WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 398,401: 72,783 103,723 102,576 193,438 144,013 368,797 350,313: 29,603 48,088
Old : 335,749: 63,020 95,080 81,165 165,555 118,826 309,740 295,071: 26,009 40,678
Other: 62,652: 25,467 24,348 5,707 27,883 25,188 59,057 55,242: 3,595 7,409
: : :
: : Changes in Commitments from: September 1, 2009 :
: 7,554: -1,341 -1,239 4,459 5,156 5,531 8,273 8,751: -719 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.0 25.7 48.6 36.1 92.6 87.9: 7.4 12.1
Old : 100.0: 18.8 28.3 24.2 49.3 35.4 92.3 87.9: 7.7 12.1
Other: 100.0: 40.6 38.9 9.1 44.5 40.2 94.3 88.2: 5.7 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 96 154 139 82 96 272 314:
Old : 375: 109 149 126 80 94 263 304:
Other: 165: 34 51 36 32 69 83 143:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 12.4 35.3 19.0 20.3 10.5 32.9 16.0
Old : 24.9 13.5 36.8 20.4 23.2 12.1 34.9 18.2
Other: 59.7 30.0 69.8 40.6 57.0 30.0 63.0 39.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 1,272,639: 209,823 163,540 366,180 571,863 491,207 1,147,866 1,020,926: 124,773 251,713
Old : 1,178,789: 200,126 174,059 334,512 526,202 441,108 1,060,840 949,680: 117,949 229,110
Other: 93,850: 29,354 9,136 12,011 45,661 50,099 87,026 71,247: 6,824 22,603
: : :
: : Changes in Commitments from: September 1, 2009 :
: 10,003: -549 7,641 6,280 10,533 -6,520 16,264 7,400: -6,260 2,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.9 28.8 44.9 38.6 90.2 80.2: 9.8 19.8
Old : 100.0: 17.0 14.8 28.4 44.6 37.4 90.0 80.6: 10.0 19.4
Other: 100.0: 31.3 9.7 12.8 48.7 53.4 92.7 75.9: 7.3 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 159 180 207 207 265 495 545:
Old : 661: 163 178 199 206 262 489 535:
Other: 304: 44 52 45 55 178 119 260:
:----------------------------------------------------------------------------------------------------
: 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 12.0 21.7 18.4 11.2 7.7 17.9 11.4
Old : 13.8 11.6 22.6 18.2 11.9 7.4 19.0 11.4
Other: 38.1 21.1 48.9 29.2 35.9 17.8 44.5 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 14,541: 1,162 2,300 1,148 10,439 9,468 12,748 12,915: 1,793 1,626
Old : 14,537: 1,163 2,300 1,147 10,438 9,467 12,747 12,913: 1,790 1,624
Other: 4: 0 1 0 1 1 1 2: 3 2
: : :
: : Changes in Commitments from: September 1, 2009 :
: 738: -595 603 188 1,217 129 810 919: -72 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 15.8 7.9 71.8 65.1 87.7 88.8: 12.3 11.2
Old : 100.0: 8.0 15.8 7.9 71.8 65.1 87.7 88.8: 12.3 11.2
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 : 45: 6 14 6 17 12 27 31:
Old : 45: 7 14 6 16 12 26 31:
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 : 47.2 57.2 64.0 69.8 46.8 53.9 60.9 65.8
Old : 47.2 57.2 64.1 69.8 46.8 53.9 60.9 65.8
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 8, 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 : 581,189: 93,900 49,476 176,552 259,554 263,410 530,006 489,438: 51,183 91,751
Old : 546,319: 90,980 48,330 159,530 247,206 251,357 497,716 459,216: 48,603 87,103
Other: 34,870: 11,631 9,857 8,312 12,347 12,054 32,290 30,222: 2,580 4,648
: : :
: : Changes in Commitments from: September 1, 2009 :
: 18,529: -6,495 8,870 5,434 18,722 709 17,661 15,013: 868 3,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.5 30.4 44.7 45.3 91.2 84.2: 8.8 15.8
Old : 100.0: 16.7 8.8 29.2 45.2 46.0 91.1 84.1: 8.9 15.9
Other: 100.0: 33.4 28.3 23.8 35.4 34.6 92.6 86.7: 7.4 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 146 144 189 118 177 373 421:
Old : 495: 149 145 185 118 175 369 419:
Other: 187: 28 44 20 28 106 66 160:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 17.4 24.7 26.0 11.2 12.2 18.1 16.0
Old : 16.0 17.9 25.6 26.2 11.8 12.7 19.1 16.8
Other: 39.8 39.3 57.5 53.8 33.6 31.6 43.9 40.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,872: 20,565 3,173 283 19 3,954 20,867 7,410: 3,005 16,462
Old : 22,637: 19,526 3,159 283 19 3,621 19,828 7,063: 2,809 15,574
Other: 1,235: 1,039 14 0 0 333 1,039 347: 196 888
: : :
: : Changes in Commitments from: September 1, 2009 :
: 46: -580 350 -50 0 228 -630 528: 676 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 13.3 1.2 0.1 16.6 87.4 31.0: 12.6 69.0
Old : 100.0: 86.3 14.0 1.3 0.1 16.0 87.6 31.2: 12.4 68.8
Other: 100.0: 84.1 1.1 0.0 0.0 27.0 84.1 28.1: 15.9 71.9
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 9 6 2 11 19 25:
Old : 36: 16 9 6 2 11 19 25:
Other: 20: 9 2 0 0 9 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 57.1 12.6 77.1 19.6 56.3 12.6 76.3 19.6
Old : 57.4 12.8 77.2 19.4 56.6 12.8 76.4 19.4
Other: 75.8 23.6 83.7 27.4 75.8 23.6 83.7 27.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 259,111: 33,785 50,370 62,271 140,096 118,161 236,152 230,802: 22,959 28,309
Old : 250,258: 34,700 52,804 55,349 137,964 113,935 228,013 222,088: 22,245 28,169
Other: 8,853: 3,843 2,323 2,164 2,132 4,226 8,139 8,713: 715 140
: : :
: : Changes in Commitments from: September 1, 2009 :
: -10,101: 1,980 5,124 -12,920 2,206 -5,379 -8,734 -13,175: -1,368 3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 19.4 24.0 54.1 45.6 91.1 89.1: 8.9 10.9
Old : 100.0: 13.9 21.1 22.1 55.1 45.5 91.1 88.7: 8.9 11.3
Other: 100.0: 43.4 26.2 24.4 24.1 47.7 91.9 98.4: 8.1 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 47 70 69 65 64 160 170:
Old : 212: 49 72 68 64 63 158 169:
Other: 32: 6 8 5 13 10 21 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 : 15.5 19.4 25.7 28.2 13.1 13.6 20.7 20.5
Old : 16.0 19.5 26.5 28.6 13.6 13.9 21.4 21.0
Other: 83.3 68.0 88.1 87.7 62.1 47.9 64.6 64.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 809,771: 63,911 133,485 30,427 581,928 517,169 676,265 681,081: 133,505 128,690
Old : 809,771: 63,911 133,485 30,427 581,928 517,169 676,265 681,081: 133,505 128,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -18,419: -10,494 -10,806 -841 -8,360 -5,847 -19,694 -17,494: 1,275 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 16.5 3.8 71.9 63.9 83.5 84.1: 16.5 15.9
Old : 100.0: 7.9 16.5 3.8 71.9 63.9 83.5 84.1: 16.5 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 : 159: 29 30 32 80 77 128 120:
Old : 159: 29 30 32 80 77 128 120:
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 : 19.7 31.8 29.9 40.3 16.6 28.3 24.8 36.8
Old : 19.7 31.8 29.9 40.3 16.6 28.3 24.8 36.8
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 8, 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 : 177,601: 40,231 11,190 32,015 76,643 113,383 148,889 156,589: 28,712 21,012
Old : 172,234: 40,836 10,196 30,814 72,815 110,894 144,465 151,904: 27,769 20,330
Other: 5,367: 509 2,109 87 3,828 2,489 4,424 4,685: 943 682
: : :
: : Changes in Commitments from: September 1, 2009 :
: -826: -2,291 5,387 -3,916 5,290 -5,442 -918 -3,971: 91 3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.3 18.0 43.2 63.8 83.8 88.2: 16.2 11.8
Old : 100.0: 23.7 5.9 17.9 42.3 64.4 83.9 88.2: 16.1 11.8
Other: 100.0: 9.5 39.3 1.6 71.3 46.4 82.4 87.3: 17.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 55 29 57 57 56 149 118:
Old : 166: 56 30 57 57 56 149 118:
Other: 30: 3 4 2 21 8 25 13:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 36.7 27.6 51.1 14.0 28.0 20.4 36.7
Old : 16.9 36.9 26.7 50.8 13.1 28.9 19.7 37.3
Other: 60.0 64.8 72.9 83.8 58.9 63.1 69.9 76.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 11,307: 3,381 867 1,353 4,624 8,082 9,357 10,301: 1,950 1,006
Old : 11,307: 3,381 867 1,353 4,624 8,082 9,357 10,301: 1,950 1,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -26: 50 -99 2 -212 193 -160 96: 133 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.7 12.0 40.9 71.5 82.8 91.1: 17.2 8.9
Old : 100.0: 29.9 7.7 12.0 40.9 71.5 82.8 91.1: 17.2 8.9
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 : 62: 23 6 13 21 19 50 36:
Old : 62: 23 6 13 21 19 50 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 : 29.1 47.9 40.7 64.1 29.1 45.5 40.7 61.5
Old : 29.1 47.9 40.7 64.1 29.1 45.5 40.7 61.5
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 8, 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 : 805,081: 320,289 101,345 27,902 362,426 559,645 710,617 688,892: 94,463 116,188
Old : 805,081: 320,289 101,345 27,902 362,426 559,645 710,617 688,892: 94,463 116,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 42,002: 58,846 15,646 3,639 -15,813 28,014 46,672 47,299: -4,669 -5,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 12.6 3.5 45.0 69.5 88.3 85.6: 11.7 14.4
Old : 100.0: 39.8 12.6 3.5 45.0 69.5 88.3 85.6: 11.7 14.4
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 : 208: 43 41 27 73 109 128 165:
Old : 208: 43 41 27 73 109 128 165:
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 : 24.2 23.9 35.5 31.8 23.8 22.9 33.5 30.1
Old : 24.2 23.9 35.5 31.8 23.8 22.9 33.5 30.1
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 8, 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 : 1,359,415: 91,399 186,074 120,553 877,058 727,914 1,089,009 1,034,541: 270,406 324,874
Old : 1,359,415: 91,399 186,074 120,553 877,058 727,914 1,089,009 1,034,541: 270,406 324,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 8,391: 1,833 -11,025 19,052 -1,037 -19,085 19,847 -11,058: -11,456 19,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 13.7 8.9 64.5 53.5 80.1 76.1: 19.9 23.9
Old : 100.0: 6.7 13.7 8.9 64.5 53.5 80.1 76.1: 19.9 23.9
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 : 220: 36 41 47 113 117 173 181:
Old : 220: 36 41 47 113 117 173 181:
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 : 17.1 13.3 25.7 20.1 12.3 9.2 19.5 14.0
Old : 17.1 13.3 25.7 20.1 12.3 9.2 19.5 14.0
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 8, 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 : 867,477: 91,925 85,019 28,426 521,581 563,360 641,932 676,805: 225,545 190,672
Old : 867,477: 91,925 85,019 28,426 521,581 563,360 641,932 676,805: 225,545 190,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 26,407: 7,925 5,551 729 -644 29,506 8,010 35,787: 18,397 -9,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.8 3.3 60.1 64.9 74.0 78.0: 26.0 22.0
Old : 100.0: 10.6 9.8 3.3 60.1 64.9 74.0 78.0: 26.0 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 : 137: 23 22 19 70 76 103 107:
Old : 137: 23 22 19 70 76 103 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 15.5 30.4 26.4 15.1 14.3 23.9 23.3
Old : 21.4 15.5 30.4 26.4 15.1 14.3 23.9 23.3
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 8, 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 : 684,171: 109,777 25,115 252,592 283,705 365,009 646,074 642,716: 38,097 41,455
Old : 684,171: 109,777 25,115 252,592 283,705 365,009 646,074 642,716: 38,097 41,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -16,992: -16,825 -3,126 16,623 -12,189 -27,366 -12,391 -13,868: -4,601 -3,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 3.7 36.9 41.5 53.4 94.4 93.9: 5.6 6.1
Old : 100.0: 16.0 3.7 36.9 41.5 53.4 94.4 93.9: 5.6 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 : 105: 30 14 40 43 47 89 90:
Old : 105: 30 14 40 43 47 89 90:
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 : 28.4 26.4 48.2 43.7 11.8 13.3 18.1 19.4
Old : 28.4 26.4 48.2 43.7 11.8 13.3 18.1 19.4
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 8, 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 : 14,164: 2,193 1,917 10 7,675 8,773 9,877 10,699: 4,286 3,464
Old : 14,164: 2,193 1,917 10 7,675 8,773 9,877 10,699: 4,286 3,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 731: 245 260 -13 1,043 1,504 1,274 1,751: -543 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.5 0.1 54.2 61.9 69.7 75.5: 30.3 24.5
Old : 100.0: 15.5 13.5 0.1 54.2 61.9 69.7 75.5: 30.3 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 4 1 9 8 14 13:
Old : 23: 5 4 1 9 8 14 13:
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 : 46.6 49.4 60.6 67.0 32.1 32.9 42.7 48.7
Old : 46.6 49.4 60.6 67.0 32.1 32.9 42.7 48.7
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, September 8, 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 : 79,969: 25,022 16,728 935 40,240 43,497 66,197 61,160: 13,771 18,809
Old : 79,969: 25,022 16,728 935 40,240 43,497 66,197 61,160: 13,771 18,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,777: 1,863 -2,826 -43 130 6,676 1,950 3,807: -4,727 -6,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 20.9 1.2 50.3 54.4 82.8 76.5: 17.2 23.5
Old : 100.0: 31.3 20.9 1.2 50.3 54.4 82.8 76.5: 17.2 23.5
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 : 91: 27 26 7 26 22 58 50:
Old : 91: 27 26 7 26 22 58 50:
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 41.3 40.5 52.5 28.5 39.5 39.7 46.2
Old : 28.5 41.3 40.5 52.5 28.5 39.5 39.7 46.2
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, September 8, 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 : 8,877: 6,516 5,167 0 2,234 3,710 8,750 8,877: 127 0
Old : 8,877: 6,516 5,167 0 2,234 3,710 8,750 8,877: 127 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -173: -6 -100 0 -164 -72 -170 -172: -3 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 58.2 0.0 25.2 41.8 98.6 100.0: 1.4 0.0
Old : 100.0: 73.4 58.2 0.0 25.2 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 : 74.0 93.0 91.3 100.0 74.0 93.0 91.3 100.0
Old : 74.0 93.0 91.3 100.0 74.0 93.0 91.3 100.0
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 8, 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 : 29,053: 4,953 1,452 90 23,899 27,284 28,942 28,826: 111 227
Old : 29,053: 4,953 1,452 90 23,899 27,284 28,942 28,826: 111 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,139: 1,394 64 -288 1,980 3,363 3,086 3,139: 53 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 5.0 0.3 82.3 93.9 99.6 99.2: 0.4 0.8
Old : 100.0: 17.0 5.0 0.3 82.3 93.9 99.6 99.2: 0.4 0.8
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 : 39: 5 8 1 11 19 17 27:
Old : 39: 5 8 1 11 19 17 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 : 75.4 84.4 94.7 92.1 71.7 66.7 78.3 74.4
Old : 75.4 84.4 94.7 92.1 71.7 66.7 78.3 74.4
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 8, 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 : 38,657: 4,406 263 1,036 32,769 37,009 38,211 38,308: 446 349
Old : 38,657: 4,406 263 1,036 32,769 37,009 38,211 38,308: 446 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 8,786: 611 -523 0 7,939 9,084 8,550 8,561: 236 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.7 2.7 84.8 95.7 98.8 99.1: 1.2 0.9
Old : 100.0: 11.4 0.7 2.7 84.8 95.7 98.8 99.1: 1.2 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 : 32: 9 6 1 11 9 20 16:
Old : 32: 9 6 1 11 9 20 16:
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 : 84.9 88.1 95.3 97.3 39.4 48.6 49.8 52.1
Old : 84.9 88.1 95.3 97.3 39.4 48.6 49.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2008