WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 20, 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 : 330,268: 80,963 96,644 40,039 179,041 148,965 300,043 285,648: 30,225 44,620
Old : 257,550: 71,551 95,643 18,184 143,467 109,853 233,202 223,680: 24,348 33,870
Other: 72,718: 27,123 18,712 4,144 35,574 39,112 66,841 61,968: 5,877 10,750
: : :
: : Changes in Commitments from: October 13, 2009 :
: -558: -137 -5,011 -3,261 2,609 7,944 -789 -328: 231 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 29.3 12.1 54.2 45.1 90.8 86.5: 9.2 13.5
Old : 100.0: 27.8 37.1 7.1 55.7 42.7 90.5 86.8: 9.5 13.2
Other: 100.0: 37.3 25.7 5.7 48.9 53.8 91.9 85.2: 8.1 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 96 141 96 67 87 234 263:
Old : 340: 96 143 65 55 73 198 235:
Other: 177: 40 49 23 38 71 95 130:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 19.1 40.8 26.0 24.3 17.7 40.2 24.1
Old : 30.3 19.9 45.8 28.6 30.3 19.9 45.8 28.1
Other: 51.8 24.0 60.3 34.8 45.0 23.2 53.5 31.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 20, 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 : 942,450: 274,984 117,284 97,298 469,152 495,813 841,434 710,395: 101,016 232,055
Old : 830,011: 246,523 122,346 75,400 416,067 436,044 737,990 633,790: 92,021 196,221
Other: 112,439: 48,285 14,762 2,074 53,085 59,769 103,444 76,605: 8,995 35,834
: : :
: : Changes in Commitments from: October 13, 2009 :
: 37,606: 12,870 -7,871 12,199 9,609 21,996 34,678 26,324: 2,928 11,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 12.4 10.3 49.8 52.6 89.3 75.4: 10.7 24.6
Old : 100.0: 29.7 14.7 9.1 50.1 52.5 88.9 76.4: 11.1 23.6
Other: 100.0: 42.9 13.1 1.8 47.2 53.2 92.0 68.1: 8.0 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 155 140 143 173 256 421 470:
Old : 614: 153 148 129 168 244 405 451:
Other: 330: 55 49 14 58 195 117 254:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 17.6 27.8 23.2 17.0 17.2 26.9 22.4
Old : 18.5 17.8 29.2 23.7 18.4 17.4 29.1 22.5
Other: 35.7 21.9 47.9 28.4 35.7 21.7 47.8 28.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 20, 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 : 14,074: 2,104 250 1,867 7,610 10,071 11,581 12,188: 2,493 1,886
Old : 14,018: 2,104 259 1,858 7,573 10,021 11,535 12,138: 2,483 1,880
Other: 56: 9 0 0 37 50 46 50: 10 6
: : :
: : Changes in Commitments from: October 13, 2009 :
: 731: -88 -362 867 -427 266 352 771: 379 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 1.8 13.3 54.1 71.6 82.3 86.6: 17.7 13.4
Old : 100.0: 15.0 1.8 13.3 54.0 71.5 82.3 86.6: 17.7 13.4
Other: 100.0: 16.1 0.0 0.0 66.1 89.3 82.1 89.3: 17.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 3 4 17 12 31 18:
Old : 35: 12 3 4 15 11 29 17:
Other: 7: 1 0 0 3 4 4 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 : 43.0 59.9 59.2 80.8 34.8 57.0 48.9 66.0
Old : 43.1 60.1 59.4 81.0 34.9 57.1 49.1 66.2
Other: 82.1 89.3 82.1 89.3 78.6 85.7 78.6 85.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 20, 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 : 477,120: 124,214 54,082 88,267 204,423 252,570 416,904 394,919: 60,216 82,201
Old : 432,017: 118,971 55,180 70,035 185,509 234,395 374,515 359,610: 57,502 72,407
Other: 45,103: 21,241 14,900 2,234 18,914 18,175 42,389 35,309: 2,714 9,794
: : :
: : Changes in Commitments from: October 13, 2009 :
: 2,408: 11,256 1,887 -6,984 -6,062 7,338 -1,790 2,241: 4,198 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.3 18.5 42.8 52.9 87.4 82.8: 12.6 17.2
Old : 100.0: 27.5 12.8 16.2 42.9 54.3 86.7 83.2: 13.3 16.8
Other: 100.0: 47.1 33.0 5.0 41.9 40.3 94.0 78.3: 6.0 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 156 117 148 106 138 357 341:
Old : 461: 166 116 137 101 136 347 333:
Other: 193: 30 58 9 29 89 64 151:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 20.8 23.5 29.2 14.2 18.7 21.3 24.8
Old : 16.6 21.6 24.3 30.3 15.7 19.2 22.9 26.2
Other: 53.9 37.6 69.4 49.7 53.9 33.0 66.0 44.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,433: 18,497 6,084 370 11 3,312 18,878 9,766: 2,555 11,667
Old : 19,110: 16,559 6,169 263 11 2,877 16,833 9,309: 2,277 9,801
Other: 2,323: 2,038 15 7 0 435 2,045 457: 278 1,866
: : :
: : Changes in Commitments from: October 13, 2009 :
: -178: -180 1,780 24 -1 -1,028 -157 776: -21 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 28.4 1.7 0.1 15.5 88.1 45.6: 11.9 54.4
Old : 100.0: 86.7 32.3 1.4 0.1 15.1 88.1 48.7: 11.9 51.3
Other: 100.0: 87.7 0.6 0.3 0.0 18.7 88.0 19.7: 12.0 80.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 11 13 1 7 19 28:
Old : 33: 15 11 11 1 7 18 27:
Other: 20: 12 1 3 0 7 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 62.1 25.9 78.3 34.7 61.2 25.4 77.3 34.2
Old : 64.6 28.8 80.3 37.0 63.7 28.7 79.2 37.0
Other: 67.5 18.0 86.6 19.5 67.5 18.0 86.3 19.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 20, 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 : 241,458: 50,033 39,776 52,628 106,145 126,384 208,806 218,788: 32,652 22,670
Old : 231,320: 51,484 43,337 45,346 102,709 120,561 199,539 209,244: 31,781 22,076
Other: 10,138: 3,820 1,710 2,011 3,436 5,823 9,267 9,544: 871 594
: : :
: : Changes in Commitments from: October 13, 2009 :
: 8,673: 7,394 -6,173 1,869 -1,528 14,732 7,735 10,428: 938 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.5 21.8 44.0 52.3 86.5 90.6: 13.5 9.4
Old : 100.0: 22.3 18.7 19.6 44.4 52.1 86.3 90.5: 13.7 9.5
Other: 100.0: 37.7 16.9 19.8 33.9 57.4 91.4 94.1: 8.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 67 62 76 54 54 173 170:
Old : 232: 72 65 74 54 53 172 168:
Other: 40: 5 13 3 15 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 : 16.7 20.1 27.2 30.0 15.2 18.8 23.3 27.9
Old : 17.4 20.8 27.8 30.8 16.1 20.1 24.7 29.5
Other: 74.2 60.7 88.4 81.1 64.4 43.1 68.1 60.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 20, 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 : 729,615: 78,783 154,955 5,263 526,383 443,040 610,429 603,258: 119,186 126,357
Old : 729,615: 78,783 154,955 5,263 526,383 443,040 610,429 603,258: 119,186 126,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -16,457: 2,599 2,484 -4,724 -1,139 -18,664 -3,264 -20,904: -13,193 4,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 21.2 0.7 72.1 60.7 83.7 82.7: 16.3 17.3
Old : 100.0: 10.8 21.2 0.7 72.1 60.7 83.7 82.7: 16.3 17.3
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: 38 27 12 67 67 113 98:
Old : 162: 38 27 12 67 67 113 98:
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 : 21.2 27.8 33.3 37.1 18.1 27.1 28.9 36.0
Old : 21.2 27.8 33.3 37.1 18.1 27.1 28.9 36.0
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 20, 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 : 151,252: 47,630 17,843 16,606 56,598 96,860 120,834 131,309: 30,418 19,943
Old : 140,974: 48,179 16,687 12,997 50,576 91,811 111,752 121,495: 29,222 19,479
Other: 10,278: 1,034 2,739 2,026 6,022 5,049 9,082 9,814: 1,196 464
: : :
: : Changes in Commitments from: October 13, 2009 :
: -332: 420 537 481 -4,021 -2,264 -3,120 -1,246: 2,788 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.8 11.0 37.4 64.0 79.9 86.8: 20.1 13.2
Old : 100.0: 34.2 11.8 9.2 35.9 65.1 79.3 86.2: 20.7 13.8
Other: 100.0: 10.1 26.6 19.7 58.6 49.1 88.4 95.5: 11.6 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 57 33 38 60 50 147 100:
Old : 172: 61 31 36 59 50 144 100:
Other: 42: 7 6 6 25 11 37 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 36.8 26.6 50.0 16.4 33.2 23.8 44.1
Old : 16.1 36.9 25.2 50.1 15.5 33.8 23.1 45.4
Other: 52.3 56.1 66.9 83.1 44.4 50.0 55.0 65.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 20, 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 : 12,503: 3,145 1,095 974 5,803 9,369 9,922 11,438: 2,581 1,065
Old : 12,049: 3,044 1,089 947 5,582 8,990 9,573 11,026: 2,476 1,023
Other: 454: 105 10 23 221 379 349 412: 105 42
: : :
: : Changes in Commitments from: October 13, 2009 :
: 232: -62 -125 -19 192 780 111 636: 121 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 8.8 7.8 46.4 74.9 79.4 91.5: 20.6 8.5
Old : 100.0: 25.3 9.0 7.9 46.3 74.6 79.5 91.5: 20.5 8.5
Other: 100.0: 23.1 2.2 5.1 48.7 83.5 76.9 90.7: 23.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 19 6 10 22 17 49 29:
Old : 60: 20 6 10 22 15 49 27:
Other: 13: 2 3 3 2 6 7 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 : 33.1 55.3 45.6 71.4 33.1 52.7 45.6 68.9
Old : 32.3 55.7 44.7 71.3 32.3 53.1 44.7 68.7
Other: 74.7 81.5 76.9 90.3 71.8 81.5 71.8 85.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 20, 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 : 998,741: 336,157 156,275 14,489 558,983 707,033 909,629 877,797: 89,112 120,944
Old : 998,741: 336,157 156,275 14,489 558,983 707,033 909,629 877,797: 89,112 120,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 96,124: 29,490 -6,938 981 61,646 102,082 92,117 96,125: 4,007 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 15.6 1.5 56.0 70.8 91.1 87.9: 8.9 12.1
Old : 100.0: 33.7 15.6 1.5 56.0 70.8 91.1 87.9: 8.9 12.1
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 : 233: 34 62 20 68 114 110 188:
Old : 233: 34 62 20 68 114 110 188:
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 : 36.3 23.8 48.3 30.7 36.3 23.3 47.4 29.7
Old : 36.3 23.8 48.3 30.7 36.3 23.3 47.4 29.7
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 20, 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 : 1,276,936: 170,497 211,269 50,263 808,734 725,167 1,029,494 986,699: 247,442 290,237
Old : 1,276,936: 170,497 211,269 50,263 808,734 725,167 1,029,494 986,699: 247,442 290,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 23,913: 19,180 20,449 2,000 14,718 -17 35,898 22,432: -11,985 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.5 3.9 63.3 56.8 80.6 77.3: 19.4 22.7
Old : 100.0: 13.4 16.5 3.9 63.3 56.8 80.6 77.3: 19.4 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 40 55 30 96 111 153 179:
Old : 249: 40 55 30 96 111 153 179:
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 : 24.6 16.8 32.8 25.0 20.3 12.4 27.1 16.9
Old : 24.6 16.8 32.8 25.0 20.3 12.4 27.1 16.9
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 20, 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 : 765,150: 113,198 72,396 12,816 455,678 480,454 581,692 565,666: 183,458 199,484
Old : 765,150: 113,198 72,396 12,816 455,678 480,454 581,692 565,666: 183,458 199,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -4,001: -4,999 -8,333 8,457 7,050 -11,609 10,508 -11,485: -14,509 7,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 9.5 1.7 59.6 62.8 76.0 73.9: 24.0 26.1
Old : 100.0: 14.8 9.5 1.7 59.6 62.8 76.0 73.9: 24.0 26.1
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 : 142: 21 22 12 62 79 90 106:
Old : 142: 21 22 12 62 79 90 106:
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 : 20.8 15.8 31.2 24.8 14.0 12.5 23.6 19.8
Old : 20.8 15.8 31.2 24.8 14.0 12.5 23.6 19.8
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 20, 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 : 477,775: 111,070 56,370 55,498 274,716 329,604 441,284 441,472: 36,491 36,303
Old : 477,775: 111,070 56,370 55,498 274,716 329,604 441,284 441,472: 36,491 36,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 25,652: 2,642 2,103 4,903 11,984 15,791 19,529 22,797: 6,123 2,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 11.8 11.6 57.5 69.0 92.4 92.4: 7.6 7.6
Old : 100.0: 23.2 11.8 11.6 57.5 69.0 92.4 92.4: 7.6 7.6
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 : 102: 32 14 32 43 46 84 87:
Old : 102: 32 14 32 43 46 84 87:
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 : 31.4 28.7 47.9 48.0 22.1 18.5 31.5 29.3
Old : 31.4 28.7 47.9 48.0 22.1 18.5 31.5 29.3
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 - Futures Only, October 20, 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 : 13,634: 2,719 1,562 0 7,441 9,302 10,160 10,864: 3,474 2,770
Old : 13,634: 2,719 1,562 0 7,441 9,302 10,160 10,864: 3,474 2,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 204: -835 160 -4 522 -28 -317 128: 521 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 11.5 0.0 54.6 68.2 74.5 79.7: 25.5 20.3
Old : 100.0: 19.9 11.5 0.0 54.6 68.2 74.5 79.7: 25.5 20.3
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 : 21: 5 5 0 4 7 9 12:
Old : 21: 5 5 0 4 7 9 12:
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 : 57.3 63.9 72.5 74.0 57.3 63.9 72.5 74.0
Old : 57.3 63.9 72.5 74.0 57.3 63.9 72.5 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 20, 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 : 61,346: 27,890 14,380 539 21,381 32,038 49,810 46,957: 11,536 14,389
Old : 61,346: 27,890 14,380 539 21,381 32,038 49,810 46,957: 11,536 14,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -2,225: 578 6,360 -164 -2,285 -7,999 -1,871 -1,803: -354 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 23.4 0.9 34.9 52.2 81.2 76.5: 18.8 23.5
Old : 100.0: 45.5 23.4 0.9 34.9 52.2 81.2 76.5: 18.8 23.5
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 : 87: 31 13 5 25 24 57 41:
Old : 87: 31 13 5 25 24 57 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 : 20.3 33.0 34.2 47.7 19.8 31.7 33.7 46.4
Old : 20.3 33.0 34.2 47.7 19.8 31.7 33.7 46.4
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 20, 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 : 15,792: 808 1,660 247 14,509 13,719 15,564 15,626: 228 166
Old : 15,792: 808 1,660 247 14,509 13,719 15,564 15,626: 228 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -652: 68 -755 152 -857 -65 -637 -668: -15 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.5 1.6 91.9 86.9 98.6 98.9: 1.4 1.1
Old : 100.0: 5.1 10.5 1.6 91.9 86.9 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 : 40: 6 9 2 12 16 19 26:
Old : 40: 6 9 2 12 16 19 26:
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 : 76.1 74.1 88.1 85.1 64.5 53.9 70.4 64.5
Old : 76.1 74.1 88.1 85.1 64.5 53.9 70.4 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 20, 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 : 37,617: 8,370 232 25 29,023 37,316 37,418 37,573: 199 44
Old : 37,617: 8,370 232 25 29,023 37,316 37,418 37,573: 199 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 5,179: 1,239 -779 0 3,973 5,964 5,212 5,185: -33 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 0.6 0.1 77.2 99.2 99.5 99.9: 0.5 0.1
Old : 100.0: 22.3 0.6 0.1 77.2 99.2 99.5 99.9: 0.5 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 : 34: 10 6 1 10 11 20 18:
Old : 34: 10 6 1 10 11 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 95.1 94.4 98.9 61.3 81.3 80.3 83.9
Old : 75.4 95.1 94.4 98.9 61.3 81.3 80.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009