old : 100.0: 11.4 0.7 2.7 84.8 95.7 98.8 99.1: 1.2 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 : 32: 9 6 1 11 9 20 16:
Old : 32: 9 6 1 11 9 20 16:
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 : 84.9 88.1 95.3 97.3 39.4 48.6 49.8 52.1
Old : 84.9 88.1 95.3 97.3 39.4 48.6 49.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2008