WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 407,871: 72,116 94,028 111,474 191,645 152,061 375,235 357,563: 32,636 50,308
Old : 346,472: 62,952 83,843 89,847 164,660 130,605 317,460 304,296: 29,012 42,177
Other: 61,398: 26,224 27,245 4,566 26,985 21,456 57,775 53,267: 3,624 8,131
: : :
: : Changes in Commitments from: August 18, 2009 :
: -19,292: -4,159 -2,706 -6,651 -10,912 -10,306 -21,722 -19,662: 2,430 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 23.1 27.3 47.0 37.3 92.0 87.7: 8.0 12.3
Old : 100.0: 18.2 24.2 25.9 47.5 37.7 91.6 87.8: 8.4 12.2
Other: 100.0: 42.7 44.4 7.4 44.0 34.9 94.1 86.8: 5.9 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 96 145 157 86 101 299 327:
Old : 391: 124 138 145 84 98 292 316:
Other: 166: 28 61 31 32 68 79 143:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 11.7 34.1 18.4 20.0 10.3 31.9 16.3
Old : 23.8 12.5 34.9 19.8 22.2 11.6 33.2 18.3
Other: 57.9 24.6 66.8 35.4 56.1 23.7 62.5 34.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,267,297: 206,272 143,605 348,206 574,798 519,509 1,129,276 1,011,320: 138,021 255,977
Old : 74,366: 19,823 9,781 5 34,230 47,872 54,058 57,658: 20,308 16,708
Other: 1,192,931: 206,153 153,528 328,497 540,568 471,637 1,075,218 953,662: 117,713 239,269
: : :
: : Changes in Commitments from: August 18, 2009 :
: -54,085: -8,890 12,270 -49,609 -11,486 -26,812 -69,984 -64,151: 15,899 10,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.3 27.5 45.4 41.0 89.1 79.8: 10.9 20.2
Old : 100.0: 26.7 13.2 0.0 46.0 64.4 72.7 77.5: 27.3 22.5
Other: 100.0: 17.3 12.9 27.5 45.3 39.5 90.1 79.9: 9.9 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 162 156 215 246 283 532 558:
Old : 326: 52 38 1 119 136 172 174:
Other: 658: 161 175 200 208 276 478 549:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 12.0 21.4 18.1 11.1 8.5 17.8 12.3
Old : 14.7 21.6 21.9 31.2 13.9 21.6 21.1 30.3
Other: 13.7 12.0 22.3 18.4 11.8 8.2 18.9 11.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 14,484: 1,423 2,112 1,417 9,332 8,857 12,172 12,385: 2,312 2,099
Old : 14,480: 1,424 2,112 1,416 9,331 8,856 12,171 12,383: 2,309 2,097
Other: 4: 0 1 0 1 1 1 2: 3 2
: : :
: : Changes in Commitments from: August 18, 2009 :
: -20: 153 -246 -55 -152 342 -53 41: 33 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.6 9.8 64.4 61.1 84.0 85.5: 16.0 14.5
Old : 100.0: 9.8 14.6 9.8 64.4 61.2 84.1 85.5: 15.9 14.5
Other: 100.0: 0.0 25.0 0.0 25.0 25.0 25.0 50.0: 75.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 14 9 17 14 31 35:
Old : 48: 9 14 9 16 14 30 35:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 40.5 54.4 55.5 64.5 40.2 52.1 54.9 61.4
Old : 40.5 54.4 55.5 64.5 40.2 52.1 54.9 61.4
Other: 25.0 50.0 25.0 50.0 25.0 50.0 25.0 50.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 550,674: 102,475 29,587 177,596 222,590 258,939 502,662 466,122: 48,012 84,552
Old : 519,225: 103,757 32,652 157,434 212,099 248,426 473,290 438,512: 45,935 80,713
Other: 31,449: 10,808 9,024 8,073 10,492 10,513 29,372 27,610: 2,077 3,839
: : :
: : Changes in Commitments from: August 18, 2009 :
: -16,479: -2,418 1,803 -9,951 -4,651 -7,605 -17,020 -15,753: 541 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 5.4 32.3 40.4 47.0 91.3 84.6: 8.7 15.4
Old : 100.0: 20.0 6.3 30.3 40.8 47.8 91.2 84.5: 8.8 15.5
Other: 100.0: 34.4 28.7 25.7 33.4 33.4 93.4 87.8: 6.6 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 148 134 186 117 178 373 406:
Old : 484: 149 136 181 117 176 369 403:
Other: 189: 28 44 19 27 107 65 160:
:----------------------------------------------------------------------------------------------------
: 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 18.6 25.2 27.0 11.9 13.8 19.0 18.2
Old : 16.3 18.6 26.0 27.2 12.5 14.1 20.0 18.7
Other: 42.4 39.5 60.3 51.9 35.8 29.6 45.6 38.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,331: 22,514 3,187 343 11 4,183 22,868 7,713: 2,463 17,618
Old : 24,146: 21,500 3,173 338 11 3,867 21,849 7,378: 2,297 16,768
Other: 1,185: 1,014 14 5 0 316 1,019 335: 166 850
: : :
: : Changes in Commitments from: August 18, 2009 :
: 546: 749 206 -99 1 56 651 163: -105 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 12.6 1.4 0.0 16.5 90.3 30.4: 9.7 69.6
Old : 100.0: 89.0 13.1 1.4 0.0 16.0 90.5 30.6: 9.5 69.4
Other: 100.0: 85.6 1.2 0.4 0.0 26.7 86.0 28.3: 14.0 71.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 9 8 2 13 21 29:
Old : 40: 18 9 8 2 13 21 29:
Other: 21: 10 2 1 0 9 10 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 : 56.1 11.4 77.9 17.8 55.1 11.4 77.0 17.8
Old : 56.3 11.4 78.2 17.5 55.3 11.4 77.2 17.5
Other: 75.6 23.5 85.1 27.2 75.6 23.5 84.6 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 274,870: 35,874 30,501 79,086 131,565 144,210 246,525 253,797: 28,345 21,073
Old : 24,904: 11,115 3,800 222 9,212 18,298 20,549 22,320: 4,355 2,584
Other: 249,966: 34,865 36,806 68,759 122,353 125,912 225,976 231,477: 23,990 18,489
: : :
: : Changes in Commitments from: August 18, 2009 :
: -5,757: 5,267 -1,550 -3,996 -7,784 -2,066 -6,514 -7,612: 757 1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 11.1 28.8 47.9 52.5 89.7 92.3: 10.3 7.7
Old : 100.0: 44.6 15.3 0.9 37.0 73.5 82.5 89.6: 17.5 10.4
Other: 100.0: 13.9 14.7 27.5 48.9 50.4 90.4 92.6: 9.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 48 58 85 64 63 175 177:
Old : 105: 38 16 2 20 34 59 51:
Other: 212: 47 76 71 61 61 157 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 22.5 26.1 32.5 12.3 15.4 19.3 22.2
Old : 27.7 39.6 37.5 54.8 27.6 39.6 37.2 54.8
Other: 17.3 24.0 27.3 34.8 13.7 16.7 21.4 24.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 864,194: 65,394 191,128 29,833 648,037 546,740 743,263 767,701: 120,931 96,494
Old : 864,194: 65,394 191,128 29,833 648,037 546,740 743,263 767,701: 120,931 96,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 68,876: -656 -5,078 -11,511 68,292 77,738 56,125 61,149: 12,751 7,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 22.1 3.5 75.0 63.3 86.0 88.8: 14.0 11.2
Old : 100.0: 7.6 22.1 3.5 75.0 63.3 86.0 88.8: 14.0 11.2
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 : 149: 21 33 26 70 77 112 115:
Old : 149: 21 33 26 70 77 112 115:
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 : 23.7 36.4 34.8 44.7 17.3 28.4 25.0 36.5
Old : 23.7 36.4 34.8 44.7 17.3 28.4 25.0 36.5
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, August 25, 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 : 182,479: 43,423 5,048 37,857 70,424 120,585 151,704 163,490: 30,775 18,989
Old : 19,482: 5,270 1,274 0 10,237 14,470 15,507 15,744: 3,975 3,738
Other: 162,997: 41,997 7,618 34,013 60,187 106,115 136,197 147,746: 26,800 15,251
: : :
: : Changes in Commitments from: August 18, 2009 :
: -6,419: -1,278 -2,550 -3,332 -1,506 1,165 -6,115 -4,717: -304 -1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.8 20.7 38.6 66.1 83.1 89.6: 16.9 10.4
Old : 100.0: 27.1 6.5 0.0 52.5 74.3 79.6 80.8: 20.4 19.2
Other: 100.0: 25.8 4.7 20.9 36.9 65.1 83.6 90.6: 16.4 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 69 25 56 64 63 162 125:
Old : 76: 17 9 0 21 31 38 40:
Other: 177: 68 29 53 62 57 158 118:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 38.2 22.6 52.7 9.6 30.4 15.8 38.1
Old : 44.6 44.6 56.0 55.3 44.6 44.6 55.9 55.3
Other: 15.2 41.6 24.1 53.6 10.8 35.6 18.0 43.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 12,121: 2,950 855 1,719 5,588 7,994 10,256 10,568: 1,865 1,553
Old : 12,121: 2,950 855 1,719 5,588 7,994 10,256 10,568: 1,865 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 144: -239 195 -364 832 70 228 -99: -84 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.1 14.2 46.1 65.9 84.6 87.2: 15.4 12.8
Old : 100.0: 24.3 7.1 14.2 46.1 65.9 84.6 87.2: 15.4 12.8
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 : 62: 18 10 14 25 18 53 36:
Old : 62: 18 10 14 25 18 53 36:
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 : 27.8 42.0 41.9 57.6 26.5 34.2 36.3 49.0
Old : 27.8 42.0 41.9 57.6 26.5 34.2 36.3 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 806,002: 254,382 82,630 22,627 437,600 603,327 714,609 708,583: 91,394 97,419
Old : 806,002: 254,382 82,630 22,627 437,600 603,327 714,609 708,583: 91,394 97,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -34,197: 21,967 9,621 -31,359 -27,649 2,333 -37,041 -19,406: 2,844 -14,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 10.3 2.8 54.3 74.9 88.7 87.9: 11.3 12.1
Old : 100.0: 31.6 10.3 2.8 54.3 74.9 88.7 87.9: 11.3 12.1
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 : 185: 37 33 26 79 91 127 140:
Old : 185: 37 33 26 79 91 127 140:
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 : 23.9 26.6 35.6 38.1 23.4 25.0 32.6 34.4
Old : 23.9 26.6 35.6 38.1 23.4 25.0 32.6 34.4
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, August 25, 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 : 1,269,965: 96,281 153,971 75,150 851,905 705,912 1,023,336 935,034: 246,629 334,932
Old : 1,269,965: 96,281 153,971 75,150 851,905 705,912 1,023,336 935,034: 246,629 334,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -150,400: 5,844 -7,334 -51,916 -110,278 -75,534 -156,350 -134,784: 5,950 -15,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.1 5.9 67.1 55.6 80.6 73.6: 19.4 26.4
Old : 100.0: 7.6 12.1 5.9 67.1 55.6 80.6 73.6: 19.4 26.4
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 : 198: 32 38 42 98 101 153 158:
Old : 198: 32 38 42 98 101 153 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 15.0 27.2 21.9 12.9 8.0 19.9 12.5
Old : 17.4 15.0 27.2 21.9 12.9 8.0 19.9 12.5
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, August 25, 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 : 864,630: 117,708 88,044 18,716 514,512 545,463 650,936 652,223: 213,694 212,407
Old : 864,630: 117,708 88,044 18,716 514,512 545,463 650,936 652,223: 213,694 212,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -50,750: -12,319 -11,461 -22,442 -58,766 -44,891 -93,528 -78,794: 42,778 28,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.2 2.2 59.5 63.1 75.3 75.4: 24.7 24.6
Old : 100.0: 13.6 10.2 2.2 59.5 63.1 75.3 75.4: 24.7 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 19 20 16 69 79 94 109:
Old : 132: 19 20 16 69 79 94 109:
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 : 20.2 16.9 30.3 27.1 15.5 15.5 23.8 24.9
Old : 20.2 16.9 30.3 27.1 15.5 15.5 23.8 24.9
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, August 25, 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 : 655,899: 116,670 21,836 220,197 276,054 372,171 612,921 614,204: 42,978 41,695
Old : 655,899: 116,670 21,836 220,197 276,054 372,171 612,921 614,204: 42,978 41,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 27,008: 1,870 -674 11,867 10,803 17,958 24,540 29,151: 2,468 -2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.3 33.6 42.1 56.7 93.4 93.6: 6.6 6.4
Old : 100.0: 17.8 3.3 33.6 42.1 56.7 93.4 93.6: 6.6 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 : 97: 27 10 36 43 46 84 85:
Old : 97: 27 10 36 43 46 84 85:
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 : 27.9 28.2 46.3 45.3 15.2 15.4 21.0 22.0
Old : 27.9 28.2 46.3 45.3 15.2 15.4 21.0 22.0
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, August 25, 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 : 11,766: 1,876 1,583 14 5,469 6,099 7,359 7,696: 4,407 4,070
Old : 11,766: 1,876 1,583 14 5,469 6,099 7,359 7,696: 4,407 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -581: -657 28 -26 -679 -1,479 -1,361 -1,477: 780 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.5 0.1 46.5 51.8 62.5 65.4: 37.5 34.6
Old : 100.0: 15.9 13.5 0.1 46.5 51.8 62.5 65.4: 37.5 34.6
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 : 21: 4 3 2 8 8 13 12:
Old : 21: 4 3 2 8 8 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 : 41.9 39.6 56.1 58.0 38.7 39.3 52.8 57.7
Old : 41.9 39.6 56.1 58.0 38.7 39.3 52.8 57.7
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, August 25, 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 : 71,332: 23,677 16,104 1,193 35,461 36,931 60,332 54,228: 11,001 17,105
Old : 71,332: 23,677 16,104 1,193 35,461 36,931 60,332 54,228: 11,001 17,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -746: 581 -1,354 163 -871 1,033 -128 -159: -618 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 22.6 1.7 49.7 51.8 84.6 76.0: 15.4 24.0
Old : 100.0: 33.2 22.6 1.7 49.7 51.8 84.6 76.0: 15.4 24.0
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 : 94: 29 23 8 28 25 59 54:
Old : 94: 29 23 8 28 25 59 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 : 30.0 35.7 43.1 49.1 29.9 33.1 41.0 44.2
Old : 30.0 35.7 43.1 49.1 29.9 33.1 41.0 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,444: 6,578 5,236 0 1,736 3,207 8,314 8,443: 130 1
Old : 8,444: 6,578 5,236 0 1,736 3,207 8,314 8,443: 130 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 92: 106 92 0 -10 2 96 94: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 62.0 0.0 20.6 38.0 98.5 100.0: 1.5 0.0
Old : 100.0: 77.9 62.0 0.0 20.6 38.0 98.5 100.0: 1.5 0.0
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 : 20: 11 5 0 2 2 13 7:
Old : 20: 11 5 0 2 2 13 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 93.0 93.6 100.0 75.4 93.0 93.6 100.0
Old : 75.4 93.0 93.6 100.0 75.4 93.0 93.6 100.0
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, August 25, 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 : 23,014: 3,408 1,552 490 19,023 20,591 22,921 22,633: 93 381
Old : 23,014: 3,408 1,552 490 19,023 20,591 22,921 22,633: 93 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -162: -232 -351 400 -350 -218 -182 -169: 20 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.7 2.1 82.7 89.5 99.6 98.3: 0.4 1.7
Old : 100.0: 14.8 6.7 2.1 82.7 89.5 99.6 98.3: 0.4 1.7
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 : 40: 5 11 2 12 15 18 27:
Old : 40: 5 11 2 12 15 18 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 : 80.2 83.5 92.1 90.9 78.5 80.4 90.2 87.2
Old : 80.2 83.5 92.1 90.9 78.5 80.4 90.2 87.2
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, August 25, 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 : 30,105: 4,040 285 1,030 24,808 28,661 29,878 29,976: 227 129
Old : 30,105: 4,040 285 1,030 24,808 28,661 29,878 29,976: 227 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -2,140: -973 -42 -111 -1,216 -1,924 -2,300 -2,077: 160 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 0.9 3.4 82.4 95.2 99.2 99.6: 0.8 0.4
Old : 100.0: 13.4 0.9 3.4 82.4 95.2 99.2 99.6: 0.8 0.4
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 : 30: 9 5 1 9 9 18 15:
Old : 30: 9 5 1 9 9 18 15:
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 : 83.0 85.3 95.3 97.3 52.0 62.6 64.1 66.9
Old : 83.0 85.3 95.3 97.3 52.0 62.6 64.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2009