WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 314,571: 72,566 96,116 46,800 167,235 127,092 286,601 270,008: 27,970 44,563
Old : 269,530: 67,791 89,767 28,526 147,299 113,356 243,616 231,649: 25,914 37,881
Other: 45,041: 20,322 21,896 2,727 19,936 13,736 42,985 38,359: 2,056 6,682
: : :
: : Changes in Commitments from: June 30, 2009 :
: 2,510: -5,185 8,860 1,217 5,073 -6,134 1,105 3,943: 1,405 -1,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 30.6 14.9 53.2 40.4 91.1 85.8: 8.9 14.2
Old : 100.0: 25.2 33.3 10.6 54.7 42.1 90.4 85.9: 9.6 14.1
Other: 100.0: 45.1 48.6 6.1 44.3 30.5 95.4 85.2: 4.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 76 134 115 70 103 235 291:
Old : 350: 96 129 94 67 97 225 270:
Other: 146: 22 45 19 26 69 58 126:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 14.6 42.0 21.8 26.2 13.9 41.5 20.7
Old : 29.1 16.2 42.9 24.6 29.0 15.5 42.8 23.3
Other: 70.5 26.7 77.8 39.4 67.9 26.7 74.8 38.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 898,787: 232,879 147,371 108,864 457,762 436,779 799,505 693,014: 99,282 205,773
Old : 275,670: 80,719 99,871 3,581 156,173 126,959 240,473 230,411: 35,197 45,259
Other: 623,117: 212,174 107,514 45,269 301,589 309,820 559,032 462,603: 64,085 160,514
: : :
: : Changes in Commitments from: June 30, 2009 :
: -23,332: -9,549 17,993 -8,171 -7,356 -33,086 -25,076 -23,264: 1,744 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 16.4 12.1 50.9 48.6 89.0 77.1: 11.0 22.9
Old : 100.0: 29.3 36.2 1.3 56.7 46.1 87.2 83.6: 12.8 16.4
Other: 100.0: 34.1 17.3 7.3 48.4 49.7 89.7 74.2: 10.3 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 619: 131 146 142 172 267 394 495:
Old : 486: 96 103 13 120 196 221 307:
Other: 572: 127 129 91 123 250 306 432:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 11.4 28.0 16.8 15.9 9.8 25.1 13.8
Old : 30.8 16.2 39.1 24.9 30.8 15.8 39.1 24.0
Other: 20.7 11.4 31.5 17.4 17.7 9.3 27.3 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,633: 1,945 1,013 182 9,540 10,244 11,667 11,439: 1,966 2,194
Old : 13,633: 1,945 1,013 182 9,540 10,244 11,667 11,439: 1,966 2,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -35: -45 -18 -208 140 12 -113 -214: 78 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 7.4 1.3 70.0 75.1 85.6 83.9: 14.4 16.1
Old : 100.0: 14.3 7.4 1.3 70.0 75.1 85.6 83.9: 14.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 8 2 15 12 25 21:
Old : 38: 9 8 2 15 12 25 21:
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 : 40.7 63.0 59.0 73.8 38.2 50.9 51.8 59.7
Old : 40.7 63.0 59.0 73.8 38.2 50.9 51.8 59.7
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 428,415: 129,551 24,998 62,798 188,350 263,946 380,699 351,742: 47,716 76,673
Old : 69,737: 35,740 6,503 1,211 20,856 53,726 57,807 61,440: 11,930 8,297
Other: 358,678: 112,326 37,010 43,072 167,494 210,220 322,892 290,302: 35,786 68,376
: : :
: : Changes in Commitments from: June 30, 2009 :
: -8,631: -10,603 1,303 -4,986 6,736 -3,966 -8,853 -7,649: 222 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.8 14.7 44.0 61.6 88.9 82.1: 11.1 17.9
Old : 100.0: 51.2 9.3 1.7 29.9 77.0 82.9 88.1: 17.1 11.9
Other: 100.0: 31.3 10.3 12.0 46.7 58.6 90.0 80.9: 10.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 142 92 127 123 169 329 342:
Old : 276: 87 43 11 69 91 160 143:
Other: 425: 124 109 98 96 158 276 323:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 25.5 27.9 34.5 15.3 22.4 23.8 29.0
Old : 28.4 48.3 40.7 58.3 27.9 47.8 39.5 57.7
Other: 18.8 22.6 31.0 32.0 18.3 19.6 28.7 28.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,683: 17,915 2,600 374 10 3,179 18,299 6,153: 3,384 15,530
Old : 1,254: 648 402 30 10 87 688 519: 566 735
Other: 20,429: 17,354 2,285 257 0 3,092 17,611 5,634: 2,818 14,795
: : :
: : Changes in Commitments from: June 30, 2009 :
: 442: 319 94 109 0 -56 428 147: 14 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 12.0 1.7 0.0 14.7 84.4 28.4: 15.6 71.6
Old : 100.0: 51.7 32.1 2.4 0.8 6.9 54.9 41.4: 45.1 58.6
Other: 100.0: 84.9 11.2 1.3 0.0 15.1 86.2 27.6: 13.8 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 9 11 2 11 21 27:
Old : 23: 9 5 2 2 7 11 14:
Other: 35: 15 9 8 0 11 17 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 10.1 74.0 16.2 53.5 10.1 73.3 16.2
Old : 42.8 33.0 53.9 38.2 41.6 33.0 51.5 37.6
Other: 54.9 10.5 75.5 15.6 54.3 10.5 74.8 15.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 241,139: 39,974 55,635 40,543 136,244 118,669 216,761 214,847: 24,378 26,292
Old : 83,097: 22,362 13,435 6,418 44,836 52,969 73,616 72,822: 9,481 10,275
Other: 158,042: 28,229 52,817 23,508 91,408 65,700 143,145 142,025: 14,897 16,017
: : :
: : Changes in Commitments from: June 30, 2009 :
: -199: -4,142 8,772 877 6,751 -8,570 3,486 1,079: -3,685 -1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.1 16.8 56.5 49.2 89.9 89.1: 10.1 10.9
Old : 100.0: 26.9 16.2 7.7 54.0 63.7 88.6 87.6: 11.4 12.4
Other: 100.0: 17.9 33.4 14.9 57.8 41.6 90.6 89.9: 9.4 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 43 71 67 63 59 159 164:
Old : 156: 46 40 37 41 45 107 105:
Other: 180: 41 68 48 53 42 131 125:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 19.9 28.6 28.0 13.9 16.6 23.5 23.6
Old : 24.1 24.5 35.2 37.0 22.2 24.3 32.8 35.6
Other: 19.5 23.1 31.8 32.7 19.0 20.1 30.6 28.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 719,075: 83,997 144,390 1,677 526,768 435,269 612,442 581,336: 106,633 137,739
Old : 719,075: 83,997 144,390 1,677 526,768 435,269 612,442 581,336: 106,633 137,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 20,363: 16,633 -7,201 850 995 21,436 18,478 15,085: 1,885 5,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 20.1 0.2 73.3 60.5 85.2 80.8: 14.8 19.2
Old : 100.0: 11.7 20.1 0.2 73.3 60.5 85.2 80.8: 14.8 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 : 162: 31 34 10 71 72 108 110:
Old : 162: 31 34 10 71 72 108 110:
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 : 24.9 31.0 33.7 39.9 22.3 30.6 29.7 39.5
Old : 24.9 31.0 33.7 39.9 22.3 30.6 29.7 39.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 180,490: 48,247 9,539 25,722 75,636 124,626 149,605 159,887: 30,885 20,603
Old : 60,831: 22,340 4,478 1,714 24,759 47,046 48,813 53,238: 12,018 7,593
Other: 119,659: 38,247 17,401 11,668 50,877 77,580 100,792 106,649: 18,867 13,010
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,603: -10,345 1,393 -418 6,522 -5,718 -4,241 -4,743: -362 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 5.3 14.3 41.9 69.0 82.9 88.6: 17.1 11.4
Old : 100.0: 36.7 7.4 2.8 40.7 77.3 80.2 87.5: 19.8 12.5
Other: 100.0: 32.0 14.5 9.8 42.5 64.8 84.2 89.1: 15.8 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 64 25 48 66 56 152 117:
Old : 129: 43 20 15 50 47 98 78:
Other: 155: 50 34 28 55 42 125 89:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 34.8 25.3 47.7 9.8 29.8 15.6 36.8
Old : 21.0 31.9 33.2 50.0 20.7 30.6 32.2 47.1
Other: 20.3 41.6 29.3 55.3 16.2 40.3 24.3 48.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,901: 2,310 1,620 382 3,748 4,573 6,440 6,575: 1,461 1,326
Old : 7,901: 2,310 1,620 382 3,748 4,573 6,440 6,575: 1,461 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -112: 46 -20 -119 11 172 -62 33: -50 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 20.5 4.8 47.4 57.9 81.5 83.2: 18.5 16.8
Old : 100.0: 29.2 20.5 4.8 47.4 57.9 81.5 83.2: 18.5 16.8
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 : 49: 10 15 5 16 14 30 31:
Old : 49: 10 15 5 16 14 30 31:
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 : 33.1 39.6 51.6 55.1 33.1 36.0 47.5 47.0
Old : 33.1 39.6 51.6 55.1 33.1 36.0 47.5 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 585,200: 153,648 47,713 6,765 319,050 428,721 479,463 483,199: 105,737 102,001
Old : 585,200: 153,648 47,713 6,765 319,050 428,721 479,463 483,199: 105,737 102,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 35,807: 19,165 -7,965 -64 -3,902 39,252 15,199 31,223: 20,608 4,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 8.2 1.2 54.5 73.3 81.9 82.6: 18.1 17.4
Old : 100.0: 26.3 8.2 1.2 54.5 73.3 81.9 82.6: 18.1 17.4
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 : 157: 35 26 10 61 72 102 102:
Old : 157: 35 26 10 61 72 102 102:
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 : 23.5 28.2 34.0 39.5 22.1 26.3 32.3 37.5
Old : 23.5 28.2 34.0 39.5 22.1 26.3 32.3 37.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,049,038: 96,441 221,290 11,425 696,805 522,978 804,671 755,693: 244,367 293,345
Old : 1,049,038: 96,441 221,290 11,425 696,805 522,978 804,671 755,693: 244,367 293,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 24,393: 1,342 13,798 3,841 -5,208 -8,069 -25 9,570: 24,418 14,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 21.1 1.1 66.4 49.9 76.7 72.0: 23.3 28.0
Old : 100.0: 9.2 21.1 1.1 66.4 49.9 76.7 72.0: 23.3 28.0
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 : 219: 38 50 20 91 89 138 151:
Old : 219: 38 50 20 91 89 138 151:
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 17.0 28.8 24.8 13.6 9.9 20.9 15.8
Old : 17.8 17.0 28.8 24.8 13.6 9.9 20.9 15.8
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 779,575: 78,068 109,998 9,151 515,300 483,109 602,519 602,258: 177,056 177,317
Old : 779,575: 78,068 109,998 9,151 515,300 483,109 602,519 602,258: 177,056 177,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,790: -1,281 -8,200 650 5,833 18,585 5,202 11,035: -3,412 -9,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.1 1.2 66.1 62.0 77.3 77.3: 22.7 22.7
Old : 100.0: 10.0 14.1 1.2 66.1 62.0 77.3 77.3: 22.7 22.7
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 : 134: 24 22 9 62 64 89 92:
Old : 134: 24 22 9 62 64 89 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 20.1 36.5 31.8 22.2 19.5 31.1 29.6
Old : 27.3 20.1 36.5 31.8 22.2 19.5 31.1 29.6
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 377,081: 120,623 12,562 22,567 194,467 307,161 337,657 342,290: 39,424 34,791
Old : 377,081: 120,623 12,562 22,567 194,467 307,161 337,657 342,290: 39,424 34,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -51,615: -11,826 -5,237 -14,665 -24,380 -27,873 -50,871 -47,775: -744 -3,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 3.3 6.0 51.6 81.5 89.5 90.8: 10.5 9.2
Old : 100.0: 32.0 3.3 6.0 51.6 81.5 89.5 90.8: 10.5 9.2
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 : 84: 32 7 21 37 37 74 61:
Old : 84: 32 7 21 37 37 74 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 : 26.2 51.0 41.3 66.7 21.2 40.1 33.4 50.4
Old : 26.2 51.0 41.3 66.7 21.2 40.1 33.4 50.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 56,317: 13,845 13,678 435 32,352 24,218 46,632 38,331: 9,685 17,986
Old : 56,317: 13,845 13,678 435 32,352 24,218 46,632 38,331: 9,685 17,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 10,600: -57 6,726 -6 9,250 -3,852 9,187 2,868: 1,413 7,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 24.3 0.8 57.4 43.0 82.8 68.1: 17.2 31.9
Old : 100.0: 24.6 24.3 0.8 57.4 43.0 82.8 68.1: 17.2 31.9
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 : 80: 17 26 4 25 21 43 50:
Old : 80: 17 26 4 25 21 43 50:
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 24.7 42.4 37.6 27.9 21.0 41.3 33.1
Old : 28.2 24.7 42.4 37.6 27.9 21.0 41.3 33.1
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 34,313: 2,464 2,032 88 29,658 29,766 32,210 31,886: 2,103 2,427
Old : 34,313: 2,464 2,032 88 29,658 29,766 32,210 31,886: 2,103 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 3,394: -2,180 -385 -434 4,929 3,138 2,315 2,319: 1,079 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.9 0.3 86.4 86.7 93.9 92.9: 6.1 7.1
Old : 100.0: 7.2 5.9 0.3 86.4 86.7 93.9 92.9: 6.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 11 1 11 13 17 24:
Old : 38: 5 11 1 11 13 17 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 83.7 90.8 88.5 79.8 83.5 90.8 88.3
Old : 79.8 83.7 90.8 88.5 79.8 83.5 90.8 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 33,766: 7,894 375 831 24,847 32,466 33,572 33,672: 194 94
Old : 33,766: 7,894 375 831 24,847 32,466 33,572 33,672: 194 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,447: -791 109 690 1,458 775 1,357 1,574: 90 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 1.1 2.5 73.6 96.1 99.4 99.7: 0.6 0.3
Old : 100.0: 23.4 1.1 2.5 73.6 96.1 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 5 1 11 8 17 14:
Old : 27: 6 5 1 11 8 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 84.2 95.4 97.3 68.3 79.6 79.8 83.2
Old : 83.9 84.2 95.4 97.3 68.3 79.6 79.8 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009