WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 407,456: 75,990 89,763 115,439 182,538 151,505 373,966 356,707: 33,489 50,749
Old : 359,014: 70,177 81,606 96,312 161,269 137,583 327,758 315,501: 31,256 43,513
Other: 48,441: 20,563 22,907 4,377 21,269 13,922 46,208 41,206: 2,233 7,235
: : :
: : Changes in Commitments from: July 21, 2009 :
: 4,630: 1,231 674 1,635 1,770 1,567 4,637 3,876: -7 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.0 28.3 44.8 37.2 91.8 87.5: 8.2 12.5
Old : 100.0: 19.5 22.7 26.8 44.9 38.3 91.3 87.9: 8.7 12.1
Other: 100.0: 42.4 47.3 9.0 43.9 28.7 95.4 85.1: 4.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 99 135 144 79 103 273 308:
Old : 370: 117 127 130 78 102 269 296:
Other: 146: 21 47 25 28 68 65 128:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 10.9 33.7 17.6 19.7 9.6 31.8 15.5
Old : 22.6 11.9 33.7 19.3 21.1 10.4 32.0 17.0
Other: 65.7 28.0 73.1 40.4 63.3 28.0 70.2 38.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,308,608: 212,950 142,250 378,699 583,512 543,970 1,175,160 1,064,919: 133,448 243,689
Old : 333,970: 65,741 86,961 69,379 160,267 137,722 295,387 294,062: 38,583 39,907
Other: 974,638: 201,505 109,585 255,023 423,245 406,248 879,773 770,856: 94,865 203,782
: : :
: : Changes in Commitments from: July 21, 2009 :
: -48,140: -735 -9,098 -29,432 -21,810 3,812 -51,977 -34,718: 3,837 -13,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.9 28.9 44.6 41.6 89.8 81.4: 10.2 18.6
Old : 100.0: 19.7 26.0 20.8 48.0 41.2 88.4 88.1: 11.6 11.9
Other: 100.0: 20.7 11.2 26.2 43.4 41.7 90.3 79.1: 9.7 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 174 137 210 242 291 526 554:
Old : 512: 111 110 91 176 199 333 354:
Other: 623: 179 120 171 192 280 445 504:
:----------------------------------------------------------------------------------------------------
: 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 10.5 22.2 17.5 10.8 8.0 17.6 11.7
Old : 23.5 14.3 31.5 25.1 23.5 12.0 30.7 20.8
Other: 15.0 11.0 23.8 17.7 13.4 8.0 19.4 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 15,276: 1,271 2,304 833 10,800 9,872 12,904 13,009: 2,372 2,267
Old : 15,276: 1,271 2,304 833 10,800 9,872 12,904 13,009: 2,372 2,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 842: 185 1,217 48 563 -304 797 961: 45 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 15.1 5.5 70.7 64.6 84.5 85.2: 15.5 14.8
Old : 100.0: 8.3 15.1 5.5 70.7 64.6 84.5 85.2: 15.5 14.8
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 : 42: 9 13 5 15 12 26 28:
Old : 42: 9 13 5 15 12 26 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 : 39.6 52.6 58.1 64.8 35.7 40.3 49.1 51.8
Old : 39.6 52.6 58.1 64.8 35.7 40.3 49.1 51.8
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 28, 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 : 528,948: 93,914 28,443 152,979 233,843 256,458 480,735 437,880: 48,213 91,069
Old : 23,277: 2,576 1,407 25 16,495 16,728 19,096 18,160: 4,181 5,117
Other: 505,671: 93,571 29,269 150,721 217,348 239,730 461,639 419,720: 44,032 85,952
: : :
: : Changes in Commitments from: July 21, 2009 :
: -42,511: 1,452 -1,957 -29,268 -16,506 -11,750 -44,321 -42,974: 1,810 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 5.4 28.9 44.2 48.5 90.9 82.8: 9.1 17.2
Old : 100.0: 11.1 6.0 0.1 70.9 71.9 82.0 78.0: 18.0 22.0
Other: 100.0: 18.5 5.8 29.8 43.0 47.4 91.3 83.0: 8.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 137 121 168 121 166 351 375:
Old : 133: 24 20 1 39 55 63 76:
Other: 445: 135 125 167 112 164 341 373:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 19.7 28.1 28.5 12.5 13.5 19.8 17.6
Old : 48.6 35.2 59.4 51.8 48.6 35.2 59.4 50.4
Other: 17.2 20.1 27.7 28.9 12.9 13.8 20.5 18.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,728: 17,775 2,704 433 6 3,272 18,214 6,409: 3,514 15,319
Old : 505: 256 110 0 6 40 262 150: 243 355
Other: 21,223: 17,536 2,611 416 0 3,232 17,952 6,259: 3,271 14,964
: : :
: : Changes in Commitments from: July 21, 2009 :
: -253: 135 -6 -106 2 -28 31 -140: -284 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 12.4 2.0 0.0 15.1 83.8 29.5: 16.2 70.5
Old : 100.0: 50.7 21.8 0.0 1.2 7.9 51.9 29.7: 48.1 70.3
Other: 100.0: 82.6 12.3 2.0 0.0 15.2 84.6 29.5: 15.4 70.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 9 7 1 11 19 25:
Old : 12: 6 3 0 1 2 7 5:
Other: 36: 16 9 5 0 11 17 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 : 54.7 9.9 74.0 16.0 53.6 9.9 72.9 16.0
Old : 48.3 28.7 51.9 29.7 48.3 28.7 51.9 29.7
Other: 55.1 10.2 74.7 15.9 54.0 10.2 73.5 15.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 281,698: 25,995 52,388 74,023 156,929 127,949 256,947 254,360: 24,751 27,338
Old : 73,106: 19,435 9,496 10,583 35,737 45,148 65,755 65,228: 7,351 7,878
Other: 208,591: 26,063 62,395 43,936 121,193 82,801 191,192 189,131: 17,400 19,460
: : :
: : Changes in Commitments from: July 21, 2009 :
: -17,397: 275 -4,613 -8,898 -11,407 -5,769 -20,030 -19,280: 2,633 1,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 18.6 26.3 55.7 45.4 91.2 90.3: 8.8 9.7
Old : 100.0: 26.6 13.0 14.5 48.9 61.8 89.9 89.2: 10.1 10.8
Other: 100.0: 12.5 29.9 21.1 58.1 39.7 91.7 90.7: 8.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 35 75 77 70 73 167 191:
Old : 149: 45 32 32 43 58 100 112:
Other: 201: 36 83 63 62 58 146 162:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 17.8 27.3 25.5 12.0 9.6 19.8 15.5
Old : 27.0 19.9 40.7 33.6 20.8 18.1 30.1 28.8
Other: 17.7 21.3 29.5 30.6 16.6 14.2 26.2 21.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 724,341: 70,529 147,809 23,749 521,630 413,307 615,907 584,865: 108,433 139,475
Old : 724,341: 70,529 147,809 23,749 521,630 413,307 615,907 584,865: 108,433 139,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -34,999: 4,563 10,239 -12,788 -17,601 -32,596 -25,826 -35,145: -9,173 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.4 3.3 72.0 57.1 85.0 80.7: 15.0 19.3
Old : 100.0: 9.7 20.4 3.3 72.0 57.1 85.0 80.7: 15.0 19.3
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 : 155: 29 35 29 75 75 126 117:
Old : 155: 29 35 29 75 75 126 117:
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 : 22.9 25.5 30.7 34.4 19.0 23.3 26.2 31.6
Old : 22.9 25.5 30.7 34.4 19.0 23.3 26.2 31.6
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 28, 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 : 196,856: 40,410 8,442 36,786 88,211 127,190 165,407 172,419: 31,449 24,437
Old : 54,736: 15,257 3,987 3,767 25,436 38,721 44,461 46,475: 10,275 8,261
Other: 142,120: 34,000 13,302 24,172 62,774 88,470 120,946 125,944: 21,174 16,176
: : :
: : Changes in Commitments from: July 21, 2009 :
: 1,050: 4,716 -1,610 -2,139 -2,031 5,146 546 1,397: 504 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.3 18.7 44.8 64.6 84.0 87.6: 16.0 12.4
Old : 100.0: 27.9 7.3 6.9 46.5 70.7 81.2 84.9: 18.8 15.1
Other: 100.0: 23.9 9.4 17.0 44.2 62.3 85.1 88.6: 14.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 57 29 54 64 58 153 120:
Old : 122: 37 22 23 41 45 90 78:
Other: 158: 51 34 45 58 50 138 104:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 34.6 26.9 48.4 8.3 22.8 13.5 30.2
Old : 32.6 32.9 43.9 47.8 27.1 29.7 36.4 41.6
Other: 18.5 42.2 27.9 54.3 14.1 35.6 22.0 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 10,098: 3,180 857 928 3,317 6,743 7,426 8,528: 2,672 1,569
Old : 10,098: 3,180 857 928 3,317 6,743 7,426 8,528: 2,672 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 1,193: 649 -157 223 -261 882 611 948: 581 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.5 9.2 32.9 66.8 73.5 84.5: 26.5 15.5
Old : 100.0: 31.5 8.5 9.2 32.9 66.8 73.5 84.5: 26.5 15.5
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 : 51: 19 6 7 19 18 42 28:
Old : 51: 19 6 7 19 18 42 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 : 26.3 42.5 41.9 58.3 26.3 40.2 40.2 53.4
Old : 26.3 42.5 41.9 58.3 26.3 40.2 40.2 53.4
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 28, 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 : 710,320: 214,649 55,882 33,938 357,808 513,327 606,394 603,147: 103,925 107,173
Old : 710,320: 214,649 55,882 33,938 357,808 513,327 606,394 603,147: 103,925 107,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -23,315: 3,461 -956 -17,948 -8,031 -3,938 -22,518 -22,842: -797 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.9 4.8 50.4 72.3 85.4 84.9: 14.6 15.1
Old : 100.0: 30.2 7.9 4.8 50.4 72.3 85.4 84.9: 14.6 15.1
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 : 177: 42 26 25 75 83 126 125:
Old : 177: 42 26 25 75 83 126 125:
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 : 23.8 27.3 35.0 37.7 22.5 25.7 32.3 36.1
Old : 23.8 27.3 35.0 37.7 22.5 25.7 32.3 36.1
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 28, 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 : 1,337,490: 79,711 159,295 108,733 899,567 722,844 1,088,011 990,873: 249,479 346,617
Old : 1,337,490: 79,711 159,295 108,733 899,567 722,844 1,088,011 990,873: 249,479 346,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -78,525: -1,993 27,636 -56,895 -378 -62,297 -59,266 -91,555: -19,259 13,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.9 8.1 67.3 54.0 81.3 74.1: 18.7 25.9
Old : 100.0: 6.0 11.9 8.1 67.3 54.0 81.3 74.1: 18.7 25.9
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 : 210: 29 42 53 112 108 173 172:
Old : 210: 29 42 53 112 108 173 172:
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 : 15.5 14.4 24.9 21.1 11.9 8.0 17.8 12.4
Old : 15.5 14.4 24.9 21.1 11.9 8.0 17.8 12.4
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 28, 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 : 817,274: 129,197 90,744 34,228 484,488 505,444 647,912 630,416: 169,362 186,858
Old : 817,274: 129,197 90,744 34,228 484,488 505,444 647,912 630,416: 169,362 186,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -22,179: 14,377 6,625 -10,276 -14,039 -31,569 -9,938 -35,220: -12,241 13,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.1 4.2 59.3 61.8 79.3 77.1: 20.7 22.9
Old : 100.0: 15.8 11.1 4.2 59.3 61.8 79.3 77.1: 20.7 22.9
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 : 135: 23 20 22 69 73 100 107:
Old : 135: 23 20 22 69 73 100 107:
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 18.1 33.1 27.8 18.3 13.5 26.8 20.6
Old : 23.9 18.1 33.1 27.8 18.3 13.5 26.8 20.6
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 28, 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 : 536,106: 119,795 13,841 139,280 240,491 346,298 499,565 499,419: 36,540 36,687
Old : 536,106: 119,795 13,841 139,280 240,491 346,298 499,565 499,419: 36,540 36,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 2,036: 4,707 -320 1,451 -3,648 1,233 2,510 2,363: -474 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 2.6 26.0 44.9 64.6 93.2 93.2: 6.8 6.8
Old : 100.0: 22.3 2.6 26.0 44.9 64.6 93.2 93.2: 6.8 6.8
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 : 92: 30 7 29 41 40 80 72:
Old : 92: 30 7 29 41 40 80 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 : 24.5 35.2 41.1 51.5 17.3 25.9 26.7 33.3
Old : 24.5 35.2 41.1 51.5 17.3 25.9 26.7 33.3
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 28, 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 : 11,793: 2,169 1,162 3 6,409 7,805 8,581 8,970: 3,211 2,823
Old : 11,793: 2,169 1,162 3 6,409 7,805 8,581 8,970: 3,211 2,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -601: 488 -1,171 0 -1,008 566 -520 -605: -81 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.9 0.0 54.4 66.2 72.8 76.1: 27.2 23.9
Old : 100.0: 18.4 9.9 0.0 54.4 66.2 72.8 76.1: 27.2 23.9
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 : 20: 4 2 1 10 7 15 9:
Old : 20: 4 2 1 10 7 15 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 : 44.1 61.6 60.1 76.0 43.2 55.8 58.7 70.2
Old : 44.1 61.6 60.1 76.0 43.2 55.8 58.7 70.2
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 28, 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 : 67,913: 17,837 11,665 585 39,751 35,015 58,173 47,265: 9,740 20,648
Old : 67,913: 17,837 11,665 585 39,751 35,015 58,173 47,265: 9,740 20,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 3,497: 1,967 -2,157 -547 1,055 7,648 2,475 4,943: 1,022 -1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.2 0.9 58.5 51.6 85.7 69.6: 14.3 30.4
Old : 100.0: 26.3 17.2 0.9 58.5 51.6 85.7 69.6: 14.3 30.4
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 : 78: 23 20 7 24 22 48 48:
Old : 78: 23 20 7 24 22 48 48:
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 : 36.9 34.9 49.0 45.8 35.8 31.2 46.4 39.9
Old : 36.9 34.9 49.0 45.8 35.8 31.2 46.4 39.9
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 28, 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 : 6,525: 4,390 5,042 0 1,695 1,481 6,085 6,523: 440 2
Old : 6,525: 4,390 5,042 0 1,695 1,481 6,085 6,523: 440 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 272: 0 70 0 7 232 7 302: 265 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 77.3 0.0 26.0 22.7 93.3 100.0: 6.7 0.0
Old : 100.0: 67.3 77.3 0.0 26.0 22.7 93.3 100.0: 6.7 0.0
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 : 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 : 72.0 87.6 89.8 99.5 72.0 87.6 89.8 99.5
Old : 72.0 87.6 89.8 99.5 72.0 87.6 89.8 99.5
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 28, 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 : 24,914: 3,038 2,019 88 21,722 22,464 24,848 24,571: 66 343
Old : 24,914: 3,038 2,019 88 21,722 22,464 24,848 24,571: 66 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,662: 2,332 -315 -798 -4,204 -1,635 -2,670 -2,748: 8 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.1 0.4 87.2 90.2 99.7 98.6: 0.3 1.4
Old : 100.0: 12.2 8.1 0.4 87.2 90.2 99.7 98.6: 0.3 1.4
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: 5 13 1 11 14 17 27:
Old : 41: 5 13 1 11 14 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 : 85.0 82.8 94.6 91.4 85.0 81.9 94.6 90.0
Old : 85.0 82.8 94.6 91.4 85.0 81.9 94.6 90.0
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 28, 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 : 30,336: 8,031 224 1,063 21,016 28,863 30,110 30,150: 226 186
Old : 30,336: 8,031 224 1,063 21,016 28,863 30,110 30,150: 226 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,436: 146 -30 81 -2,631 -2,541 -2,404 -2,490: -32 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 0.7 3.5 69.3 95.1 99.3 99.4: 0.7 0.6
Old : 100.0: 26.5 0.7 3.5 69.3 95.1 99.3 99.4: 0.7 0.6
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 : 31: 10 5 1 9 9 19 15:
Old : 31: 10 5 1 9 9 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 : 83.8 85.6 95.6 98.3 60.1 64.1 68.0 69.4
Old : 83.8 85.6 95.6 98.3 60.1 64.1 68.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009