WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 28, 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 : 323,218: 75,520 97,612 54,266 165,541 125,406 295,327 277,284: 27,891 45,934
Old : 276,976: 67,641 87,829 38,208 145,394 112,128 251,243 238,165: 25,733 38,811
Other: 46,242: 21,019 22,923 2,918 20,147 13,278 44,084 39,119: 2,158 7,123
: : :
: : Changes in Commitments from: July 21, 2009 :
: 5,176: -291 452 3,195 2,238 674 5,142 4,321: 34 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 30.2 16.8 51.2 38.8 91.4 85.8: 8.6 14.2
Old : 100.0: 24.4 31.7 13.8 52.5 40.5 90.7 86.0: 9.3 14.0
Other: 100.0: 45.5 49.6 6.3 43.6 28.7 95.3 84.6: 4.7 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 86 133 111 63 98 229 287:
Old : 353: 103 127 90 60 89 218 263:
Other: 143: 21 44 16 26 67 57 121:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 13.2 41.4 20.7 25.5 13.0 40.7 20.3
Old : 28.5 14.8 42.4 23.3 28.3 14.5 42.3 22.9
Other: 68.8 29.3 76.3 42.3 66.3 29.3 73.5 40.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 28, 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 : 880,331: 216,844 175,521 97,068 458,931 411,394 772,843 683,983: 107,488 196,348
Old : 244,037: 68,789 92,857 2,908 138,032 113,101 209,729 208,866: 34,308 35,171
Other: 636,294: 203,377 137,986 38,838 320,899 298,293 563,114 475,117: 73,180 161,177
: : :
: : Changes in Commitments from: July 21, 2009 :
: -26,155: 970 -5,970 -17,178 -12,818 7,126 -29,026 -16,022: 2,871 -10,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 19.9 11.0 52.1 46.7 87.8 77.7: 12.2 22.3
Old : 100.0: 28.2 38.1 1.2 56.6 46.3 85.9 85.6: 14.1 14.4
Other: 100.0: 32.0 21.7 6.1 50.4 46.9 88.5 74.7: 11.5 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 140 141 146 191 259 425 483:
Old : 469: 106 89 9 131 168 241 262:
Other: 584: 139 134 89 137 247 326 431:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 11.6 29.5 17.9 16.7 11.5 26.7 16.6
Old : 31.0 18.9 39.8 29.3 31.0 18.6 39.8 29.0
Other: 21.3 12.9 31.9 18.4 20.6 12.8 31.1 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 28, 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 : 14,474: 1,807 2,302 124 10,268 9,823 12,199 12,249: 2,275 2,225
Old : 14,474: 1,807 2,302 124 10,268 9,823 12,199 12,249: 2,275 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 904: 204 1,243 48 619 -283 871 1,008: 33 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.9 0.9 70.9 67.9 84.3 84.6: 15.7 15.4
Old : 100.0: 12.5 15.9 0.9 70.9 67.9 84.3 84.6: 15.7 15.4
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 : 41: 9 12 1 14 11 23 24:
Old : 41: 9 12 1 14 11 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 : 41.1 55.5 58.7 68.0 36.8 43.4 50.1 55.6
Old : 41.1 55.5 58.7 68.0 36.8 43.4 50.1 55.6
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 28, 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 : 392,027: 101,941 34,257 51,091 195,769 227,056 348,801 312,404: 43,226 79,623
Old : 23,277: 2,576 1,407 25 16,495 16,728 19,096 18,160: 4,181 5,117
Other: 368,750: 101,671 35,156 48,760 179,274 210,328 329,705 294,244: 39,045 74,506
: : :
: : Changes in Commitments from: July 21, 2009 :
: -10,948: -13,190 2,287 -3,376 3,709 -10,615 -12,857 -11,704: 1,909 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 8.7 13.0 49.9 57.9 89.0 79.7: 11.0 20.3
Old : 100.0: 11.1 6.0 0.1 70.9 71.9 82.0 78.0: 18.0 22.0
Other: 100.0: 27.6 9.5 13.2 48.6 57.0 89.4 79.8: 10.6 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 122 104 96 105 159 283 319:
Old : 133: 24 20 1 39 55 63 76:
Other: 413: 122 108 92 94 155 268 315:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 23.3 30.7 30.8 16.4 18.9 26.1 24.2
Old : 48.6 35.2 59.4 51.8 48.6 35.2 59.4 50.4
Other: 17.4 23.5 30.3 31.3 17.2 19.8 27.5 26.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,728: 17,775 2,704 433 6 3,272 18,214 6,409: 3,514 15,319
Old : 505: 256 110 0 6 40 262 150: 243 355
Other: 21,223: 17,536 2,611 416 0 3,232 17,952 6,259: 3,271 14,964
: : :
: : Changes in Commitments from: July 21, 2009 :
: -253: 135 -6 -106 2 -28 31 -140: -284 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 12.4 2.0 0.0 15.1 83.8 29.5: 16.2 70.5
Old : 100.0: 50.7 21.8 0.0 1.2 7.9 51.9 29.7: 48.1 70.3
Other: 100.0: 82.6 12.3 2.0 0.0 15.2 84.6 29.5: 15.4 70.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 9 7 1 11 19 25:
Old : 12: 6 3 0 1 2 7 5:
Other: 36: 16 9 5 0 11 17 24:
:----------------------------------------------------------------------------------------------------
: 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 : 54.7 9.9 74.0 16.0 53.6 9.9 72.9 16.0
Old : 48.3 28.7 51.9 29.7 48.3 28.7 51.9 29.7
Other: 55.1 10.2 74.7 15.9 54.0 10.2 73.5 15.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 28, 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 : 241,583: 35,984 51,161 46,551 135,253 117,550 217,788 215,262: 23,795 26,321
Old : 62,504: 23,967 9,229 2,433 28,942 43,186 55,342 54,848: 7,162 7,656
Other: 179,079: 29,809 59,724 26,326 106,311 74,364 162,446 160,414: 16,633 18,665
: : :
: : Changes in Commitments from: July 21, 2009 :
: -6,276: -1,749 -4,319 -1,885 -5,313 -2,021 -8,947 -8,225: 2,671 1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 21.2 19.3 56.0 48.7 90.2 89.1: 9.8 10.9
Old : 100.0: 38.3 14.8 3.9 46.3 69.1 88.5 87.8: 11.5 12.2
Other: 100.0: 16.6 33.4 14.7 59.4 41.5 90.7 89.6: 9.3 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 41 66 65 67 63 158 173:
Old : 145: 48 27 19 39 51 92 94:
Other: 196: 38 77 45 59 47 134 139:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 15.9 29.0 23.9 14.0 12.1 23.1 19.6
Old : 27.1 23.2 39.9 38.6 25.2 22.7 37.0 37.2
Other: 19.6 18.9 31.8 29.3 19.3 16.2 30.4 25.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 28, 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 : 679,719: 71,281 149,401 2,464 505,472 395,440 579,217 547,305: 100,502 132,414
Old : 679,719: 71,281 149,401 2,464 505,472 395,440 579,217 547,305: 100,502 132,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -5,793: 6,621 8,780 -282 -4,707 -17,844 1,632 -9,346: -7,425 3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 22.0 0.4 74.4 58.2 85.2 80.5: 14.8 19.5
Old : 100.0: 10.5 22.0 0.4 74.4 58.2 85.2 80.5: 14.8 19.5
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 : 151: 26 34 9 70 70 105 104:
Old : 151: 26 34 9 70 70 105 104:
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 26.8 32.2 36.1 20.3 24.5 27.9 33.3
Old : 24.0 26.8 32.2 36.1 20.3 24.5 27.9 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 28, 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 : 173,667: 42,122 5,872 21,641 80,319 123,000 144,082 150,513: 29,585 23,154
Old : 49,586: 15,554 3,935 396 24,060 37,464 40,010 41,795: 9,576 7,791
Other: 124,081: 35,166 10,535 12,647 56,259 85,536 104,072 108,718: 20,009 15,363
: : :
: : Changes in Commitments from: July 21, 2009 :
: 4,020: 3,807 -1,304 -320 -100 5,774 3,387 4,150: 633 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.4 12.5 46.2 70.8 83.0 86.7: 17.0 13.3
Old : 100.0: 31.4 7.9 0.8 48.5 75.6 80.7 84.3: 19.3 15.7
Other: 100.0: 28.3 8.5 10.2 45.3 68.9 83.9 87.6: 16.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 58 20 38 64 57 143 108:
Old : 119: 38 18 4 39 43 78 64:
Other: 154: 49 31 30 56 45 127 89:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 37.3 27.2 50.2 9.2 26.2 14.7 34.2
Old : 34.1 35.0 46.4 51.4 28.9 32.7 39.8 45.8
Other: 18.6 43.2 27.9 56.9 15.4 41.0 23.2 49.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 28, 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 : 9,318: 2,949 1,054 612 3,246 6,200 6,807 7,866: 2,511 1,452
Old : 9,318: 2,949 1,054 612 3,246 6,200 6,807 7,866: 2,511 1,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 1,022: 600 -140 165 -300 780 465 805: 557 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.3 6.6 34.8 66.5 73.1 84.4: 26.9 15.6
Old : 100.0: 31.6 11.3 6.6 34.8 66.5 73.1 84.4: 26.9 15.6
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 : 49: 16 7 7 17 18 38 28:
Old : 49: 16 7 7 17 18 38 28:
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 : 28.2 44.3 43.2 59.8 28.2 41.9 41.3 54.5
Old : 28.2 44.3 43.2 59.8 28.2 41.9 41.3 54.5
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 28, 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 : 664,844: 214,132 56,980 6,137 342,950 498,067 563,219 561,184: 101,625 103,660
Old : 664,844: 214,132 56,980 6,137 342,950 498,067 563,219 561,184: 101,625 103,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 456: 2,777 -4,978 -276 -1,805 5,473 696 219: -240 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.6 0.9 51.6 74.9 84.7 84.4: 15.3 15.6
Old : 100.0: 32.2 8.6 0.9 51.6 74.9 84.7 84.4: 15.3 15.6
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 : 174: 39 27 13 71 78 118 110:
Old : 174: 39 27 13 71 78 118 110:
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 29.2 36.6 40.3 23.8 27.4 34.3 38.5
Old : 25.0 29.2 36.6 40.3 23.8 27.4 34.3 38.5
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 28, 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 : 1,092,598: 78,091 190,825 8,260 782,845 569,878 869,196 768,963: 223,402 323,635
Old : 1,092,598: 78,091 190,825 8,260 782,845 569,878 869,196 768,963: 223,402 323,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 33,007: -7,376 29,730 -1,078 61,455 -10,749 53,001 17,903: -19,994 15,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.5 0.8 71.6 52.2 79.6 70.4: 20.4 29.6
Old : 100.0: 7.1 17.5 0.8 71.6 52.2 79.6 70.4: 20.4 29.6
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 : 206: 24 46 24 94 92 131 150:
Old : 206: 24 46 24 94 92 131 150:
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 16.2 28.5 23.5 14.5 9.9 21.6 15.3
Old : 18.0 16.2 28.5 23.5 14.5 9.9 21.6 15.3
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 28, 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 : 760,192: 133,412 93,017 5,642 460,945 483,665 599,999 582,324: 160,193 177,868
Old : 760,192: 133,412 93,017 5,642 460,945 483,665 599,999 582,324: 160,193 177,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 2,094: 16,036 7,597 2,763 -2,417 -18,396 16,382 -8,036: -14,288 10,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 12.2 0.7 60.6 63.6 78.9 76.6: 21.1 23.4
Old : 100.0: 17.5 12.2 0.7 60.6 63.6 78.9 76.6: 21.1 23.4
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 : 135: 23 20 12 63 70 91 97:
Old : 135: 23 20 12 63 70 91 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 : 25.5 19.3 35.4 29.7 19.7 14.5 28.9 22.1
Old : 25.5 19.3 35.4 29.7 19.7 14.5 28.9 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 28, 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 : 386,091: 118,961 14,364 27,853 205,697 310,653 352,511 352,870: 33,580 33,221
Old : 386,091: 118,961 14,364 27,853 205,697 310,653 352,511 352,870: 33,580 33,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 1,036: 3,870 78 -560 -1,821 1,680 1,489 1,198: -453 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 3.7 7.2 53.3 80.5 91.3 91.4: 8.7 8.6
Old : 100.0: 30.8 3.7 7.2 53.3 80.5 91.3 91.4: 8.7 8.6
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 : 89: 30 4 22 41 37 77 62:
Old : 89: 30 4 22 41 37 77 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 : 23.4 48.6 39.8 63.5 18.6 35.5 30.1 45.9
Old : 23.4 48.6 39.8 63.5 18.6 35.5 30.1 45.9
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 28, 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 : 11,611: 2,169 1,162 3 6,331 7,778 8,503 8,943: 3,108 2,668
Old : 11,611: 2,169 1,162 3 6,331 7,778 8,503 8,943: 3,108 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -656: 488 -1,171 0 -1,060 571 -572 -600: -84 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.0 0.0 54.5 67.0 73.2 77.0: 26.8 23.0
Old : 100.0: 18.7 10.0 0.0 54.5 67.0 73.2 77.0: 26.8 23.0
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 : 20: 4 2 1 9 7 14 9:
Old : 20: 4 2 1 9 7 14 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 : 44.8 62.3 61.1 77.0 43.9 57.1 59.6 71.8
Old : 44.8 62.3 61.1 77.0 43.9 57.1 59.6 71.8
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 28, 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 : 65,345: 17,929 11,732 167 37,768 33,214 55,864 45,113: 9,481 20,232
Old : 65,345: 17,929 11,732 167 37,768 33,214 55,864 45,113: 9,481 20,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 3,276: 1,985 -2,141 -616 982 7,654 2,351 4,897: 925 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.0 0.3 57.8 50.8 85.5 69.0: 14.5 31.0
Old : 100.0: 27.4 18.0 0.3 57.8 50.8 85.5 69.0: 14.5 31.0
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 : 77: 22 20 4 23 21 45 45:
Old : 77: 22 20 4 23 21 45 45:
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 : 38.4 36.3 50.8 47.6 37.2 32.4 48.3 41.4
Old : 38.4 36.3 50.8 47.6 37.2 32.4 48.3 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,525: 4,390 5,042 0 1,695 1,481 6,085 6,523: 440 2
Old : 6,525: 4,390 5,042 0 1,695 1,481 6,085 6,523: 440 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 272: 0 70 0 7 232 7 302: 265 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 77.3 0.0 26.0 22.7 93.3 100.0: 6.7 0.0
Old : 100.0: 67.3 77.3 0.0 26.0 22.7 93.3 100.0: 6.7 0.0
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 : 20: 10 7 0 1 2 11 9:
Old : 20: 10 7 0 1 2 11 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 : 72.0 87.6 89.8 99.5 72.0 87.6 89.8 99.5
Old : 72.0 87.6 89.8 99.5 72.0 87.6 89.8 99.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, July 28, 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 : 24,914: 3,038 2,019 88 21,722 22,464 24,848 24,571: 66 343
Old : 24,914: 3,038 2,019 88 21,722 22,464 24,848 24,571: 66 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,662: 2,332 -315 -798 -4,204 -1,635 -2,670 -2,748: 8 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.1 0.4 87.2 90.2 99.7 98.6: 0.3 1.4
Old : 100.0: 12.2 8.1 0.4 87.2 90.2 99.7 98.6: 0.3 1.4
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 : 41: 5 13 1 11 14 17 27:
Old : 41: 5 13 1 11 14 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 : 85.0 82.8 94.6 91.4 85.0 81.9 94.6 90.0
Old : 85.0 82.8 94.6 91.4 85.0 81.9 94.6 90.0
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 28, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 30,336: 8,031 224 1,063 21,016 28,863 30,110 30,150: 226 186
Old : 30,336: 8,031 224 1,063 21,016 28,863 30,110 30,150: 226 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,436: 146 -30 81 -2,631 -2,541 -2,404 -2,490: -32 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 0.7 3.5 69.3 95.1 99.3 99.4: 0.7 0.6
Old : 100.0: 26.5 0.7 3.5 69.3 95.1 99.3 99.4: 0.7 0.6
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 : 31: 10 5 1 9 9 19 15:
Old : 31: 10 5 1 9 9 19 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 : 83.8 85.6 95.6 98.3 60.1 64.1 68.0 69.4
Old : 83.8 85.6 95.6 98.3 60.1 64.1 68.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009