WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 6, 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 : 330,517: 81,791 113,325 39,589 179,661 131,418 301,041 284,332: 29,476 46,185
Old : 258,529: 69,956 106,891 18,478 146,408 97,139 234,842 222,508: 23,687 36,021
Other: 71,988: 29,240 23,839 3,706 33,253 34,279 66,199 61,824: 5,789 10,164
: : :
: : Changes in Commitments from: September 29, 2009 :
: -2,293: 2,341 4,915 -4,603 917 893 -1,345 1,205: -948 -3,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 34.3 12.0 54.4 39.8 91.1 86.0: 8.9 14.0
Old : 100.0: 27.1 41.3 7.1 56.6 37.6 90.8 86.1: 9.2 13.9
Other: 100.0: 40.6 33.1 5.1 46.2 47.6 92.0 85.9: 8.0 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 100 142 90 66 85 225 265:
Old : 342: 101 139 61 56 75 193 242:
Other: 168: 30 55 23 37 67 83 133:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 17.1 41.6 24.2 25.5 15.6 41.1 22.2
Old : 30.8 19.6 46.5 28.0 30.7 19.5 46.3 27.5
Other: 54.6 29.1 65.2 39.6 49.5 25.2 56.7 32.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 6, 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 : 899,495: 255,996 159,733 78,991 463,894 448,604 798,881 687,328: 100,614 212,167
Old : 802,789: 235,282 160,175 60,888 414,934 396,652 711,104 617,715: 91,685 185,074
Other: 96,706: 36,172 15,016 2,645 48,960 51,952 87,777 69,613: 8,929 27,093
: : :
: : Changes in Commitments from: September 29, 2009 :
: 47,266: 24,741 -2,453 5,137 11,336 34,607 41,214 37,291: 6,052 9,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 17.8 8.8 51.6 49.9 88.8 76.4: 11.2 23.6
Old : 100.0: 29.3 20.0 7.6 51.7 49.4 88.6 76.9: 11.4 23.1
Other: 100.0: 37.4 15.5 2.7 50.6 53.7 90.8 72.0: 9.2 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 137 163 139 159 259 401 482:
Old : 623: 144 159 120 155 249 385 462:
Other: 310: 42 52 18 53 183 106 246:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 16.2 28.4 21.3 17.5 15.7 28.0 20.3
Old : 18.5 16.0 30.0 21.4 18.5 15.5 29.9 20.3
Other: 40.1 23.7 53.3 30.6 40.0 23.2 53.2 29.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 6, 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 : 13,105: 2,178 1,254 478 8,438 9,540 11,094 11,272: 2,011 1,833
Old : 13,076: 2,175 1,254 477 8,417 9,516 11,069 11,247: 2,007 1,829
Other: 29: 4 1 0 21 24 25 25: 4 4
: : :
: : Changes in Commitments from: September 29, 2009 :
: -196: -402 -217 8 -21 -14 -415 -223: 219 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.6 3.6 64.4 72.8 84.7 86.0: 15.3 14.0
Old : 100.0: 16.6 9.6 3.6 64.4 72.8 84.7 86.0: 15.3 14.0
Other: 100.0: 13.8 3.4 0.0 72.4 82.8 86.2 86.2: 13.8 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 7 3 15 10 29 20:
Old : 40: 12 7 3 13 10 27 20:
Other: 7: 1 1 0 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 44.3 63.7 59.9 77.1 43.9 61.0 59.5 73.3
Old : 44.4 63.7 60.0 77.2 44.0 61.0 59.6 73.5
Other: 86.2 86.2 86.2 86.2 86.2 86.2 86.2 86.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 6, 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 : 452,603: 104,113 73,235 75,598 226,727 223,305 406,438 372,138: 46,165 80,465
Old : 413,903: 100,279 76,164 59,606 209,963 204,480 369,848 340,250: 44,055 73,653
Other: 38,700: 17,583 10,820 2,243 16,764 18,825 36,590 31,888: 2,110 6,812
: : :
: : Changes in Commitments from: September 29, 2009 :
: 14,845: 7,876 9,693 668 824 2,792 9,368 13,153: 5,477 1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.2 16.7 50.1 49.3 89.8 82.2: 10.2 17.8
Old : 100.0: 24.2 18.4 14.4 50.7 49.4 89.4 82.2: 10.6 17.8
Other: 100.0: 45.4 28.0 5.8 43.3 48.6 94.5 82.4: 5.5 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 115 136 152 107 140 325 369:
Old : 452: 122 147 139 104 137 314 361:
Other: 204: 35 63 6 29 89 68 154:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 20.1 25.1 28.4 14.4 18.4 23.2 24.1
Old : 16.2 20.4 26.6 28.9 15.8 19.2 24.8 25.6
Other: 47.2 41.8 66.3 53.4 47.2 36.7 62.6 48.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,844: 17,894 2,614 360 24 3,988 18,278 6,962: 2,566 13,882
Old : 19,401: 16,806 2,600 355 24 3,640 17,185 6,595: 2,216 12,806
Other: 1,443: 1,093 19 0 0 348 1,093 367: 350 1,076
: : :
: : Changes in Commitments from: September 29, 2009 :
: -1,523: -1,404 -801 -104 13 499 -1,495 -406: -28 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 12.5 1.7 0.1 19.1 87.7 33.4: 12.3 66.6
Old : 100.0: 86.6 13.4 1.8 0.1 18.8 88.6 34.0: 11.4 66.0
Other: 100.0: 75.7 1.3 0.0 0.0 24.1 75.7 25.4: 24.3 74.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 6 7 2 9 17 21:
Old : 29: 14 6 7 2 9 17 21:
Other: 18: 9 2 0 0 7 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 62.0 16.7 79.8 25.0 61.4 16.7 79.2 24.7
Old : 62.7 17.9 80.2 25.3 62.1 17.9 79.5 24.9
Other: 73.6 21.5 75.4 25.4 73.6 21.5 75.4 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 6, 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 : 205,530: 38,975 51,571 33,882 109,342 93,818 182,199 179,271: 23,331 26,259
Old : 195,271: 40,516 55,204 26,232 106,034 87,957 172,782 169,393: 22,489 25,878
Other: 10,259: 3,977 1,885 2,132 3,308 5,861 9,417 9,878: 842 381
: : :
: : Changes in Commitments from: September 29, 2009 :
: -7,677: 651 -1,407 -2,725 -7,972 -3,819 -10,046 -7,951: 2,369 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.1 16.5 53.2 45.6 88.6 87.2: 11.4 12.8
Old : 100.0: 20.7 28.3 13.4 54.3 45.0 88.5 86.7: 11.5 13.3
Other: 100.0: 38.8 18.4 20.8 32.2 57.1 91.8 96.3: 8.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 56 61 60 62 55 156 156:
Old : 209: 58 65 56 61 53 153 152:
Other: 41: 6 13 3 14 12 22 26:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 13.6 30.0 23.7 18.3 13.4 26.7 22.4
Old : 19.9 14.3 31.2 24.6 19.4 14.1 28.5 23.8
Other: 73.5 59.6 87.5 82.9 63.8 42.4 67.3 62.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 6, 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 : 768,850: 80,955 142,903 9,487 544,819 492,246 635,261 644,636: 133,589 124,214
Old : 768,850: 80,955 142,903 9,487 544,819 492,246 635,261 644,636: 133,589 124,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 16,181: 9,533 2,756 2,320 -3,853 5,278 8,000 10,354: 8,181 5,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.6 1.2 70.9 64.0 82.6 83.8: 17.4 16.2
Old : 100.0: 10.5 18.6 1.2 70.9 64.0 82.6 83.8: 17.4 16.2
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: 24 32 13 65 72 97 109:
Old : 155: 24 32 13 65 72 97 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 29.2 34.1 37.6 19.5 28.8 30.1 37.0
Old : 21.7 29.2 34.1 37.6 19.5 28.8 30.1 37.0
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 - Futures Only, October 6, 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 : 152,408: 39,782 13,400 18,828 70,209 98,939 128,819 131,167: 23,589 21,241
Old : 141,757: 40,507 13,919 14,757 63,884 92,356 119,148 121,032: 22,609 20,725
Other: 10,651: 1,278 1,484 2,068 6,325 6,583 9,671 10,135: 980 516
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,074: 79 1,948 155 305 -2,138 539 -35: 535 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.8 12.4 46.1 64.9 84.5 86.1: 15.5 13.9
Old : 100.0: 28.6 9.8 10.4 45.1 65.2 84.1 85.4: 15.9 14.6
Other: 100.0: 12.0 13.9 19.4 59.4 61.8 90.8 95.2: 9.2 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 45 32 40 58 58 132 112:
Old : 164: 49 32 39 57 58 131 111:
Other: 41: 8 5 5 25 9 36 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 35.0 29.2 50.7 18.1 29.0 25.9 40.6
Old : 17.6 35.2 27.7 49.3 17.0 29.5 25.5 40.7
Other: 51.1 65.2 65.8 84.2 44.8 59.2 57.4 66.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 6, 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 : 11,691: 2,715 1,631 1,121 5,970 7,557 9,806 10,309: 1,885 1,382
Old : 11,439: 2,702 1,626 1,108 5,782 7,360 9,592 10,094: 1,847 1,345
Other: 252: 15 7 11 188 197 214 215: 38 37
: : :
: : Changes in Commitments from: September 29, 2009 :
: 408: -125 376 -106 578 277 347 547: 61 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.0 9.6 51.1 64.6 83.9 88.2: 16.1 11.8
Old : 100.0: 23.6 14.2 9.7 50.5 64.3 83.9 88.2: 16.1 11.8
Other: 100.0: 6.0 2.8 4.4 74.6 78.2 84.9 85.3: 15.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 9 13 20 17 43 36:
Old : 57: 17 9 13 20 16 43 35:
Other: 8: 1 2 1 1 4 3 6:
:----------------------------------------------------------------------------------------------------
: 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 47.2 48.9 62.6 35.9 44.4 48.9 58.9
Old : 35.1 48.2 48.4 62.4 35.1 45.4 48.4 58.6
Other: 84.9 80.6 84.9 85.3 80.6 78.2 80.6 81.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 6, 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 : 876,398: 300,980 142,968 8,793 464,134 589,182 773,907 740,943: 102,491 135,455
Old : 876,398: 300,980 142,968 8,793 464,134 589,182 773,907 740,943: 102,491 135,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 72,939: -6,249 5,237 -4,139 75,323 53,361 64,935 54,459: 8,004 18,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.3 1.0 53.0 67.2 88.3 84.5: 11.7 15.5
Old : 100.0: 34.3 16.3 1.0 53.0 67.2 88.3 84.5: 11.7 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 : 217: 32 54 17 71 106 112 168:
Old : 217: 32 54 17 71 106 112 168:
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 : 30.9 21.9 43.8 29.4 30.8 21.1 42.7 27.9
Old : 30.9 21.9 43.8 29.4 30.8 21.1 42.7 27.9
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 - Futures Only, October 6, 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 : 1,237,547: 172,339 183,554 45,814 754,531 709,498 972,684 938,866: 264,863 298,681
Old : 1,237,547: 172,339 183,554 45,814 754,531 709,498 972,684 938,866: 264,863 298,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 83,637: 33,381 -22,705 25,482 27,341 91,239 86,204 94,016: -2,567 -10,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.8 3.7 61.0 57.3 78.6 75.9: 21.4 24.1
Old : 100.0: 13.9 14.8 3.7 61.0 57.3 78.6 75.9: 21.4 24.1
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 : 248: 40 52 28 96 110 150 176:
Old : 248: 40 52 28 96 110 150 176:
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 : 18.8 12.9 28.4 21.9 15.6 9.4 23.6 15.5
Old : 18.8 12.9 28.4 21.9 15.6 9.4 23.6 15.5
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 - Futures Only, October 6, 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 : 806,851: 118,581 87,574 4,612 484,535 535,401 607,728 627,587: 199,123 179,264
Old : 806,851: 118,581 87,574 4,612 484,535 535,401 607,728 627,587: 199,123 179,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 19,503: 20,986 11,568 -4,658 -1,332 22,149 14,996 29,059: 4,507 -9,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.9 0.6 60.1 66.4 75.3 77.8: 24.7 22.2
Old : 100.0: 14.7 10.9 0.6 60.1 66.4 75.3 77.8: 24.7 22.2
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 : 142: 22 22 11 62 76 89 104:
Old : 142: 22 22 11 62 76 89 104:
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 : 24.3 16.4 34.0 28.2 18.2 13.6 26.3 24.2
Old : 24.3 16.4 34.0 28.2 18.2 13.6 26.3 24.2
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 - Futures Only, October 6, 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 : 444,901: 115,419 43,701 47,171 249,817 318,865 412,407 409,737: 32,494 35,164
Old : 444,901: 115,419 43,701 47,171 249,817 318,865 412,407 409,737: 32,494 35,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -8,979: -19,979 18,594 9,796 1,277 -34,584 -8,906 -6,194: -73 -2,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.8 10.6 56.2 71.7 92.7 92.1: 7.3 7.9
Old : 100.0: 25.9 9.8 10.6 56.2 71.7 92.7 92.1: 7.3 7.9
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 : 97: 32 12 32 40 40 83 77:
Old : 97: 32 12 32 40 40 83 77:
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 : 31.9 33.2 48.5 51.3 20.9 21.5 30.8 31.5
Old : 31.9 33.2 48.5 51.3 20.9 21.5 30.8 31.5
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 - Futures Only, October 6, 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 : 13,359: 3,198 1,343 5 6,919 9,332 10,122 10,680: 3,237 2,679
Old : 13,359: 3,198 1,343 5 6,919 9,332 10,122 10,680: 3,237 2,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.1 0.0 51.8 69.9 75.8 79.9: 24.2 20.1
Old : 100.0: 23.9 10.1 0.0 51.8 69.9 75.8 79.9: 24.2 20.1
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 : 21: 5 4 1 5 7 11 11:
Old : 21: 5 4 1 5 7 11 11:
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 : 56.4 65.1 72.4 74.9 56.4 65.1 72.4 74.9
Old : 56.4 65.1 72.4 74.9 56.4 65.1 72.4 74.9
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 - Futures Only, October 6, 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 : 68,231: 28,806 7,285 338 26,288 45,379 55,432 53,002: 12,799 15,229
Old : 68,231: 28,806 7,285 338 26,288 45,379 55,432 53,002: 12,799 15,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -3,531: -497 -3,433 -649 -3,321 2,126 -4,467 -1,956: 936 -1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 10.7 0.5 38.5 66.5 81.2 77.7: 18.8 22.3
Old : 100.0: 42.2 10.7 0.5 38.5 66.5 81.2 77.7: 18.8 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 33 13 5 21 23 54 41:
Old : 87: 33 13 5 21 23 54 41:
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 : 28.1 44.7 39.3 56.3 28.1 43.1 39.3 54.7
Old : 28.1 44.7 39.3 56.3 28.1 43.1 39.3 54.7
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 - Futures Only, October 6, 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 : 15,942: 1,720 1,820 197 13,797 13,753 15,714 15,770: 228 172
Old : 15,942: 1,720 1,820 197 13,797 13,753 15,714 15,770: 228 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -2,067: 1,141 -1,268 107 -3,395 -924 -2,147 -2,085: 80 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.4 1.2 86.5 86.3 98.6 98.9: 1.4 1.1
Old : 100.0: 10.8 11.4 1.2 86.5 86.3 98.6 98.9: 1.4 1.1
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 : 41: 6 11 2 11 15 18 27:
Old : 41: 6 11 2 11 15 18 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 : 69.3 74.2 88.5 86.0 52.2 48.4 65.5 60.3
Old : 69.3 74.2 88.5 86.0 52.2 48.4 65.5 60.3
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 - Futures Only, October 6, 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 : 31,700: 4,784 545 25 26,676 31,096 31,485 31,666: 215 34
Old : 31,700: 4,784 545 25 26,676 31,096 31,485 31,666: 215 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 678: -1,018 280 0 1,664 401 646 681: 32 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 1.7 0.1 84.2 98.1 99.3 99.9: 0.7 0.1
Old : 100.0: 15.1 1.7 0.1 84.2 98.1 99.3 99.9: 0.7 0.1
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 : 32: 9 8 1 9 8 18 17:
Old : 32: 9 8 1 9 8 18 17:
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 : 77.3 94.2 96.0 98.6 60.8 77.9 79.3 80.9
Old : 77.3 94.2 96.0 98.6 60.8 77.9 79.3 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2008