WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 460,079: 100,372 71,717 132,193 193,998 207,426 426,563 411,336: 33,516 48,742
Old : 435,692: 96,232 69,048 125,958 182,090 197,113 404,279 392,120: 31,412 43,572
Other: 24,387: 8,190 6,718 2,186 11,908 10,313 22,284 19,217: 2,104 5,171
: : :
: : Changes in Commitments from: May 26, 2009 :
: 55,056: 12,732 3,940 26,389 13,467 20,609 52,588 50,937: 2,468 4,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.6 28.7 42.2 45.1 92.7 89.4: 7.3 10.6
Old : 100.0: 22.1 15.8 28.9 41.8 45.2 92.8 90.0: 7.2 10.0
Other: 100.0: 33.6 27.5 9.0 48.8 42.3 91.4 78.8: 8.6 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 120 134 162 87 109 322 316:
Old : 393: 126 134 155 87 109 317 313:
Other: 120: 31 22 22 27 57 68 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.3 27.5 25.2 15.8 15.7 25.3 20.7
Old : 17.0 17.9 26.8 26.2 15.9 16.2 25.3 21.6
Other: 39.9 31.5 53.8 42.6 31.9 24.2 42.6 31.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 1,412,608: 285,563 82,991 421,100 556,906 654,755 1,263,569 1,158,846: 149,039 253,762
Old : 719,761: 162,110 111,458 190,213 285,760 319,041 638,084 620,712: 81,677 99,049
Other: 692,847: 188,732 36,813 165,607 271,145 335,713 625,485 538,133: 67,362 154,713
: : :
: : Changes in Commitments from: May 26, 2009 :
: 82,777: 32,702 10,161 33,862 6,620 36,946 73,184 80,970: 9,594 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.9 29.8 39.4 46.4 89.4 82.0: 10.6 18.0
Old : 100.0: 22.5 15.5 26.4 39.7 44.3 88.7 86.2: 11.3 13.8
Other: 100.0: 27.2 5.3 23.9 39.1 48.5 90.3 77.7: 9.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 667: 204 114 222 237 291 551 540:
Old : 617: 177 122 175 211 269 479 481:
Other: 554: 151 102 150 155 259 376 445:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 13.1 19.6 19.9 10.2 10.4 15.3 13.9
Old : 12.3 14.5 20.8 22.7 11.8 11.6 19.6 17.9
Other: 17.6 12.0 26.0 19.4 15.6 10.0 22.0 14.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 16,924: 2,617 653 1,606 9,363 12,003 13,586 14,262: 3,338 2,662
Old : 16,924: 2,617 653 1,606 9,363 12,003 13,586 14,262: 3,338 2,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 2,241: 233 -107 349 694 1,382 1,277 1,625: 965 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.9 9.5 55.3 70.9 80.3 84.3: 19.7 15.7
Old : 100.0: 15.5 3.9 9.5 55.3 70.9 80.3 84.3: 19.7 15.7
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 : 47: 13 8 9 18 12 38 25:
Old : 47: 13 8 9 18 12 38 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 : 30.8 56.9 49.0 70.1 23.6 39.1 33.3 48.6
Old : 30.8 56.9 49.0 70.1 23.6 39.1 33.3 48.6
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, June 2, 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 : 642,081: 137,956 19,754 215,711 221,566 319,256 575,233 554,721: 66,847 87,360
Old : 320,665: 78,980 27,885 101,575 102,531 163,921 283,087 293,381: 37,579 27,284
Other: 321,415: 85,114 18,007 87,998 119,035 155,335 292,147 261,340: 29,269 60,076
: : :
: : Changes in Commitments from: May 26, 2009 :
: 18,256: -959 527 12,831 7,000 7,998 18,872 21,356: -616 -3,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 3.1 33.6 34.5 49.7 89.6 86.4: 10.4 13.6
Old : 100.0: 24.6 8.7 31.7 32.0 51.1 88.3 91.5: 11.7 8.5
Other: 100.0: 26.5 5.6 27.4 37.0 48.3 90.9 81.3: 9.1 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 182 89 189 139 172 406 378:
Old : 422: 159 90 136 103 146 317 317:
Other: 377: 112 88 116 115 155 295 296:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 20.8 25.8 32.0 10.0 15.7 15.2 19.9
Old : 17.0 28.6 26.9 37.9 13.3 23.2 21.2 28.8
Other: 16.1 19.3 27.3 31.2 11.0 12.2 18.5 17.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,206: 19,342 3,741 1,448 12 2,900 20,802 8,089: 3,404 16,117
Old : 7,689: 5,096 3,707 410 12 343 5,518 4,460: 2,171 3,229
Other: 16,517: 14,988 776 296 0 2,557 15,284 3,629: 1,233 12,888
: : :
: : Changes in Commitments from: May 26, 2009 :
: 968: 511 735 366 -9 -338 868 763: 100 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 15.5 6.0 0.0 12.0 85.9 33.4: 14.1 66.6
Old : 100.0: 66.3 48.2 5.3 0.2 4.5 71.8 58.0: 28.2 42.0
Other: 100.0: 90.7 4.7 1.8 0.0 15.5 92.5 22.0: 7.5 78.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 12 12 2 9 22 31:
Old : 39: 16 14 5 2 8 18 27:
Other: 31: 15 7 10 0 9 16 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 : 51.3 10.8 71.5 17.4 48.3 10.8 67.8 16.8
Old : 43.4 29.1 59.5 42.7 39.6 29.1 54.6 41.3
Other: 62.0 9.6 83.5 14.8 61.5 9.6 83.0 14.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 285,220: 50,626 31,676 72,569 125,925 159,726 249,119 263,971: 36,101 21,249
Old : 198,842: 48,734 25,850 37,641 86,775 120,246 173,150 183,736: 25,692 15,106
Other: 86,378: 14,187 18,122 22,632 39,150 39,480 75,970 80,235: 10,409 6,143
: : :
: : Changes in Commitments from: May 26, 2009 :
: 7,289: 7,135 -2,426 4,571 -5,581 6,417 6,126 8,563: 1,164 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.1 25.4 44.2 56.0 87.3 92.6: 12.7 7.4
Old : 100.0: 24.5 13.0 18.9 43.6 60.5 87.1 92.4: 12.9 7.6
Other: 100.0: 16.4 21.0 26.2 45.3 45.7 87.9 92.9: 12.1 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 75 36 68 70 64 187 146:
Old : 198: 80 38 56 63 56 167 129:
Other: 138: 32 40 35 54 46 108 100:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 29.6 24.5 41.0 9.6 24.6 16.0 31.3
Old : 14.1 31.7 22.8 42.1 10.3 27.4 17.9 36.4
Other: 22.0 32.1 35.0 47.1 13.6 22.4 22.9 31.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 820,574: 72,110 154,801 43,313 582,617 461,821 698,041 659,935: 122,533 160,638
Old : 820,574: 72,110 154,801 43,313 582,617 461,821 698,041 659,935: 122,533 160,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 45,017: 24,010 -12,156 15,975 10,486 36,584 50,472 40,403: -5,455 4,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 18.9 5.3 71.0 56.3 85.1 80.4: 14.9 19.6
Old : 100.0: 8.8 18.9 5.3 71.0 56.3 85.1 80.4: 14.9 19.6
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 : 158: 24 39 35 78 74 128 122:
Old : 158: 24 39 35 78 74 128 122:
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 30.8 35.5 37.6 21.5 24.4 29.8 31.3
Old : 24.9 30.8 35.5 37.6 21.5 24.4 29.8 31.3
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, June 2, 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 : 217,520: 62,172 4,644 42,581 70,878 149,632 175,631 196,857: 41,890 20,663
Old : 135,071: 57,859 5,421 16,585 30,719 99,375 105,162 121,381: 29,908 13,689
Other: 82,450: 12,313 7,222 17,997 40,159 50,257 70,468 75,476: 11,981 6,974
: : :
: : Changes in Commitments from: May 26, 2009 :
: 7,341: 2,892 -1,359 3,058 1,059 5,922 7,008 7,621: 332 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.1 19.6 32.6 68.8 80.7 90.5: 19.3 9.5
Old : 100.0: 42.8 4.0 12.3 22.7 73.6 77.9 89.9: 22.1 10.1
Other: 100.0: 14.9 8.8 21.8 48.7 61.0 85.5 91.5: 14.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 79 18 55 63 59 162 120:
Old : 165: 82 13 34 58 49 146 92:
Other: 121: 31 26 35 48 41 103 83:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 39.9 22.1 51.7 8.7 33.2 14.7 41.0
Old : 13.4 41.7 22.8 54.7 12.7 39.7 21.6 52.3
Other: 25.2 45.0 34.6 53.9 18.1 37.2 24.8 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 9,836: 2,504 1,659 997 4,209 5,075 7,710 7,730: 2,126 2,105
Old : 3,661: 950 1,653 52 1,382 897 2,384 2,602: 1,277 1,059
Other: 6,175: 2,072 523 427 2,827 4,177 5,326 5,128: 849 1,047
: : :
: : Changes in Commitments from: May 26, 2009 :
: 843: 94 -63 50 -48 865 95 851: 748 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 16.9 10.1 42.8 51.6 78.4 78.6: 21.6 21.4
Old : 100.0: 26.0 45.2 1.4 37.8 24.5 65.1 71.1: 34.9 28.9
Other: 100.0: 33.6 8.5 6.9 45.8 67.7 86.3 83.1: 13.7 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 17 11 10 21 19 40 39:
Old : 47: 14 11 4 17 11 31 26:
Other: 39: 6 9 6 15 18 26 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 26.9 42.9 43.2 26.8 26.3 40.4 38.6
Old : 27.2 35.5 40.4 53.5 27.2 35.5 40.3 53.5
Other: 40.9 39.6 62.7 54.1 40.9 34.9 58.6 47.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 516,542: 124,498 51,962 23,154 262,619 346,803 410,272 421,919: 106,270 94,623
Old : 516,542: 124,498 51,962 23,154 262,619 346,803 410,272 421,919: 106,270 94,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -58,868: 300 5,248 -7,587 -44,843 -37,901 -52,130 -40,240: -6,738 -18,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 10.1 4.5 50.8 67.1 79.4 81.7: 20.6 18.3
Old : 100.0: 24.1 10.1 4.5 50.8 67.1 79.4 81.7: 20.6 18.3
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 : 131: 23 25 17 58 68 91 100:
Old : 131: 23 25 17 58 68 91 100:
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 : 20.5 23.6 31.3 34.7 19.1 21.2 29.5 32.1
Old : 20.5 23.6 31.3 34.7 19.1 21.2 29.5 32.1
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, June 2, 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 : 1,476,783: 71,286 198,474 179,952 936,528 794,791 1,187,767 1,173,217: 289,016 303,566
Old : 1,476,783: 71,286 198,474 179,952 936,528 794,791 1,187,767 1,173,217: 289,016 303,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 94,641: 32,105 -15,852 67,192 -8,088 58,166 91,209 109,506: 3,432 -14,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 13.4 12.2 63.4 53.8 80.4 79.4: 19.6 20.6
Old : 100.0: 4.8 13.4 12.2 63.4 53.8 80.4 79.4: 19.6 20.6
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 : 214: 36 46 55 112 110 174 187:
Old : 214: 36 46 55 112 110 174 187:
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 : 15.0 17.3 26.5 22.5 13.5 11.0 19.6 15.2
Old : 15.0 17.3 26.5 22.5 13.5 11.0 19.6 15.2
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, June 2, 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 : 814,208: 93,591 98,765 45,983 526,691 455,742 666,264 600,490: 147,944 213,719
Old : 814,208: 93,591 98,765 45,983 526,691 455,742 666,264 600,490: 147,944 213,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -264,759: -2,525 1,606 -9,665 -191,548 -183,589 -203,738 -191,648: -61,021 -73,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.1 5.6 64.7 56.0 81.8 73.8: 18.2 26.2
Old : 100.0: 11.5 12.1 5.6 64.7 56.0 81.8 73.8: 18.2 26.2
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 : 117: 13 21 18 64 70 86 100:
Old : 117: 13 21 18 64 70 86 100:
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 : 29.7 14.6 39.9 23.4 22.6 8.6 32.0 15.4
Old : 29.7 14.6 39.9 23.4 22.6 8.6 32.0 15.4
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, June 2, 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 : 469,325: 128,956 17,361 93,731 210,161 327,485 432,848 438,577: 36,476 30,748
Old : 469,325: 128,956 17,361 93,731 210,161 327,485 432,848 438,577: 36,476 30,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -94,584: -37,732 -5,188 -30,902 -17,703 -56,360 -86,337 -92,450: -8,247 -2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 3.7 20.0 44.8 69.8 92.2 93.4: 7.8 6.6
Old : 100.0: 27.5 3.7 20.0 44.8 69.8 92.2 93.4: 7.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 28 13 28 38 37 76 69:
Old : 85: 28 13 28 38 37 76 69:
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 : 27.6 36.8 42.9 51.7 21.8 31.7 32.4 41.0
Old : 27.6 36.8 42.9 51.7 21.8 31.7 32.4 41.0
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, June 2, 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 : 25,112: 5,319 1,468 23 13,742 18,513 19,084 20,004: 6,029 5,109
Old : 25,112: 5,319 1,468 23 13,742 18,513 19,084 20,004: 6,029 5,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 5,866: 1,351 -258 -7 3,890 4,964 5,234 4,699: 632 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.8 0.1 54.7 73.7 76.0 79.7: 24.0 20.3
Old : 100.0: 21.2 5.8 0.1 54.7 73.7 76.0 79.7: 24.0 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 4 2 11 9 20 13:
Old : 28: 7 4 2 11 9 20 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 : 50.2 69.8 62.8 75.9 49.7 69.8 62.1 75.9
Old : 50.2 69.8 62.8 75.9 49.7 69.8 62.1 75.9
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, June 2, 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 : 57,708: 18,667 13,948 796 27,552 27,452 47,014 42,196: 10,694 15,513
Old : 57,708: 18,667 13,948 796 27,552 27,452 47,014 42,196: 10,694 15,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,339: -3,457 58 10 389 -3,825 -3,058 -3,756: -281 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 24.2 1.4 47.7 47.6 81.5 73.1: 18.5 26.9
Old : 100.0: 32.3 24.2 1.4 47.7 47.6 81.5 73.1: 18.5 26.9
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 : 95: 28 22 12 27 32 58 63:
Old : 95: 28 22 12 27 32 58 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 : 23.1 20.1 37.0 34.2 21.5 18.3 32.2 29.5
Old : 23.1 20.1 37.0 34.2 21.5 18.3 32.2 29.5
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, June 2, 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 : 31,527: 3,040 7,148 367 27,793 23,478 31,200 30,993: 327 534
Old : 31,527: 3,040 7,148 367 27,793 23,478 31,200 30,993: 327 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 8,907: 1,293 3,358 49 7,301 5,225 8,643 8,632: 264 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 22.7 1.2 88.2 74.5 99.0 98.3: 1.0 1.7
Old : 100.0: 9.6 22.7 1.2 88.2 74.5 99.0 98.3: 1.0 1.7
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 : 38: 8 9 3 13 14 23 24:
Old : 38: 8 9 3 13 14 23 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 : 78.9 82.6 92.7 91.7 66.1 66.6 75.3 74.2
Old : 78.9 82.6 92.7 91.7 66.1 66.6 75.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 27,259: 2,301 229 137 24,225 26,345 26,663 26,711: 596 548
Old : 27,259: 2,301 229 137 24,225 26,345 26,663 26,711: 596 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,104: -304 63 -781 -253 -850 -1,338 -1,568: 234 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.8 0.5 88.9 96.6 97.8 98.0: 2.2 2.0
Old : 100.0: 8.4 0.8 0.5 88.9 96.6 97.8 98.0: 2.2 2.0
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 : 26: 7 4 1 9 10 16 15:
Old : 26: 7 4 1 9 10 16 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 : 74.8 82.6 91.8 95.4 62.3 76.3 77.8 80.5
Old : 74.8 82.6 91.8 95.4 62.3 76.3 77.8 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009