WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 21, 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 : 318,042: 75,811 97,160 51,071 163,303 124,732 290,185 272,963: 27,857 45,079
Old : 273,386: 68,135 86,961 36,079 143,536 112,018 247,750 235,058: 25,636 38,328
Other: 44,656: 19,944 22,467 2,724 19,767 12,714 42,435 37,905: 2,221 6,751
: : :
: : Changes in Commitments from: July 14, 2009 :
: 7,126: 5,858 1,794 2,007 -2,089 663 5,776 4,464: 1,350 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 30.5 16.1 51.3 39.2 91.2 85.8: 8.8 14.2
Old : 100.0: 24.9 31.8 13.2 52.5 41.0 90.6 86.0: 9.4 14.0
Other: 100.0: 44.7 50.3 6.1 44.3 28.5 95.0 84.9: 5.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 85 122 111 60 98 227 276:
Old : 341: 101 114 91 57 91 217 254:
Other: 141: 21 40 17 26 70 57 121:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 13.5 41.8 21.2 25.8 13.1 41.1 20.5
Old : 28.7 15.1 42.7 23.6 28.5 14.7 42.6 22.8
Other: 71.0 29.2 78.2 41.4 68.3 29.2 75.0 39.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 21, 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 : 906,486: 215,874 181,491 114,246 471,749 404,268 801,869 700,005: 104,617 206,481
Old : 260,407: 73,128 107,427 2,811 150,419 110,496 226,358 220,734: 34,049 39,673
Other: 646,079: 209,372 140,690 44,809 321,330 293,772 575,511 479,271: 70,568 166,808
: : :
: : Changes in Commitments from: July 14, 2009 :
: 16,180: -11,224 20,649 14,174 11,165 -22,181 14,115 12,642: 2,065 3,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.0 12.6 52.0 44.6 88.5 77.2: 11.5 22.8
Old : 100.0: 28.1 41.3 1.1 57.8 42.4 86.9 84.8: 13.1 15.2
Other: 100.0: 32.4 21.8 6.9 49.7 45.5 89.1 74.2: 10.9 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 127 159 154 185 261 416 510:
Old : 493: 98 114 11 131 172 233 293:
Other: 594: 139 145 92 135 247 323 446:
:----------------------------------------------------------------------------------------------------
: 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 9.8 27.9 15.6 16.1 9.0 25.4 13.3
Old : 31.2 15.4 39.7 25.6 31.2 15.2 39.7 25.4
Other: 19.8 10.5 30.7 17.1 18.9 9.0 28.4 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 21, 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 : 13,570: 1,603 1,059 76 9,649 10,106 11,328 11,241: 2,242 2,329
Old : 13,570: 1,603 1,059 76 9,649 10,106 11,328 11,241: 2,242 2,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 127: 43 -34 39 -195 -159 -113 -154: 240 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.8 0.6 71.1 74.5 83.5 82.8: 16.5 17.2
Old : 100.0: 11.8 7.8 0.6 71.1 74.5 83.5 82.8: 16.5 17.2
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 : 38: 9 8 1 15 12 24 21:
Old : 38: 9 8 1 15 12 24 21:
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 : 41.1 61.4 58.4 72.2 38.4 50.5 51.4 59.7
Old : 41.1 61.4 58.4 72.2 38.4 50.5 51.4 59.7
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, July 21, 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 : 402,975: 115,131 31,970 54,467 192,060 237,671 361,658 324,108: 41,317 78,867
Old : 46,039: 20,162 3,680 258 19,931 36,883 40,351 40,821: 5,688 5,218
Other: 356,936: 102,344 35,665 46,834 172,129 200,788 321,307 283,287: 35,629 73,649
: : :
: : Changes in Commitments from: July 14, 2009 :
: -9,694: -4,615 -1,691 2,249 -525 -7,492 -2,891 -6,934: -6,803 -2,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.9 13.5 47.7 59.0 89.7 80.4: 10.3 19.6
Old : 100.0: 43.8 8.0 0.6 43.3 80.1 87.6 88.7: 12.4 11.3
Other: 100.0: 28.7 10.0 13.1 48.2 56.3 90.0 79.4: 10.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 129 109 116 109 160 301 336:
Old : 221: 70 38 3 50 71 120 112:
Other: 417: 123 115 94 91 153 265 319:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 26.1 29.7 34.0 15.6 21.7 25.1 27.2
Old : 37.4 59.3 50.3 68.1 37.0 58.6 49.8 66.2
Other: 17.9 22.9 30.9 31.2 17.5 19.6 28.3 26.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,981: 17,640 2,710 539 4 3,300 18,183 6,549: 3,798 15,432
Old : 1,080: 546 460 0 4 115 550 575: 530 505
Other: 20,901: 17,301 2,457 332 0 3,185 17,633 5,974: 3,268 14,927
: : :
: : Changes in Commitments from: July 14, 2009 :
: 255: 14 277 -173 -4 85 -163 189: 418 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 12.3 2.5 0.0 15.0 82.7 29.8: 17.3 70.2
Old : 100.0: 50.6 42.6 0.0 0.4 10.6 50.9 53.2: 49.1 46.8
Other: 100.0: 82.8 11.8 1.6 0.0 15.2 84.4 28.6: 15.6 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 10 7 1 11 18 25:
Old : 18: 7 5 0 1 5 8 10:
Other: 35: 15 9 5 0 11 16 24:
:----------------------------------------------------------------------------------------------------
: 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 : 54.3 9.9 74.1 16.1 53.3 9.9 73.0 16.0
Old : 45.9 44.7 50.9 52.6 45.9 44.7 50.9 52.6
Other: 54.8 10.3 75.4 15.8 53.8 10.3 74.3 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 21, 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 : 247,859: 37,733 55,480 48,436 140,566 119,571 226,735 223,487: 21,124 24,372
Old : 73,155: 27,462 9,269 4,083 36,070 52,350 67,615 65,702: 5,540 7,453
Other: 174,704: 27,985 63,925 26,639 104,496 67,221 159,120 157,785: 15,584 16,919
: : :
: : Changes in Commitments from: July 14, 2009 :
: -3,433: -1,668 -2,283 4,550 -2,809 -2,894 73 -627: -3,506 -2,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 22.4 19.5 56.7 48.2 91.5 90.2: 8.5 9.8
Old : 100.0: 37.5 12.7 5.6 49.3 71.6 92.4 89.8: 7.6 10.2
Other: 100.0: 16.0 36.6 15.2 59.8 38.5 91.1 90.3: 8.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 42 65 66 68 64 161 173:
Old : 153: 48 31 24 43 48 101 95:
Other: 195: 39 75 45 58 47 132 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 16.7 28.6 24.6 13.4 12.9 23.3 19.7
Old : 26.1 27.8 38.3 40.9 23.5 26.4 33.4 39.3
Other: 19.2 17.9 31.1 28.0 18.9 14.5 29.8 23.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 21, 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 : 685,512: 64,660 140,621 2,746 510,179 413,284 577,585 556,651: 107,927 128,861
Old : 685,512: 64,660 140,621 2,746 510,179 413,284 577,585 556,651: 107,927 128,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -28,871: -6,216 -2,045 934 -23,844 -28,990 -29,126 -30,101: 255 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 20.5 0.4 74.4 60.3 84.3 81.2: 15.7 18.8
Old : 100.0: 9.4 20.5 0.4 74.4 60.3 84.3 81.2: 15.7 18.8
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 : 154: 23 36 8 71 72 99 111:
Old : 154: 23 36 8 71 72 99 111:
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 : 24.4 28.5 33.0 37.8 20.9 28.1 28.5 36.9
Old : 24.4 28.5 33.0 37.8 20.9 28.1 28.5 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, July 21, 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 : 169,647: 38,315 7,176 21,961 80,419 117,226 140,695 146,363: 28,952 23,284
Old : 51,283: 16,446 4,476 1,102 23,572 37,709 41,120 43,287: 10,163 7,996
Other: 118,364: 31,897 12,728 10,831 56,847 79,517 99,575 103,076: 18,789 15,288
: : :
: : Changes in Commitments from: July 14, 2009 :
: -4,684: -2,738 -1,312 -1,736 1,750 -2,870 -2,724 -5,918: -1,960 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.2 12.9 47.4 69.1 82.9 86.3: 17.1 13.7
Old : 100.0: 32.1 8.7 2.1 46.0 73.5 80.2 84.4: 19.8 15.6
Other: 100.0: 26.9 10.8 9.2 48.0 67.2 84.1 87.1: 15.9 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 53 22 41 67 59 140 114:
Old : 122: 40 15 13 43 48 84 75:
Other: 150: 45 28 29 57 46 121 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 35.9 25.9 48.3 9.9 27.3 15.7 33.4
Old : 24.8 32.5 37.5 47.7 22.5 31.0 34.0 43.1
Other: 19.0 42.9 28.6 56.5 16.7 40.4 24.9 48.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 21, 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 : 8,296: 2,349 1,194 447 3,546 5,420 6,342 7,061: 1,954 1,235
Old : 8,296: 2,349 1,194 447 3,546 5,420 6,342 7,061: 1,954 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 72: 131 -240 -12 -155 305 -36 53: 108 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.4 5.4 42.7 65.3 76.4 85.1: 23.6 14.9
Old : 100.0: 28.3 14.4 5.4 42.7 65.3 76.4 85.1: 23.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 10 6 18 16 35 28:
Old : 48: 12 10 6 18 16 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 45.5 45.7 62.3 28.8 43.0 42.5 55.1
Old : 29.5 45.5 45.7 62.3 28.8 43.0 42.5 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 21, 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 : 664,388: 211,355 61,958 6,413 344,755 492,594 562,523 560,965: 101,865 103,423
Old : 664,388: 211,355 61,958 6,413 344,755 492,594 562,523 560,965: 101,865 103,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 37,736: 42,035 13,368 -1,782 1,911 15,226 42,164 26,812: -4,428 10,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.3 1.0 51.9 74.1 84.7 84.4: 15.3 15.6
Old : 100.0: 31.8 9.3 1.0 51.9 74.1 84.7 84.4: 15.3 15.6
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 : 175: 40 28 12 70 78 118 110:
Old : 175: 40 28 12 70 78 118 110:
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 29.4 35.3 40.2 23.4 27.6 33.3 38.4
Old : 25.0 29.4 35.3 40.2 23.4 27.6 33.3 38.4
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, July 21, 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 : 1,059,591: 85,467 161,095 9,338 721,390 580,627 816,195 751,060: 243,396 308,531
Old : 1,059,591: 85,467 161,095 9,338 721,390 580,627 816,195 751,060: 243,396 308,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 19,009: 15,980 -18,606 3,927 -812 9,568 19,095 -5,111: -86 24,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.2 0.9 68.1 54.8 77.0 70.9: 23.0 29.1
Old : 100.0: 8.1 15.2 0.9 68.1 54.8 77.0 70.9: 23.0 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 : 217: 27 50 18 94 98 130 158:
Old : 217: 27 50 18 94 98 130 158:
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 : 19.4 16.6 30.5 22.8 15.6 8.8 23.9 13.9
Old : 19.4 16.6 30.5 22.8 15.6 8.8 23.9 13.9
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, July 21, 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 : 758,098: 117,376 85,420 2,879 463,362 502,061 583,617 590,360: 174,481 167,738
Old : 758,098: 117,376 85,420 2,879 463,362 502,061 583,617 590,360: 174,481 167,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -14,289: 17,906 -120 -5,655 -22,726 -10,455 -10,475 -16,230: -3,814 1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.3 0.4 61.1 66.2 77.0 77.9: 23.0 22.1
Old : 100.0: 15.5 11.3 0.4 61.1 66.2 77.0 77.9: 23.0 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 30 22 10 62 69 95 98:
Old : 143: 30 22 10 62 69 95 98:
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 : 27.0 21.8 35.8 32.6 18.9 17.5 26.5 26.0
Old : 27.0 21.8 35.8 32.6 18.9 17.5 26.5 26.0
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, July 21, 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 : 385,055: 115,091 14,286 28,413 207,518 308,973 351,022 351,672: 34,033 33,383
Old : 385,055: 115,091 14,286 28,413 207,518 308,973 351,022 351,672: 34,033 33,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 6,543: -5,101 -1,495 3,980 11,055 5,140 9,934 7,625: -3,391 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.7 7.4 53.9 80.2 91.2 91.3: 8.8 8.7
Old : 100.0: 29.9 3.7 7.4 53.9 80.2 91.2 91.3: 8.8 8.7
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 : 87: 29 6 22 40 37 76 62:
Old : 87: 29 6 22 40 37 76 62:
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 48.9 38.8 64.7 18.1 35.7 30.0 46.6
Old : 22.9 48.9 38.8 64.7 18.1 35.7 30.0 46.6
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, July 21, 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 : 62,069: 15,944 13,873 783 36,786 25,560 53,513 40,216: 8,556 21,853
Old : 62,069: 15,944 13,873 783 36,786 25,560 53,513 40,216: 8,556 21,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 2,501: -499 -55 497 3,198 -312 3,196 130: -695 2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 22.4 1.3 59.3 41.2 86.2 64.8: 13.8 35.2
Old : 100.0: 25.7 22.4 1.3 59.3 41.2 86.2 64.8: 13.8 35.2
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 : 80: 19 20 7 24 27 46 51:
Old : 80: 19 20 7 24 27 46 51:
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 : 37.2 24.6 50.0 36.2 35.9 22.1 47.5 31.0
Old : 37.2 24.6 50.0 36.2 35.9 22.1 47.5 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,253: 4,390 4,972 0 1,688 1,249 6,078 6,221: 175 32
Old : 6,253: 4,390 4,972 0 1,688 1,249 6,078 6,221: 175 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 79.5 0.0 27.0 20.0 97.2 99.5: 2.8 0.5
Old : 100.0: 70.2 79.5 0.0 27.0 20.0 97.2 99.5: 2.8 0.5
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 : 20: 10 7 0 1 2 11 9:
Old : 20: 10 7 0 1 2 11 9:
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 : 75.1 87.6 93.6 99.0 75.1 87.6 93.6 99.0
Old : 75.1 87.6 93.6 99.0 75.1 87.6 93.6 99.0
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, July 21, 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 : 27,576: 706 2,334 886 25,926 24,099 27,518 27,319: 58 257
Old : 27,576: 706 2,334 886 25,926 24,099 27,518 27,319: 58 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -1,791: 12 -1,158 -49 -1,768 -594 -1,805 -1,801: 14 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.5 3.2 94.0 87.4 99.8 99.1: 0.2 0.9
Old : 100.0: 2.6 8.5 3.2 94.0 87.4 99.8 99.1: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 12 2 11 13 17 25:
Old : 38: 4 12 2 11 13 17 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.6 86.2 95.8 93.5 85.6 82.5 93.8 89.8
Old : 85.6 86.2 95.8 93.5 85.6 82.5 93.8 89.8
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, July 21, 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 : 32,772: 7,885 254 982 23,647 31,404 32,514 32,640: 258 132
Old : 32,772: 7,885 254 982 23,647 31,404 32,514 32,640: 258 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -1,483: 106 -656 -23 -1,612 -840 -1,529 -1,519: 46 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.8 3.0 72.2 95.8 99.2 99.6: 0.8 0.4
Old : 100.0: 24.1 0.8 3.0 72.2 95.8 99.2 99.6: 0.8 0.4
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 : 30: 9 6 1 10 8 19 15:
Old : 30: 9 6 1 10 8 19 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 : 84.5 83.7 95.2 97.5 52.8 63.7 63.5 66.9
Old : 84.5 83.7 95.2 97.5 52.8 63.7 63.5 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2009