WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 341,840: 86,529 79,056 53,399 165,116 161,527 305,044 293,982: 36,796 47,858
Old : 300,422: 81,187 72,485 37,679 146,100 148,998 264,966 259,162: 35,456 41,260
Other: 41,418: 18,223 19,452 2,839 19,016 12,529 40,078 34,820: 1,340 6,598
: : :
: : Changes in Commitments from: June 2, 2009 :
: -4,178: -13,605 -5,532 2,844 -757 -5,664 -11,518 -8,352: 7,340 4,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 23.1 15.6 48.3 47.3 89.2 86.0: 10.8 14.0
Old : 100.0: 27.0 24.1 12.5 48.6 49.6 88.2 86.3: 11.8 13.7
Other: 100.0: 44.0 47.0 6.9 45.9 30.3 96.8 84.1: 3.2 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 102 112 133 75 99 277 286:
Old : 365: 131 102 110 73 92 268 261:
Other: 138: 15 51 15 23 63 48 121:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 19.2 34.8 28.2 21.3 18.4 33.8 25.7
Old : 23.1 21.0 34.0 31.0 22.6 20.1 32.8 28.2
Other: 72.8 24.7 81.0 34.0 70.5 22.9 76.8 31.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 978,960: 303,745 93,378 136,459 425,844 538,141 866,048 767,978: 112,912 210,982
Old : 481,300: 178,416 110,233 29,305 211,222 259,698 418,943 399,236: 62,357 82,064
Other: 497,660: 197,617 55,433 34,866 214,622 278,443 447,105 368,742: 50,555 128,918
: : :
: : Changes in Commitments from: June 2, 2009 :
: -1,022: -3,541 -7,202 2,741 6,560 5,656 5,760 1,195: -6,782 -2,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 9.5 13.9 43.5 55.0 88.5 78.4: 11.5 21.6
Old : 100.0: 37.1 22.9 6.1 43.9 54.0 87.0 82.9: 13.0 17.1
Other: 100.0: 39.7 11.1 7.0 43.1 56.0 89.8 74.1: 10.2 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 191 98 177 172 267 461 487:
Old : 579: 170 106 84 134 234 342 397:
Other: 548: 143 107 74 116 243 292 397:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 15.1 24.2 20.5 15.4 14.4 23.1 19.4
Old : 17.6 17.0 27.3 26.2 17.6 15.6 27.3 24.6
Other: 22.9 13.9 31.5 21.4 22.0 13.9 30.6 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 15,073: 3,066 596 641 8,705 11,934 12,412 13,171: 2,661 1,902
Old : 15,073: 3,066 596 641 8,705 11,934 12,412 13,171: 2,661 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -186: -254 -25 231 432 301 409 507: -595 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 4.0 4.3 57.8 79.2 82.3 87.4: 17.7 12.6
Old : 100.0: 20.3 4.0 4.3 57.8 79.2 82.3 87.4: 17.7 12.6
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 : 48: 15 4 7 18 13 39 24:
Old : 48: 15 4 7 18 13 39 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 : 30.5 64.6 47.0 76.3 22.5 48.4 35.8 57.8
Old : 30.5 64.6 47.0 76.3 22.5 48.4 35.8 57.8
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 - Futures Only, 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 : 460,526: 157,798 29,378 59,222 180,269 292,344 397,289 380,944: 63,237 79,582
Old : 192,045: 85,951 22,914 10,702 59,765 136,489 156,418 170,105: 35,627 21,940
Other: 268,481: 91,058 25,675 29,309 120,504 155,855 240,871 210,839: 27,610 57,642
: : :
: : Changes in Commitments from: June 2, 2009 :
: 13,513: 6,026 3,016 -5,747 8,729 12,175 9,008 9,444: 4,505 4,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.4 12.9 39.1 63.5 86.3 82.7: 13.7 17.3
Old : 100.0: 44.8 11.9 5.6 31.1 71.1 81.4 88.6: 18.6 11.4
Other: 100.0: 33.9 9.6 10.9 44.9 58.1 89.7 78.5: 10.3 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 176 73 124 126 160 361 316:
Old : 380: 143 73 49 87 120 252 221:
Other: 367: 118 77 69 96 145 256 257:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 24.3 24.1 34.7 13.0 22.2 20.5 29.0
Old : 17.8 35.4 27.8 47.8 17.8 34.9 27.4 44.8
Other: 17.2 24.2 29.1 33.9 16.8 21.0 28.3 29.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, 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 - Futures Only, 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 : 248,185: 64,177 35,362 45,204 105,115 146,529 214,496 227,095: 33,689 21,090
Old : 150,091: 60,631 21,921 11,778 54,920 101,848 127,329 135,547: 22,762 14,544
Other: 98,094: 20,296 30,191 16,676 50,195 44,681 87,167 91,548: 10,927 6,546
: : :
: : Changes in Commitments from: June 2, 2009 :
: 10,961: 4,168 3,005 6,671 1,285 752 12,124 10,428: -1,163 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.2 18.2 42.4 59.0 86.4 91.5: 13.6 8.5
Old : 100.0: 40.4 14.6 7.8 36.6 67.9 84.8 90.3: 15.2 9.7
Other: 100.0: 20.7 30.8 17.0 51.2 45.5 88.9 93.3: 11.1 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 78 33 69 58 52 182 141:
Old : 208: 99 30 41 50 49 161 113:
Other: 150: 34 53 34 44 36 105 100:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 28.9 26.1 41.0 10.9 27.6 18.9 35.9
Old : 15.9 33.0 25.0 46.3 13.5 32.7 22.0 46.0
Other: 20.0 28.8 33.0 42.9 18.3 22.3 28.5 32.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 708,941: 76,255 157,221 7,940 513,277 414,644 597,472 579,805: 111,469 129,136
Old : 708,941: 76,255 157,221 7,940 513,277 414,644 597,472 579,805: 111,469 129,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -46,662: 3,386 2,152 -2,262 -47,100 -25,113 -45,976 -25,223: -686 -21,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 22.2 1.1 72.4 58.5 84.3 81.8: 15.7 18.2
Old : 100.0: 10.8 22.2 1.1 72.4 58.5 84.3 81.8: 15.7 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 27 32 13 70 70 108 104:
Old : 155: 27 32 13 70 70 108 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 29.2 34.5 37.5 23.6 26.3 31.7 34.5
Old : 26.1 29.2 34.5 37.5 23.6 26.3 31.7 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, 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 : 196,862: 68,864 9,007 22,040 64,503 146,420 155,407 177,467: 41,455 19,395
Old : 112,724: 55,180 6,888 2,650 25,018 90,850 82,848 100,388: 29,876 12,336
Other: 84,138: 22,583 11,018 10,491 39,485 55,570 72,559 77,079: 11,579 7,059
: : :
: : Changes in Commitments from: June 2, 2009 :
: 10,110: -556 1,473 3,676 4,342 3,787 7,462 8,936: 2,648 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.6 11.2 32.8 74.4 78.9 90.1: 21.1 9.9
Old : 100.0: 49.0 6.1 2.4 22.2 80.6 73.5 89.1: 26.5 10.9
Other: 100.0: 26.8 13.1 12.5 46.9 66.0 86.2 91.6: 13.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 70 19 43 60 57 154 108:
Old : 164: 69 20 17 50 50 130 81:
Other: 125: 37 22 19 47 36 100 67:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 42.7 23.9 53.0 9.7 37.7 16.4 45.2
Old : 14.2 43.6 24.5 58.5 13.9 43.6 23.7 57.8
Other: 25.5 45.9 35.6 59.3 19.2 45.1 26.8 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 8,964: 2,258 1,299 558 4,094 5,234 6,910 7,091: 2,054 1,873
Old : 2,910: 666 1,081 0 1,241 1,049 1,907 2,130: 1,003 780
Other: 6,054: 1,870 496 280 2,853 4,185 5,003 4,961: 1,051 1,093
: : :
: : Changes in Commitments from: June 2, 2009 :
: -318: -20 -479 -218 -58 543 -296 -154: -22 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 14.5 6.2 45.7 58.4 77.1 79.1: 22.9 20.9
Old : 100.0: 22.9 37.1 0.0 42.6 36.0 65.5 73.2: 34.5 26.8
Other: 100.0: 30.9 8.2 4.6 47.1 69.1 82.6 81.9: 17.4 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 11 8 18 16 34 31:
Old : 36: 9 7 0 10 10 19 17:
Other: 36: 6 7 5 14 15 24 24:
:----------------------------------------------------------------------------------------------------
: 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 34.0 44.7 50.5 27.4 33.4 41.8 45.2
Old : 32.1 42.5 48.3 58.6 32.1 42.5 48.3 58.6
Other: 37.3 44.9 60.1 60.0 37.3 39.1 54.9 50.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 547,294: 128,358 45,475 4,693 327,681 395,499 460,732 445,667: 86,562 101,627
Old : 547,294: 128,358 45,475 4,693 327,681 395,499 460,732 445,667: 86,562 101,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 43,767: 4,097 -7,631 -8,590 67,234 51,208 62,741 34,987: -18,974 8,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.3 0.9 59.9 72.3 84.2 81.4: 15.8 18.6
Old : 100.0: 23.5 8.3 0.9 59.9 72.3 84.2 81.4: 15.8 18.6
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 : 148: 33 21 11 70 66 106 95:
Old : 148: 33 21 11 70 66 106 95:
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 25.0 35.5 38.6 22.8 23.0 33.4 36.1
Old : 23.8 25.0 35.5 38.6 22.8 23.0 33.4 36.1
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 - Futures Only, 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 : 1,076,898: 74,337 171,985 16,151 740,216 626,402 830,704 814,538: 246,194 262,360
Old : 1,076,898: 74,337 171,985 16,151 740,216 626,402 830,704 814,538: 246,194 262,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -82,833: 6,105 -31,419 -27,322 -49,489 -5,878 -70,706 -64,619: -12,127 -18,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 16.0 1.5 68.7 58.2 77.1 75.6: 22.9 24.4
Old : 100.0: 6.9 16.0 1.5 68.7 58.2 77.1 75.6: 22.9 24.4
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 : 211: 35 43 18 103 88 147 141:
Old : 211: 35 43 18 103 88 147 141:
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 : 17.8 20.6 28.6 27.8 13.2 13.0 20.0 19.7
Old : 17.8 20.6 28.6 27.8 13.2 13.0 20.0 19.7
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 - Futures Only, 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 : 755,507: 110,601 102,033 3,893 490,983 444,249 605,477 550,175: 150,030 205,332
Old : 755,507: 110,601 102,033 3,893 490,983 444,249 605,477 550,175: 150,030 205,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -370: 13,159 3,639 -4,769 -24,433 328 -16,043 -802: 15,673 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 13.5 0.5 65.0 58.8 80.1 72.8: 19.9 27.2
Old : 100.0: 14.6 13.5 0.5 65.0 58.8 80.1 72.8: 19.9 27.2
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 : 127: 17 22 8 65 70 85 97:
Old : 127: 17 22 8 65 70 85 97:
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 : 31.6 13.9 41.2 23.6 25.5 11.4 34.8 18.8
Old : 31.6 13.9 41.2 23.6 25.5 11.4 34.8 18.8
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 - Futures Only, 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 : 398,187: 131,517 9,757 36,627 179,491 311,736 347,635 358,120: 50,552 40,067
Old : 398,187: 131,517 9,757 36,627 179,491 311,736 347,635 358,120: 50,552 40,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 24,141: 3,201 -6,962 7,007 -763 12,792 9,445 12,837: 14,696 11,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.5 9.2 45.1 78.3 87.3 89.9: 12.7 10.1
Old : 100.0: 33.0 2.5 9.2 45.1 78.3 87.3 89.9: 12.7 10.1
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 : 81: 31 7 24 32 31 71 58:
Old : 81: 31 7 24 32 31 71 58:
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 47.6 41.9 60.7 21.7 40.0 34.1 49.6
Old : 26.4 47.6 41.9 60.7 21.7 40.0 34.1 49.6
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 - Futures Only, 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 : 25,593: 5,894 1,420 26 13,994 19,716 19,914 21,162: 5,679 4,431
Old : 25,593: 5,894 1,420 26 13,994 19,716 19,914 21,162: 5,679 4,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 587: 575 -48 3 280 1,230 858 1,185: -271 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 5.5 0.1 54.7 77.0 77.8 82.7: 22.2 17.3
Old : 100.0: 23.0 5.5 0.1 54.7 77.0 77.8 82.7: 22.2 17.3
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 : 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 : 53.3 67.9 66.6 76.7 52.1 67.9 64.6 75.7
Old : 53.3 67.9 66.6 76.7 52.1 67.9 64.6 75.7
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 - Futures Only, 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 : 58,107: 16,887 17,282 532 30,103 25,598 47,522 43,412: 10,585 14,695
Old : 58,107: 16,887 17,282 532 30,103 25,598 47,522 43,412: 10,585 14,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 3,959: -1,777 3,295 107 5,541 1,145 3,871 4,547: 88 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 29.7 0.9 51.8 44.1 81.8 74.7: 18.2 25.3
Old : 100.0: 29.1 29.7 0.9 51.8 44.1 81.8 74.7: 18.2 25.3
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 : 94: 27 24 9 29 29 58 60:
Old : 94: 27 24 9 29 29 58 60:
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 : 19.8 24.8 34.5 36.8 19.5 24.4 30.0 33.6
Old : 19.8 24.8 34.5 36.8 19.5 24.4 30.0 33.6
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 - Futures Only, 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 - Futures Only, 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