WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 24, 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 : 350,292: 73,380 79,464 45,851 201,988 178,593 321,219 303,908: 29,073 46,384
Old : 234,600: 63,550 74,757 17,644 133,078 112,689 214,272 205,090: 20,328 29,510
Other: 115,692: 25,722 20,599 12,315 68,910 65,904 106,947 98,818: 8,745 16,874
: : :
: : Changes in Commitments from: November 17, 2009 :
: -27,960: 819 -10,170 -13,602 -6,366 2,991 -19,149 -20,781: -8,811 -7,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.7 13.1 57.7 51.0 91.7 86.8: 8.3 13.2
Old : 100.0: 27.1 31.9 7.5 56.7 48.0 91.3 87.4: 8.7 12.6
Other: 100.0: 22.2 17.8 10.6 59.6 57.0 92.4 85.4: 7.6 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 86 136 107 66 95 240 272:
Old : 333: 82 134 63 57 81 186 243:
Other: 196: 49 55 43 40 75 114 151:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 23.1 41.4 30.8 23.9 20.7 40.0 27.9
Old : 32.7 23.3 46.7 32.0 32.7 23.0 46.7 31.3
Other: 44.2 30.0 57.7 40.0 42.5 26.4 49.8 32.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 24, 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 : 987,182: 268,003 69,565 110,829 495,719 554,381 874,551 734,775: 112,631 252,407
Old : 792,679: 207,913 69,838 83,371 401,193 445,625 692,477 598,834: 100,202 193,845
Other: 194,503: 76,620 16,257 10,928 94,526 108,756 182,074 135,941: 12,429 58,562
: : :
: : Changes in Commitments from: November 17, 2009 :
: -69,414: -23,463 -29,204 -13,772 -19,157 -11,768 -56,392 -54,744: -13,022 -14,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.0 11.2 50.2 56.2 88.6 74.4: 11.4 25.6
Old : 100.0: 26.2 8.8 10.5 50.6 56.2 87.4 75.5: 12.6 24.5
Other: 100.0: 39.4 8.4 5.6 48.6 55.9 93.6 69.9: 6.4 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 152 116 168 192 270 455 502:
Old : 617: 150 122 150 185 258 430 475:
Other: 366: 60 60 23 57 214 128 290:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 15.9 26.9 22.0 16.0 15.5 25.9 21.6
Old : 18.7 16.3 28.9 22.1 18.7 15.9 28.8 21.6
Other: 35.2 17.6 50.6 24.8 34.9 16.7 50.3 23.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 24, 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 : 13,075: 2,750 106 797 7,019 11,000 10,566 11,903: 2,509 1,172
Old : 12,181: 2,559 106 797 6,351 10,132 9,707 11,035: 2,474 1,146
Other: 894: 191 0 0 668 868 859 868: 35 26
: : :
: : Changes in Commitments from: November 17, 2009 :
: -1,157: 359 -33 -44 -668 -375 -353 -452: -804 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 0.8 6.1 53.7 84.1 80.8 91.0: 19.2 9.0
Old : 100.0: 21.0 0.9 6.5 52.1 83.2 79.7 90.6: 20.3 9.4
Other: 100.0: 21.4 0.0 0.0 74.7 97.1 96.1 97.1: 3.9 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 1 7 14 11 33 19:
Old : 37: 13 1 7 12 10 31 18:
Other: 12: 1 0 0 6 6 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 66.7 55.3 81.5 33.5 61.5 49.0 72.1
Old : 39.7 67.4 56.6 82.7 34.5 65.9 51.3 76.9
Other: 94.5 94.0 96.1 97.1 94.5 93.1 95.2 96.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 24, 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 : 467,225: 141,666 30,256 66,223 204,176 284,111 412,065 380,590: 55,160 86,635
Old : 408,765: 127,496 28,510 50,573 180,676 260,368 358,745 339,451: 50,020 69,314
Other: 58,460: 25,762 13,338 4,058 23,500 23,743 53,320 41,139: 5,140 17,321
: : :
: : Changes in Commitments from: November 17, 2009 :
: 23,238: 12,544 -7,755 9,289 6,143 24,750 27,976 26,284: -4,738 -3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.5 14.2 43.7 60.8 88.2 81.5: 11.8 18.5
Old : 100.0: 31.2 7.0 12.4 44.2 63.7 87.8 83.0: 12.2 17.0
Other: 100.0: 44.1 22.8 6.9 40.2 40.6 91.2 70.4: 8.8 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 167 81 113 103 158 334 306:
Old : 433: 165 86 99 99 153 321 291:
Other: 218: 38 53 12 33 109 75 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 26.3 25.8 35.4 14.5 23.3 23.5 31.5
Old : 16.8 28.9 27.4 38.9 16.7 25.8 26.2 35.1
Other: 43.6 25.0 60.7 35.5 42.9 23.6 56.0 29.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,546: 13,735 2,310 424 0 1,913 14,159 4,647: 3,387 12,899
Old : 12,665: 9,291 2,440 269 0 1,112 9,560 3,821: 3,105 8,844
Other: 4,881: 4,589 15 10 0 801 4,599 826: 282 4,055
: : :
: : Changes in Commitments from: November 17, 2009 :
: 2,915: 2,243 665 141 0 312 2,384 1,118: 531 1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 13.2 2.4 0.0 10.9 80.7 26.5: 19.3 73.5
Old : 100.0: 73.4 19.3 2.1 0.0 8.8 75.5 30.2: 24.5 69.8
Other: 100.0: 94.0 0.3 0.2 0.0 16.4 94.2 16.9: 5.8 83.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 6 10 0 5 16 20:
Old : 26: 15 6 9 0 5 15 20:
Other: 19: 13 1 4 0 5 13 10:
:----------------------------------------------------------------------------------------------------
: 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 : 49.2 14.1 68.3 21.6 47.9 13.3 66.9 20.8
Old : 45.4 17.5 65.7 25.0 43.6 17.5 63.7 25.0
Other: 59.2 15.8 83.2 16.9 59.1 15.8 83.1 16.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 24, 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 : 255,814: 61,531 23,325 54,343 106,608 158,216 222,482 235,884: 33,332 19,930
Old : 241,717: 60,950 26,409 46,794 102,063 149,402 209,807 222,605: 31,910 19,112
Other: 14,097: 5,915 2,250 2,215 4,545 8,814 12,675 13,279: 1,422 818
: : :
: : Changes in Commitments from: November 17, 2009 :
: -3,851: 434 -4,098 5,119 480 1,349 6,033 2,370: -9,884 -6,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.1 21.2 41.7 61.8 87.0 92.2: 13.0 7.8
Old : 100.0: 25.2 10.9 19.4 42.2 61.8 86.8 92.1: 13.2 7.9
Other: 100.0: 42.0 16.0 15.7 32.2 62.5 89.9 94.2: 10.1 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 78 43 86 57 62 200 166:
Old : 239: 78 50 85 56 60 198 163:
Other: 46: 11 7 5 18 17 30 28:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 24.2 27.9 35.5 15.2 22.0 21.9 32.5
Old : 18.5 24.6 28.2 35.5 16.4 23.2 24.1 33.9
Other: 58.3 53.0 81.4 76.1 54.9 40.6 67.4 61.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 806,968: 69,412 175,893 17,640 579,790 476,904 666,842 670,437: 140,126 136,531
Old : 806,968: 69,412 175,893 17,640 579,790 476,904 666,842 670,437: 140,126 136,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 21,150: 6,230 -6,507 9,533 -4,895 12,205 10,868 15,231: 10,282 5,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 21.8 2.2 71.8 59.1 82.6 83.1: 17.4 16.9
Old : 100.0: 8.6 21.8 2.2 71.8 59.1 82.6 83.1: 17.4 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 29 29 17 78 78 114 117:
Old : 158: 29 29 17 78 78 114 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 24.5 29.7 32.6 15.7 23.5 25.6 30.4
Old : 17.7 24.5 29.7 32.6 15.7 23.5 25.6 30.4
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 24, 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 : 5,859: 74 111 201 5,377 5,331 5,652 5,643: 207 216
Old : 5,859: 74 111 201 5,377 5,331 5,652 5,643: 207 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 22: -72 -165 -185 301 345 44 -5: -22 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.9 3.4 91.8 91.0 96.5 96.3: 3.5 3.7
Old : 100.0: 1.3 1.9 3.4 91.8 91.0 96.5 96.3: 3.5 3.7
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 : 21: 1 2 2 15 17 17 20:
Old : 21: 1 2 2 15 17 17 20:
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 : 73.5 69.2 85.4 82.0 32.8 33.0 37.6 37.4
Old : 73.5 69.2 85.4 82.0 32.8 33.0 37.6 37.4
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, November 24, 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 : 171,561: 52,154 15,615 17,143 68,428 118,482 137,725 151,240: 33,836 20,321
Old : 159,144: 51,677 13,803 13,728 61,273 112,128 126,678 139,659: 32,466 19,485
Other: 12,417: 2,610 3,945 1,282 7,155 6,354 11,047 11,581: 1,370 836
: : :
: : Changes in Commitments from: November 17, 2009 :
: 8,646: 4,785 -2,289 2,161 547 9,682 7,493 9,554: 1,153 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 9.1 10.0 39.9 69.1 80.3 88.2: 19.7 11.8
Old : 100.0: 32.5 8.7 8.6 38.5 70.5 79.6 87.8: 20.4 12.2
Other: 100.0: 21.0 31.8 10.3 57.6 51.2 89.0 93.3: 11.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 58 28 37 54 47 139 98:
Old : 161: 61 29 36 54 47 138 97:
Other: 46: 7 10 6 25 10 36 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 41.2 24.9 53.4 14.9 34.1 21.2 43.9
Old : 15.2 41.4 24.4 53.9 14.2 34.8 21.0 44.6
Other: 49.0 53.0 62.2 79.7 49.0 49.0 61.7 70.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 24, 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 : 15,426: 6,073 434 514 4,559 13,521 11,146 14,469: 4,280 957
Old : 14,706: 5,874 433 494 4,248 12,915 10,616 13,842: 4,090 864
Other: 720: 200 2 19 311 606 530 627: 190 93
: : :
: : Changes in Commitments from: November 17, 2009 :
: 699: 656 -65 81 -324 733 413 749: 286 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 2.8 3.3 29.6 87.7 72.3 93.8: 27.7 6.2
Old : 100.0: 39.9 2.9 3.4 28.9 87.8 72.2 94.1: 27.8 5.9
Other: 100.0: 27.8 0.3 2.6 43.2 84.2 73.6 87.1: 26.4 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 33 3 8 20 20 58 30:
Old : 74: 33 4 8 19 17 57 27:
Other: 18: 4 1 2 4 10 9 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 65.0 36.9 80.2 26.0 64.9 36.9 80.1
Old : 24.3 66.2 35.7 80.7 24.3 66.2 35.7 80.7
Other: 68.8 69.2 73.5 83.9 68.8 69.2 70.6 82.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 24, 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 : 1,085,681: 389,638 175,006 22,195 572,827 734,445 984,660 931,646: 101,021 154,035
Old : 1,085,681: 389,638 175,006 22,195 572,827 734,445 984,660 931,646: 101,021 154,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -10,202: -2,895 -951 9,151 -13,858 -32,616 -7,602 -24,416: -2,600 14,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.1 2.0 52.8 67.6 90.7 85.8: 9.3 14.2
Old : 100.0: 35.9 16.1 2.0 52.8 67.6 90.7 85.8: 9.3 14.2
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 : 240: 42 59 26 78 121 132 194:
Old : 240: 42 59 26 78 121 132 194:
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 : 35.0 22.5 45.9 28.4 34.8 19.9 45.1 25.2
Old : 35.0 22.5 45.9 28.4 34.8 19.9 45.1 25.2
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 24, 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 : 1,359,137: 190,719 260,911 38,468 842,715 769,195 1,071,902 1,068,574: 287,235 290,563
Old : 1,359,137: 190,719 260,911 38,468 842,715 769,195 1,071,902 1,068,574: 287,235 290,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 457: 14,968 -11,563 -16,695 -5,096 25,767 -6,823 -2,491: 7,280 2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.2 2.8 62.0 56.6 78.9 78.6: 21.1 21.4
Old : 100.0: 14.0 19.2 2.8 62.0 56.6 78.9 78.6: 21.1 21.4
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 : 218: 39 42 30 102 105 153 165:
Old : 218: 39 42 30 102 105 153 165:
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 : 24.2 19.4 32.1 30.0 20.3 16.7 26.6 24.0
Old : 24.2 19.4 32.1 30.0 20.3 16.7 26.6 24.0
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 24, 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 : 862,885: 139,942 81,190 16,235 496,412 542,712 652,589 640,137: 210,296 222,748
Old : 862,885: 139,942 81,190 16,235 496,412 542,712 652,589 640,137: 210,296 222,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -4,799: -24,105 6,423 2,767 1,622 -27,873 -19,716 -18,683: 14,917 13,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 9.4 1.9 57.5 62.9 75.6 74.2: 24.4 25.8
Old : 100.0: 16.2 9.4 1.9 57.5 62.9 75.6 74.2: 24.4 25.8
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 : 141: 22 18 18 68 78 98 106:
Old : 141: 22 18 18 68 78 98 106:
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 : 20.3 14.8 29.6 23.6 12.8 12.1 21.0 19.4
Old : 20.3 14.8 29.6 23.6 12.8 12.1 21.0 19.4
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 24, 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 : 545,987: 86,394 51,966 64,122 360,521 391,115 511,037 507,203: 34,950 38,784
Old : 545,987: 86,394 51,966 64,122 360,521 391,115 511,037 507,203: 34,950 38,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 6,089: -10,040 -4,720 -2,406 16,891 13,384 4,445 6,258: 1,644 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.5 11.7 66.0 71.6 93.6 92.9: 6.4 7.1
Old : 100.0: 15.8 9.5 11.7 66.0 71.6 93.6 92.9: 6.4 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 : 112: 23 27 36 43 53 85 103:
Old : 112: 23 27 36 43 53 85 103:
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 : 37.6 32.6 52.9 44.9 22.6 16.6 30.6 23.1
Old : 37.6 32.6 52.9 44.9 22.6 16.6 30.6 23.1
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 24, 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 : 16,701: 3,766 2,617 2 8,691 10,706 12,459 13,325: 4,242 3,376
Old : 16,701: 3,766 2,617 2 8,691 10,706 12,459 13,325: 4,242 3,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 534: 457 -6 -5 0 407 452 396: 82 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 15.7 0.0 52.0 64.1 74.6 79.8: 25.4 20.2
Old : 100.0: 22.5 15.7 0.0 52.0 64.1 74.6 79.8: 25.4 20.2
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 : 23: 5 6 1 4 8 10 14:
Old : 23: 5 6 1 4 8 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 : 59.7 53.1 73.0 68.9 59.7 53.1 73.0 68.9
Old : 59.7 53.1 73.0 68.9 59.7 53.1 73.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 24, 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 : 65,470: 34,869 12,684 403 20,050 36,983 55,322 50,070: 10,148 15,400
Old : 65,470: 34,869 12,684 403 20,050 36,983 55,322 50,070: 10,148 15,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -4,410: 775 -608 -523 -2,175 -490 -1,923 -1,621: -2,487 -2,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 19.4 0.6 30.6 56.5 84.5 76.5: 15.5 23.5
Old : 100.0: 53.3 19.4 0.6 30.6 56.5 84.5 76.5: 15.5 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 : 99: 40 16 7 23 26 65 47:
Old : 99: 40 16 7 23 26 65 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 31.9 31.2 46.9 18.5 30.4 30.9 45.2
Old : 18.5 31.9 31.2 46.9 18.5 30.4 30.9 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,262: 9,139 9,425 0 1,959 2,829 11,098 12,254: 1,164 8
Old : 12,262: 9,139 9,425 0 1,959 2,829 11,098 12,254: 1,164 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 779: 491 274 0 222 611 713 885: 66 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 76.9 0.0 16.0 23.1 90.5 99.9: 9.5 0.1
Old : 100.0: 74.5 76.9 0.0 16.0 23.1 90.5 99.9: 9.5 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 : 21: 10 6 0 2 3 12 9:
Old : 21: 10 6 0 2 3 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 93.9 88.1 99.5 78.2 93.9 88.1 99.5
Old : 78.2 93.9 88.1 99.5 78.2 93.9 88.1 99.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 24, 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 : 16,788: 530 3,955 99 15,847 12,551 16,476 16,605: 312 183
Old : 16,788: 530 3,955 99 15,847 12,551 16,476 16,605: 312 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 185: 11 348 -2 62 -189 71 157: 114 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 23.6 0.6 94.4 74.8 98.1 98.9: 1.9 1.1
Old : 100.0: 3.2 23.6 0.6 94.4 74.8 98.1 98.9: 1.9 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 : 38: 4 8 1 15 15 20 23:
Old : 38: 4 8 1 15 15 20 23:
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 : 68.4 80.4 88.3 89.7 66.4 69.6 80.2 78.4
Old : 68.4 80.4 88.3 89.7 66.4 69.6 80.2 78.4
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 24, 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 : 38,720: 6,508 864 22 31,667 37,453 38,197 38,339: 523 381
Old : 38,720: 6,508 864 22 31,667 37,453 38,197 38,339: 523 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 2,505: -1,002 184 0 3,177 2,022 2,175 2,206: 330 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.2 0.1 81.8 96.7 98.6 99.0: 1.4 1.0
Old : 100.0: 16.8 2.2 0.1 81.8 96.7 98.6 99.0: 1.4 1.0
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 : 33: 8 8 1 9 10 17 19:
Old : 33: 8 8 1 9 10 17 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 : 78.9 94.0 95.1 97.2 78.4 92.8 94.6 96.0
Old : 78.9 94.0 95.1 97.2 78.4 92.8 94.6 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009