WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 409,641: 65,420 77,121 132,967 180,480 151,252 378,868 361,340: 30,774 48,301
Old : 64,209: 26,761 15,354 16,636 12,887 24,066 56,283 56,055: 7,925 8,154
Other: 345,433: 63,868 86,977 91,122 167,593 127,186 322,584 305,285: 22,849 40,148
: : :
: : Changes in Commitments from: April 14, 2009 :
: -291: 947 10,475 -594 -388 -8,808 -35 1,073: -256 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.8 32.5 44.1 36.9 92.5 88.2: 7.5 11.8
Old : 100.0: 41.7 23.9 25.9 20.1 37.5 87.7 87.3: 12.3 12.7
Other: 100.0: 18.5 25.2 26.4 48.5 36.8 93.4 88.4: 6.6 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 83 140 178 89 104 302 348:
Old : 233: 93 65 56 45 56 169 146:
Other: 370: 85 166 126 82 101 241 331:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 9.3 28.6 16.6 16.3 7.7 26.2 12.5
Old : 13.1 19.7 22.4 32.2 12.3 17.0 19.0 28.3
Other: 19.9 9.2 32.2 17.0 18.3 8.0 30.2 13.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 1,234,636: 163,407 122,856 397,073 546,192 492,178 1,106,673 1,012,107: 127,963 222,528
Old : 770,084: 101,108 143,692 233,871 348,440 277,714 683,419 655,277: 86,665 114,807
Other: 464,551: 107,728 24,593 117,774 197,752 214,463 423,254 356,830: 41,298 107,721
: : :
: : Changes in Commitments from: April 14, 2009 :
: -10,375: -3,137 40,518 -6,031 8,725 -42,270 -443 -7,783: -9,932 -2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.0 32.2 44.2 39.9 89.6 82.0: 10.4 18.0
Old : 100.0: 13.1 18.7 30.4 45.2 36.1 88.7 85.1: 11.3 14.9
Other: 100.0: 23.2 5.3 25.4 42.6 46.2 91.1 76.8: 8.9 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 134 147 219 228 250 495 507:
Old : 559: 113 160 181 209 235 444 471:
Other: 447: 127 71 116 127 215 296 365:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 10.2 20.7 17.7 9.4 6.1 14.8 9.4
Old : 12.7 11.1 22.1 18.8 10.9 6.4 18.4 10.6
Other: 20.3 11.0 31.1 20.0 17.8 8.5 25.2 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 17,636: 1,530 2,920 1,490 11,705 10,589 14,725 14,999: 2,911 2,637
Old : 4,388: 318 828 370 2,520 2,593 3,209 3,792: 1,179 596
Other: 13,248: 1,465 2,344 867 9,185 7,996 11,517 11,207: 1,731 2,041
: : :
: : Changes in Commitments from: April 14, 2009 :
: 555: 75 518 94 522 23 692 636: -137 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.6 8.4 66.4 60.0 83.5 85.1: 16.5 14.9
Old : 100.0: 7.2 18.9 8.4 57.4 59.1 73.1 86.4: 26.9 13.6
Other: 100.0: 11.1 17.7 6.5 69.3 60.4 86.9 84.6: 13.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 18 4 21 14 30 34:
Old : 26: 4 6 3 12 9 17 17:
Other: 45: 5 18 4 18 12 27 30:
:----------------------------------------------------------------------------------------------------
: 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 : 33.2 49.3 52.5 62.7 26.2 33.4 37.7 40.7
Old : 49.8 59.7 60.8 76.8 45.9 58.1 55.0 71.4
Other: 40.6 49.5 59.5 63.7 37.0 44.9 52.3 51.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 537,107: 116,868 18,465 178,962 193,387 263,009 489,218 460,436: 47,889 76,671
Old : 338,005: 86,765 29,675 101,360 116,983 168,054 305,108 299,089: 32,898 38,916
Other: 199,101: 54,001 12,687 53,705 76,404 94,955 184,110 161,347: 14,991 37,755
: : :
: : Changes in Commitments from: April 14, 2009 :
: 24,229: 10,860 893 8,167 10,111 16,907 29,137 25,967: -4,909 -1,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.4 33.3 36.0 49.0 91.1 85.7: 8.9 14.3
Old : 100.0: 25.7 8.8 30.0 34.6 49.7 90.3 88.5: 9.7 11.5
Other: 100.0: 27.1 6.4 27.0 38.4 47.7 92.5 81.0: 7.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 152 92 170 120 138 356 326:
Old : 381: 136 95 146 104 129 307 305:
Other: 292: 100 57 86 85 112 227 214:
:----------------------------------------------------------------------------------------------------
: 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 22.1 25.9 32.0 9.5 14.0 15.2 18.2
Old : 19.4 24.9 28.5 32.7 15.6 18.5 22.8 24.2
Other: 18.0 28.6 30.9 39.8 14.8 22.0 23.0 25.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,833: 10,906 680 548 0 1,743 11,454 2,971: 3,379 11,862
Old : 5,557: 3,295 951 189 0 653 3,484 1,793: 2,073 3,764
Other: 9,276: 7,912 30 58 0 1,090 7,970 1,178: 1,306 8,098
: : :
: : Changes in Commitments from: April 14, 2009 :
: -1,861: -1,252 -295 -183 0 -2 -1,435 -480: -426 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 4.6 3.7 0.0 11.8 77.2 20.0: 22.8 80.0
Old : 100.0: 59.3 17.1 3.4 0.0 11.8 62.7 32.3: 37.3 67.7
Other: 100.0: 85.3 0.3 0.6 0.0 11.8 85.9 12.7: 14.1 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 4 10 0 4 15 17:
Old : 21: 12 5 9 0 4 14 16:
Other: 19: 14 1 7 0 4 14 12:
:----------------------------------------------------------------------------------------------------
: 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 : 53.2 11.9 66.9 17.6 52.4 11.9 65.9 16.3
Old : 42.5 18.5 55.1 30.2 41.4 18.5 53.5 28.8
Other: 63.3 11.8 77.7 12.6 62.8 11.8 77.2 12.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 252,691: 28,726 24,742 70,036 122,808 137,350 221,570 232,127: 31,121 20,564
Old : 203,420: 29,164 25,950 48,848 100,995 110,515 179,007 185,313: 24,413 18,106
Other: 49,272: 7,913 7,142 12,836 21,813 26,835 42,563 46,814: 6,708 2,458
: : :
: : Changes in Commitments from: April 14, 2009 :
: -2,214: 1,876 72 1,886 -4,963 -5,282 -1,201 -3,324: -1,013 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.8 27.7 48.6 54.4 87.7 91.9: 12.3 8.1
Old : 100.0: 14.3 12.8 24.0 49.6 54.3 88.0 91.1: 12.0 8.9
Other: 100.0: 16.1 14.5 26.1 44.3 54.5 86.4 95.0: 13.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 51 41 74 68 66 174 154:
Old : 193: 51 49 64 62 59 161 140:
Other: 109: 31 22 28 45 36 85 78:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 24.4 25.6 37.4 10.4 20.3 17.4 28.3
Old : 16.3 28.0 26.1 38.4 12.7 23.4 20.6 31.4
Other: 23.6 36.8 37.1 54.9 15.2 33.0 24.6 42.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 777,949: 37,005 110,150 43,476 580,595 479,164 661,076 632,791: 116,874 145,159
Old : 777,949: 37,005 110,150 43,476 580,595 479,164 661,076 632,791: 116,874 145,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -30,038: -8,842 -7,519 -6,023 -17,852 -24,887 -32,717 -38,429: 2,679 8,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.2 5.6 74.6 61.6 85.0 81.3: 15.0 18.7
Old : 100.0: 4.8 14.2 5.6 74.6 61.6 85.0 81.3: 15.0 18.7
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 : 152: 21 38 37 77 79 123 129:
Old : 152: 21 38 37 77 79 123 129:
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 : 31.1 31.9 41.4 39.3 28.6 31.7 36.8 38.0
Old : 31.1 31.9 41.4 39.3 28.6 31.7 36.8 38.0
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, April 21, 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 : 151,754: 42,915 6,108 26,206 52,811 103,176 121,931 135,490: 29,823 16,264
Old : 114,172: 40,029 6,377 16,812 31,217 75,955 88,059 99,144: 26,114 15,028
Other: 37,582: 5,345 2,190 6,935 21,593 27,221 33,873 36,346: 3,709 1,236
: : :
: : Changes in Commitments from: April 14, 2009 :
: 11,344: 8,817 -431 2,364 539 11,982 11,720 13,914: -376 -2,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 4.0 17.3 34.8 68.0 80.3 89.3: 19.7 10.7
Old : 100.0: 35.1 5.6 14.7 27.3 66.5 77.1 86.8: 22.9 13.2
Other: 100.0: 14.2 5.8 18.5 57.5 72.4 90.1 96.7: 9.9 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 56 25 46 64 59 147 112:
Old : 158: 59 25 41 60 54 140 103:
Other: 94: 24 17 24 42 30 79 60:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 37.1 19.6 50.1 8.7 33.2 14.7 40.6
Old : 10.3 35.7 17.6 47.7 9.6 34.0 16.7 42.8
Other: 22.9 49.9 38.3 66.3 17.9 40.3 27.3 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 8,380: 1,908 1,120 832 4,416 4,584 7,157 6,536: 1,223 1,844
Old : 4,568: 801 1,274 249 2,585 1,981 3,635 3,504: 934 1,065
Other: 3,812: 1,330 69 360 1,832 2,603 3,522 3,033: 289 779
: : :
: : Changes in Commitments from: April 14, 2009 :
: 95: 76 108 -38 269 -60 307 10: -212 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 13.4 9.9 52.7 54.7 85.4 78.0: 14.6 22.0
Old : 100.0: 17.5 27.9 5.5 56.6 43.4 79.6 76.7: 20.4 23.3
Other: 100.0: 34.9 1.8 9.5 48.1 68.3 92.4 79.6: 7.6 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 8 6 22 15 36 27:
Old : 41: 9 9 5 21 12 32 24:
Other: 26: 7 1 3 7 15 14 19:
:----------------------------------------------------------------------------------------------------
: 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 : 30.9 32.9 48.3 53.0 30.9 32.3 43.8 45.0
Old : 32.1 44.1 47.2 58.4 32.0 42.9 46.6 54.7
Other: 59.6 36.7 83.0 58.3 57.6 29.8 69.8 47.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 504,924: 70,628 47,930 26,729 318,852 343,842 416,209 418,501: 88,714 86,422
Old : 504,924: 70,628 47,930 26,729 318,852 343,842 416,209 418,501: 88,714 86,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -11,962: -14,184 -3,925 932 7,318 -20,593 -5,933 -23,587: -6,029 11,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.5 5.3 63.1 68.1 82.4 82.9: 17.6 17.1
Old : 100.0: 14.0 9.5 5.3 63.1 68.1 82.4 82.9: 17.6 17.1
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 : 140: 22 24 14 72 65 104 93:
Old : 140: 22 24 14 72 65 104 93:
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 : 14.5 27.4 25.3 37.0 12.8 22.0 21.6 30.4
Old : 14.5 27.4 25.3 37.0 12.8 22.0 21.6 30.4
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 21, 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 : 1,370,963: 71,160 137,967 158,342 909,884 804,480 1,139,386 1,100,788: 231,577 270,175
Old : 1,370,963: 71,160 137,967 158,342 909,884 804,480 1,139,386 1,100,788: 231,577 270,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -37,621: -42,997 9,933 -907 6,309 -40,724 -37,595 -31,698: -25 -5,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.1 11.5 66.4 58.7 83.1 80.3: 16.9 19.7
Old : 100.0: 5.2 10.1 11.5 66.4 58.7 83.1 80.3: 16.9 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 : 216: 39 38 56 121 115 186 183:
Old : 216: 39 38 56 121 115 186 183:
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 16.6 32.9 22.5 20.7 11.7 26.8 16.9
Old : 23.1 16.6 32.9 22.5 20.7 11.7 26.8 16.9
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 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 840,159: 79,536 67,758 29,499 582,135 572,310 691,171 669,568: 148,988 170,591
Old : 840,159: 79,536 67,758 29,499 582,135 572,310 691,171 669,568: 148,988 170,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -31,274: -12,739 -16,975 636 1,006 -38,808 -11,098 -55,147: -20,176 23,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.1 3.5 69.3 68.1 82.3 79.7: 17.7 20.3
Old : 100.0: 9.5 8.1 3.5 69.3 68.1 82.3 79.7: 17.7 20.3
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 : 133: 25 27 25 61 68 97 109:
Old : 133: 25 27 25 61 68 97 109:
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 : 31.4 27.9 43.0 36.5 15.4 15.4 26.1 22.7
Old : 31.4 27.9 43.0 36.5 15.4 15.4 26.1 22.7
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 21, 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 : 553,024: 167,956 19,455 128,287 215,593 378,482 511,835 526,224: 41,188 26,800
Old : 553,024: 167,956 19,455 128,287 215,593 378,482 511,835 526,224: 41,188 26,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 40,404: 5,677 4,294 14,509 23,153 30,849 43,339 49,652: -2,935 -9,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.5 23.2 39.0 68.4 92.6 95.2: 7.4 4.8
Old : 100.0: 30.4 3.5 23.2 39.0 68.4 92.6 95.2: 7.4 4.8
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 : 94: 31 15 37 37 38 83 78:
Old : 94: 31 15 37 37 38 83 78:
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 : 27.4 35.3 41.7 51.1 19.4 32.4 27.8 40.0
Old : 27.4 35.3 41.7 51.1 19.4 32.4 27.8 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 10,208: 2,984 1,599 99 3,258 4,843 6,341 6,541: 3,867 3,667
Old : 10,208: 2,984 1,599 99 3,258 4,843 6,341 6,541: 3,867 3,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -368: -714 648 97 -93 -1,329 -710 -584: 342 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 15.7 1.0 31.9 47.4 62.1 64.1: 37.9 35.9
Old : 100.0: 29.2 15.7 1.0 31.9 47.4 62.1 64.1: 37.9 35.9
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: 5 5 2 6 5 11 12:
Old : 21: 5 5 2 6 5 11 12:
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 : 42.3 44.6 55.9 59.0 42.3 44.6 55.9 59.0
Old : 42.3 44.6 55.9 59.0 42.3 44.6 55.9 59.0
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, April 21, 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 : 58,710: 17,661 12,635 703 29,542 31,913 47,907 45,252: 10,803 13,458
Old : 58,710: 17,661 12,635 703 29,542 31,913 47,907 45,252: 10,803 13,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 2,875: 1,191 1,662 274 1,836 1,696 3,301 3,632: -426 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 21.5 1.2 50.3 54.4 81.6 77.1: 18.4 22.9
Old : 100.0: 30.1 21.5 1.2 50.3 54.4 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 : 94: 31 22 9 27 27 62 54:
Old : 94: 31 22 9 27 27 62 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 25.6 38.0 41.0 19.5 24.2 32.5 35.7
Old : 21.6 25.6 38.0 41.0 19.5 24.2 32.5 35.7
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 21, 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 : 20,424: 1,940 5,339 182 18,180 14,521 20,302 20,042: 122 382
Old : 20,424: 1,940 5,339 182 18,180 14,521 20,302 20,042: 122 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -1,977: -3,088 151 68 1,127 -2,281 -1,893 -2,062: -84 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 26.1 0.9 89.0 71.1 99.4 98.1: 0.6 1.9
Old : 100.0: 9.5 26.1 0.9 89.0 71.1 99.4 98.1: 0.6 1.9
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 : 44: 9 14 3 11 13 23 27:
Old : 44: 9 14 3 11 13 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 64.8 89.9 83.6 73.0 54.6 83.6 73.2
Old : 73.2 64.8 89.9 83.6 73.0 54.6 83.6 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, April 21, 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 : 25,346: 3,315 990 250 21,536 24,038 25,101 25,278: 245 68
Old : 25,346: 3,315 990 250 21,536 24,038 25,101 25,278: 245 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 1,836: 1,212 -204 14 626 2,021 1,852 1,831: -16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 3.9 1.0 85.0 94.8 99.0 99.7: 1.0 0.3
Old : 100.0: 13.1 3.9 1.0 85.0 94.8 99.0 99.7: 1.0 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 6 3 11 9 22 17:
Old : 31: 10 6 3 11 9 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 70.3 89.2 93.7 62.5 67.9 80.5 86.1
Old : 70.9 70.3 89.2 93.7 62.5 67.9 80.5 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 23, 2009