WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 1, 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 : 350,975: 75,079 76,772 45,690 200,624 183,273 321,393 305,735: 29,582 45,240
Old : 229,438: 64,367 72,581 14,862 129,602 113,840 208,831 201,283: 20,607 28,155
Other: 121,537: 28,212 21,691 13,328 71,022 69,433 112,562 104,452: 8,975 17,085
: : :
: : Changes in Commitments from: November 24, 2009 :
: 683: 1,699 -2,692 -161 -1,364 4,680 174 1,827: 509 -1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.9 13.0 57.2 52.2 91.6 87.1: 8.4 12.9
Old : 100.0: 28.1 31.6 6.5 56.5 49.6 91.0 87.7: 9.0 12.3
Other: 100.0: 23.2 17.8 11.0 58.4 57.1 92.6 85.9: 7.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 101 132 101 64 99 244 264:
Old : 334: 89 134 55 50 81 182 229:
Other: 199: 51 53 43 40 79 115 156:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 24.9 41.8 32.8 24.3 22.1 40.6 29.8
Old : 33.8 26.1 48.0 35.0 33.8 26.1 48.0 34.5
Other: 42.5 29.7 55.9 40.3 40.8 26.0 48.7 32.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 1, 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 : 976,201: 294,932 64,976 95,766 480,311 571,504 871,009 732,246: 105,192 243,955
Old : 772,466: 230,290 65,706 68,149 382,584 456,668 681,023 590,523: 91,443 181,943
Other: 203,735: 80,183 14,811 12,076 97,727 114,836 189,986 141,723: 13,749 62,012
: : :
: : Changes in Commitments from: November 24, 2009 :
: -10,981: 26,929 -4,589 -15,063 -15,408 17,123 -3,542 -2,529: -7,439 -8,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 6.7 9.8 49.2 58.5 89.2 75.0: 10.8 25.0
Old : 100.0: 29.8 8.5 8.8 49.5 59.1 88.2 76.4: 11.8 23.6
Other: 100.0: 39.4 7.3 5.9 48.0 56.4 93.3 69.6: 6.7 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 670: 169 115 175 150 278 435 518:
Old : 654: 163 128 153 143 265 407 490:
Other: 384: 67 55 25 58 229 138 302:
:----------------------------------------------------------------------------------------------------
: 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 16.6 27.5 23.0 16.3 16.2 26.4 22.6
Old : 19.3 17.5 29.9 23.6 19.2 17.1 29.7 23.2
Other: 34.4 16.5 49.2 23.6 34.0 15.1 48.7 21.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 1, 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 : 11,849: 2,819 0 612 5,876 10,248 9,307 10,860: 2,542 989
Old : 10,955: 2,627 0 612 5,208 9,380 8,447 9,992: 2,508 963
Other: 894: 192 0 0 668 868 860 868: 34 26
: : :
: : Changes in Commitments from: November 24, 2009 :
: -1,226: 69 -106 -185 -1,143 -752 -1,259 -1,043: 33 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.0 5.2 49.6 86.5 78.5 91.7: 21.5 8.3
Old : 100.0: 24.0 0.0 5.6 47.5 85.6 77.1 91.2: 22.9 8.8
Other: 100.0: 21.5 0.0 0.0 74.7 97.1 96.2 97.1: 3.8 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 0 5 12 9 27 14:
Old : 32: 11 0 5 10 8 25 13:
Other: 13: 2 0 0 6 6 8 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 : 41.8 73.1 58.5 86.6 40.3 68.0 54.9 79.6
Old : 43.2 74.5 59.3 88.2 41.9 73.5 58.1 84.6
Other: 94.5 94.0 96.2 97.1 94.5 93.1 95.3 96.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 1, 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 : 478,986: 145,732 29,440 64,671 210,540 298,723 420,943 392,834: 58,043 86,152
Old : 416,342: 128,639 27,211 49,248 185,609 272,025 363,496 348,484: 52,846 67,858
Other: 62,644: 28,191 13,327 4,325 24,931 26,698 57,447 44,350: 5,197 18,294
: : :
: : Changes in Commitments from: November 24, 2009 :
: 11,761: 4,066 -816 -1,552 6,364 14,612 8,878 12,244: 2,883 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 6.1 13.5 44.0 62.4 87.9 82.0: 12.1 18.0
Old : 100.0: 30.9 6.5 11.8 44.6 65.3 87.3 83.7: 12.7 16.3
Other: 100.0: 45.0 21.3 6.9 39.8 42.6 91.7 70.8: 8.3 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 181 78 108 99 166 339 311:
Old : 451: 179 82 93 96 161 328 295:
Other: 225: 36 54 11 33 118 73 180:
:----------------------------------------------------------------------------------------------------
: 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 25.8 25.4 35.4 14.3 23.0 22.9 31.6
Old : 16.8 28.4 27.1 38.8 16.6 25.4 25.4 35.3
Other: 41.0 22.7 59.2 33.3 40.6 21.3 56.5 28.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,389: 15,754 1,985 484 0 2,216 16,238 4,685: 3,151 14,704
Old : 13,559: 10,274 2,175 269 0 1,279 10,543 3,723: 3,016 9,836
Other: 5,830: 5,685 15 10 0 937 5,695 962: 135 4,868
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,843: 2,019 -325 60 0 303 2,079 38: -236 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 10.2 2.5 0.0 11.4 83.7 24.2: 16.3 75.8
Old : 100.0: 75.8 16.0 2.0 0.0 9.4 77.8 27.5: 22.2 72.5
Other: 100.0: 97.5 0.3 0.2 0.0 16.1 97.7 16.5: 2.3 83.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 17 5 10 0 5 18 19:
Old : 27: 17 5 9 0 5 17 19:
Other: 21: 15 1 4 0 5 15 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 : 47.7 13.7 67.6 20.4 46.5 12.7 66.4 19.3
Old : 44.8 16.1 65.6 23.7 43.3 16.1 63.9 23.7
Other: 57.0 15.5 81.0 16.4 57.0 15.5 81.0 16.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 1, 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 : 258,446: 62,455 23,511 50,121 110,175 163,867 222,751 237,499: 35,695 20,947
Old : 245,641: 62,071 26,093 43,235 106,283 155,931 211,589 225,259: 34,052 20,382
Other: 12,805: 5,747 2,781 1,523 3,892 7,936 11,162 12,240: 1,643 565
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,632: 924 186 -4,222 3,567 5,651 269 1,615: 2,363 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.1 19.4 42.6 63.4 86.2 91.9: 13.8 8.1
Old : 100.0: 25.3 10.6 17.6 43.3 63.5 86.1 91.7: 13.9 8.3
Other: 100.0: 44.9 21.7 11.9 30.4 62.0 87.2 95.6: 12.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 77 45 70 58 55 189 146:
Old : 224: 78 48 69 56 54 186 144:
Other: 43: 9 7 6 18 16 28 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 : 19.5 26.0 30.6 38.5 15.6 24.5 23.1 35.2
Old : 20.0 25.7 31.5 37.7 16.4 25.1 24.7 36.0
Other: 58.9 51.0 78.8 78.6 56.6 41.4 68.3 67.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 1, 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 : 811,951: 83,244 160,738 19,418 567,182 501,857 669,844 682,013: 142,107 129,938
Old : 811,951: 83,244 160,738 19,418 567,182 501,857 669,844 682,013: 142,107 129,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 4,983: 13,832 -15,155 1,778 -12,608 24,953 3,002 11,576: 1,981 -6,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.8 2.4 69.9 61.8 82.5 84.0: 17.5 16.0
Old : 100.0: 10.3 19.8 2.4 69.9 61.8 82.5 84.0: 17.5 16.0
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 : 162: 30 31 12 73 76 111 111:
Old : 162: 30 31 12 73 76 111 111:
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 : 18.1 29.5 29.6 38.2 15.5 23.3 25.4 31.3
Old : 18.1 29.5 29.6 38.2 15.5 23.3 25.4 31.3
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, December 1, 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 : 166,668: 56,384 18,709 14,035 60,999 114,023 131,418 146,767: 35,250 19,901
Old : 153,552: 55,097 15,992 11,360 53,504 107,290 119,961 134,642: 33,591 18,910
Other: 13,116: 2,741 4,171 1,221 7,495 6,733 11,457 12,125: 1,659 991
: : :
: : Changes in Commitments from: November 24, 2009 :
: -4,893: 4,230 3,094 -3,108 -7,429 -4,459 -6,307 -4,473: 1,414 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 11.2 8.4 36.6 68.4 78.9 88.1: 21.1 11.9
Old : 100.0: 35.9 10.4 7.4 34.8 69.9 78.1 87.7: 21.9 12.3
Other: 100.0: 20.9 31.8 9.3 57.1 51.3 87.4 92.4: 12.6 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 63 32 31 51 46 134 96:
Old : 161: 64 33 31 51 46 133 96:
Other: 45: 6 12 5 21 13 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 : 15.7 41.7 24.0 54.0 15.7 37.3 23.0 47.4
Old : 15.1 41.9 23.7 54.5 15.1 38.5 23.0 48.6
Other: 49.0 51.0 62.7 77.6 49.0 47.0 62.4 68.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 1, 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 : 16,786: 6,603 285 831 4,621 14,545 12,055 15,661: 4,731 1,125
Old : 15,982: 6,403 284 780 4,309 13,905 11,492 14,969: 4,490 1,013
Other: 804: 200 1 51 312 640 563 692: 241 112
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,360: 530 -149 317 62 1,024 909 1,192: 451 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 1.7 5.0 27.5 86.6 71.8 93.3: 28.2 6.7
Old : 100.0: 40.1 1.8 4.9 27.0 87.0 71.9 93.7: 28.1 6.3
Other: 100.0: 24.9 0.1 6.3 38.8 79.6 70.0 86.1: 30.0 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 35 2 8 23 19 63 28:
Old : 77: 35 2 8 22 17 62 26:
Other: 17: 3 1 2 4 8 9 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 : 24.6 65.8 35.8 79.8 24.6 65.7 34.6 78.7
Old : 23.1 67.3 34.9 80.4 23.1 67.2 33.6 79.3
Other: 62.6 67.0 69.9 82.8 61.7 67.0 63.7 79.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 1, 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 : 989,075: 363,565 149,685 36,026 502,997 679,774 902,588 865,485: 86,487 123,590
Old : 989,075: 363,565 149,685 36,026 502,997 679,774 902,588 865,485: 86,487 123,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -96,606: -26,073 -25,321 13,831 -69,830 -54,671 -82,072 -66,161: -14,534 -30,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 15.1 3.6 50.9 68.7 91.3 87.5: 8.7 12.5
Old : 100.0: 36.8 15.1 3.6 50.9 68.7 91.3 87.5: 8.7 12.5
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 : 230: 37 52 23 75 123 123 187:
Old : 230: 37 52 23 75 123 123 187:
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 : 38.0 21.0 49.9 27.0 37.0 20.1 48.2 25.8
Old : 38.0 21.0 49.9 27.0 37.0 20.1 48.2 25.8
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, December 1, 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 : 1,358,551: 201,898 211,210 66,747 794,741 779,376 1,063,386 1,057,333: 295,165 301,218
Old : 1,358,551: 201,898 211,210 66,747 794,741 779,376 1,063,386 1,057,333: 295,165 301,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -586: 11,179 -49,701 28,279 -47,974 10,181 -8,516 -11,241: 7,930 10,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.5 4.9 58.5 57.4 78.3 77.8: 21.7 22.2
Old : 100.0: 14.9 15.5 4.9 58.5 57.4 78.3 77.8: 21.7 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 35 45 25 91 108 139 165:
Old : 219: 35 45 25 91 108 139 165:
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 : 23.8 19.7 32.4 30.5 20.5 15.6 26.8 22.9
Old : 23.8 19.7 32.4 30.5 20.5 15.6 26.8 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 1, 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 : 905,184: 117,769 93,622 51,014 514,387 526,822 683,170 671,458: 222,014 233,726
Old : 905,184: 117,769 93,622 51,014 514,387 526,822 683,170 671,458: 222,014 233,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 42,299: -22,173 12,432 34,779 17,975 -15,890 30,581 31,321: 11,718 10,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.3 5.6 56.8 58.2 75.5 74.2: 24.5 25.8
Old : 100.0: 13.0 10.3 5.6 56.8 58.2 75.5 74.2: 24.5 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 : 138: 16 20 13 70 83 95 107:
Old : 138: 16 20 13 70 83 95 107:
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 : 19.0 15.3 30.2 24.6 12.6 10.8 19.8 17.3
Old : 19.0 15.3 30.2 24.6 12.6 10.8 19.8 17.3
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, December 1, 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 : 556,654: 83,701 51,292 62,077 365,806 399,567 511,584 512,936: 45,070 43,718
Old : 556,654: 83,701 51,292 62,077 365,806 399,567 511,584 512,936: 45,070 43,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 10,667: -2,693 -674 -2,045 5,285 8,452 547 5,733: 10,120 4,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.2 11.2 65.7 71.8 91.9 92.1: 8.1 7.9
Old : 100.0: 15.0 9.2 11.2 65.7 71.8 91.9 92.1: 8.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 24 24 32 42 54 80 98:
Old : 107: 24 24 32 42 54 80 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 32.5 51.6 45.5 21.2 16.8 28.5 23.5
Old : 36.6 32.5 51.6 45.5 21.2 16.8 28.5 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 1, 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 : 15,597: 3,511 2,854 4 8,691 9,208 12,206 12,066: 3,391 3,531
Old : 15,597: 3,511 2,854 4 8,691 9,208 12,206 12,066: 3,391 3,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -1,104: -255 237 2 0 -1,498 -253 -1,259: -851 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.3 0.0 55.7 59.0 78.3 77.4: 21.7 22.6
Old : 100.0: 22.5 18.3 0.0 55.7 59.0 78.3 77.4: 21.7 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 7 1 4 8 9 15:
Old : 23: 4 7 1 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 : 63.9 48.2 78.2 64.3 63.9 48.2 78.2 64.3
Old : 63.9 48.2 78.2 64.3 63.9 48.2 78.2 64.3
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, December 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 68,810: 38,395 14,088 375 18,297 43,172 57,067 57,635: 11,743 11,175
Old : 68,810: 38,395 14,088 375 18,297 43,172 57,067 57,635: 11,743 11,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 3,340: 3,526 1,404 -28 -1,753 6,189 1,745 7,565: 1,595 -4,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 20.5 0.5 26.6 62.7 82.9 83.8: 17.1 16.2
Old : 100.0: 55.8 20.5 0.5 26.6 62.7 82.9 83.8: 17.1 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 43 15 5 25 31 69 50:
Old : 105: 43 15 5 25 31 69 50:
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 : 18.3 29.6 30.0 45.2 18.0 28.3 29.6 43.1
Old : 18.3 29.6 30.0 45.2 18.0 28.3 29.6 43.1
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, December 1, 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 : 12,456: 9,323 9,523 0 1,982 2,933 11,305 12,456: 1,151 0
Old : 12,456: 9,323 9,523 0 1,982 2,933 11,305 12,456: 1,151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 194: 184 98 0 23 104 207 202: -13 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 76.5 0.0 15.9 23.5 90.8 100.0: 9.2 0.0
Old : 100.0: 74.8 76.5 0.0 15.9 23.5 90.8 100.0: 9.2 0.0
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 : 22: 11 6 0 2 3 13 9:
Old : 22: 11 6 0 2 3 13 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 : 78.4 93.9 88.1 99.6 78.4 93.9 88.1 99.6
Old : 78.4 93.9 88.1 99.6 78.4 93.9 88.1 99.6
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, December 1, 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 : 16,014: 585 3,670 95 15,128 12,103 15,808 15,868: 206 146
Old : 16,014: 585 3,670 95 15,128 12,103 15,808 15,868: 206 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -774: 55 -285 -4 -719 -448 -668 -737: -106 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 22.9 0.6 94.5 75.6 98.7 99.1: 1.3 0.9
Old : 100.0: 3.7 22.9 0.6 94.5 75.6 98.7 99.1: 1.3 0.9
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 : 38: 4 9 1 14 15 19 24:
Old : 38: 4 9 1 14 15 19 24:
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 : 72.6 79.5 88.5 88.8 68.3 67.6 78.5 76.3
Old : 72.6 79.5 88.5 88.8 68.3 67.6 78.5 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 37,855: 5,711 251 88 31,569 37,178 37,368 37,517: 487 338
Old : 37,855: 5,711 251 88 31,569 37,178 37,368 37,517: 487 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -865: -797 -613 66 -98 -275 -829 -822: -36 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.7 0.2 83.4 98.2 98.7 99.1: 1.3 0.9
Old : 100.0: 15.1 0.7 0.2 83.4 98.2 98.7 99.1: 1.3 0.9
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 : 31: 10 5 1 10 9 20 15:
Old : 31: 10 5 1 10 9 20 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 : 76.6 95.4 92.5 98.3 76.2 93.5 91.8 96.1
Old : 76.6 95.4 92.5 98.3 76.2 93.5 91.8 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009