WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 19, 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 : 300,924: 83,218 77,000 39,185 151,522 142,803 273,925 258,988: 26,999 41,936
Old : 286,432: 81,761 77,184 36,024 143,518 134,819 261,303 248,027: 25,129 38,405
Other: 14,492: 4,095 2,454 523 8,004 7,984 12,622 10,961: 1,870 3,531
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,132: -449 -1,565 -994 3,745 5,182 2,302 2,623: -1,170 -1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 25.6 13.0 50.4 47.5 91.0 86.1: 9.0 13.9
Old : 100.0: 28.5 26.9 12.6 50.1 47.1 91.2 86.6: 8.8 13.4
Other: 100.0: 28.3 16.9 3.6 55.2 55.1 87.1 75.6: 12.9 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 95 132 112 71 98 248 282:
Old : 357: 98 133 104 70 92 242 273:
Other: 105: 27 17 10 25 46 55 72:
:----------------------------------------------------------------------------------------------------
: 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 18.9 37.8 27.4 22.1 17.9 36.0 25.3
Old : 23.9 19.6 38.5 28.4 23.3 18.4 37.9 26.2
Other: 43.6 28.3 58.7 40.7 31.8 15.2 45.3 26.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 19, 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 : 877,421: 257,479 87,471 116,552 396,029 472,583 770,060 676,606: 107,361 200,815
Old : 470,052: 165,738 105,543 29,615 212,344 249,411 407,697 384,569: 62,355 85,483
Other: 407,369: 152,708 42,895 25,970 183,685 223,172 362,363 292,037: 45,006 115,332
: : :
: : Changes in Commitments from: May 12, 2009 :
: 18,510: 12,380 -6,748 -6,837 14,771 26,314 20,314 12,729: -1,804 5,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 10.0 13.3 45.1 53.9 87.8 77.1: 12.2 22.9
Old : 100.0: 35.3 22.5 6.3 45.2 53.1 86.7 81.8: 13.3 18.2
Other: 100.0: 37.5 10.5 6.4 45.1 54.8 89.0 71.7: 11.0 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 180 99 149 157 251 416 447:
Old : 558: 163 111 62 131 222 327 363:
Other: 486: 125 92 62 102 224 252 356:
:----------------------------------------------------------------------------------------------------
: 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 14.8 24.9 21.0 15.6 13.6 23.7 19.0
Old : 17.0 16.3 27.1 24.4 17.0 13.9 27.0 20.7
Other: 26.0 14.7 35.4 21.9 25.8 14.5 35.2 21.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 19, 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 : 12,956: 2,912 985 2 7,654 9,761 10,568 10,748: 2,388 2,208
Old : 12,956: 2,912 985 2 7,654 9,761 10,568 10,748: 2,388 2,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -382: -35 -393 -1 -28 -10 -64 -404: -318 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.6 0.0 59.1 75.3 81.6 83.0: 18.4 17.0
Old : 100.0: 22.5 7.6 0.0 59.1 75.3 81.6 83.0: 18.4 17.0
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 : 42: 13 7 1 18 11 31 19:
Old : 42: 13 7 1 18 11 31 19:
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 : 32.9 62.6 51.3 74.7 31.6 51.2 47.0 63.0
Old : 32.9 62.6 51.3 74.7 31.6 51.2 47.0 63.0
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 19, 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 : 422,416: 146,122 26,692 62,792 159,969 259,767 368,883 349,251: 53,533 73,165
Old : 232,402: 97,014 35,231 13,086 90,125 157,677 200,225 205,994: 32,177 26,408
Other: 190,014: 78,915 21,268 19,899 69,844 102,090 168,658 143,257: 21,356 46,757
: : :
: : Changes in Commitments from: May 12, 2009 :
: 13,713: 6,984 4,369 6,791 2,938 6,926 16,713 18,086: -3,000 -4,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 6.3 14.9 37.9 61.5 87.3 82.7: 12.7 17.3
Old : 100.0: 41.7 15.2 5.6 38.8 67.8 86.2 88.6: 13.8 11.4
Other: 100.0: 41.5 11.2 10.5 36.8 53.7 88.8 75.4: 11.2 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 178 66 121 111 154 344 304:
Old : 399: 159 77 49 75 120 259 221:
Other: 334: 100 70 56 90 129 223 229:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 24.4 23.1 33.5 13.7 23.0 21.7 30.3
Old : 19.9 33.2 30.0 43.9 19.9 32.9 30.0 43.2
Other: 17.9 22.1 28.9 31.7 16.2 20.3 26.2 26.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,483: 15,974 2,773 781 0 2,102 16,755 5,656: 3,728 14,827
Old : 6,418: 3,636 2,274 362 0 275 3,998 2,911: 2,420 3,507
Other: 14,065: 12,699 860 58 0 1,827 12,757 2,745: 1,308 11,320
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,312: 1,047 912 144 0 723 1,191 1,779: 121 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 13.5 3.8 0.0 10.3 81.8 27.6: 18.2 72.4
Old : 100.0: 56.7 35.4 5.6 0.0 4.3 62.3 45.4: 37.7 54.6
Other: 100.0: 90.3 6.1 0.4 0.0 13.0 90.7 19.5: 9.3 80.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 11 12 0 7 19 28:
Old : 34: 13 14 5 0 7 13 26:
Other: 29: 15 7 8 0 7 16 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 8.2 68.1 14.0 49.3 8.2 65.5 13.7
Old : 41.2 18.3 55.5 31.6 36.5 17.5 50.5 29.9
Other: 62.0 9.8 80.0 14.9 61.7 9.8 79.7 14.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 19, 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 : 221,583: 55,005 31,842 34,683 98,999 136,282 188,687 202,807: 32,896 18,776
Old : 166,625: 54,747 33,646 10,769 75,988 106,599 141,504 151,014: 25,121 15,611
Other: 54,958: 13,933 11,871 10,239 23,011 29,683 47,183 51,793: 7,775 3,165
: : :
: : Changes in Commitments from: May 12, 2009 :
: 11,146: 4,500 7,892 348 6,211 1,714 11,059 9,954: 87 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 14.4 15.7 44.7 61.5 85.2 91.5: 14.8 8.5
Old : 100.0: 32.9 20.2 6.5 45.6 64.0 84.9 90.6: 15.1 9.4
Other: 100.0: 25.4 21.6 18.6 41.9 54.0 85.9 94.2: 14.1 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 70 28 51 64 50 160 118:
Old : 184: 66 38 33 55 45 141 100:
Other: 112: 31 27 21 41 28 84 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 : 16.0 32.5 25.6 43.7 11.4 31.5 19.0 40.3
Old : 17.0 36.3 27.7 47.4 14.6 35.7 24.3 46.7
Other: 21.2 29.9 36.8 53.7 15.1 28.3 24.8 44.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 19, 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 : 726,264: 47,132 160,505 9,690 558,838 412,589 615,660 582,784: 110,604 143,480
Old : 726,264: 47,132 160,505 9,690 558,838 412,589 615,660 582,784: 110,604 143,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 15,071: 3,538 20,825 2,338 11,970 -3,841 17,846 19,322: -2,775 -4,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 22.1 1.3 76.9 56.8 84.8 80.2: 15.2 19.8
Old : 100.0: 6.5 22.1 1.3 76.9 56.8 84.8 80.2: 15.2 19.8
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 : 150: 17 44 19 69 65 101 113:
Old : 150: 17 44 19 69 65 101 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 28.3 41.4 36.3 28.2 27.8 38.0 35.5
Old : 29.9 28.3 41.4 36.3 28.2 27.8 38.0 35.5
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 19, 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 : 169,630: 60,434 6,586 16,346 56,118 129,427 132,898 152,359: 36,732 17,271
Old : 112,383: 54,497 6,790 3,366 27,046 89,826 84,909 99,982: 27,474 12,401
Other: 57,247: 11,773 5,632 7,144 29,072 39,601 47,989 52,377: 9,258 4,870
: : :
: : Changes in Commitments from: May 12, 2009 :
: 18,058: 6,530 697 2,187 2,905 13,415 11,622 16,299: 6,436 1,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 3.9 9.6 33.1 76.3 78.3 89.8: 21.7 10.2
Old : 100.0: 48.5 6.0 3.0 24.1 79.9 75.6 89.0: 24.4 11.0
Other: 100.0: 20.6 9.8 12.5 50.8 69.2 83.8 91.5: 16.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 68 19 36 65 57 152 101:
Old : 164: 70 18 19 54 47 132 78:
Other: 114: 29 20 22 48 36 96 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 : 14.0 43.3 22.4 55.4 9.8 39.7 16.4 49.2
Old : 14.2 43.5 23.8 58.4 13.7 42.5 23.0 57.3
Other: 24.1 49.1 35.3 62.0 16.2 45.1 24.3 52.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 19, 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 : 7,825: 2,229 1,448 478 3,903 3,815 6,610 5,741: 1,215 2,084
Old : 3,721: 895 1,461 0 1,970 1,087 2,865 2,548: 856 1,173
Other: 4,104: 1,542 195 270 1,933 2,728 3,745 3,193: 359 911
: : :
: : Changes in Commitments from: May 12, 2009 :
: 15: 192 269 -25 -160 -352 7 -108: 8 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 18.5 6.1 49.9 48.8 84.5 73.4: 15.5 26.6
Old : 100.0: 24.1 39.3 0.0 52.9 29.2 77.0 68.5: 23.0 31.5
Other: 100.0: 37.6 4.8 6.6 47.1 66.5 91.3 77.8: 8.7 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 14 8 17 14 33 31:
Old : 43: 13 10 0 12 8 25 18:
Other: 27: 3 7 6 9 11 17 19:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 27.2 50.1 44.2 30.8 24.9 44.6 38.6
Old : 35.6 34.0 51.8 49.4 35.6 34.0 51.8 49.4
Other: 54.8 44.3 79.2 63.1 54.5 35.4 70.8 49.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 19, 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 : 546,236: 124,008 44,124 17,732 299,726 384,456 441,466 446,312: 104,770 99,924
Old : 546,236: 124,008 44,124 17,732 299,726 384,456 441,466 446,312: 104,770 99,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 44,339: 26,711 -13,555 14,563 -2,916 33,079 38,358 34,087: 5,981 10,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.1 3.2 54.9 70.4 80.8 81.7: 19.2 18.3
Old : 100.0: 22.7 8.1 3.2 54.9 70.4 80.8 81.7: 19.2 18.3
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 : 139: 27 22 12 63 72 95 101:
Old : 139: 27 22 12 63 72 95 101:
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 : 16.9 23.8 30.2 37.2 15.6 20.5 25.7 31.3
Old : 16.9 23.8 30.2 37.2 15.6 20.5 25.7 31.3
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 19, 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 : 1,151,282: 74,839 153,818 24,057 849,346 707,384 948,242 885,259: 203,040 266,023
Old : 1,151,282: 74,839 153,818 24,057 849,346 707,384 948,242 885,259: 203,040 266,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 23,295: -26,462 921 13,797 37,784 12,336 25,119 27,054: -1,824 -3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.4 2.1 73.8 61.4 82.4 76.9: 17.6 23.1
Old : 100.0: 6.5 13.4 2.1 73.8 61.4 82.4 76.9: 17.6 23.1
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 : 220: 37 38 24 114 98 162 150:
Old : 220: 37 38 24 114 98 162 150:
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 : 22.5 23.4 34.0 29.2 20.6 17.2 28.5 22.0
Old : 22.5 23.4 34.0 29.2 20.6 17.2 28.5 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 19, 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 : 855,497: 113,065 102,884 10,310 575,894 547,418 699,269 660,612: 156,228 194,885
Old : 855,497: 113,065 102,884 10,310 575,894 547,418 699,269 660,612: 156,228 194,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 15,396: 343 13,845 4,215 17,272 -16,163 21,830 1,897: -6,434 13,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.0 1.2 67.3 64.0 81.7 77.2: 18.3 22.8
Old : 100.0: 13.2 12.0 1.2 67.3 64.0 81.7 77.2: 18.3 22.8
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 : 134: 18 27 17 58 70 84 106:
Old : 134: 18 27 17 58 70 84 106:
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 : 32.2 17.2 44.9 27.3 24.3 13.3 33.8 21.3
Old : 32.2 17.2 44.9 27.3 24.3 13.3 33.8 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 19, 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 : 422,251: 162,720 21,063 31,234 188,652 337,606 382,606 389,903: 39,645 32,348
Old : 422,251: 162,720 21,063 31,234 188,652 337,606 382,606 389,903: 39,645 32,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 15,773: 5,462 -1,206 2,408 9,244 11,388 17,114 12,590: -1,341 3,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 5.0 7.4 44.7 80.0 90.6 92.3: 9.4 7.7
Old : 100.0: 38.5 5.0 7.4 44.7 80.0 90.6 92.3: 9.4 7.7
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 : 79: 30 10 20 33 30 69 54:
Old : 79: 30 10 20 33 30 69 54:
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 48.0 43.1 65.1 21.9 44.5 36.9 54.6
Old : 25.0 48.0 43.1 65.1 21.9 44.5 36.9 54.6
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 19, 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 : 13,893: 3,913 1,714 30 4,605 8,109 8,548 9,853: 5,345 4,040
Old : 13,893: 3,913 1,714 30 4,605 8,109 8,548 9,853: 5,345 4,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -53: -70 -830 6 -500 316 -564 -508: 511 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.3 0.2 33.1 58.4 61.5 70.9: 38.5 29.1
Old : 100.0: 28.2 12.3 0.2 33.1 58.4 61.5 70.9: 38.5 29.1
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 : 24: 6 5 2 8 7 16 12:
Old : 24: 6 5 2 8 7 16 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 : 37.4 54.9 51.2 66.2 36.6 54.9 50.4 66.2
Old : 37.4 54.9 51.2 66.2 36.6 54.9 50.4 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 19, 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 : 52,989: 18,143 13,001 457 23,427 23,860 42,027 37,318: 10,962 15,671
Old : 52,989: 18,143 13,001 457 23,427 23,860 42,027 37,318: 10,962 15,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -1,265: -940 1 -67 1,671 -1,953 664 -2,019: -1,929 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 24.5 0.9 44.2 45.0 79.3 70.4: 20.7 29.6
Old : 100.0: 34.2 24.5 0.9 44.2 45.0 79.3 70.4: 20.7 29.6
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 : 92: 27 25 10 24 27 55 58:
Old : 92: 27 25 10 24 27 55 58:
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 : 23.0 21.4 35.7 32.9 21.1 16.4 32.3 26.5
Old : 23.0 21.4 35.7 32.9 21.1 16.4 32.3 26.5
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 19, 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 : 20,935: 2,299 4,327 369 18,190 15,912 20,858 20,608: 77 327
Old : 20,935: 2,299 4,327 369 18,190 15,912 20,858 20,608: 77 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,009: 132 -103 290 592 787 1,014 974: -5 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.7 1.8 86.9 76.0 99.6 98.4: 0.4 1.6
Old : 100.0: 11.0 20.7 1.8 86.9 76.0 99.6 98.4: 0.4 1.6
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 : 41: 8 13 2 10 14 20 27:
Old : 41: 8 13 2 10 14 20 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 : 80.1 77.0 91.4 86.6 76.4 66.1 84.5 75.6
Old : 80.1 77.0 91.4 86.6 76.4 66.1 84.5 75.6
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 - Futures Only, May 19, 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 : 32,071: 3,332 329 0 28,541 31,562 31,873 31,891: 198 180
Old : 32,071: 3,332 329 0 28,541 31,562 31,873 31,891: 198 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -2,350: -575 163 -49 -1,707 -2,505 -2,331 -2,391: -19 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.0 0.0 89.0 98.4 99.4 99.4: 0.6 0.6
Old : 100.0: 10.4 1.0 0.0 89.0 98.4 99.4 99.4: 0.6 0.6
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 : 27: 7 5 0 10 9 17 14:
Old : 27: 7 5 0 10 9 17 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 : 82.5 85.9 94.5 97.6 80.2 85.6 92.3 94.2
Old : 82.5 85.9 94.5 97.6 80.2 85.6 92.3 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2009