WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 370,160: 61,198 74,635 107,781 172,543 141,866 341,522 324,282: 28,638 45,878
Old : 148,004: 39,814 54,190 22,136 73,235 52,847 135,185 129,172: 12,818 18,831
Other: 222,156: 46,653 45,714 60,376 99,307 89,020 206,336 195,110: 15,820 27,047
: : :
: : Changes in Commitments from: March 3, 2009 :
: 12,261: 759 330 5,020 6,945 8,383 12,724 13,734: -463 -1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.2 29.1 46.6 38.3 92.3 87.6: 7.7 12.4
Old : 100.0: 26.9 36.6 15.0 49.5 35.7 91.3 87.3: 8.7 12.7
Other: 100.0: 21.0 20.6 27.2 44.7 40.1 92.9 87.8: 7.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 77 123 133 80 94 247 281:
Old : 268: 86 93 63 57 61 168 192:
Other: 254: 64 91 87 66 90 187 218:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 10.8 30.9 18.4 15.1 7.8 25.3 13.6
Old : 27.0 18.4 41.7 28.9 26.9 16.9 41.6 26.8
Other: 26.6 11.6 37.8 19.4 25.1 7.5 32.3 12.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,119,773: 139,887 109,492 339,017 503,701 461,783 982,605 910,292: 137,168 209,480
Old : 746,594: 86,094 114,736 221,693 334,286 285,422 642,073 621,852: 104,521 124,742
Other: 373,178: 79,329 20,292 91,788 169,415 176,361 340,531 288,441: 32,647 84,738
: : :
: : Changes in Commitments from: March 3, 2009 :
: 12,158: 11,463 -23,395 9,793 -10,454 32,113 10,803 18,511: 1,355 -6,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.8 30.3 45.0 41.2 87.8 81.3: 12.2 18.7
Old : 100.0: 11.5 15.4 29.7 44.8 38.2 86.0 83.3: 14.0 16.7
Other: 100.0: 21.3 5.4 24.6 45.4 47.3 91.3 77.3: 8.7 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 119 129 181 218 236 448 453:
Old : 513: 99 146 163 206 222 420 425:
Other: 380: 97 62 88 105 189 236 308:
:----------------------------------------------------------------------------------------------------
: 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 13.8 22.9 21.4 8.6 5.9 14.2 10.1
Old : 13.2 13.2 22.5 21.8 10.1 6.8 16.7 11.1
Other: 22.5 15.7 36.9 25.5 18.7 8.6 27.5 13.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 16,127: 499 2,464 1,487 12,043 9,605 14,029 13,556: 2,098 2,571
Old : 8,108: 681 2,307 623 5,479 3,312 6,783 6,242: 1,325 1,865
Other: 8,019: 21 360 660 6,565 6,293 7,246 7,314: 773 705
: : :
: : Changes in Commitments from: March 3, 2009 :
: -56: 6 -372 134 -328 159 -188 -79: 133 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 15.3 9.2 74.7 59.6 87.0 84.1: 13.0 15.9
Old : 100.0: 8.4 28.4 7.7 67.6 40.9 83.7 77.0: 16.3 23.0
Other: 100.0: 0.3 4.5 8.2 81.9 78.5 90.4 91.2: 9.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 11 5 21 14 30 29:
Old : 39: 7 11 3 18 11 26 24:
Other: 26: 3 4 3 13 12 17 18:
:----------------------------------------------------------------------------------------------------
: 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 : 39.9 49.6 59.9 62.3 33.9 34.6 45.0 41.0
Old : 41.3 41.3 57.0 53.9 41.3 37.0 55.9 48.1
Other: 55.4 66.7 78.3 80.8 41.6 48.3 52.8 55.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 403,707: 53,275 40,254 128,664 175,587 164,844 357,526 333,762: 46,181 69,945
Old : 275,757: 38,064 40,151 75,470 126,038 117,454 239,572 233,075: 36,185 42,682
Other: 127,950: 31,451 16,344 36,954 49,549 47,390 117,954 100,687: 9,995 27,263
: : :
: : Changes in Commitments from: March 3, 2009 :
: 5,333: -1,603 -3,336 4,982 -1,489 2,778 1,890 4,424: 3,443 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.0 31.9 43.5 40.8 88.6 82.7: 11.4 17.3
Old : 100.0: 13.8 14.6 27.4 45.7 42.6 86.9 84.5: 13.1 15.5
Other: 100.0: 24.6 12.8 28.9 38.7 37.0 92.2 78.7: 7.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 82 98 134 106 110 276 274:
Old : 308: 76 100 115 96 103 245 256:
Other: 201: 58 36 62 71 78 159 154:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 21.8 31.2 30.8 11.2 10.3 17.9 14.2
Old : 22.3 22.6 34.0 31.6 14.8 12.3 23.6 18.4
Other: 27.0 26.7 42.4 37.2 18.8 15.1 25.6 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 237,650: 21,347 37,852 58,049 132,725 113,218 212,122 209,119: 25,528 28,531
Old : 198,842: 28,153 38,585 37,014 113,188 97,224 178,356 172,823: 20,486 26,019
Other: 38,808: 4,482 10,554 9,747 19,537 15,994 33,766 36,296: 5,042 2,512
: : :
: : Changes in Commitments from: March 3, 2009 :
: -2,228: 1,326 735 -3,096 -3,091 -1,708 -4,862 -4,069: 2,633 1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.9 24.4 55.8 47.6 89.3 88.0: 10.7 12.0
Old : 100.0: 14.2 19.4 18.6 56.9 48.9 89.7 86.9: 10.3 13.1
Other: 100.0: 11.5 27.2 25.1 50.3 41.2 87.0 93.5: 13.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 35 53 54 63 60 136 145:
Old : 176: 45 50 49 61 55 131 136:
Other: 82: 9 28 20 37 22 62 55:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 22.2 28.7 34.1 11.7 16.0 20.0 22.5
Old : 18.1 23.7 29.8 35.4 15.0 20.4 25.4 28.9
Other: 34.0 48.0 50.1 62.7 23.0 32.1 31.9 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 789,385: 39,326 141,280 44,891 593,757 442,391 677,973 628,562: 111,412 160,823
Old : 789,385: 39,326 141,280 44,891 593,757 442,391 677,973 628,562: 111,412 160,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -23,277: 2,243 2,394 -18,462 -9,478 -11,559 -25,697 -27,627: 2,419 4,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 17.9 5.7 75.2 56.0 85.9 79.6: 14.1 20.4
Old : 100.0: 5.0 17.9 5.7 75.2 56.0 85.9 79.6: 14.1 20.4
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 : 151: 22 36 36 74 79 119 129:
Old : 151: 22 36 36 74 79 119 129:
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 : 34.0 22.2 44.4 28.7 32.0 22.0 40.1 28.0
Old : 34.0 22.2 44.4 28.7 32.0 22.0 40.1 28.0
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, March 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 : 124,178: 21,705 12,563 21,131 58,412 67,888 101,248 101,582: 22,930 22,597
Old : 98,793: 22,176 13,056 12,851 44,277 52,959 79,304 78,866: 19,489 19,927
Other: 25,385: 3,276 3,254 4,533 14,134 14,928 21,944 22,715: 3,441 2,670
: : :
: : Changes in Commitments from: March 3, 2009 :
: -5,527: 2,433 1,064 376 -8,442 -5,696 -5,633 -4,255: 107 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 10.1 17.0 47.0 54.7 81.5 81.8: 18.5 18.2
Old : 100.0: 22.4 13.2 13.0 44.8 53.6 80.3 79.8: 19.7 20.2
Other: 100.0: 12.9 12.8 17.9 55.7 58.8 86.4 89.5: 13.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 38 25 34 56 48 111 95:
Old : 133: 38 28 32 52 47 105 93:
Other: 69: 15 13 17 34 20 62 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 30.8 27.8 43.7 10.9 24.9 17.9 32.3
Old : 20.1 29.6 29.5 38.8 15.0 28.2 23.3 34.6
Other: 25.3 55.5 39.7 68.2 20.6 44.9 31.4 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 7,025: 1,395 1,312 485 3,935 3,249 5,815 5,046: 1,210 1,979
Old : 4,800: 856 1,304 154 2,684 1,869 3,694 3,327: 1,106 1,473
Other: 2,225: 631 100 239 1,251 1,380 2,120 1,719: 104 506
: : :
: : Changes in Commitments from: March 3, 2009 :
: 310: 17 34 -112 90 366 -5 288: 316 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.7 6.9 56.0 46.3 82.8 71.8: 17.2 28.2
Old : 100.0: 17.8 27.2 3.2 55.9 38.9 77.0 69.3: 23.0 30.7
Other: 100.0: 28.4 4.5 10.7 56.2 62.0 95.3 77.3: 4.7 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 13 5 22 17 35 31:
Old : 46: 8 13 4 22 12 34 25:
Other: 21: 5 1 4 4 12 10 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 : 38.1 37.2 52.8 47.7 37.5 37.1 51.7 44.6
Old : 29.1 43.7 43.1 52.2 28.7 43.2 42.6 50.9
Other: 85.5 33.1 94.5 55.4 79.7 33.1 80.2 53.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 469,976: 77,886 54,212 17,372 295,249 335,157 390,507 406,741: 79,468 63,234
Old : 469,976: 77,886 54,212 17,372 295,249 335,157 390,507 406,741: 79,468 63,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -26,278: -4,198 -11,324 -432 -5,985 -1,980 -10,615 -13,736: -15,664 -12,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.5 3.7 62.8 71.3 83.1 86.5: 16.9 13.5
Old : 100.0: 16.6 11.5 3.7 62.8 71.3 83.1 86.5: 16.9 13.5
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 : 141: 26 27 17 67 68 102 103:
Old : 141: 26 27 17 67 68 102 103:
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 : 16.2 33.4 26.7 43.3 13.3 28.9 22.0 37.7
Old : 16.2 33.4 26.7 43.3 13.3 28.9 22.0 37.7
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, March 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 : 1,247,988: 76,744 136,740 145,424 810,605 720,492 1,032,773 1,002,656: 215,215 245,332
Old : 1,247,988: 76,744 136,740 145,424 810,605 720,492 1,032,773 1,002,656: 215,215 245,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -21,410: -5,710 1,382 1,068 27,305 -4,366 22,663 -1,916: -44,073 -19,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.0 11.7 65.0 57.7 82.8 80.3: 17.2 19.7
Old : 100.0: 6.1 11.0 11.7 65.0 57.7 82.8 80.3: 17.2 19.7
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 : 202: 35 39 49 107 111 167 174:
Old : 202: 35 39 49 107 111 167 174:
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 : 20.3 13.1 30.3 18.9 19.4 10.3 27.9 15.3
Old : 20.3 13.1 30.3 18.9 19.4 10.3 27.9 15.3
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, March 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 : 978,070: 116,476 80,814 20,554 664,502 707,595 801,532 808,962: 176,538 169,108
Old : 978,070: 116,476 80,814 20,554 664,502 707,595 801,532 808,962: 176,538 169,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -25,237: 10,242 -3,638 -9,092 -21,255 -1,468 -20,105 -14,198: -5,131 -11,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.3 2.1 67.9 72.3 82.0 82.7: 18.0 17.3
Old : 100.0: 11.9 8.3 2.1 67.9 72.3 82.0 82.7: 18.0 17.3
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 : 134: 15 36 27 68 65 102 109:
Old : 134: 15 36 27 68 65 102 109:
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 : 27.9 41.5 40.6 47.6 16.7 26.7 25.6 31.8
Old : 27.9 41.5 40.6 47.6 16.7 26.7 25.6 31.8
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, March 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 : 461,994: 142,963 12,851 124,561 159,366 295,943 426,890 433,354: 35,105 28,640
Old : 461,994: 142,963 12,851 124,561 159,366 295,943 426,890 433,354: 35,105 28,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 26,032: 1,721 3,777 -538 22,670 25,743 23,853 28,982: 2,179 -2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 2.8 27.0 34.5 64.1 92.4 93.8: 7.6 6.2
Old : 100.0: 30.9 2.8 27.0 34.5 64.1 92.4 93.8: 7.6 6.2
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 : 75: 21 12 28 33 30 68 60:
Old : 75: 21 12 28 33 30 68 60:
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 : 29.2 40.7 42.5 56.9 22.1 37.9 30.7 44.5
Old : 29.2 40.7 42.5 56.9 22.1 37.9 30.7 44.5
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, March 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 : 27,245: 5,854 5,764 1,293 15,435 15,650 22,583 22,707: 4,662 4,538
Old : 27,245: 5,854 5,764 1,293 15,435 15,650 22,583 22,707: 4,662 4,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 958: 441 -30 605 459 -384 1,505 190: -548 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.2 4.7 56.7 57.4 82.9 83.3: 17.1 16.7
Old : 100.0: 21.5 21.2 4.7 56.7 57.4 82.9 83.3: 17.1 16.7
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 : 38: 9 12 8 12 7 26 22:
Old : 38: 9 12 8 12 7 26 22:
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 : 47.1 57.1 66.1 69.0 45.6 55.6 63.7 66.9
Old : 47.1 57.1 66.1 69.0 45.6 55.6 63.7 66.9
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, March 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 : 81,342: 22,851 16,664 1,948 37,899 47,292 62,698 65,905: 18,644 15,438
Old : 81,342: 22,851 16,664 1,948 37,899 47,292 62,698 65,905: 18,644 15,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 473: -32 37 756 -1,171 -4,174 -447 -3,381: 920 3,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.5 2.4 46.6 58.1 77.1 81.0: 22.9 19.0
Old : 100.0: 28.1 20.5 2.4 46.6 58.1 77.1 81.0: 22.9 19.0
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 : 96: 30 21 16 28 30 66 59:
Old : 96: 30 21 16 28 30 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 31.1 39.4 47.0 23.9 25.6 33.4 38.3
Old : 26.6 31.1 39.4 47.0 23.9 25.6 33.4 38.3
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, March 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 : 30,654: 10,487 4,401 432 18,496 24,433 29,415 29,266: 1,239 1,388
Old : 30,654: 10,487 4,401 432 18,496 24,433 29,415 29,266: 1,239 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,477: -163 -93 -401 3,198 3,071 2,634 2,577: 843 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 14.4 1.4 60.3 79.7 96.0 95.5: 4.0 4.5
Old : 100.0: 34.2 14.4 1.4 60.3 79.7 96.0 95.5: 4.0 4.5
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 : 42: 10 11 3 12 15 24 27:
Old : 42: 10 11 3 12 15 24 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 : 78.6 64.4 88.5 82.6 54.5 42.0 62.0 56.6
Old : 78.6 64.4 88.5 82.6 54.5 42.0 62.0 56.6
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, March 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 : 35,796: 9,995 1,454 2,390 22,634 31,091 35,019 34,935: 777 861
Old : 35,796: 9,995 1,454 2,390 22,634 31,091 35,019 34,935: 777 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -1,023: 256 104 391 -2,312 -2,141 -1,665 -1,646: 642 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.1 6.7 63.2 86.9 97.8 97.6: 2.2 2.4
Old : 100.0: 27.9 4.1 6.7 63.2 86.9 97.8 97.6: 2.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 6 5 11 8 21 18:
Old : 29: 9 6 5 11 8 21 18:
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 : 63.6 82.6 82.3 92.8 55.8 75.0 72.2 79.4
Old : 63.6 82.6 82.3 92.8 55.8 75.0 72.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2009