WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 5, 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 : 287,498: 77,091 80,871 36,308 146,085 126,078 259,484 243,257: 28,014 44,241
Old : 275,240: 75,574 81,276 33,919 138,676 119,182 248,169 234,377: 27,071 40,863
Other: 12,258: 3,459 1,537 447 7,409 6,896 11,315 8,880: 943 3,378
: : :
: : Changes in Commitments from: April 28, 2009 :
: -16,503: 8,922 -4,243 -19,283 -5,274 9,828 -15,635 -13,698: -868 -2,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 28.1 12.6 50.8 43.9 90.3 84.6: 9.7 15.4
Old : 100.0: 27.5 29.5 12.3 50.4 43.3 90.2 85.2: 9.8 14.8
Other: 100.0: 28.2 12.5 3.6 60.4 56.3 92.3 72.4: 7.7 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 86 120 111 65 92 229 269:
Old : 330: 89 119 106 64 88 227 260:
Other: 91: 22 13 10 22 42 47 64:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 16.6 37.7 23.7 22.5 15.0 36.7 21.3
Old : 23.8 17.0 38.5 24.4 23.5 15.3 38.2 22.0
Other: 45.0 26.6 63.7 39.4 35.3 14.6 50.5 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 5, 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 : 796,882: 209,299 114,750 125,904 367,879 382,606 703,082 623,260: 93,800 173,622
Old : 467,573: 145,671 130,821 41,588 220,429 213,421 407,688 385,830: 59,885 81,743
Other: 329,309: 126,459 46,760 21,485 147,450 169,185 295,394 237,430: 33,915 91,879
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,743: 26,040 -18,711 -4,734 -11,001 29,920 10,305 6,475: -12,048 -8,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 14.4 15.8 46.2 48.0 88.2 78.2: 11.8 21.8
Old : 100.0: 31.2 28.0 8.9 47.1 45.6 87.2 82.5: 12.8 17.5
Other: 100.0: 38.4 14.2 6.5 44.8 51.4 89.7 72.1: 10.3 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 136 115 143 159 236 378 440:
Old : 522: 128 120 73 141 207 319 360:
Other: 428: 98 90 51 85 207 202 333:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 13.7 26.1 20.6 16.2 13.3 25.0 19.4
Old : 18.0 15.1 29.5 23.9 18.0 13.9 29.5 22.2
Other: 28.0 14.4 38.8 21.4 27.9 13.9 38.6 20.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,509: 2,350 2,433 0 8,802 9,061 11,152 11,494: 2,357 2,015
Old : 13,509: 2,350 2,433 0 8,802 9,061 11,152 11,494: 2,357 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -967: -411 -653 0 -145 114 -556 -539: -411 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.0 0.0 65.2 67.1 82.6 85.1: 17.4 14.9
Old : 100.0: 17.4 18.0 0.0 65.2 67.1 82.6 85.1: 17.4 14.9
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 : 45: 9 14 0 18 11 27 25:
Old : 45: 9 14 0 18 11 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 58.0 52.7 68.3 33.1 50.3 49.5 58.9
Old : 35.2 58.0 52.7 68.3 33.1 50.3 49.5 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 5, 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 : 397,105: 135,267 24,794 54,952 156,156 244,648 346,375 324,394: 50,730 72,711
Old : 227,914: 86,835 31,510 13,481 95,704 151,704 196,020 196,695: 31,894 31,219
Other: 169,191: 72,669 17,521 17,234 60,452 92,944 150,355 127,699: 18,836 41,492
: : :
: : Changes in Commitments from: April 28, 2009 :
: 23,231: 16,342 -402 3,405 -1,209 16,577 18,538 19,580: 4,693 3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 6.2 13.8 39.3 61.6 87.2 81.7: 12.8 18.3
Old : 100.0: 38.1 13.8 5.9 42.0 66.6 86.0 86.3: 14.0 13.7
Other: 100.0: 43.0 10.4 10.2 35.7 54.9 88.9 75.5: 11.1 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 165 59 99 91 135 299 262:
Old : 359: 142 71 41 62 116 221 211:
Other: 289: 96 53 51 70 106 195 188:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 24.8 24.5 34.0 14.2 21.6 22.5 29.1
Old : 22.6 29.9 34.4 39.2 21.7 29.5 33.5 38.5
Other: 18.1 28.1 28.7 35.8 17.6 26.8 27.1 33.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,129: 13,787 1,111 383 0 1,475 14,170 2,969: 2,959 14,160
Old : 5,521: 3,325 945 281 0 342 3,606 1,568: 1,915 3,953
Other: 11,608: 10,504 208 60 0 1,133 10,564 1,401: 1,044 10,207
: : :
: : Changes in Commitments from: April 28, 2009 :
: 3,744: 4,005 607 20 0 188 4,025 815: -281 2,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 6.5 2.2 0.0 8.6 82.7 17.3: 17.3 82.7
Old : 100.0: 60.2 17.1 5.1 0.0 6.2 65.3 28.4: 34.7 71.6
Other: 100.0: 90.5 1.8 0.5 0.0 9.8 91.0 12.1: 9.0 87.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 18 5 10 0 3 21 15:
Old : 25: 17 5 5 0 3 18 12:
Other: 21: 16 2 8 0 3 17 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 10.6 66.0 15.8 49.1 10.6 64.4 15.1
Old : 33.3 17.5 53.7 28.1 29.5 16.9 49.6 23.3
Other: 63.3 11.5 79.4 12.0 63.0 11.5 79.0 11.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 5, 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 : 203,704: 44,286 25,255 34,562 92,553 125,749 171,401 185,566: 32,303 18,138
Old : 158,212: 46,229 26,885 14,869 71,802 100,242 132,900 141,996: 25,312 16,216
Other: 45,492: 9,571 9,884 8,179 20,751 25,507 38,501 43,570: 6,991 1,922
: : :
: : Changes in Commitments from: April 28, 2009 :
: -27: 7,490 2,040 -2,886 -8,979 3,175 -4,375 2,329: 4,348 -2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 12.4 17.0 45.4 61.7 84.1 91.1: 15.9 8.9
Old : 100.0: 29.2 17.0 9.4 45.4 63.4 84.0 89.8: 16.0 10.2
Other: 100.0: 21.0 21.7 18.0 45.6 56.1 84.6 95.8: 15.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 65 34 60 67 55 171 129:
Old : 191: 69 37 39 57 49 150 108:
Other: 112: 29 26 24 42 27 86 65:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 31.3 29.3 41.9 12.7 29.6 21.7 38.6
Old : 18.3 37.0 30.5 46.5 15.8 36.5 26.7 45.9
Other: 25.4 34.5 39.6 56.3 17.5 31.4 28.4 49.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 5, 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 : 686,278: 41,523 115,553 6,671 526,206 416,483 574,400 538,707: 111,878 147,571
Old : 686,278: 41,523 115,553 6,671 526,206 416,483 574,400 538,707: 111,878 147,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -8,118: -3,039 549 -776 -11,308 -16,383 -15,123 -16,610: 7,005 8,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 16.8 1.0 76.7 60.7 83.7 78.5: 16.3 21.5
Old : 100.0: 6.1 16.8 1.0 76.7 60.7 83.7 78.5: 16.3 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 : 133: 15 36 13 65 58 90 97:
Old : 133: 15 36 13 65 58 90 97:
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 : 32.1 33.2 43.8 41.1 29.5 32.9 39.3 39.6
Old : 32.1 33.2 43.8 41.1 29.5 32.9 39.3 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 5, 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 : 142,929: 54,424 5,926 11,630 47,758 109,455 113,812 127,011: 29,117 15,918
Old : 103,137: 49,092 6,101 2,915 27,883 80,832 79,890 89,848: 23,247 13,289
Other: 39,792: 8,872 3,365 5,175 19,875 28,623 33,922 37,163: 5,870 2,629
: : :
: : Changes in Commitments from: April 28, 2009 :
: 10,941: 10,673 -428 -1,589 1,778 16,555 10,862 14,538: 79 -3,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 4.1 8.1 33.4 76.6 79.6 88.9: 20.4 11.1
Old : 100.0: 47.6 5.9 2.8 27.0 78.4 77.5 87.1: 22.5 12.9
Other: 100.0: 22.3 8.5 13.0 49.9 71.9 85.2 93.4: 14.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 62 17 27 61 49 139 87:
Old : 155: 63 19 17 54 43 126 74:
Other: 92: 24 11 14 43 27 78 45:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 42.9 19.4 54.8 10.5 38.0 16.9 48.2
Old : 13.6 43.1 21.1 57.3 13.6 40.7 21.0 52.8
Other: 20.1 47.2 31.4 63.8 13.5 39.2 22.2 50.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 5, 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 : 7,983: 2,354 1,232 483 4,013 4,674 6,850 6,389: 1,133 1,594
Old : 3,990: 1,252 1,275 19 1,841 1,991 3,112 3,285: 878 705
Other: 3,993: 1,336 191 230 2,172 2,683 3,738 3,104: 255 889
: : :
: : Changes in Commitments from: April 28, 2009 :
: 116: 463 87 4 -375 243 92 334: 24 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.4 6.1 50.3 58.5 85.8 80.0: 14.2 20.0
Old : 100.0: 31.4 32.0 0.5 46.1 49.9 78.0 82.3: 22.0 17.7
Other: 100.0: 33.5 4.8 5.8 54.4 67.2 93.6 77.7: 6.4 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 11 7 17 14 33 28:
Old : 41: 8 12 2 13 10 23 22:
Other: 25: 4 4 4 8 11 15 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 : 30.0 32.7 49.5 55.2 30.0 32.4 48.0 47.9
Old : 36.3 48.1 53.5 64.3 36.3 47.2 53.5 63.5
Other: 55.8 41.5 83.6 62.1 55.8 30.5 72.9 46.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 5, 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 : 473,002: 78,574 48,690 2,758 291,395 327,637 372,727 379,085: 100,275 93,917
Old : 473,002: 78,574 48,690 2,758 291,395 327,637 372,727 379,085: 100,275 93,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 1,867: 16,283 -5,607 -2,879 -13,260 2,901 144 -5,585: 1,723 7,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 10.3 0.6 61.6 69.3 78.8 80.1: 21.2 19.9
Old : 100.0: 16.6 10.3 0.6 61.6 69.3 78.8 80.1: 21.2 19.9
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 : 135: 27 21 9 63 62 94 88:
Old : 135: 27 21 9 63 62 94 88:
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 : 16.4 27.3 27.0 40.1 14.4 21.6 23.2 30.9
Old : 16.4 27.3 27.0 40.1 14.4 21.6 23.2 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 5, 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 : 1,027,353: 69,030 165,579 6,732 748,101 596,311 823,863 768,622: 203,490 258,731
Old : 1,027,353: 69,030 165,579 6,732 748,101 596,311 823,863 768,622: 203,490 258,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -9,116: 131 14,760 3,790 7,706 -18,955 11,627 -405: -20,743 -8,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 16.1 0.7 72.8 58.0 80.2 74.8: 19.8 25.2
Old : 100.0: 6.7 16.1 0.7 72.8 58.0 80.2 74.8: 19.8 25.2
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 : 204: 31 41 19 99 88 138 140:
Old : 204: 31 41 19 99 88 138 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 21.7 36.4 28.3 23.6 17.9 32.2 24.1
Old : 25.0 21.7 36.4 28.3 23.6 17.9 32.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 5, 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 : 826,021: 112,800 79,023 2,275 550,049 563,710 665,124 645,008: 160,897 181,013
Old : 826,021: 112,800 79,023 2,275 550,049 563,710 665,124 645,008: 160,897 181,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 11,731: 21,834 -11,754 -407 -12,356 9,855 9,071 -2,306: 2,660 14,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.6 0.3 66.6 68.2 80.5 78.1: 19.5 21.9
Old : 100.0: 13.7 9.6 0.3 66.6 68.2 80.5 78.1: 19.5 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 : 126: 14 27 10 58 65 77 97:
Old : 126: 14 27 10 58 65 77 97:
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 : 34.7 27.0 46.3 36.6 19.8 16.2 30.6 23.9
Old : 34.7 27.0 46.3 36.6 19.8 16.2 30.6 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 5, 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 : 388,872: 156,343 15,979 27,368 162,777 315,830 346,488 359,177: 42,384 29,695
Old : 388,872: 156,343 15,979 27,368 162,777 315,830 346,488 359,177: 42,384 29,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -62,250: -16,212 -4,697 -13,061 -30,011 -42,585 -59,284 -60,343: -2,966 -1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.1 7.0 41.9 81.2 89.1 92.4: 10.9 7.6
Old : 100.0: 40.2 4.1 7.0 41.9 81.2 89.1 92.4: 10.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 30 10 22 32 32 69 57:
Old : 81: 30 10 22 32 32 69 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 : 25.4 46.6 41.7 67.2 22.5 42.5 36.1 55.6
Old : 25.4 46.6 41.7 67.2 22.5 42.5 36.1 55.6
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 - Futures Only, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,381: 3,481 1,675 98 5,105 7,798 8,684 9,571: 4,697 3,810
Old : 13,381: 3,481 1,675 98 5,105 7,798 8,684 9,571: 4,697 3,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 1,583: 294 327 -1 399 972 692 1,298: 891 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.5 0.7 38.2 58.3 64.9 71.5: 35.1 28.5
Old : 100.0: 26.0 12.5 0.7 38.2 58.3 64.9 71.5: 35.1 28.5
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: 6 5 1 7 6 13 12:
Old : 23: 6 5 1 7 6 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 55.2 56.6 66.2 41.9 55.2 55.8 66.2
Old : 42.8 55.2 56.6 66.2 41.9 55.2 55.8 66.2
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 - Futures Only, May 5, 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 : 53,979: 16,310 16,149 240 26,780 23,267 43,330 39,656: 10,649 14,323
Old : 53,979: 16,310 16,149 240 26,780 23,267 43,330 39,656: 10,649 14,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -3,454: 564 1,017 87 -4,209 -2,617 -3,558 -1,513: 104 -1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 29.9 0.4 49.6 43.1 80.3 73.5: 19.7 26.5
Old : 100.0: 30.2 29.9 0.4 49.6 43.1 80.3 73.5: 19.7 26.5
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 : 95: 24 29 7 24 30 53 61:
Old : 95: 24 29 7 24 30 53 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 24.6 41.8 34.8 24.6 21.4 36.0 28.7
Old : 25.0 24.6 41.8 34.8 24.6 21.4 36.0 28.7
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 - Futures Only, May 5, 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 : 17,793: 2,674 2,644 77 14,946 14,843 17,697 17,564: 96 229
Old : 17,793: 2,674 2,644 77 14,946 14,843 17,697 17,564: 96 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,192: -2,318 439 0 1,150 -1,543 -1,168 -1,104: -24 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.9 0.4 84.0 83.4 99.5 98.7: 0.5 1.3
Old : 100.0: 15.0 14.9 0.4 84.0 83.4 99.5 98.7: 0.5 1.3
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 : 41: 9 13 1 11 12 21 25:
Old : 41: 9 13 1 11 12 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 77.9 88.4 88.1 66.6 66.6 81.3 76.9
Old : 71.8 77.9 88.4 88.1 66.6 66.6 81.3 76.9
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 - Futures Only, May 5, 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 : 35,544: 2,739 356 49 32,662 35,075 35,450 35,480: 94 64
Old : 35,544: 2,739 356 49 32,662 35,075 35,450 35,480: 94 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 219: -11 -914 -20 301 1,143 270 209: -51 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.0 0.1 91.9 98.7 99.7 99.8: 0.3 0.2
Old : 100.0: 7.7 1.0 0.1 91.9 98.7 99.7 99.8: 0.3 0.2
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 : 28: 8 5 1 10 8 18 14:
Old : 28: 8 5 1 10 8 18 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 : 81.5 85.3 92.6 98.7 79.5 85.3 90.4 94.8
Old : 81.5 85.3 92.6 98.7 79.5 85.3 90.4 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2009