WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 27, 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 : 331,104: 76,131 94,776 40,553 181,518 148,485 298,202 283,814: 32,902 47,290
Old : 255,746: 70,623 95,961 17,819 142,097 107,152 230,539 220,932: 25,207 34,814
Other: 75,358: 24,466 17,773 3,776 39,421 41,333 67,663 62,882: 7,695 12,476
: : :
: : Changes in Commitments from: October 20, 2009 :
: 836: -4,832 -1,868 514 2,477 -480 -1,841 -1,834: 2,677 2,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 28.6 12.2 54.8 44.8 90.1 85.7: 9.9 14.3
Old : 100.0: 27.6 37.5 7.0 55.6 41.9 90.1 86.4: 9.9 13.6
Other: 100.0: 32.5 23.6 5.0 52.3 54.8 89.8 83.4: 10.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 96 141 105 69 95 241 272:
Old : 347: 96 143 70 57 84 200 251:
Other: 185: 44 48 27 39 75 97 140:
:----------------------------------------------------------------------------------------------------
: 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 18.5 39.8 25.0 24.2 17.1 39.2 22.8
Old : 30.1 19.6 46.2 27.4 30.1 19.6 46.2 26.6
Other: 42.6 23.8 56.0 34.1 40.4 23.7 51.1 31.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 27, 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 : 964,370: 271,125 110,255 105,135 480,043 515,427 856,303 730,817: 108,067 233,553
Old : 839,932: 237,210 118,862 81,799 424,177 446,404 743,186 647,065: 96,746 192,867
Other: 124,438: 54,695 12,173 2,556 55,866 69,023 113,117 83,752: 11,321 40,686
: : :
: : Changes in Commitments from: October 20, 2009 :
: 21,920: -3,859 -7,029 7,837 10,891 19,614 14,869 20,422: 7,051 1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 11.4 10.9 49.8 53.4 88.8 75.8: 11.2 24.2
Old : 100.0: 28.2 14.2 9.7 50.5 53.1 88.5 77.0: 11.5 23.0
Other: 100.0: 44.0 9.8 2.1 44.9 55.5 90.9 67.3: 9.1 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 646: 161 141 160 171 264 435 493:
Old : 637: 150 159 140 164 251 408 474:
Other: 357: 69 51 16 59 204 133 268:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 17.6 26.9 23.6 16.1 16.9 25.9 22.3
Old : 17.7 18.0 28.3 24.2 17.6 17.4 28.3 22.7
Other: 31.8 19.3 43.3 25.7 31.7 19.1 43.3 25.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 27, 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 : 13,839: 2,311 167 1,713 7,410 10,322 11,434 12,202: 2,405 1,637
Old : 13,686: 2,303 167 1,712 7,288 10,189 11,303 12,068: 2,383 1,618
Other: 153: 9 1 0 122 133 131 134: 22 19
: : :
: : Changes in Commitments from: October 20, 2009 :
: -235: 207 -83 -154 -200 251 -147 14: -88 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 1.2 12.4 53.5 74.6 82.6 88.2: 17.4 11.8
Old : 100.0: 16.8 1.2 12.5 53.3 74.4 82.6 88.2: 17.4 11.8
Other: 100.0: 5.9 0.7 0.0 79.7 86.9 85.6 87.6: 14.4 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 2 5 15 12 30 19:
Old : 36: 13 2 4 14 11 29 17:
Other: 9: 1 1 0 4 4 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 43.3 61.1 59.8 80.9 35.4 59.2 49.6 69.1
Old : 43.7 61.7 60.4 81.1 36.1 59.7 50.5 70.1
Other: 85.0 86.9 85.6 87.6 83.7 85.0 83.7 85.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 27, 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 : 451,029: 112,953 38,488 82,261 193,395 244,009 388,609 364,758: 62,420 86,271
Old : 403,641: 107,589 39,343 62,939 174,250 226,881 344,778 329,163: 58,863 74,478
Other: 47,388: 21,479 15,260 3,207 19,145 17,128 43,831 35,595: 3,557 11,793
: : :
: : Changes in Commitments from: October 20, 2009 :
: -26,091: -11,261 -15,594 -6,006 -11,028 -8,561 -28,295 -30,161: 2,204 4,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 8.5 18.2 42.9 54.1 86.2 80.9: 13.8 19.1
Old : 100.0: 26.7 9.7 15.6 43.2 56.2 85.4 81.5: 14.6 18.5
Other: 100.0: 45.3 32.2 6.8 40.4 36.1 92.5 75.1: 7.5 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 128 83 138 102 139 320 311:
Old : 398: 134 81 131 98 138 312 304:
Other: 180: 28 51 6 27 88 56 144:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 21.3 24.3 30.1 14.9 19.1 23.0 25.6
Old : 17.1 22.7 25.6 32.3 17.0 20.2 25.1 27.5
Other: 51.6 34.9 67.9 47.9 51.4 32.5 63.1 41.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 27, 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 : 245,001: 57,616 33,749 51,556 102,602 137,786 211,774 223,091: 33,227 21,910
Old : 234,197: 59,093 37,837 43,640 99,129 131,497 201,862 212,974: 32,335 21,223
Other: 10,804: 4,341 1,730 2,098 3,473 6,289 9,912 10,117: 892 687
: : :
: : Changes in Commitments from: October 20, 2009 :
: 3,543: 7,583 -6,027 -1,072 -3,543 11,402 2,968 4,303: 575 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.8 21.0 41.9 56.2 86.4 91.1: 13.6 8.9
Old : 100.0: 25.2 16.2 18.6 42.3 56.1 86.2 90.9: 13.8 9.1
Other: 100.0: 40.2 16.0 19.4 32.1 58.2 91.7 93.6: 8.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 66 55 86 52 60 179 179:
Old : 235: 70 62 84 52 59 178 177:
Other: 42: 10 11 4 14 12 26 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 20.8 27.1 31.5 15.2 19.8 24.0 29.7
Old : 17.7 21.6 27.9 32.2 16.2 21.1 25.4 31.3
Other: 70.7 60.0 84.7 79.8 61.5 43.6 66.1 60.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 27, 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 : 727,101: 67,368 163,811 4,318 541,179 432,711 612,865 600,840: 114,236 126,261
Old : 727,101: 67,368 163,811 4,318 541,179 432,711 612,865 600,840: 114,236 126,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -2,514: -11,415 8,856 -945 14,796 -10,329 2,436 -2,418: -4,950 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 22.5 0.6 74.4 59.5 84.3 82.6: 15.7 17.4
Old : 100.0: 9.3 22.5 0.6 74.4 59.5 84.3 82.6: 15.7 17.4
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 : 149: 24 30 11 67 69 100 101:
Old : 149: 24 30 11 67 69 100 101:
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 : 21.4 26.4 33.7 35.8 18.0 26.3 29.3 35.4
Old : 21.4 26.4 33.7 35.8 18.0 26.3 29.3 35.4
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 27, 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 : 149,889: 44,974 18,840 17,652 58,339 94,158 120,965 130,650: 28,924 19,239
Old : 139,511: 46,123 17,881 13,982 51,745 89,299 111,850 121,162: 27,661 18,349
Other: 10,378: 911 3,019 1,610 6,594 4,859 9,115 9,488: 1,263 890
: : :
: : Changes in Commitments from: October 20, 2009 :
: -1,363: -2,656 997 1,046 1,741 -2,702 131 -659: -1,494 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 12.6 11.8 38.9 62.8 80.7 87.2: 19.3 12.8
Old : 100.0: 33.1 12.8 10.0 37.1 64.0 80.2 86.8: 19.8 13.2
Other: 100.0: 8.8 29.1 15.5 63.5 46.8 87.8 91.4: 12.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 55 37 42 59 52 145 111:
Old : 174: 59 36 41 58 52 143 111:
Other: 47: 8 7 7 28 11 41 22:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 36.5 28.4 49.7 16.9 33.0 24.3 43.2
Old : 18.6 36.8 27.6 50.0 16.1 33.8 23.6 45.1
Other: 45.5 50.2 60.9 77.1 44.0 44.6 57.1 63.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 27, 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 : 13,070: 3,229 987 1,069 6,023 10,123 10,321 12,179: 2,749 891
Old : 12,593: 3,124 981 1,041 5,788 9,734 9,953 11,756: 2,640 837
Other: 477: 105 6 28 235 389 368 423: 109 54
: : :
: : Changes in Commitments from: October 20, 2009 :
: 567: 84 -108 95 220 754 399 741: 168 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.6 8.2 46.1 77.5 79.0 93.2: 21.0 6.8
Old : 100.0: 24.8 7.8 8.3 46.0 77.3 79.0 93.4: 21.0 6.6
Other: 100.0: 22.0 1.3 5.9 49.3 81.6 77.1 88.7: 22.9 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 23 5 9 21 16 50 28:
Old : 62: 23 5 9 21 14 50 26:
Other: 13: 2 2 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 : 31.7 55.6 43.8 72.9 31.7 52.8 43.5 68.8
Old : 30.9 56.0 42.8 73.4 30.9 53.2 42.6 69.1
Other: 74.2 78.6 77.1 87.4 71.3 78.6 71.3 82.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 27, 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 : 993,816: 324,765 159,772 19,136 561,019 687,762 904,920 866,670: 88,896 127,146
Old : 993,816: 324,765 159,772 19,136 561,019 687,762 904,920 866,670: 88,896 127,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -4,925: -11,392 3,497 4,647 2,036 -19,271 -4,709 -11,127: -216 6,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.1 1.9 56.5 69.2 91.1 87.2: 8.9 12.8
Old : 100.0: 32.7 16.1 1.9 56.5 69.2 91.1 87.2: 8.9 12.8
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 : 225: 36 63 23 66 105 113 180:
Old : 225: 36 63 23 66 105 113 180:
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 : 37.5 23.4 49.7 30.7 37.4 22.7 48.3 29.6
Old : 37.5 23.4 49.7 30.7 37.4 22.7 48.3 29.6
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 27, 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 : 1,249,686: 132,258 203,479 41,130 825,444 645,614 998,832 890,223: 250,854 359,463
Old : 1,249,686: 132,258 203,479 41,130 825,444 645,614 998,832 890,223: 250,854 359,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -27,250: -38,239 -7,790 -9,133 16,710 -79,553 -30,662 -96,476: 3,412 69,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.3 3.3 66.1 51.7 79.9 71.2: 20.1 28.8
Old : 100.0: 10.6 16.3 3.3 66.1 51.7 79.9 71.2: 20.1 28.8
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 : 232: 35 50 30 101 100 150 166:
Old : 232: 35 50 30 101 100 150 166:
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 : 24.4 16.1 32.3 23.8 20.3 11.6 26.6 16.4
Old : 24.4 16.1 32.3 23.8 20.3 11.6 26.6 16.4
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 - Futures Only, October 27, 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 : 772,653: 93,705 69,935 16,163 485,925 478,013 595,793 564,111: 176,860 208,542
Old : 772,653: 93,705 69,935 16,163 485,925 478,013 595,793 564,111: 176,860 208,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 7,503: -19,493 -2,461 3,347 30,247 -2,441 14,101 -1,555: -6,598 9,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.1 2.1 62.9 61.9 77.1 73.0: 22.9 27.0
Old : 100.0: 12.1 9.1 2.1 62.9 61.9 77.1 73.0: 22.9 27.0
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 : 138: 20 18 17 61 80 89 107:
Old : 138: 20 18 17 61 80 89 107:
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 : 20.1 14.0 29.8 22.3 13.4 11.1 21.1 17.6
Old : 20.1 14.0 29.8 22.3 13.4 11.1 21.1 17.6
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 - Futures Only, October 27, 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 : 508,207: 121,229 68,602 60,548 290,544 343,094 472,321 472,244: 35,886 35,963
Old : 508,207: 121,229 68,602 60,548 290,544 343,094 472,321 472,244: 35,886 35,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 30,432: 10,159 12,232 5,050 15,828 13,490 31,037 30,772: -605 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 13.5 11.9 57.2 67.5 92.9 92.9: 7.1 7.1
Old : 100.0: 23.9 13.5 11.9 57.2 67.5 92.9 92.9: 7.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 32 15 37 46 49 89 94:
Old : 107: 32 15 37 46 49 89 94:
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 : 32.7 30.5 48.5 48.6 23.3 19.8 32.0 30.4
Old : 32.7 30.5 48.5 48.6 23.3 19.8 32.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 27, 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 : 14,294: 3,298 2,097 0 7,691 9,422 10,989 11,519: 3,305 2,775
Old : 14,294: 3,298 2,097 0 7,691 9,422 10,989 11,519: 3,305 2,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 660: 579 535 0 250 120 829 655: -169 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.7 0.0 53.8 65.9 76.9 80.6: 23.1 19.4
Old : 100.0: 23.1 14.7 0.0 53.8 65.9 76.9 80.6: 23.1 19.4
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 : 24: 6 7 0 4 7 10 14:
Old : 24: 6 7 0 4 7 10 14:
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 62.0 73.1 72.4 56.4 62.0 73.1 72.4
Old : 56.4 62.0 73.1 72.4 56.4 62.0 73.1 72.4
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 62,700: 27,276 19,103 824 25,073 29,824 53,173 49,751: 9,527 12,949
Old : 62,700: 27,276 19,103 824 25,073 29,824 53,173 49,751: 9,527 12,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,354: -614 4,723 285 3,692 -2,214 3,363 2,794: -2,009 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 30.5 1.3 40.0 47.6 84.8 79.3: 15.2 20.7
Old : 100.0: 43.5 30.5 1.3 40.0 47.6 84.8 79.3: 15.2 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 32 17 5 25 23 57 45:
Old : 93: 32 17 5 25 23 57 45:
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 : 21.5 32.3 33.8 48.0 21.5 29.7 33.8 45.5
Old : 21.5 32.3 33.8 48.0 21.5 29.7 33.8 45.5
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 - Futures Only, October 27, 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 : 15,080: 603 2,207 95 14,187 12,574 14,885 14,876: 195 204
Old : 15,080: 603 2,207 95 14,187 12,574 14,885 14,876: 195 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -712: -205 547 -152 -322 -1,145 -679 -750: -33 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.6 0.6 94.1 83.4 98.7 98.6: 1.3 1.4
Old : 100.0: 4.0 14.6 0.6 94.1 83.4 98.7 98.6: 1.3 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 : 36: 4 8 1 13 14 18 22:
Old : 36: 4 8 1 13 14 18 22:
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 : 75.5 78.0 89.8 88.6 64.7 58.3 72.5 67.9
Old : 75.5 78.0 89.8 88.6 64.7 58.3 72.5 67.9
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 27, 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 : 38,780: 7,634 710 157 30,818 37,877 38,609 38,744: 171 36
Old : 38,780: 7,634 710 157 30,818 37,877 38,609 38,744: 171 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,163: -736 478 132 1,795 561 1,191 1,171: -28 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 1.8 0.4 79.5 97.7 99.6 99.9: 0.4 0.1
Old : 100.0: 19.7 1.8 0.4 79.5 97.7 99.6 99.9: 0.4 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: 9 7 1 10 11 19 19:
Old : 34: 9 7 1 10 11 19 19:
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 : 77.9 93.6 94.0 98.2 63.9 80.2 80.0 84.0
Old : 77.9 93.6 94.0 98.2 63.9 80.2 80.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009