WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 16, 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 : 341,296: 79,974 79,219 62,105 166,580 153,756 308,659 295,080: 32,637 46,216
Old : 298,520: 73,110 71,709 47,138 147,253 139,811 267,501 258,658: 31,019 39,862
Other: 42,776: 18,957 19,603 2,874 19,327 13,945 41,158 36,422: 1,618 6,354
: : :
: : Changes in Commitments from: June 9, 2009 :
: -544: -6,555 163 8,706 1,464 -7,771 3,615 1,098: -4,159 -1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 23.2 18.2 48.8 45.1 90.4 86.5: 9.6 13.5
Old : 100.0: 24.5 24.0 15.8 49.3 46.8 89.6 86.6: 10.4 13.4
Other: 100.0: 44.3 45.8 6.7 45.2 32.6 96.2 85.1: 3.8 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 97 114 141 74 103 273 304:
Old : 369: 121 106 125 73 98 266 287:
Other: 139: 19 48 15 24 62 51 119:
:----------------------------------------------------------------------------------------------------
: 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 17.4 35.9 24.7 21.7 16.8 34.3 23.0
Old : 24.2 19.0 34.6 27.2 23.2 18.3 33.4 25.4
Other: 72.2 24.4 80.1 35.1 69.7 23.2 76.4 32.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 16, 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 : 979,945: 281,578 108,063 143,257 449,297 513,112 874,132 764,432: 105,813 215,513
Old : 457,740: 144,693 105,872 44,962 214,788 228,602 404,443 379,436: 53,297 78,304
Other: 522,205: 195,492 60,798 39,688 234,509 284,510 469,689 384,996: 52,516 137,209
: : :
: : Changes in Commitments from: June 9, 2009 :
: 985: -22,167 14,685 6,798 23,453 -25,029 8,084 -3,546: -7,099 4,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.0 14.6 45.8 52.4 89.2 78.0: 10.8 22.0
Old : 100.0: 31.6 23.1 9.8 46.9 49.9 88.4 82.9: 11.6 17.1
Other: 100.0: 37.4 11.6 7.6 44.9 54.5 89.9 73.7: 10.1 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 649: 170 117 188 186 265 469 507:
Old : 574: 154 104 98 150 229 356 401:
Other: 550: 130 117 77 120 249 292 410:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 13.0 24.5 18.5 15.6 11.5 23.2 16.3
Old : 18.9 15.5 28.9 24.7 18.9 14.4 27.8 21.3
Other: 22.2 11.6 31.8 18.3 20.8 11.3 30.2 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 16, 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 : 14,508: 2,370 555 530 7,732 10,412 10,632 11,497: 3,876 3,011
Old : 14,508: 2,370 555 530 7,732 10,412 10,632 11,497: 3,876 3,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -565: -696 -41 -111 -973 -1,522 -1,780 -1,674: 1,215 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 3.8 3.7 53.3 71.8 73.3 79.2: 26.7 20.8
Old : 100.0: 16.3 3.8 3.7 53.3 71.8 73.3 79.2: 26.7 20.8
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 : 43: 12 4 7 18 12 35 23:
Old : 43: 12 4 7 18 12 35 23:
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 : 31.1 61.0 44.1 69.9 26.2 52.6 37.5 59.3
Old : 31.1 61.0 44.1 69.9 26.2 52.6 37.5 59.3
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, June 16, 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 : 459,871: 154,138 29,978 63,484 189,105 288,816 406,727 382,278: 53,144 77,593
Old : 150,535: 71,111 17,420 9,772 44,481 104,538 125,364 131,730: 25,171 18,805
Other: 309,336: 97,683 27,214 39,056 144,624 184,278 281,363 250,548: 27,973 58,788
: : :
: : Changes in Commitments from: June 9, 2009 :
: -655: -3,660 600 4,262 8,836 -3,528 9,438 1,334: -10,093 -1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 6.5 13.8 41.1 62.8 88.4 83.1: 11.6 16.9
Old : 100.0: 47.2 11.6 6.5 29.5 69.4 83.3 87.5: 16.7 12.5
Other: 100.0: 31.6 8.8 12.6 46.8 59.6 91.0 81.0: 9.0 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 174 84 143 126 169 370 348:
Old : 380: 137 77 55 89 122 249 232:
Other: 400: 125 95 84 96 155 268 296:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 24.5 25.2 34.4 13.1 21.8 20.8 28.0
Old : 22.4 37.0 31.0 46.1 21.5 34.6 29.4 42.4
Other: 19.0 25.0 30.4 34.1 18.5 21.9 29.7 29.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 16, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,230: 19,712 4,383 1,188 14 2,978 20,914 8,549: 3,316 15,681
Old : 6,055: 4,252 2,994 331 14 307 4,597 3,632: 1,458 2,423
Other: 18,175: 15,822 1,751 495 0 2,671 16,317 4,917: 1,858 13,258
: : :
: : Changes in Commitments from: June 9, 2009 :
: 761: 865 369 -293 -1 104 571 180: 190 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 18.1 4.9 0.1 12.3 86.3 35.3: 13.7 64.7
Old : 100.0: 70.2 49.4 5.5 0.2 5.1 75.9 60.0: 24.1 40.0
Other: 100.0: 87.1 9.6 2.7 0.0 14.7 89.8 27.1: 10.2 72.9
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 14 14 2 9 24 32:
Old : 36: 15 14 6 2 5 18 24:
Other: 36: 17 10 10 0 9 18 28:
:----------------------------------------------------------------------------------------------------
: 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 : 55.0 10.6 73.8 17.8 53.0 10.6 70.8 17.2
Old : 48.0 32.7 66.7 46.6 44.3 32.7 63.0 45.0
Other: 58.3 9.5 79.9 15.1 56.7 9.5 78.3 15.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 16, 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 : 252,929: 57,179 38,349 44,861 116,484 141,411 218,524 224,621: 34,405 28,308
Old : 129,287: 51,774 19,624 9,994 44,926 79,550 106,694 109,168: 22,593 20,119
Other: 123,642: 24,479 37,799 15,793 71,558 61,861 111,830 115,453: 11,812 8,189
: : :
: : Changes in Commitments from: June 9, 2009 :
: 4,744: -6,998 2,987 -343 11,369 -5,118 4,028 -2,474: 716 7,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 15.2 17.7 46.1 55.9 86.4 88.8: 13.6 11.2
Old : 100.0: 40.0 15.2 7.7 34.7 61.5 82.5 84.4: 17.5 15.6
Other: 100.0: 19.8 30.6 12.8 57.9 50.0 90.4 93.4: 9.6 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 62 42 78 62 54 182 157:
Old : 195: 81 34 45 51 50 149 122:
Other: 164: 42 56 39 49 33 121 102:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 27.0 23.2 36.1 11.5 23.6 19.5 31.3
Old : 14.0 25.8 21.7 36.8 12.1 24.5 19.1 32.4
Other: 20.7 31.1 34.8 42.3 20.5 28.5 34.3 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 16, 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 : 696,764: 68,861 154,641 3,355 511,441 405,235 583,657 563,231: 113,107 133,533
Old : 696,764: 68,861 154,641 3,355 511,441 405,235 583,657 563,231: 113,107 133,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -12,177: -7,394 -2,580 -4,585 -1,836 -9,409 -13,815 -16,574: 1,638 4,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 22.2 0.5 73.4 58.2 83.8 80.8: 16.2 19.2
Old : 100.0: 9.9 22.2 0.5 73.4 58.2 83.8 80.8: 16.2 19.2
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 : 156: 26 33 9 68 72 101 107:
Old : 156: 26 33 9 68 72 101 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 29.2 35.6 37.6 24.1 28.5 32.7 36.9
Old : 26.9 29.2 35.6 37.6 24.1 28.5 32.7 36.9
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, June 16, 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 : 195,604: 67,082 8,870 22,727 66,081 143,142 155,890 174,739: 39,714 20,865
Old : 100,901: 47,707 6,649 3,487 23,145 77,912 74,339 88,048: 26,562 12,853
Other: 94,703: 27,292 10,138 11,323 42,936 65,230 81,551 86,691: 13,152 8,012
: : :
: : Changes in Commitments from: June 9, 2009 :
: -1,258: -1,782 -137 687 1,578 -3,278 483 -2,728: -1,741 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 4.5 11.6 33.8 73.2 79.7 89.3: 20.3 10.7
Old : 100.0: 47.3 6.6 3.5 22.9 77.2 73.7 87.3: 26.3 12.7
Other: 100.0: 28.8 10.7 12.0 45.3 68.9 86.1 91.5: 13.9 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 69 22 43 66 61 157 112:
Old : 156: 63 20 18 55 52 126 82:
Other: 134: 39 24 21 51 40 106 75:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 42.6 23.9 54.4 8.9 37.1 15.3 44.2
Old : 12.2 41.0 20.3 56.3 11.6 39.0 19.6 54.0
Other: 25.9 46.0 36.8 60.0 20.0 45.3 28.7 54.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 16, 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 : 8,845: 2,340 1,334 505 3,876 5,036 6,721 6,875: 2,124 1,970
Old : 2,198: 531 461 0 729 877 1,260 1,338: 938 860
Other: 6,647: 2,014 1,078 300 3,147 4,159 5,461 5,537: 1,186 1,110
: : :
: : Changes in Commitments from: June 9, 2009 :
: -119: 82 35 -53 -218 -198 -189 -216: 70 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.1 5.7 43.8 56.9 76.0 77.7: 24.0 22.3
Old : 100.0: 24.2 21.0 0.0 33.2 39.9 57.3 60.9: 42.7 39.1
Other: 100.0: 30.3 16.2 4.5 47.3 62.6 82.2 83.3: 17.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 12 8 17 16 34 32:
Old : 33: 10 6 0 7 10 17 16:
Other: 39: 7 10 5 13 15 24 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 34.0 45.5 49.6 27.9 32.7 42.4 44.5
Old : 34.8 33.8 48.9 48.4 34.8 33.8 48.9 48.4
Other: 37.1 43.3 58.2 59.2 37.1 39.4 53.8 50.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 16, 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 : 535,074: 118,825 63,371 8,705 326,304 360,788 453,834 432,864: 81,240 102,210
Old : 535,074: 118,825 63,371 8,705 326,304 360,788 453,834 432,864: 81,240 102,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -12,220: -9,533 17,896 4,012 -1,377 -34,711 -6,898 -12,803: -5,322 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 11.8 1.6 61.0 67.4 84.8 80.9: 15.2 19.1
Old : 100.0: 22.2 11.8 1.6 61.0 67.4 84.8 80.9: 15.2 19.1
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 : 159: 32 29 9 71 70 107 104:
Old : 159: 32 29 9 71 70 107 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 23.8 35.0 35.4 23.1 21.4 33.1 33.0
Old : 24.1 23.8 35.0 35.4 23.1 21.4 33.1 33.0
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, June 16, 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 : 1,089,636: 97,715 191,442 15,857 721,756 597,835 835,328 805,134: 254,308 284,502
Old : 1,089,636: 97,715 191,442 15,857 721,756 597,835 835,328 805,134: 254,308 284,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 12,738: 23,378 19,457 -294 -18,460 -28,567 4,624 -9,404: 8,114 22,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.6 1.5 66.2 54.9 76.7 73.9: 23.3 26.1
Old : 100.0: 9.0 17.6 1.5 66.2 54.9 76.7 73.9: 23.3 26.1
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 : 223: 39 47 18 107 86 156 142:
Old : 223: 39 47 18 107 86 156 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.5 26.4 25.6 11.8 10.9 17.3 17.7
Old : 17.4 17.5 26.4 25.6 11.8 10.9 17.3 17.7
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, June 16, 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 : 791,234: 103,451 117,105 11,502 518,984 467,352 633,937 595,959: 157,297 195,275
Old : 791,234: 103,451 117,105 11,502 518,984 467,352 633,937 595,959: 157,297 195,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 35,727: -7,150 15,072 7,609 28,001 23,103 28,460 45,784: 7,267 -10,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 14.8 1.5 65.6 59.1 80.1 75.3: 19.9 24.7
Old : 100.0: 13.1 14.8 1.5 65.6 59.1 80.1 75.3: 19.9 24.7
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 : 138: 19 27 11 66 70 89 104:
Old : 138: 19 27 11 66 70 89 104:
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 : 29.6 17.0 39.0 27.8 24.9 15.4 33.7 24.5
Old : 29.6 17.0 39.0 27.8 24.9 15.4 33.7 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 16, 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 : 405,113: 133,537 10,069 34,669 194,391 325,627 362,597 370,365: 42,516 34,748
Old : 405,113: 133,537 10,069 34,669 194,391 325,627 362,597 370,365: 42,516 34,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 6,926: 2,020 312 -1,958 14,900 13,891 14,962 12,245: -8,036 -5,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.5 8.6 48.0 80.4 89.5 91.4: 10.5 8.6
Old : 100.0: 33.0 2.5 8.6 48.0 80.4 89.5 91.4: 10.5 8.6
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 : 85: 33 5 25 39 33 79 60:
Old : 85: 33 5 25 39 33 79 60:
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 : 26.1 48.2 41.0 62.2 21.7 40.6 33.7 50.9
Old : 26.1 48.2 41.0 62.2 21.7 40.6 33.7 50.9
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, June 16, 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 : 28,047: 7,044 1,301 466 13,589 20,598 21,099 22,365: 6,948 5,682
Old : 28,047: 7,044 1,301 466 13,589 20,598 21,099 22,365: 6,948 5,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 2,454: 1,150 -119 440 -405 882 1,185 1,203: 1,269 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.6 1.7 48.5 73.4 75.2 79.7: 24.8 20.3
Old : 100.0: 25.1 4.6 1.7 48.5 73.4 75.2 79.7: 24.8 20.3
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 : 26: 6 4 3 11 11 20 15:
Old : 26: 6 4 3 11 11 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 60.5 61.1 71.0 44.8 56.7 54.6 63.4
Old : 46.0 60.5 61.1 71.0 44.8 56.7 54.6 63.4
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, June 16, 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 : 73,750: 18,834 20,919 2,715 39,829 32,807 61,378 56,441: 12,372 17,309
Old : 73,750: 18,834 20,919 2,715 39,829 32,807 61,378 56,441: 12,372 17,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 15,643: 1,947 3,637 2,183 9,726 7,209 13,856 13,029: 1,787 2,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 28.4 3.7 54.0 44.5 83.2 76.5: 16.8 23.5
Old : 100.0: 25.5 28.4 3.7 54.0 44.5 83.2 76.5: 16.8 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 28 21 16 34 28 68 60:
Old : 93: 28 21 16 34 28 68 60:
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 : 22.9 24.4 35.9 36.1 13.8 20.6 21.7 29.0
Old : 22.9 24.4 35.9 36.1 13.8 20.6 21.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 16, 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 : 25,246: 4,200 4,173 86 20,950 20,654 25,236 24,913: 10 333
Old : 25,246: 4,200 4,173 86 20,950 20,654 25,236 24,913: 10 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -14,466: -1,128 1,663 -588 -12,696 -11,576 -14,412 -10,501: -54 -3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.5 0.3 83.0 81.8 100.0 98.7: 0.0 1.3
Old : 100.0: 16.6 16.5 0.3 83.0 81.8 100.0 98.7: 0.0 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 : 42: 6 13 1 11 14 18 27:
Old : 42: 6 13 1 11 14 18 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 : 83.7 80.5 94.1 90.3 83.7 79.5 94.1 89.2
Old : 83.7 80.5 94.1 90.3 83.7 79.5 94.1 89.2
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, June 16, 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 : 40,360: 3,372 949 0 36,917 39,155 40,289 40,104: 71 256
Old : 40,360: 3,372 949 0 36,917 39,155 40,289 40,104: 71 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -9,250: 1,573 364 -323 -10,467 -9,464 -9,217 -9,423: -33 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.4 0.0 91.5 97.0 99.8 99.4: 0.2 0.6
Old : 100.0: 8.4 2.4 0.0 91.5 97.0 99.8 99.4: 0.2 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 : 26: 6 5 0 9 9 15 14:
Old : 26: 6 5 0 9 9 15 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 : 84.6 88.5 97.8 97.3 74.3 84.2 87.6 87.9
Old : 84.6 88.5 97.8 97.3 74.3 84.2 87.6 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009