WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 346,018 COMMITMENTS 100,134 84,588 50,555 165,873 167,191 316,562 302,334 29,456 43,684 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 32,023) 12,339 6,464 9,037 8,910 13,881 30,286 29,382 1,737 2,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 24.4 14.6 47.9 48.3 91.5 87.4 8.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 110 128 121 72 101 275 287 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 979,982 COMMITMENTS 307,286 100,580 133,718 419,284 532,485 860,288 766,783 119,694 213,199 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 50,692) 26,879 14,353 5,190 11,343 30,829 43,412 50,372 7,280 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 10.3 13.6 42.8 54.3 87.8 78.2 12.2 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635) 187 108 158 164 266 438 475 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,259 COMMITMENTS 3,320 621 410 8,273 11,633 12,003 12,664 3,256 2,595 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,240) 123 -120 395 779 1,366 1,297 1,641 943 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 4.1 2.7 54.2 76.2 78.7 83.0 21.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 4 6 18 12 37 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,013 COMMITMENTS 151,772 26,362 64,969 171,540 280,169 388,281 371,500 58,732 75,513 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,194) 973 1,030 115 4,497 6,560 5,585 7,705 -391 -2,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 5.9 14.5 38.4 62.7 86.9 83.1 13.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 173 72 127 125 161 362 315 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 24,206 COMMITMENTS 19,342 3,741 1,448 12 2,900 20,802 8,089 3,404 16,117 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 968) 511 735 366 -9 -338 868 763 100 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.9 15.5 6.0 0.0 12.0 85.9 33.4 14.1 66.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 18 12 12 2 9 22 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 237,224 COMMITMENTS 60,009 32,357 38,533 103,830 145,777 202,372 216,667 34,852 20,557 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 6,331) 4,584 -1,505 3,773 -3,184 5,318 5,173 7,586 1,158 -1,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 13.6 16.2 43.8 61.5 85.3 91.3 14.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 77 30 59 64 52 178 125 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,603 COMMITMENTS 72,869 155,069 10,202 560,377 439,757 643,448 605,028 112,155 150,575 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 10,988) 23,694 -12,379 -4,461 -205 25,459 19,028 8,619 -8,040 2,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 20.5 1.4 74.2 58.2 85.2 80.1 14.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 27 33 16 73 68 112 105 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 186,752 COMMITMENTS 69,420 7,534 18,364 60,161 142,633 147,945 168,531 38,807 18,221 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 7,032) 3,400 -568 2,118 1,870 5,708 7,388 7,258 -356 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 4.0 9.8 32.2 76.4 79.2 90.2 20.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 73 22 43 60 53 154 105 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,282 COMMITMENTS 2,278 1,778 776 4,152 4,691 7,206 7,245 2,076 2,037 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 787) 11 -38 44 0 779 55 785 732 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 19.2 8.4 44.7 50.5 77.6 78.1 22.4 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 12 14 10 19 17 36 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 503,527 COMMITMENTS 124,261 53,106 13,283 260,447 344,291 397,991 410,680 105,536 92,847 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -64,988) 80 5,198 -12,984 -45,467 -38,147 -58,371 -45,933 -6,617 -19,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 10.5 2.6 51.7 68.4 79.0 81.6 21.0 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 21 27 10 57 66 84 97 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,731 COMMITMENTS 68,232 203,404 43,473 789,705 632,280 901,410 879,157 258,321 280,574 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -56,632) 32,170 -12,067 -2,274 -78,162 -22,121 -48,266 -36,462 -8,366 -20,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 17.5 3.7 68.1 54.5 77.7 75.8 22.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 31 47 26 97 89 143 149 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,877 COMMITMENTS 97,442 98,394 8,662 515,416 443,921 621,520 550,977 134,357 204,900 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -273,814) 388 1,425 -14,624 -193,178 -183,534 -207,414 -196,733 -66,400 -77,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 13.0 1.1 68.2 58.7 82.2 72.9 17.8 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 13 21 11 60 68 78 95 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 374,046 COMMITMENTS 128,316 16,719 29,620 180,254 298,944 338,190 345,283 35,856 28,763 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -60,225) -37,703 -4,579 -3,747 -10,978 -48,840 -52,428 -57,166 -7,797 -3,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 4.5 7.9 48.2 79.9 90.4 92.3 9.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 9 19 37 34 71 58 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 25,006 COMMITMENTS 5,319 1,468 23 13,714 18,486 19,056 19,977 5,950 5,029 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 5,868) 1,351 -258 -7 3,884 4,966 5,228 4,701 640 1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 5.9 0.1 54.8 73.9 76.2 79.9 23.8 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 4 2 11 9 20 13 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 54,148 COMMITMENTS 18,664 13,987 425 24,562 24,453 43,651 38,865 10,497 15,283 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -3,201) -3,432 69 -28 542 -3,636 -2,918 -3,595 -283 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 25.8 0.8 45.4 45.2 80.6 71.8 19.4 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 27 22 9 26 32 54 62 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 31,527 COMMITMENTS 3,040 7,148 367 27,793 23,478 31,200 30,993 327 534 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 8,907) 1,293 3,358 49 7,301 5,225 8,643 8,632 264 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 22.7 1.2 88.2 74.5 99.0 98.3 1.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 9 3 13 14 23 24 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 27,259 COMMITMENTS 2,301 229 137 24,225 26,345 26,663 26,711 596 548 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -1,104) -304 63 -781 -253 -850 -1,338 -1,568 234 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.8 0.5 88.9 96.6 97.8 98.0 2.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 4 1 9 10 16 15
Updated June 5, 2009