WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 26, 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 : 313,995: 87,795 78,124 41,518 156,963 153,310 286,276 272,952: 27,719 41,043
Old : 298,911: 86,309 78,473 37,997 148,884 145,057 273,190 261,527: 25,721 37,384
Other: 15,084: 4,448 2,613 559 8,079 8,253 13,086 11,425: 1,998 3,659
: : :
: : Changes in Commitments from: May 19, 2009 :
: 13,071: 4,577 1,124 2,333 5,441 10,507 12,351 13,964: 720 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 24.9 13.2 50.0 48.8 91.2 86.9: 8.8 13.1
Old : 100.0: 28.9 26.3 12.7 49.8 48.5 91.4 87.5: 8.6 12.5
Other: 100.0: 29.5 17.3 3.7 53.6 54.7 86.8 75.7: 13.2 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 99 124 110 70 100 251 279:
Old : 360: 101 126 104 68 93 245 270:
Other: 109: 29 16 11 25 48 57 74:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 19.3 37.7 28.3 21.7 18.8 35.3 26.2
Old : 24.2 19.9 38.4 29.3 22.9 19.3 37.1 27.1
Other: 42.2 28.3 56.7 40.2 30.7 15.7 43.7 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 26, 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 : 929,290: 280,407 86,227 128,528 407,941 501,656 816,876 716,411: 112,414 212,879
Old : 500,330: 179,820 107,641 38,474 217,358 261,856 435,652 407,971: 64,678 92,359
Other: 428,960: 165,693 43,692 24,948 190,583 239,800 381,224 308,440: 47,736 120,520
: : :
: : Changes in Commitments from: May 19, 2009 :
: 51,869: 22,928 -1,244 11,976 11,912 29,073 46,816 39,805: 5,053 12,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.3 13.8 43.9 54.0 87.9 77.1: 12.1 22.9
Old : 100.0: 35.9 21.5 7.7 43.4 52.3 87.1 81.5: 12.9 18.5
Other: 100.0: 38.6 10.2 5.8 44.4 55.9 88.9 71.9: 11.1 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 173 100 162 164 259 427 467:
Old : 564: 158 110 70 137 228 336 374:
Other: 508: 137 92 70 103 232 269 370:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 15.0 23.9 20.9 15.0 14.1 22.8 19.2
Old : 16.3 16.6 26.6 24.0 16.3 14.5 26.5 21.5
Other: 25.1 14.5 34.5 21.6 24.7 14.4 34.1 21.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 26, 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 : 13,019: 3,197 741 15 7,494 10,267 10,706 11,023: 2,313 1,996
Old : 13,019: 3,197 741 15 7,494 10,267 10,706 11,023: 2,313 1,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 63: 285 -244 13 -160 506 138 275: -75 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.7 0.1 57.6 78.9 82.2 84.7: 17.8 15.3
Old : 100.0: 24.6 5.7 0.1 57.6 78.9 82.2 84.7: 17.8 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 5 2 18 13 31 20:
Old : 41: 13 5 2 18 13 31 20:
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 : 31.3 64.6 51.4 75.6 28.4 51.4 44.4 61.1
Old : 31.3 64.6 51.4 75.6 28.4 51.4 44.4 61.1
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, May 26, 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 : 441,819: 150,799 25,332 64,854 167,043 273,609 382,696 363,795: 59,123 78,024
Old : 230,854: 91,727 32,510 16,828 88,808 155,522 197,363 204,860: 33,491 25,994
Other: 210,965: 86,085 19,835 21,013 78,235 118,087 185,333 158,935: 25,632 52,030
: : :
: : Changes in Commitments from: May 19, 2009 :
: 19,403: 4,677 -1,360 2,062 7,074 13,842 13,813 14,544: 5,590 4,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.7 14.7 37.8 61.9 86.6 82.3: 13.4 17.7
Old : 100.0: 39.7 14.1 7.3 38.5 67.4 85.5 88.7: 14.5 11.3
Other: 100.0: 40.8 9.4 10.0 37.1 56.0 87.9 75.3: 12.1 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 178 78 117 118 157 353 309:
Old : 404: 157 80 49 81 124 262 229:
Other: 348: 112 65 61 92 137 239 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 23.9 23.6 32.9 13.4 22.7 21.1 29.7
Old : 19.3 34.8 29.7 44.7 19.3 34.4 29.7 43.5
Other: 17.2 19.5 28.7 29.8 15.7 15.5 26.0 23.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 26, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,238: 18,831 3,006 1,082 21 3,238 19,934 7,326: 3,304 15,912
Old : 7,757: 5,238 3,091 245 21 334 5,504 3,670: 2,253 4,087
Other: 15,481: 14,148 470 282 0 2,904 14,430 3,656: 1,051 11,825
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,755: 2,857 233 301 21 1,136 3,179 1,670: -424 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 12.9 4.7 0.1 13.9 85.8 31.5: 14.2 68.5
Old : 100.0: 67.5 39.8 3.2 0.3 4.3 71.0 47.3: 29.0 52.7
Other: 100.0: 91.4 3.0 1.8 0.0 18.8 93.2 23.6: 6.8 76.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 10 12 2 12 23 32:
Old : 41: 16 13 5 2 10 18 28:
Other: 34: 16 6 10 0 12 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 : 49.9 9.2 69.2 15.7 47.6 9.2 66.7 15.4
Old : 44.2 22.9 59.3 34.4 42.4 22.9 56.7 34.4
Other: 60.8 9.4 81.8 14.4 60.4 9.4 81.4 14.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 26, 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 : 230,893: 55,425 33,862 34,760 107,014 140,459 197,199 209,081: 33,694 21,812
Old : 168,388: 54,287 31,338 12,459 76,308 107,217 143,054 151,014: 25,334 17,374
Other: 62,505: 12,660 14,046 10,779 30,706 33,242 54,145 58,067: 8,360 4,438
: : :
: : Changes in Commitments from: May 19, 2009 :
: 9,310: 420 2,020 77 8,015 4,177 8,512 6,274: 798 3,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.7 15.1 46.3 60.8 85.4 90.6: 14.6 9.4
Old : 100.0: 32.2 18.6 7.4 45.3 63.7 85.0 89.7: 15.0 10.3
Other: 100.0: 20.3 22.5 17.2 49.1 53.2 86.6 92.9: 13.4 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 67 32 57 65 51 170 125:
Old : 190: 69 39 38 58 45 152 104:
Other: 118: 32 29 20 41 28 84 67:
:----------------------------------------------------------------------------------------------------
: 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 33.5 25.4 43.8 11.9 30.9 19.6 39.3
Old : 16.5 37.7 26.9 48.2 14.0 37.4 23.9 47.6
Other: 20.0 30.4 35.9 51.4 15.3 25.4 24.5 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 26, 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 : 744,615: 49,175 167,448 14,663 560,582 414,298 624,420 596,409: 120,195 148,206
Old : 744,615: 49,175 167,448 14,663 560,582 414,298 624,420 596,409: 120,195 148,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 18,351: 2,043 6,943 4,973 1,744 1,709 8,760 13,625: 9,591 4,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 22.5 2.0 75.3 55.6 83.9 80.1: 16.1 19.9
Old : 100.0: 6.6 22.5 2.0 75.3 55.6 83.9 80.1: 16.1 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 21 35 19 72 67 105 109:
Old : 146: 21 35 19 72 67 105 109:
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 : 28.3 28.1 38.4 36.3 25.9 27.1 34.6 34.6
Old : 28.3 28.1 38.4 36.3 25.9 27.1 34.6 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 26, 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 : 179,720: 66,020 8,102 16,246 58,291 136,925 140,557 161,273: 39,163 18,447
Old : 119,638: 59,622 8,222 2,216 28,081 96,192 89,919 106,630: 29,719 13,008
Other: 60,082: 13,567 7,049 6,861 30,210 40,733 50,638 54,643: 9,444 5,439
: : :
: : Changes in Commitments from: May 19, 2009 :
: 10,090: 5,586 1,516 -100 2,173 7,498 7,659 8,914: 2,431 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 4.5 9.0 32.4 76.2 78.2 89.7: 21.8 10.3
Old : 100.0: 49.8 6.9 1.9 23.5 80.4 75.2 89.1: 24.8 10.9
Other: 100.0: 22.6 11.7 11.4 50.3 67.8 84.3 90.9: 15.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 69 26 36 64 53 155 101:
Old : 168: 71 24 19 55 45 137 79:
Other: 113: 30 20 17 47 34 92 61:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 43.9 21.7 55.0 9.5 38.7 15.8 49.1
Old : 13.9 46.0 23.8 59.6 13.5 45.6 23.2 59.0
Other: 24.5 47.4 35.7 59.0 19.2 43.5 27.3 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 26, 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 : 8,495: 2,267 1,816 732 4,152 3,912 7,151 6,460: 1,344 2,035
Old : 3,902: 1,154 1,785 0 1,830 1,021 2,984 2,806: 918 1,096
Other: 4,593: 1,597 515 248 2,322 2,891 4,167 3,654: 426 939
: : :
: : Changes in Commitments from: May 19, 2009 :
: 670: 38 368 254 249 97 541 719: 129 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 21.4 8.6 48.9 46.1 84.2 76.0: 15.8 24.0
Old : 100.0: 29.6 45.7 0.0 46.9 26.2 76.5 71.9: 23.5 28.1
Other: 100.0: 34.8 11.2 5.4 50.6 62.9 90.7 79.6: 9.3 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 17 10 19 14 36 36:
Old : 49: 14 13 0 14 8 28 21:
Other: 30: 3 9 5 12 12 19 22:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 26.3 48.3 42.9 29.3 25.4 43.9 38.3
Old : 29.1 33.9 44.5 47.3 29.1 33.9 44.5 47.3
Other: 50.1 42.2 77.3 59.0 49.5 34.7 70.4 48.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 26, 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 : 568,515: 124,181 47,908 26,267 305,914 382,438 456,362 456,613: 112,153 111,902
Old : 568,515: 124,181 47,908 26,267 305,914 382,438 456,362 456,613: 112,153 111,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 22,279: 173 3,784 8,535 6,188 -2,018 14,896 10,301: 7,383 11,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.4 4.6 53.8 67.3 80.3 80.3: 19.7 19.7
Old : 100.0: 21.8 8.4 4.6 53.8 67.3 80.3 80.3: 19.7 19.7
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 : 133: 24 23 14 63 68 96 97:
Old : 133: 24 23 14 63 68 96 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 27.2 31.3 38.4 17.0 24.7 28.2 34.6
Old : 18.5 27.2 31.3 38.4 17.0 24.7 28.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 26, 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 : 1,216,363: 36,062 215,471 45,747 867,867 654,401 949,676 915,619: 266,687 300,744
Old : 1,216,363: 36,062 215,471 45,747 867,867 654,401 949,676 915,619: 266,687 300,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 65,081: -38,777 61,653 21,690 18,521 -52,983 1,434 30,360: 63,647 34,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 17.7 3.8 71.3 53.8 78.1 75.3: 21.9 24.7
Old : 100.0: 3.0 17.7 3.8 71.3 53.8 78.1 75.3: 21.9 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 : 192: 20 49 27 95 91 130 154:
Old : 192: 20 49 27 95 91 130 154:
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 21.0 36.3 27.7 23.0 15.9 30.6 21.0
Old : 24.9 21.0 36.3 27.7 23.0 15.9 30.6 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 26, 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 : 1,029,691: 97,054 96,969 23,286 708,594 627,455 828,934 747,710: 200,757 281,981
Old : 1,029,691: 97,054 96,969 23,286 708,594 627,455 828,934 747,710: 200,757 281,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 174,194: -16,011 -5,915 12,976 132,700 80,037 129,665 87,098: 44,529 87,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.4 2.3 68.8 60.9 80.5 72.6: 19.5 27.4
Old : 100.0: 9.4 9.4 2.3 68.8 60.9 80.5 72.6: 19.5 27.4
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 : 122: 12 26 16 59 69 81 101:
Old : 122: 12 26 16 59 69 81 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 22.0 49.1 31.7 20.4 10.5 28.5 16.7
Old : 37.2 22.0 49.1 31.7 20.4 10.5 28.5 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 26, 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 : 434,271: 166,019 21,298 33,367 191,232 347,784 390,618 402,449: 43,653 31,822
Old : 434,271: 166,019 21,298 33,367 191,232 347,784 390,618 402,449: 43,653 31,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 12,020: 3,299 235 2,133 2,580 10,178 8,012 12,546: 4,008 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 4.9 7.7 44.0 80.1 89.9 92.7: 10.1 7.3
Old : 100.0: 38.2 4.9 7.7 44.0 80.1 89.9 92.7: 10.1 7.3
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 : 81: 30 9 19 35 34 70 57:
Old : 81: 30 9 19 35 34 70 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 47.3 43.0 63.2 22.3 44.0 36.5 53.3
Old : 25.6 47.3 43.0 63.2 22.3 44.0 36.5 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, May 26, 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 : 19,138: 3,968 1,726 30 9,830 13,520 13,828 15,276: 5,310 3,862
Old : 19,138: 3,968 1,726 30 9,830 13,520 13,828 15,276: 5,310 3,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 5,245: 55 12 0 5,225 5,411 5,280 5,423: -35 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.0 0.2 51.4 70.6 72.3 79.8: 27.7 20.2
Old : 100.0: 20.7 9.0 0.2 51.4 70.6 72.3 79.8: 27.7 20.2
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 : 26: 6 5 2 10 7 18 12:
Old : 26: 6 5 2 10 7 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 68.1 61.9 76.2 51.0 68.1 61.3 76.2
Old : 51.6 68.1 61.9 76.2 51.0 68.1 61.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 26, 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 : 57,349: 22,096 13,918 453 24,020 28,089 46,569 42,460: 10,780 14,889
Old : 57,349: 22,096 13,918 453 24,020 28,089 46,569 42,460: 10,780 14,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 4,360: 3,953 917 -4 593 4,229 4,542 5,142: -182 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 24.3 0.8 41.9 49.0 81.2 74.0: 18.8 26.0
Old : 100.0: 38.5 24.3 0.8 41.9 49.0 81.2 74.0: 18.8 26.0
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 : 97: 31 25 10 24 28 56 62:
Old : 97: 31 25 10 24 28 56 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 : 23.3 26.8 36.9 37.3 22.2 21.6 32.8 30.0
Old : 23.3 26.8 36.9 37.3 22.2 21.6 32.8 30.0
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, May 26, 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 : 22,620: 1,747 3,790 318 20,492 18,253 22,557 22,361: 63 259
Old : 22,620: 1,747 3,790 318 20,492 18,253 22,557 22,361: 63 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 1,685: -552 -537 -51 2,302 2,341 1,699 1,753: -14 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 16.8 1.4 90.6 80.7 99.7 98.9: 0.3 1.1
Old : 100.0: 7.7 16.8 1.4 90.6 80.7 99.7 98.9: 0.3 1.1
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 : 39: 8 11 2 11 13 21 24:
Old : 39: 8 11 2 11 13 21 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 : 76.6 79.0 91.7 90.2 76.6 68.9 85.3 80.1
Old : 76.6 79.0 91.7 90.2 76.6 68.9 85.3 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, May 26, 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 : 28,363: 2,605 166 918 24,478 27,195 28,001 28,279: 362 84
Old : 28,363: 2,605 166 918 24,478 27,195 28,001 28,279: 362 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -3,708: -727 -163 918 -4,063 -4,367 -3,872 -3,612: 164 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.6 3.2 86.3 95.9 98.7 99.7: 1.3 0.3
Old : 100.0: 9.2 0.6 3.2 86.3 95.9 98.7 99.7: 1.3 0.3
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 : 25: 7 4 1 9 9 16 14:
Old : 25: 7 4 1 9 9 16 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 : 78.1 82.0 93.0 96.7 74.6 78.8 85.2 87.5
Old : 78.1 82.0 93.0 96.7 74.6 78.8 85.2 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2009