WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 23, 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 : 335,744: 73,757 79,170 62,568 165,650 146,314 301,975 288,052: 33,769 47,692
Old : 292,513: 68,319 73,483 45,755 146,436 132,333 260,510 251,571: 32,003 40,942
Other: 43,231: 19,282 19,531 2,969 19,214 13,981 41,465 36,481: 1,766 6,750
: : :
: : Changes in Commitments from: June 16, 2009 :
: -5,552: -6,217 -49 463 -930 -7,442 -6,684 -7,028: 1,132 1,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.6 18.6 49.3 43.6 89.9 85.8: 10.1 14.2
Old : 100.0: 23.4 25.1 15.6 50.1 45.2 89.1 86.0: 10.9 14.0
Other: 100.0: 44.6 45.2 6.9 44.4 32.3 95.9 84.4: 4.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 87 117 134 77 103 265 296:
Old : 358: 109 109 115 76 99 259 277:
Other: 137: 18 45 18 24 65 51 121:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 15.9 36.4 23.3 22.7 15.2 35.4 22.0
Old : 24.7 17.5 35.4 25.8 24.3 16.7 34.8 24.7
Other: 72.2 24.4 80.3 35.1 69.6 23.3 76.6 33.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 23, 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 : 976,526: 261,049 133,516 131,654 475,845 496,297 868,548 761,467: 107,978 215,059
Old : 416,873: 120,737 110,722 31,882 212,790 203,399 365,409 346,003: 51,464 70,870
Other: 559,653: 199,948 82,430 40,136 263,055 292,898 503,139 415,464: 56,514 144,189
: : :
: : Changes in Commitments from: June 16, 2009 :
: -3,419: -20,529 25,453 -11,603 26,548 -16,815 -5,584 -2,965: 2,165 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.7 13.5 48.7 50.8 88.9 78.0: 11.1 22.0
Old : 100.0: 29.0 26.6 7.6 51.0 48.8 87.7 83.0: 12.3 17.0
Other: 100.0: 35.7 14.7 7.2 47.0 52.3 89.9 74.2: 10.1 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 162 122 179 192 267 460 505:
Old : 549: 135 110 83 158 225 339 387:
Other: 563: 135 123 80 121 248 297 420:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 13.0 26.0 18.5 15.6 10.6 23.1 15.0
Old : 21.1 15.7 30.3 25.3 21.1 14.0 30.3 22.3
Other: 20.8 11.9 31.6 19.0 18.4 10.3 27.6 16.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 23, 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 : 14,294: 2,155 655 605 9,488 11,173 12,248 12,433: 2,046 1,861
Old : 14,294: 2,155 655 605 9,488 11,173 12,248 12,433: 2,046 1,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -214: -215 100 75 1,756 761 1,616 936: -1,830 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 4.6 4.2 66.4 78.2 85.7 87.0: 14.3 13.0
Old : 100.0: 15.1 4.6 4.2 66.4 78.2 85.7 87.0: 14.3 13.0
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 : 40: 9 6 7 19 13 33 25:
Old : 40: 9 6 7 19 13 33 25:
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 : 38.2 63.7 55.5 75.2 31.9 48.3 44.0 56.5
Old : 38.2 63.7 55.5 75.2 31.9 48.3 44.0 56.5
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 23, 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 : 462,276: 145,837 24,520 70,794 194,062 288,324 410,693 383,638: 51,583 78,638
Old : 129,848: 59,360 13,663 7,842 44,327 92,736 111,529 114,241: 18,319 15,607
Other: 332,428: 107,043 31,423 42,386 149,735 195,588 299,164 269,397: 33,264 63,031
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,405: -8,301 -5,458 7,310 4,957 -492 3,966 1,360: -1,561 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 5.3 15.3 42.0 62.4 88.8 83.0: 11.2 17.0
Old : 100.0: 45.7 10.5 6.0 34.1 71.4 85.9 88.0: 14.1 12.0
Other: 100.0: 32.2 9.5 12.8 45.0 58.8 90.0 81.0: 10.0 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 171 82 147 120 166 367 344:
Old : 367: 141 62 45 91 117 246 212:
Other: 403: 113 111 90 91 152 262 305:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 24.9 25.1 34.3 12.9 22.0 20.6 28.1
Old : 23.1 41.5 32.9 50.2 21.7 38.9 29.3 46.4
Other: 18.5 23.9 29.7 32.7 17.7 21.3 28.3 28.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,357: 19,293 3,571 950 13 2,865 20,256 7,386: 3,101 15,971
Old : 4,165: 2,889 1,856 303 13 148 3,205 2,307: 960 1,858
Other: 19,192: 16,830 2,141 221 0 2,717 17,051 5,079: 2,141 14,113
: : :
: : Changes in Commitments from: June 16, 2009 :
: -873: -419 -812 -238 -1 -113 -658 -1,163: -215 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 15.3 4.1 0.1 12.3 86.7 31.6: 13.3 68.4
Old : 100.0: 69.4 44.6 7.3 0.3 3.6 77.0 55.4: 23.0 44.6
Other: 100.0: 87.7 11.2 1.2 0.0 14.2 88.8 26.5: 11.2 73.5
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 13 14 2 9 24 32:
Old : 33: 10 14 6 2 5 16 23:
Other: 38: 18 11 9 0 9 20 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 : 56.2 9.6 74.2 15.9 54.4 9.6 72.0 15.3
Old : 60.5 35.7 72.3 49.1 57.1 33.8 68.4 44.9
Other: 57.2 9.5 77.9 15.4 56.7 9.5 77.4 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 23, 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 : 246,168: 58,409 41,120 41,280 119,851 139,630 219,540 222,030: 26,628 24,138
Old : 110,907: 47,042 13,290 8,745 40,272 75,868 96,059 97,903: 14,848 13,004
Other: 135,261: 26,591 43,054 17,311 79,579 63,762 123,481 124,127: 11,780 11,134
: : :
: : Changes in Commitments from: June 16, 2009 :
: -6,761: 1,230 2,771 -3,581 3,367 -1,781 1,016 -2,591: -7,777 -4,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.7 16.8 48.7 56.7 89.2 90.2: 10.8 9.8
Old : 100.0: 42.4 12.0 7.9 36.3 68.4 86.6 88.3: 13.4 11.7
Other: 100.0: 19.7 31.8 12.8 58.8 47.1 91.3 91.8: 8.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 56 50 71 63 60 174 159:
Old : 180: 76 24 39 47 52 135 111:
Other: 175: 38 68 42 52 40 125 118:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 26.5 23.7 35.8 12.1 23.5 20.8 31.3
Old : 15.9 30.8 24.8 42.4 14.0 29.8 22.4 39.1
Other: 20.6 28.2 33.8 38.6 20.2 25.7 33.2 35.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 23, 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 : 703,436: 64,848 150,387 3,354 518,424 414,156 586,626 567,897: 116,810 135,539
Old : 703,436: 64,848 150,387 3,354 518,424 414,156 586,626 567,897: 116,810 135,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 6,672: -4,013 -4,254 -1 6,983 8,921 2,969 4,666: 3,703 2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 21.4 0.5 73.7 58.9 83.4 80.7: 16.6 19.3
Old : 100.0: 9.2 21.4 0.5 73.7 58.9 83.4 80.7: 16.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 25 36 9 70 76 102 114:
Old : 161: 25 36 9 70 76 102 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 29.0 35.2 37.5 24.2 28.2 32.2 36.8
Old : 27.0 29.0 35.2 37.5 24.2 28.2 32.2 36.8
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 23, 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 : 187,559: 58,800 8,485 25,228 66,543 130,759 150,571 164,472: 36,988 23,087
Old : 78,173: 31,721 4,806 4,342 22,739 57,325 58,802 66,473: 19,371 11,700
Other: 109,386: 38,228 14,828 9,737 43,804 73,434 91,769 97,999: 17,617 11,387
: : :
: : Changes in Commitments from: June 16, 2009 :
: -8,045: -8,282 -385 2,501 462 -12,383 -5,319 -10,267: -2,726 2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 4.5 13.5 35.5 69.7 80.3 87.7: 19.7 12.3
Old : 100.0: 40.6 6.1 5.6 29.1 73.3 75.2 85.0: 24.8 15.0
Other: 100.0: 34.9 13.6 8.9 40.0 67.1 83.9 89.6: 16.1 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 60 23 44 65 61 149 113:
Old : 140: 55 16 21 55 53 116 84:
Other: 138: 44 28 20 49 42 108 79:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 36.9 24.7 49.6 7.9 32.9 14.3 38.9
Old : 16.8 30.7 26.0 44.5 15.0 30.1 24.1 42.8
Other: 22.6 44.1 33.6 58.8 18.9 43.2 27.9 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 23, 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 : 8,404: 2,377 1,536 505 3,884 4,861 6,766 6,902: 1,638 1,502
Old : 1,364: 402 258 0 668 803 1,070 1,061: 294 303
Other: 7,040: 2,112 1,415 368 3,216 4,058 5,696 5,841: 1,344 1,199
: : :
: : Changes in Commitments from: June 16, 2009 :
: -441: 37 202 0 8 -175 45 27: -486 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 18.3 6.0 46.2 57.8 80.5 82.1: 19.5 17.9
Old : 100.0: 29.5 18.9 0.0 49.0 58.9 78.4 77.8: 21.6 22.2
Other: 100.0: 30.0 20.1 5.2 45.7 57.6 80.9 83.0: 19.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 12 15 8 18 18 35 37:
Old : 29: 8 4 0 6 11 14 15:
Other: 47: 9 14 6 15 16 28 32:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 34.7 49.2 50.2 30.1 32.4 45.3 44.8
Old : 57.8 51.4 74.1 68.8 57.8 51.4 74.1 68.8
Other: 35.9 39.3 56.0 54.9 35.9 36.5 51.3 47.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 23, 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 : 552,828: 133,413 56,453 3,581 329,943 391,078 466,937 451,112: 85,891 101,716
Old : 552,828: 133,413 56,453 3,581 329,943 391,078 466,937 451,112: 85,891 101,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 17,754: 14,588 -6,918 -5,124 3,639 30,290 13,103 18,248: 4,651 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 10.2 0.6 59.7 70.7 84.5 81.6: 15.5 18.4
Old : 100.0: 24.1 10.2 0.6 59.7 70.7 84.5 81.6: 15.5 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 : 161: 32 33 11 68 68 106 106:
Old : 161: 32 33 11 68 68 106 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 25.6 35.7 37.9 23.0 23.3 33.5 35.7
Old : 24.1 25.6 35.7 37.9 23.0 23.3 33.5 35.7
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 23, 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 : 1,031,424: 87,392 174,539 8,102 696,412 560,696 791,906 743,337: 239,518 288,087
Old : 1,031,424: 87,392 174,539 8,102 696,412 560,696 791,906 743,337: 239,518 288,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -58,212: -10,323 -16,903 -7,755 -25,344 -37,139 -43,422 -61,797: -14,790 3,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.9 0.8 67.5 54.4 76.8 72.1: 23.2 27.9
Old : 100.0: 8.5 16.9 0.8 67.5 54.4 76.8 72.1: 23.2 27.9
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 : 215: 42 39 18 102 88 151 139:
Old : 215: 42 39 18 102 88 151 139:
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 : 19.1 17.9 28.7 27.0 13.2 11.4 19.6 18.1
Old : 19.1 17.9 28.7 27.0 13.2 11.4 19.6 18.1
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 23, 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 : 790,950: 87,073 124,849 7,820 536,086 469,647 630,979 602,316: 159,971 188,634
Old : 790,950: 87,073 124,849 7,820 536,086 469,647 630,979 602,316: 159,971 188,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -284: -16,378 7,744 -3,682 17,102 2,295 -2,958 6,357: 2,674 -6,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.8 1.0 67.8 59.4 79.8 76.2: 20.2 23.8
Old : 100.0: 11.0 15.8 1.0 67.8 59.4 79.8 76.2: 20.2 23.8
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 : 136: 24 26 10 63 63 90 96:
Old : 136: 24 26 10 63 63 90 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 22.0 37.4 32.6 22.4 20.6 32.0 29.0
Old : 27.5 22.0 37.4 32.6 22.4 20.6 32.0 29.0
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 23, 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 : 428,327: 145,605 12,134 39,668 200,421 338,999 385,694 390,801: 42,633 37,526
Old : 428,327: 145,605 12,134 39,668 200,421 338,999 385,694 390,801: 42,633 37,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 23,214: 12,068 2,065 4,999 6,030 13,372 23,097 20,436: 117 2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 2.8 9.3 46.8 79.1 90.0 91.2: 10.0 8.8
Old : 100.0: 34.0 2.8 9.3 46.8 79.1 90.0 91.2: 10.0 8.8
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 : 90: 34 6 24 41 35 82 63:
Old : 90: 34 6 24 41 35 82 63:
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 : 25.8 47.7 40.7 61.9 21.5 39.6 33.6 49.5
Old : 25.8 47.7 40.7 61.9 21.5 39.6 33.6 49.5
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 23, 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 : 49,371: 15,210 8,521 241 22,200 31,033 37,651 39,795: 11,720 9,576
Old : 49,371: 15,210 8,521 241 22,200 31,033 37,651 39,795: 11,720 9,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -24,379: -3,624 -12,398 -2,474 -17,629 -1,774 -23,727 -16,646: -652 -7,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 17.3 0.5 45.0 62.9 76.3 80.6: 23.7 19.4
Old : 100.0: 30.8 17.3 0.5 45.0 62.9 76.3 80.6: 23.7 19.4
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 : 72: 19 13 1 27 23 46 37:
Old : 72: 19 13 1 27 23 46 37:
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 : 21.5 37.9 33.3 53.7 20.8 35.9 32.4 51.3
Old : 21.5 37.9 33.3 53.7 20.8 35.9 32.4 51.3
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 23, 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 : 24,615: 552 4,202 86 23,966 19,939 24,604 24,227: 11 388
Old : 24,615: 552 4,202 86 23,966 19,939 24,604 24,227: 11 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -631: -3,648 29 0 3,016 -715 -632 -686: 1 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 17.1 0.3 97.4 81.0 100.0 98.4: 0.0 1.6
Old : 100.0: 2.2 17.1 0.3 97.4 81.0 100.0 98.4: 0.0 1.6
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 : 41: 3 14 1 13 13 17 27:
Old : 41: 3 14 1 13 13 17 27:
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 : 86.8 79.2 95.8 89.6 86.8 78.2 95.6 88.5
Old : 86.8 79.2 95.8 89.6 86.8 78.2 95.6 88.5
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 - Futures Only, June 23, 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 : 40,065: 2,686 1,129 0 37,306 38,659 39,992 39,788: 73 277
Old : 40,065: 2,686 1,129 0 37,306 38,659 39,992 39,788: 73 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -295: -686 180 0 389 -496 -297 -316: 2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.8 0.0 93.1 96.5 99.8 99.3: 0.2 0.7
Old : 100.0: 6.7 2.8 0.0 93.1 96.5 99.8 99.3: 0.2 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: 3 6 0 11 8 14 14:
Old : 25: 3 6 0 11 8 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 86.4 97.8 96.5 72.5 82.3 87.5 87.9
Old : 82.8 86.4 97.8 96.5 72.5 82.3 87.5 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2009