WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 450,856: 87,314 67,587 130,648 191,876 201,103 409,838 399,338: 41,018 51,519 Old : 408,555: 81,951 61,022 114,653 172,280 188,026 368,884 363,700: 39,671 44,855 Other: 42,302: 18,219 19,421 3,140 19,596 13,077 40,954 35,637: 1,347 6,664 : : : : : Changes in Commitments from: June 2, 2009 : : -9,223: -13,058 -4,130 -1,545 -2,122 -6,323 -16,725 -11,999: 7,502 2,776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 15.0 29.0 42.6 44.6 90.9 88.6: 9.1 11.4 Old : 100.0: 20.1 14.9 28.1 42.2 46.0 90.3 89.0: 9.7 11.0 Other: 100.0: 43.1 45.9 7.4 46.3 30.9 96.8 84.2: 3.2 15.8 : : : :# Traders : Number of Traders in Each Category : All : 383: 111 119 168 88 109 320 313: Old : 382: 142 105 155 88 107 317 300: Other: 138: 19 47 21 23 65 51 126: :---------------------------------------------------------------------------------------------------- : 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 : 17.7 16.0 27.8 23.8 16.0 14.7 25.7 20.1 Old : 18.0 17.0 26.6 25.4 16.4 15.5 24.0 21.7 Other: 71.5 24.2 80.2 33.4 69.1 22.5 75.3 30.9 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 1,412,631: 282,446 73,535 427,221 560,392 657,957 1,270,059 1,158,713: 142,572 253,918 Old : 682,812: 148,246 99,192 182,514 275,581 307,148 606,340 588,854: 76,472 93,958 Other: 729,819: 204,200 44,342 174,708 284,812 350,809 663,719 569,859: 66,100 159,960 : : : : : Changes in Commitments from: June 2, 2009 : : 24: -3,117 -9,455 6,121 3,487 3,203 6,490 -132: -6,467 156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 5.2 30.2 39.7 46.6 89.9 82.0: 10.1 18.0 Old : 100.0: 21.7 14.5 26.7 40.4 45.0 88.8 86.2: 11.2 13.8 Other: 100.0: 28.0 6.1 23.9 39.0 48.1 90.9 78.1: 9.1 21.9 : : : :# Traders : Number of Traders in Each Category : All : 673: 208 103 234 231 293 556 549: Old : 615: 177 120 177 201 267 467 485: Other: 576: 170 97 151 160 265 388 460: :---------------------------------------------------------------------------------------------------- : 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 : 12.1 12.8 19.9 19.6 10.2 9.6 15.5 13.1 Old : 12.7 14.3 20.9 22.0 12.1 10.2 19.0 16.6 Other: 17.0 11.5 25.3 18.7 14.7 9.5 20.9 14.5 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 16,709: 2,373 599 1,831 9,762 12,273 13,965 14,702: 2,744 2,007 Old : 16,709: 2,373 599 1,831 9,762 12,273 13,965 14,702: 2,744 2,007 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : -215: -244 -54 225 399 270 379 441: -594 -655 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 3.6 11.0 58.4 73.4 83.6 88.0: 16.4 12.0 Old : 100.0: 14.2 3.6 11.0 58.4 73.4 83.6 88.0: 16.4 12.0 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 : 49: 14 6 11 18 13 40 28: Old : 49: 14 6 11 18 13 40 28: 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 : 30.5 58.3 47.6 71.0 20.3 39.3 31.0 48.6 Old : 30.5 58.3 47.6 71.0 20.3 39.3 31.0 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 9, 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 : 660,051: 142,854 20,726 214,088 230,202 332,771 587,143 567,584: 72,908 92,467 Old : 296,087: 75,713 16,801 100,804 77,936 151,491 254,453 269,095: 41,634 26,992 Other: 363,964: 85,709 22,493 94,716 152,265 181,280 332,690 298,489: 31,274 65,475 : : : : : Changes in Commitments from: June 2, 2009 : : 17,971: 4,897 971 -1,623 8,636 13,515 11,910 12,863: 6,061 5,107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 3.1 32.4 34.9 50.4 89.0 86.0: 11.0 14.0 Old : 100.0: 25.6 5.7 34.0 26.3 51.2 85.9 90.9: 14.1 9.1 Other: 100.0: 23.5 6.2 26.0 41.8 49.8 91.4 82.0: 8.6 18.0 : : : :# Traders : Number of Traders in Each Category : All : 464: 179 93 193 139 171 406 383: Old : 402: 150 84 136 106 143 308 311: Other: 390: 118 96 127 112 158 303 315: :---------------------------------------------------------------------------------------------------- : 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 : 16.3 20.6 25.8 32.2 9.7 15.4 14.9 19.8 Old : 17.4 28.3 26.1 38.5 12.0 22.3 17.5 28.5 Other: 17.4 20.2 28.7 32.3 12.7 14.9 21.5 21.3 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (THOUSAND BUSHELS) : : : : All : 23,469: 18,847 4,014 1,481 15 2,874 20,343 8,369: 3,126 15,100 Old : 6,773: 4,504 3,544 312 15 297 4,831 4,153: 1,942 2,620 Other: 16,696: 15,007 1,134 505 0 2,577 15,512 4,216: 1,184 12,480 : : : : : Changes in Commitments from: June 2, 2009 : : -737: -495 273 33 3 -26 -459 280: -278 -1,017 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 17.1 6.3 0.1 12.2 86.7 35.7: 13.3 64.3 Old : 100.0: 66.5 52.3 4.6 0.2 4.4 71.3 61.3: 28.7 38.7 Other: 100.0: 89.9 6.8 3.0 0.0 15.4 92.9 25.3: 7.1 74.7 : : : :# Traders : Number of Traders in Each Category : All : 41: 16 16 14 2 9 23 34: Old : 38: 11 18 5 2 7 15 28: Other: 34: 17 8 10 0 9 18 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 : 56.2 9.1 74.7 16.3 53.9 9.1 71.3 15.4 Old : 50.9 25.9 67.0 40.3 47.2 25.9 62.9 39.8 Other: 60.6 9.3 82.6 14.8 58.9 9.3 80.9 14.6 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 300,556: 50,689 35,184 82,769 132,161 160,328 265,620 278,282: 34,936 22,274 Old : 184,840: 49,484 21,686 37,741 74,290 110,275 161,515 169,701: 23,325 15,139 Other: 115,716: 19,761 32,054 26,473 57,871 50,053 104,105 108,580: 11,611 7,135 : : : : : Changes in Commitments from: June 2, 2009 : : 15,335: 64 3,508 10,200 6,236 602 16,500 14,310: -1,165 1,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 11.7 27.5 44.0 53.3 88.4 92.6: 11.6 7.4 Old : 100.0: 26.8 11.7 20.4 40.2 59.7 87.4 91.8: 12.6 8.2 Other: 100.0: 17.1 27.7 22.9 50.0 43.3 90.0 93.8: 10.0 6.2 : : : :# Traders : Number of Traders in Each Category : All : 224: 73 41 80 65 63 195 160: Old : 210: 98 33 58 59 58 175 136: Other: 158: 30 61 46 52 46 120 119: :---------------------------------------------------------------------------------------------------- : 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 27.6 24.4 39.8 9.1 21.4 15.6 27.8 Old : 15.3 29.0 23.8 41.4 8.9 23.6 16.0 33.3 Other: 19.6 30.1 31.6 43.1 15.5 20.8 24.5 30.0 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 787,653: 72,877 156,382 48,226 544,206 445,301 665,309 649,909: 122,343 137,744 Old : 787,653: 72,877 156,382 48,226 544,206 445,301 665,309 649,909: 122,343 137,744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : -32,921: 767 1,582 4,913 -38,411 -16,521 -32,731 -10,026: -190 -22,895 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 19.9 6.1 69.1 56.5 84.5 82.5: 15.5 17.5 Old : 100.0: 9.3 19.9 6.1 69.1 56.5 84.5 82.5: 15.5 17.5 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 : 160: 25 37 36 78 77 129 124: Old : 160: 25 37 36 78 77 129 124: 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 : 23.8 26.4 31.4 33.9 21.4 23.6 28.8 30.9 Old : 23.8 26.4 31.4 33.9 21.4 23.6 28.8 30.9 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 9, 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 : 230,949: 61,480 6,917 48,458 76,057 153,373 185,996 208,748: 44,953 22,201 Old : 132,198: 53,741 4,914 17,659 28,752 95,198 100,153 117,771: 32,046 14,427 Other: 98,750: 17,711 11,975 20,827 47,305 58,176 85,843 90,977: 12,908 7,773 : : : : : Changes in Commitments from: June 2, 2009 : : 13,429: -692 2,273 5,877 5,180 3,741 10,365 11,891: 3,064 1,537 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 3.0 21.0 32.9 66.4 80.5 90.4: 19.5 9.6 Old : 100.0: 40.7 3.7 13.4 21.7 72.0 75.8 89.1: 24.2 10.9 Other: 100.0: 17.9 12.1 21.1 47.9 58.9 86.9 92.1: 13.1 7.9 : : : :# Traders : Number of Traders in Each Category : All : 177: 72 22 56 62 63 161 125: Old : 167: 79 15 36 57 55 145 100: Other: 126: 29 30 37 49 43 106 88: :---------------------------------------------------------------------------------------------------- : 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 : 15.2 38.2 22.9 49.3 8.4 31.9 14.2 37.5 Old : 12.1 39.5 21.8 52.3 11.8 37.4 20.2 49.6 Other: 26.0 43.0 35.1 54.4 18.8 38.2 26.0 45.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 9,597: 2,525 1,167 820 4,130 5,654 7,475 7,641: 2,122 1,956 Old : 3,060: 732 1,081 46 1,259 1,135 2,037 2,262: 1,023 798 Other: 6,537: 2,066 359 501 2,871 4,520 5,438 5,379: 1,099 1,158 : : : : : Changes in Commitments from: June 2, 2009 : : -238: 21 -492 -177 -79 580 -235 -89: -3 -149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 12.2 8.5 43.0 58.9 77.9 79.6: 22.1 20.4 Old : 100.0: 23.9 35.3 1.5 41.1 37.1 66.6 73.9: 33.4 26.1 Other: 100.0: 31.6 5.5 7.7 43.9 69.1 83.2 82.3: 16.8 17.7 : : : :# Traders : Number of Traders in Each Category : All : 52: 16 9 8 20 18 39 33: Old : 39: 11 7 4 13 14 24 25: Other: 39: 8 7 7 17 17 31 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 : 27.4 32.8 43.6 49.8 27.4 32.0 40.7 44.2 Old : 31.1 40.4 47.4 57.7 31.1 40.4 47.4 57.6 Other: 37.2 42.9 58.2 58.6 37.2 37.3 53.4 49.0 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 579,861: 128,114 43,889 30,745 332,535 401,300 491,394 475,934: 88,466 103,927 Old : 579,861: 128,114 43,889 30,745 332,535 401,300 491,394 475,934: 88,466 103,927 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 63,319: 3,616 -8,072 7,591 69,916 54,497 81,123 54,015: -17,804 9,304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 7.6 5.3 57.3 69.2 84.7 82.1: 15.3 17.9 Old : 100.0: 22.1 7.6 5.3 57.3 69.2 84.7 82.1: 15.3 17.9 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 : 150: 34 21 24 71 70 112 108: Old : 150: 34 21 24 71 70 112 108: 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 : 22.7 23.6 34.1 36.5 21.6 21.7 31.6 34.0 Old : 22.7 23.6 34.1 36.5 21.6 21.7 31.6 34.0 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 9, 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 : 1,507,599: 72,858 165,104 219,864 930,457 832,994 1,223,179 1,217,962: 284,421 289,637 Old : 1,507,599: 72,858 165,104 219,864 930,457 832,994 1,223,179 1,217,962: 284,421 289,637 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 30,817: 1,571 -33,370 39,912 -6,071 38,203 35,412 44,745: -4,596 -13,928 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 11.0 14.6 61.7 55.3 81.1 80.8: 18.9 19.2 Old : 100.0: 4.8 11.0 14.6 61.7 55.3 81.1 80.8: 18.9 19.2 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 : 223: 35 47 56 119 119 182 195: Old : 223: 35 47 56 119 119 182 195: 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 : 14.3 16.5 22.9 22.8 9.6 8.9 14.7 13.4 Old : 14.3 16.5 22.9 22.8 9.6 8.9 14.7 13.4 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 9, 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 : 860,429: 104,480 98,683 73,904 513,288 467,631 691,673 640,218: 168,756 220,211 Old : 860,429: 104,480 98,683 73,904 513,288 467,631 691,673 640,218: 168,756 220,211 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 46,221: 10,889 -82 27,922 -13,403 11,889 25,408 39,729: 20,812 6,492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 11.5 8.6 59.7 54.3 80.4 74.4: 19.6 25.6 Old : 100.0: 12.1 11.5 8.6 59.7 54.3 80.4 74.4: 19.6 25.6 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 : 128: 20 20 20 69 72 94 107: Old : 128: 20 20 20 69 72 94 107: 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 : 28.2 14.2 38.0 23.2 22.6 10.0 30.8 16.5 Old : 28.2 14.2 38.0 23.2 22.6 10.0 30.8 16.5 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 9, 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 : 496,371: 128,885 9,668 104,445 210,503 339,370 443,832 453,483: 52,539 42,888 Old : 496,371: 128,885 9,668 104,445 210,503 339,370 443,832 453,483: 52,539 42,888 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 27,046: -72 -7,693 10,714 342 11,885 10,984 14,906: 16,062 12,140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 1.9 21.0 42.4 68.4 89.4 91.4: 10.6 8.6 Old : 100.0: 26.0 1.9 21.0 42.4 68.4 89.4 91.4: 10.6 8.6 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 : 86: 32 10 32 35 35 78 70: Old : 86: 32 10 32 35 35 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 : 25.8 38.5 40.7 53.1 19.5 32.4 30.4 40.0 Old : 25.8 38.5 40.7 53.1 19.5 32.4 30.4 40.0 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 9, 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 : 25,708: 5,894 1,420 26 14,024 19,742 19,944 21,188: 5,764 4,519 Old : 25,708: 5,894 1,420 26 14,024 19,742 19,944 21,188: 5,764 4,519 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 595: 575 -48 3 282 1,230 860 1,185: -265 -589 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 5.5 0.1 54.5 76.8 77.6 82.4: 22.4 17.6 Old : 100.0: 22.9 5.5 0.1 54.5 76.8 77.6 82.4: 22.4 17.6 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: 7 4 2 9 10 18 14: Old : 26: 7 4 2 9 10 18 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 : 53.0 67.6 66.4 76.3 51.8 67.6 64.3 75.3 Old : 53.0 67.6 66.4 76.3 51.8 67.6 64.3 75.3 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 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($5 X DJIA INDEX) : : : : All : 61,607: 16,885 17,241 892 33,014 28,496 50,791 46,628: 10,815 14,978 Old : 61,607: 16,885 17,241 892 33,014 28,496 50,791 46,628: 10,815 14,978 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 3,898: -1,782 3,292 96 5,462 1,044 3,777 4,433: 121 -535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 28.0 1.4 53.6 46.3 82.4 75.7: 17.6 24.3 Old : 100.0: 27.4 28.0 1.4 53.6 46.3 82.4 75.7: 17.6 24.3 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 : 95: 28 24 12 29 29 61 61: Old : 95: 28 24 12 29 29 61 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 : 22.7 24.9 37.4 38.7 21.7 23.7 31.6 33.3 Old : 22.7 24.9 37.4 38.7 21.7 23.7 31.6 33.3 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 9, 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 : 39,712: 5,328 2,510 674 33,646 32,230 39,648 35,414: 64 4,298 Old : 39,712: 5,328 2,510 674 33,646 32,230 39,648 35,414: 64 4,298 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 8,185: 2,288 -4,638 307 5,853 8,752 8,448 4,421: -263 3,764 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 6.3 1.7 84.7 81.2 99.8 89.2: 0.2 10.8 Old : 100.0: 13.4 6.3 1.7 84.7 81.2 99.8 89.2: 0.2 10.8 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 : 41: 9 10 2 13 13 23 24: Old : 41: 9 10 2 13 13 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 : 70.6 77.9 92.2 84.6 53.9 46.6 63.3 53.0 Old : 70.6 77.9 92.2 84.6 53.9 46.6 63.3 53.0 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 9, 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 : 49,610: 1,799 585 323 47,384 48,619 49,506 49,527: 104 83 Old : 49,610: 1,799 585 323 47,384 48,619 49,506 49,527: 104 83 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 22,351: -502 356 186 23,159 22,274 22,843 22,816: -492 -465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 1.2 0.7 95.5 98.0 99.8 99.8: 0.2 0.2 Old : 100.0: 3.6 1.2 0.7 95.5 98.0 99.8 99.8: 0.2 0.2 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 : 24: 6 4 1 10 9 16 14: Old : 24: 6 4 1 10 9 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.1 89.6 96.1 97.9 57.3 63.5 65.5 66.4 Old : 81.1 89.6 96.1 97.9 57.3 63.5 65.5 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2009