WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 409,544: 74,506 102,954 109,804 195,006 149,831 379,315 362,589: 30,228 46,955
Old : 340,585: 65,082 94,100 85,360 164,562 122,499 315,004 301,958: 25,582 38,627
Other: 68,958: 26,193 25,624 7,675 30,444 27,332 64,312 60,631: 4,647 8,328
: : :
: : Changes in Commitments from: September 8, 2009 :
: 11,143: 1,722 -770 7,228 1,568 5,818 10,518 12,276: 625 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 25.1 26.8 47.6 36.6 92.6 88.5: 7.4 11.5
Old : 100.0: 19.1 27.6 25.1 48.3 36.0 92.5 88.7: 7.5 11.3
Other: 100.0: 38.0 37.2 11.1 44.1 39.6 93.3 87.9: 6.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 107 148 140 82 96 278 316:
Old : 379: 115 148 126 80 95 268 306:
Other: 168: 37 51 39 34 69 90 143:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 12.1 34.2 19.0 19.5 10.5 31.8 16.1
Old : 24.0 13.7 35.8 20.8 22.2 12.6 33.8 18.5
Other: 55.6 29.6 66.2 40.0 52.3 29.1 59.3 37.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,316,649: 227,387 151,384 388,940 570,489 526,373 1,186,816 1,066,696: 129,833 249,953
Old : 1,216,115: 219,866 162,972 351,530 522,174 476,607 1,093,570 991,109: 122,545 225,006
Other: 100,534: 32,115 13,005 12,816 48,316 49,766 93,246 75,587: 7,288 24,947
: : :
: : Changes in Commitments from: September 8, 2009 :
: 44,011: 17,564 -12,156 22,760 -1,374 35,166 38,951 45,770: 5,060 -1,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.5 29.5 43.3 40.0 90.1 81.0: 9.9 19.0
Old : 100.0: 18.1 13.4 28.9 42.9 39.2 89.9 81.5: 10.1 18.5
Other: 100.0: 31.9 12.9 12.7 48.1 49.5 92.8 75.2: 7.2 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 163 178 218 214 280 514 555:
Old : 669: 166 175 208 212 278 506 545:
Other: 310: 47 52 46 59 180 128 260:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.9 21.3 18.2 11.0 7.9 17.9 11.6
Old : 13.2 11.7 22.3 18.2 11.6 7.7 18.9 11.7
Other: 36.4 17.9 48.1 27.2 34.5 15.6 43.5 21.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 14,895: 1,611 2,625 1,101 10,046 9,357 12,758 13,083: 2,137 1,812
Old : 14,890: 1,612 2,625 1,100 10,045 9,356 12,757 13,081: 2,133 1,809
Other: 5: 0 1 0 1 1 1 2: 4 3
: : :
: : Changes in Commitments from: September 8, 2009 :
: 353: 450 325 -47 -393 -111 10 168: 344 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.6 7.4 67.4 62.8 85.7 87.8: 14.3 12.2
Old : 100.0: 10.8 17.6 7.4 67.5 62.8 85.7 87.9: 14.3 12.1
Other: 100.0: 0.0 20.0 0.0 20.0 20.0 20.0 40.0: 80.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 14 6 16 12 29 32:
Old : 48: 11 14 6 15 12 28 32:
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 : 45.7 54.9 61.5 66.8 44.3 51.8 58.8 63.5
Old : 45.7 54.9 61.6 66.8 44.3 51.8 58.8 63.5
Other: 20.0 40.0 20.0 40.0 20.0 40.0 20.0 40.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 595,306: 99,877 51,104 192,293 254,172 263,496 546,341 506,893: 48,965 88,413
Old : 558,429: 96,466 52,822 174,399 240,617 247,830 511,481 475,051: 46,948 83,378
Other: 36,877: 15,029 9,900 6,276 13,555 15,666 34,860 31,842: 2,017 5,036
: : :
: : Changes in Commitments from: September 8, 2009 :
: 14,117: 5,977 1,628 15,740 -5,382 86 16,335 17,454: -2,218 -3,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 8.6 32.3 42.7 44.3 91.8 85.1: 8.2 14.9
Old : 100.0: 17.3 9.5 31.2 43.1 44.4 91.6 85.1: 8.4 14.9
Other: 100.0: 40.8 26.8 17.0 36.8 42.5 94.5 86.3: 5.5 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 135 151 184 120 172 370 408:
Old : 483: 134 154 176 117 169 359 405:
Other: 191: 36 40 21 33 103 75 158:
:----------------------------------------------------------------------------------------------------
: 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 17.2 24.9 26.0 10.9 12.3 17.7 16.4
Old : 16.1 17.5 25.8 25.6 11.5 12.6 18.7 17.3
Other: 39.7 43.9 56.4 54.8 37.3 43.6 49.0 49.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,083: 20,956 3,262 194 9 3,873 21,159 7,329: 2,924 16,754
Old : 22,758: 19,836 3,248 194 9 3,523 20,039 6,965: 2,719 15,793
Other: 1,325: 1,120 14 0 0 350 1,120 364: 205 961
: : :
: : Changes in Commitments from: September 8, 2009 :
: 211: 391 89 -89 -10 -81 292 -81: -81 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 13.5 0.8 0.0 16.1 87.9 30.4: 12.1 69.6
Old : 100.0: 87.2 14.3 0.9 0.0 15.5 88.1 30.6: 11.9 69.4
Other: 100.0: 84.5 1.1 0.0 0.0 26.4 84.5 27.5: 15.5 72.5
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 8 6 1 10 18 23:
Old : 34: 16 8 6 1 10 18 23:
Other: 21: 10 2 0 0 9 10 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 : 57.2 12.8 78.0 21.1 56.8 12.8 77.6 21.1
Old : 57.5 13.4 78.1 21.0 57.1 13.4 77.7 21.0
Other: 76.2 22.9 83.8 26.9 76.2 22.9 83.8 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 263,190: 35,609 52,565 63,018 141,189 122,119 239,816 237,702: 23,374 25,487
Old : 253,915: 37,201 55,552 55,496 138,524 117,649 231,222 228,697: 22,693 25,217
Other: 9,275: 3,829 2,435 2,100 2,665 4,470 8,594 9,005: 681 270
: : :
: : Changes in Commitments from: September 8, 2009 :
: 4,078: 1,824 2,195 747 1,094 3,958 3,664 6,900: 415 -2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.0 23.9 53.6 46.4 91.1 90.3: 8.9 9.7
Old : 100.0: 14.7 21.9 21.9 54.6 46.3 91.1 90.1: 8.9 9.9
Other: 100.0: 41.3 26.3 22.6 28.7 48.2 92.7 97.1: 7.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 57 56 67 71 67 168 170:
Old : 218: 62 57 66 70 66 166 169:
Other: 33: 4 9 3 14 10 20 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 19.5 26.8 28.7 12.8 12.6 21.0 20.3
Old : 16.4 19.8 27.5 29.4 13.5 13.2 22.1 21.3
Other: 80.2 64.0 88.9 84.9 64.2 43.6 66.8 62.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 805,568: 76,914 134,582 29,017 551,046 510,567 656,977 674,166: 148,591 131,402
Old : 805,568: 76,914 134,582 29,017 551,046 510,567 656,977 674,166: 148,591 131,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -4,203: 13,003 1,097 -1,410 -30,882 -6,602 -19,289 -6,915: 15,086 2,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.7 3.6 68.4 63.4 81.6 83.7: 18.4 16.3
Old : 100.0: 9.5 16.7 3.6 68.4 63.4 81.6 83.7: 18.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 36 28 35 72 74 124 121:
Old : 157: 36 28 35 72 74 124 121:
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 : 19.4 30.1 29.2 38.7 17.4 28.7 24.9 37.0
Old : 19.4 30.1 29.2 38.7 17.4 28.7 24.9 37.0
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 15, 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 : 184,224: 42,562 11,183 32,510 79,465 121,267 154,538 164,960: 29,687 19,265
Old : 177,927: 43,023 11,501 30,409 75,633 117,323 149,065 159,233: 28,863 18,695
Other: 6,297: 870 1,012 771 3,832 3,944 5,473 5,727: 824 570
: : :
: : Changes in Commitments from: September 8, 2009 :
: 6,624: 2,332 -8 495 2,822 7,884 5,649 8,371: 975 -1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.1 17.6 43.1 65.8 83.9 89.5: 16.1 10.5
Old : 100.0: 24.2 6.5 17.1 42.5 65.9 83.8 89.5: 16.2 10.5
Other: 100.0: 13.8 16.1 12.2 60.9 62.6 86.9 90.9: 13.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 61 26 52 57 55 148 114:
Old : 165: 62 27 52 57 55 148 114:
Other: 34: 7 2 4 22 9 30 14:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 37.1 27.1 52.8 15.0 30.2 21.3 40.2
Old : 16.7 36.9 26.3 52.4 14.2 30.6 20.8 40.2
Other: 53.2 62.4 68.9 83.3 49.4 56.8 62.5 71.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 11,212: 3,246 741 1,388 4,764 7,867 9,399 9,996: 1,813 1,215
Old : 11,202: 3,246 743 1,386 4,756 7,867 9,389 9,996: 1,813 1,205
Other: 10: 2 0 0 8 0 10 0: -0 10
: : :
: : Changes in Commitments from: September 8, 2009 :
: -95: -135 -126 36 140 -215 41 -305: -137 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.6 12.4 42.5 70.2 83.8 89.2: 16.2 10.8
Old : 100.0: 29.0 6.6 12.4 42.5 70.2 83.8 89.2: 16.2 10.8
Other: 100.0: 20.0 0.0 0.0 80.0 0.0 100.0 0.0: -0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 18 5 13 23 19 49 34:
Old : 57: 18 5 13 23 19 49 34:
Other: 2: 1 0 0 1 0 2 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 : 31.2 46.8 44.3 62.9 31.1 44.4 44.3 59.8
Old : 31.2 46.9 44.3 63.0 31.2 44.4 44.3 59.9
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 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 15, 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 : 801,414: 294,824 89,572 34,567 378,730 556,626 708,121 680,765: 93,293 120,649
Old : 801,414: 294,824 89,572 34,567 378,730 556,626 708,121 680,765: 93,293 120,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -3,667: -25,465 -11,774 6,665 16,303 -3,019 -2,497 -8,128: -1,170 4,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 11.2 4.3 47.3 69.5 88.4 84.9: 11.6 15.1
Old : 100.0: 36.8 11.2 4.3 47.3 69.5 88.4 84.9: 11.6 15.1
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 : 202: 34 41 28 78 109 127 163:
Old : 202: 34 41 28 78 109 127 163:
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 : 23.8 24.0 35.0 32.0 23.6 22.9 32.7 29.7
Old : 23.8 24.0 35.0 32.0 23.6 22.9 32.7 29.7
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 15, 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 : 1,354,680: 104,773 176,436 121,999 846,241 741,719 1,073,014 1,040,154: 281,666 314,526
Old : 1,354,680: 104,773 176,436 121,999 846,241 741,719 1,073,014 1,040,154: 281,666 314,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -4,735: 13,374 -9,638 1,446 -30,816 13,805 -15,996 5,613: 11,261 -10,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.0 9.0 62.5 54.8 79.2 76.8: 20.8 23.2
Old : 100.0: 7.7 13.0 9.0 62.5 54.8 79.2 76.8: 20.8 23.2
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 : 222: 35 40 53 115 121 177 187:
Old : 222: 35 40 53 115 121 177 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 11.9 23.8 18.9 10.5 8.4 16.5 13.2
Old : 15.5 11.9 23.8 18.9 10.5 8.4 16.5 13.2
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 15, 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 : 840,169: 80,601 88,472 31,162 512,128 536,280 623,891 655,913: 216,278 184,256
Old : 840,169: 80,601 88,472 31,162 512,128 536,280 623,891 655,913: 216,278 184,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -27,308: -11,323 3,453 2,736 -9,453 -27,080 -18,041 -20,891: -9,267 -6,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.5 3.7 61.0 63.8 74.3 78.1: 25.7 21.9
Old : 100.0: 9.6 10.5 3.7 61.0 63.8 74.3 78.1: 25.7 21.9
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 : 137: 22 21 20 73 75 103 108:
Old : 137: 22 21 20 73 75 103 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 15.3 31.1 26.3 15.7 12.8 23.8 22.5
Old : 22.3 15.3 31.1 26.3 15.7 12.8 23.8 22.5
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 15, 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 : 720,963: 117,117 27,440 264,168 297,739 386,541 679,024 678,149: 41,939 42,815
Old : 720,963: 117,117 27,440 264,168 297,739 386,541 679,024 678,149: 41,939 42,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 36,792: 7,339 2,325 11,576 14,034 21,532 32,950 35,433: 3,842 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 3.8 36.6 41.3 53.6 94.2 94.1: 5.8 5.9
Old : 100.0: 16.2 3.8 36.6 41.3 53.6 94.2 94.1: 5.8 5.9
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 : 103: 32 14 42 40 45 88 90:
Old : 103: 32 14 42 40 45 88 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 25.6 48.2 43.4 13.4 13.2 19.6 19.5
Old : 28.4 25.6 48.2 43.4 13.4 13.2 19.6 19.5
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 15, 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 : 16,889: 2,486 1,955 527 8,444 9,817 11,457 12,299: 5,432 4,590
Old : 16,889: 2,486 1,955 527 8,444 9,817 11,457 12,299: 5,432 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,725: 293 38 517 769 1,044 1,580 1,599: 1,145 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.6 3.1 50.0 58.1 67.8 72.8: 32.2 27.2
Old : 100.0: 14.7 11.6 3.1 50.0 58.1 67.8 72.8: 32.2 27.2
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 : 27: 6 6 5 10 9 18 18:
Old : 27: 6 6 5 10 9 18 18:
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 : 43.7 45.8 55.7 59.1 27.3 26.9 35.9 39.0
Old : 43.7 45.8 55.7 59.1 27.3 26.9 35.9 39.0
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 15, 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 : 99,934: 27,135 11,141 1,907 57,062 65,371 86,105 78,419: 13,829 21,514
Old : 99,934: 27,135 11,141 1,907 57,062 65,371 86,105 78,419: 13,829 21,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 19,965: 2,113 -5,587 972 16,822 21,875 19,907 17,259: 58 2,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 11.1 1.9 57.1 65.4 86.2 78.5: 13.8 21.5
Old : 100.0: 27.2 11.1 1.9 57.1 65.4 86.2 78.5: 13.8 21.5
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 : 94: 29 20 12 29 33 66 57:
Old : 94: 29 20 12 29 33 66 57:
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 : 35.1 38.3 46.9 51.4 24.5 32.3 34.2 37.7
Old : 35.1 38.3 46.9 51.4 24.5 32.3 34.2 37.7
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 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 20,094: 2,723 1,547 234 16,991 18,137 19,948 19,918: 146 176
Old : 20,094: 2,723 1,547 234 16,991 18,137 19,948 19,918: 146 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -8,959: -2,230 95 144 -6,908 -9,147 -8,994 -8,908: 35 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.7 1.2 84.6 90.3 99.3 99.1: 0.7 0.9
Old : 100.0: 13.6 7.7 1.2 84.6 90.3 99.3 99.1: 0.7 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: 4 10 2 11 16 16 27:
Old : 38: 4 10 2 11 16 16 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 : 73.9 76.8 94.4 87.9 67.3 56.8 75.8 67.9
Old : 73.9 76.8 94.4 87.9 67.3 56.8 75.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 29,178: 4,715 652 0 24,286 28,515 29,001 29,167: 177 11
Old : 29,178: 4,715 652 0 24,286 28,515 29,001 29,167: 177 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -9,479: 309 389 -1,036 -8,483 -8,494 -9,210 -9,141: -269 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.2 0.0 83.2 97.7 99.4 100.0: 0.6 0.0
Old : 100.0: 16.2 2.2 0.0 83.2 97.7 99.4 100.0: 0.6 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 : 31: 8 7 0 9 9 17 16:
Old : 31: 8 7 0 9 9 17 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 : 81.1 92.8 96.1 98.8 66.2 78.6 81.1 83.0
Old : 81.1 92.8 96.1 98.8 66.2 78.6 81.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009