WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 402,826: 74,759 89,089 113,803 180,767 149,938 369,330 352,831: 33,496 49,995
Old : 356,267: 67,862 79,198 97,350 159,861 136,591 325,073 313,139: 31,194 43,129
Other: 46,559: 19,501 22,495 3,850 20,906 13,347 44,257 39,692: 2,302 6,867
: : :
: : Changes in Commitments from: July 14, 2009 :
: 10,544: 4,375 1,607 5,523 -621 958 9,277 8,088: 1,267 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.1 28.3 44.9 37.2 91.7 87.6: 8.3 12.4
Old : 100.0: 19.0 22.2 27.3 44.9 38.3 91.2 87.9: 8.8 12.1
Other: 100.0: 41.9 48.3 8.3 44.9 28.7 95.1 85.3: 4.9 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 92 131 146 76 102 271 301:
Old : 361: 109 124 134 75 102 267 292:
Other: 144: 23 41 24 27 71 62 128:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 11.3 33.9 17.8 19.9 9.6 32.1 15.5
Old : 22.7 12.3 33.6 19.3 21.3 10.4 32.1 16.8
Other: 68.1 28.0 75.5 39.7 65.5 28.0 72.0 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 1,356,748: 213,684 151,348 408,131 605,322 540,158 1,227,137 1,099,637: 129,611 257,111
Old : 383,148: 71,018 101,853 92,446 181,243 142,768 344,707 337,067: 38,441 46,081
Other: 973,600: 209,257 116,086 249,094 424,079 397,390 882,431 762,570: 91,169 211,030
: : :
: : Changes in Commitments from: July 14, 2009 :
: 58,084: -4,487 10,507 41,715 16,355 -4,496 53,584 47,726: 4,500 10,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.2 30.1 44.6 39.8 90.4 81.0: 9.6 19.0
Old : 100.0: 18.5 26.6 24.1 47.3 37.3 90.0 88.0: 10.0 12.0
Other: 100.0: 21.5 11.9 25.6 43.6 40.8 90.6 78.3: 9.4 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 166 158 220 241 292 534 573:
Old : 535: 107 132 99 181 208 341 386:
Other: 639: 176 137 174 189 280 450 516:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 9.3 21.8 16.4 10.3 6.0 16.6 9.3
Old : 22.2 11.7 30.6 21.6 22.0 9.6 28.5 16.9
Other: 15.0 9.4 24.1 15.9 12.5 6.0 18.4 10.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 14,434: 1,086 1,087 785 10,236 10,175 12,108 12,048: 2,326 2,386
Old : 14,434: 1,086 1,087 785 10,236 10,175 12,108 12,048: 2,326 2,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 11: 128 -8 -69 -283 -180 -224 -256: 234 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.5 5.4 70.9 70.5 83.9 83.5: 16.1 16.5
Old : 100.0: 7.5 7.5 5.4 70.9 70.5 83.9 83.5: 16.1 16.5
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 : 39: 8 10 4 16 13 26 25:
Old : 39: 8 10 4 16 13 26 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 : 39.7 57.7 58.0 69.5 36.4 46.1 50.0 54.8
Old : 39.7 57.7 58.0 69.5 36.4 46.1 50.0 54.8
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, July 21, 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 : 571,460: 92,461 30,399 182,247 250,349 268,208 525,057 480,854: 46,403 90,605
Old : 79,166: 5,073 2,871 30,635 37,363 39,859 73,070 73,365: 6,096 5,801
Other: 492,294: 91,343 31,483 147,658 212,986 228,349 451,987 407,490: 40,307 84,804
: : :
: : Changes in Commitments from: July 14, 2009 :
: -4,086: -5,928 -1,073 7,966 1,849 -7,906 3,886 -1,014: -7,972 -3,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 5.3 31.9 43.8 46.9 91.9 84.1: 8.1 15.9
Old : 100.0: 6.4 3.6 38.7 47.2 50.3 92.3 92.7: 7.7 7.3
Other: 100.0: 18.6 6.4 30.0 43.3 46.4 91.8 82.8: 8.2 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 144 127 180 124 167 359 392:
Old : 244: 71 55 70 66 86 168 180:
Other: 448: 140 128 171 108 163 334 382:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 20.5 28.5 30.6 11.6 11.8 18.3 15.4
Old : 40.8 41.8 51.2 53.3 17.1 17.5 20.8 22.2
Other: 17.2 19.8 28.1 28.7 13.1 13.0 21.0 17.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,981: 17,640 2,710 539 4 3,300 18,183 6,549: 3,798 15,432
Old : 1,080: 546 460 0 4 115 550 575: 530 505
Other: 20,901: 17,301 2,457 332 0 3,185 17,633 5,974: 3,268 14,927
: : :
: : Changes in Commitments from: July 14, 2009 :
: 255: 14 277 -173 -4 85 -163 189: 418 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 12.3 2.5 0.0 15.0 82.7 29.8: 17.3 70.2
Old : 100.0: 50.6 42.6 0.0 0.4 10.6 50.9 53.2: 49.1 46.8
Other: 100.0: 82.8 11.8 1.6 0.0 15.2 84.4 28.6: 15.6 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 10 7 1 11 18 25:
Old : 18: 7 5 0 1 5 8 10:
Other: 35: 15 9 5 0 11 16 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 9.9 74.1 16.1 53.3 9.9 73.0 16.0
Old : 45.9 44.7 50.9 52.6 45.9 44.7 50.9 52.6
Other: 54.8 10.3 75.4 15.8 53.8 10.3 74.3 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 299,095: 25,720 57,001 82,920 168,337 133,718 276,977 273,639: 22,118 25,455
Old : 93,706: 19,913 10,039 18,700 49,377 57,211 87,990 85,950: 5,717 7,757
Other: 205,388: 24,979 66,135 45,048 118,960 76,507 188,987 187,690: 16,401 17,699
: : :
: : Changes in Commitments from: July 14, 2009 :
: -623: -857 -3,098 5,585 -1,872 23 2,856 2,511: -3,479 -3,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.1 27.7 56.3 44.7 92.6 91.5: 7.4 8.5
Old : 100.0: 21.3 10.7 20.0 52.7 61.1 93.9 91.7: 6.1 8.3
Other: 100.0: 12.2 32.2 21.9 57.9 37.2 92.0 91.4: 8.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 39 73 80 72 74 174 193:
Old : 160: 45 39 41 50 57 114 120:
Other: 200: 38 79 64 61 60 145 164:
:----------------------------------------------------------------------------------------------------
: 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 17.2 27.7 26.5 10.9 8.4 18.8 13.6
Old : 29.9 21.8 42.4 34.1 14.9 14.1 22.4 23.1
Other: 17.2 20.5 28.6 30.1 16.2 13.0 25.4 20.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 759,340: 65,966 137,571 36,537 539,231 445,903 641,734 620,010: 117,606 139,330
Old : 759,340: 65,966 137,571 36,537 539,231 445,903 641,734 620,010: 117,606 139,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -34,194: -7,433 -5,568 154 -23,127 -27,480 -30,407 -32,894: -3,788 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 18.1 4.8 71.0 58.7 84.5 81.7: 15.5 18.3
Old : 100.0: 8.7 18.1 4.8 71.0 58.7 84.5 81.7: 15.5 18.3
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 : 162: 31 35 38 78 77 132 127:
Old : 162: 31 35 38 78 77 132 127:
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 : 22.4 26.3 30.3 35.6 18.0 25.9 25.1 33.8
Old : 22.4 26.3 30.3 35.6 18.0 25.9 25.1 33.8
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 21, 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 : 195,806: 35,695 10,052 38,925 90,241 122,044 164,861 171,022: 30,945 24,784
Old : 59,889: 15,686 4,184 7,148 26,039 39,754 48,873 51,086: 11,016 8,802
Other: 135,917: 30,198 16,058 21,588 64,202 82,290 115,988 119,936: 19,929 15,981
: : :
: : Changes in Commitments from: July 14, 2009 :
: -1,677: -2,860 -1,239 552 2,410 -1,955 102 -2,642: -1,779 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.1 19.9 46.1 62.3 84.2 87.3: 15.8 12.7
Old : 100.0: 26.2 7.0 11.9 43.5 66.4 81.6 85.3: 18.4 14.7
Other: 100.0: 22.2 11.8 15.9 47.2 60.5 85.3 88.2: 14.7 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 53 30 53 68 62 149 126:
Old : 127: 39 20 27 47 52 95 90:
Other: 153: 41 36 45 61 51 134 105:
:----------------------------------------------------------------------------------------------------
: 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 33.4 26.1 46.2 8.9 23.3 14.8 29.0
Old : 24.1 28.9 35.1 42.6 20.2 26.4 30.0 36.8
Other: 19.0 41.8 28.7 53.7 15.4 35.6 23.9 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 8,905: 2,531 1,014 705 3,578 5,861 6,815 7,580: 2,090 1,325
Old : 8,905: 2,531 1,014 705 3,578 5,861 6,815 7,580: 2,090 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 125: 133 -254 9 -145 352 -3 107: 129 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 11.4 7.9 40.2 65.8 76.5 85.1: 23.5 14.9
Old : 100.0: 28.4 11.4 7.9 40.2 65.8 76.5 85.1: 23.5 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 : 50: 14 10 6 21 17 40 29:
Old : 50: 14 10 6 21 17 40 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 43.9 44.4 60.9 28.8 41.5 41.5 53.9
Old : 28.8 43.9 44.4 60.9 28.8 41.5 41.5 53.9
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 21, 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 : 733,635: 211,188 56,838 51,886 365,839 517,265 628,913 625,989: 104,722 107,646
Old : 733,635: 211,188 56,838 51,886 365,839 517,265 628,913 625,989: 104,722 107,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 45,249: 38,910 11,068 5,287 4,966 16,903 49,163 33,257: -3,914 11,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.7 7.1 49.9 70.5 85.7 85.3: 14.3 14.7
Old : 100.0: 28.8 7.7 7.1 49.9 70.5 85.7 85.3: 14.3 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 : 179: 42 29 27 73 84 127 128:
Old : 179: 42 29 27 73 84 127 128:
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 : 23.1 26.6 32.8 36.4 21.4 25.0 30.3 34.8
Old : 23.1 26.6 32.8 36.4 21.4 25.0 30.3 34.8
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 21, 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 : 1,416,015: 81,704 131,659 165,628 899,945 785,141 1,147,277 1,082,428: 268,738 333,587
Old : 1,416,015: 81,704 131,659 165,628 899,945 785,141 1,147,277 1,082,428: 268,738 333,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 21,970: 17,871 -13,939 -11,278 18,082 25,808 24,675 591: -2,705 21,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.3 11.7 63.6 55.4 81.0 76.4: 19.0 23.6
Old : 100.0: 5.8 9.3 11.7 63.6 55.4 81.0 76.4: 19.0 23.6
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 : 224: 39 40 58 122 118 190 188:
Old : 224: 39 40 58 122 118 190 188:
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 : 16.0 14.4 24.5 20.2 12.0 6.9 17.8 11.1
Old : 16.0 14.4 24.5 20.2 12.0 6.9 17.8 11.1
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 21, 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 : 839,453: 114,819 84,119 44,504 498,527 537,014 657,850 665,636: 181,603 173,817
Old : 839,453: 114,819 84,119 44,504 498,527 537,014 657,850 665,636: 181,603 173,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -4,768: 17,404 59 1,808 -20,463 -7,699 -1,251 -5,832: -3,517 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.0 5.3 59.4 64.0 78.4 79.3: 21.6 20.7
Old : 100.0: 13.7 10.0 5.3 59.4 64.0 78.4 79.3: 21.6 20.7
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 : 144: 30 23 24 69 76 107 115:
Old : 144: 30 23 24 69 76 107 115:
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 : 24.5 19.8 32.5 29.5 17.1 15.8 23.9 23.4
Old : 24.5 19.8 32.5 29.5 17.1 15.8 23.9 23.4
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 21, 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 : 534,070: 115,088 14,162 137,829 244,138 345,065 497,055 497,055: 37,015 37,015
Old : 534,070: 115,088 14,162 137,829 244,138 345,065 497,055 497,055: 37,015 37,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 12,924: -4,359 -1,269 7,456 12,558 6,932 15,655 13,119: -2,732 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 2.7 25.8 45.7 64.6 93.1 93.1: 6.9 6.9
Old : 100.0: 21.5 2.7 25.8 45.7 64.6 93.1 93.1: 6.9 6.9
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 : 90: 28 10 30 40 40 79 73:
Old : 90: 28 10 30 40 40 79 73:
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 : 24.2 35.8 40.3 52.0 17.2 26.0 26.1 33.8
Old : 24.2 35.8 40.3 52.0 17.2 26.0 26.1 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 64,416: 15,870 13,822 1,132 38,697 27,368 55,699 42,322: 8,718 22,095
Old : 64,416: 15,870 13,822 1,132 38,697 27,368 55,699 42,322: 8,718 22,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 2,413: -403 -61 477 3,126 -314 3,200 102: -786 2,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.5 1.8 60.1 42.5 86.5 65.7: 13.5 34.3
Old : 100.0: 24.6 21.5 1.8 60.1 42.5 86.5 65.7: 13.5 34.3
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 : 81: 20 20 10 25 28 49 54:
Old : 81: 20 20 10 25 28 49 54:
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 : 35.9 23.7 49.2 34.9 34.6 21.3 46.3 29.9
Old : 35.9 23.7 49.2 34.9 34.6 21.3 46.3 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,253: 4,390 4,972 0 1,688 1,249 6,078 6,221: 175 32
Old : 6,253: 4,390 4,972 0 1,688 1,249 6,078 6,221: 175 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 79.5 0.0 27.0 20.0 97.2 99.5: 2.8 0.5
Old : 100.0: 70.2 79.5 0.0 27.0 20.0 97.2 99.5: 2.8 0.5
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 : 20: 10 7 0 1 2 11 9:
Old : 20: 10 7 0 1 2 11 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 87.6 93.6 99.0 75.1 87.6 93.6 99.0
Old : 75.1 87.6 93.6 99.0 75.1 87.6 93.6 99.0
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 21, 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 : 27,576: 706 2,334 886 25,926 24,099 27,518 27,319: 58 257
Old : 27,576: 706 2,334 886 25,926 24,099 27,518 27,319: 58 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -1,791: 12 -1,158 -49 -1,768 -594 -1,805 -1,801: 14 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.5 3.2 94.0 87.4 99.8 99.1: 0.2 0.9
Old : 100.0: 2.6 8.5 3.2 94.0 87.4 99.8 99.1: 0.2 0.9
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 : 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 : 85.6 86.2 95.8 93.5 85.6 82.5 93.8 89.8
Old : 85.6 86.2 95.8 93.5 85.6 82.5 93.8 89.8
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 21, 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 : 32,772: 7,885 254 982 23,647 31,404 32,514 32,640: 258 132
Old : 32,772: 7,885 254 982 23,647 31,404 32,514 32,640: 258 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -1,483: 106 -656 -23 -1,612 -840 -1,529 -1,519: 46 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.8 3.0 72.2 95.8 99.2 99.6: 0.8 0.4
Old : 100.0: 24.1 0.8 3.0 72.2 95.8 99.2 99.6: 0.8 0.4
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 : 30: 9 6 1 10 8 19 15:
Old : 30: 9 6 1 10 8 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 83.7 95.2 97.5 52.8 63.7 63.5 66.9
Old : 84.5 83.7 95.2 97.5 52.8 63.7 63.5 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2009