WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 393,654: 74,605 87,643 103,288 182,691 153,497 360,584 344,428: 33,070 49,227
Old : 347,112: 68,916 79,941 85,527 161,671 139,165 316,113 304,633: 30,998 42,479
Other: 46,543: 19,900 21,913 3,550 21,020 14,332 44,471 39,795: 2,072 6,748
: : :
: : Changes in Commitments from: June 30, 2009 :
: 10,267: -5,964 7,600 6,017 6,675 -3,435 6,729 10,182: 3,539 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 22.3 26.2 46.4 39.0 91.6 87.5: 8.4 12.5
Old : 100.0: 19.9 23.0 24.6 46.6 40.1 91.1 87.8: 8.9 12.2
Other: 100.0: 42.8 47.1 7.6 45.2 30.8 95.5 85.5: 4.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 90 137 143 82 111 275 313:
Old : 370: 111 131 129 81 110 271 300:
Other: 147: 22 46 22 27 71 60 131:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 12.4 34.4 19.3 20.4 11.0 32.6 17.0
Old : 23.2 13.4 34.2 21.1 21.8 11.9 32.6 18.8
Other: 68.4 25.8 75.5 38.1 65.7 25.8 72.4 37.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 1,291,765: 229,900 129,235 354,472 584,042 552,477 1,168,414 1,036,185: 123,351 255,580
Old : 387,508: 78,123 99,511 79,425 189,380 155,478 346,928 334,413: 40,580 53,095
Other: 904,257: 208,979 86,927 217,845 394,662 397,000 821,486 701,772: 82,771 202,485
: : :
: : Changes in Commitments from: June 30, 2009 :
: 14,588: -5,536 11,983 13,731 3,849 -21,224 12,044 4,490: 2,544 10,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.0 27.4 45.2 42.8 90.5 80.2: 9.5 19.8
Old : 100.0: 20.2 25.7 20.5 48.9 40.1 89.5 86.3: 10.5 13.7
Other: 100.0: 23.1 9.6 24.1 43.6 43.9 90.8 77.6: 9.2 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 168 140 204 219 290 495 548:
Old : 521: 103 119 98 163 223 322 384:
Other: 604: 157 125 162 171 273 411 490:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 9.4 22.6 16.5 10.6 6.8 17.0 10.0
Old : 22.3 12.4 30.2 21.8 22.3 10.6 28.7 17.7
Other: 16.6 9.3 25.3 15.7 12.1 6.6 18.7 10.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 14,608: 1,335 1,015 1,024 10,218 10,327 12,577 12,367: 2,030 2,241
Old : 14,608: 1,335 1,015 1,024 10,218 10,327 12,577 12,367: 2,030 2,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -106: 21 -29 -252 81 -3 -150 -284: 44 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 6.9 7.0 70.0 70.7 86.1 84.7: 13.9 15.3
Old : 100.0: 9.1 6.9 7.0 70.0 70.7 86.1 84.7: 13.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 9 6 15 13 26 26:
Old : 39: 9 9 6 15 13 26 26:
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 : 39.8 58.8 58.4 71.4 35.6 45.2 49.5 53.5
Old : 39.8 58.8 58.4 71.4 35.6 45.2 49.5 53.5
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, July 7, 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 : 576,683: 110,575 23,046 172,634 239,393 291,986 522,602 487,666: 54,081 89,017
Old : 103,824: 26,245 6,134 29,624 34,155 58,022 90,024 93,780: 13,800 10,043
Other: 472,859: 100,571 33,154 126,768 205,238 233,964 432,578 393,886: 40,281 78,973
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,534: -16,086 1,198 3,244 11,077 -5,048 -1,764 -606: 230 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.0 29.9 41.5 50.6 90.6 84.6: 9.4 15.4
Old : 100.0: 25.3 5.9 28.5 32.9 55.9 86.7 90.3: 13.3 9.7
Other: 100.0: 21.3 7.0 26.8 43.4 49.5 91.5 83.3: 8.5 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 164 107 182 136 178 378 400:
Old : 295: 95 50 78 85 102 206 206:
Other: 456: 137 131 170 113 171 342 388:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 20.3 26.7 30.8 11.8 14.2 18.2 18.4
Old : 27.9 37.2 39.6 47.3 17.6 23.5 23.6 30.7
Other: 17.9 19.6 28.5 29.0 14.2 14.3 22.2 19.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,683: 17,915 2,600 374 10 3,179 18,299 6,153: 3,384 15,530
Old : 1,254: 648 402 30 10 87 688 519: 566 735
Other: 20,429: 17,354 2,285 257 0 3,092 17,611 5,634: 2,818 14,795
: : :
: : Changes in Commitments from: June 30, 2009 :
: 442: 319 94 109 0 -56 428 147: 14 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 12.0 1.7 0.0 14.7 84.4 28.4: 15.6 71.6
Old : 100.0: 51.7 32.1 2.4 0.8 6.9 54.9 41.4: 45.1 58.6
Other: 100.0: 84.9 11.2 1.3 0.0 15.1 86.2 27.6: 13.8 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 9 11 2 11 21 27:
Old : 23: 9 5 2 2 7 11 14:
Other: 35: 15 9 8 0 11 17 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 10.1 74.0 16.2 53.5 10.1 73.3 16.2
Old : 42.8 33.0 53.9 38.2 41.6 33.0 51.5 37.6
Other: 54.9 10.5 75.5 15.6 54.3 10.5 74.8 15.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 287,266: 26,117 57,625 73,240 162,412 127,879 261,769 258,743: 25,497 28,522
Old : 105,011: 14,899 14,414 21,520 58,710 57,644 95,129 93,577: 9,883 11,434
Other: 182,254: 23,993 55,986 38,945 103,702 70,235 166,640 165,166: 15,614 17,088
: : :
: : Changes in Commitments from: June 30, 2009 :
: 4,073: -4,824 9,146 3,159 9,273 -7,645 7,608 4,660: -3,535 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 20.1 25.5 56.5 44.5 91.1 90.1: 8.9 9.9
Old : 100.0: 14.2 13.7 20.5 55.9 54.9 90.6 89.1: 9.4 10.9
Other: 100.0: 13.2 30.7 21.4 56.9 38.5 91.4 90.6: 8.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 46 73 78 66 67 170 179:
Old : 162: 43 47 50 47 51 118 123:
Other: 185: 41 71 64 56 50 143 143:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 19.1 27.7 29.4 11.0 11.6 18.9 16.9
Old : 28.7 19.4 39.5 31.1 15.8 13.6 24.1 21.4
Other: 18.4 24.5 29.1 34.3 16.5 17.0 26.6 24.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 799,959: 89,398 144,020 36,147 557,158 469,245 682,703 649,413: 117,256 150,547
Old : 799,959: 89,398 144,020 36,147 557,158 469,245 682,703 649,413: 117,256 150,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 28,531: 17,252 -7,136 4,960 3,415 21,854 25,626 19,678: 2,905 8,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.0 4.5 69.6 58.7 85.3 81.2: 14.7 18.8
Old : 100.0: 11.2 18.0 4.5 69.6 58.7 85.3 81.2: 14.7 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 33 36 38 79 78 135 129:
Old : 167: 33 36 38 79 78 135 129:
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 : 22.6 28.5 30.7 36.7 20.1 28.1 26.9 36.1
Old : 22.6 28.5 30.7 36.7 20.1 28.1 26.9 36.1
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, July 7, 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 : 203,640: 44,937 11,693 41,267 84,716 128,470 170,920 181,430: 32,720 22,210
Old : 68,522: 22,260 4,526 7,091 26,530 48,471 55,882 60,088: 12,641 8,434
Other: 135,118: 35,700 20,190 21,153 58,186 79,999 115,038 121,342: 20,080 13,776
: : :
: : Changes in Commitments from: June 30, 2009 :
: -3,657: -8,924 3,883 -1,476 7,428 -6,307 -2,972 -3,900: -685 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.7 20.3 41.6 63.1 83.9 89.1: 16.1 10.9
Old : 100.0: 32.5 6.6 10.3 38.7 70.7 81.6 87.7: 18.4 12.3
Other: 100.0: 26.4 14.9 15.7 43.1 59.2 85.1 89.8: 14.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 69 24 56 68 61 158 128:
Old : 131: 45 19 29 54 50 108 90:
Other: 158: 50 35 44 59 48 135 106:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 32.3 24.3 45.9 8.7 26.1 15.1 32.2
Old : 20.5 28.9 31.3 45.0 18.6 27.1 28.8 42.1
Other: 19.8 40.6 29.4 53.0 15.9 35.9 23.9 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 8,361: 2,456 1,474 587 3,777 4,876 6,820 6,937: 1,541 1,424
Old : 8,361: 2,456 1,474 587 3,777 4,876 6,820 6,937: 1,541 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -84: 45 -31 -106 11 193 -50 57: -34 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 17.6 7.0 45.2 58.3 81.6 83.0: 18.4 17.0
Old : 100.0: 29.4 17.6 7.0 45.2 58.3 81.6 83.0: 18.4 17.0
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 : 51: 12 15 6 19 16 36 33:
Old : 51: 12 15 6 19 16 36 33:
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 : 32.6 38.5 50.2 54.7 32.6 34.8 46.3 45.9
Old : 32.6 38.5 50.2 54.7 32.6 34.8 46.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 640,839: 157,502 47,089 39,417 335,274 448,832 532,194 535,339: 108,646 105,500
Old : 640,839: 157,502 47,089 39,417 335,274 448,832 532,194 535,339: 108,646 105,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 46,384: 20,368 -7,248 4,290 -282 43,055 24,376 40,097: 22,008 6,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.3 6.2 52.3 70.0 83.0 83.5: 17.0 16.5
Old : 100.0: 24.6 7.3 6.2 52.3 70.0 83.0 83.5: 17.0 16.5
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 : 162: 40 25 23 64 76 111 117:
Old : 162: 40 25 23 64 76 111 117:
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 : 22.3 25.8 31.9 36.3 20.4 24.0 29.6 34.3
Old : 22.3 25.8 31.9 36.3 20.4 24.0 29.6 34.3
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, July 7, 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 : 1,348,314: 92,069 203,234 147,838 834,331 676,258 1,074,238 1,027,330: 274,076 320,984
Old : 1,348,314: 92,069 203,234 147,838 834,331 676,258 1,074,238 1,027,330: 274,076 320,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 52,068: -256 8,299 17,169 12,522 11,324 29,435 36,793: 22,633 15,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 15.1 11.0 61.9 50.2 79.7 76.2: 20.3 23.8
Old : 100.0: 6.8 15.1 11.0 61.9 50.2 79.7 76.2: 20.3 23.8
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 : 224: 45 43 56 112 109 180 186:
Old : 224: 45 43 56 112 109 180 186:
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 : 14.6 15.2 23.5 21.5 10.7 7.8 16.1 13.1
Old : 14.6 15.2 23.5 21.5 10.7 7.8 16.1 13.1
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, July 7, 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 : 844,935: 73,576 108,914 38,936 546,430 510,759 658,942 658,609: 185,993 186,326
Old : 844,935: 73,576 108,914 38,936 546,430 510,759 658,942 658,609: 185,993 186,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 29,392: -2,127 -7,446 10,753 22,286 34,596 30,912 37,903: -1,520 -8,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 12.9 4.6 64.7 60.4 78.0 77.9: 22.0 22.1
Old : 100.0: 8.7 12.9 4.6 64.7 60.4 78.0 77.9: 22.0 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 24 23 21 69 71 99 109:
Old : 136: 24 23 21 69 71 99 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 18.6 33.9 29.4 20.7 18.0 28.9 27.2
Old : 25.4 18.6 33.9 29.4 20.7 18.0 28.9 27.2
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, July 7, 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 : 516,045: 119,627 12,302 125,862 229,503 341,080 474,992 479,243: 41,053 36,801
Old : 516,045: 119,627 12,302 125,862 229,503 341,080 474,992 479,243: 41,053 36,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -48,970: -9,143 -4,472 -13,021 -26,455 -27,529 -48,619 -45,022: -351 -3,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 2.4 24.4 44.5 66.1 92.0 92.9: 8.0 7.1
Old : 100.0: 23.2 2.4 24.4 44.5 66.1 92.0 92.9: 8.0 7.1
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 : 86: 32 9 30 38 38 78 70:
Old : 86: 32 9 30 38 38 78 70:
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 37.3 43.1 54.2 19.6 29.3 28.7 36.8
Old : 26.4 37.3 43.1 54.2 19.6 29.3 28.7 36.8
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, July 7, 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 : 58,723: 13,649 13,623 830 34,298 26,039 48,777 40,492: 9,946 18,231
Old : 58,723: 13,649 13,623 830 34,298 26,039 48,777 40,492: 9,946 18,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 10,843: -173 6,664 111 9,401 -3,693 9,339 3,081: 1,503 7,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 23.2 1.4 58.4 44.3 83.1 69.0: 16.9 31.0
Old : 100.0: 23.2 23.2 1.4 58.4 44.3 83.1 69.0: 16.9 31.0
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 : 81: 18 26 6 25 23 45 53:
Old : 81: 18 26 6 25 23 45 53:
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 : 27.3 23.6 43.2 36.0 26.8 20.1 41.4 31.8
Old : 27.3 23.6 43.2 36.0 26.8 20.1 41.4 31.8
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, July 7, 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 : 34,313: 2,464 2,032 88 29,658 29,766 32,210 31,886: 2,103 2,427
Old : 34,313: 2,464 2,032 88 29,658 29,766 32,210 31,886: 2,103 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 3,394: -2,180 -385 -434 4,929 3,138 2,315 2,319: 1,079 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.9 0.3 86.4 86.7 93.9 92.9: 6.1 7.1
Old : 100.0: 7.2 5.9 0.3 86.4 86.7 93.9 92.9: 6.1 7.1
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 : 38: 5 11 1 11 13 17 24:
Old : 38: 5 11 1 11 13 17 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 : 79.8 83.7 90.8 88.5 79.8 83.5 90.8 88.3
Old : 79.8 83.7 90.8 88.5 79.8 83.5 90.8 88.3
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, July 7, 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 : 33,766: 7,894 375 831 24,847 32,466 33,572 33,672: 194 94
Old : 33,766: 7,894 375 831 24,847 32,466 33,572 33,672: 194 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,447: -791 109 690 1,458 775 1,357 1,574: 90 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 1.1 2.5 73.6 96.1 99.4 99.7: 0.6 0.3
Old : 100.0: 23.4 1.1 2.5 73.6 96.1 99.4 99.7: 0.6 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 : 27: 6 5 1 11 8 17 14:
Old : 27: 6 5 1 11 8 17 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 : 83.9 84.2 95.4 97.3 68.3 79.6 79.8 83.2
Old : 83.9 84.2 95.4 97.3 68.3 79.6 79.8 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009