WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 417,105: 65,906 66,995 134,727 185,476 167,868 386,109 369,590: 30,996 47,515
Old : 119,463: 39,680 38,157 21,054 47,804 47,582 108,537 106,793: 10,926 12,670
Other: 297,642: 60,495 63,106 79,404 137,672 120,286 277,572 262,797: 20,070 34,845
: : :
: : Changes in Commitments from: March 31, 2009 :
: 4,620: 1,225 -6,223 -1,741 5,235 14,347 4,718 6,383: -98 -1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.1 32.3 44.5 40.2 92.6 88.6: 7.4 11.4
Old : 100.0: 33.2 31.9 17.6 40.0 39.8 90.9 89.4: 9.1 10.6
Other: 100.0: 20.3 21.2 26.7 46.3 40.4 93.3 88.3: 6.7 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 87 127 179 88 105 303 336:
Old : 294: 99 105 65 53 64 198 188:
Other: 335: 86 133 110 80 100 226 292:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 11.0 29.8 18.1 15.3 9.1 24.7 14.0
Old : 28.2 20.9 39.2 32.0 28.2 19.4 39.1 29.4
Other: 21.1 10.5 33.4 17.7 19.3 8.9 29.4 14.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 1,251,985: 159,651 73,938 402,311 554,624 551,638 1,116,586 1,027,887: 135,398 224,098
Old : 815,335: 103,323 99,131 247,781 366,207 344,097 717,311 691,009: 98,025 124,327
Other: 436,649: 104,657 23,135 106,201 188,417 207,541 399,276 336,878: 37,374 99,771
: : :
: : Changes in Commitments from: March 31, 2009 :
: 27,024: 2,614 -967 21,759 7,606 7,898 31,979 28,690: -4,955 -1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.9 32.1 44.3 44.1 89.2 82.1: 10.8 17.9
Old : 100.0: 12.7 12.2 30.4 44.9 42.2 88.0 84.8: 12.0 15.2
Other: 100.0: 24.0 5.3 24.3 43.2 47.5 91.4 77.2: 8.6 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 146 122 222 232 256 501 508:
Old : 563: 125 146 191 212 244 457 476:
Other: 436: 118 73 105 125 210 281 352:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 13.2 21.0 20.8 9.0 6.8 14.2 10.3
Old : 12.9 14.5 22.3 22.0 10.8 7.8 17.9 11.5
Other: 19.9 11.5 32.1 21.0 18.0 8.5 25.8 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 16,809: 1,452 2,283 1,736 10,735 10,243 13,923 14,262: 2,886 2,547
Old : 6,450: 1,002 1,917 417 3,380 2,668 4,798 5,002: 1,652 1,448
Other: 10,359: 1,429 1,345 341 7,355 7,575 9,125 9,261: 1,234 1,098
: : :
: : Changes in Commitments from: March 31, 2009 :
: 713: 466 25 197 -58 699 604 921: 109 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.6 10.3 63.9 60.9 82.8 84.8: 17.2 15.2
Old : 100.0: 15.5 29.7 6.5 52.4 41.4 74.4 77.5: 25.6 22.5
Other: 100.0: 13.8 13.0 3.3 71.0 73.1 88.1 89.4: 11.9 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 16 5 21 13 31 30:
Old : 34: 6 10 3 14 9 20 22:
Other: 33: 5 7 3 18 11 26 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 : 32.7 50.2 48.6 62.5 25.8 33.6 36.2 41.4
Old : 44.6 46.6 61.0 60.0 42.2 45.5 57.4 58.3
Other: 43.2 60.1 63.0 76.2 37.6 56.2 53.0 67.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 476,888: 93,348 18,030 159,394 174,834 224,768 427,576 402,191: 49,312 74,697
Old : 306,681: 70,447 26,486 89,012 110,771 150,201 270,230 265,698: 36,451 40,982
Other: 170,207: 44,135 12,778 49,147 64,063 74,567 157,346 136,493: 12,861 33,715
: : :
: : Changes in Commitments from: March 31, 2009 :
: 29,946: 16,140 -10,430 8,948 -718 28,526 24,371 27,044: 5,575 2,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.8 33.4 36.7 47.1 89.7 84.3: 10.3 15.7
Old : 100.0: 23.0 8.6 29.0 36.1 49.0 88.1 86.6: 11.9 13.4
Other: 100.0: 25.9 7.5 28.9 37.6 43.8 92.4 80.2: 7.6 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 133 72 158 115 130 322 303:
Old : 347: 118 81 132 106 119 285 278:
Other: 258: 83 50 78 79 100 201 194:
:----------------------------------------------------------------------------------------------------
: 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 19.9 25.3 29.9 10.1 13.3 16.4 18.1
Old : 17.2 22.1 27.5 30.9 14.2 17.3 22.4 22.7
Other: 20.6 25.4 34.4 36.4 16.8 17.6 25.0 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 244,547: 24,246 28,879 59,602 128,702 133,966 212,550 222,447: 31,998 22,100
Old : 198,139: 27,447 30,885 36,512 107,842 110,859 171,800 178,255: 26,338 19,884
Other: 46,408: 6,640 7,834 13,250 20,859 23,108 40,749 44,192: 5,659 2,216
: : :
: : Changes in Commitments from: March 31, 2009 :
: 2,698: 2,839 -4,743 2,687 -8,192 4,458 -2,667 2,402: 5,365 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.8 24.4 52.6 54.8 86.9 91.0: 13.1 9.0
Old : 100.0: 13.9 15.6 18.4 54.4 56.0 86.7 90.0: 13.3 10.0
Other: 100.0: 14.3 16.9 28.6 44.9 49.8 87.8 95.2: 12.2 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 46 41 60 67 64 155 144:
Old : 180: 49 46 53 61 58 142 134:
Other: 98: 22 23 26 43 29 79 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 : 16.5 23.8 26.8 37.6 11.8 21.5 19.0 29.5
Old : 16.3 26.5 27.1 39.3 14.4 23.9 23.7 34.6
Other: 28.1 42.8 42.8 61.8 16.6 34.3 26.6 47.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 805,064: 40,293 122,561 51,121 605,436 490,432 696,851 664,115: 108,214 140,950
Old : 805,064: 40,293 122,561 51,121 605,436 490,432 696,851 664,115: 108,214 140,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 5,688: -10,020 1,564 7,411 14,569 -4,877 11,960 4,098: -6,272 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.2 6.3 75.2 60.9 86.6 82.5: 13.4 17.5
Old : 100.0: 5.0 15.2 6.3 75.2 60.9 86.6 82.5: 13.4 17.5
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 : 153: 15 46 38 75 78 122 130:
Old : 153: 15 46 38 75 78 122 130:
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 : 32.0 30.5 44.2 38.0 30.7 30.3 41.2 37.7
Old : 32.0 30.5 44.2 38.0 30.7 30.3 41.2 37.7
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, April 7, 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 : 132,363: 29,121 7,492 22,823 52,780 83,909 104,724 114,223: 27,639 18,139
Old : 101,893: 27,364 7,825 14,480 36,069 63,323 77,912 85,628: 23,981 16,265
Other: 30,469: 4,537 2,446 5,563 16,711 20,585 26,812 28,595: 3,658 1,874
: : :
: : Changes in Commitments from: March 31, 2009 :
: 5,915: 182 1,637 478 3,739 2,926 4,399 5,040: 1,516 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 5.7 17.2 39.9 63.4 79.1 86.3: 20.9 13.7
Old : 100.0: 26.9 7.7 14.2 35.4 62.1 76.5 84.0: 23.5 16.0
Other: 100.0: 14.9 8.0 18.3 54.8 67.6 88.0 93.8: 12.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 45 26 42 60 52 130 102:
Old : 143: 47 23 36 56 51 122 97:
Other: 84: 25 14 20 40 25 74 51:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 35.2 20.2 45.4 9.4 30.4 15.0 38.0
Old : 11.3 33.6 18.2 44.0 11.1 30.0 16.9 38.6
Other: 25.8 50.4 40.5 66.4 21.2 44.3 31.9 54.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 7,827: 1,736 1,068 906 4,071 3,856 6,713 5,830: 1,114 1,996
Old : 4,596: 823 1,226 304 2,633 1,805 3,761 3,335: 835 1,261
Other: 3,231: 1,169 99 345 1,437 2,051 2,952 2,495: 279 735
: : :
: : Changes in Commitments from: March 31, 2009 :
: 322: 252 -23 18 -90 244 180 239: 142 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.6 11.6 52.0 49.3 85.8 74.5: 14.2 25.5
Old : 100.0: 17.9 26.7 6.6 57.3 39.3 81.8 72.6: 18.2 27.4
Other: 100.0: 36.2 3.1 10.7 44.5 63.5 91.4 77.2: 8.6 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 12 9 7 22 16 37 29:
Old : 43: 9 10 5 22 11 34 23:
Other: 25: 7 2 4 4 14 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 : 33.7 34.6 51.1 50.8 33.4 34.3 48.6 44.9
Old : 31.4 45.2 45.0 57.2 31.2 44.5 44.5 55.5
Other: 65.8 32.5 88.1 55.3 64.6 29.9 72.9 48.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 514,858: 103,558 53,402 23,223 298,808 366,132 425,589 442,757: 89,269 72,102
Old : 514,858: 103,558 53,402 23,223 298,808 366,132 425,589 442,757: 89,269 72,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -8,205: -1,620 -1,299 1,670 242 -3,526 292 -3,154: -8,497 -5,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 10.4 4.5 58.0 71.1 82.7 86.0: 17.3 14.0
Old : 100.0: 20.1 10.4 4.5 58.0 71.1 82.7 86.0: 17.3 14.0
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 : 143: 28 25 16 67 62 104 94:
Old : 143: 28 25 16 67 62 104 94:
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 : 15.2 33.4 27.6 43.4 13.9 27.9 24.8 36.6
Old : 15.2 33.4 27.6 43.4 13.9 27.9 24.8 36.6
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, April 7, 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 : 1,319,566: 80,665 126,277 157,316 854,889 776,733 1,092,870 1,060,326: 226,697 259,241
Old : 1,319,566: 80,665 126,277 157,316 854,889 776,733 1,092,870 1,060,326: 226,697 259,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -94,705: -40,300 -17,491 -8,240 -27,945 -59,753 -76,485 -85,485: -18,219 -9,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.6 11.9 64.8 58.9 82.8 80.4: 17.2 19.6
Old : 100.0: 6.1 9.6 11.9 64.8 58.9 82.8 80.4: 17.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 38 39 57 116 106 183 173:
Old : 208: 38 39 57 116 106 183 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 16.9 29.2 23.3 17.9 13.2 24.7 18.1
Old : 19.5 16.9 29.2 23.3 17.9 13.2 24.7 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 856,428: 83,215 77,038 27,289 587,955 596,985 698,459 701,312: 157,969 155,116
Old : 856,428: 83,215 77,038 27,289 587,955 596,985 698,459 701,312: 157,969 155,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -36,280: -848 -12,932 -5,402 -1,602 -7,760 -7,851 -26,094: -28,429 -10,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.0 3.2 68.7 69.7 81.6 81.9: 18.4 18.1
Old : 100.0: 9.7 9.0 3.2 68.7 69.7 81.6 81.9: 18.4 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 : 128: 18 31 23 61 65 94 104:
Old : 128: 18 31 23 61 65 94 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 31.1 41.8 40.2 13.6 18.8 23.9 26.3
Old : 30.5 31.1 41.8 40.2 13.6 18.8 23.9 26.3
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, April 7, 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 : 500,816: 165,339 13,125 110,591 183,067 344,220 458,997 467,936: 41,819 32,880
Old : 500,816: 165,339 13,125 110,591 183,067 344,220 458,997 467,936: 41,819 32,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -47,776: -2,387 -487 -32,695 -18,525 -17,463 -53,608 -50,645: 5,832 2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.6 22.1 36.6 68.7 91.6 93.4: 8.4 6.6
Old : 100.0: 33.0 2.6 22.1 36.6 68.7 91.6 93.4: 8.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 33 8 32 37 33 78 67:
Old : 85: 33 8 32 37 33 78 67:
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 37.5 43.4 52.0 22.2 35.7 31.3 41.9
Old : 28.4 37.5 43.4 52.0 22.2 35.7 31.3 41.9
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, April 7, 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 : 10,388: 3,567 1,089 2 3,380 5,253 6,949 6,344: 3,439 4,043
Old : 10,388: 3,567 1,089 2 3,380 5,253 6,949 6,344: 3,439 4,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 1,839: 88 45 2 1,448 1,421 1,538 1,468: 302 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.5 0.0 32.5 50.6 66.9 61.1: 33.1 38.9
Old : 100.0: 34.3 10.5 0.0 32.5 50.6 66.9 61.1: 33.1 38.9
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 : 21: 6 2 1 7 7 13 10:
Old : 21: 6 2 1 7 7 13 10:
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 : 41.5 44.3 57.0 60.4 41.5 44.3 57.0 60.4
Old : 41.5 44.3 57.0 60.4 41.5 44.3 57.0 60.4
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, April 7, 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 : 57,297: 15,165 12,249 445 30,461 30,528 46,070 43,222: 11,227 14,075
Old : 57,297: 15,165 12,249 445 30,461 30,528 46,070 43,222: 11,227 14,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 652: 10 -459 -156 -4 164 -151 -451: 802 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 21.4 0.8 53.2 53.3 80.4 75.4: 19.6 24.6
Old : 100.0: 26.5 21.4 0.8 53.2 53.3 80.4 75.4: 19.6 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 20 25 7 29 26 54 53:
Old : 87: 20 25 7 29 26 54 53:
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 : 23.1 24.9 39.5 39.3 19.6 23.1 32.8 33.1
Old : 23.1 24.9 39.5 39.3 19.6 23.1 32.8 33.1
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, April 7, 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 : 21,343: 10,718 5,071 150 10,275 15,877 21,143 21,098: 200 245
Old : 21,343: 10,718 5,071 150 10,275 15,877 21,143 21,098: 200 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -502: 276 -590 36 -833 -73 -521 -627: 19 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 23.8 0.7 48.1 74.4 99.1 98.9: 0.9 1.1
Old : 100.0: 50.2 23.8 0.7 48.1 74.4 99.1 98.9: 0.9 1.1
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 : 45: 12 13 3 10 13 25 26:
Old : 45: 12 13 3 10 13 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 64.5 86.9 83.5 69.5 54.9 80.9 73.9
Old : 72.1 64.5 86.9 83.5 69.5 54.9 80.9 73.9
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, April 7, 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 : 27,420: 8,760 1,355 948 17,387 25,059 27,095 27,362: 325 58
Old : 27,420: 8,760 1,355 948 17,387 25,059 27,095 27,362: 325 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 5,202: -176 265 -836 6,134 5,772 5,122 5,201: 80 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.9 3.5 63.4 91.4 98.8 99.8: 1.2 0.2
Old : 100.0: 31.9 4.9 3.5 63.4 91.4 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 7 4 11 7 23 16:
Old : 31: 10 7 4 11 7 23 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 : 75.4 84.0 90.8 96.4 66.1 77.7 78.4 83.2
Old : 75.4 84.0 90.8 96.4 66.1 77.7 78.4 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2009