WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 375,260: 76,865 73,199 96,282 171,001 158,934 344,147 328,415: 31,113 46,846
Old : 362,241: 75,391 73,663 93,591 163,092 151,533 332,075 318,787: 30,166 43,454
Other: 13,019: 3,480 1,542 684 7,909 7,401 12,073 9,627: 947 3,392
: : :
: : Changes in Commitments from: April 28, 2009 :
: -9,107: 8,474 -4,066 -14,560 -2,429 12,218 -8,515 -6,409: -592 -2,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.5 25.7 45.6 42.4 91.7 87.5: 8.3 12.5
Old : 100.0: 20.8 20.3 25.8 45.0 41.8 91.7 88.0: 8.3 12.0
Other: 100.0: 26.7 11.8 5.3 60.7 56.8 92.7 73.9: 7.3 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 95 124 135 80 100 265 288:
Old : 341: 99 121 132 80 100 264 285:
Other: 91: 20 15 16 22 44 49 70:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 13.6 30.4 20.8 17.1 12.0 28.1 17.2
Old : 19.1 13.9 30.8 21.3 17.7 12.4 29.1 17.7
Other: 42.9 25.1 60.6 37.2 33.4 13.7 47.6 24.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 1,175,078: 186,439 105,732 359,320 511,348 500,802 1,057,107 965,854: 117,971 209,224
Old : 664,622: 110,385 129,129 176,936 304,653 265,176 591,973 571,241: 72,649 93,382
Other: 510,456: 124,935 25,485 133,503 206,695 235,625 465,134 394,613: 45,322 115,843
: : :
: : Changes in Commitments from: April 28, 2009 :
: 10,100: 27,102 -21,263 3,016 -9,131 35,694 20,987 17,447: -10,886 -7,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.0 30.6 43.5 42.6 90.0 82.2: 10.0 17.8
Old : 100.0: 16.6 19.4 26.6 45.8 39.9 89.1 85.9: 10.9 14.1
Other: 100.0: 24.5 5.0 26.2 40.5 46.2 91.1 77.3: 8.9 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 145 126 198 221 257 476 493:
Old : 551: 112 152 157 200 238 419 449:
Other: 460: 131 74 127 129 221 306 380:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 12.2 21.8 19.2 10.4 8.2 16.2 12.4
Old : 14.7 13.1 24.4 20.7 13.3 9.0 22.3 14.8
Other: 19.7 11.2 29.9 20.1 17.1 8.6 24.0 13.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 14,850: 1,439 2,433 1,093 9,919 9,237 12,451 12,763: 2,399 2,087
Old : 14,850: 1,439 2,433 1,093 9,919 9,237 12,451 12,763: 2,399 2,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -922: -426 -658 19 -119 111 -525 -529: -397 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 16.4 7.4 66.8 62.2 83.8 85.9: 16.2 14.1
Old : 100.0: 9.7 16.4 7.4 66.8 62.2 83.8 85.9: 16.2 14.1
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: 8 15 3 18 11 27 28:
Old : 45: 8 15 3 18 11 27 28:
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 : 32.8 53.0 53.0 65.0 30.1 41.2 44.4 49.0
Old : 32.8 53.0 53.0 65.0 30.1 41.2 44.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 548,869: 124,451 19,270 169,053 197,585 277,711 491,088 466,034: 57,781 82,835
Old : 308,297: 82,343 29,804 78,720 111,007 164,590 272,070 273,113: 36,227 35,184
Other: 240,572: 66,675 14,033 65,767 86,577 113,121 219,019 192,921: 21,553 47,651
: : :
: : Changes in Commitments from: April 28, 2009 :
: 45,047: 16,632 -3,255 23,925 -1,475 19,374 39,082 40,044: 5,965 5,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.5 30.8 36.0 50.6 89.5 84.9: 10.5 15.1
Old : 100.0: 26.7 9.7 25.5 36.0 53.4 88.2 88.6: 11.8 11.4
Other: 100.0: 27.7 5.8 27.3 36.0 47.0 91.0 80.2: 9.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 159 80 159 111 146 342 323:
Old : 378: 140 86 123 86 130 283 282:
Other: 309: 100 63 92 91 122 241 233:
:----------------------------------------------------------------------------------------------------
: 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 21.5 25.2 32.1 10.5 15.3 16.6 20.6
Old : 19.3 25.7 30.2 35.5 16.2 20.4 25.0 27.3
Other: 16.2 24.3 27.6 35.5 12.7 19.5 19.5 23.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,129: 13,787 1,111 383 0 1,475 14,170 2,969: 2,959 14,160
Old : 5,521: 3,325 945 281 0 342 3,606 1,568: 1,915 3,953
Other: 11,608: 10,504 208 60 0 1,133 10,564 1,401: 1,044 10,207
: : :
: : Changes in Commitments from: April 28, 2009 :
: 3,744: 4,005 607 20 0 188 4,025 815: -281 2,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 6.5 2.2 0.0 8.6 82.7 17.3: 17.3 82.7
Old : 100.0: 60.2 17.1 5.1 0.0 6.2 65.3 28.4: 34.7 71.6
Other: 100.0: 90.5 1.8 0.5 0.0 9.8 91.0 12.1: 9.0 87.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 18 5 10 0 3 21 15:
Old : 25: 17 5 5 0 3 18 12:
Other: 21: 16 2 8 0 3 17 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 : 50.7 10.6 66.0 15.8 49.1 10.6 64.4 15.1
Old : 33.3 17.5 53.7 28.1 29.5 16.9 49.6 23.3
Other: 63.3 11.5 79.4 12.0 63.0 11.5 79.0 11.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 244,315: 36,549 25,027 62,367 111,700 137,718 210,615 225,112: 33,699 19,203
Old : 190,851: 38,127 25,855 37,943 88,259 110,012 164,329 173,810: 26,522 17,041
Other: 53,464: 8,933 9,682 13,913 23,441 27,707 46,287 51,301: 7,177 2,162
: : :
: : Changes in Commitments from: April 28, 2009 :
: 5,058: 7,467 738 1,284 -8,387 5,417 364 7,440: 4,694 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.2 25.5 45.7 56.4 86.2 92.1: 13.8 7.9
Old : 100.0: 20.0 13.5 19.9 46.2 57.6 86.1 91.1: 13.9 8.9
Other: 100.0: 16.7 18.1 26.0 43.8 51.8 86.6 96.0: 13.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 60 43 71 71 64 180 146:
Old : 195: 63 46 57 64 56 163 130:
Other: 117: 27 31 33 47 38 95 83:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 29.7 27.6 40.6 11.0 23.8 18.3 30.6
Old : 17.5 34.8 28.3 43.5 12.9 29.1 21.4 36.9
Other: 21.9 31.3 35.6 51.5 14.9 27.5 24.5 39.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 747,446: 40,748 111,076 35,775 548,277 443,544 624,800 590,395: 122,645 157,051
Old : 747,446: 40,748 111,076 35,775 548,277 443,544 624,800 590,395: 122,645 157,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -2,573: -3,152 73 1,823 -10,399 -14,365 -11,728 -12,469: 9,156 9,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.9 4.8 73.4 59.3 83.6 79.0: 16.4 21.0
Old : 100.0: 5.5 14.9 4.8 73.4 59.3 83.6 79.0: 16.4 21.0
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 : 136: 21 33 33 71 70 115 113:
Old : 136: 21 33 33 71 70 115 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 30.6 40.6 37.9 27.1 30.2 35.6 36.2
Old : 29.6 30.6 40.6 37.9 27.1 30.2 35.6 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, May 5, 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 : 163,069: 49,005 4,717 26,617 56,562 114,493 132,184 145,828: 30,885 17,241
Old : 116,862: 46,997 4,811 12,626 32,637 85,073 92,260 102,511: 24,602 14,351
Other: 46,207: 6,316 4,214 9,683 23,925 29,420 39,924 43,317: 6,283 2,890
: : :
: : Changes in Commitments from: April 28, 2009 :
: 15,452: 9,292 -1,408 2,008 3,839 18,549 15,140 19,150: 313 -3,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 2.9 16.3 34.7 70.2 81.1 89.4: 18.9 10.6
Old : 100.0: 40.2 4.1 10.8 27.9 72.8 78.9 87.7: 21.1 12.3
Other: 100.0: 13.7 9.1 21.0 51.8 63.7 86.4 93.7: 13.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 59 23 40 62 53 147 100:
Old : 159: 64 22 30 58 48 138 88:
Other: 95: 19 18 28 44 32 83 62:
:----------------------------------------------------------------------------------------------------
: 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 39.4 20.8 51.6 9.2 32.6 15.7 40.7
Old : 12.5 40.3 21.3 53.0 12.0 36.3 18.5 46.1
Other: 20.8 44.2 33.7 59.2 14.4 30.8 22.2 40.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 8,513: 2,519 1,061 751 4,063 5,043 7,333 6,855: 1,181 1,658
Old : 4,138: 1,254 1,228 113 1,876 2,084 3,242 3,425: 897 714
Other: 4,375: 1,503 70 401 2,187 2,959 4,091 3,430: 284 944
: : :
: : Changes in Commitments from: April 28, 2009 :
: 150: 459 38 51 -384 294 125 382: 25 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.5 8.8 47.7 59.2 86.1 80.5: 13.9 19.5
Old : 100.0: 30.3 29.7 2.7 45.3 50.3 78.3 82.7: 21.7 17.3
Other: 100.0: 34.3 1.6 9.2 50.0 67.6 93.5 78.4: 6.5 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 14 10 7 19 16 37 30:
Old : 43: 10 12 4 18 12 32 24:
Other: 28: 7 2 5 8 14 17 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 : 29.8 31.5 48.3 52.8 29.8 30.5 45.7 46.2
Old : 35.2 46.5 51.8 62.3 35.2 45.5 51.8 61.3
Other: 54.3 39.7 79.7 58.8 52.7 29.4 68.3 46.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 490,525: 79,455 48,190 16,372 293,825 330,671 389,651 395,232: 100,874 95,293
Old : 490,525: 79,455 48,190 16,372 293,825 330,671 389,651 395,232: 100,874 95,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 4,032: 16,632 -5,608 -801 -13,501 2,749 2,330 -3,660: 1,702 7,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 9.8 3.3 59.9 67.4 79.4 80.6: 20.6 19.4
Old : 100.0: 16.2 9.8 3.3 59.9 67.4 79.4 80.6: 20.6 19.4
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 : 135: 24 24 18 65 63 100 94:
Old : 135: 24 24 18 65 63 100 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 : 15.8 26.3 26.1 38.7 13.9 20.8 22.3 29.8
Old : 15.8 26.3 26.1 38.7 13.9 20.8 22.3 29.8
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, May 5, 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 : 1,355,762: 56,646 165,184 137,887 933,321 768,881 1,127,855 1,071,952: 227,907 283,810
Old : 1,355,762: 56,646 165,184 137,887 933,321 768,881 1,127,855 1,071,952: 227,907 283,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 27,371: -10,395 21,538 26,743 29,815 -12,891 46,163 35,390: -18,791 -8,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 12.2 10.2 68.8 56.7 83.2 79.1: 16.8 20.9
Old : 100.0: 4.2 12.2 10.2 68.8 56.7 83.2 79.1: 16.8 20.9
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 : 213: 29 46 53 121 116 179 186:
Old : 213: 29 46 53 121 116 179 186:
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 : 22.8 18.2 32.6 23.8 21.0 13.7 27.2 18.4
Old : 22.8 18.2 32.6 23.8 21.0 13.7 27.2 18.4
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, May 5, 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 : 877,263: 109,884 71,207 30,064 570,683 589,528 710,631 690,799: 166,631 186,463
Old : 877,263: 109,884 71,207 30,064 570,683 589,528 710,631 690,799: 166,631 186,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 10,813: 20,144 -7,704 16 -10,481 3,252 9,678 -4,436: 1,135 15,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 8.1 3.4 65.1 67.2 81.0 78.7: 19.0 21.3
Old : 100.0: 12.5 8.1 3.4 65.1 67.2 81.0 78.7: 19.0 21.3
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 : 131: 15 30 22 65 69 94 107:
Old : 131: 15 30 22 65 69 94 107:
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 : 33.0 25.7 44.0 34.8 18.6 15.3 28.9 22.6
Old : 33.0 25.7 44.0 34.8 18.6 15.3 28.9 22.6
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, May 5, 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 : 485,244: 160,462 16,773 97,164 183,773 340,461 441,399 454,398: 43,844 30,845
Old : 485,244: 160,462 16,773 97,164 183,773 340,461 441,399 454,398: 43,844 30,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -82,635: -11,306 -2,614 -35,515 -32,411 -42,414 -79,233 -80,543: -3,402 -2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 3.5 20.0 37.9 70.2 91.0 93.6: 9.0 6.4
Old : 100.0: 33.1 3.5 20.0 37.9 70.2 91.0 93.6: 9.0 6.4
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 : 83: 29 13 32 33 35 72 70:
Old : 83: 29 13 32 33 35 72 70:
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 37.6 42.0 54.7 20.9 34.2 32.0 44.7
Old : 27.4 37.6 42.0 54.7 20.9 34.2 32.0 44.7
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, May 5, 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 : 13,660: 3,481 1,675 98 5,105 7,798 8,684 9,571: 4,976 4,089
Old : 13,660: 3,481 1,675 98 5,105 7,798 8,684 9,571: 4,976 4,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 1,645: 294 327 -1 399 972 692 1,298: 953 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.3 0.7 37.4 57.1 63.6 70.1: 36.4 29.9
Old : 100.0: 25.5 12.3 0.7 37.4 57.1 63.6 70.1: 36.4 29.9
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 : 23: 6 5 1 7 6 13 12:
Old : 23: 6 5 1 7 6 13 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 : 42.0 54.1 55.5 64.8 41.1 54.1 54.6 64.8
Old : 42.0 54.1 55.5 64.8 41.1 54.1 54.6 64.8
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, May 5, 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 : 58,368: 16,338 16,101 563 30,633 27,080 47,534 43,744: 10,834 14,624
Old : 58,368: 16,338 16,101 563 30,633 27,080 47,534 43,744: 10,834 14,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -3,727: 559 1,031 78 -4,527 -3,097 -3,890 -1,987: 164 -1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.6 1.0 52.5 46.4 81.4 74.9: 18.6 25.1
Old : 100.0: 28.0 27.6 1.0 52.5 46.4 81.4 74.9: 18.6 25.1
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 : 96: 24 30 10 29 30 61 62:
Old : 96: 24 30 10 29 30 61 62:
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 : 25.7 24.2 43.4 37.1 24.4 23.3 38.0 30.8
Old : 25.7 24.2 43.4 37.1 24.4 23.3 38.0 30.8
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, May 5, 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 : 17,793: 2,674 2,644 77 14,946 14,843 17,697 17,564: 96 229
Old : 17,793: 2,674 2,644 77 14,946 14,843 17,697 17,564: 96 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,192: -2,318 439 0 1,150 -1,543 -1,168 -1,104: -24 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.9 0.4 84.0 83.4 99.5 98.7: 0.5 1.3
Old : 100.0: 15.0 14.9 0.4 84.0 83.4 99.5 98.7: 0.5 1.3
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 : 41: 9 13 1 11 12 21 25:
Old : 41: 9 13 1 11 12 21 25:
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 : 71.8 77.9 88.4 88.1 66.6 66.6 81.3 76.9
Old : 71.8 77.9 88.4 88.1 66.6 66.6 81.3 76.9
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 35,544: 2,739 356 49 32,662 35,075 35,450 35,480: 94 64
Old : 35,544: 2,739 356 49 32,662 35,075 35,450 35,480: 94 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 219: -11 -914 -20 301 1,143 270 209: -51 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.0 0.1 91.9 98.7 99.7 99.8: 0.3 0.2
Old : 100.0: 7.7 1.0 0.1 91.9 98.7 99.7 99.8: 0.3 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 : 28: 8 5 1 10 8 18 14:
Old : 28: 8 5 1 10 8 18 14:
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 : 81.5 85.3 92.6 98.7 79.5 85.3 90.4 94.8
Old : 81.5 85.3 92.6 98.7 79.5 85.3 90.4 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2009