WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 394,648: 60,356 61,472 139,848 162,896 141,510 363,099 342,830: 31,549 51,819
Old : 219,214: 47,457 55,293 64,475 86,667 68,809 198,600 188,578: 20,614 30,636
Other: 175,435: 43,786 37,066 44,485 76,228 72,701 164,500 154,252: 10,935 21,183
: : :
: : Changes in Commitments from: February 3, 2009 :
: 23,937: 1,470 7,226 21,588 -915 -4,843 22,143 23,971: 1,794 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.6 35.4 41.3 35.9 92.0 86.9: 8.0 13.1
Old : 100.0: 21.6 25.2 29.4 39.5 31.4 90.6 86.0: 9.4 14.0
Other: 100.0: 25.0 21.1 25.4 43.5 41.4 93.8 87.9: 6.2 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 67 122 168 77 93 275 308:
Old : 306: 85 103 124 64 81 226 256:
Other: 244: 56 90 85 59 84 167 218:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 10.9 29.8 18.3 15.0 8.8 24.8 13.8
Old : 20.7 12.8 31.7 22.1 20.3 11.7 30.7 19.7
Other: 31.1 12.6 42.7 21.4 30.7 10.0 38.8 15.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 1,228,466: 133,664 121,700 419,807 539,886 475,493 1,093,357 1,017,001: 135,110 211,466
Old : 891,304: 95,270 126,136 305,602 382,256 318,597 783,128 750,334: 108,177 140,970
Other: 337,162: 71,802 28,973 80,797 157,630 156,897 310,229 266,666: 26,933 70,496
: : :
: : Changes in Commitments from: February 3, 2009 :
: -19,349: 1,150 -975 -13,333 -3,778 3,544 -15,961 -10,764: -3,388 -8,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.9 34.2 43.9 38.7 89.0 82.8: 11.0 17.2
Old : 100.0: 10.7 14.2 34.3 42.9 35.7 87.9 84.2: 12.1 15.8
Other: 100.0: 21.3 8.6 24.0 46.8 46.5 92.0 79.1: 8.0 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 115 156 216 234 247 488 514:
Old : 567: 123 153 202 226 238 469 491:
Other: 384: 75 81 78 96 190 211 317:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.1 22.4 20.8 8.2 5.7 13.3 9.6
Old : 13.3 13.4 21.2 20.9 8.9 6.8 14.6 10.6
Other: 24.0 16.4 39.2 26.6 19.9 8.7 29.1 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 18,687: 533 2,017 1,318 14,596 12,295 16,447 15,631: 2,241 3,056
Old : 11,324: 668 2,020 1,020 7,883 5,935 9,571 8,976: 1,753 2,348
Other: 7,363: 7 139 156 6,713 6,360 6,876 6,655: 487 708
: : :
: : Changes in Commitments from: February 3, 2009 :
: -644: -19 -557 -233 -464 -472 -717 -1,263: 73 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 10.8 7.1 78.1 65.8 88.0 83.6: 12.0 16.4
Old : 100.0: 5.9 17.8 9.0 69.6 52.4 84.5 79.3: 15.5 20.7
Other: 100.0: 0.1 1.9 2.1 91.2 86.4 93.4 90.4: 6.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 14 7 20 13 31 31:
Old : 42: 10 12 5 17 11 27 28:
Other: 23: 1 4 4 11 11 16 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 : 43.8 54.8 62.9 64.1 34.2 35.0 47.0 42.7
Old : 40.0 44.0 57.7 56.2 37.3 31.3 49.0 42.0
Other: 68.1 73.4 86.7 86.3 48.6 47.6 57.1 52.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 461,414: 69,017 22,042 160,640 182,804 206,671 412,461 389,354: 48,953 72,061
Old : 351,528: 51,168 27,931 114,397 145,480 160,147 311,045 302,476: 40,483 49,053
Other: 109,886: 32,133 8,394 31,960 37,324 46,524 101,416 86,878: 8,470 23,008
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,062: 3,026 -4,715 -2,260 -1,789 9,618 -1,023 2,644: 3,085 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.8 34.8 39.6 44.8 89.4 84.4: 10.6 15.6
Old : 100.0: 14.6 7.9 32.5 41.4 45.6 88.5 86.0: 11.5 14.0
Other: 100.0: 29.2 7.6 29.1 34.0 42.3 92.3 79.1: 7.7 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 115 95 161 105 118 311 305:
Old : 348: 110 105 147 99 111 290 292:
Other: 204: 65 40 57 56 81 150 156:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 21.8 28.8 32.4 9.9 11.6 15.5 17.0
Old : 19.4 22.6 29.8 32.8 12.6 13.2 19.8 18.2
Other: 29.5 31.1 44.5 40.0 20.3 17.3 27.5 22.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 250,936: 21,795 26,311 65,378 135,335 132,510 222,507 224,200: 28,429 26,737
Old : 217,894: 28,287 29,040 45,275 119,701 118,108 193,263 192,423: 24,631 25,470
Other: 33,043: 4,507 8,270 9,104 15,634 14,402 29,245 31,776: 3,798 1,266
: : :
: : Changes in Commitments from: February 3, 2009 :
: -8,574: 3,595 -3,699 -4,977 -12,707 -544 -14,089 -9,220: 5,515 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.5 26.1 53.9 52.8 88.7 89.3: 11.3 10.7
Old : 100.0: 13.0 13.3 20.8 54.9 54.2 88.7 88.3: 11.3 11.7
Other: 100.0: 13.6 25.0 27.6 47.3 43.6 88.5 96.2: 11.5 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 35 48 70 66 66 155 158:
Old : 188: 44 46 66 64 63 149 153:
Other: 80: 12 22 22 35 22 63 52:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 24.1 26.5 36.1 10.7 19.1 18.3 24.9
Old : 16.5 27.4 27.2 37.6 12.6 21.8 21.7 28.9
Other: 39.5 51.9 58.3 68.8 27.9 35.1 40.4 48.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 840,097: 34,045 121,601 65,341 618,286 480,786 717,672 667,728: 122,425 172,369
Old : 840,097: 34,045 121,601 65,341 618,286 480,786 717,672 667,728: 122,425 172,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 9,214: -1,778 -5,828 6,139 2,158 1,637 6,519 1,948: 2,694 7,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 14.5 7.8 73.6 57.2 85.4 79.5: 14.6 20.5
Old : 100.0: 4.1 14.5 7.8 73.6 57.2 85.4 79.5: 14.6 20.5
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 : 142: 19 34 36 72 75 115 121:
Old : 142: 19 34 36 72 75 115 121:
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 : 30.3 23.6 41.1 30.7 28.4 22.3 37.1 29.0
Old : 30.3 23.6 41.1 30.7 28.4 22.3 37.1 29.0
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 149,943: 26,213 4,719 27,979 67,138 96,849 121,330 129,546: 28,612 20,396
Old : 131,061: 24,686 5,642 23,837 56,407 82,713 104,930 112,191: 26,131 18,870
Other: 18,882: 3,029 578 2,641 10,731 14,136 16,400 17,355: 2,481 1,527
: : :
: : Changes in Commitments from: February 3, 2009 :
: -599: 1,355 -420 -2,029 -404 3,332 -1,078 883: 478 -1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 3.1 18.7 44.8 64.6 80.9 86.4: 19.1 13.6
Old : 100.0: 18.8 4.3 18.2 43.0 63.1 80.1 85.6: 19.9 14.4
Other: 100.0: 16.0 3.1 14.0 56.8 74.9 86.9 91.9: 13.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 43 24 41 61 58 127 105:
Old : 144: 44 26 39 58 57 122 104:
Other: 65: 16 9 17 34 18 60 36:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 34.2 24.6 46.5 9.0 29.1 15.9 35.7
Old : 17.3 33.7 26.2 44.1 14.0 29.8 21.4 36.9
Other: 25.3 64.5 40.6 75.4 24.7 59.3 37.4 65.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 7,497: 1,301 1,250 896 4,300 3,423 6,497 5,569: 1,000 1,929
Old : 6,119: 1,297 1,341 651 3,235 2,533 5,183 4,525: 937 1,594
Other: 1,378: 117 22 133 1,065 889 1,314 1,044: 64 334
: : :
: : Changes in Commitments from: February 3, 2009 :
: -748: 204 -204 -28 -634 -338 -458 -570: -289 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.7 12.0 57.3 45.7 86.7 74.3: 13.3 25.7
Old : 100.0: 21.2 21.9 10.6 52.9 41.4 84.7 73.9: 15.3 26.1
Other: 100.0: 8.5 1.6 9.6 77.3 64.5 95.4 75.7: 4.6 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 13 7 18 14 32 29:
Old : 46: 8 13 6 18 13 31 28:
Other: 17: 5 2 5 4 8 10 14:
:----------------------------------------------------------------------------------------------------
: 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 : 33.0 34.3 48.6 48.7 33.0 33.3 45.8 42.2
Old : 28.7 36.3 46.6 49.4 28.7 33.9 44.4 43.1
Other: 83.8 43.9 94.1 70.6 77.9 41.7 78.1 57.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 516,232: 64,920 60,572 15,029 344,262 364,951 424,211 440,552: 92,021 75,680
Old : 516,232: 64,920 60,572 15,029 344,262 364,951 424,211 440,552: 92,021 75,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 21,705: -295 1,860 960 17,415 19,111 18,080 21,931: 3,625 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.7 2.9 66.7 70.7 82.2 85.3: 17.8 14.7
Old : 100.0: 12.6 11.7 2.9 66.7 70.7 82.2 85.3: 17.8 14.7
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 : 161: 27 28 14 79 80 111 117:
Old : 161: 27 28 14 79 80 111 117:
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 : 17.1 31.5 26.7 41.1 15.9 25.0 23.4 33.1
Old : 17.1 31.5 26.7 41.1 15.9 25.0 23.4 33.1
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 1,484,779: 113,273 151,035 218,958 916,055 841,398 1,248,286 1,211,391: 236,492 273,387
Old : 1,484,779: 113,273 151,035 218,958 916,055 841,398 1,248,286 1,211,391: 236,492 273,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 50,165: 8,757 23,754 39,165 -22,392 8,208 25,531 71,126: 24,634 -20,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.2 14.7 61.7 56.7 84.1 81.6: 15.9 18.4
Old : 100.0: 7.6 10.2 14.7 61.7 56.7 84.1 81.6: 15.9 18.4
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 : 219: 37 51 52 111 111 180 182:
Old : 219: 37 51 52 111 111 180 182:
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 : 19.5 14.1 28.0 20.1 16.7 7.1 23.2 11.1
Old : 19.5 14.1 28.0 20.1 16.7 7.1 23.2 11.1
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 1,070,479: 75,541 111,046 65,318 759,440 712,217 900,299 888,582: 170,180 181,897
Old : 1,070,479: 75,541 111,046 65,318 759,440 712,217 900,299 888,582: 170,180 181,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 30,278: -1,102 494 8,859 32,328 71,341 40,085 80,694: -9,807 -50,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.4 6.1 70.9 66.5 84.1 83.0: 15.9 17.0
Old : 100.0: 7.1 10.4 6.1 70.9 66.5 84.1 83.0: 15.9 17.0
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 : 140: 19 35 30 71 66 111 110:
Old : 140: 19 35 30 71 66 111 110:
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 40.5 41.4 48.4 20.3 28.5 28.1 34.5
Old : 29.8 40.5 41.4 48.4 20.3 28.5 28.1 34.5
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 625,635: 150,503 17,299 284,698 157,362 296,162 592,562 598,159: 33,072 27,476
Old : 625,635: 150,503 17,299 284,698 157,362 296,162 592,562 598,159: 33,072 27,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 17,493: 7,588 -504 654 7,357 19,287 15,599 19,438: 1,894 -1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 2.8 45.5 25.2 47.3 94.7 95.6: 5.3 4.4
Old : 100.0: 24.1 2.8 45.5 25.2 47.3 94.7 95.6: 5.3 4.4
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 : 79: 23 13 33 37 29 76 64:
Old : 79: 23 13 33 37 29 76 64:
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 : 38.2 36.3 54.5 55.5 16.9 24.6 24.1 32.0
Old : 38.2 36.3 54.5 55.5 16.9 24.6 24.1 32.0
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 21,391: 3,577 4,170 87 13,540 13,612 17,204 17,869: 4,187 3,523
Old : 21,391: 3,577 4,170 87 13,540 13,612 17,204 17,869: 4,187 3,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,377: -977 -105 85 3,130 2,278 2,238 2,258: 139 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 19.5 0.4 63.3 63.6 80.4 83.5: 19.6 16.5
Old : 100.0: 16.7 19.5 0.4 63.3 63.6 80.4 83.5: 19.6 16.5
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 : 30: 5 8 5 12 6 21 15:
Old : 30: 5 8 5 12 6 21 15:
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 : 50.3 62.4 68.3 75.9 50.3 62.4 68.3 75.9
Old : 50.3 62.4 68.3 75.9 50.3 62.4 68.3 75.9
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 84,546: 22,652 16,557 906 44,426 53,370 67,984 70,833: 16,562 13,714
Old : 84,546: 22,652 16,557 906 44,426 53,370 67,984 70,833: 16,562 13,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,900: -1,410 -1,138 10 -2,538 1,019 -3,938 -109: 2,038 -1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 19.6 1.1 52.5 63.1 80.4 83.8: 19.6 16.2
Old : 100.0: 26.8 19.6 1.1 52.5 63.1 80.4 83.8: 19.6 16.2
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 : 96: 25 27 10 28 27 56 61:
Old : 96: 25 27 10 28 27 56 61:
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 : 31.2 33.3 44.4 48.4 28.3 26.7 38.3 39.3
Old : 31.2 33.3 44.4 48.4 28.3 26.7 38.3 39.3
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 36,110: 9,611 6,242 87 26,154 29,721 35,852 36,050: 258 60
Old : 36,110: 9,611 6,242 87 26,154 29,721 35,852 36,050: 258 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 6,302: 76 837 -70 6,634 5,685 6,640 6,452: -338 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 17.3 0.2 72.4 82.3 99.3 99.8: 0.7 0.2
Old : 100.0: 26.6 17.3 0.2 72.4 82.3 99.3 99.8: 0.7 0.2
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 : 42: 9 13 2 10 13 21 26:
Old : 42: 9 13 2 10 13 21 26:
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 : 87.5 80.7 95.1 92.1 87.5 79.9 95.1 91.4
Old : 87.5 80.7 95.1 92.1 87.5 79.9 95.1 91.4
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 with Delta-adjusted Options and Futures Combined, February 10, 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 : 36,053: 10,950 1,068 1,647 20,904 32,828 33,501 35,543: 2,552 510
Old : 36,053: 10,950 1,068 1,647 20,904 32,828 33,501 35,543: 2,552 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -869: 202 -89 6 -2,484 -974 -2,276 -1,057: 1,407 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.0 4.6 58.0 91.1 92.9 98.6: 7.1 1.4
Old : 100.0: 30.4 3.0 4.6 58.0 91.1 92.9 98.6: 7.1 1.4
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 : 31: 10 7 3 11 7 21 17:
Old : 31: 10 7 3 11 7 21 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 : 57.8 89.2 77.1 96.8 53.2 80.7 69.0 84.7
Old : 57.8 89.2 77.1 96.8 53.2 80.7 69.0 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2009