WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 446,062: 75,999 70,220 140,319 192,845 184,509 409,163 395,048: 36,898 51,014
Old : 401,333: 69,536 63,018 124,174 172,498 169,943 366,209 357,135: 35,124 44,198
Other: 44,728: 18,790 19,529 3,819 20,346 14,566 42,955 37,913: 1,774 6,816
: : :
: : Changes in Commitments from: June 16, 2009 :
: -5,651: -7,612 -324 1,588 717 -6,927 -5,307 -5,663: -344 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.7 31.5 43.2 41.4 91.7 88.6: 8.3 11.4
Old : 100.0: 17.3 15.7 30.9 43.0 42.3 91.2 89.0: 8.8 11.0
Other: 100.0: 42.0 43.7 8.5 45.5 32.6 96.0 84.8: 4.0 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 92 125 167 91 112 303 326:
Old : 377: 115 117 156 90 109 300 314:
Other: 137: 15 48 21 25 67 52 126:
:----------------------------------------------------------------------------------------------------
: 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 13.8 28.9 21.3 16.8 11.8 26.6 17.1
Old : 19.1 14.8 27.8 23.1 17.3 12.6 25.0 18.8
Other: 69.9 23.6 77.9 33.9 67.3 22.5 74.1 32.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,388,160: 238,142 113,775 410,619 609,223 608,067 1,257,984 1,132,461: 130,176 255,699
Old : 586,914: 94,306 102,756 165,308 269,558 241,055 529,171 509,119: 57,744 77,796
Other: 801,246: 199,633 66,815 189,515 339,665 367,012 728,814 623,342: 72,432 177,903
: : :
: : Changes in Commitments from: June 16, 2009 :
: -7,761: -18,306 27,700 -16,507 28,829 -16,308 -5,985 -5,115: -1,776 -2,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.2 29.6 43.9 43.8 90.6 81.6: 9.4 18.4
Old : 100.0: 16.1 17.5 28.2 45.9 41.1 90.2 86.7: 9.8 13.3
Other: 100.0: 24.9 8.3 23.7 42.4 45.8 91.0 77.8: 9.0 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 189 127 234 241 295 547 571:
Old : 594: 127 147 173 216 259 454 481:
Other: 592: 176 104 159 163 269 397 482:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 10.4 21.7 16.9 10.4 6.6 15.6 9.7
Old : 15.9 12.3 23.6 20.3 14.7 8.7 21.2 13.7
Other: 16.7 9.7 25.3 16.5 12.3 6.8 18.8 11.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,790: 1,340 656 1,818 10,494 11,352 13,652 13,826: 2,138 1,964
Old : 15,790: 1,340 656 1,818 10,494 11,352 13,652 13,826: 2,138 1,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -235: -279 42 143 1,730 734 1,595 920: -1,830 -1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.2 11.5 66.5 71.9 86.5 87.6: 13.5 12.4
Old : 100.0: 8.5 4.2 11.5 66.5 71.9 86.5 87.6: 13.5 12.4
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 7 10 19 13 34 28:
Old : 41: 9 7 10 19 13 34 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 : 36.4 57.7 55.7 70.6 28.3 40.3 38.9 47.8
Old : 36.4 57.7 55.7 70.6 28.3 40.3 38.9 47.8
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 with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 661,897: 127,148 21,207 224,092 250,639 326,218 601,879 571,517: 60,019 90,380
Old : 225,273: 44,672 10,696 90,802 67,559 105,384 203,033 206,882: 22,240 18,391
Other: 436,625: 101,445 29,480 114,320 183,080 220,834 398,846 364,635: 37,779 71,990
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,610: -8,853 -892 2,906 10,053 -247 4,105 1,767: -1,495 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.2 33.9 37.9 49.3 90.9 86.3: 9.1 13.7
Old : 100.0: 19.8 4.7 40.3 30.0 46.8 90.1 91.8: 9.9 8.2
Other: 100.0: 23.2 6.8 26.2 41.9 50.6 91.3 83.5: 8.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 477: 170 111 210 133 174 409 406:
Old : 388: 136 88 137 106 139 297 310:
Other: 424: 123 119 151 107 164 318 355:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 21.0 26.4 32.4 9.5 13.5 14.9 17.7
Old : 24.4 33.0 33.9 41.5 12.1 18.0 16.2 22.3
Other: 18.2 20.1 28.6 31.2 14.0 15.4 22.1 21.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,357: 19,293 3,571 950 13 2,865 20,256 7,386: 3,101 15,971
Old : 4,165: 2,889 1,856 303 13 148 3,205 2,307: 960 1,858
Other: 19,192: 16,830 2,141 221 0 2,717 17,051 5,079: 2,141 14,113
: : :
: : Changes in Commitments from: June 16, 2009 :
: -873: -419 -812 -238 -1 -113 -658 -1,163: -215 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 15.3 4.1 0.1 12.3 86.7 31.6: 13.3 68.4
Old : 100.0: 69.4 44.6 7.3 0.3 3.6 77.0 55.4: 23.0 44.6
Other: 100.0: 87.7 11.2 1.2 0.0 14.2 88.8 26.5: 11.2 73.5
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 13 14 2 9 24 32:
Old : 33: 10 14 6 2 5 16 23:
Other: 38: 18 11 9 0 9 20 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 9.6 74.2 15.9 54.4 9.6 72.0 15.3
Old : 60.5 35.7 72.3 49.1 57.1 33.8 68.4 44.9
Other: 57.2 9.5 77.9 15.4 56.7 9.5 77.4 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 306,744: 35,638 41,929 85,701 158,015 153,806 279,353 281,435: 27,391 25,309
Old : 151,077: 29,684 14,276 38,120 68,193 84,927 135,998 137,323: 15,079 13,754
Other: 155,667: 25,408 47,108 28,126 89,822 68,879 143,355 144,112: 12,311 11,555
: : :
: : Changes in Commitments from: June 16, 2009 :
: -6,895: -853 2,039 -2,255 4,144 -2,274 1,035 -2,490: -7,931 -4,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.7 27.9 51.5 50.1 91.1 91.7: 8.9 8.3
Old : 100.0: 19.6 9.4 25.2 45.1 56.2 90.0 90.9: 10.0 9.1
Other: 100.0: 16.3 30.3 18.1 57.7 44.2 92.1 92.6: 7.9 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 53 58 85 67 70 184 182:
Old : 186: 71 33 61 55 60 147 141:
Other: 183: 35 76 58 58 51 140 141:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 23.9 25.2 34.0 9.1 13.9 15.6 20.2
Old : 22.3 23.4 31.4 34.6 7.9 11.5 13.9 18.6
Other: 18.6 29.6 31.2 39.6 17.8 22.8 29.1 31.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 810,770: 69,022 148,783 47,521 566,565 468,907 683,108 665,212: 127,662 145,558
Old : 810,770: 69,022 148,783 47,521 566,565 468,907 683,108 665,212: 127,662 145,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 14,904: 83 -5,302 -609 14,292 19,825 13,765 13,913: 1,139 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 18.4 5.9 69.9 57.8 84.3 82.0: 15.7 18.0
Old : 100.0: 8.5 18.4 5.9 69.9 57.8 84.3 82.0: 15.7 18.0
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 : 168: 25 41 36 84 82 134 134:
Old : 168: 25 41 36 84 82 134 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 25.6 31.5 33.8 20.4 24.9 27.5 32.3
Old : 24.1 25.6 31.5 33.8 20.4 24.9 27.5 32.3
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 with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 219,819: 52,519 6,656 49,741 77,570 137,828 179,829 194,225: 39,990 25,595
Old : 96,300: 30,399 3,721 17,421 27,372 61,713 75,191 82,855: 21,109 13,446
Other: 123,519: 35,076 15,891 19,363 50,198 76,115 104,637 111,370: 18,881 12,149
: : :
: : Changes in Commitments from: June 16, 2009 :
: -10,543: -8,142 395 374 -29 -13,302 -7,797 -12,533: -2,746 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.0 22.6 35.3 62.7 81.8 88.4: 18.2 11.6
Old : 100.0: 31.6 3.9 18.1 28.4 64.1 78.1 86.0: 21.9 14.0
Other: 100.0: 28.4 12.9 15.7 40.6 61.6 84.7 90.2: 15.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 65 24 55 68 66 158 127:
Old : 144: 56 18 36 61 58 128 101:
Other: 142: 42 31 38 54 51 119 101:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 33.3 23.3 46.4 6.8 27.9 12.2 33.2
Old : 16.3 27.0 25.0 39.4 12.1 25.2 19.5 35.5
Other: 22.7 42.3 33.1 55.5 17.8 38.5 26.3 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,933: 2,567 1,411 726 3,935 5,211 7,228 7,348: 1,705 1,585
Old : 1,448: 428 258 25 691 856 1,144 1,140: 304 308
Other: 7,485: 2,267 1,280 573 3,244 4,355 6,084 6,209: 1,401 1,276
: : :
: : Changes in Commitments from: June 16, 2009 :
: -474: 25 197 -10 -0 -188 14 -1: -489 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 15.8 8.1 44.1 58.3 80.9 82.3: 19.1 17.7
Old : 100.0: 29.6 17.8 1.8 47.7 59.1 79.0 78.7: 21.0 21.3
Other: 100.0: 30.3 17.1 7.7 43.3 58.2 81.3 83.0: 18.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 17 13 8 20 19 40 38:
Old : 33: 10 4 4 10 15 20 23:
Other: 50: 11 14 7 18 18 34 34:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 33.7 47.8 50.2 29.7 31.5 44.0 44.0
Old : 56.1 51.4 73.0 67.8 56.0 51.0 72.2 67.4
Other: 35.4 38.2 54.3 53.8 35.4 35.3 49.8 46.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 611,512: 134,732 54,601 43,134 345,860 410,070 523,725 507,805: 87,786 103,706
Old : 611,512: 134,732 54,601 43,134 345,860 410,070 523,725 507,805: 87,786 103,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 28,658: 16,043 -6,893 -814 8,114 37,494 23,343 29,786: 5,315 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.9 7.1 56.6 67.1 85.6 83.0: 14.4 17.0
Old : 100.0: 22.0 8.9 7.1 56.6 67.1 85.6 83.0: 14.4 17.0
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 : 163: 35 32 23 69 74 114 119:
Old : 163: 35 32 23 69 74 114 119:
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 : 22.2 23.1 33.1 34.3 20.9 21.1 30.5 32.3
Old : 22.2 23.1 33.1 34.3 20.9 21.1 30.5 32.3
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 with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,474,212: 79,954 167,404 209,678 906,777 777,351 1,196,409 1,154,433: 277,803 319,779
Old : 1,474,212: 79,954 167,404 209,678 906,777 777,351 1,196,409 1,154,433: 277,803 319,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -74,747: -9,828 -20,955 -27,875 -26,009 -34,020 -63,712 -82,850: -11,035 8,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.4 14.2 61.5 52.7 81.2 78.3: 18.8 21.7
Old : 100.0: 5.4 11.4 14.2 61.5 52.7 81.2 78.3: 18.8 21.7
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 : 226: 39 45 63 127 118 198 195:
Old : 226: 39 45 63 127 118 198 195:
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 : 14.7 14.4 22.2 21.5 9.3 8.1 13.7 12.8
Old : 14.7 14.4 22.2 21.5 9.3 8.1 13.7 12.8
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 with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 892,889: 85,566 121,132 71,896 560,890 500,402 718,353 693,430: 174,536 199,459
Old : 892,889: 85,566 121,132 71,896 560,890 500,402 718,353 693,430: 174,536 199,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -9,514: -16,925 4,939 -8,538 14,823 1,854 -10,640 -1,745: 1,126 -7,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.6 8.1 62.8 56.0 80.5 77.7: 19.5 22.3
Old : 100.0: 9.6 13.6 8.1 62.8 56.0 80.5 77.7: 19.5 22.3
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 : 136: 25 25 26 68 70 103 111:
Old : 136: 25 25 26 68 70 103 111:
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 : 24.7 19.5 33.6 30.6 19.9 18.4 28.4 26.1
Old : 24.7 19.5 33.6 30.6 19.9 18.4 28.4 26.1
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 with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 559,050: 140,356 11,298 137,870 235,980 370,293 514,206 519,462: 44,844 39,588
Old : 559,050: 140,356 11,298 137,870 235,980 370,293 514,206 519,462: 44,844 39,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 51,635: 8,461 1,442 31,863 10,001 15,532 50,324 48,837: 1,311 2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.0 24.7 42.2 66.2 92.0 92.9: 8.0 7.1
Old : 100.0: 25.1 2.0 24.7 42.2 66.2 92.0 92.9: 8.0 7.1
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 : 91: 35 6 35 41 38 85 75:
Old : 91: 35 6 35 41 38 85 75:
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 : 25.6 36.9 42.1 52.4 19.7 30.5 28.5 38.0
Old : 25.6 36.9 42.1 52.4 19.7 30.5 28.5 38.0
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 with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 51,498: 15,226 8,609 416 23,839 32,655 39,481 41,680: 12,017 9,817
Old : 51,498: 15,226 8,609 416 23,839 32,655 39,481 41,680: 12,017 9,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -25,852: -3,627 -12,264 -2,677 -18,928 -3,164 -25,232 -18,104: -620 -7,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.7 0.8 46.3 63.4 76.7 80.9: 23.3 19.1
Old : 100.0: 29.6 16.7 0.8 46.3 63.4 76.7 80.9: 23.3 19.1
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 : 73: 20 13 4 27 25 49 40:
Old : 73: 20 13 4 27 25 49 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 36.3 33.9 51.5 20.0 34.4 31.9 49.2
Old : 21.0 36.3 33.9 51.5 20.0 34.4 31.9 49.2
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 with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 24,615: 552 4,202 86 23,966 19,939 24,604 24,227: 11 388
Old : 24,615: 552 4,202 86 23,966 19,939 24,604 24,227: 11 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -631: -3,648 29 0 3,016 -715 -632 -686: 1 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 17.1 0.3 97.4 81.0 100.0 98.4: 0.0 1.6
Old : 100.0: 2.2 17.1 0.3 97.4 81.0 100.0 98.4: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 14 1 13 13 17 27:
Old : 41: 3 14 1 13 13 17 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 79.2 95.8 89.6 86.8 78.2 95.6 88.5
Old : 86.8 79.2 95.8 89.6 86.8 78.2 95.6 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 40,065: 2,686 1,129 0 37,306 38,659 39,992 39,788: 73 277
Old : 40,065: 2,686 1,129 0 37,306 38,659 39,992 39,788: 73 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -295: -686 180 0 389 -496 -297 -316: 2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.8 0.0 93.1 96.5 99.8 99.3: 0.2 0.7
Old : 100.0: 6.7 2.8 0.0 93.1 96.5 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 6 0 11 8 14 14:
Old : 25: 3 6 0 11 8 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 86.4 97.8 96.5 72.5 82.3 87.5 87.9
Old : 82.8 86.4 97.8 96.5 72.5 82.3 87.5 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2009