WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 393,363: 83,453 68,248 102,936 176,707 176,860 363,096 348,044: 30,267 45,319
Old : 378,067: 82,070 68,493 99,464 168,142 168,375 349,675 336,332: 28,392 41,736
Other: 15,295: 4,072 2,444 783 8,566 8,485 13,420 11,712: 1,875 3,583
: : :
: : Changes in Commitments from: May 12, 2009 :
: -585: -559 -2,097 -952 2,720 4,450 1,209 1,401: -1,794 -1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.3 26.2 44.9 45.0 92.3 88.5: 7.7 11.5
Old : 100.0: 21.7 18.1 26.3 44.5 44.5 92.5 89.0: 7.5 11.0
Other: 100.0: 26.6 16.0 5.1 56.0 55.5 87.7 76.6: 12.3 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 107 134 151 84 107 294 308:
Old : 372: 111 134 148 84 106 292 306:
Other: 105: 28 16 17 25 47 58 77:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 15.6 30.2 23.1 16.6 14.5 27.4 20.5
Old : 19.0 16.1 30.4 23.7 17.3 14.8 28.5 21.1
Other: 41.8 26.9 56.1 38.5 30.3 14.4 43.1 25.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,294,390: 236,880 73,599 379,938 543,990 600,523 1,160,809 1,054,061: 133,581 240,329
Old : 681,635: 134,165 99,853 177,295 294,484 306,641 605,944 583,790: 75,691 97,845
Other: 612,755: 156,177 27,208 149,181 249,507 293,882 554,865 470,271: 57,890 142,484
: : :
: : Changes in Commitments from: May 12, 2009 :
: 29,876: 14,555 -11,452 4,538 12,983 29,557 32,075 22,642: -2,200 7,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 5.7 29.4 42.0 46.4 89.7 81.4: 10.3 18.6
Old : 100.0: 19.7 14.6 26.0 43.2 45.0 88.9 85.6: 11.1 14.4
Other: 100.0: 25.5 4.4 24.3 40.7 48.0 90.6 76.7: 9.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 179 118 214 228 274 521 515:
Old : 592: 158 133 161 205 254 452 460:
Other: 514: 140 91 138 143 241 346 411:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 13.3 20.3 20.1 10.1 9.5 15.5 13.2
Old : 13.4 14.5 22.1 21.9 12.6 9.8 20.3 14.8
Other: 18.8 12.1 27.9 20.1 16.6 9.7 22.8 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 14,585: 2,051 1,010 1,259 8,846 10,063 12,156 12,332: 2,429 2,253
Old : 14,585: 2,051 1,010 1,259 8,846 10,063 12,156 12,332: 2,429 2,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -335: -35 -395 37 -14 0 -12 -359: -323 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 6.9 8.6 60.7 69.0 83.3 84.6: 16.7 15.4
Old : 100.0: 14.1 6.9 8.6 60.7 69.0 83.3 84.6: 16.7 15.4
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 : 43: 11 10 6 18 11 32 24:
Old : 43: 11 10 6 18 11 32 24:
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 : 33.2 55.8 52.0 70.5 28.1 40.0 41.6 50.5
Old : 33.2 55.8 52.0 70.5 28.1 40.0 41.6 50.5
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 19, 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 : 605,299: 132,757 18,462 204,203 207,295 298,011 544,255 520,676: 61,043 84,623
Old : 336,569: 88,263 29,017 102,053 109,389 174,515 299,705 305,584: 36,864 30,985
Other: 268,730: 73,722 18,674 72,922 97,906 123,496 244,551 215,091: 24,179 53,638
: : :
: : Changes in Commitments from: May 12, 2009 :
: 37,025: 4,436 2,279 27,706 7,282 10,135 39,424 40,121: -2,399 -3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.1 33.7 34.2 49.2 89.9 86.0: 10.1 14.0
Old : 100.0: 26.2 8.6 30.3 32.5 51.9 89.0 90.8: 11.0 9.2
Other: 100.0: 27.4 6.9 27.1 36.4 46.0 91.0 80.0: 9.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 170 94 183 124 162 383 364:
Old : 418: 153 98 144 97 142 316 318:
Other: 352: 99 84 102 110 143 271 273:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 21.9 24.4 32.1 10.0 16.3 15.6 20.7
Old : 18.0 28.4 27.6 37.9 14.3 22.8 21.4 29.5
Other: 15.7 19.6 27.6 32.4 11.3 14.8 18.4 18.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,483: 15,974 2,773 781 0 2,102 16,755 5,656: 3,728 14,827
Old : 6,418: 3,636 2,274 362 0 275 3,998 2,911: 2,420 3,507
Other: 14,065: 12,699 860 58 0 1,827 12,757 2,745: 1,308 11,320
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,312: 1,047 912 144 0 723 1,191 1,779: 121 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 13.5 3.8 0.0 10.3 81.8 27.6: 18.2 72.4
Old : 100.0: 56.7 35.4 5.6 0.0 4.3 62.3 45.4: 37.7 54.6
Other: 100.0: 90.3 6.1 0.4 0.0 13.0 90.7 19.5: 9.3 80.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 11 12 0 7 19 28:
Old : 34: 13 14 5 0 7 13 26:
Other: 29: 15 7 8 0 7 16 21:
:----------------------------------------------------------------------------------------------------
: 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 : 51.8 8.2 68.1 14.0 49.3 8.2 65.5 13.7
Old : 41.2 18.3 55.5 31.6 36.5 17.5 50.5 29.9
Other: 62.0 9.8 80.0 14.9 61.7 9.8 79.7 14.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 266,450: 44,714 31,979 66,385 120,957 148,513 232,056 246,877: 34,394 19,573
Old : 201,880: 44,337 33,229 36,958 94,248 115,556 175,543 185,743: 26,337 16,137
Other: 64,569: 13,364 11,738 16,440 26,709 32,956 56,513 61,134: 8,056 3,435
: : :
: : Changes in Commitments from: May 12, 2009 :
: 14,207: -419 7,469 3,776 10,833 1,728 14,191 12,973: 16 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 12.0 24.9 45.4 55.7 87.1 92.7: 12.9 7.3
Old : 100.0: 22.0 16.5 18.3 46.7 57.2 87.0 92.0: 13.0 8.0
Other: 100.0: 20.7 18.2 25.5 41.4 51.0 87.5 94.7: 12.5 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 65 35 60 69 62 170 136:
Old : 187: 59 48 48 62 54 153 121:
Other: 118: 32 28 31 45 41 93 84:
:----------------------------------------------------------------------------------------------------
: 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 30.3 24.5 41.9 9.4 25.2 15.6 32.2
Old : 15.5 32.6 25.6 43.4 11.8 27.5 19.4 36.6
Other: 21.2 30.1 34.8 51.2 12.9 25.5 21.3 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 798,590: 44,940 156,680 42,523 589,278 444,521 676,741 643,724: 121,849 154,866
Old : 798,590: 44,940 156,680 42,523 589,278 444,521 676,741 643,724: 121,849 154,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 7,712: 5,562 21,410 -5,761 8,935 -5,073 8,736 10,575: -1,024 -2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 19.6 5.3 73.8 55.7 84.7 80.6: 15.3 19.4
Old : 100.0: 5.6 19.6 5.3 73.8 55.7 84.7 80.6: 15.3 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 : 154: 18 45 35 75 75 120 128:
Old : 154: 18 45 35 75 75 120 128:
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 25.8 37.9 33.1 25.7 25.3 34.0 32.3
Old : 27.4 25.8 37.9 33.1 25.7 25.3 34.0 32.3
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 19, 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 : 195,351: 53,324 4,477 36,336 67,266 135,577 156,926 176,390: 38,425 18,961
Old : 128,134: 51,949 4,849 15,514 32,026 94,029 99,489 114,393: 28,646 13,742
Other: 67,217: 8,629 6,882 13,568 35,240 41,547 57,437 61,997: 9,780 5,220
: : :
: : Changes in Commitments from: May 12, 2009 :
: 21,893: 5,625 -1,506 6,307 3,314 14,913 15,246 19,714: 6,647 2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 2.3 18.6 34.4 69.4 80.3 90.3: 19.7 9.7
Old : 100.0: 40.5 3.8 12.1 25.0 73.4 77.6 89.3: 22.4 10.7
Other: 100.0: 12.8 10.2 20.2 52.4 61.8 85.5 92.2: 14.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 71 19 52 67 63 162 118:
Old : 169: 73 19 35 61 54 147 97:
Other: 118: 29 23 40 49 40 104 82:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 39.1 22.3 51.9 8.5 33.2 14.7 40.9
Old : 13.5 39.5 21.9 53.0 11.8 36.4 19.9 49.2
Other: 25.2 46.3 36.1 57.8 16.8 37.5 24.4 45.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 8,334: 2,378 1,362 686 4,012 4,118 7,075 6,166: 1,259 2,168
Old : 3,883: 893 1,466 68 2,051 1,153 3,012 2,687: 871 1,196
Other: 4,451: 1,664 76 438 1,961 2,965 4,063 3,479: 388 972
: : :
: : Changes in Commitments from: May 12, 2009 :
: 32: 217 271 -35 -151 -340 30 -104: 1 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.3 8.2 48.1 49.4 84.9 74.0: 15.1 26.0
Old : 100.0: 23.0 37.8 1.8 52.8 29.7 77.6 69.2: 22.4 30.8
Other: 100.0: 37.4 1.7 9.8 44.1 66.6 91.3 78.2: 8.7 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 15 12 8 19 16 37 33:
Old : 46: 13 12 4 17 11 32 25:
Other: 29: 6 5 7 11 15 21 23:
:----------------------------------------------------------------------------------------------------
: 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 : 30.2 26.0 48.6 42.7 30.2 23.7 42.8 36.8
Old : 34.7 32.6 50.2 47.9 34.6 32.6 50.1 47.4
Other: 53.0 42.2 76.5 60.4 51.7 33.6 66.2 47.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 566,668: 126,874 44,564 31,715 302,905 389,127 461,493 465,405: 105,174 101,263
Old : 566,668: 126,874 44,564 31,715 302,905 389,127 461,493 465,405: 105,174 101,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 42,897: 27,948 -13,572 11,846 -2,739 34,812 37,055 33,086: 5,841 9,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 7.9 5.6 53.5 68.7 81.4 82.1: 18.6 17.9
Old : 100.0: 22.4 7.9 5.6 53.5 68.7 81.4 82.1: 18.6 17.9
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 : 140: 28 22 19 65 74 102 106:
Old : 140: 28 22 19 65 74 102 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 22.9 29.4 35.9 15.1 19.7 25.4 30.2
Old : 16.3 22.9 29.4 35.9 15.1 19.7 25.4 30.2
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 19, 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 : 1,480,063: 54,825 154,359 162,483 1,037,866 875,435 1,255,173 1,192,276: 224,889 287,786
Old : 1,480,063: 54,825 154,359 162,483 1,037,866 875,435 1,255,173 1,192,276: 224,889 287,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 10,217: -23,261 -2,556 4,876 36,540 15,333 18,154 17,654: -7,937 -7,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 10.4 11.0 70.1 59.1 84.8 80.6: 15.2 19.4
Old : 100.0: 3.7 10.4 11.0 70.1 59.1 84.8 80.6: 15.2 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 : 232: 40 42 59 131 127 195 205:
Old : 232: 40 42 59 131 127 195 205:
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 : 21.2 19.7 30.7 24.7 19.4 13.2 25.4 16.8
Old : 21.2 19.7 30.7 24.7 19.4 13.2 25.4 16.8
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 19, 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 : 911,330: 109,236 93,230 46,855 592,684 570,746 748,774 710,831: 162,556 200,499
Old : 911,330: 109,236 93,230 46,855 592,684 570,746 748,774 710,831: 162,556 200,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 10,890: -2,150 12,902 4,767 13,337 -21,011 15,954 -3,341: -5,063 14,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.2 5.1 65.0 62.6 82.2 78.0: 17.8 22.0
Old : 100.0: 12.0 10.2 5.1 65.0 62.6 82.2 78.0: 17.8 22.0
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 : 139: 20 29 25 65 72 98 113:
Old : 139: 20 29 25 65 72 98 113:
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 : 30.3 16.3 42.3 25.7 22.8 12.4 31.7 19.9
Old : 30.3 16.3 42.3 25.7 22.8 12.4 31.7 19.9
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 19, 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 : 550,040: 164,112 22,040 121,678 223,484 372,949 509,274 516,667: 40,765 33,372
Old : 550,040: 164,112 22,040 121,678 223,484 372,949 509,274 516,667: 40,765 33,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 36,659: 1,704 -870 16,903 19,502 17,444 38,109 33,477: -1,449 3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.0 22.1 40.6 67.8 92.6 93.9: 7.4 6.1
Old : 100.0: 29.8 4.0 22.1 40.6 67.8 92.6 93.9: 7.4 6.1
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 : 83: 29 15 31 34 32 74 67:
Old : 83: 29 15 31 34 32 74 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 : 27.4 37.3 42.0 54.0 19.2 34.4 30.7 42.1
Old : 27.4 37.3 42.0 54.0 19.2 34.4 30.7 42.1
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 19, 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 : 14,003: 3,913 1,714 30 4,605 8,109 8,548 9,853: 5,455 4,150
Old : 14,003: 3,913 1,714 30 4,605 8,109 8,548 9,853: 5,455 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -292: -70 -830 6 -559 136 -623 -688: 331 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.2 0.2 32.9 57.9 61.0 70.4: 39.0 29.6
Old : 100.0: 27.9 12.2 0.2 32.9 57.9 61.0 70.4: 39.0 29.6
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 : 24: 6 5 2 8 7 16 12:
Old : 24: 6 5 2 8 7 16 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 : 37.1 54.5 50.8 65.7 36.3 54.5 50.0 65.7
Old : 37.1 54.5 50.8 65.7 36.3 54.5 50.0 65.7
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 56,999: 18,174 12,991 761 26,938 27,407 45,872 41,159: 11,127 15,840
Old : 56,999: 18,174 12,991 761 26,938 27,407 45,872 41,159: 11,127 15,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -1,666: -949 -62 -99 1,374 -2,122 326 -2,283: -1,992 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 22.8 1.3 47.3 48.1 80.5 72.2: 19.5 27.8
Old : 100.0: 31.9 22.8 1.3 47.3 48.1 80.5 72.2: 19.5 27.8
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 : 93: 28 25 12 27 28 61 59:
Old : 93: 28 25 12 27 28 61 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 20.9 38.3 35.1 23.2 17.4 34.5 28.5
Old : 24.5 20.9 38.3 35.1 23.2 17.4 34.5 28.5
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 19, 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 : 20,935: 2,299 4,327 369 18,190 15,912 20,858 20,608: 77 327
Old : 20,935: 2,299 4,327 369 18,190 15,912 20,858 20,608: 77 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,009: 132 -103 290 592 787 1,014 974: -5 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.7 1.8 86.9 76.0 99.6 98.4: 0.4 1.6
Old : 100.0: 11.0 20.7 1.8 86.9 76.0 99.6 98.4: 0.4 1.6
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 : 41: 8 13 2 10 14 20 27:
Old : 41: 8 13 2 10 14 20 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 : 80.1 77.0 91.4 86.6 76.4 66.1 84.5 75.6
Old : 80.1 77.0 91.4 86.6 76.4 66.1 84.5 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 32,071: 3,332 329 0 28,541 31,562 31,873 31,891: 198 180
Old : 32,071: 3,332 329 0 28,541 31,562 31,873 31,891: 198 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -2,350: -575 163 -49 -1,707 -2,505 -2,331 -2,391: -19 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.0 0.0 89.0 98.4 99.4 99.4: 0.6 0.6
Old : 100.0: 10.4 1.0 0.0 89.0 98.4 99.4 99.4: 0.6 0.6
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 : 27: 7 5 0 10 9 17 14:
Old : 27: 7 5 0 10 9 17 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 : 82.5 85.9 94.5 97.6 80.2 85.6 92.3 94.2
Old : 82.5 85.9 94.5 97.6 80.2 85.6 92.3 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2009