WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 313,995 COMMITMENTS 87,795 78,124 41,518 156,963 153,310 286,276 272,952 27,719 41,043 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 13,071) 4,577 1,124 2,333 5,441 10,507 12,351 13,964 720 -893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 24.9 13.2 50.0 48.8 91.2 86.9 8.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 99 124 110 70 100 251 279 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 929,290 COMMITMENTS 280,407 86,227 128,528 407,941 501,656 816,876 716,411 112,414 212,879 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 51,869) 22,928 -1,244 11,976 11,912 29,073 46,816 39,805 5,053 12,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 9.3 13.8 43.9 54.0 87.9 77.1 12.1 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 173 100 162 164 259 427 467 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,019 COMMITMENTS 3,197 741 15 7,494 10,267 10,706 11,023 2,313 1,996 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 63) 285 -244 13 -160 506 138 275 -75 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 5.7 0.1 57.6 78.9 82.2 84.7 17.8 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 5 2 18 13 31 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 441,819 COMMITMENTS 150,799 25,332 64,854 167,043 273,609 382,696 363,795 59,123 78,024 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 19,403) 4,677 -1,360 2,062 7,074 13,842 13,813 14,544 5,590 4,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 5.7 14.7 37.8 61.9 86.6 82.3 13.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 178 78 117 118 157 353 309 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 23,238 COMMITMENTS 18,831 3,006 1,082 21 3,238 19,934 7,326 3,304 15,912 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,755) 2,857 233 301 21 1,136 3,179 1,670 -424 1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.0 12.9 4.7 0.1 13.9 85.8 31.5 14.2 68.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 19 10 12 2 12 23 32 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 230,893 COMMITMENTS 55,425 33,862 34,760 107,014 140,459 197,199 209,081 33,694 21,812 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 9,310) 420 2,020 77 8,015 4,177 8,512 6,274 798 3,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 14.7 15.1 46.3 60.8 85.4 90.6 14.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 67 32 57 65 51 170 125 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 744,615 COMMITMENTS 49,175 167,448 14,663 560,582 414,298 624,420 596,409 120,195 148,206 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 18,351) 2,043 6,943 4,973 1,744 1,709 8,760 13,625 9,591 4,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 22.5 2.0 75.3 55.6 83.9 80.1 16.1 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 21 35 19 72 67 105 109 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 179,720 COMMITMENTS 66,020 8,102 16,246 58,291 136,925 140,557 161,273 39,163 18,447 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 10,090) 5,586 1,516 -100 2,173 7,498 7,659 8,914 2,431 1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 4.5 9.0 32.4 76.2 78.2 89.7 21.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 69 26 36 64 53 155 101 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,495 COMMITMENTS 2,267 1,816 732 4,152 3,912 7,151 6,460 1,344 2,035 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 670) 38 368 254 249 97 541 719 129 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 21.4 8.6 48.9 46.1 84.2 76.0 15.8 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 17 10 19 14 36 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 568,515 COMMITMENTS 124,181 47,908 26,267 305,914 382,438 456,362 456,613 112,153 111,902 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 22,279) 173 3,784 8,535 6,188 -2,018 14,896 10,301 7,383 11,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 8.4 4.6 53.8 67.3 80.3 80.3 19.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 24 23 14 63 68 96 97 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,216,363 COMMITMENTS 36,062 215,471 45,747 867,867 654,401 949,676 915,619 266,687 300,744 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 65,081) -38,777 61,653 21,690 18,521 -52,983 1,434 30,360 63,647 34,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 17.7 3.8 71.3 53.8 78.1 75.3 21.9 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 20 49 27 95 91 130 154 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,029,691 COMMITMENTS 97,054 96,969 23,286 708,594 627,455 828,934 747,710 200,757 281,981 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 174,194) -16,011 -5,915 12,976 132,700 80,037 129,665 87,098 44,529 87,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 9.4 2.3 68.8 60.9 80.5 72.6 19.5 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 12 26 16 59 69 81 101 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 434,271 COMMITMENTS 166,019 21,298 33,367 191,232 347,784 390,618 402,449 43,653 31,822 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 12,020) 3,299 235 2,133 2,580 10,178 8,012 12,546 4,008 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 4.9 7.7 44.0 80.1 89.9 92.7 10.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 30 9 19 35 34 70 57 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 19,138 COMMITMENTS 3,968 1,726 30 9,830 13,520 13,828 15,276 5,310 3,862 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 5,245) 55 12 0 5,225 5,411 5,280 5,423 -35 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 9.0 0.2 51.4 70.6 72.3 79.8 27.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 5 2 10 7 18 12 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 57,349 COMMITMENTS 22,096 13,918 453 24,020 28,089 46,569 42,460 10,780 14,889 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,360) 3,953 917 -4 593 4,229 4,542 5,142 -182 -782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 24.3 0.8 41.9 49.0 81.2 74.0 18.8 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 31 25 10 24 28 56 62 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 22,620 COMMITMENTS 1,747 3,790 318 20,492 18,253 22,557 22,361 63 259 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,685) -552 -537 -51 2,302 2,341 1,699 1,753 -14 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 16.8 1.4 90.6 80.7 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 11 2 11 13 21 24 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 28,363 COMMITMENTS 2,605 166 918 24,478 27,195 28,001 28,279 362 84 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -3,708) -727 -163 918 -4,063 -4,367 -3,872 -3,612 164 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.6 3.2 86.3 95.9 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 4 1 9 9 16 14
Updated May 29, 2009