WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 390,847: 74,125 104,962 98,118 188,282 138,482 360,524 341,561: 30,323 49,286
Old : 327,423: 62,545 93,684 78,228 160,649 114,793 301,421 286,704: 26,002 40,719
Other: 63,424: 25,898 25,596 5,572 27,633 23,689 59,103 54,857: 4,321 8,567
: : :
: : Changes in Commitments from: August 25, 2009 :
: -17,024: 2,009 10,934 -13,356 -3,363 -13,580 -14,710 -16,001: -2,313 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 26.9 25.1 48.2 35.4 92.2 87.4: 7.8 12.6
Old : 100.0: 19.1 28.6 23.9 49.1 35.1 92.1 87.6: 7.9 12.4
Other: 100.0: 40.8 40.4 8.8 43.6 37.4 93.2 86.5: 6.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 99 160 146 83 103 283 326:
Old : 387: 109 157 132 82 99 274 314:
Other: 167: 33 52 33 33 70 83 141:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 12.2 36.0 18.7 21.0 10.8 33.7 16.5
Old : 25.3 13.2 37.4 20.4 23.6 12.3 35.6 18.5
Other: 58.1 27.7 67.1 38.7 56.0 27.7 62.0 38.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 1,262,635: 210,373 155,899 359,900 561,329 497,727 1,131,602 1,013,526: 131,034 249,110
Old : 1,172,834: 202,690 168,901 327,274 518,469 449,255 1,048,433 945,429: 124,402 227,405
Other: 89,801: 29,052 8,368 11,257 42,860 48,472 83,169 68,097: 6,632 21,704
: : :
: : Changes in Commitments from: August 25, 2009 :
: -4,662: 4,100 12,294 11,694 -13,469 -21,782 2,326 2,206: -6,987 -6,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 12.3 28.5 44.5 39.4 89.6 80.3: 10.4 19.7
Old : 100.0: 17.3 14.4 27.9 44.2 38.3 89.4 80.6: 10.6 19.4
Other: 100.0: 32.4 9.3 12.5 47.7 54.0 92.6 75.8: 7.4 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 166 171 221 217 280 510 571:
Old : 676: 169 171 214 216 276 505 562:
Other: 312: 45 59 45 51 181 117 267:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 12.1 21.7 18.4 11.3 8.2 18.3 12.2
Old : 13.8 11.9 22.7 18.4 12.0 8.1 19.6 12.3
Other: 38.0 19.8 48.9 28.2 35.7 16.5 44.8 21.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 13,804: 1,756 1,697 960 9,222 9,339 11,938 11,996: 1,865 1,808
Old : 13,800: 1,757 1,697 959 9,221 9,338 11,937 11,994: 1,862 1,806
Other: 4: 0 1 0 1 1 1 2: 3 2
: : :
: : Changes in Commitments from: August 25, 2009 :
: -680: 333 -415 -457 -110 482 -234 -389: -447 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.3 7.0 66.8 67.7 86.5 86.9: 13.5 13.1
Old : 100.0: 12.7 12.3 7.0 66.8 67.7 86.5 86.9: 13.5 13.1
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 : 44: 7 14 6 17 12 29 28:
Old : 44: 8 14 6 16 12 28 28:
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 : 43.6 59.8 60.2 71.3 43.3 57.4 59.8 68.1
Old : 43.6 59.8 60.2 71.3 43.3 57.4 59.9 68.1
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, September 1, 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 : 562,660: 100,395 40,606 171,118 240,832 262,702 512,345 474,426: 50,315 88,234
Old : 530,362: 99,166 41,282 153,313 229,670 251,533 482,149 446,128: 48,213 84,234
Other: 32,298: 11,085 9,179 7,949 11,162 11,169 30,196 28,297: 2,101 4,001
: : :
: : Changes in Commitments from: August 25, 2009 :
: 11,986: -2,080 11,019 -6,478 18,242 3,763 9,683 8,304: 2,303 3,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.2 30.4 42.8 46.7 91.1 84.3: 8.9 15.7
Old : 100.0: 18.7 7.8 28.9 43.3 47.4 90.9 84.1: 9.1 15.9
Other: 100.0: 34.3 28.4 24.6 34.6 34.6 93.5 87.6: 6.5 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 149 133 184 119 179 369 414:
Old : 488: 149 137 180 119 177 366 411:
Other: 187: 27 42 18 28 108 64 159:
:----------------------------------------------------------------------------------------------------
: 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 18.0 25.3 26.4 11.7 13.1 18.5 17.4
Old : 16.4 18.3 26.1 26.6 12.3 13.4 19.5 17.6
Other: 42.5 39.1 61.4 54.3 36.2 30.0 46.2 39.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,826: 21,145 2,823 333 19 3,726 21,497 6,882: 2,329 16,944
Old : 22,620: 20,135 2,809 333 19 3,408 20,487 6,550: 2,133 16,070
Other: 1,206: 1,010 14 0 0 318 1,010 332: 196 874
: : :
: : Changes in Commitments from: August 25, 2009 :
: -1,505: -1,369 -364 -10 8 -457 -1,371 -831: -134 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 11.8 1.4 0.1 15.6 90.2 28.9: 9.8 71.1
Old : 100.0: 89.0 12.4 1.5 0.1 15.1 90.6 29.0: 9.4 71.0
Other: 100.0: 83.7 1.2 0.0 0.0 26.4 83.7 27.5: 16.3 72.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 19 8 6 2 10 22 23:
Old : 37: 19 8 6 2 10 22 23:
Other: 19: 9 2 0 0 8 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 57.2 12.5 76.7 19.1 56.2 12.5 75.7 19.1
Old : 57.6 12.3 76.8 18.9 56.5 12.3 75.7 18.9
Other: 75.8 23.9 83.3 27.1 75.8 23.9 83.3 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 269,212: 31,805 45,246 75,191 137,889 123,540 244,885 243,976: 24,327 25,236
Old : 260,353: 33,154 47,342 68,087 135,381 120,020 236,621 235,450: 23,731 24,903
Other: 8,860: 3,602 2,854 2,153 2,509 3,520 8,264 8,527: 596 333
: : :
: : Changes in Commitments from: August 25, 2009 :
: -5,658: -4,069 14,745 -3,896 6,324 -20,670 -1,640 -9,821: -4,018 4,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 16.8 27.9 51.2 45.9 91.0 90.6: 9.0 9.4
Old : 100.0: 12.7 18.2 26.2 52.0 46.1 90.9 90.4: 9.1 9.6
Other: 100.0: 40.7 32.2 24.3 28.3 39.7 93.3 96.2: 6.7 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 42 82 85 66 63 176 184:
Old : 226: 44 84 84 65 62 174 183:
Other: 32: 7 7 5 14 6 23 16:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 20.4 25.1 28.9 12.6 14.5 19.8 20.4
Old : 16.0 20.5 25.7 29.3 13.0 14.9 20.5 21.3
Other: 79.1 73.2 88.7 93.9 60.9 53.2 65.9 70.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 828,190: 74,404 144,291 31,268 590,288 523,016 695,960 698,575: 132,230 129,615
Old : 828,190: 74,404 144,291 31,268 590,288 523,016 695,960 698,575: 132,230 129,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -36,004: 9,010 -46,836 1,435 -57,749 -23,724 -47,304 -69,126: 11,300 33,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.4 3.8 71.3 63.2 84.0 84.3: 16.0 15.7
Old : 100.0: 9.0 17.4 3.8 71.3 63.2 84.0 84.3: 16.0 15.7
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 : 161: 26 37 28 77 77 124 121:
Old : 161: 26 37 28 77 77 124 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 32.4 30.7 40.6 16.5 27.5 24.8 35.6
Old : 19.6 32.4 30.7 40.6 16.5 27.5 24.8 35.6
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, September 1, 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 : 178,427: 42,522 5,803 35,932 71,353 118,825 149,806 160,560: 28,620 17,867
Old : 174,752: 43,071 4,375 35,020 68,668 118,090 146,759 157,485: 27,992 17,267
Other: 3,675: 337 2,315 25 2,685 735 3,047 3,075: 628 600
: : :
: : Changes in Commitments from: August 25, 2009 :
: -4,052: -901 756 -1,926 929 -1,760 -1,898 -2,930: -2,154 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.3 20.1 40.0 66.6 84.0 90.0: 16.0 10.0
Old : 100.0: 24.6 2.5 20.0 39.3 67.6 84.0 90.1: 16.0 9.9
Other: 100.0: 9.2 63.0 0.7 73.1 20.0 82.9 83.7: 17.1 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 61 24 55 57 60 151 118:
Old : 169: 62 25 55 57 60 151 118:
Other: 28: 3 3 2 21 4 25 8:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 38.5 24.1 51.8 11.0 30.2 17.6 37.3
Old : 13.8 38.2 23.6 51.6 10.8 31.0 17.6 38.3
Other: 43.3 75.6 64.5 83.7 43.3 71.6 63.5 77.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 11,333: 3,330 966 1,351 4,836 7,889 9,517 10,205: 1,816 1,128
Old : 11,333: 3,330 966 1,351 4,836 7,889 9,517 10,205: 1,816 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -788: 381 111 -368 -752 -105 -739 -363: -49 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.5 11.9 42.7 69.6 84.0 90.0: 16.0 10.0
Old : 100.0: 29.4 8.5 11.9 42.7 69.6 84.0 90.0: 16.0 10.0
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 : 60: 21 9 12 21 18 49 34:
Old : 60: 21 9 12 21 18 49 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 46.6 41.7 64.6 28.5 44.3 40.1 59.4
Old : 28.5 46.6 41.7 64.6 28.5 44.3 40.1 59.4
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, September 1, 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 : 763,078: 261,443 85,699 24,263 378,240 531,632 663,946 641,594: 99,133 121,484
Old : 763,078: 261,443 85,699 24,263 378,240 531,632 663,946 641,594: 99,133 121,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -42,924: 7,061 3,070 1,636 -59,361 -71,695 -50,663 -66,989: 7,739 24,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 11.2 3.2 49.6 69.7 87.0 84.1: 13.0 15.9
Old : 100.0: 34.3 11.2 3.2 49.6 69.7 87.0 84.1: 13.0 15.9
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 : 195: 35 39 28 74 100 123 153:
Old : 195: 35 39 28 74 100 123 153:
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 : 25.6 25.1 35.4 33.2 24.8 24.1 33.4 31.9
Old : 25.6 25.1 35.4 33.2 24.8 24.1 33.4 31.9
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, September 1, 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 : 1,351,023: 89,566 197,099 101,501 878,095 746,999 1,069,162 1,045,599: 281,861 305,424
Old : 1,351,023: 89,566 197,099 101,501 878,095 746,999 1,069,162 1,045,599: 281,861 305,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 81,058: -6,715 43,127 26,351 26,190 41,088 45,826 110,566: 35,232 -29,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.6 7.5 65.0 55.3 79.1 77.4: 20.9 22.6
Old : 100.0: 6.6 14.6 7.5 65.0 55.3 79.1 77.4: 20.9 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 35 39 47 106 113 162 178:
Old : 208: 35 39 47 106 113 162 178:
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 : 16.6 13.8 25.7 21.3 11.8 8.0 18.5 12.1
Old : 16.6 13.8 25.7 21.3 11.8 8.0 18.5 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 841,070: 84,000 79,468 27,696 522,225 533,853 633,922 641,018: 207,149 200,052
Old : 841,070: 84,000 79,468 27,696 522,225 533,853 633,922 641,018: 207,149 200,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -23,560: -33,708 -8,576 8,981 7,713 -11,610 -17,014 -11,205: -6,546 -12,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.4 3.3 62.1 63.5 75.4 76.2: 24.6 23.8
Old : 100.0: 10.0 9.4 3.3 62.1 63.5 75.4 76.2: 24.6 23.8
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 : 140: 25 21 18 76 77 107 110:
Old : 140: 25 21 18 76 77 107 110:
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 : 20.7 17.1 30.3 27.6 15.0 15.6 23.5 24.0
Old : 20.7 17.1 30.3 27.6 15.0 15.6 23.5 24.0
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, September 1, 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 : 701,163: 126,602 28,240 235,969 295,894 392,375 658,466 656,584: 42,698 44,579
Old : 701,163: 126,602 28,240 235,969 295,894 392,375 658,466 656,584: 42,698 44,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 45,264: 9,933 6,404 15,772 19,840 20,204 45,545 42,380: -280 2,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 4.0 33.7 42.2 56.0 93.9 93.6: 6.1 6.4
Old : 100.0: 18.1 4.0 33.7 42.2 56.0 93.9 93.6: 6.1 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 : 103: 32 12 38 45 47 89 89:
Old : 103: 32 12 38 45 47 89 89:
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 : 27.5 27.0 46.9 44.8 14.8 14.9 19.8 21.5
Old : 27.5 27.0 46.9 44.8 14.8 14.9 19.8 21.5
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, September 1, 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 : 13,432: 1,948 1,657 23 6,632 7,269 8,603 8,949: 4,829 4,484
Old : 13,432: 1,948 1,657 23 6,632 7,269 8,603 8,949: 4,829 4,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 1,666: 72 74 9 1,163 1,170 1,244 1,252: 422 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.3 0.2 49.4 54.1 64.0 66.6: 36.0 33.4
Old : 100.0: 14.5 12.3 0.2 49.4 54.1 64.0 66.6: 36.0 33.4
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 : 21: 4 3 3 9 8 15 12:
Old : 21: 4 3 3 9 8 15 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 : 45.3 40.9 57.7 59.2 34.5 34.6 46.8 51.1
Old : 45.3 40.9 57.7 59.2 34.5 34.6 46.8 51.1
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, September 1, 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 : 82,746: 23,159 19,554 978 40,110 36,821 64,247 57,353: 18,498 25,392
Old : 82,746: 23,159 19,554 978 40,110 36,821 64,247 57,353: 18,498 25,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 11,413: -519 3,450 -215 4,649 -110 3,915 3,125: 7,498 8,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 23.6 1.2 48.5 44.5 77.6 69.3: 22.4 30.7
Old : 100.0: 28.0 23.6 1.2 48.5 44.5 77.6 69.3: 22.4 30.7
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 : 93: 23 29 8 28 23 56 55:
Old : 93: 23 29 8 28 23 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 33.3 38.5 44.1 28.7 32.1 38.3 40.9
Old : 28.9 33.3 38.5 44.1 28.7 32.1 38.3 40.9
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, September 1, 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 : 9,050: 6,522 5,267 0 2,398 3,782 8,920 9,049: 130 1
Old : 9,050: 6,522 5,267 0 2,398 3,782 8,920 9,049: 130 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 606: -56 31 0 662 575 606 606: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 58.2 0.0 26.5 41.8 98.6 100.0: 1.4 0.0
Old : 100.0: 72.1 58.2 0.0 26.5 41.8 98.6 100.0: 1.4 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 : 21: 10 6 0 3 2 13 8:
Old : 21: 10 6 0 3 2 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 93.1 91.4 100.0 73.2 93.1 91.4 100.0
Old : 73.2 93.1 91.4 100.0 73.2 93.1 91.4 100.0
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, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 25,914: 3,559 1,388 378 21,919 23,921 25,856 25,687: 58 227
Old : 25,914: 3,559 1,388 378 21,919 23,921 25,856 25,687: 58 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 2,900: 151 -164 -112 2,896 3,330 2,935 3,054: -35 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.4 1.5 84.6 92.3 99.8 99.1: 0.2 0.9
Old : 100.0: 13.7 5.4 1.5 84.6 92.3 99.8 99.1: 0.2 0.9
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 : 38: 5 8 2 12 16 18 25:
Old : 38: 5 8 2 12 16 18 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 : 74.4 87.0 93.8 93.1 69.0 71.1 78.5 77.1
Old : 74.4 87.0 93.8 93.1 69.0 71.1 78.5 77.1
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, September 1, 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 : 29,871: 3,795 786 1,036 24,830 27,925 29,661 29,747: 210 124
Old : 29,871: 3,795 786 1,036 24,830 27,925 29,661 29,747: 210 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -234: -245 501 6 22 -736 -217 -229: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 2.6 3.5 83.1 93.5 99.3 99.6: 0.7 0.4
Old : 100.0: 12.7 2.6 3.5 83.1 93.5 99.3 99.6: 0.7 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 : 29: 6 7 1 9 9 15 17:
Old : 29: 6 7 1 9 9 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.1 83.4 96.6 95.6 49.5 57.0 61.6 62.3
Old : 84.1 83.4 96.6 95.6 49.5 57.0 61.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2009