WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 451,713: 83,611 70,543 138,732 192,127 191,436 414,470 400,711: 37,242 51,002
Old : 407,859: 76,439 62,606 123,774 172,028 176,909 372,241 363,288: 35,618 44,571
Other: 43,854: 18,813 19,579 3,317 20,099 14,527 42,229 37,423: 1,625 6,431
: : :
: : Changes in Commitments from: June 9, 2009 :
: 856: -3,703 2,956 8,084 251 -9,667 4,632 1,373: -3,776 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.6 30.7 42.5 42.4 91.8 88.7: 8.2 11.3
Old : 100.0: 18.7 15.3 30.3 42.2 43.4 91.3 89.1: 8.7 10.9
Other: 100.0: 42.9 44.6 7.6 45.8 33.1 96.3 85.3: 3.7 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 109 121 175 89 112 317 336:
Old : 394: 136 111 168 89 109 314 328:
Other: 139: 18 49 21 24 64 52 126:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 14.8 28.5 21.9 16.2 13.2 25.9 18.4
Old : 18.7 15.7 27.2 23.5 16.7 14.0 24.2 19.8
Other: 70.6 23.8 78.9 34.3 68.0 22.7 74.5 32.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 1,395,921: 256,448 86,074 427,126 580,394 624,375 1,263,969 1,137,576: 131,952 258,345
Old : 639,628: 111,388 92,946 190,582 273,790 268,241 575,761 551,770: 63,867 87,858
Other: 756,293: 199,473 47,541 182,131 306,604 356,134 688,208 585,806: 68,084 170,486
: : :
: : Changes in Commitments from: June 9, 2009 :
: -16,711: -25,997 12,539 -94 20,002 -33,582 -6,090 -21,137: -10,621 4,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.2 30.6 41.6 44.7 90.5 81.5: 9.5 18.5
Old : 100.0: 17.4 14.5 29.8 42.8 41.9 90.0 86.3: 10.0 13.7
Other: 100.0: 26.4 6.3 24.1 40.5 47.1 91.0 77.5: 9.0 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 193 122 242 245 293 563 573:
Old : 617: 146 139 182 214 263 473 491:
Other: 585: 175 97 155 166 270 394 475:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 10.8 20.6 17.4 10.5 6.9 15.8 10.3
Old : 14.7 12.3 22.6 20.5 13.2 8.6 19.6 13.6
Other: 16.6 9.6 24.6 16.6 13.9 7.5 20.4 11.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 16,024: 1,619 613 1,674 8,764 10,618 12,057 12,906: 3,968 3,119
Old : 16,024: 1,619 613 1,674 8,764 10,618 12,057 12,906: 3,968 3,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -685: -754 15 -156 -998 -1,655 -1,909 -1,797: 1,224 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.8 10.4 54.7 66.3 75.2 80.5: 24.8 19.5
Old : 100.0: 10.1 3.8 10.4 54.7 66.3 75.2 80.5: 24.8 19.5
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 : 44: 10 7 11 19 12 37 27:
Old : 44: 10 7 11 19 12 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 56.0 43.5 66.7 24.3 44.3 34.3 50.4
Old : 29.5 56.0 43.5 66.7 24.3 44.3 34.3 50.4
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 16, 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 : 659,287: 136,001 22,098 221,186 240,586 326,466 597,773 569,750: 61,514 89,537
Old : 254,611: 57,719 12,588 101,306 65,640 117,543 224,665 231,438: 29,946 23,173
Other: 404,676: 94,294 25,522 103,869 174,946 208,922 373,109 338,313: 31,568 66,364
: : :
: : Changes in Commitments from: June 9, 2009 :
: -764: -6,852 1,373 7,098 10,384 -6,305 10,630 2,166: -11,394 -2,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 3.4 33.5 36.5 49.5 90.7 86.4: 9.3 13.6
Old : 100.0: 22.7 4.9 39.8 25.8 46.2 88.2 90.9: 11.8 9.1
Other: 100.0: 23.3 6.3 25.7 43.2 51.6 92.2 83.6: 7.8 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 180 103 206 139 177 414 408:
Old : 403: 139 96 142 108 142 307 321:
Other: 420: 133 106 144 112 167 318 350:
:----------------------------------------------------------------------------------------------------
: 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 20.7 26.4 32.0 9.6 13.9 15.0 18.2
Old : 21.2 29.1 30.6 37.6 11.7 17.9 16.3 22.8
Other: 18.9 20.8 29.2 32.3 14.4 16.1 23.2 22.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,230: 19,712 4,383 1,188 14 2,978 20,914 8,549: 3,316 15,681
Old : 6,055: 4,252 2,994 331 14 307 4,597 3,632: 1,458 2,423
Other: 18,175: 15,822 1,751 495 0 2,671 16,317 4,917: 1,858 13,258
: : :
: : Changes in Commitments from: June 9, 2009 :
: 761: 865 369 -293 -1 104 571 180: 190 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 18.1 4.9 0.1 12.3 86.3 35.3: 13.7 64.7
Old : 100.0: 70.2 49.4 5.5 0.2 5.1 75.9 60.0: 24.1 40.0
Other: 100.0: 87.1 9.6 2.7 0.0 14.7 89.8 27.1: 10.2 72.9
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 14 14 2 9 24 32:
Old : 36: 15 14 6 2 5 18 24:
Other: 36: 17 10 10 0 9 18 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 : 55.0 10.6 73.8 17.8 53.0 10.6 70.8 17.2
Old : 48.0 32.7 66.7 46.6 44.3 32.7 63.0 45.0
Other: 58.3 9.5 79.9 15.1 56.7 9.5 78.3 15.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 313,639: 36,491 39,890 87,956 153,871 156,080 278,318 283,925: 35,321 29,714
Old : 170,440: 35,444 20,830 39,431 72,567 89,113 147,442 149,374: 22,998 21,067
Other: 143,199: 23,519 41,532 26,053 81,304 66,967 130,876 134,552: 12,323 8,647
: : :
: : Changes in Commitments from: June 9, 2009 :
: 13,084: -14,198 4,706 5,187 21,710 -4,249 12,698 5,644: 385 7,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.7 28.0 49.1 49.8 88.7 90.5: 11.3 9.5
Old : 100.0: 20.8 12.2 23.1 42.6 52.3 86.5 87.6: 13.5 12.4
Other: 100.0: 16.4 29.0 18.2 56.8 46.8 91.4 94.0: 8.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 50 58 93 66 66 192 182:
Old : 201: 71 48 66 55 58 157 151:
Other: 172: 38 64 54 57 44 136 125:
:----------------------------------------------------------------------------------------------------
: 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 24.5 24.4 35.1 8.7 14.4 14.7 20.6
Old : 19.8 21.1 28.3 32.0 7.0 9.8 12.6 15.9
Other: 18.8 32.4 32.1 43.5 17.7 25.1 29.8 33.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 795,866: 68,939 154,086 48,131 552,273 449,082 669,343 651,299: 126,523 144,567
Old : 795,866: 68,939 154,086 48,131 552,273 449,082 669,343 651,299: 126,523 144,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 8,213: -3,938 -2,296 -95 8,067 3,782 4,033 1,390: 4,180 6,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.4 6.0 69.4 56.4 84.1 81.8: 15.9 18.2
Old : 100.0: 8.7 19.4 6.0 69.4 56.4 84.1 81.8: 15.9 18.2
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 : 163: 23 41 35 78 80 128 129:
Old : 163: 23 41 35 78 80 128 129:
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 : 24.1 25.9 31.9 33.2 20.9 25.1 28.5 32.5
Old : 24.1 25.9 31.9 33.2 20.9 25.1 28.5 32.5
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 16, 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 : 230,362: 60,661 6,261 49,367 77,598 151,130 187,626 206,757: 42,736 23,605
Old : 120,684: 46,593 4,525 18,197 27,555 83,142 92,345 105,863: 28,339 14,820
Other: 109,678: 22,992 10,661 22,245 50,044 67,988 95,281 100,894: 14,398 8,785
: : :
: : Changes in Commitments from: June 9, 2009 :
: -587: -820 -656 909 1,541 -2,244 1,630 -1,991: -2,217 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 2.7 21.4 33.7 65.6 81.4 89.8: 18.6 10.2
Old : 100.0: 38.6 3.7 15.1 22.8 68.9 76.5 87.7: 23.5 12.3
Other: 100.0: 21.0 9.7 20.3 45.6 62.0 86.9 92.0: 13.1 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 69 28 55 69 67 167 128:
Old : 162: 66 23 33 61 58 140 101:
Other: 137: 33 32 40 54 48 116 96:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 38.2 23.3 50.7 7.5 31.9 13.1 37.1
Old : 13.3 37.4 20.8 50.3 9.7 33.2 16.5 45.8
Other: 25.5 43.4 35.8 55.8 19.3 39.5 26.9 47.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 9,407: 2,543 1,214 736 3,935 5,399 7,214 7,349: 2,193 2,058
Old : 2,299: 550 461 38 764 933 1,353 1,432: 946 867
Other: 7,108: 2,181 942 509 3,171 4,467 5,861 5,918: 1,247 1,190
: : :
: : Changes in Commitments from: June 9, 2009 :
: -190: 18 47 -84 -195 -255 -261 -291: 71 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.9 7.8 41.8 57.4 76.7 78.1: 23.3 21.9
Old : 100.0: 23.9 20.1 1.7 33.3 40.6 58.8 62.3: 41.2 37.7
Other: 100.0: 30.7 13.2 7.2 44.6 62.8 82.5 83.3: 17.5 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 18 9 8 19 18 39 34:
Old : 37: 12 6 4 11 14 23 24:
Other: 42: 9 10 7 16 17 31 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 : 27.6 33.1 44.3 49.5 27.6 31.5 41.3 43.6
Old : 34.4 33.9 48.4 48.1 34.4 33.9 48.3 47.6
Other: 36.6 41.8 56.3 57.9 36.6 38.0 52.1 48.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 582,853: 118,688 61,495 43,948 337,746 372,576 500,383 478,019: 82,471 104,834
Old : 582,853: 118,688 61,495 43,948 337,746 372,576 500,383 478,019: 82,471 104,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 2,993: -9,426 17,605 13,203 5,211 -28,723 8,988 2,085: -5,995 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.6 7.5 57.9 63.9 85.9 82.0: 14.1 18.0
Old : 100.0: 20.4 10.6 7.5 57.9 63.9 85.9 82.0: 14.1 18.0
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 : 162: 35 28 23 72 76 116 118:
Old : 162: 35 28 23 72 76 116 118:
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 : 22.4 21.8 32.4 32.5 21.3 19.7 30.4 30.3
Old : 22.4 21.8 32.4 32.5 21.3 19.7 30.4 30.3
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 16, 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 : 1,548,960: 89,782 188,359 237,553 932,786 811,371 1,260,121 1,237,283: 288,838 311,676
Old : 1,548,960: 89,782 188,359 237,553 932,786 811,371 1,260,121 1,237,283: 288,838 311,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 41,360: 16,924 23,255 17,689 2,329 -21,622 36,942 19,322: 4,418 22,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 12.2 15.3 60.2 52.4 81.4 79.9: 18.6 20.1
Old : 100.0: 5.8 12.2 15.3 60.2 52.4 81.4 79.9: 18.6 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 : 234: 42 48 66 125 119 200 201:
Old : 234: 42 48 66 125 119 200 201:
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 : 13.8 14.1 20.7 20.7 8.4 7.5 12.4 12.2
Old : 13.8 14.1 20.7 20.7 8.4 7.5 12.4 12.2
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 16, 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 : 902,403: 102,491 116,193 80,434 546,068 498,548 728,993 695,175: 173,410 207,228
Old : 902,403: 102,491 116,193 80,434 546,068 498,548 728,993 695,175: 173,410 207,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 41,974: -1,989 17,510 6,529 32,780 30,917 37,320 54,956: 4,654 -12,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 12.9 8.9 60.5 55.2 80.8 77.0: 19.2 23.0
Old : 100.0: 11.4 12.9 8.9 60.5 55.2 80.8 77.0: 19.2 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 : 138: 19 27 26 72 75 102 117:
Old : 138: 19 27 26 72 75 102 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 15.1 34.9 25.1 21.9 13.5 29.7 21.4
Old : 26.4 15.1 34.9 25.1 21.9 13.5 29.7 21.4
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 16, 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 : 507,415: 131,895 9,856 106,007 225,979 354,761 463,882 470,624: 43,533 36,790
Old : 507,415: 131,895 9,856 106,007 225,979 354,761 463,882 470,624: 43,533 36,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 11,044: 3,011 188 1,563 15,476 15,391 20,050 17,142: -9,006 -6,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 1.9 20.9 44.5 69.9 91.4 92.7: 8.6 7.3
Old : 100.0: 26.0 1.9 20.9 44.5 69.9 91.4 92.7: 8.6 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 : 91: 32 10 34 41 38 85 74:
Old : 91: 32 10 34 41 38 85 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 38.8 40.1 53.5 20.0 32.6 30.0 40.9
Old : 26.1 38.8 40.1 53.5 20.0 32.6 30.0 40.9
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 16, 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 : 28,168: 7,044 1,301 466 13,621 20,627 21,131 22,394: 7,038 5,774
Old : 28,168: 7,044 1,301 466 13,621 20,627 21,131 22,394: 7,038 5,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 2,461: 1,150 -119 440 -403 885 1,187 1,206: 1,273 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.6 1.7 48.4 73.2 75.0 79.5: 25.0 20.5
Old : 100.0: 25.0 4.6 1.7 48.4 73.2 75.0 79.5: 25.0 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 4 3 11 11 20 15:
Old : 26: 6 4 3 11 11 20 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 : 45.8 60.3 61.0 70.7 44.7 56.4 54.4 63.2
Old : 45.8 60.3 61.0 70.7 44.7 56.4 54.4 63.2
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 with Delta-adjusted Options and Futures Combined, June 16, 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 : 77,350: 18,853 20,873 3,092 42,768 35,819 64,713 59,784: 12,637 17,566
Old : 77,350: 18,853 20,873 3,092 42,768 35,819 64,713 59,784: 12,637 17,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 15,744: 1,968 3,633 2,200 9,754 7,323 13,921 13,156: 1,822 2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 27.0 4.0 55.3 46.3 83.7 77.3: 16.3 22.7
Old : 100.0: 24.4 27.0 4.0 55.3 46.3 83.7 77.3: 16.3 22.7
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 : 94: 29 21 17 34 29 70 61:
Old : 94: 29 21 17 34 29 70 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 23.3 37.8 36.7 15.7 20.2 23.2 28.9
Old : 24.4 23.3 37.8 36.7 15.7 20.2 23.2 28.9
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 16, 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 : 25,246: 4,200 4,173 86 20,950 20,654 25,236 24,913: 10 333
Old : 25,246: 4,200 4,173 86 20,950 20,654 25,236 24,913: 10 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -14,466: -1,128 1,663 -588 -12,696 -11,576 -14,412 -10,501: -54 -3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.5 0.3 83.0 81.8 100.0 98.7: 0.0 1.3
Old : 100.0: 16.6 16.5 0.3 83.0 81.8 100.0 98.7: 0.0 1.3
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 : 42: 6 13 1 11 14 18 27:
Old : 42: 6 13 1 11 14 18 27:
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 : 83.7 80.5 94.1 90.3 83.7 79.5 94.1 89.2
Old : 83.7 80.5 94.1 90.3 83.7 79.5 94.1 89.2
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 16, 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 : 40,360: 3,372 949 0 36,917 39,155 40,289 40,104: 71 256
Old : 40,360: 3,372 949 0 36,917 39,155 40,289 40,104: 71 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -9,250: 1,573 364 -323 -10,467 -9,464 -9,217 -9,423: -33 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.4 0.0 91.5 97.0 99.8 99.4: 0.2 0.6
Old : 100.0: 8.4 2.4 0.0 91.5 97.0 99.8 99.4: 0.2 0.6
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 : 26: 6 5 0 9 9 15 14:
Old : 26: 6 5 0 9 9 15 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 : 84.6 88.5 97.8 97.3 74.3 84.2 87.6 87.9
Old : 84.6 88.5 97.8 97.3 74.3 84.2 87.6 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009