WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 14, 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 : 310,916: 69,953 95,366 49,064 165,392 124,069 284,409 268,499: 26,507 42,417
Old : 266,586: 63,430 86,892 33,189 145,727 110,815 242,346 230,896: 24,240 35,690
Other: 44,330: 19,824 21,775 2,574 19,665 13,254 42,063 37,603: 2,267 6,727
: : :
: : Changes in Commitments from: July 7, 2009 :
: -3,655: -2,613 -750 2,264 -1,843 -3,023 -2,192 -1,509: -1,463 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 30.7 15.8 53.2 39.9 91.5 86.4: 8.5 13.6
Old : 100.0: 23.8 32.6 12.4 54.7 41.6 90.9 86.6: 9.1 13.4
Other: 100.0: 44.7 49.1 5.8 44.4 29.9 94.9 84.8: 5.1 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 88 121 111 64 100 230 277:
Old : 343: 104 114 90 63 94 222 256:
Other: 138: 20 41 16 26 68 53 120:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 14.1 42.5 21.8 26.2 13.4 41.7 20.7
Old : 29.3 15.7 43.5 24.6 28.9 14.9 43.1 23.2
Other: 71.2 28.0 78.7 40.5 68.6 28.0 75.6 39.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 14, 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 : 890,306: 227,098 160,842 100,072 460,584 426,449 787,754 687,363: 102,552 202,943
Old : 260,909: 79,507 91,550 2,886 144,870 124,031 227,263 218,467: 33,646 42,442
Other: 629,397: 202,595 124,296 42,182 315,714 302,418 560,491 468,896: 68,906 160,501
: : :
: : Changes in Commitments from: July 7, 2009 :
: -8,481: -5,781 13,471 -8,792 2,822 -10,330 -11,751 -5,651: 3,270 -2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.1 11.2 51.7 47.9 88.5 77.2: 11.5 22.8
Old : 100.0: 30.5 35.1 1.1 55.5 47.5 87.1 83.7: 12.9 16.3
Other: 100.0: 32.2 19.7 6.7 50.2 48.0 89.1 74.5: 10.9 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 129 147 148 177 267 396 500:
Old : 490: 94 105 14 126 190 227 302:
Other: 573: 129 135 92 129 250 306 439:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 10.9 28.2 16.6 16.1 9.5 25.5 13.7
Old : 33.3 16.2 41.4 24.8 33.3 16.0 41.4 24.4
Other: 20.4 11.2 31.8 17.1 19.0 9.3 28.6 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 14, 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 : 13,443: 1,560 1,093 37 9,844 10,265 11,441 11,395: 2,002 2,048
Old : 13,443: 1,560 1,093 37 9,844 10,265 11,441 11,395: 2,002 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -190: -385 80 -145 304 21 -226 -44: 36 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.1 0.3 73.2 76.4 85.1 84.8: 14.9 15.2
Old : 100.0: 11.6 8.1 0.3 73.2 76.4 85.1 84.8: 14.9 15.2
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 : 37: 8 8 1 15 12 23 21:
Old : 37: 8 8 1 15 12 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 63.5 60.8 74.6 40.0 51.5 53.3 60.9
Old : 42.6 63.5 60.8 74.6 40.0 51.5 53.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 14, 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 : 412,669: 119,746 33,661 52,218 192,585 245,163 364,549 331,042: 48,120 81,627
Old : 56,802: 26,082 5,658 488 20,842 43,206 47,412 49,352: 9,390 7,450
Other: 355,867: 105,765 40,104 39,629 171,743 201,957 317,137 281,690: 38,730 74,177
: : :
: : Changes in Commitments from: July 7, 2009 :
: -15,746: -9,805 8,663 -10,580 4,235 -18,783 -16,150 -20,700: 404 4,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.2 12.7 46.7 59.4 88.3 80.2: 11.7 19.8
Old : 100.0: 45.9 10.0 0.9 36.7 76.1 83.5 86.9: 16.5 13.1
Other: 100.0: 29.7 11.3 11.1 48.3 56.8 89.1 79.2: 10.9 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 134 96 124 111 166 311 342:
Old : 250: 78 44 4 52 86 130 134:
Other: 419: 123 112 96 93 157 270 321:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 25.5 28.6 33.8 15.4 21.7 24.3 27.7
Old : 31.9 51.6 44.3 59.9 31.1 50.3 43.5 58.4
Other: 18.4 22.4 30.7 31.3 18.0 19.4 28.6 26.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,726: 17,626 2,433 712 8 3,215 18,346 6,360: 3,380 15,366
Old : 1,168: 623 478 35 8 107 666 620: 502 548
Other: 20,558: 17,317 2,269 363 0 3,108 17,680 5,740: 2,878 14,818
: : :
: : Changes in Commitments from: July 7, 2009 :
: 43: -289 -167 338 -2 36 47 207: -4 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 11.2 3.3 0.0 14.8 84.4 29.3: 15.6 70.7
Old : 100.0: 53.3 40.9 3.0 0.7 9.2 57.0 53.1: 43.0 46.9
Other: 100.0: 84.2 11.0 1.8 0.0 15.1 86.0 27.9: 14.0 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 8 9 2 11 20 26:
Old : 22: 8 6 1 2 6 10 13:
Other: 35: 16 8 7 0 11 17 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 : 54.5 10.1 74.1 16.2 53.4 10.1 72.9 16.0
Old : 50.5 43.2 56.8 51.1 47.5 43.2 53.8 49.0
Other: 54.8 10.4 75.2 15.7 53.7 10.4 74.1 15.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 14, 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 : 251,292: 39,401 57,763 43,886 143,375 122,465 226,662 224,114: 24,630 27,178
Old : 78,376: 24,822 10,770 4,491 40,737 53,542 70,050 68,803: 8,326 9,573
Other: 172,916: 28,174 60,588 25,800 102,638 68,923 156,612 155,311: 16,304 17,605
: : :
: : Changes in Commitments from: July 7, 2009 :
: 10,153: -573 2,128 3,343 7,131 3,796 9,901 9,267: 252 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 23.0 17.5 57.1 48.7 90.2 89.2: 9.8 10.8
Old : 100.0: 31.7 13.7 5.7 52.0 68.3 89.4 87.8: 10.6 12.2
Other: 100.0: 16.3 35.0 14.9 59.4 39.9 90.6 89.8: 9.4 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 49 65 61 68 62 161 166:
Old : 151: 41 36 22 44 42 98 90:
Other: 190: 45 66 44 57 47 136 130:
:----------------------------------------------------------------------------------------------------
: 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 17.5 28.4 25.4 13.4 14.7 23.3 21.5
Old : 25.1 27.1 37.8 42.3 21.8 27.0 34.1 41.0
Other: 18.7 19.2 30.9 28.6 18.4 16.0 29.8 24.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 14, 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 : 714,383: 70,876 142,666 1,812 534,023 442,274 606,711 586,752: 107,672 127,631
Old : 714,383: 70,876 142,666 1,812 534,023 442,274 606,711 586,752: 107,672 127,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -4,692: -13,121 -1,724 135 7,255 7,005 -5,731 5,416: 1,039 -10,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.0 0.3 74.8 61.9 84.9 82.1: 15.1 17.9
Old : 100.0: 9.9 20.0 0.3 74.8 61.9 84.9 82.1: 15.1 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 : 158: 30 31 9 71 72 108 105:
Old : 158: 30 31 9 71 72 108 105:
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 : 24.0 30.4 32.3 39.1 20.8 30.0 28.1 38.7
Old : 24.0 30.4 32.3 39.1 20.8 30.0 28.1 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 14, 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 : 174,331: 41,053 8,488 23,697 78,669 120,096 143,419 152,281: 30,912 22,050
Old : 56,116: 18,116 4,677 1,891 24,451 40,952 44,458 47,520: 11,658 8,596
Other: 118,215: 34,283 15,157 10,460 54,218 79,144 98,961 104,761: 19,254 13,454
: : :
: : Changes in Commitments from: July 7, 2009 :
: -6,159: -7,194 -1,051 -2,025 3,033 -4,530 -6,186 -7,606: 27 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.9 13.6 45.1 68.9 82.3 87.4: 17.7 12.6
Old : 100.0: 32.3 8.3 3.4 43.6 73.0 79.2 84.7: 20.8 15.3
Other: 100.0: 29.0 12.8 8.8 45.9 66.9 83.7 88.6: 16.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 61 25 48 59 58 145 118:
Old : 128: 41 20 17 42 46 91 78:
Other: 153: 50 31 29 50 42 122 87:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 34.9 25.6 47.2 9.4 27.3 15.3 33.7
Old : 22.3 31.2 34.2 47.5 21.9 30.9 33.6 45.0
Other: 19.2 42.3 27.9 55.5 15.7 39.5 23.8 48.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 14, 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 : 8,224: 2,218 1,434 459 3,701 5,115 6,378 7,008: 1,846 1,216
Old : 8,224: 2,218 1,434 459 3,701 5,115 6,378 7,008: 1,846 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 323: -92 -186 77 -47 542 -62 433: 385 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.4 5.6 45.0 62.2 77.6 85.2: 22.4 14.8
Old : 100.0: 27.0 17.4 5.6 45.0 62.2 77.6 85.2: 22.4 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 12 6 17 15 34 29:
Old : 49: 12 12 6 17 15 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 43.8 46.9 60.2 29.7 40.0 42.9 52.2
Old : 29.8 43.8 46.9 60.2 29.7 40.0 42.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 14, 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 : 626,652: 169,320 48,590 8,195 342,844 477,368 520,359 534,153: 106,293 92,499
Old : 626,652: 169,320 48,590 8,195 342,844 477,368 520,359 534,153: 106,293 92,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 41,452: 15,672 877 1,430 23,794 48,647 40,896 50,954: 556 -9,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.8 1.3 54.7 76.2 83.0 85.2: 17.0 14.8
Old : 100.0: 27.0 7.8 1.3 54.7 76.2 83.0 85.2: 17.0 14.8
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 : 165: 37 27 12 66 74 109 107:
Old : 165: 37 27 12 66 74 109 107:
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 : 23.6 31.7 33.6 42.5 22.3 29.8 31.9 40.6
Old : 23.6 31.7 33.6 42.5 22.3 29.8 31.9 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 14, 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 : 1,040,582: 69,487 179,701 5,411 722,202 571,059 797,100 756,171: 243,482 284,411
Old : 1,040,582: 69,487 179,701 5,411 722,202 571,059 797,100 756,171: 243,482 284,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -8,456: -26,954 -41,589 -6,014 25,397 48,081 -7,571 478: -885 -8,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 17.3 0.5 69.4 54.9 76.6 72.7: 23.4 27.3
Old : 100.0: 6.7 17.3 0.5 69.4 54.9 76.6 72.7: 23.4 27.3
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 : 212: 26 52 16 91 94 129 151:
Old : 212: 26 52 16 91 94 129 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 16.6 29.3 22.7 14.6 9.0 22.7 14.5
Old : 18.2 16.6 29.3 22.7 14.6 9.0 22.7 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 14, 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 : 772,387: 99,470 85,540 8,534 486,088 512,516 594,092 606,590: 178,295 165,797
Old : 772,387: 99,470 85,540 8,534 486,088 512,516 594,092 606,590: 178,295 165,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -7,188: 21,402 -24,458 -617 -29,212 29,407 -8,427 4,332: 1,239 -11,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.1 1.1 62.9 66.4 76.9 78.5: 23.1 21.5
Old : 100.0: 12.9 11.1 1.1 62.9 66.4 76.9 78.5: 23.1 21.5
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 : 144: 29 24 11 62 67 94 99:
Old : 144: 29 24 11 62 67 94 99:
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 : 26.0 21.3 35.1 31.9 17.9 17.6 26.3 27.0
Old : 26.0 21.3 35.1 31.9 17.9 17.6 26.3 27.0
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, July 14, 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 : 378,512: 120,192 15,781 24,433 196,463 303,833 341,088 344,047: 37,424 34,465
Old : 378,512: 120,192 15,781 24,433 196,463 303,833 341,088 344,047: 37,424 34,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,431: -431 3,219 1,866 1,996 -3,328 3,431 1,757: -2,000 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 4.2 6.5 51.9 80.3 90.1 90.9: 9.9 9.1
Old : 100.0: 31.8 4.2 6.5 51.9 80.3 90.1 90.9: 9.9 9.1
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 : 83: 29 8 22 38 36 73 62:
Old : 83: 29 8 22 38 36 73 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 : 25.0 50.6 40.3 65.9 20.3 38.3 32.6 48.7
Old : 25.0 50.6 40.3 65.9 20.3 38.3 32.6 48.7
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, July 14, 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 : 12,267: 1,681 2,333 3 7,391 7,207 9,075 9,543: 3,192 2,724
Old : 12,267: 1,681 2,333 3 7,391 7,207 9,075 9,543: 3,192 2,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 19.0 0.0 60.3 58.8 74.0 77.8: 26.0 22.2
Old : 100.0: 13.7 19.0 0.0 60.3 58.8 74.0 77.8: 26.0 22.2
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 : 20: 3 4 1 8 5 12 9:
Old : 20: 3 4 1 8 5 12 9:
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 : 55.3 59.3 68.6 75.9 55.3 59.3 68.6 75.9
Old : 55.3 59.3 68.6 75.9 55.3 59.3 68.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 14, 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 : 59,568: 16,443 13,928 286 33,588 25,872 50,317 40,086: 9,251 19,482
Old : 59,568: 16,443 13,928 286 33,588 25,872 50,317 40,086: 9,251 19,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,251: 2,598 250 -149 1,236 1,654 3,685 1,755: -434 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 23.4 0.5 56.4 43.4 84.5 67.3: 15.5 32.7
Old : 100.0: 27.6 23.4 0.5 56.4 43.4 84.5 67.3: 15.5 32.7
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 : 78: 17 22 5 24 25 44 49:
Old : 78: 17 22 5 24 25 44 49:
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 : 30.8 25.7 46.9 37.1 29.6 21.0 43.1 32.0
Old : 30.8 25.7 46.9 37.1 29.6 21.0 43.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, July 14, 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 : 29,367: 694 3,492 935 27,694 24,693 29,323 29,120: 44 247
Old : 29,367: 694 3,492 935 27,694 24,693 29,323 29,120: 44 247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -4,946: -1,770 1,460 847 -1,964 -5,073 -2,887 -2,766: -2,059 -2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 11.9 3.2 94.3 84.1 99.9 99.2: 0.1 0.8
Old : 100.0: 2.4 11.9 3.2 94.3 84.1 99.9 99.2: 0.1 0.8
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 : 38: 4 12 2 11 13 17 25:
Old : 38: 4 12 2 11 13 17 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 : 85.4 88.3 95.2 94.2 85.4 84.6 93.1 90.6
Old : 85.4 88.3 95.2 94.2 85.4 84.6 93.1 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, July 14, 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 : 34,255: 7,779 910 1,005 25,259 32,244 34,043 34,159: 212 96
Old : 34,255: 7,779 910 1,005 25,259 32,244 34,043 34,159: 212 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 489: -115 535 174 412 -222 471 487: 18 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.7 2.9 73.7 94.1 99.4 99.7: 0.6 0.3
Old : 100.0: 22.7 2.7 2.9 73.7 94.1 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 8 1 10 9 17 18:
Old : 31: 7 8 1 10 9 17 18:
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 : 85.8 79.8 96.6 94.3 69.9 75.3 80.8 81.6
Old : 85.8 79.8 96.6 94.3 69.9 75.3 80.8 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2009