WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 383,387: 80,569 80,043 97,271 176,016 156,932 353,855 334,246: 29,532 49,142
Old : 336,807: 72,477 70,953 81,895 154,918 142,111 309,290 294,958: 27,517 41,848
Other: 46,581: 19,880 20,878 3,588 21,098 14,821 44,565 39,287: 2,015 7,293
: : :
: : Changes in Commitments from: June 23, 2009 :
: -62,674: 4,570 9,824 -43,049 -16,829 -27,578 -55,308 -60,802: -7,366 -1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 20.9 25.4 45.9 40.9 92.3 87.2: 7.7 12.8
Old : 100.0: 21.5 21.1 24.3 46.0 42.2 91.8 87.6: 8.2 12.4
Other: 100.0: 42.7 44.8 7.7 45.3 31.8 95.7 84.3: 4.3 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 94 130 136 75 105 265 293:
Old : 355: 110 123 126 74 104 261 285:
Other: 138: 21 44 20 27 65 58 122:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 13.6 32.7 20.7 19.8 12.1 31.1 18.5
Old : 21.4 14.9 32.2 22.8 20.3 13.3 30.8 20.6
Other: 68.2 24.3 75.5 37.1 65.7 24.3 72.5 35.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 1,277,177: 235,436 117,252 340,741 580,193 573,702 1,156,370 1,031,695: 120,807 245,482
Old : 425,862: 84,889 97,181 76,751 214,264 195,775 375,904 369,707: 49,958 56,155
Other: 851,315: 212,335 81,859 202,202 365,929 377,927 780,466 661,988: 70,849 189,327
: : :
: : Changes in Commitments from: June 23, 2009 :
: -110,983: -2,707 3,477 -69,878 -29,030 -34,366 -101,614 -100,766: -9,369 -10,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.2 26.7 45.4 44.9 90.5 80.8: 9.5 19.2
Old : 100.0: 19.9 22.8 18.0 50.3 46.0 88.3 86.8: 11.7 13.2
Other: 100.0: 24.9 9.6 23.8 43.0 44.4 91.7 77.8: 8.3 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 649: 185 117 208 215 290 493 549:
Old : 528: 113 119 115 163 227 337 403:
Other: 604: 170 121 157 166 271 400 490:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 10.4 23.2 17.1 11.3 7.2 17.0 11.0
Old : 20.3 14.9 28.3 24.2 20.0 12.3 27.8 20.6
Other: 17.2 9.3 25.6 15.8 11.7 7.0 18.7 10.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 14,713: 1,314 1,045 1,276 10,137 10,330 12,727 12,651: 1,986 2,063
Old : 14,713: 1,314 1,045 1,276 10,137 10,330 12,727 12,651: 1,986 2,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -1,076: -26 389 -542 -357 -1,022 -925 -1,175: -152 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 7.1 8.7 68.9 70.2 86.5 86.0: 13.5 14.0
Old : 100.0: 8.9 7.1 8.7 68.9 70.2 86.5 86.0: 13.5 14.0
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 : 42: 7 11 9 16 13 30 29:
Old : 42: 7 11 9 16 13 30 29:
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 : 40.1 59.2 58.3 71.1 35.1 45.2 48.1 53.1
Old : 40.1 59.2 58.3 71.1 35.1 45.2 48.1 53.1
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 30, 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 : 578,217: 126,660 21,848 169,390 228,316 297,035 524,366 488,272: 53,851 89,945
Old : 111,530: 37,614 8,346 27,416 31,642 64,803 96,672 100,564: 14,858 10,966
Other: 466,687: 108,788 33,243 122,233 196,673 232,232 427,694 387,708: 38,993 78,979
: : :
: : Changes in Commitments from: June 23, 2009 :
: -83,680: -487 641 -54,702 -22,323 -29,184 -77,513 -83,245: -6,168 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.8 29.3 39.5 51.4 90.7 84.4: 9.3 15.6
Old : 100.0: 33.7 7.5 24.6 28.4 58.1 86.7 90.2: 13.3 9.8
Other: 100.0: 23.3 7.1 26.2 42.1 49.8 91.6 83.1: 8.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 165 94 168 129 176 370 373:
Old : 304: 102 49 80 82 116 211 218:
Other: 439: 139 116 147 112 168 329 358:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 19.8 26.2 31.2 11.6 15.0 17.4 19.5
Old : 21.4 38.1 33.4 47.6 17.0 29.5 24.1 37.2
Other: 17.9 19.3 28.4 29.5 14.2 14.7 21.5 20.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,241: 17,596 2,506 265 10 3,235 17,871 6,006: 3,370 15,235
Old : 1,267: 645 334 19 10 148 674 501: 593 766
Other: 19,974: 16,983 2,204 214 0 3,087 17,197 5,505: 2,777 14,469
: : :
: : Changes in Commitments from: June 23, 2009 :
: -2,116: -1,697 -1,065 -685 -3 370 -2,385 -1,380: 269 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 11.8 1.2 0.0 15.2 84.1 28.3: 15.9 71.7
Old : 100.0: 50.9 26.4 1.5 0.8 11.7 53.2 39.5: 46.8 60.5
Other: 100.0: 85.0 11.0 1.1 0.0 15.5 86.1 27.6: 13.9 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 10 12 2 11 20 30:
Old : 25: 10 6 3 2 7 12 16:
Other: 36: 15 10 8 0 11 17 27:
:----------------------------------------------------------------------------------------------------
: 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 : 53.7 9.0 73.5 15.1 53.3 9.0 73.1 15.1
Old : 35.0 31.9 49.3 36.7 34.3 31.9 48.1 36.7
Other: 55.4 9.1 76.1 14.5 55.0 9.1 75.6 14.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 283,193: 30,941 48,479 70,081 153,139 135,524 254,161 254,083: 29,032 29,110
Old : 107,990: 18,294 11,814 21,357 53,859 60,169 93,510 93,340: 14,481 14,650
Other: 175,202: 25,554 49,571 35,817 99,280 75,355 160,651 160,743: 14,551 14,460
: : :
: : Changes in Commitments from: June 23, 2009 :
: -23,551: -4,696 6,549 -15,620 -4,876 -18,282 -25,192 -27,352: 1,641 3,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 17.1 24.7 54.1 47.9 89.7 89.7: 10.3 10.3
Old : 100.0: 16.9 10.9 19.8 49.9 55.7 86.6 86.4: 13.4 13.6
Other: 100.0: 14.6 28.3 20.4 56.7 43.0 91.7 91.7: 8.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 45 80 84 65 67 177 183:
Old : 162: 46 43 55 45 53 121 125:
Other: 188: 38 75 57 59 49 143 140:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 21.2 25.7 31.8 10.3 15.0 17.3 20.3
Old : 23.9 20.0 34.4 30.4 13.6 15.0 22.5 22.3
Other: 18.4 27.6 29.6 38.4 16.7 21.3 26.3 28.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 771,428: 72,146 151,156 31,188 553,743 447,391 657,077 629,735: 114,352 141,693
Old : 771,428: 72,146 151,156 31,188 553,743 447,391 657,077 629,735: 114,352 141,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -39,342: 3,124 2,373 -16,333 -12,822 -21,516 -26,032 -35,477: -13,310 -3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.6 4.0 71.8 58.0 85.2 81.6: 14.8 18.4
Old : 100.0: 9.4 19.6 4.0 71.8 58.0 85.2 81.6: 14.8 18.4
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 : 160: 25 39 31 78 77 124 126:
Old : 160: 25 39 31 78 77 124 126:
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 26.7 31.5 35.2 20.9 26.3 27.9 34.6
Old : 23.5 26.7 31.5 35.2 20.9 26.3 27.9 34.6
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 30, 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 : 207,297: 53,861 7,809 42,743 77,288 134,777 173,892 185,329: 33,405 21,967
Old : 75,398: 27,874 4,331 8,450 25,233 53,639 61,557 66,420: 13,841 8,978
Other: 131,898: 38,839 16,331 21,440 52,055 81,138 112,334 118,909: 19,564 12,989
: : :
: : Changes in Commitments from: June 23, 2009 :
: -12,523: 1,342 1,153 -6,998 -281 -3,051 -5,937 -8,895: -6,586 -3,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 3.8 20.6 37.3 65.0 83.9 89.4: 16.1 10.6
Old : 100.0: 37.0 5.7 11.2 33.5 71.1 81.6 88.1: 18.4 11.9
Other: 100.0: 29.4 12.4 16.3 39.5 61.5 85.2 90.2: 14.8 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 58 27 53 67 62 154 123:
Old : 132: 41 20 31 57 52 113 91:
Other: 149: 46 30 39 58 49 128 99:
:----------------------------------------------------------------------------------------------------
: 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 33.8 23.9 47.7 7.8 29.1 14.0 34.5
Old : 19.4 29.8 31.5 44.0 17.7 29.3 28.7 42.7
Other: 20.1 41.9 30.0 54.8 14.9 38.0 23.4 46.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 8,446: 2,411 1,505 693 3,766 4,682 6,870 6,881: 1,575 1,565
Old : 378: 112 0 0 198 312 310 312: 68 66
Other: 8,068: 2,401 1,607 591 3,568 4,370 6,560 6,569: 1,507 1,499
: : :
: : Changes in Commitments from: June 23, 2009 :
: -487: -156 94 -33 -169 -529 -358 -468: -129 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 17.8 8.2 44.6 55.4 81.3 81.5: 18.7 18.5
Old : 100.0: 29.6 0.0 0.0 52.4 82.5 82.0 82.5: 18.0 17.5
Other: 100.0: 29.8 19.9 7.3 44.2 54.2 81.3 81.4: 18.7 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 14 13 6 19 16 35 34:
Old : 11: 4 0 0 4 3 8 3:
Other: 51: 11 16 6 18 15 34 33:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 34.9 49.1 51.1 32.1 31.7 45.1 42.5
Old : 70.4 82.5 82.0 82.5 70.4 82.5 82.0 82.5
Other: 33.6 36.5 51.4 52.0 33.6 34.8 47.2 44.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 594,456: 137,133 54,338 35,128 335,556 405,777 507,818 495,242: 86,638 99,213
Old : 594,456: 137,133 54,338 35,128 335,556 405,777 507,818 495,242: 86,638 99,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -17,056: 2,402 -264 -8,006 -10,304 -4,293 -15,908 -12,563: -1,148 -4,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 9.1 5.9 56.4 68.3 85.4 83.3: 14.6 16.7
Old : 100.0: 23.1 9.1 5.9 56.4 68.3 85.4 83.3: 14.6 16.7
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 : 164: 37 31 25 65 74 112 120:
Old : 164: 37 31 25 65 74 112 120:
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 : 23.4 21.7 33.8 33.0 21.8 19.7 31.3 30.8
Old : 23.4 21.7 33.8 33.0 21.8 19.7 31.3 30.8
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 30, 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 : 1,296,246: 92,326 194,935 130,668 821,809 664,934 1,044,803 990,538: 251,443 305,709
Old : 1,296,246: 92,326 194,935 130,668 821,809 664,934 1,044,803 990,538: 251,443 305,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -177,966: 12,372 27,531 -79,009 -84,968 -112,417 -151,606 -163,896: -26,360 -14,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 15.0 10.1 63.4 51.3 80.6 76.4: 19.4 23.6
Old : 100.0: 7.1 15.0 10.1 63.4 51.3 80.6 76.4: 19.4 23.6
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 : 203: 38 38 50 107 99 165 168:
Old : 203: 38 38 50 107 99 165 168:
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 : 15.7 15.5 23.9 23.0 11.3 8.9 16.1 14.5
Old : 15.7 15.5 23.9 23.0 11.3 8.9 16.1 14.5
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 30, 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 : 815,543: 75,703 116,360 28,183 524,144 476,163 628,030 620,706: 187,513 194,837
Old : 815,543: 75,703 116,360 28,183 524,144 476,163 628,030 620,706: 187,513 194,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -77,346: -9,863 -4,772 -43,713 -36,746 -24,239 -90,323 -72,724: 12,977 -4,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 14.3 3.5 64.3 58.4 77.0 76.1: 23.0 23.9
Old : 100.0: 9.3 14.3 3.5 64.3 58.4 77.0 76.1: 23.0 23.9
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 : 124: 20 22 19 61 67 87 102:
Old : 124: 20 22 19 61 67 87 102:
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 : 26.6 21.5 36.0 31.4 21.4 20.5 30.7 28.1
Old : 26.6 21.5 36.0 31.4 21.4 20.5 30.7 28.1
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 30, 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 : 565,015: 128,770 16,774 138,883 255,958 368,609 523,611 524,265: 41,404 40,750
Old : 565,015: 128,770 16,774 138,883 255,958 368,609 523,611 524,265: 41,404 40,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 5,965: -11,586 5,475 1,013 19,979 -1,684 9,405 4,804: -3,440 1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.0 24.6 45.3 65.2 92.7 92.8: 7.3 7.2
Old : 100.0: 22.8 3.0 24.6 45.3 65.2 92.7 92.8: 7.3 7.2
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 : 90: 33 9 35 40 37 84 74:
Old : 90: 33 9 35 40 37 84 74:
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 : 25.9 37.1 43.4 53.5 19.7 30.4 28.6 38.0
Old : 25.9 37.1 43.4 53.5 19.7 30.4 28.6 38.0
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 30, 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 : 47,881: 13,822 6,959 719 24,897 29,733 39,438 37,411: 8,443 10,470
Old : 47,881: 13,822 6,959 719 24,897 29,733 39,438 37,411: 8,443 10,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -3,617: -1,404 -1,651 304 1,057 -2,923 -43 -4,269: -3,574 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 14.5 1.5 52.0 62.1 82.4 78.1: 17.6 21.9
Old : 100.0: 28.9 14.5 1.5 52.0 62.1 82.4 78.1: 17.6 21.9
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 : 69: 18 17 4 23 22 44 40:
Old : 69: 18 17 4 23 22 44 40:
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 : 22.5 39.1 38.5 50.7 21.9 35.2 36.4 45.4
Old : 22.5 39.1 38.5 50.7 21.9 35.2 36.4 45.4
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 30, 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 : 30,919: 4,644 2,417 522 24,729 26,628 29,895 29,567: 1,024 1,352
Old : 30,919: 4,644 2,417 522 24,729 26,628 29,895 29,567: 1,024 1,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 6,304: 4,092 -1,785 436 763 6,689 5,291 5,340: 1,013 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.8 1.7 80.0 86.1 96.7 95.6: 3.3 4.4
Old : 100.0: 15.0 7.8 1.7 80.0 86.1 96.7 95.6: 3.3 4.4
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 : 36: 3 11 2 13 12 17 24:
Old : 36: 3 11 2 13 12 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 : 86.6 85.0 93.4 90.2 85.2 83.0 91.0 87.5
Old : 86.6 85.0 93.4 90.2 85.2 83.0 91.0 87.5
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 30, 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 : 32,319: 8,685 266 141 23,389 31,691 32,215 32,098: 104 221
Old : 32,319: 8,685 266 141 23,389 31,691 32,215 32,098: 104 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -7,746: 5,999 -863 141 -13,917 -6,968 -7,777 -7,690: 31 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 0.8 0.4 72.4 98.1 99.7 99.3: 0.3 0.7
Old : 100.0: 26.9 0.8 0.4 72.4 98.1 99.7 99.3: 0.3 0.7
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 : 25: 5 4 1 11 8 16 13:
Old : 25: 5 4 1 11 8 16 13:
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 : 72.8 86.2 94.8 98.1 61.4 81.4 81.6 85.4
Old : 72.8 86.2 94.8 98.1 61.4 81.4 81.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2009