WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 412,485: 64,681 73,217 136,468 180,242 153,522 381,391 363,207: 31,094 49,279
Old : 140,153: 48,451 56,611 21,919 56,185 46,022 126,556 124,553: 13,597 15,600
Other: 272,333: 59,113 59,489 71,666 124,057 107,499 254,835 238,654: 17,498 33,679
: : :
: : Changes in Commitments from: March 24, 2009 :
: 15,035: -304 8,070 9,530 5,233 -3,872 14,458 13,728: 577 1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.8 33.1 43.7 37.2 92.5 88.1: 7.5 11.9
Old : 100.0: 34.6 40.4 15.6 40.1 32.8 90.3 88.9: 9.7 11.1
Other: 100.0: 21.7 21.8 26.3 45.6 39.5 93.6 87.6: 6.4 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 81 140 176 84 96 296 329:
Old : 310: 117 104 62 59 58 209 191:
Other: 315: 75 136 107 71 94 219 270:
:----------------------------------------------------------------------------------------------------
: 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 9.6 29.6 16.8 14.8 7.4 24.3 12.0
Old : 25.5 18.0 37.8 28.0 25.5 16.7 37.7 26.3
Other: 23.6 10.8 34.8 17.6 21.8 7.7 30.6 12.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,224,961: 157,038 74,905 380,552 547,018 543,741 1,084,608 999,197: 140,353 225,764
Old : 809,305: 98,620 95,265 240,615 367,049 346,300 706,284 682,180: 103,021 127,125
Other: 415,655: 95,755 16,977 102,600 179,969 197,441 378,324 317,017: 37,332 98,638
: : :
: : Changes in Commitments from: March 24, 2009 :
: 29,006: 7,680 789 3,591 15,586 11,791 26,856 16,172: 2,150 12,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 6.1 31.1 44.7 44.4 88.5 81.6: 11.5 18.4
Old : 100.0: 12.2 11.8 29.7 45.4 42.8 87.3 84.3: 12.7 15.7
Other: 100.0: 23.0 4.1 24.7 43.3 47.5 91.0 76.3: 9.0 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 146 112 206 226 245 480 479:
Old : 537: 111 150 178 210 233 438 451:
Other: 416: 117 61 98 124 204 269 336:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 13.9 21.4 21.7 8.7 7.3 14.2 11.0
Old : 13.4 15.2 22.8 23.1 10.8 8.1 17.9 12.2
Other: 20.6 12.0 32.5 21.6 18.6 8.5 26.7 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 16,096: 986 2,258 1,540 10,793 9,544 13,320 13,341: 2,777 2,755
Old : 6,806: 706 2,023 415 4,053 2,675 5,175 5,114: 1,631 1,692
Other: 9,291: 808 762 597 6,740 6,868 8,145 8,227: 1,146 1,063
: : :
: : Changes in Commitments from: March 24, 2009 :
: 638: 14 235 91 254 98 359 424: 279 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 14.0 9.6 67.1 59.3 82.7 82.9: 17.3 17.1
Old : 100.0: 10.4 29.7 6.1 59.6 39.3 76.0 75.1: 24.0 24.9
Other: 100.0: 8.7 8.2 6.4 72.5 73.9 87.7 88.6: 12.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 13 5 21 12 29 27:
Old : 34: 5 10 3 17 7 23 19:
Other: 31: 3 7 3 17 11 23 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 : 34.0 50.4 52.1 62.1 27.0 33.8 38.2 41.5
Old : 38.5 47.3 53.1 59.9 38.1 46.0 50.6 58.6
Other: 44.6 61.2 63.5 77.0 39.1 58.3 54.3 65.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 446,942: 77,208 28,459 150,445 175,551 196,242 403,205 375,147: 43,737 71,795
Old : 291,409: 58,496 31,743 85,351 116,857 135,989 260,704 253,083: 30,705 38,326
Other: 155,533: 36,789 14,793 47,018 58,694 60,253 142,501 122,064: 13,032 33,469
: : :
: : Changes in Commitments from: March 24, 2009 :
: -5,261: 3,633 -1,395 -3,639 -1,775 443 -1,781 -4,591: -3,480 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.4 33.7 39.3 43.9 90.2 83.9: 9.8 16.1
Old : 100.0: 20.1 10.9 29.3 40.1 46.7 89.5 86.8: 10.5 13.2
Other: 100.0: 23.7 9.5 30.2 37.7 38.7 91.6 78.5: 8.4 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 118 89 162 109 114 317 295:
Old : 338: 113 96 133 101 106 278 275:
Other: 242: 72 60 82 72 87 192 186:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 18.8 26.4 29.2 10.6 11.8 17.6 15.9
Old : 17.6 22.2 28.7 31.8 14.7 17.0 23.4 22.3
Other: 22.3 23.0 36.9 33.3 17.9 13.9 25.5 18.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,864: 10,046 1,175 464 0 1,612 10,510 3,251: 3,354 10,613
Old : 7,261: 4,655 1,175 330 0 814 4,985 2,319: 2,276 4,942
Other: 6,603: 5,391 0 134 0 798 5,525 932: 1,078 5,671
: : :
: : Changes in Commitments from: March 24, 2009 :
: 247: 575 -117 -195 0 122 380 -190: -133 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 8.5 3.3 0.0 11.6 75.8 23.4: 24.2 76.6
Old : 100.0: 64.1 16.2 4.5 0.0 11.2 68.7 31.9: 31.3 68.1
Other: 100.0: 81.6 0.0 2.0 0.0 12.1 83.7 14.1: 16.3 85.9
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 8 0 4 11 17:
Old : 20: 11 5 7 0 4 11 16:
Other: 14: 10 0 4 0 4 10 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 12.0 69.9 19.0 55.6 12.0 67.7 19.0
Old : 46.9 16.5 63.3 26.5 44.6 16.5 59.8 26.5
Other: 68.2 13.0 82.7 14.1 67.7 12.1 81.4 12.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 241,849: 21,407 33,621 56,915 136,894 129,509 215,216 220,045: 26,633 21,804
Old : 198,456: 26,348 35,169 33,904 116,653 109,601 176,905 178,674: 21,551 19,782
Other: 43,393: 5,691 9,083 12,380 20,241 19,908 38,311 41,371: 5,082 2,022
: : :
: : Changes in Commitments from: March 24, 2009 :
: 299: 1,230 -6,306 116 1,225 9,697 2,571 3,507: -2,272 -3,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 13.9 23.5 56.6 53.5 89.0 91.0: 11.0 9.0
Old : 100.0: 13.3 17.7 17.1 58.8 55.2 89.1 90.0: 10.9 10.0
Other: 100.0: 13.1 20.9 28.5 46.6 45.9 88.3 95.3: 11.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 41 51 60 65 59 147 148:
Old : 183: 50 53 51 61 53 138 136:
Other: 96: 18 30 26 39 25 74 66:
:----------------------------------------------------------------------------------------------------
: 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 24.0 28.1 37.7 12.7 18.8 20.0 27.2
Old : 16.4 28.0 28.0 41.1 15.5 22.7 24.6 32.6
Other: 31.1 46.9 47.1 65.3 19.9 36.9 29.0 45.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 799,377: 50,313 120,997 43,711 590,868 495,310 684,891 660,017: 114,486 139,360
Old : 799,377: 50,313 120,997 43,711 590,868 495,310 684,891 660,017: 114,486 139,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -15,154: 3,195 -13,662 -11,005 -2,807 10,752 -10,617 -13,916: -4,536 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 15.1 5.5 73.9 62.0 85.7 82.6: 14.3 17.4
Old : 100.0: 6.3 15.1 5.5 73.9 62.0 85.7 82.6: 14.3 17.4
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 : 150: 26 33 30 75 77 115 126:
Old : 150: 26 33 30 75 77 115 126:
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 29.3 42.0 36.4 29.7 29.1 39.2 36.2
Old : 31.4 29.3 42.0 36.4 29.7 29.1 39.2 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 126,448: 28,939 5,855 22,345 49,041 80,983 100,325 109,183: 26,123 17,264
Old : 98,609: 27,426 6,880 14,225 35,121 62,711 76,772 83,816: 21,837 14,793
Other: 27,839: 4,474 1,935 5,160 13,919 18,272 23,553 25,368: 4,286 2,471
: : :
: : Changes in Commitments from: March 24, 2009 :
: -3,302: 1,216 -224 -791 -2,566 -167 -2,141 -1,182: -1,161 -2,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.6 17.7 38.8 64.0 79.3 86.3: 20.7 13.7
Old : 100.0: 27.8 7.0 14.4 35.6 63.6 77.9 85.0: 22.1 15.0
Other: 100.0: 16.1 7.0 18.5 50.0 65.6 84.6 91.1: 15.4 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 43 26 37 59 51 122 98:
Old : 140: 48 21 32 56 51 117 94:
Other: 80: 19 15 21 40 24 71 50:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 34.1 21.3 46.6 9.8 30.6 15.6 37.8
Old : 12.0 33.5 20.2 45.4 10.6 29.7 17.4 38.3
Other: 23.8 50.0 37.2 64.3 18.7 45.6 29.9 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 7,505: 1,484 1,092 888 4,161 3,612 6,533 5,592: 972 1,913
Old : 4,523: 685 1,227 307 2,765 1,678 3,758 3,213: 765 1,310
Other: 2,982: 1,003 69 376 1,396 1,934 2,775 2,379: 207 603
: : :
: : Changes in Commitments from: March 24, 2009 :
: 407: 164 -51 364 -95 190 433 503: -26 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 14.5 11.8 55.4 48.1 87.1 74.5: 12.9 25.5
Old : 100.0: 15.2 27.1 6.8 61.1 37.1 83.1 71.0: 16.9 29.0
Other: 100.0: 33.6 2.3 12.6 46.8 64.9 93.1 79.8: 6.9 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 8 7 22 16 37 30:
Old : 45: 8 11 5 22 9 34 22:
Other: 25: 7 1 4 4 15 12 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 35.4 52.2 50.3 35.4 35.3 49.5 44.8
Old : 30.3 44.8 45.8 54.9 30.3 44.4 45.4 53.4
Other: 69.3 33.2 88.4 58.5 68.3 32.6 74.1 50.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 523,063: 105,179 54,701 21,552 298,566 369,657 425,297 445,911: 97,767 77,153
Old : 523,063: 105,179 54,701 21,552 298,566 369,657 425,297 445,911: 97,767 77,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 3,704: 8,711 7,210 -7,832 -9,461 6,966 -8,582 6,344: 12,286 -2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 10.5 4.1 57.1 70.7 81.3 85.2: 18.7 14.8
Old : 100.0: 20.1 10.5 4.1 57.1 70.7 81.3 85.2: 18.7 14.8
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 : 146: 30 26 16 65 68 104 101:
Old : 146: 30 26 16 65 68 104 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 31.5 26.6 41.7 12.5 26.7 22.5 35.6
Old : 15.4 31.5 26.6 41.7 12.5 26.7 22.5 35.6
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 31, 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 : 1,414,271: 120,965 143,768 165,556 882,834 836,487 1,169,355 1,145,811: 244,916 268,460
Old : 1,414,271: 120,965 143,768 165,556 882,834 836,487 1,169,355 1,145,811: 244,916 268,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -131,334: 27,427 25,615 -87,901 -51,712 -73,388 -112,186 -135,675: -19,148 4,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.2 11.7 62.4 59.1 82.7 81.0: 17.3 19.0
Old : 100.0: 8.6 10.2 11.7 62.4 59.1 82.7 81.0: 17.3 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 : 203: 33 41 53 111 104 174 168:
Old : 203: 33 41 53 111 104 174 168:
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 : 17.5 19.3 26.1 26.0 15.8 15.3 22.8 20.3
Old : 17.5 19.3 26.1 26.0 15.8 15.3 22.8 20.3
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 31, 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 : 892,708: 84,063 89,970 32,690 589,557 604,746 706,310 727,405: 186,398 165,303
Old : 892,708: 84,063 89,970 32,690 589,557 604,746 706,310 727,405: 186,398 165,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -62,347: -22,428 11,721 -7,423 -33,137 -70,733 -62,988 -66,434: 641 4,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.1 3.7 66.0 67.7 79.1 81.5: 20.9 18.5
Old : 100.0: 9.4 10.1 3.7 66.0 67.7 79.1 81.5: 20.9 18.5
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 : 128: 16 31 23 63 67 94 106:
Old : 128: 16 31 23 63 67 94 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 29.5 39.7 38.5 12.3 17.4 20.2 23.5
Old : 28.4 29.5 39.7 38.5 12.3 17.4 20.2 23.5
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, March 31, 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 : 548,592: 167,727 13,612 143,286 201,592 361,683 512,605 518,581: 35,987 30,011
Old : 548,592: 167,727 13,612 143,286 201,592 361,683 512,605 518,581: 35,987 30,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 31,231: 15,429 -2,575 6,795 13,372 29,561 35,597 33,781: -4,366 -2,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.5 26.1 36.7 65.9 93.4 94.5: 6.6 5.5
Old : 100.0: 30.6 2.5 26.1 36.7 65.9 93.4 94.5: 6.6 5.5
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 : 89: 32 9 36 39 36 82 75:
Old : 89: 32 9 36 39 36 82 75:
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 : 27.3 36.1 43.4 51.4 19.5 34.5 28.2 39.6
Old : 27.3 36.1 43.4 51.4 19.5 34.5 28.2 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 8,548: 3,479 1,044 0 1,932 3,832 5,411 4,876: 3,137 3,672
Old : 8,548: 3,479 1,044 0 1,932 3,832 5,411 4,876: 3,137 3,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,532: 436 258 0 -540 -61 -104 197: -1,428 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.2 0.0 22.6 44.8 63.3 57.0: 36.7 43.0
Old : 100.0: 40.7 12.2 0.0 22.6 44.8 63.3 57.0: 36.7 43.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 0 7 5 13 8:
Old : 21: 6 3 0 7 5 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.7 50.3 57.0 34.7 41.7 50.3 57.0
Old : 34.7 41.7 50.3 57.0 34.7 41.7 50.3 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 56,645: 15,155 12,707 601 30,465 30,365 46,221 43,673: 10,424 12,972
Old : 56,645: 15,155 12,707 601 30,465 30,365 46,221 43,673: 10,424 12,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,043: 1,682 -23 -8 2,826 5,229 4,500 5,199: -457 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 22.4 1.1 53.8 53.6 81.6 77.1: 18.4 22.9
Old : 100.0: 26.8 22.4 1.1 53.8 53.6 81.6 77.1: 18.4 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 20 8 26 25 53 49:
Old : 83: 23 20 8 26 25 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 25.5 42.3 40.7 22.6 23.4 35.7 34.6
Old : 25.4 25.5 42.3 40.7 22.6 23.4 35.7 34.6
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 31, 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 : 21,845: 10,442 5,661 114 11,108 15,950 21,664 21,725: 181 120
Old : 21,845: 10,442 5,661 114 11,108 15,950 21,664 21,725: 181 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 720: 947 -216 -4 -321 995 622 775: 98 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 25.9 0.5 50.8 73.0 99.2 99.5: 0.8 0.5
Old : 100.0: 47.8 25.9 0.5 50.8 73.0 99.2 99.5: 0.8 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 : 46: 12 14 2 9 13 23 27:
Old : 46: 12 14 2 9 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 : 69.4 62.3 87.9 82.6 69.4 53.6 82.1 73.2
Old : 69.4 62.3 87.9 82.6 69.4 53.6 82.1 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, March 31, 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 : 22,218: 8,936 1,090 1,784 11,253 19,287 21,973 22,161: 245 57
Old : 22,218: 8,936 1,090 1,784 11,253 19,287 21,973 22,161: 245 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -5,541: -3,069 122 1,486 -4,017 -7,066 -5,600 -5,458: 59 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.9 8.0 50.6 86.8 98.9 99.7: 1.1 0.3
Old : 100.0: 40.2 4.9 8.0 50.6 86.8 98.9 99.7: 1.1 0.3
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 : 31: 10 7 3 11 7 22 16:
Old : 31: 10 7 3 11 7 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 78.3 85.3 96.2 57.7 70.7 73.9 82.0
Old : 66.7 78.3 85.3 96.2 57.7 70.7 73.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2009