WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 2, 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 : 346,018: 100,134 84,588 50,555 165,873 167,191 316,562 302,334: 29,456 43,684
Old : 322,490: 95,881 81,825 44,694 154,553 157,386 295,128 283,905: 27,362 38,585
Other: 23,528: 8,202 6,712 1,912 11,320 9,805 21,434 18,429: 2,094 5,099
: : :
: : Changes in Commitments from: May 26, 2009 :
: 32,023: 12,339 6,464 9,037 8,910 13,881 30,286 29,382: 1,737 2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 24.4 14.6 47.9 48.3 91.5 87.4: 8.5 12.6
Old : 100.0: 29.7 25.4 13.9 47.9 48.8 91.5 88.0: 8.5 12.0
Other: 100.0: 34.9 28.5 8.1 48.1 41.7 91.1 78.3: 8.9 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 110 128 121 72 101 275 287:
Old : 378: 115 128 110 70 96 265 278:
Other: 120: 31 22 17 27 55 66 88:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 20.9 34.9 29.8 21.0 19.9 33.5 27.2
Old : 21.7 21.9 34.5 31.3 21.6 20.8 34.1 28.6
Other: 41.3 32.7 54.4 43.7 32.9 25.1 44.0 32.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 2, 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 : 979,982: 307,286 100,580 133,718 419,284 532,485 860,288 766,783: 119,694 213,199
Old : 513,008: 194,412 121,095 35,586 216,621 268,905 446,619 425,586: 66,389 87,422
Other: 466,974: 180,383 46,994 30,623 202,663 263,580 413,669 341,197: 53,305 125,777
: : :
: : Changes in Commitments from: May 26, 2009 :
: 50,692: 26,879 14,353 5,190 11,343 30,829 43,412 50,372: 7,280 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 10.3 13.6 42.8 54.3 87.8 78.2: 12.2 21.8
Old : 100.0: 37.9 23.6 6.9 42.2 52.4 87.1 83.0: 12.9 17.0
Other: 100.0: 38.6 10.1 6.6 43.4 56.4 88.6 73.1: 11.4 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 187 108 158 164 266 438 475:
Old : 580: 169 110 76 136 235 346 386:
Other: 522: 137 96 68 106 239 273 379:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 15.1 24.1 21.2 15.3 15.0 22.7 20.1
Old : 17.0 16.9 27.5 26.7 17.0 16.7 27.4 25.7
Other: 24.0 14.5 33.2 21.4 23.6 14.4 32.8 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,259: 3,320 621 410 8,273 11,633 12,003 12,664: 3,256 2,595
Old : 15,259: 3,320 621 410 8,273 11,633 12,003 12,664: 3,256 2,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 2,240: 123 -120 395 779 1,366 1,297 1,641: 943 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.1 2.7 54.2 76.2 78.7 83.0: 21.3 17.0
Old : 100.0: 21.8 4.1 2.7 54.2 76.2 78.7 83.0: 21.3 17.0
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 : 46: 16 4 6 18 12 37 22:
Old : 46: 16 4 6 18 12 37 22:
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 : 30.6 63.1 48.0 73.7 26.2 48.7 37.5 58.0
Old : 30.6 63.1 48.0 73.7 26.2 48.7 37.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 2, 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 : 447,013: 151,772 26,362 64,969 171,540 280,169 388,281 371,500: 58,732 75,513
Old : 221,518: 87,119 30,771 17,022 84,743 150,857 188,884 198,650: 32,634 22,868
Other: 225,495: 89,623 20,561 22,977 86,797 129,312 199,397 172,850: 26,098 52,645
: : :
: : Changes in Commitments from: May 26, 2009 :
: 5,194: 973 1,030 115 4,497 6,560 5,585 7,705: -391 -2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 5.9 14.5 38.4 62.7 86.9 83.1: 13.1 16.9
Old : 100.0: 39.3 13.9 7.7 38.3 68.1 85.3 89.7: 14.7 10.3
Other: 100.0: 39.7 9.1 10.2 38.5 57.3 88.4 76.7: 11.6 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 173 72 127 125 161 362 315:
Old : 400: 149 82 48 82 126 257 230:
Other: 358: 114 71 63 97 140 249 243:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 23.9 24.2 33.1 13.3 22.2 20.9 29.2
Old : 18.1 34.4 29.6 44.8 17.9 34.1 29.4 42.4
Other: 16.9 21.0 28.8 30.8 15.9 17.2 26.0 25.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,206: 19,342 3,741 1,448 12 2,900 20,802 8,089: 3,404 16,117
Old : 7,689: 5,096 3,707 410 12 343 5,518 4,460: 2,171 3,229
Other: 16,517: 14,988 776 296 0 2,557 15,284 3,629: 1,233 12,888
: : :
: : Changes in Commitments from: May 26, 2009 :
: 968: 511 735 366 -9 -338 868 763: 100 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 15.5 6.0 0.0 12.0 85.9 33.4: 14.1 66.6
Old : 100.0: 66.3 48.2 5.3 0.2 4.5 71.8 58.0: 28.2 42.0
Other: 100.0: 90.7 4.7 1.8 0.0 15.5 92.5 22.0: 7.5 78.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 12 12 2 9 22 31:
Old : 39: 16 14 5 2 8 18 27:
Other: 31: 15 7 10 0 9 16 25:
:----------------------------------------------------------------------------------------------------
: 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 : 51.3 10.8 71.5 17.4 48.3 10.8 67.8 16.8
Old : 43.4 29.1 59.5 42.7 39.6 29.1 54.6 41.3
Other: 62.0 9.6 83.5 14.8 61.5 9.6 83.0 14.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 2, 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 : 237,224: 60,009 32,357 38,533 103,830 145,777 202,372 216,667: 34,852 20,557
Old : 164,775: 58,210 26,265 12,259 69,594 111,550 140,063 150,074: 24,712 14,701
Other: 72,449: 13,813 18,106 14,260 34,236 34,227 62,309 66,593: 10,140 5,856
: : :
: : Changes in Commitments from: May 26, 2009 :
: 6,331: 4,584 -1,505 3,773 -3,184 5,318 5,173 7,586: 1,158 -1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.6 16.2 43.8 61.5 85.3 91.3: 14.7 8.7
Old : 100.0: 35.3 15.9 7.4 42.2 67.7 85.0 91.1: 15.0 8.9
Other: 100.0: 19.1 25.0 19.7 47.3 47.2 86.0 91.9: 14.0 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 77 30 59 64 52 178 125:
Old : 196: 83 33 42 55 47 157 106:
Other: 131: 33 35 23 48 35 95 81:
:----------------------------------------------------------------------------------------------------
: 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 30.9 25.6 42.7 11.5 29.5 19.0 37.8
Old : 14.8 35.5 25.0 47.1 12.9 35.3 22.4 46.9
Other: 21.6 31.2 37.1 48.3 16.2 23.2 27.0 35.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 755,603: 72,869 155,069 10,202 560,377 439,757 643,448 605,028: 112,155 150,575
Old : 755,603: 72,869 155,069 10,202 560,377 439,757 643,448 605,028: 112,155 150,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 10,988: 23,694 -12,379 -4,461 -205 25,459 19,028 8,619: -8,040 2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.5 1.4 74.2 58.2 85.2 80.1: 14.8 19.9
Old : 100.0: 9.6 20.5 1.4 74.2 58.2 85.2 80.1: 14.8 19.9
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 : 153: 27 33 16 73 68 112 105:
Old : 153: 27 33 16 73 68 112 105:
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 : 26.8 33.3 38.0 40.8 23.1 26.6 31.8 34.1
Old : 26.8 33.3 38.0 40.8 23.1 26.6 31.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 2, 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 : 186,752: 69,420 7,534 18,364 60,161 142,633 147,945 168,531: 38,807 18,221
Old : 117,556: 60,808 8,036 2,362 26,509 95,229 89,679 105,627: 27,877 11,929
Other: 69,196: 15,424 6,310 9,190 33,652 47,404 58,266 62,904: 10,930 6,292
: : :
: : Changes in Commitments from: May 26, 2009 :
: 7,032: 3,400 -568 2,118 1,870 5,708 7,388 7,258: -356 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 4.0 9.8 32.2 76.4 79.2 90.2: 20.8 9.8
Old : 100.0: 51.7 6.8 2.0 22.6 81.0 76.3 89.9: 23.7 10.1
Other: 100.0: 22.3 9.1 13.3 48.6 68.5 84.2 90.9: 15.8 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 73 22 43 60 53 154 105:
Old : 164: 71 22 20 52 42 135 75:
Other: 119: 35 21 17 46 35 95 64:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 44.2 23.2 55.4 10.0 39.0 16.7 48.6
Old : 15.2 46.0 25.4 60.6 14.6 46.0 24.8 60.3
Other: 25.1 48.5 34.8 58.4 19.0 44.4 26.0 50.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 2, 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 : 9,282: 2,278 1,778 776 4,152 4,691 7,206 7,245: 2,076 2,037
Old : 3,525: 918 1,653 0 1,342 826 2,260 2,479: 1,265 1,046
Other: 5,757: 1,908 673 228 2,810 3,865 4,946 4,766: 811 991
: : :
: : Changes in Commitments from: May 26, 2009 :
: 787: 11 -38 44 0 779 55 785: 732 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 19.2 8.4 44.7 50.5 77.6 78.1: 22.4 21.9
Old : 100.0: 26.0 46.9 0.0 38.1 23.4 64.1 70.3: 35.9 29.7
Other: 100.0: 33.1 11.7 4.0 48.8 67.1 85.9 82.8: 14.1 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 12 14 10 19 17 36 37:
Old : 44: 12 11 0 15 6 27 17:
Other: 37: 5 9 4 13 16 21 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 : 26.7 27.6 43.6 43.7 26.7 27.2 41.1 39.2
Old : 27.0 36.9 40.7 54.6 27.0 36.9 40.7 54.6
Other: 41.1 41.0 64.5 55.0 41.1 36.2 60.2 48.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 2, 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 : 503,527: 124,261 53,106 13,283 260,447 344,291 397,991 410,680: 105,536 92,847
Old : 503,527: 124,261 53,106 13,283 260,447 344,291 397,991 410,680: 105,536 92,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -64,988: 80 5,198 -12,984 -45,467 -38,147 -58,371 -45,933: -6,617 -19,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 10.5 2.6 51.7 68.4 79.0 81.6: 21.0 18.4
Old : 100.0: 24.7 10.5 2.6 51.7 68.4 79.0 81.6: 21.0 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 : 131: 21 27 10 57 66 84 97:
Old : 131: 21 27 10 57 66 84 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.2 32.0 35.5 19.6 21.7 30.3 33.0
Old : 20.9 24.2 32.0 35.5 19.6 21.7 30.3 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 2, 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 : 1,159,731: 68,232 203,404 43,473 789,705 632,280 901,410 879,157: 258,321 280,574
Old : 1,159,731: 68,232 203,404 43,473 789,705 632,280 901,410 879,157: 258,321 280,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -56,632: 32,170 -12,067 -2,274 -78,162 -22,121 -48,266 -36,462: -8,366 -20,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 17.5 3.7 68.1 54.5 77.7 75.8: 22.3 24.2
Old : 100.0: 5.9 17.5 3.7 68.1 54.5 77.7 75.8: 22.3 24.2
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 : 202: 31 47 26 97 89 143 149:
Old : 202: 31 47 26 97 89 143 149:
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 : 18.0 20.7 31.6 27.1 16.9 14.5 25.1 20.0
Old : 18.0 20.7 31.6 27.1 16.9 14.5 25.1 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 755,877: 97,442 98,394 8,662 515,416 443,921 621,520 550,977: 134,357 204,900
Old : 755,877: 97,442 98,394 8,662 515,416 443,921 621,520 550,977: 134,357 204,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -273,814: 388 1,425 -14,624 -193,178 -183,534 -207,414 -196,733: -66,400 -77,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.0 1.1 68.2 58.7 82.2 72.9: 17.8 27.1
Old : 100.0: 12.9 13.0 1.1 68.2 58.7 82.2 72.9: 17.8 27.1
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 : 116: 13 21 11 60 68 78 95:
Old : 116: 13 21 11 60 68 78 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 15.8 42.8 24.9 24.3 9.3 34.4 16.6
Old : 31.9 15.8 42.8 24.9 24.3 9.3 34.4 16.6
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, June 2, 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 : 374,046: 128,316 16,719 29,620 180,254 298,944 338,190 345,283: 35,856 28,763
Old : 374,046: 128,316 16,719 29,620 180,254 298,944 338,190 345,283: 35,856 28,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -60,225: -37,703 -4,579 -3,747 -10,978 -48,840 -52,428 -57,166: -7,797 -3,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 4.5 7.9 48.2 79.9 90.4 92.3: 9.6 7.7
Old : 100.0: 34.3 4.5 7.9 48.2 79.9 90.4 92.3: 9.6 7.7
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 : 82: 29 9 19 37 34 71 58:
Old : 82: 29 9 19 37 34 71 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 46.1 44.8 61.0 24.4 39.3 37.1 51.1
Old : 28.1 46.1 44.8 61.0 24.4 39.3 37.1 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 25,006: 5,319 1,468 23 13,714 18,486 19,056 19,977: 5,950 5,029
Old : 25,006: 5,319 1,468 23 13,714 18,486 19,056 19,977: 5,950 5,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 5,868: 1,351 -258 -7 3,884 4,966 5,228 4,701: 640 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.9 0.1 54.8 73.9 76.2 79.9: 23.8 20.1
Old : 100.0: 21.3 5.9 0.1 54.8 73.9 76.2 79.9: 23.8 20.1
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 : 28: 7 4 2 11 9 20 13:
Old : 28: 7 4 2 11 9 20 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 : 50.4 70.0 62.9 76.2 49.9 70.0 62.3 76.2
Old : 50.4 70.0 62.9 76.2 49.9 70.0 62.3 76.2
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, June 2, 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 : 54,148: 18,664 13,987 425 24,562 24,453 43,651 38,865: 10,497 15,283
Old : 54,148: 18,664 13,987 425 24,562 24,453 43,651 38,865: 10,497 15,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,201: -3,432 69 -28 542 -3,636 -2,918 -3,595: -283 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 25.8 0.8 45.4 45.2 80.6 71.8: 19.4 28.2
Old : 100.0: 34.5 25.8 0.8 45.4 45.2 80.6 71.8: 19.4 28.2
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 : 94: 27 22 9 26 32 54 62:
Old : 94: 27 22 9 26 32 54 62:
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 : 20.3 19.0 34.6 31.8 18.9 17.4 30.3 27.4
Old : 20.3 19.0 34.6 31.8 18.9 17.4 30.3 27.4
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 - Futures Only, June 2, 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 : 31,527: 3,040 7,148 367 27,793 23,478 31,200 30,993: 327 534
Old : 31,527: 3,040 7,148 367 27,793 23,478 31,200 30,993: 327 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 8,907: 1,293 3,358 49 7,301 5,225 8,643 8,632: 264 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 22.7 1.2 88.2 74.5 99.0 98.3: 1.0 1.7
Old : 100.0: 9.6 22.7 1.2 88.2 74.5 99.0 98.3: 1.0 1.7
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 : 38: 8 9 3 13 14 23 24:
Old : 38: 8 9 3 13 14 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 82.6 92.7 91.7 66.1 66.6 75.3 74.2
Old : 78.9 82.6 92.7 91.7 66.1 66.6 75.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, June 2, 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 : 27,259: 2,301 229 137 24,225 26,345 26,663 26,711: 596 548
Old : 27,259: 2,301 229 137 24,225 26,345 26,663 26,711: 596 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,104: -304 63 -781 -253 -850 -1,338 -1,568: 234 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.8 0.5 88.9 96.6 97.8 98.0: 2.2 2.0
Old : 100.0: 8.4 0.8 0.5 88.9 96.6 97.8 98.0: 2.2 2.0
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 : 26: 7 4 1 9 10 16 15:
Old : 26: 7 4 1 9 10 16 15:
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 : 74.8 82.6 91.8 95.4 62.3 76.3 77.8 80.5
Old : 74.8 82.6 91.8 95.4 62.3 76.3 77.8 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009