WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 451,713 COMMITMENTS 83,611 70,543 138,732 192,127 191,436 414,470 400,711 37,242 51,002 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 856) -3,703 2,956 8,084 251 -9,667 4,632 1,373 -3,776 -517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 15.6 30.7 42.5 42.4 91.8 88.7 8.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 109 121 175 89 112 317 336 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,395,921 COMMITMENTS 256,448 86,074 427,126 580,394 624,375 1263969 1137576 131,952 258,345 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -16,711) -25,997 12,539 -94 20,002 -33,582 -6,090 -21,137 -10,621 4,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 6.2 30.6 41.6 44.7 90.5 81.5 9.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684) 193 122 242 245 293 563 573 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 16,024 COMMITMENTS 1,619 613 1,674 8,764 10,618 12,057 12,906 3,968 3,119 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -685) -754 15 -156 -998 -1,655 -1,909 -1,797 1,224 1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 3.8 10.4 54.7 66.3 75.2 80.5 24.8 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 7 11 19 12 37 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 659,287 COMMITMENTS 136,001 22,098 221,186 240,586 326,466 597,773 569,750 61,514 89,537 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -764) -6,852 1,373 7,098 10,384 -6,305 10,630 2,166 -11,394 -2,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 3.4 33.5 36.5 49.5 90.7 86.4 9.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482) 180 103 206 139 177 414 408 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 24,230 COMMITMENTS 19,712 4,383 1,188 14 2,978 20,914 8,549 3,316 15,681 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 761) 865 369 -293 -1 104 571 180 190 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.4 18.1 4.9 0.1 12.3 86.3 35.3 13.7 64.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 17 14 14 2 9 24 32 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 313,639 COMMITMENTS 36,491 39,890 87,956 153,871 156,080 278,318 283,925 35,321 29,714 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 13,084) -14,198 4,706 5,187 21,710 -4,249 12,698 5,644 385 7,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 12.7 28.0 49.1 49.8 88.7 90.5 11.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 50 58 93 66 66 192 182 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 795,866 COMMITMENTS 68,939 154,086 48,131 552,273 449,082 669,343 651,299 126,523 144,567 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 8,213) -3,938 -2,296 -95 8,067 3,782 4,033 1,390 4,180 6,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 19.4 6.0 69.4 56.4 84.1 81.8 15.9 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 23 41 35 78 80 128 129 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 230,362 COMMITMENTS 60,661 6,261 49,367 77,598 151,130 187,626 206,757 42,736 23,605 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -587) -820 -656 909 1,541 -2,244 1,630 -1,991 -2,217 1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 2.7 21.4 33.7 65.6 81.4 89.8 18.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 69 28 55 69 67 167 128 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,407 COMMITMENTS 2,543 1,214 736 3,935 5,399 7,214 7,349 2,193 2,058 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -190) 18 47 -84 -195 -255 -261 -291 71 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 12.9 7.8 41.8 57.4 76.7 78.1 23.3 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 9 8 19 18 39 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 582,853 COMMITMENTS 118,688 61,495 43,948 337,746 372,576 500,383 478,019 82,471 104,834 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,993) -9,426 17,605 13,203 5,211 -28,723 8,988 2,085 -5,995 907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 10.6 7.5 57.9 63.9 85.9 82.0 14.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 35 28 23 72 76 116 118 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,548,960 COMMITMENTS 89,782 188,359 237,553 932,786 811,371 1260121 1237283 288,838 311,676 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 41,360) 16,924 23,255 17,689 2,329 -21,622 36,942 19,322 4,418 22,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 12.2 15.3 60.2 52.4 81.4 79.9 18.6 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 42 48 66 125 119 200 201 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,403 COMMITMENTS 102,491 116,193 80,434 546,068 498,548 728,993 695,175 173,410 207,228 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 41,974) -1,989 17,510 6,529 32,780 30,917 37,320 54,956 4,654 -12,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 12.9 8.9 60.5 55.2 80.8 77.0 19.2 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 19 27 26 72 75 102 117 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 507,415 COMMITMENTS 131,895 9,856 106,007 225,979 354,761 463,882 470,624 43,533 36,790 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 11,044) 3,011 188 1,563 15,476 15,391 20,050 17,142 -9,006 -6,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 1.9 20.9 44.5 69.9 91.4 92.7 8.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 32 10 34 41 38 85 74 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 28,168 COMMITMENTS 7,044 1,301 466 13,621 20,627 21,131 22,394 7,038 5,774 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 2,461) 1,150 -119 440 -403 885 1,187 1,206 1,273 1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 4.6 1.7 48.4 73.2 75.0 79.5 25.0 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 4 3 11 11 20 15 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 77,350 COMMITMENTS 18,853 20,873 3,092 42,768 35,819 64,713 59,784 12,637 17,566 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 15,744) 1,968 3,633 2,200 9,754 7,323 13,921 13,156 1,822 2,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 27.0 4.0 55.3 46.3 83.7 77.3 16.3 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 29 21 17 34 29 70 61 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 25,246 COMMITMENTS 4,200 4,173 86 20,950 20,654 25,236 24,913 10 333 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -14,466) -1,128 1,663 -588 -12,696 -11,576 -14,412 -10,501 -54 -3,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 16.5 0.3 83.0 81.8 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 13 1 11 14 18 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 40,360 COMMITMENTS 3,372 949 0 36,917 39,155 40,289 40,104 71 256 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -9,250) 1,573 364 -323 -10,467 -9,464 -9,217 -9,423 -33 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 2.4 0.0 91.5 97.0 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 5 0 9 9 15 14
Updated June 19, 2009