WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 341,840 COMMITMENTS 86,529 79,056 53,399 165,116 161,527 305,044 293,982 36,796 47,858 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -4,178) -13,605 -5,532 2,844 -757 -5,664 -11,518 -8,352 7,340 4,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 23.1 15.6 48.3 47.3 89.2 86.0 10.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 102 112 133 75 99 277 286 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 978,960 COMMITMENTS 303,745 93,378 136,459 425,844 538,141 866,048 767,978 112,912 210,982 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,022) -3,541 -7,202 2,741 6,560 5,656 5,760 1,195 -6,782 -2,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 9.5 13.9 43.5 55.0 88.5 78.4 11.5 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645) 191 98 177 172 267 461 487 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,073 COMMITMENTS 3,066 596 641 8,705 11,934 12,412 13,171 2,661 1,902 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -186) -254 -25 231 432 301 409 507 -595 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 4.0 4.3 57.8 79.2 82.3 87.4 17.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 4 7 18 13 39 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,526 COMMITMENTS 157,798 29,378 59,222 180,269 292,344 397,289 380,944 63,237 79,582 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 13,513) 6,026 3,016 -5,747 8,729 12,175 9,008 9,444 4,505 4,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 6.4 12.9 39.1 63.5 86.3 82.7 13.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 176 73 124 126 160 361 316 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 23,469 COMMITMENTS 18,847 4,014 1,481 15 2,874 20,343 8,369 3,126 15,100 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -737) -495 273 33 3 -26 -459 280 -278 -1,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.3 17.1 6.3 0.1 12.2 86.7 35.7 13.3 64.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 16 14 2 9 23 34 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 248,185 COMMITMENTS 64,177 35,362 45,204 105,115 146,529 214,496 227,095 33,689 21,090 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 10,961) 4,168 3,005 6,671 1,285 752 12,124 10,428 -1,163 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 14.2 18.2 42.4 59.0 86.4 91.5 13.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 78 33 69 58 52 182 141 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 708,941 COMMITMENTS 76,255 157,221 7,940 513,277 414,644 597,472 579,805 111,469 129,136 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -46,662) 3,386 2,152 -2,262 -47,100 -25,113 -45,976 -25,223 -686 -21,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 22.2 1.1 72.4 58.5 84.3 81.8 15.7 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 27 32 13 70 70 108 104 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 196,862 COMMITMENTS 68,864 9,007 22,040 64,503 146,420 155,407 177,467 41,455 19,395 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 10,110) -556 1,473 3,676 4,342 3,787 7,462 8,936 2,648 1,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 4.6 11.2 32.8 74.4 78.9 90.1 21.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 70 19 43 60 57 154 108 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,964 COMMITMENTS 2,258 1,299 558 4,094 5,234 6,910 7,091 2,054 1,873 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -318) -20 -479 -218 -58 543 -296 -154 -22 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 14.5 6.2 45.7 58.4 77.1 79.1 22.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 11 8 18 16 34 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 547,294 COMMITMENTS 128,358 45,475 4,693 327,681 395,499 460,732 445,667 86,562 101,627 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 43,767) 4,097 -7,631 -8,590 67,234 51,208 62,741 34,987 -18,974 8,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 8.3 0.9 59.9 72.3 84.2 81.4 15.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 33 21 11 70 66 106 95 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,076,898 COMMITMENTS 74,337 171,985 16,151 740,216 626,402 830,704 814,538 246,194 262,360 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -82,833) 6,105 -31,419 -27,322 -49,489 -5,878 -70,706 -64,619 -12,127 -18,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 16.0 1.5 68.7 58.2 77.1 75.6 22.9 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 35 43 18 103 88 147 141 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,507 COMMITMENTS 110,601 102,033 3,893 490,983 444,249 605,477 550,175 150,030 205,332 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -370) 13,159 3,639 -4,769 -24,433 328 -16,043 -802 15,673 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 13.5 0.5 65.0 58.8 80.1 72.8 19.9 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 17 22 8 65 70 85 97 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 398,187 COMMITMENTS 131,517 9,757 36,627 179,491 311,736 347,635 358,120 50,552 40,067 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 24,141) 3,201 -6,962 7,007 -763 12,792 9,445 12,837 14,696 11,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 2.5 9.2 45.1 78.3 87.3 89.9 12.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 31 7 24 32 31 71 58 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 25,593 COMMITMENTS 5,894 1,420 26 13,994 19,716 19,914 21,162 5,679 4,431 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 587) 575 -48 3 280 1,230 858 1,185 -271 -598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 5.5 0.1 54.7 77.0 77.8 82.7 22.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 4 2 9 10 18 14 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 58,107 COMMITMENTS 16,887 17,282 532 30,103 25,598 47,522 43,412 10,585 14,695 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 3,959) -1,777 3,295 107 5,541 1,145 3,871 4,547 88 -588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 29.7 0.9 51.8 44.1 81.8 74.7 18.2 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 27 24 9 29 29 58 60 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 39,712 COMMITMENTS 5,328 2,510 674 33,646 32,230 39,648 35,414 64 4,298 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 8,185) 2,288 -4,638 307 5,853 8,752 8,448 4,421 -263 3,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 6.3 1.7 84.7 81.2 99.8 89.2 0.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 10 2 13 13 23 24 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 49,610 COMMITMENTS 1,799 585 323 47,384 48,619 49,506 49,527 104 83 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 22,351) -502 356 186 23,159 22,274 22,843 22,816 -492 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.2 0.7 95.5 98.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 1 10 9 16 14
Updated June 12, 2009