WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 392,282: 70,384 87,482 108,281 181,388 148,980 360,053 344,743: 32,229 47,539
Old : 346,196: 64,188 78,882 91,472 160,611 135,112 316,271 305,465: 29,925 40,731
Other: 46,086: 19,405 21,810 3,600 20,777 13,868 43,782 39,278: 2,303 6,808
: : :
: : Changes in Commitments from: July 7, 2009 :
: -1,373: -4,221 -161 4,993 -1,303 -4,517 -531 315: -842 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.3 27.6 46.2 38.0 91.8 87.9: 8.2 12.1
Old : 100.0: 18.5 22.8 26.4 46.4 39.0 91.4 88.2: 8.6 11.8
Other: 100.0: 42.1 47.3 7.8 45.1 30.1 95.0 85.2: 5.0 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 96 127 140 77 105 265 302:
Old : 361: 112 122 126 76 105 261 291:
Other: 141: 21 43 22 27 70 58 127:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 11.8 34.6 18.5 20.3 10.2 32.6 16.0
Old : 23.3 12.8 34.5 20.2 21.7 11.0 32.7 17.5
Other: 68.7 27.0 76.0 39.0 66.0 27.0 72.8 37.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,298,664: 218,171 140,841 366,415 588,967 544,654 1,173,554 1,051,911: 125,111 246,753
Old : 374,137: 74,547 89,819 84,363 176,527 151,736 335,436 325,917: 38,701 48,219
Other: 924,527: 197,023 104,421 228,654 412,440 392,918 838,118 725,993: 86,410 198,534
: : :
: : Changes in Commitments from: July 7, 2009 :
: 6,899: -11,728 11,606 11,943 4,925 -7,823 5,140 15,726: 1,760 -8,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 10.8 28.2 45.4 41.9 90.4 81.0: 9.6 19.0
Old : 100.0: 19.9 24.0 22.5 47.2 40.6 89.7 87.1: 10.3 12.9
Other: 100.0: 21.3 11.3 24.7 44.6 42.5 90.7 78.5: 9.3 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 655: 149 157 208 229 291 499 557:
Old : 527: 100 123 99 171 220 326 387:
Other: 607: 158 128 168 180 276 416 503:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 9.1 22.3 16.1 10.6 6.2 17.1 9.5
Old : 23.2 12.3 31.9 21.8 23.2 10.8 30.0 16.8
Other: 15.9 9.0 25.0 15.4 12.8 6.2 19.1 10.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,424: 958 1,094 854 10,519 10,355 12,332 12,304: 2,092 2,120
Old : 14,424: 958 1,094 854 10,519 10,355 12,332 12,304: 2,092 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -184: -376 79 -170 301 28 -245 -63: 62 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.6 5.9 72.9 71.8 85.5 85.3: 14.5 14.7
Old : 100.0: 6.6 7.6 5.9 72.9 71.8 85.5 85.3: 14.5 14.7
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 : 38: 6 11 4 15 13 24 25:
Old : 38: 6 11 4 15 13 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 59.1 60.4 71.5 37.3 45.5 50.7 54.3
Old : 41.6 59.1 60.4 71.5 37.3 45.5 50.7 54.3
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 575,545: 98,390 31,473 174,281 248,500 276,114 521,171 481,868: 54,375 93,677
Old : 90,318: 13,731 4,585 29,650 36,045 47,202 79,426 81,436: 10,892 8,881
Other: 485,228: 93,228 35,457 136,063 212,454 228,913 441,745 400,432: 43,483 84,796
: : :
: : Changes in Commitments from: July 7, 2009 :
: -1,138: -12,185 8,427 1,647 9,107 -15,872 -1,431 -5,798: 293 4,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.5 30.3 43.2 48.0 90.6 83.7: 9.4 16.3
Old : 100.0: 15.2 5.1 32.8 39.9 52.3 87.9 90.2: 12.1 9.8
Other: 100.0: 19.2 7.3 28.0 43.8 47.2 91.0 82.5: 9.0 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 148 118 187 124 171 363 398:
Old : 268: 76 61 70 67 97 176 195:
Other: 449: 136 129 173 111 166 336 386:
:----------------------------------------------------------------------------------------------------
: 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 20.4 27.6 30.6 11.4 12.8 18.0 16.9
Old : 34.4 38.9 44.8 48.1 16.6 19.4 22.6 24.9
Other: 17.7 19.6 28.3 28.7 13.4 13.0 21.4 18.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,726: 17,626 2,433 712 8 3,215 18,346 6,360: 3,380 15,366
Old : 1,168: 623 478 35 8 107 666 620: 502 548
Other: 20,558: 17,317 2,269 363 0 3,108 17,680 5,740: 2,878 14,818
: : :
: : Changes in Commitments from: July 7, 2009 :
: 43: -289 -167 338 -2 36 47 207: -4 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 11.2 3.3 0.0 14.8 84.4 29.3: 15.6 70.7
Old : 100.0: 53.3 40.9 3.0 0.7 9.2 57.0 53.1: 43.0 46.9
Other: 100.0: 84.2 11.0 1.8 0.0 15.1 86.0 27.9: 14.0 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 8 9 2 11 20 26:
Old : 22: 8 6 1 2 6 10 13:
Other: 35: 16 8 7 0 11 17 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 10.1 74.1 16.2 53.4 10.1 72.9 16.0
Old : 50.5 43.2 56.8 51.1 47.5 43.2 53.8 49.0
Other: 54.8 10.4 75.2 15.7 53.7 10.4 74.1 15.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 299,717: 26,577 60,099 77,335 170,209 133,694 274,121 271,128: 25,596 28,589
Old : 100,571: 17,323 11,949 19,930 54,745 58,558 91,998 90,436: 8,573 10,134
Other: 199,147: 25,336 64,232 41,323 115,464 75,137 182,123 180,692: 17,024 18,455
: : :
: : Changes in Commitments from: July 7, 2009 :
: 12,452: 460 2,474 4,096 7,797 5,816 12,352 12,385: 100 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 20.1 25.8 56.8 44.6 91.5 90.5: 8.5 9.5
Old : 100.0: 17.2 11.9 19.8 54.4 58.2 91.5 89.9: 8.5 10.1
Other: 100.0: 12.7 32.3 20.8 58.0 37.7 91.5 90.7: 8.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 43 75 75 69 70 172 182:
Old : 156: 39 42 40 48 50 110 112:
Other: 195: 42 72 61 59 57 146 152:
:----------------------------------------------------------------------------------------------------
: 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 17.6 27.7 27.3 11.1 10.1 18.9 15.4
Old : 29.0 21.1 41.5 34.4 14.4 16.6 23.5 25.4
Other: 17.2 21.4 28.3 31.2 16.0 14.0 26.0 21.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 793,534: 73,399 143,139 36,383 562,358 473,383 672,140 652,905: 121,394 140,630
Old : 793,534: 73,399 143,139 36,383 562,358 473,383 672,140 652,905: 121,394 140,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -6,425: -15,999 -881 235 5,201 4,137 -10,563 3,492: 4,138 -9,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 18.0 4.6 70.9 59.7 84.7 82.3: 15.3 17.7
Old : 100.0: 9.2 18.0 4.6 70.9 59.7 84.7 82.3: 15.3 17.7
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 : 165: 34 33 35 79 78 132 127:
Old : 165: 34 33 35 79 78 132 127:
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 : 22.0 27.9 29.6 36.0 18.6 27.5 25.4 35.3
Old : 22.0 27.9 29.6 36.0 18.6 27.5 25.4 35.3
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 197,483: 38,555 11,291 38,373 87,831 123,999 164,759 173,664: 32,724 23,819
Old : 63,399: 17,550 4,443 7,108 26,424 42,234 51,081 53,784: 12,318 9,615
Other: 134,084: 31,890 17,734 20,381 61,407 81,766 113,678 119,880: 20,406 14,204
: : :
: : Changes in Commitments from: July 7, 2009 :
: -6,157: -6,383 -401 -2,894 3,116 -4,471 -6,161 -7,766: 3 1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.7 19.4 44.5 62.8 83.4 87.9: 16.6 12.1
Old : 100.0: 27.7 7.0 11.2 41.7 66.6 80.6 84.8: 19.4 15.2
Other: 100.0: 23.8 13.2 15.2 45.8 61.0 84.8 89.4: 15.2 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 64 26 58 64 61 156 128:
Old : 131: 43 21 28 47 49 102 88:
Other: 155: 51 32 45 54 47 133 103:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 32.8 25.3 45.5 9.0 23.8 14.7 30.3
Old : 21.6 28.7 32.5 43.1 20.3 27.2 30.3 40.3
Other: 19.7 41.3 28.4 52.9 15.6 35.6 23.2 44.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,780: 2,399 1,267 697 3,723 5,509 6,818 7,473: 1,962 1,307
Old : 8,780: 2,399 1,267 697 3,723 5,509 6,818 7,473: 1,962 1,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 419: -57 -207 110 -54 633 -2 536: 421 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.4 7.9 42.4 62.7 77.7 85.1: 22.3 14.9
Old : 100.0: 27.3 14.4 7.9 42.4 62.7 77.7 85.1: 22.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 14 12 6 20 16 39 30:
Old : 51: 14 12 6 20 16 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 42.4 45.7 59.5 29.6 38.7 42.0 51.1
Old : 29.6 42.4 45.7 59.5 29.6 38.7 42.0 51.1
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 with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 688,386: 172,278 45,770 46,599 360,873 500,363 579,750 592,732: 108,636 95,654
Old : 688,386: 172,278 45,770 46,599 360,873 500,363 579,750 592,732: 108,636 95,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 47,547: 14,776 -1,319 7,182 25,598 51,530 47,557 57,393: -10 -9,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.6 6.8 52.4 72.7 84.2 86.1: 15.8 13.9
Old : 100.0: 25.0 6.6 6.8 52.4 72.7 84.2 86.1: 15.8 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 42 24 26 70 78 120 120:
Old : 168: 42 24 26 70 78 120 120:
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 : 22.0 28.8 31.4 38.7 20.5 27.1 29.2 37.0
Old : 22.0 28.8 31.4 38.7 20.5 27.1 29.2 37.0
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,394,046: 63,832 145,598 176,906 881,864 759,334 1,122,603 1,081,837: 271,443 312,208
Old : 1,394,046: 63,832 145,598 176,906 881,864 759,334 1,122,603 1,081,837: 271,443 312,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 45,731: -28,237 -57,637 29,068 47,533 83,076 48,365 54,507: -2,633 -8,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.4 12.7 63.3 54.5 80.5 77.6: 19.5 22.4
Old : 100.0: 4.6 10.4 12.7 63.3 54.5 80.5 77.6: 19.5 22.4
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 : 220: 33 45 57 118 116 185 185:
Old : 220: 33 45 57 118 116 185 185:
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 : 14.5 14.2 23.5 20.3 10.9 7.5 17.0 11.8
Old : 14.5 14.2 23.5 20.3 10.9 7.5 17.0 11.8
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 844,221: 97,415 84,060 42,696 518,990 544,712 659,101 671,468: 185,120 172,753
Old : 844,221: 97,415 84,060 42,696 518,990 544,712 659,101 671,468: 185,120 172,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -714: 23,839 -24,854 3,760 -27,439 33,953 159 12,859: -873 -13,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.0 5.1 61.5 64.5 78.1 79.5: 21.9 20.5
Old : 100.0: 11.5 10.0 5.1 61.5 64.5 78.1 79.5: 21.9 20.5
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 : 146: 32 23 26 69 74 107 117:
Old : 146: 32 23 26 69 74 107 117:
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 : 23.9 19.7 32.2 29.3 16.4 16.2 24.0 24.6
Old : 23.9 19.7 32.2 29.3 16.4 16.2 24.0 24.6
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 521,146: 119,447 15,431 130,373 231,580 338,133 481,400 483,936: 39,746 37,210
Old : 521,146: 119,447 15,431 130,373 231,580 338,133 481,400 483,936: 39,746 37,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 5,102: -180 3,129 4,511 2,077 -2,947 6,408 4,693: -1,306 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.0 25.0 44.4 64.9 92.4 92.9: 7.6 7.1
Old : 100.0: 22.9 3.0 25.0 44.4 64.9 92.4 92.9: 7.6 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 : 86: 29 10 30 38 39 76 72:
Old : 86: 29 10 30 38 39 76 72:
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 37.1 42.1 53.5 18.6 27.8 27.5 35.4
Old : 25.5 37.1 42.1 53.5 18.6 27.8 27.5 35.4
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 with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 12,394: 1,681 2,333 3 7,418 7,239 9,102 9,575: 3,292 2,819
Old : 12,394: 1,681 2,333 3 7,418 7,239 9,102 9,575: 3,292 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.8 0.0 59.9 58.4 73.4 77.3: 26.6 22.7
Old : 100.0: 13.6 18.8 0.0 59.9 58.4 73.4 77.3: 26.6 22.7
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 : 20: 3 4 1 9 5 13 9:
Old : 20: 3 4 1 9 5 13 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 : 54.7 59.0 67.9 75.4 54.7 58.8 67.9 75.1
Old : 54.7 59.0 67.9 75.4 54.7 58.8 67.9 75.1
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 62,003: 16,273 13,883 655 35,571 27,682 52,499 42,220: 9,504 19,783
Old : 62,003: 16,273 13,883 655 35,571 27,682 52,499 42,220: 9,504 19,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,279: 2,624 260 -176 1,273 1,643 3,722 1,728: -442 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 22.4 1.1 57.4 44.6 84.7 68.1: 15.3 31.9
Old : 100.0: 26.2 22.4 1.1 57.4 44.6 84.7 68.1: 15.3 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 18 22 7 24 26 46 51:
Old : 79: 18 22 7 24 26 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 24.7 46.1 35.9 28.5 20.1 41.8 30.7
Old : 29.6 24.7 46.1 35.9 28.5 20.1 41.8 30.7
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 29,367: 694 3,492 935 27,694 24,693 29,323 29,120: 44 247
Old : 29,367: 694 3,492 935 27,694 24,693 29,323 29,120: 44 247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -4,946: -1,770 1,460 847 -1,964 -5,073 -2,887 -2,766: -2,059 -2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 11.9 3.2 94.3 84.1 99.9 99.2: 0.1 0.8
Old : 100.0: 2.4 11.9 3.2 94.3 84.1 99.9 99.2: 0.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 12 2 11 13 17 25:
Old : 38: 4 12 2 11 13 17 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 88.3 95.2 94.2 85.4 84.6 93.1 90.6
Old : 85.4 88.3 95.2 94.2 85.4 84.6 93.1 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 34,255: 7,779 910 1,005 25,259 32,244 34,043 34,159: 212 96
Old : 34,255: 7,779 910 1,005 25,259 32,244 34,043 34,159: 212 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 489: -115 535 174 412 -222 471 487: 18 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.7 2.9 73.7 94.1 99.4 99.7: 0.6 0.3
Old : 100.0: 22.7 2.7 2.9 73.7 94.1 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 8 1 10 9 17 18:
Old : 31: 7 8 1 10 9 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 79.8 96.6 94.3 69.9 75.3 80.8 81.6
Old : 85.8 79.8 96.6 94.3 69.9 75.3 80.8 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2009