WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 12, 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 : 299,792: 83,667 78,565 40,179 147,777 137,621 271,623 256,365: 28,169 43,427
Old : 286,677: 82,183 79,213 37,451 140,099 130,016 259,733 246,680: 26,944 39,997
Other: 13,115: 3,686 1,554 526 7,678 7,605 11,890 9,685: 1,225 3,430
: : :
: : Changes in Commitments from: May 5, 2009 :
: 12,294: 6,576 -2,306 3,871 1,692 11,543 12,139 13,108: 155 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 26.2 13.4 49.3 45.9 90.6 85.5: 9.4 14.5
Old : 100.0: 28.7 27.6 13.1 48.9 45.4 90.6 86.0: 9.4 14.0
Other: 100.0: 28.1 11.8 4.0 58.5 58.0 90.7 73.8: 9.3 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 86 137 109 63 95 235 280:
Old : 353: 89 138 105 62 88 231 272:
Other: 94: 21 16 10 22 45 47 69:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 18.2 37.0 26.6 21.7 17.0 35.5 24.3
Old : 23.1 18.8 37.5 27.4 22.9 17.4 37.2 25.0
Other: 46.8 29.2 64.4 41.1 34.0 13.6 49.2 24.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 12, 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 : 858,911: 245,099 94,219 123,389 381,258 446,269 749,746 663,877: 109,165 195,034
Old : 474,439: 168,151 112,650 31,950 207,282 241,564 407,383 386,164: 67,056 88,275
Other: 384,472: 145,396 50,017 22,991 173,976 204,705 342,363 277,713: 42,109 106,759
: : :
: : Changes in Commitments from: May 5, 2009 :
: 62,029: 35,800 -20,531 -2,515 13,379 63,663 46,664 40,617: 15,365 21,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 11.0 14.4 44.4 52.0 87.3 77.3: 12.7 22.7
Old : 100.0: 35.4 23.7 6.7 43.7 50.9 85.9 81.4: 14.1 18.6
Other: 100.0: 37.8 13.0 6.0 45.3 53.2 89.0 72.2: 11.0 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 596: 173 103 144 161 252 412 448:
Old : 561: 169 105 64 139 224 338 367:
Other: 480: 109 105 61 95 225 232 367:
:----------------------------------------------------------------------------------------------------
: 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 13.6 24.8 20.0 15.3 12.6 23.7 18.4
Old : 16.8 14.8 26.7 23.4 16.8 14.1 26.7 22.2
Other: 26.5 13.6 36.4 20.5 26.4 12.6 35.9 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 12, 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 : 13,338: 2,947 1,378 3 7,682 9,771 10,632 11,152: 2,706 2,186
Old : 13,338: 2,947 1,378 3 7,682 9,771 10,632 11,152: 2,706 2,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -171: 597 -1,055 3 -1,120 710 -520 -342: 349 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.3 0.0 57.6 73.3 79.7 83.6: 20.3 16.4
Old : 100.0: 22.1 10.3 0.0 57.6 73.3 79.7 83.6: 20.3 16.4
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 : 45: 13 10 2 17 12 30 24:
Old : 45: 13 10 2 17 12 30 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 : 31.4 61.0 49.2 72.3 30.3 50.2 45.5 61.1
Old : 31.4 61.0 49.2 72.3 30.3 50.2 45.5 61.1
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 - Futures Only, May 12, 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 : 408,703: 139,138 22,323 56,001 157,031 252,841 352,170 331,165: 56,533 77,538
Old : 227,540: 86,523 29,885 13,624 94,005 151,554 194,152 195,063: 33,388 32,477
Other: 181,163: 77,835 17,658 17,157 63,026 101,287 158,018 136,102: 23,145 45,061
: : :
: : Changes in Commitments from: May 5, 2009 :
: 11,598: 3,871 -2,471 1,049 875 8,193 5,795 6,771: 5,803 4,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 5.5 13.7 38.4 61.9 86.2 81.0: 13.8 19.0
Old : 100.0: 38.0 13.1 6.0 41.3 66.6 85.3 85.7: 14.7 14.3
Other: 100.0: 43.0 9.7 9.5 34.8 55.9 87.2 75.1: 12.8 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 165 62 103 101 139 315 269:
Old : 370: 146 69 43 68 118 233 212:
Other: 307: 103 58 49 79 114 207 200:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 25.4 23.9 35.0 14.0 22.8 22.1 30.9
Old : 20.9 30.2 32.6 40.9 20.7 29.9 32.1 40.2
Other: 18.1 27.1 29.5 35.4 16.9 25.7 27.2 32.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,171: 14,927 1,861 637 0 1,379 15,564 3,877: 3,607 15,294
Old : 6,338: 3,486 1,780 358 0 137 3,844 2,275: 2,494 4,063
Other: 12,833: 11,664 304 56 0 1,242 11,720 1,602: 1,113 11,231
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,042: 1,140 750 254 0 -96 1,394 908: 648 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 9.7 3.3 0.0 7.2 81.2 20.2: 18.8 79.8
Old : 100.0: 55.0 28.1 5.6 0.0 2.2 60.7 35.9: 39.3 64.1
Other: 100.0: 90.9 2.4 0.4 0.0 9.7 91.3 12.5: 8.7 87.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 16 7 11 0 4 18 20:
Old : 26: 14 8 5 0 4 15 16:
Other: 22: 14 4 8 0 4 15 15:
:----------------------------------------------------------------------------------------------------
: 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 : 52.1 8.2 67.9 14.5 49.6 8.2 65.4 13.8
Old : 38.8 18.5 56.4 30.8 34.2 17.5 51.4 28.1
Other: 62.4 10.1 80.1 12.2 62.1 10.1 79.9 12.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 12, 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 : 210,437: 50,505 23,950 34,335 92,788 134,568 177,628 192,853: 32,809 17,584
Old : 162,270: 51,062 26,221 13,431 72,915 107,221 137,408 146,873: 24,862 15,397
Other: 48,167: 11,289 9,575 9,058 19,873 27,347 40,220 45,980: 7,947 2,187
: : :
: : Changes in Commitments from: May 5, 2009 :
: 6,733: 6,219 -1,305 -227 235 8,819 6,227 7,287: 506 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.4 16.3 44.1 63.9 84.4 91.6: 15.6 8.4
Old : 100.0: 31.5 16.2 8.3 44.9 66.1 84.7 90.5: 15.3 9.5
Other: 100.0: 23.4 19.9 18.8 41.3 56.8 83.5 95.5: 16.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 68 25 53 65 50 166 116:
Old : 183: 72 31 36 57 44 147 98:
Other: 111: 28 26 22 40 27 83 63:
:----------------------------------------------------------------------------------------------------
: 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 32.7 26.0 43.6 12.2 31.6 20.1 40.7
Old : 16.3 37.6 27.4 47.3 14.3 37.0 24.0 46.7
Other: 24.0 32.3 36.4 54.4 16.7 29.1 26.4 45.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 12, 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 : 711,193: 43,594 139,680 7,352 546,868 416,430 597,814 563,462: 113,379 147,731
Old : 711,193: 43,594 139,680 7,352 546,868 416,430 597,814 563,462: 113,379 147,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 24,915: 2,071 24,127 681 20,662 -53 23,414 24,755: 1,501 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 19.6 1.0 76.9 58.6 84.1 79.2: 15.9 20.8
Old : 100.0: 6.1 19.6 1.0 76.9 58.6 84.1 79.2: 15.9 20.8
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 : 147: 21 39 17 67 63 102 105:
Old : 147: 21 39 17 67 63 102 105:
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 : 30.4 30.9 41.3 38.0 29.0 30.7 38.3 37.3
Old : 30.4 30.9 41.3 38.0 29.0 30.7 38.3 37.3
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, May 12, 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 : 151,572: 53,904 5,889 14,159 53,213 116,012 121,276 136,060: 30,296 15,512
Old : 105,769: 50,786 6,097 3,141 28,582 84,323 82,509 93,561: 23,260 12,208
Other: 45,803: 9,187 5,861 4,949 24,631 31,689 38,767 42,499: 7,036 3,304
: : :
: : Changes in Commitments from: May 5, 2009 :
: 8,643: -520 -37 2,529 5,455 6,557 7,464 9,049: 1,179 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 3.9 9.3 35.1 76.5 80.0 89.8: 20.0 10.2
Old : 100.0: 48.0 5.8 3.0 27.0 79.7 78.0 88.5: 22.0 11.5
Other: 100.0: 20.1 12.8 10.8 53.8 69.2 84.6 92.8: 15.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 60 18 29 66 50 143 89:
Old : 157: 60 21 16 60 42 128 73:
Other: 99: 28 13 16 44 29 83 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 44.7 20.7 57.2 9.4 40.3 16.3 50.1
Old : 12.7 46.1 21.6 60.9 12.5 44.1 20.8 58.8
Other: 23.4 47.7 34.5 65.2 14.6 41.8 23.3 53.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 12, 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 : 7,810: 2,037 1,179 503 4,063 4,167 6,603 5,849: 1,207 1,961
Old : 3,813: 945 1,202 0 2,017 1,564 2,962 2,766: 851 1,047
Other: 3,997: 1,336 221 259 2,046 2,603 3,641 3,083: 356 914
: : :
: : Changes in Commitments from: May 5, 2009 :
: -173: -317 -53 20 50 -507 -247 -540: 74 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.1 6.4 52.0 53.4 84.5 74.9: 15.5 25.1
Old : 100.0: 24.8 31.5 0.0 52.9 41.0 77.7 72.5: 22.3 27.5
Other: 100.0: 33.4 5.5 6.5 51.2 65.1 91.1 77.1: 8.9 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 11 6 16 14 30 28:
Old : 42: 10 10 0 13 10 23 20:
Other: 25: 4 5 4 7 11 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 26.6 49.5 48.1 29.8 25.2 45.5 41.6
Old : 34.1 38.2 51.0 54.7 34.1 37.9 51.0 54.4
Other: 54.1 41.9 81.7 59.4 53.8 29.7 70.0 45.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 12, 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 : 501,897: 97,297 57,679 3,169 302,642 351,377 403,108 412,225: 98,789 89,672
Old : 501,897: 97,297 57,679 3,169 302,642 351,377 403,108 412,225: 98,789 89,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 28,895: 18,723 8,989 411 11,247 23,740 30,381 33,140: -1,486 -4,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 11.5 0.6 60.3 70.0 80.3 82.1: 19.7 17.9
Old : 100.0: 19.4 11.5 0.6 60.3 70.0 80.3 82.1: 19.7 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 24 28 10 62 69 93 100:
Old : 142: 24 28 10 62 69 93 100:
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 : 19.0 24.8 30.1 36.9 16.1 20.5 24.8 31.1
Old : 19.0 24.8 30.1 36.9 16.1 20.5 24.8 31.1
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, May 12, 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 : 1,127,987: 101,301 152,897 10,260 811,562 695,048 923,123 858,205: 204,864 269,782
Old : 1,127,987: 101,301 152,897 10,260 811,562 695,048 923,123 858,205: 204,864 269,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 100,634: 32,271 -12,682 3,528 63,461 98,737 99,260 89,583: 1,374 11,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 13.6 0.9 71.9 61.6 81.8 76.1: 18.2 23.9
Old : 100.0: 9.0 13.6 0.9 71.9 61.6 81.8 76.1: 18.2 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 : 216: 38 41 19 104 92 148 146:
Old : 216: 38 41 19 104 92 148 146:
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 22.8 34.7 28.8 21.3 17.2 29.0 22.2
Old : 23.4 22.8 34.7 28.8 21.3 17.2 29.0 22.2
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, May 12, 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 : 840,101: 112,722 89,039 6,095 558,622 563,581 677,439 658,715: 162,662 181,386
Old : 840,101: 112,722 89,039 6,095 558,622 563,581 677,439 658,715: 162,662 181,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 14,080: -78 10,016 3,820 8,573 -129 12,315 13,707: 1,765 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.6 0.7 66.5 67.1 80.6 78.4: 19.4 21.6
Old : 100.0: 13.4 10.6 0.7 66.5 67.1 80.6 78.4: 19.4 21.6
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 : 136: 19 27 12 59 70 82 105:
Old : 136: 19 27 12 59 70 82 105:
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 : 32.1 24.8 43.2 33.8 17.7 12.8 26.2 20.4
Old : 32.1 24.8 43.2 33.8 17.7 12.8 26.2 20.4
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, May 12, 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 : 406,478: 157,258 22,269 28,826 179,408 326,218 365,492 377,313: 40,986 29,165
Old : 406,478: 157,258 22,269 28,826 179,408 326,218 365,492 377,313: 40,986 29,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 17,606: 915 6,290 1,458 16,631 10,388 19,004 18,136: -1,398 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 5.5 7.1 44.1 80.3 89.9 92.8: 10.1 7.2
Old : 100.0: 38.7 5.5 7.1 44.1 80.3 89.9 92.8: 10.1 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 : 80: 31 9 21 33 31 70 55:
Old : 80: 31 9 21 33 31 70 55:
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 : 25.0 47.0 43.3 65.4 22.5 42.7 37.0 53.4
Old : 25.0 47.0 43.3 65.4 22.5 42.7 37.0 53.4
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, May 12, 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 : 13,946: 3,983 2,544 24 5,105 7,793 9,112 10,361: 4,834 3,585
Old : 13,946: 3,983 2,544 24 5,105 7,793 9,112 10,361: 4,834 3,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 565: 502 869 -74 0 -5 428 790: 137 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.2 0.2 36.6 55.9 65.3 74.3: 34.7 25.7
Old : 100.0: 28.6 18.2 0.2 36.6 55.9 65.3 74.3: 34.7 25.7
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 : 26: 7 7 3 7 6 17 13:
Old : 26: 7 7 3 7 6 17 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 : 41.6 52.9 54.9 66.2 40.8 52.9 54.0 66.2
Old : 41.6 52.9 54.9 66.2 40.8 52.9 54.0 66.2
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, May 12, 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 : 54,254: 19,083 13,000 524 21,756 25,813 41,363 39,337: 12,891 14,917
Old : 54,254: 19,083 13,000 524 21,756 25,813 41,363 39,337: 12,891 14,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 275: 2,773 -3,149 284 -5,024 2,546 -1,967 -319: 2,242 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 24.0 1.0 40.1 47.6 76.2 72.5: 23.8 27.5
Old : 100.0: 35.2 24.0 1.0 40.1 47.6 76.2 72.5: 23.8 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 29 25 11 25 29 59 60:
Old : 96: 29 25 11 25 29 59 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 : 21.2 25.9 33.7 37.8 17.5 20.6 27.2 28.5
Old : 21.2 25.9 33.7 37.8 17.5 20.6 27.2 28.5
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, May 12, 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 : 19,926: 2,167 4,430 79 17,598 15,125 19,844 19,634: 82 292
Old : 19,926: 2,167 4,430 79 17,598 15,125 19,844 19,634: 82 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,133: -507 1,786 2 2,652 282 2,147 2,070: -14 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.2 0.4 88.3 75.9 99.6 98.5: 0.4 1.5
Old : 100.0: 10.9 22.2 0.4 88.3 75.9 99.6 98.5: 0.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 11 1 11 12 20 23:
Old : 38: 8 11 1 11 12 20 23:
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 : 78.2 79.1 91.7 88.8 73.7 69.0 84.5 78.7
Old : 78.2 79.1 91.7 88.8 73.7 69.0 84.5 78.7
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, May 12, 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 : 34,421: 3,907 166 49 30,248 34,067 34,204 34,282: 217 139
Old : 34,421: 3,907 166 49 30,248 34,067 34,204 34,282: 217 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -1,123: 1,168 -190 0 -2,414 -1,008 -1,246 -1,198: 123 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.5 0.1 87.9 99.0 99.4 99.6: 0.6 0.4
Old : 100.0: 11.4 0.5 0.1 87.9 99.0 99.4 99.6: 0.6 0.4
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 : 27: 8 4 1 10 8 18 13:
Old : 27: 8 4 1 10 8 18 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 : 78.1 89.2 92.6 99.0 76.0 89.2 90.3 96.2
Old : 78.1 89.2 92.6 99.0 76.0 89.2 90.3 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2009