WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 360,625: 60,491 67,915 105,818 164,235 135,289 330,544 309,022: 30,081 51,603
Old : 163,672: 42,122 55,492 28,675 78,462 54,629 149,260 138,797: 14,412 24,875
Other: 196,953: 44,923 38,977 50,588 85,773 80,660 181,284 170,225: 15,669 26,728
: : :
: : Changes in Commitments from: February 17, 2009 :
: -46,578: 324 2,862 -42,790 -3,580 -7,354 -46,046 -47,281: -532 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.8 29.3 45.5 37.5 91.7 85.7: 8.3 14.3
Old : 100.0: 25.7 33.9 17.5 47.9 33.4 91.2 84.8: 8.8 15.2
Other: 100.0: 22.8 19.8 25.7 43.6 41.0 92.0 86.4: 8.0 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 69 114 138 75 86 246 274:
Old : 269: 82 92 85 55 60 180 208:
Other: 230: 42 93 81 60 83 166 203:
:----------------------------------------------------------------------------------------------------
: 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 11.2 31.7 19.2 15.6 8.6 26.3 13.9
Old : 25.2 16.1 38.5 25.7 25.1 14.7 38.4 23.9
Other: 27.9 12.4 38.9 20.1 27.3 7.4 34.7 13.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 1,091,888: 129,330 140,851 311,900 510,980 425,535 952,209 878,286: 139,679 213,602
Old : 731,844: 82,052 143,990 198,810 343,924 258,769 624,786 601,569: 107,059 130,275
Other: 360,044: 74,478 24,061 85,890 167,056 166,767 327,424 276,717: 32,621 83,327
: : :
: : Changes in Commitments from: February 17, 2009 :
: -133,684: -683 -2,279 -88,807 -44,112 -34,472 -133,602 -125,558: -82 -8,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.9 28.6 46.8 39.0 87.2 80.4: 12.8 19.6
Old : 100.0: 11.2 19.7 27.2 47.0 35.4 85.4 82.2: 14.6 17.8
Other: 100.0: 20.7 6.7 23.9 46.4 46.3 90.9 76.9: 9.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 106 131 182 220 222 440 447:
Old : 505: 90 145 161 211 211 417 420:
Other: 368: 91 63 87 98 185 222 304:
:----------------------------------------------------------------------------------------------------
: 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 12.7 23.0 20.1 9.0 6.1 14.7 9.4
Old : 13.0 11.9 21.9 20.3 10.7 7.5 17.6 11.8
Other: 23.3 16.1 38.5 26.1 19.3 8.3 27.9 12.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 16,986: 366 2,836 1,255 12,943 10,313 14,563 14,403: 2,423 2,584
Old : 9,816: 362 2,700 900 6,798 4,288 8,059 7,888: 1,756 1,928
Other: 7,171: 19 151 340 6,145 6,024 6,504 6,515: 667 656
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,675: -4 435 -131 -1,697 -1,661 -1,833 -1,357: 158 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 16.7 7.4 76.2 60.7 85.7 84.8: 14.3 15.2
Old : 100.0: 3.7 27.5 9.2 69.3 43.7 82.1 80.4: 17.9 19.6
Other: 100.0: 0.3 2.1 4.7 85.7 84.0 90.7 90.9: 9.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 16 7 20 15 29 34:
Old : 41: 3 16 5 17 12 25 29:
Other: 26: 4 3 5 12 11 18 17:
:----------------------------------------------------------------------------------------------------
: 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 49.5 63.5 59.9 35.7 33.0 46.6 40.8
Old : 45.5 36.6 60.4 51.1 42.9 29.4 54.4 41.6
Other: 62.4 70.2 79.9 83.3 39.5 44.5 48.6 51.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 399,233: 58,751 39,198 120,148 175,816 172,792 354,716 332,138: 44,517 67,095
Old : 279,642: 40,444 39,307 70,796 132,714 127,226 243,954 237,330: 35,688 42,312
Other: 119,591: 33,194 14,778 34,465 43,102 45,565 110,762 94,808: 8,829 24,783
: : :
: : Changes in Commitments from: February 17, 2009 :
: -70,066: -2,422 6,257 -40,925 -22,089 -29,160 -65,436 -63,828: -4,629 -6,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.8 30.1 44.0 43.3 88.8 83.2: 11.2 16.8
Old : 100.0: 14.5 14.1 25.3 47.5 45.5 87.2 84.9: 12.8 15.1
Other: 100.0: 27.8 12.4 28.8 36.0 38.1 92.6 79.3: 7.4 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 87 95 128 108 113 269 279:
Old : 311: 75 111 109 102 105 245 261:
Other: 199: 63 41 58 61 77 148 154:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 20.6 28.5 30.1 11.2 10.8 17.9 14.9
Old : 18.9 22.1 29.9 31.9 15.2 14.6 23.9 19.8
Other: 28.2 25.3 42.8 36.7 19.6 12.5 28.3 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 237,776: 18,300 31,973 66,435 129,639 111,506 214,374 209,914: 23,402 27,863
Old : 203,764: 25,997 34,064 45,226 113,350 98,084 184,573 177,374: 19,191 26,390
Other: 34,012: 4,706 10,312 8,806 16,289 13,422 29,801 32,539: 4,211 1,473
: : :
: : Changes in Commitments from: February 17, 2009 :
: -25,603: -1,617 1,234 -1,745 -18,342 -23,100 -21,704 -23,612: -3,899 -1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.4 27.9 54.5 46.9 90.2 88.3: 9.8 11.7
Old : 100.0: 12.8 16.7 22.2 55.6 48.1 90.6 87.0: 9.4 13.0
Other: 100.0: 13.8 30.3 25.9 47.9 39.5 87.6 95.7: 12.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 37 43 76 64 61 156 165:
Old : 192: 48 43 72 63 57 153 158:
Other: 79: 14 24 21 32 20 61 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 : 15.8 21.7 26.3 33.2 11.8 16.7 20.1 22.9
Old : 15.1 23.4 26.3 34.4 14.2 21.1 24.2 28.2
Other: 37.8 52.6 54.9 69.6 24.3 35.5 34.9 47.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 814,573: 35,360 127,273 61,341 594,821 457,519 691,521 646,132: 123,052 168,440
Old : 814,573: 35,360 127,273 61,341 594,821 457,519 691,521 646,132: 123,052 168,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -44,816: -5,087 -1,587 -2,333 -35,100 -38,606 -42,520 -42,527: -2,296 -2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.6 7.5 73.0 56.2 84.9 79.3: 15.1 20.7
Old : 100.0: 4.3 15.6 7.5 73.0 56.2 84.9 79.3: 15.1 20.7
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 : 133: 18 33 33 70 70 110 114:
Old : 133: 18 33 33 70 70 110 114:
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 : 31.4 24.5 41.7 32.4 29.9 21.6 37.9 27.5
Old : 31.4 24.5 41.7 32.4 29.9 21.6 37.9 27.5
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 24, 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 : 129,294: 17,485 9,001 17,173 69,579 80,054 104,237 106,228: 25,057 23,066
Old : 107,512: 16,606 9,363 11,525 58,141 65,041 86,272 85,930: 21,240 21,582
Other: 21,782: 3,157 1,916 3,370 11,438 15,012 17,965 20,298: 3,817 1,484
: : :
: : Changes in Commitments from: February 17, 2009 :
: -14,493: -2,818 2,885 -8,171 -1,677 -7,439 -12,666 -12,725: -1,827 -1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.0 13.3 53.8 61.9 80.6 82.2: 19.4 17.8
Old : 100.0: 15.4 8.7 10.7 54.1 60.5 80.2 79.9: 19.8 20.1
Other: 100.0: 14.5 8.8 15.5 52.5 68.9 82.5 93.2: 17.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 34 19 30 65 57 112 100:
Old : 134: 35 23 28 63 56 108 99:
Other: 68: 14 12 14 36 19 59 37:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 33.8 29.3 46.0 13.7 28.1 20.9 34.3
Old : 20.4 31.9 30.0 41.1 18.6 26.6 25.4 33.7
Other: 25.2 63.3 38.8 73.0 24.5 55.3 35.3 64.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 7,407: 1,378 1,269 474 4,243 3,260 6,096 5,004: 1,311 2,403
Old : 5,419: 908 1,258 170 3,160 2,023 4,239 3,451: 1,180 1,967
Other: 1,988: 620 161 154 1,083 1,238 1,857 1,552: 131 436
: : :
: : Changes in Commitments from: February 17, 2009 :
: -479: 38 6 -280 -253 -117 -494 -391: 15 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.1 6.4 57.3 44.0 82.3 67.6: 17.7 32.4
Old : 100.0: 16.8 23.2 3.1 58.3 37.3 78.2 63.7: 21.8 36.3
Other: 100.0: 31.2 8.1 7.7 54.5 62.2 93.4 78.1: 6.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 11 5 18 15 29 29:
Old : 40: 9 10 4 17 10 27 23:
Other: 19: 3 3 3 3 11 7 16:
:----------------------------------------------------------------------------------------------------
: 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 : 35.6 35.5 50.2 44.7 33.6 32.4 46.1 39.4
Old : 29.5 40.0 46.6 49.5 26.8 37.2 42.4 44.9
Other: 87.2 33.5 93.4 55.3 81.0 33.4 81.2 53.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 489,030: 80,388 62,292 23,334 327,685 357,732 431,407 443,358: 57,623 45,672
Old : 489,030: 80,388 62,292 23,334 327,685 357,732 431,407 443,358: 57,623 45,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -47,275: 2,069 2,895 7,015 -19,409 -20,893 -10,325 -10,983: -36,951 -36,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.7 4.8 67.0 73.2 88.2 90.7: 11.8 9.3
Old : 100.0: 16.4 12.7 4.8 67.0 73.2 88.2 90.7: 11.8 9.3
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 : 153: 30 26 19 75 74 116 109:
Old : 153: 30 26 19 75 74 116 109:
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 : 15.8 32.6 26.6 42.9 13.6 26.5 22.4 35.3
Old : 15.8 32.6 26.6 42.9 13.6 26.5 22.4 35.3
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 24, 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 : 1,100,403: 104,751 121,699 102,903 731,909 676,482 939,564 901,085: 160,840 199,318
Old : 1,100,403: 104,751 121,699 102,903 731,909 676,482 939,564 901,085: 160,840 199,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -395,726: -2,164 -20,141 -109,690 -174,507 -180,996 -286,361 -310,827: -109,365 -84,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.1 9.4 66.5 61.5 85.4 81.9: 14.6 18.1
Old : 100.0: 9.5 11.1 9.4 66.5 61.5 85.4 81.9: 14.6 18.1
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 : 188: 35 34 39 97 99 151 153:
Old : 188: 35 34 39 97 99 151 153:
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 : 21.6 14.0 30.8 21.1 21.0 10.2 28.4 15.7
Old : 21.6 14.0 30.8 21.1 21.0 10.2 28.4 15.7
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 898,788: 106,646 104,711 39,026 675,767 650,197 821,439 793,934: 77,349 104,854
Old : 898,788: 106,646 104,711 39,026 675,767 650,197 821,439 793,934: 77,349 104,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -179,581: 23,507 -1,853 -25,200 -72,375 -60,937 -74,068 -87,990: -105,513 -91,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.7 4.3 75.2 72.3 91.4 88.3: 8.6 11.7
Old : 100.0: 11.9 11.7 4.3 75.2 72.3 91.4 88.3: 8.6 11.7
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 : 128: 18 33 24 65 60 98 102:
Old : 128: 18 33 24 65 60 98 102:
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 : 29.3 45.2 43.1 53.2 19.5 29.8 29.1 35.2
Old : 29.3 45.2 43.1 53.2 19.5 29.8 29.1 35.2
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 24, 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 : 683,982: 170,669 14,388 305,238 171,841 329,998 647,748 649,624: 36,235 34,359
Old : 683,982: 170,669 14,388 305,238 171,841 329,998 647,748 649,624: 36,235 34,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 35,005: 13,671 -3,034 17,181 5,539 22,206 36,392 36,354: -1,387 -1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 2.1 44.6 25.1 48.2 94.7 95.0: 5.3 5.0
Old : 100.0: 25.0 2.1 44.6 25.1 48.2 94.7 95.0: 5.3 5.0
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 : 78: 26 12 34 35 29 74 65:
Old : 78: 26 12 34 35 29 74 65:
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 : 37.2 37.1 52.5 55.7 16.6 26.1 22.7 31.1
Old : 37.2 37.1 52.5 55.7 16.6 26.1 22.7 31.1
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 25,211: 5,252 4,727 243 14,266 15,324 19,761 20,294: 5,450 4,917
Old : 25,211: 5,252 4,727 243 14,266 15,324 19,761 20,294: 5,450 4,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,313: 971 -86 148 693 1,180 1,812 1,243: 502 1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.7 1.0 56.6 60.8 78.4 80.5: 21.6 19.5
Old : 100.0: 20.8 18.7 1.0 56.6 60.8 78.4 80.5: 21.6 19.5
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: 6 8 5 11 6 21 15:
Old : 30: 6 8 5 11 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 : 48.9 61.3 67.7 73.8 48.1 61.2 66.9 73.7
Old : 48.9 61.3 67.7 73.8 48.1 61.2 66.9 73.7
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 24, 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 : 82,421: 23,432 15,963 1,189 38,663 52,624 63,283 69,776: 19,138 12,646
Old : 82,421: 23,432 15,963 1,189 38,663 52,624 63,283 69,776: 19,138 12,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -6,699: -1,350 -240 141 -4,186 -2,459 -5,396 -2,558: -1,303 -4,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 19.4 1.4 46.9 63.8 76.8 84.7: 23.2 15.3
Old : 100.0: 28.4 19.4 1.4 46.9 63.8 76.8 84.7: 23.2 15.3
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: 28 21 10 31 28 64 54:
Old : 96: 28 21 10 31 28 64 54:
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 : 24.5 37.4 36.6 54.9 21.2 33.0 30.6 45.3
Old : 24.5 37.4 36.6 54.9 21.2 33.0 30.6 45.3
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 24, 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 : 26,146: 10,746 4,485 1,574 13,743 19,346 26,063 25,405: 83 741
Old : 26,146: 10,746 4,485 1,574 13,743 19,346 26,063 25,405: 83 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -5,890: 788 251 1,103 -7,693 -7,161 -5,802 -5,807: -88 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 17.2 6.0 52.6 74.0 99.7 97.2: 0.3 2.8
Old : 100.0: 41.1 17.2 6.0 52.6 74.0 99.7 97.2: 0.3 2.8
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 : 42: 10 13 3 11 13 23 27:
Old : 42: 10 13 3 11 13 23 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 : 75.3 68.8 90.5 84.6 66.8 62.0 77.2 73.2
Old : 75.3 68.8 90.5 84.6 66.8 62.0 77.2 73.2
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 24, 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 : 36,006: 9,496 1,204 2,447 21,779 32,191 33,722 35,842: 2,284 164
Old : 36,006: 9,496 1,204 2,447 21,779 32,191 33,722 35,842: 2,284 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -223: -1,478 -470 657 661 -433 -160 -246: -63 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.3 6.8 60.5 89.4 93.7 99.5: 6.3 0.5
Old : 100.0: 26.4 3.3 6.8 60.5 89.4 93.7 99.5: 6.3 0.5
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 : 31: 9 8 4 11 8 21 19:
Old : 31: 9 8 4 11 8 21 19:
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 : 64.4 82.1 82.0 93.8 51.6 71.8 66.0 76.0
Old : 64.4 82.1 82.0 93.8 51.6 71.8 66.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2009