WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 405,023: 87,640 67,778 105,804 180,531 186,818 373,975 360,399: 31,048 44,623
Old : 389,129: 86,299 68,252 101,902 171,885 178,067 360,085 348,220: 29,044 40,909
Other: 15,894: 4,440 2,625 804 8,646 8,751 13,890 12,180: 2,004 3,714
: : :
: : Changes in Commitments from: May 19, 2009 :
: 11,660: 4,187 -470 2,868 3,824 9,958 10,879 12,356: 781 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 16.7 26.1 44.6 46.1 92.3 89.0: 7.7 11.0
Old : 100.0: 22.2 17.5 26.2 44.2 45.8 92.5 89.5: 7.5 10.5
Other: 100.0: 27.9 16.5 5.1 54.4 55.1 87.4 76.6: 12.6 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 110 125 147 85 109 297 303:
Old : 373: 114 126 144 85 108 296 300:
Other: 109: 28 17 17 25 50 59 80:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 16.0 30.4 24.0 16.6 15.3 27.2 21.1
Old : 19.4 16.3 30.7 24.6 17.3 15.6 28.3 21.7
Other: 40.5 26.9 54.3 38.1 29.3 14.9 41.6 25.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,329,830: 252,861 72,830 387,238 550,286 617,808 1,190,385 1,077,876: 139,445 251,954
Old : 687,845: 140,578 101,089 176,590 292,315 306,379 609,483 584,057: 78,362 103,788
Other: 641,986: 171,211 30,669 151,720 257,971 311,429 580,902 493,819: 61,083 148,167
: : :
: : Changes in Commitments from: May 19, 2009 :
: 35,441: 15,981 -770 7,300 6,296 17,285 29,576 23,815: 5,864 11,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 5.5 29.1 41.4 46.5 89.5 81.1: 10.5 18.9
Old : 100.0: 20.4 14.7 25.7 42.5 44.5 88.6 84.9: 11.4 15.1
Other: 100.0: 26.7 4.8 23.6 40.2 48.5 90.5 76.9: 9.5 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 182 114 215 233 282 526 527:
Old : 596: 147 137 160 210 259 458 462:
Other: 535: 154 89 147 149 250 361 433:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 12.9 19.6 19.4 10.0 9.4 15.5 13.0
Old : 13.0 13.9 21.5 20.9 12.2 9.6 20.3 14.7
Other: 18.3 12.0 27.1 19.8 16.0 9.7 22.4 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,682: 2,384 759 1,257 8,669 10,621 12,309 12,637: 2,373 2,045
Old : 14,682: 2,384 759 1,257 8,669 10,621 12,309 12,637: 2,373 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 98: 333 -251 -2 -177 559 153 305: -56 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 5.2 8.6 59.0 72.3 83.8 86.1: 16.2 13.9
Old : 100.0: 16.2 5.2 8.6 59.0 72.3 83.8 86.1: 16.2 13.9
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 : 42: 12 7 5 18 13 32 23:
Old : 42: 12 7 5 18 13 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 57.4 52.4 71.4 25.2 39.8 38.8 49.6
Old : 33.0 57.4 52.4 71.4 25.2 39.8 38.8 49.6
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 with Delta-adjusted Options and Futures Combined, 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 : 623,825: 138,915 19,227 202,879 214,566 311,258 556,361 533,365: 67,464 90,460
Old : 324,312: 85,515 29,600 95,603 104,805 168,456 285,923 293,659: 38,389 30,653
Other: 299,513: 81,020 17,247 79,657 109,761 142,802 270,438 239,706: 29,075 59,807
: : :
: : Changes in Commitments from: May 19, 2009 :
: 18,526: 6,158 765 -1,323 7,271 13,247 12,106 12,689: 6,420 5,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.1 32.5 34.4 49.9 89.2 85.5: 10.8 14.5
Old : 100.0: 26.4 9.1 29.5 32.3 51.9 88.2 90.5: 11.8 9.5
Other: 100.0: 27.1 5.8 26.6 36.6 47.7 90.3 80.0: 9.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 177 99 180 131 169 397 370:
Old : 427: 159 96 140 103 145 325 318:
Other: 364: 112 77 104 111 154 282 282:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 21.3 25.5 31.6 10.1 16.3 15.6 20.7
Old : 17.9 29.3 27.6 38.5 14.4 24.3 22.1 30.8
Other: 15.7 18.7 27.4 30.7 10.9 11.6 17.9 16.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 277,931: 43,490 34,102 67,998 131,506 153,309 242,994 255,409: 34,937 22,522
Old : 204,029: 42,437 31,189 38,920 96,387 116,108 177,743 186,216: 26,286 17,814
Other: 73,901: 12,309 14,168 17,823 35,119 37,202 65,251 69,193: 8,651 4,709
: : :
: : Changes in Commitments from: May 19, 2009 :
: 11,481: -1,223 2,123 1,612 10,549 4,796 10,938 8,531: 543 2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.3 24.5 47.3 55.2 87.4 91.9: 12.6 8.1
Old : 100.0: 20.8 15.3 19.1 47.2 56.9 87.1 91.3: 12.9 8.7
Other: 100.0: 16.7 19.2 24.1 47.5 50.3 88.3 93.6: 11.7 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 61 40 68 68 62 176 146:
Old : 191: 63 46 55 63 53 159 128:
Other: 124: 32 32 32 46 40 96 87:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 31.1 24.0 41.8 9.8 24.2 15.9 31.0
Old : 15.0 33.1 24.9 42.7 11.2 28.0 19.1 36.5
Other: 19.8 31.5 33.3 49.8 12.9 23.4 20.8 31.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 775,557: 48,100 166,956 27,338 572,131 425,237 647,569 619,532: 127,988 156,024
Old : 775,557: 48,100 166,956 27,338 572,131 425,237 647,569 619,532: 127,988 156,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -23,033: 3,160 10,277 -15,185 -17,147 -19,283 -29,172 -24,192: 6,139 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 21.5 3.5 73.8 54.8 83.5 79.9: 16.5 20.1
Old : 100.0: 6.2 21.5 3.5 73.8 54.8 83.5 79.9: 16.5 20.1
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 : 147: 17 40 30 74 70 113 118:
Old : 147: 17 40 30 74 70 113 118:
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 : 27.2 27.1 37.0 34.9 24.8 26.0 33.4 33.2
Old : 27.2 27.1 37.0 34.9 24.8 26.0 33.4 33.2
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 with Delta-adjusted Options and Futures Combined, 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 : 210,179: 59,280 6,002 39,523 69,819 143,710 168,622 189,235: 41,557 20,944
Old : 136,589: 57,156 6,121 15,540 32,498 99,942 105,194 121,603: 31,395 14,986
Other: 73,590: 10,356 8,114 15,750 37,321 43,768 63,428 67,633: 10,162 5,957
: : :
: : Changes in Commitments from: May 19, 2009 :
: 14,828: 5,956 1,525 3,187 2,553 8,134 11,696 12,846: 3,132 1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 2.9 18.8 33.2 68.4 80.2 90.0: 19.8 10.0
Old : 100.0: 41.8 4.5 11.4 23.8 73.2 77.0 89.0: 23.0 11.0
Other: 100.0: 14.1 11.0 21.4 50.7 59.5 86.2 91.9: 13.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 73 25 51 66 58 164 117:
Old : 170: 76 21 35 60 50 149 95:
Other: 116: 24 28 36 49 40 100 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 : 13.3 39.2 21.2 50.8 8.2 32.4 14.1 40.8
Old : 12.8 41.8 21.7 53.9 11.8 39.3 20.1 51.2
Other: 25.4 43.5 35.4 54.1 18.1 36.3 25.7 43.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,992: 2,410 1,722 947 4,257 4,210 7,614 6,879: 1,378 2,113
Old : 4,053: 1,146 1,785 75 1,909 1,082 3,129 2,941: 924 1,111
Other: 4,939: 1,717 389 421 2,348 3,128 4,485 3,938: 454 1,002
: : :
: : Changes in Commitments from: May 19, 2009 :
: 658: 33 360 261 245 92 539 713: 119 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 19.2 10.5 47.3 46.8 84.7 76.5: 15.3 23.5
Old : 100.0: 28.3 44.0 1.8 47.1 26.7 77.2 72.6: 22.8 27.4
Other: 100.0: 34.8 7.9 8.5 47.5 63.3 90.8 79.7: 9.2 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 16 10 21 16 40 38:
Old : 51: 16 13 4 19 10 35 27:
Other: 32: 4 9 7 14 15 24 25:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 25.5 47.2 42.2 28.9 24.2 42.1 37.1
Old : 28.6 32.6 43.4 46.4 28.4 32.6 43.2 46.3
Other: 48.8 40.5 74.1 57.0 47.7 33.2 66.3 46.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 575,410: 124,199 46,714 30,741 307,462 384,704 462,401 462,159: 113,009 113,251
Old : 575,410: 124,199 46,714 30,741 307,462 384,704 462,401 462,159: 113,009 113,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 8,743: -2,675 2,150 -973 4,557 -4,423 908 -3,246: 7,834 11,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 8.1 5.3 53.4 66.9 80.4 80.3: 19.6 19.7
Old : 100.0: 21.6 8.1 5.3 53.4 66.9 80.4 80.3: 19.6 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: 26 21 16 64 70 99 99:
Old : 133: 26 21 16 64 70 99 99:
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 : 18.2 26.9 30.9 38.0 16.8 24.4 27.8 34.2
Old : 18.2 26.9 30.9 38.0 16.8 24.4 27.8 34.2
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 with Delta-adjusted Options and Futures Combined, 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 : 1,382,142: 39,181 214,326 112,760 944,617 736,625 1,096,558 1,063,711: 285,584 318,431
Old : 1,382,142: 39,181 214,326 112,760 944,617 736,625 1,096,558 1,063,711: 285,584 318,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -97,921: -15,644 59,967 -49,722 -93,249 -138,810 -158,616 -128,565: 60,695 30,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 15.5 8.2 68.3 53.3 79.3 77.0: 20.7 23.0
Old : 100.0: 2.8 15.5 8.2 68.3 53.3 79.3 77.0: 20.7 23.0
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 : 197: 23 48 42 105 102 151 171:
Old : 197: 23 48 42 105 102 151 171:
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 : 21.9 19.6 32.7 25.6 20.2 14.0 26.9 18.5
Old : 21.9 19.6 32.7 25.6 20.2 14.0 26.9 18.5
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 with Delta-adjusted Options and Futures Combined, 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 : 1,078,968: 96,116 97,159 55,648 718,239 639,331 870,002 792,138: 208,965 286,830
Old : 1,078,968: 96,116 97,159 55,648 718,239 639,331 870,002 792,138: 208,965 286,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 167,638: -13,120 3,929 8,793 125,556 68,585 121,228 81,307: 46,409 86,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.0 5.2 66.6 59.3 80.6 73.4: 19.4 26.6
Old : 100.0: 8.9 9.0 5.2 66.6 59.3 80.6 73.4: 19.4 26.6
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 : 123: 15 23 21 62 71 88 104:
Old : 123: 15 23 21 62 71 88 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 21.0 46.9 30.3 19.5 10.0 27.2 15.9
Old : 35.5 21.0 46.9 30.3 19.5 10.0 27.2 15.9
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 with Delta-adjusted Options and Futures Combined, 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 : 563,909: 166,688 22,549 124,634 227,864 383,844 519,186 531,027: 44,723 32,882
Old : 563,909: 166,688 22,549 124,634 227,864 383,844 519,186 531,027: 44,723 32,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 13,869: 2,576 509 2,955 4,380 10,895 9,912 14,360: 3,958 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.0 22.1 40.4 68.1 92.1 94.2: 7.9 5.8
Old : 100.0: 29.6 4.0 22.1 40.4 68.1 92.1 94.2: 7.9 5.8
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 : 85: 31 12 30 36 37 75 71:
Old : 85: 31 12 30 36 37 75 71:
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 : 27.8 36.9 42.0 53.5 19.0 34.1 30.4 41.2
Old : 27.8 36.9 42.0 53.5 19.0 34.1 30.4 41.2
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 with Delta-adjusted Options and Futures Combined, 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 : 19,247: 3,968 1,726 30 9,852 13,549 13,850 15,305: 5,397 3,942
Old : 19,247: 3,968 1,726 30 9,852 13,549 13,850 15,305: 5,397 3,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 5,244: 55 12 0 5,247 5,440 5,302 5,452: -58 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.0 0.2 51.2 70.4 72.0 79.5: 28.0 20.5
Old : 100.0: 20.6 9.0 0.2 51.2 70.4 72.0 79.5: 28.0 20.5
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 : 26: 6 5 2 10 8 18 13:
Old : 26: 6 5 2 10 8 18 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 : 51.3 67.8 61.6 75.7 50.7 67.8 60.9 75.7
Old : 51.3 67.8 61.6 75.7 50.7 67.8 60.9 75.7
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 with Delta-adjusted Options and Futures Combined, 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 : 61,048: 22,124 13,890 786 27,163 31,276 50,072 45,952: 10,975 15,095
Old : 61,048: 22,124 13,890 786 27,163 31,276 50,072 45,952: 10,975 15,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 4,049: 3,950 899 25 225 3,869 4,200 4,793: -151 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 22.8 1.3 44.5 51.2 82.0 75.3: 18.0 24.7
Old : 100.0: 36.2 22.8 1.3 44.5 51.2 82.0 75.3: 18.0 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 : 98: 32 25 13 27 29 63 63:
Old : 98: 32 25 13 27 29 63 63:
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 : 24.7 25.8 39.1 38.9 23.5 22.6 34.5 31.7
Old : 24.7 25.8 39.1 38.9 23.5 22.6 34.5 31.7
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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