WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 3, 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 : 340,247: 70,743 93,275 50,033 191,136 154,939 311,912 298,247: 28,335 42,000
Old : 257,584: 67,451 96,162 22,890 146,148 108,525 236,489 227,577: 21,095 30,007
Other: 82,663: 23,107 16,928 7,328 44,988 46,414 75,423 70,670: 7,240 11,993
: : :
: : Changes in Commitments from: October 27, 2009 :
: 9,143: -5,388 -1,501 9,480 9,618 6,454 13,710 14,433: -4,567 -5,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 27.4 14.7 56.2 45.5 91.7 87.7: 8.3 12.3
Old : 100.0: 26.2 37.3 8.9 56.7 42.1 91.8 88.4: 8.2 11.6
Other: 100.0: 28.0 20.5 8.9 54.4 56.1 91.2 85.5: 8.8 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 95 146 114 67 98 248 284:
Old : 354: 91 153 72 51 85 194 262:
Other: 191: 52 43 32 42 76 111 140:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 18.5 41.2 25.5 25.0 17.0 40.2 23.1
Old : 31.0 19.7 47.4 27.3 31.0 19.7 46.8 26.9
Other: 37.9 26.7 53.8 36.7 36.0 26.6 48.0 34.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 3, 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 : 948,636: 273,831 102,225 104,893 491,334 527,051 870,058 734,169: 78,578 214,467
Old : 813,665: 232,898 107,344 83,240 427,603 451,410 743,741 641,994: 69,924 171,671
Other: 134,971: 59,470 13,418 3,116 63,731 75,641 126,317 92,175: 8,654 42,796
: : :
: : Changes in Commitments from: October 27, 2009 :
: -15,734: 2,706 -8,030 -242 11,291 11,624 13,755 3,352: -29,489 -19,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.8 11.1 51.8 55.6 91.7 77.4: 8.3 22.6
Old : 100.0: 28.6 13.2 10.2 52.6 55.5 91.4 78.9: 8.6 21.1
Other: 100.0: 44.1 9.9 2.3 47.2 56.0 93.6 68.3: 6.4 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 162 139 156 174 263 443 495:
Old : 643: 160 155 135 169 251 419 473:
Other: 358: 68 58 19 56 201 134 270:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 17.7 27.6 23.8 16.6 16.9 26.1 22.5
Old : 18.4 18.1 27.9 24.3 18.3 17.4 27.8 23.0
Other: 31.5 19.9 44.6 26.4 31.3 19.7 44.2 26.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 3, 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 : 13,345: 2,359 133 498 8,288 11,363 11,145 11,994: 2,200 1,351
Old : 13,139: 2,349 133 498 8,119 11,179 10,966 11,810: 2,173 1,329
Other: 206: 10 0 0 169 184 179 184: 27 22
: : :
: : Changes in Commitments from: October 27, 2009 :
: -494: 48 -34 -1,215 878 1,041 -289 -208: -205 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.0 3.7 62.1 85.1 83.5 89.9: 16.5 10.1
Old : 100.0: 17.9 1.0 3.8 61.8 85.1 83.5 89.9: 16.5 10.1
Other: 100.0: 4.9 0.0 0.0 82.0 89.3 86.9 89.3: 13.1 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 2 5 15 14 31 21:
Old : 37: 13 2 5 14 13 30 20:
Other: 10: 2 0 0 5 4 7 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 : 40.5 68.0 56.9 83.1 35.6 60.5 49.3 71.4
Old : 41.0 68.9 57.5 83.6 36.5 61.4 50.4 72.7
Other: 83.5 89.3 86.9 89.3 83.0 86.4 84.0 86.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 3, 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 : 430,745: 124,277 32,805 72,601 185,175 251,291 382,053 356,697: 48,692 74,048
Old : 380,884: 118,360 33,752 53,342 164,310 232,388 336,012 319,482: 44,872 61,402
Other: 49,861: 21,703 14,839 3,473 20,865 18,903 46,041 37,215: 3,820 12,646
: : :
: : Changes in Commitments from: October 27, 2009 :
: -20,284: 11,324 -5,683 -9,660 -8,220 7,282 -6,556 -8,061: -13,728 -12,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.6 16.9 43.0 58.3 88.7 82.8: 11.3 17.2
Old : 100.0: 31.1 8.9 14.0 43.1 61.0 88.2 83.9: 11.8 16.1
Other: 100.0: 43.5 29.8 7.0 41.8 37.9 92.3 74.6: 7.7 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 144 80 115 102 147 322 300:
Old : 412: 145 81 107 97 143 311 290:
Other: 186: 30 47 8 29 95 62 148:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 23.4 25.1 32.7 15.6 21.6 23.7 29.1
Old : 18.0 25.0 26.4 35.3 17.9 23.0 26.0 31.6
Other: 49.0 32.0 64.9 44.6 48.7 31.4 60.2 39.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 3, 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 : 237,515: 49,463 32,646 50,937 104,982 134,374 205,382 217,957: 32,133 19,558
Old : 226,260: 51,236 36,526 42,922 100,977 127,909 195,135 207,357: 31,125 18,903
Other: 11,255: 4,086 1,979 2,156 4,005 6,465 10,247 10,600: 1,008 655
: : :
: : Changes in Commitments from: October 27, 2009 :
: -7,486: -8,153 -1,103 -619 2,380 -3,412 -6,392 -5,134: -1,094 -2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 13.7 21.4 44.2 56.6 86.5 91.8: 13.5 8.2
Old : 100.0: 22.6 16.1 19.0 44.6 56.5 86.2 91.6: 13.8 8.4
Other: 100.0: 36.3 17.6 19.2 35.6 57.4 91.0 94.2: 9.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 59 59 92 55 61 184 185:
Old : 236: 63 63 91 54 60 183 183:
Other: 39: 5 11 4 15 12 23 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 : 17.8 21.2 28.5 31.7 15.6 19.2 25.0 29.0
Old : 18.7 21.6 29.0 32.5 16.7 20.6 26.8 30.5
Other: 71.9 58.1 86.7 78.2 63.1 42.6 67.8 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 3, 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 : 733,215: 61,904 156,496 6,006 556,105 442,101 624,015 604,603: 109,200 128,612
Old : 733,215: 61,904 156,496 6,006 556,105 442,101 624,015 604,603: 109,200 128,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 6,114: -5,464 -7,315 1,688 14,926 9,390 11,150 3,763: -5,036 2,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.3 0.8 75.8 60.3 85.1 82.5: 14.9 17.5
Old : 100.0: 8.4 21.3 0.8 75.8 60.3 85.1 82.5: 14.9 17.5
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 : 153: 26 29 17 70 72 107 107:
Old : 153: 26 29 17 70 72 107 107:
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 : 21.0 26.1 33.5 35.0 18.0 25.7 29.2 34.3
Old : 21.0 26.1 33.5 35.0 18.0 25.7 29.2 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,020: 22 718 361 5,449 4,807 5,832 5,886: 188 134
Old : 6,020: 22 718 361 5,449 4,807 5,832 5,886: 188 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.9 6.0 90.5 79.9 96.9 97.8: 3.1 2.2
Old : 100.0: 0.4 11.9 6.0 90.5 79.9 96.9 97.8: 3.1 2.2
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 : 20: 1 5 3 12 12 15 19:
Old : 20: 1 5 3 12 12 15 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 : 75.7 65.6 88.5 82.6 33.0 29.6 38.0 37.2
Old : 75.7 65.6 88.5 82.6 33.0 29.6 38.0 37.2
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, November 3, 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 : 153,793: 45,288 14,536 16,811 60,238 104,202 122,337 135,549: 31,456 18,244
Old : 143,655: 47,063 14,502 12,845 53,645 98,812 113,553 126,159: 30,102 17,496
Other: 10,138: 670 2,479 1,521 6,593 5,390 8,784 9,390: 1,354 748
: : :
: : Changes in Commitments from: October 27, 2009 :
: 3,904: 314 -4,304 -841 1,899 10,044 1,372 4,899: 2,532 -995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.5 10.9 39.2 67.8 79.5 88.1: 20.5 11.9
Old : 100.0: 32.8 10.1 8.9 37.3 68.8 79.0 87.8: 21.0 12.2
Other: 100.0: 6.6 24.5 15.0 65.0 53.2 86.6 92.6: 13.4 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 54 33 34 57 57 134 111:
Old : 167: 56 35 33 56 57 132 111:
Other: 47: 8 6 7 27 11 40 21:
:----------------------------------------------------------------------------------------------------
: 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 37.3 27.3 50.6 16.6 35.0 24.2 45.7
Old : 17.2 37.4 26.5 50.6 15.6 35.8 23.5 46.5
Other: 45.1 54.3 59.5 80.1 44.0 49.2 55.7 65.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 3, 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 : 14,464: 4,867 776 677 5,853 12,166 11,397 13,619: 3,067 845
Old : 13,871: 4,652 772 660 5,558 11,659 10,870 13,091: 3,001 780
Other: 593: 216 5 16 295 507 527 528: 66 65
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,394: 1,638 -211 -392 -170 2,043 1,076 1,440: 318 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 5.4 4.7 40.5 84.1 78.8 94.2: 21.2 5.8
Old : 100.0: 33.5 5.6 4.8 40.1 84.1 78.4 94.4: 21.6 5.6
Other: 100.0: 36.4 0.8 2.7 49.7 85.5 88.9 89.0: 11.1 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 31 4 8 22 19 57 29:
Old : 69: 31 5 8 22 16 57 26:
Other: 17: 5 1 2 4 7 10 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 : 27.0 61.1 38.7 77.8 27.0 59.2 38.7 74.5
Old : 25.3 62.0 37.5 78.6 25.3 60.0 37.5 74.6
Other: 80.3 77.2 88.0 88.9 80.3 77.2 86.0 86.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 3, 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 : 1,000,307: 318,835 166,700 22,576 551,793 669,561 893,204 858,837: 107,103 141,470
Old : 1,000,307: 318,835 166,700 22,576 551,793 669,561 893,204 858,837: 107,103 141,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 6,491: -5,930 6,928 3,440 -9,226 -18,201 -11,716 -7,833: 18,207 14,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 16.7 2.3 55.2 66.9 89.3 85.9: 10.7 14.1
Old : 100.0: 31.9 16.7 2.3 55.2 66.9 89.3 85.9: 10.7 14.1
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 : 238: 40 63 22 67 111 117 186:
Old : 238: 40 63 22 67 111 117 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 21.4 47.0 28.5 34.8 20.7 45.5 27.2
Old : 35.3 21.4 47.0 28.5 34.8 20.7 45.5 27.2
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, November 3, 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 : 1,247,376: 126,764 213,315 50,488 823,052 654,976 1,000,304 918,779: 247,072 328,597
Old : 1,247,376: 126,764 213,315 50,488 823,052 654,976 1,000,304 918,779: 247,072 328,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,310: -5,494 9,836 9,358 -2,392 9,362 1,472 28,556: -3,782 -30,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.1 4.0 66.0 52.5 80.2 73.7: 19.8 26.3
Old : 100.0: 10.2 17.1 4.0 66.0 52.5 80.2 73.7: 19.8 26.3
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 : 238: 36 56 38 104 98 162 170:
Old : 238: 36 56 38 104 98 162 170:
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 : 24.8 16.8 33.0 25.0 20.7 13.4 27.2 18.0
Old : 24.8 16.8 33.0 25.0 20.7 13.4 27.2 18.0
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, November 3, 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 : 784,807: 106,156 77,325 11,875 481,755 497,232 599,786 586,432: 185,021 198,375
Old : 784,807: 106,156 77,325 11,875 481,755 497,232 599,786 586,432: 185,021 198,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 12,154: 12,451 7,390 -4,288 -4,170 19,219 3,993 22,321: 8,161 -10,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.9 1.5 61.4 63.4 76.4 74.7: 23.6 25.3
Old : 100.0: 13.5 9.9 1.5 61.4 63.4 76.4 74.7: 23.6 25.3
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 : 137: 20 19 16 67 76 94 104:
Old : 137: 20 19 16 67 76 94 104:
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 : 20.5 17.2 30.0 26.6 14.0 15.5 21.8 22.0
Old : 20.5 17.2 30.0 26.6 14.0 15.5 21.8 22.0
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, November 3, 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 : 498,492: 105,660 66,648 61,246 298,440 337,379 465,346 465,273: 33,146 33,219
Old : 498,492: 105,660 66,648 61,246 298,440 337,379 465,346 465,273: 33,146 33,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -9,715: -15,569 -1,954 698 7,896 -5,715 -6,975 -6,971: -2,740 -2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.4 12.3 59.9 67.7 93.4 93.3: 6.6 6.7
Old : 100.0: 21.2 13.4 12.3 59.9 67.7 93.4 93.3: 6.6 6.7
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 : 107: 30 15 34 45 50 85 94:
Old : 107: 30 15 34 45 50 85 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 : 35.8 31.4 51.9 48.6 24.2 20.7 31.8 30.0
Old : 35.8 31.4 51.9 48.6 24.2 20.7 31.8 30.0
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, November 3, 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 : 15,668: 2,862 2,408 0 8,691 10,423 11,553 12,831: 4,115 2,837
Old : 15,668: 2,862 2,408 0 8,691 10,423 11,553 12,831: 4,115 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,374: -436 311 0 1,000 1,001 564 1,312: 810 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 15.4 0.0 55.5 66.5 73.7 81.9: 26.3 18.1
Old : 100.0: 18.3 15.4 0.0 55.5 66.5 73.7 81.9: 26.3 18.1
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 : 24: 5 7 0 4 8 9 15:
Old : 24: 5 7 0 4 8 9 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 58.3 72.1 71.8 59.1 58.3 72.1 71.8
Old : 59.1 58.3 72.1 71.8 59.1 58.3 72.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 3, 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 : 62,398: 25,840 16,958 375 23,769 29,394 49,984 46,727: 12,414 15,671
Old : 62,398: 25,840 16,958 375 23,769 29,394 49,984 46,727: 12,414 15,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -302: -1,436 -2,145 -449 -1,304 -430 -3,189 -3,024: 2,887 2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 27.2 0.6 38.1 47.1 80.1 74.9: 19.9 25.1
Old : 100.0: 41.4 27.2 0.6 38.1 47.1 80.1 74.9: 19.9 25.1
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 : 86: 29 15 5 25 22 54 42:
Old : 86: 29 15 5 25 22 54 42:
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 : 20.7 32.9 33.1 45.8 20.7 30.4 33.1 43.4
Old : 20.7 32.9 33.1 45.8 20.7 30.4 33.1 43.4
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, November 3, 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 : 15,543: 609 2,768 101 14,702 12,393 15,412 15,262: 131 281
Old : 15,543: 609 2,768 101 14,702 12,393 15,412 15,262: 131 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 463: 6 561 6 515 -181 527 386: -64 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 17.8 0.6 94.6 79.7 99.2 98.2: 0.8 1.8
Old : 100.0: 3.9 17.8 0.6 94.6 79.7 99.2 98.2: 0.8 1.8
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 : 36: 4 9 2 13 13 19 22:
Old : 36: 4 9 2 13 13 19 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 : 76.3 78.7 90.7 89.0 67.0 60.4 75.2 69.6
Old : 76.3 78.7 90.7 89.0 67.0 60.4 75.2 69.6
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, November 3, 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 : 40,106: 7,330 377 153 32,454 39,495 39,937 40,025: 169 81
Old : 40,106: 7,330 377 153 32,454 39,495 39,937 40,025: 169 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,326: -304 -333 -4 1,636 1,618 1,328 1,281: -2 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.9 0.4 80.9 98.5 99.6 99.8: 0.4 0.2
Old : 100.0: 18.3 0.9 0.4 80.9 98.5 99.6 99.8: 0.4 0.2
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 : 32: 8 6 1 10 11 18 18:
Old : 32: 8 6 1 10 11 18 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 : 77.8 94.6 93.2 98.2 64.3 81.6 79.7 84.4
Old : 77.8 94.6 93.2 98.2 64.3 81.6 79.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009