WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 30, 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 : 312,061: 77,751 87,256 45,583 162,162 133,226 285,496 266,065: 26,565 45,996
Old : 266,963: 70,791 79,763 29,438 142,178 118,989 242,407 228,190: 24,556 38,773
Other: 45,098: 20,345 20,878 2,760 19,984 14,237 43,089 37,875: 2,009 7,223
: : :
: : Changes in Commitments from: June 23, 2009 :
: -23,683: 3,994 8,086 -16,985 -3,488 -13,088 -16,479 -21,987: -7,204 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 28.0 14.6 52.0 42.7 91.5 85.3: 8.5 14.7
Old : 100.0: 26.5 29.9 11.0 53.3 44.6 90.8 85.5: 9.2 14.5
Other: 100.0: 45.1 46.3 6.1 44.3 31.6 95.5 84.0: 4.5 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 81 129 114 65 98 233 274:
Old : 337: 98 119 99 63 90 226 255:
Other: 138: 22 43 17 26 63 57 117:
:----------------------------------------------------------------------------------------------------
: 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 15.7 39.1 23.8 24.7 14.8 38.5 22.8
Old : 26.2 17.7 39.6 26.8 26.1 16.7 39.5 25.7
Other: 70.3 25.1 77.8 38.3 67.8 25.1 74.8 36.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 30, 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 : 922,119: 242,428 129,378 117,035 465,118 469,865 824,581 716,278: 97,538 205,841
Old : 331,661: 91,324 95,854 12,224 183,856 173,222 287,404 281,300: 44,257 50,361
Other: 590,458: 215,755 98,175 40,160 281,262 296,643 537,177 434,978: 53,281 155,480
: : :
: : Changes in Commitments from: June 23, 2009 :
: -54,407: -18,621 -4,138 -14,619 -10,727 -26,432 -43,967 -45,189: -10,440 -9,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 14.0 12.7 50.4 51.0 89.4 77.7: 10.6 22.3
Old : 100.0: 27.5 28.9 3.7 55.4 52.2 86.7 84.8: 13.3 15.2
Other: 100.0: 36.5 16.6 6.8 47.6 50.2 91.0 73.7: 9.0 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 139 132 153 176 267 414 492:
Old : 499: 109 101 48 127 206 266 328:
Other: 575: 140 131 83 121 246 304 423:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 12.9 27.9 19.1 16.0 10.8 24.1 14.9
Old : 25.0 17.7 34.6 29.3 25.0 17.0 34.6 27.5
Other: 21.6 11.6 32.1 18.2 17.6 10.0 26.7 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 30, 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 : 13,668: 1,990 1,031 390 9,400 10,232 11,780 11,653: 1,888 2,015
Old : 13,668: 1,990 1,031 390 9,400 10,232 11,780 11,653: 1,888 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -626: -165 376 -215 -88 -941 -468 -780: -158 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.5 2.9 68.8 74.9 86.2 85.3: 13.8 14.7
Old : 100.0: 14.6 7.5 2.9 68.8 74.9 86.2 85.3: 13.8 14.7
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 : 41: 9 8 5 16 12 29 24:
Old : 41: 9 8 5 16 12 29 24:
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 : 40.8 63.7 58.6 73.6 37.8 51.6 51.7 60.1
Old : 40.8 63.7 58.6 73.6 37.8 51.6 51.7 60.1
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 30, 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 : 437,046: 140,154 23,695 67,784 181,614 267,912 389,552 359,391: 47,494 77,655
Old : 80,376: 43,525 8,868 2,106 21,932 60,612 67,563 71,586: 12,813 8,790
Other: 356,670: 118,410 36,608 43,897 159,682 207,300 321,989 287,805: 34,681 68,865
: : :
: : Changes in Commitments from: June 23, 2009 :
: -25,230: -5,683 -825 -3,010 -12,448 -20,412 -21,141 -24,247: -4,089 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.4 15.5 41.6 61.3 89.1 82.2: 10.9 17.8
Old : 100.0: 54.2 11.0 2.6 27.3 75.4 84.1 89.1: 15.9 10.9
Other: 100.0: 33.2 10.3 12.3 44.8 58.1 90.3 80.7: 9.7 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 145 77 124 117 169 330 326:
Old : 286: 94 41 16 63 108 162 161:
Other: 417: 126 104 88 98 156 276 307:
:----------------------------------------------------------------------------------------------------
: 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 24.3 25.6 34.0 14.5 21.8 22.3 28.5
Old : 24.9 47.6 35.8 58.4 23.9 46.4 34.8 57.0
Other: 18.4 22.5 29.3 31.4 17.7 19.8 27.4 28.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,241: 17,596 2,506 265 10 3,235 17,871 6,006: 3,370 15,235
Old : 1,267: 645 334 19 10 148 674 501: 593 766
Other: 19,974: 16,983 2,204 214 0 3,087 17,197 5,505: 2,777 14,469
: : :
: : Changes in Commitments from: June 23, 2009 :
: -2,116: -1,697 -1,065 -685 -3 370 -2,385 -1,380: 269 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 11.8 1.2 0.0 15.2 84.1 28.3: 15.9 71.7
Old : 100.0: 50.9 26.4 1.5 0.8 11.7 53.2 39.5: 46.8 60.5
Other: 100.0: 85.0 11.0 1.1 0.0 15.5 86.1 27.6: 13.9 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 10 12 2 11 20 30:
Old : 25: 10 6 3 2 7 12 16:
Other: 36: 15 10 8 0 11 17 27:
:----------------------------------------------------------------------------------------------------
: 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 : 53.7 9.0 73.5 15.1 53.3 9.0 73.1 15.1
Old : 35.0 31.9 49.3 36.7 34.3 31.9 48.1 36.7
Other: 55.4 9.1 76.1 14.5 55.0 9.1 75.6 14.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 30, 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 : 241,338: 44,116 46,863 39,666 129,493 127,239 213,275 213,768: 28,063 27,570
Old : 89,885: 25,156 10,965 8,410 42,048 56,455 75,614 75,830: 14,271 14,055
Other: 151,453: 30,290 47,228 19,926 87,445 70,784 137,661 137,938: 13,792 13,515
: : :
: : Changes in Commitments from: June 23, 2009 :
: -4,830: -14,293 5,743 -1,614 9,642 -12,391 -6,265 -8,262: 1,435 3,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.4 16.4 53.7 52.7 88.4 88.6: 11.6 11.4
Old : 100.0: 28.0 12.2 9.4 46.8 62.8 84.1 84.4: 15.9 15.6
Other: 100.0: 20.0 31.2 13.2 57.7 46.7 90.9 91.1: 9.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 49 71 73 61 56 167 162:
Old : 156: 49 36 42 39 46 110 106:
Other: 181: 43 65 42 55 38 132 116:
:----------------------------------------------------------------------------------------------------
: 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 22.8 25.8 31.8 12.8 19.3 21.4 26.5
Old : 20.4 24.1 31.3 35.6 19.1 24.1 29.7 34.0
Other: 19.6 28.8 31.9 38.4 19.2 24.7 30.3 33.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 30, 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 : 698,712: 67,364 151,591 827 525,773 413,833 593,964 566,251: 104,748 132,461
Old : 698,712: 67,364 151,591 827 525,773 413,833 593,964 566,251: 104,748 132,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -4,724: 2,516 1,204 -2,527 7,349 -323 7,338 -1,646: -12,062 -3,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 21.7 0.1 75.2 59.2 85.0 81.0: 15.0 19.0
Old : 100.0: 9.6 21.7 0.1 75.2 59.2 85.0 81.0: 15.0 19.0
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 : 154: 24 35 5 68 72 96 108:
Old : 154: 24 35 5 68 72 96 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 28.8 34.4 37.9 23.0 28.5 30.5 37.6
Old : 25.7 28.8 34.4 37.9 23.0 28.5 30.5 37.6
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, June 30, 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 : 185,093: 58,592 8,146 26,140 69,114 130,344 153,846 164,630: 31,247 20,463
Old : 67,900: 28,120 4,308 3,060 23,750 52,238 54,930 59,606: 12,970 8,294
Other: 117,193: 41,580 14,946 11,972 45,364 78,106 98,916 105,024: 18,277 12,169
: : :
: : Changes in Commitments from: June 23, 2009 :
: -2,466: -208 -339 912 2,571 -415 3,275 158: -5,741 -2,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.4 14.1 37.3 70.4 83.1 88.9: 16.9 11.1
Old : 100.0: 41.4 6.3 4.5 35.0 76.9 80.9 87.8: 19.1 12.2
Other: 100.0: 35.5 12.8 10.2 38.7 66.6 84.4 89.6: 15.6 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 59 22 44 65 59 148 113:
Old : 130: 43 16 19 51 51 104 80:
Other: 146: 47 28 23 54 44 119 82:
:----------------------------------------------------------------------------------------------------
: 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 36.6 24.9 49.7 8.7 32.5 15.7 38.6
Old : 20.5 32.8 33.3 48.3 19.9 32.5 32.1 47.1
Other: 20.2 43.5 30.6 57.7 15.6 42.4 24.9 51.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 30, 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 : 8,013: 2,264 1,640 501 3,737 4,401 6,502 6,542: 1,511 1,471
Old : 378: 112 0 0 198 312 310 312: 68 66
Other: 7,635: 2,257 1,745 396 3,539 4,089 6,192 6,230: 1,443 1,405
: : :
: : Changes in Commitments from: June 23, 2009 :
: -391: -113 104 -4 -147 -460 -264 -360: -127 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.5 6.3 46.6 54.9 81.1 81.6: 18.9 18.4
Old : 100.0: 29.6 0.0 0.0 52.4 82.5 82.0 82.5: 18.0 17.5
Other: 100.0: 29.6 22.9 5.2 46.4 53.6 81.1 81.6: 18.9 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 15 6 18 15 32 33:
Old : 11: 4 0 0 4 3 8 3:
Other: 49: 9 16 4 15 13 27 31:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 35.7 50.3 51.2 32.4 32.1 46.2 43.1
Old : 70.4 82.5 82.0 82.5 70.4 82.5 82.0 82.5
Other: 34.0 37.4 52.8 53.0 34.0 35.9 48.4 45.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 30, 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 : 549,393: 134,483 55,678 6,829 322,952 389,469 464,264 451,976: 85,129 97,417
Old : 549,393: 134,483 55,678 6,829 322,952 389,469 464,264 451,976: 85,129 97,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -3,435: 1,070 -775 3,248 -6,991 -1,609 -2,673 864: -762 -4,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 10.1 1.2 58.8 70.9 84.5 82.3: 15.5 17.7
Old : 100.0: 24.5 10.1 1.2 58.8 70.9 84.5 82.3: 15.5 17.7
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 : 162: 34 31 13 64 69 106 106:
Old : 162: 34 31 13 64 69 106 106:
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 : 24.9 23.5 35.7 35.7 23.3 21.3 33.7 33.4
Old : 24.9 23.5 35.7 35.7 23.3 21.3 33.7 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 30, 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 : 1,024,645: 95,099 207,492 7,584 702,013 531,047 804,696 746,123: 219,949 278,522
Old : 1,024,645: 95,099 207,492 7,584 702,013 531,047 804,696 746,123: 219,949 278,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -6,779: 7,707 32,953 -518 5,601 -29,649 12,790 2,786: -19,569 -9,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 20.3 0.7 68.5 51.8 78.5 72.8: 21.5 27.2
Old : 100.0: 9.3 20.3 0.7 68.5 51.8 78.5 72.8: 21.5 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 30 45 17 92 81 129 137:
Old : 199: 30 45 17 92 81 129 137:
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 : 18.9 17.9 29.0 27.3 14.3 11.4 20.5 18.6
Old : 18.9 17.9 29.0 27.3 14.3 11.4 20.5 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 30, 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 : 777,785: 79,349 118,198 8,501 509,467 464,524 597,317 591,223: 180,468 186,562
Old : 777,785: 79,349 118,198 8,501 509,467 464,524 597,317 591,223: 180,468 186,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -13,165: -7,724 -6,651 681 -26,619 -5,123 -33,662 -11,093: 20,497 -2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.2 1.1 65.5 59.7 76.8 76.0: 23.2 24.0
Old : 100.0: 10.2 15.2 1.1 65.5 59.7 76.8 76.0: 23.2 24.0
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 : 124: 20 22 9 57 62 81 89:
Old : 124: 20 22 9 57 62 81 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 22.5 37.5 32.9 22.3 21.4 32.0 29.5
Old : 27.7 22.5 37.5 32.9 22.3 21.4 32.0 29.5
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 30, 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 : 428,696: 132,449 17,799 37,232 218,847 335,034 388,528 390,065: 40,168 38,631
Old : 428,696: 132,449 17,799 37,232 218,847 335,034 388,528 390,065: 40,168 38,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 369: -13,156 5,665 -2,436 18,426 -3,965 2,834 -736: -2,465 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 4.2 8.7 51.0 78.2 90.6 91.0: 9.4 9.0
Old : 100.0: 30.9 4.2 8.7 51.0 78.2 90.6 91.0: 9.4 9.0
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 : 89: 32 9 24 40 37 81 65:
Old : 89: 32 9 24 40 37 81 65:
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 : 26.4 48.4 41.6 64.4 22.3 40.0 33.8 50.0
Old : 26.4 48.4 41.6 64.4 22.3 40.0 33.8 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 30, 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 : 45,717: 13,902 6,952 441 23,102 28,070 37,445 35,463: 8,272 10,254
Old : 45,717: 13,902 6,952 441 23,102 28,070 37,445 35,463: 8,272 10,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -3,654: -1,308 -1,569 200 902 -2,963 -206 -4,332: -3,448 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 15.2 1.0 50.5 61.4 81.9 77.6: 18.1 22.4
Old : 100.0: 30.4 15.2 1.0 50.5 61.4 81.9 77.6: 18.1 22.4
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 : 67: 17 16 3 23 21 42 38:
Old : 67: 17 16 3 23 21 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 41.0 39.5 52.7 22.9 36.9 38.1 47.6
Old : 23.1 41.0 39.5 52.7 22.9 36.9 38.1 47.6
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 30, 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 : 30,919: 4,644 2,417 522 24,729 26,628 29,895 29,567: 1,024 1,352
Old : 30,919: 4,644 2,417 522 24,729 26,628 29,895 29,567: 1,024 1,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 6,304: 4,092 -1,785 436 763 6,689 5,291 5,340: 1,013 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.8 1.7 80.0 86.1 96.7 95.6: 3.3 4.4
Old : 100.0: 15.0 7.8 1.7 80.0 86.1 96.7 95.6: 3.3 4.4
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 : 36: 3 11 2 13 12 17 24:
Old : 36: 3 11 2 13 12 17 24:
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 : 86.6 85.0 93.4 90.2 85.2 83.0 91.0 87.5
Old : 86.6 85.0 93.4 90.2 85.2 83.0 91.0 87.5
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 30, 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 : 32,319: 8,685 266 141 23,389 31,691 32,215 32,098: 104 221
Old : 32,319: 8,685 266 141 23,389 31,691 32,215 32,098: 104 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -7,746: 5,999 -863 141 -13,917 -6,968 -7,777 -7,690: 31 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 0.8 0.4 72.4 98.1 99.7 99.3: 0.3 0.7
Old : 100.0: 26.9 0.8 0.4 72.4 98.1 99.7 99.3: 0.3 0.7
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 : 25: 5 4 1 11 8 16 13:
Old : 25: 5 4 1 11 8 16 13:
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 : 72.8 86.2 94.8 98.1 61.4 81.4 81.6 85.4
Old : 72.8 86.2 94.8 98.1 61.4 81.4 81.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2009