WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 422,340: 76,341 103,005 114,422 201,277 158,086 392,041 375,513: 30,300 46,827
Old : 349,394: 66,940 94,515 87,139 169,571 129,361 323,650 311,014: 25,744 38,380
Other: 72,946: 27,476 26,566 9,208 31,706 28,725 68,390 64,499: 4,556 8,447
: : :
: : Changes in Commitments from: September 15, 2009 :
: 12,797: 1,836 51 4,618 6,271 8,255 12,725 12,924: 72 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.4 27.1 47.7 37.4 92.8 88.9: 7.2 11.1
Old : 100.0: 19.2 27.1 24.9 48.5 37.0 92.6 89.0: 7.4 11.0
Other: 100.0: 37.7 36.4 12.6 43.5 39.4 93.8 88.4: 6.2 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 109 156 146 83 95 286 325:
Old : 389: 114 158 129 81 93 273 311:
Other: 176: 40 55 40 39 69 101 144:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 12.7 33.5 19.1 19.2 10.9 31.1 16.0
Old : 23.6 14.4 35.3 21.0 21.8 13.4 33.4 19.3
Other: 52.4 27.8 63.6 38.0 49.2 27.3 56.6 34.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 1,345,219: 233,405 150,493 403,947 585,437 533,348 1,222,789 1,087,788: 122,430 257,431
Old : 1,237,017: 225,355 161,136 364,032 533,683 481,593 1,123,070 1,006,760: 113,947 230,257
Other: 108,202: 32,910 14,217 15,055 51,754 51,755 99,719 81,027: 8,483 27,175
: : :
: : Changes in Commitments from: September 15, 2009 :
: 28,570: 6,018 -890 15,007 14,948 6,976 35,973 21,092: -7,403 7,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.2 30.0 43.5 39.6 90.9 80.9: 9.1 19.1
Old : 100.0: 18.2 13.0 29.4 43.1 38.9 90.8 81.4: 9.2 18.6
Other: 100.0: 30.4 13.1 13.9 47.8 47.8 92.2 74.9: 7.8 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 666: 170 175 229 209 265 513 553:
Old : 664: 176 173 221 207 263 505 547:
Other: 312: 52 53 52 60 176 132 264:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 12.3 21.1 18.9 10.9 7.7 17.4 11.4
Old : 13.1 12.2 22.0 19.0 11.4 7.6 18.5 11.6
Other: 34.0 17.5 45.4 26.8 32.1 15.0 40.4 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 14,674: 1,594 2,516 1,118 9,922 9,207 12,633 12,841: 2,041 1,833
Old : 14,669: 1,595 2,516 1,117 9,921 9,206 12,632 12,839: 2,037 1,830
Other: 5: 0 1 0 1 1 1 2: 4 3
: : :
: : Changes in Commitments from: September 15, 2009 :
: -220: -17 -109 17 -124 -151 -124 -242: -96 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 17.1 7.6 67.6 62.7 86.1 87.5: 13.9 12.5
Old : 100.0: 10.9 17.2 7.6 67.6 62.8 86.1 87.5: 13.9 12.5
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 : 47: 9 15 6 16 11 29 31:
Old : 47: 10 15 6 15 11 28 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 : 46.9 55.7 62.8 67.6 45.3 52.6 59.9 64.0
Old : 46.9 55.8 62.8 67.6 45.4 52.6 59.9 64.0
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 22, 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 : 598,079: 90,232 59,058 191,463 268,852 255,268 550,547 505,789: 47,533 92,291
Old : 556,671: 85,133 58,358 173,093 253,132 238,632 511,359 470,084: 45,313 86,588
Other: 41,408: 16,969 12,570 6,500 15,720 16,636 39,188 35,705: 2,220 5,703
: : :
: : Changes in Commitments from: September 15, 2009 :
: 2,773: -9,645 7,954 -830 14,680 -8,228 4,206 -1,104: -1,433 3,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.9 32.0 45.0 42.7 92.1 84.6: 7.9 15.4
Old : 100.0: 15.3 10.5 31.1 45.5 42.9 91.9 84.4: 8.1 15.6
Other: 100.0: 41.0 30.4 15.7 38.0 40.2 94.6 86.2: 5.4 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 138 148 187 128 166 372 412:
Old : 481: 138 151 180 125 163 362 408:
Other: 195: 43 40 25 33 99 84 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 16.9 25.7 25.7 10.9 10.9 17.8 15.0
Old : 16.6 17.4 26.4 25.4 11.4 11.1 18.8 15.9
Other: 36.7 44.7 55.4 56.0 34.3 44.4 49.1 50.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,520: 20,076 3,085 218 9 3,568 20,303 6,871: 3,217 16,649
Old : 22,162: 18,955 3,066 218 9 3,218 19,182 6,502: 2,980 15,660
Other: 1,358: 1,121 19 0 0 350 1,121 369: 237 989
: : :
: : Changes in Commitments from: September 15, 2009 :
: -563: -880 -177 24 0 -305 -856 -458: 293 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 13.1 0.9 0.0 15.2 86.3 29.2: 13.7 70.8
Old : 100.0: 85.5 13.8 1.0 0.0 14.5 86.6 29.3: 13.4 70.7
Other: 100.0: 82.5 1.4 0.0 0.0 25.8 82.5 27.2: 17.5 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 7 7 1 9 16 22:
Old : 30: 14 7 7 1 9 16 22:
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 : 58.0 13.1 78.3 21.2 57.4 13.1 77.7 21.2
Old : 58.4 13.8 78.5 21.1 57.8 13.8 77.9 21.1
Other: 76.3 22.5 82.2 26.8 76.3 22.5 82.2 26.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 255,076: 35,561 52,344 59,181 138,345 117,893 233,087 229,418: 21,989 25,658
Old : 245,043: 37,136 54,976 51,529 135,010 113,166 223,675 219,672: 21,368 25,371
Other: 10,033: 3,912 2,854 2,165 3,335 4,727 9,412 9,746: 621 287
: : :
: : Changes in Commitments from: September 15, 2009 :
: -8,114: -47 -221 -3,837 -2,844 -4,226 -6,728 -8,284: -1,385 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.5 23.2 54.2 46.2 91.4 89.9: 8.6 10.1
Old : 100.0: 15.2 22.4 21.0 55.1 46.2 91.3 89.6: 8.7 10.4
Other: 100.0: 39.0 28.4 21.6 33.2 47.1 93.8 97.1: 6.2 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 45 67 68 67 66 161 174:
Old : 214: 49 69 67 67 65 160 173:
Other: 34: 6 8 4 14 10 22 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 : 15.6 16.6 27.3 26.0 13.7 11.0 21.6 17.5
Old : 16.2 16.9 27.9 26.4 14.2 11.5 22.8 18.8
Other: 75.3 59.8 89.7 84.6 65.4 43.1 68.6 64.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 802,210: 55,466 138,327 34,624 566,324 495,634 656,413 668,585: 145,797 133,625
Old : 802,210: 55,466 138,327 34,624 566,324 495,634 656,413 668,585: 145,797 133,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -3,358: -21,448 3,746 5,607 15,277 -14,933 -563 -5,581: -2,794 2,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.2 4.3 70.6 61.8 81.8 83.3: 18.2 16.7
Old : 100.0: 6.9 17.2 4.3 70.6 61.8 81.8 83.3: 18.2 16.7
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 : 160: 34 29 35 73 79 123 127:
Old : 160: 34 29 35 73 79 123 127:
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 : 20.0 27.7 31.6 36.0 17.9 27.3 27.2 35.4
Old : 20.0 27.7 31.6 36.0 17.9 27.3 27.2 35.4
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 22, 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 : 177,893: 38,636 11,885 30,998 81,352 113,005 150,986 155,889: 26,907 22,004
Old : 169,309: 38,975 11,422 28,500 75,685 108,024 143,160 147,947: 26,149 21,362
Other: 8,584: 1,179 1,981 980 5,667 4,981 7,826 7,942: 758 642
: : :
: : Changes in Commitments from: September 15, 2009 :
: -6,331: -3,926 702 -1,512 1,887 -8,261 -3,551 -9,071: -2,780 2,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 6.7 17.4 45.7 63.5 84.9 87.6: 15.1 12.4
Old : 100.0: 23.0 6.7 16.8 44.7 63.8 84.6 87.4: 15.4 12.6
Other: 100.0: 13.7 23.1 11.4 66.0 58.0 91.2 92.5: 8.8 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 52 27 52 59 57 142 115:
Old : 160: 55 28 52 59 57 142 115:
Other: 38: 5 4 5 25 10 33 17:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 35.3 30.2 51.2 16.5 28.3 23.2 37.4
Old : 17.7 35.8 29.3 50.5 15.4 28.9 22.4 38.2
Other: 53.3 61.5 67.5 82.1 52.1 55.6 65.0 73.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 11,465: 3,220 905 1,409 5,027 7,773 9,655 10,086: 1,809 1,379
Old : 11,443: 3,217 905 1,409 5,009 7,773 9,634 10,086: 1,808 1,357
Other: 22: 3 0 0 18 0 21 0: 1 22
: : :
: : Changes in Commitments from: September 15, 2009 :
: 253: -26 164 20 262 -94 257 90: -4 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 7.9 12.3 43.8 67.8 84.2 88.0: 15.8 12.0
Old : 100.0: 28.1 7.9 12.3 43.8 67.9 84.2 88.1: 15.8 11.9
Other: 100.0: 13.6 0.0 0.0 81.8 0.0 95.5 0.0: 4.5 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 21 5 13 22 18 49 35:
Old : 60: 21 5 13 22 18 49 35:
Other: 3: 1 0 0 2 0 3 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 : 32.3 46.7 45.0 62.5 32.3 44.7 45.0 59.7
Old : 32.4 46.7 45.1 62.6 32.3 44.7 45.1 59.8
Other: 95.5 0.0 95.5 0.0 95.5 0.0 95.5 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 22, 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 : 813,827: 317,587 107,848 43,410 360,424 542,326 721,420 693,584: 92,407 120,242
Old : 813,827: 317,587 107,848 43,410 360,424 542,326 721,420 693,584: 92,407 120,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 12,413: 22,763 18,277 8,843 -18,306 -14,300 13,300 12,820: -887 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 13.3 5.3 44.3 66.6 88.6 85.2: 11.4 14.8
Old : 100.0: 39.0 13.3 5.3 44.3 66.6 88.6 85.2: 11.4 14.8
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 : 207: 38 46 33 75 106 132 166:
Old : 207: 38 46 33 75 106 132 166:
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 : 23.5 23.8 34.5 31.3 23.5 22.7 32.0 29.4
Old : 23.5 23.8 34.5 31.3 23.5 22.7 32.0 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 1,406,864: 113,601 197,154 149,692 874,919 748,577 1,138,211 1,095,423: 268,653 311,441
Old : 1,406,864: 113,601 197,154 149,692 874,919 748,577 1,138,211 1,095,423: 268,653 311,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 52,184: 8,827 20,718 27,693 28,678 6,858 65,197 55,269: -13,013 -3,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 14.0 10.6 62.2 53.2 80.9 77.9: 19.1 22.1
Old : 100.0: 8.1 14.0 10.6 62.2 53.2 80.9 77.9: 19.1 22.1
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 : 239: 40 49 62 121 122 197 197:
Old : 239: 40 49 62 121 122 197 197:
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 : 16.1 12.5 24.6 19.6 11.5 8.8 17.4 13.6
Old : 16.1 12.5 24.6 19.6 11.5 8.8 17.4 13.6
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 22, 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 : 860,274: 90,486 82,625 28,552 534,560 548,980 653,599 660,157: 206,675 200,116
Old : 860,274: 90,486 82,625 28,552 534,560 548,980 653,599 660,157: 206,675 200,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 20,105: 9,885 -5,847 -2,609 22,432 12,700 29,708 4,244: -9,603 15,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.6 3.3 62.1 63.8 76.0 76.7: 24.0 23.3
Old : 100.0: 10.5 9.6 3.3 62.1 63.8 76.0 76.7: 24.0 23.3
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 : 141: 23 25 19 69 77 101 112:
Old : 141: 23 25 19 69 77 101 112:
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 : 23.1 15.4 33.5 27.2 16.9 13.5 25.6 24.2
Old : 23.1 15.4 33.5 27.2 16.9 13.5 25.6 24.2
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 22, 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 : 766,285: 136,343 27,644 271,394 320,687 425,282 728,424 724,320: 37,862 41,966
Old : 766,285: 136,343 27,644 271,394 320,687 425,282 728,424 724,320: 37,862 41,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 45,322: 19,226 204 7,226 22,948 38,741 49,400 46,171: -4,078 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.6 35.4 41.8 55.5 95.1 94.5: 4.9 5.5
Old : 100.0: 17.8 3.6 35.4 41.8 55.5 95.1 94.5: 4.9 5.5
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 : 105: 36 14 45 41 47 91 95:
Old : 105: 36 14 45 41 47 91 95:
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 : 27.6 25.9 47.5 44.8 15.1 13.0 20.2 19.2
Old : 27.6 25.9 47.5 44.8 15.1 13.0 20.2 19.2
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 22, 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 : 67,121: 25,747 7,645 443 30,076 40,940 56,266 49,029: 10,854 18,092
Old : 67,121: 25,747 7,645 443 30,076 40,940 56,266 49,029: 10,854 18,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -32,813: -1,388 -3,496 -1,463 -26,987 -24,431 -29,838 -29,391: -2,975 -3,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 11.4 0.7 44.8 61.0 83.8 73.0: 16.2 27.0
Old : 100.0: 38.4 11.4 0.7 44.8 61.0 83.8 73.0: 16.2 27.0
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 : 84: 27 14 5 26 26 55 43:
Old : 84: 27 14 5 26 26 55 43:
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 : 28.7 39.4 41.2 49.2 28.7 37.3 41.2 46.7
Old : 28.7 39.4 41.2 49.2 28.7 37.3 41.2 46.7
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 22, 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 : 17,711: 563 2,210 90 16,943 15,248 17,596 17,548: 115 163
Old : 17,711: 563 2,210 90 16,943 15,248 17,596 17,548: 115 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -2,383: -2,160 663 -144 -48 -2,889 -2,352 -2,370: -31 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 12.5 0.5 95.7 86.1 99.4 99.1: 0.6 0.9
Old : 100.0: 3.2 12.5 0.5 95.7 86.1 99.4 99.1: 0.6 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 : 41: 4 13 1 12 15 17 28:
Old : 41: 4 13 1 12 15 17 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 74.7 92.6 86.2 50.3 44.0 59.7 54.6
Old : 82.0 74.7 92.6 86.2 50.3 44.0 59.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 29,290: 3,852 159 25 25,263 29,076 29,140 29,260: 150 30
Old : 29,290: 3,852 159 25 25,263 29,076 29,140 29,260: 150 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 112: -863 -493 25 977 561 139 93: -27 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.5 0.1 86.3 99.3 99.5 99.9: 0.5 0.1
Old : 100.0: 13.2 0.5 0.1 86.3 99.3 99.5 99.9: 0.5 0.1
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 : 30: 9 5 1 10 8 19 14:
Old : 30: 9 5 1 10 8 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 94.8 95.9 99.3 61.3 77.4 77.6 80.2
Old : 79.2 94.8 95.9 99.3 61.3 77.4 77.6 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2008