WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 8, 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 : 345,217: 73,174 74,141 44,697 198,146 178,681 316,017 297,519: 29,200 47,698
Old : 221,284: 62,090 70,617 13,804 127,106 108,400 203,000 192,821: 18,284 28,463
Other: 123,933: 29,078 21,518 12,899 71,040 70,281 113,017 104,698: 10,916 19,235
: : :
: : Changes in Commitments from: December 1, 2009 :
: -5,758: -1,905 -2,631 -993 -2,478 -4,592 -5,376 -8,216: -382 2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 21.5 12.9 57.4 51.8 91.5 86.2: 8.5 13.8
Old : 100.0: 28.1 31.9 6.2 57.4 49.0 91.7 87.1: 8.3 12.9
Other: 100.0: 23.5 17.4 10.4 57.3 56.7 91.2 84.5: 8.8 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 95 134 87 62 94 226 254:
Old : 321: 87 130 45 45 81 164 224:
Other: 196: 51 54 39 40 79 112 153:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 24.0 42.3 32.0 24.7 21.3 41.3 29.0
Old : 34.5 24.7 49.4 33.7 34.5 24.7 49.4 33.2
Other: 41.8 30.3 55.2 40.9 40.1 25.9 48.1 32.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 8, 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 : 969,018: 280,424 85,658 95,082 492,893 552,876 868,399 733,616: 100,619 235,402
Old : 759,107: 220,894 94,157 58,046 393,343 433,563 672,283 585,766: 86,824 173,341
Other: 209,911: 84,410 16,381 12,156 99,550 119,313 196,116 147,850: 13,795 62,061
: : :
: : Changes in Commitments from: December 1, 2009 :
: -7,183: -14,508 20,682 -684 12,582 -18,628 -2,610 1,370: -4,573 -8,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 8.8 9.8 50.9 57.1 89.6 75.7: 10.4 24.3
Old : 100.0: 29.1 12.4 7.6 51.8 57.1 88.6 77.2: 11.4 22.8
Other: 100.0: 40.2 7.8 5.8 47.4 56.8 93.4 70.4: 6.6 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 650: 165 130 162 158 274 420 504:
Old : 635: 158 142 135 150 260 390 472:
Other: 401: 76 63 28 59 229 151 309:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 15.7 27.5 21.8 16.1 15.3 26.4 21.5
Old : 19.5 16.2 30.4 22.4 19.4 15.8 30.2 22.0
Other: 32.6 17.0 46.8 24.0 32.4 15.7 46.3 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 8, 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 : 12,093: 2,362 406 142 6,701 9,648 9,205 10,196: 2,888 1,897
Old : 11,000: 2,230 406 89 5,826 8,750 8,145 9,245: 2,855 1,755
Other: 1,093: 132 0 53 875 898 1,060 951: 33 142
: : :
: : Changes in Commitments from: December 1, 2009 :
: 244: -457 406 -470 825 -600 -102 -664: 346 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.4 1.2 55.4 79.8 76.1 84.3: 23.9 15.7
Old : 100.0: 20.3 3.7 0.8 53.0 79.5 74.0 84.0: 26.0 16.0
Other: 100.0: 12.1 0.0 4.8 80.1 82.2 97.0 87.0: 3.0 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 3 1 12 9 21 13:
Old : 29: 9 3 1 11 8 20 12:
Other: 13: 2 0 1 6 6 8 7:
:----------------------------------------------------------------------------------------------------
: 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 : 39.9 68.0 58.4 80.0 38.1 60.8 52.8 69.7
Old : 41.8 70.1 58.0 82.2 41.0 66.3 57.1 78.3
Other: 95.6 78.1 97.0 87.0 90.8 77.4 91.4 81.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 8, 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 : 482,172: 151,235 34,318 62,372 210,643 294,042 424,250 390,732: 57,922 91,440
Old : 411,252: 131,453 32,740 44,676 183,253 264,329 359,382 341,745: 51,870 69,507
Other: 70,920: 31,530 13,326 5,948 27,390 29,713 64,868 48,987: 6,052 21,933
: : :
: : Changes in Commitments from: December 1, 2009 :
: 3,186: 5,503 4,878 -2,299 103 -4,681 3,307 -2,102: -121 5,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.1 12.9 43.7 61.0 88.0 81.0: 12.0 19.0
Old : 100.0: 32.0 8.0 10.9 44.6 64.3 87.4 83.1: 12.6 16.9
Other: 100.0: 44.5 18.8 8.4 38.6 41.9 91.5 69.1: 8.5 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 170 89 122 100 166 347 325:
Old : 458: 173 88 107 97 159 333 310:
Other: 235: 39 58 14 32 119 79 186:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 24.2 24.5 33.5 14.0 22.0 22.6 30.0
Old : 16.7 26.8 26.5 36.9 16.5 24.3 25.5 33.9
Other: 42.0 21.1 58.1 30.3 42.0 19.3 55.3 26.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,876: 15,634 2,475 485 0 2,037 16,119 4,997: 2,757 13,879
Old : 12,601: 9,703 2,620 292 0 1,118 9,995 4,030: 2,606 8,571
Other: 6,275: 6,116 40 8 0 919 6,124 967: 151 5,308
: : :
: : Changes in Commitments from: December 1, 2009 :
: -513: -120 490 1 0 -179 -119 312: -394 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 13.1 2.6 0.0 10.8 85.4 26.5: 14.6 73.5
Old : 100.0: 77.0 20.8 2.3 0.0 8.9 79.3 32.0: 20.7 68.0
Other: 100.0: 97.5 0.6 0.1 0.0 14.6 97.6 15.4: 2.4 84.6
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 17 5 12 0 5 18 21:
Old : 27: 17 5 11 0 5 17 21:
Other: 21: 15 1 3 0 5 15 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 : 49.0 16.2 67.2 22.7 47.9 15.2 65.9 21.7
Old : 47.7 21.8 65.3 29.1 46.2 21.8 63.6 29.1
Other: 57.2 14.0 81.5 15.4 57.1 14.0 81.4 15.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 8, 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 : 235,580: 61,008 22,061 39,838 98,509 153,538 199,355 215,437: 36,225 20,143
Old : 221,292: 60,590 25,540 32,404 93,845 143,992 186,839 201,936: 34,453 19,356
Other: 14,288: 6,719 2,822 1,133 4,664 9,546 12,516 13,501: 1,772 787
: : :
: : Changes in Commitments from: December 1, 2009 :
: -22,866: -1,447 -1,450 -10,283 -11,666 -10,329 -23,396 -22,062: 530 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.4 16.9 41.8 65.2 84.6 91.4: 15.4 8.6
Old : 100.0: 27.4 11.5 14.6 42.4 65.1 84.4 91.3: 15.6 8.7
Other: 100.0: 47.0 19.8 7.9 32.6 66.8 87.6 94.5: 12.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 75 47 62 53 54 174 136:
Old : 214: 76 51 60 53 52 173 133:
Other: 45: 10 9 6 16 17 27 31:
:----------------------------------------------------------------------------------------------------
: 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 27.0 27.6 38.7 16.2 24.9 22.9 36.3
Old : 19.2 26.7 28.7 38.6 17.3 25.7 24.9 37.4
Other: 62.7 47.4 80.8 73.2 61.1 46.0 73.8 69.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 8, 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 : 728,573: 60,161 145,739 13,057 522,207 448,759 595,425 607,555: 133,148 121,018
Old : 728,573: 60,161 145,739 13,057 522,207 448,759 595,425 607,555: 133,148 121,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -83,378: -23,083 -14,999 -6,361 -44,975 -53,098 -74,419 -74,458: -8,959 -8,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 20.0 1.8 71.7 61.6 81.7 83.4: 18.3 16.6
Old : 100.0: 8.3 20.0 1.8 71.7 61.6 81.7 83.4: 18.3 16.6
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 : 160: 24 34 11 76 76 108 113:
Old : 160: 24 34 11 76 76 108 113:
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 : 17.5 24.7 29.0 33.4 15.1 22.4 25.7 30.4
Old : 17.5 24.7 29.0 33.4 15.1 22.4 25.7 30.4
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, December 8, 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 : 162,553: 55,155 22,119 11,724 61,494 109,332 128,373 143,175: 34,180 19,378
Old : 148,646: 53,899 19,459 8,755 53,792 102,281 116,446 130,495: 32,200 18,151
Other: 13,907: 2,924 4,328 1,301 7,702 7,051 11,927 12,680: 1,980 1,227
: : :
: : Changes in Commitments from: December 1, 2009 :
: -4,115: -1,229 3,410 -2,311 495 -4,691 -3,045 -3,592: -1,070 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 13.6 7.2 37.8 67.3 79.0 88.1: 21.0 11.9
Old : 100.0: 36.3 13.1 5.9 36.2 68.8 78.3 87.8: 21.7 12.2
Other: 100.0: 21.0 31.1 9.4 55.4 50.7 85.8 91.2: 14.2 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 59 35 32 51 47 131 98:
Old : 160: 60 37 31 51 47 130 98:
Other: 45: 6 11 4 22 11 31 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 : 16.6 41.0 24.5 52.9 16.0 36.6 23.4 46.6
Old : 15.8 41.3 24.4 53.5 15.5 38.0 23.3 48.0
Other: 48.0 50.5 61.0 77.5 48.0 46.7 60.6 68.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 8, 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 : 16,749: 6,521 218 516 4,670 14,820 11,707 15,554: 5,042 1,195
Old : 15,838: 6,321 217 480 4,252 14,078 11,053 14,775: 4,785 1,063
Other: 911: 200 1 36 418 742 654 779: 257 132
: : :
: : Changes in Commitments from: December 1, 2009 :
: -37: -82 -67 -315 49 275 -348 -107: 311 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 1.3 3.1 27.9 88.5 69.9 92.9: 30.1 7.1
Old : 100.0: 39.9 1.4 3.0 26.8 88.9 69.8 93.3: 30.2 6.7
Other: 100.0: 22.0 0.1 4.0 45.9 81.4 71.8 85.5: 28.2 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 33 3 6 25 20 61 28:
Old : 74: 33 3 6 23 17 59 25:
Other: 19: 3 1 1 5 10 9 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 67.4 33.9 80.8 23.9 67.2 33.8 80.6
Old : 22.5 69.3 33.1 81.8 22.5 69.3 33.0 81.8
Other: 61.9 61.7 71.7 82.5 61.9 61.7 67.8 80.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 8, 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 : 939,952: 371,694 166,803 15,339 470,083 638,332 857,116 820,474: 82,836 119,478
Old : 939,952: 371,694 166,803 15,339 470,083 638,332 857,116 820,474: 82,836 119,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -49,123: 8,129 17,118 -20,687 -32,914 -41,442 -45,472 -45,011: -3,651 -4,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 17.7 1.6 50.0 67.9 91.2 87.3: 8.8 12.7
Old : 100.0: 39.5 17.7 1.6 50.0 67.9 91.2 87.3: 8.8 12.7
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 : 233: 37 61 23 74 112 124 183:
Old : 233: 37 61 23 74 112 124 183:
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 : 39.7 22.1 51.2 28.2 38.8 21.0 49.9 26.9
Old : 39.7 22.1 51.2 28.2 38.8 21.0 49.9 26.9
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 8, 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 : 1,229,982: 194,890 203,561 34,300 727,739 700,573 956,929 938,434: 273,053 291,548
Old : 1,229,982: 194,890 203,561 34,300 727,739 700,573 956,929 938,434: 273,053 291,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -128,569: -7,008 -7,649 -32,447 -67,002 -78,803 -106,457 -118,899: -22,112 -9,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.5 2.8 59.2 57.0 77.8 76.3: 22.2 23.7
Old : 100.0: 15.8 16.5 2.8 59.2 57.0 77.8 76.3: 22.2 23.7
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 : 218: 37 41 25 98 103 146 158:
Old : 218: 37 41 25 98 103 146 158:
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 : 22.3 21.0 30.9 32.5 18.1 17.7 25.0 24.6
Old : 22.3 21.0 30.9 32.5 18.1 17.7 25.0 24.6
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 8, 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 : 856,245: 137,493 99,367 27,414 481,277 515,830 646,184 642,611: 210,061 213,634
Old : 856,245: 137,493 99,367 27,414 481,277 515,830 646,184 642,611: 210,061 213,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -48,939: 19,724 5,745 -23,600 -33,110 -10,992 -36,986 -28,847: -11,953 -20,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.6 3.2 56.2 60.2 75.5 75.0: 24.5 25.0
Old : 100.0: 16.1 11.6 3.2 56.2 60.2 75.5 75.0: 24.5 25.0
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 : 144: 19 26 11 68 80 94 110:
Old : 144: 19 26 11 68 80 94 110:
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 : 17.8 15.5 27.9 24.8 12.1 11.0 19.6 18.4
Old : 17.8 15.5 27.9 24.8 12.1 11.0 19.6 18.4
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, December 8, 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 : 497,967: 66,364 53,946 63,054 335,995 345,620 465,413 462,620: 32,554 35,347
Old : 497,967: 66,364 53,946 63,054 335,995 345,620 465,413 462,620: 32,554 35,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -58,687: -17,337 2,654 977 -29,811 -53,947 -46,171 -50,316: -12,516 -8,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.8 12.7 67.5 69.4 93.5 92.9: 6.5 7.1
Old : 100.0: 13.3 10.8 12.7 67.5 69.4 93.5 92.9: 6.5 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 : 109: 19 27 34 41 54 78 103:
Old : 109: 19 27 34 41 54 78 103:
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 : 39.6 32.9 54.5 43.0 26.4 16.2 33.0 23.5
Old : 39.6 32.9 54.5 43.0 26.4 16.2 33.0 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 8, 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 : 15,660: 3,485 2,873 14 8,691 9,206 12,190 12,093: 3,470 3,567
Old : 15,660: 3,485 2,873 14 8,691 9,206 12,190 12,093: 3,470 3,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 63: -26 19 10 0 -2 -16 27: 79 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 18.3 0.1 55.5 58.8 77.8 77.2: 22.2 22.8
Old : 100.0: 22.3 18.3 0.1 55.5 58.8 77.8 77.2: 22.2 22.8
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 : 23: 4 7 1 4 8 8 16:
Old : 23: 4 7 1 4 8 8 16:
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 : 63.5 48.0 77.8 64.1 63.5 48.0 77.8 64.1
Old : 63.5 48.0 77.8 64.1 63.5 48.0 77.8 64.1
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 8, 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 : 66,895: 32,327 15,481 566 23,011 40,230 55,904 56,277: 10,991 10,618
Old : 66,895: 32,327 15,481 566 23,011 40,230 55,904 56,277: 10,991 10,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,915: -6,068 1,393 191 4,714 -2,942 -1,163 -1,358: -752 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 23.1 0.8 34.4 60.1 83.6 84.1: 16.4 15.9
Old : 100.0: 48.3 23.1 0.8 34.4 60.1 83.6 84.1: 16.4 15.9
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 : 102: 34 21 6 30 27 67 51:
Old : 102: 34 21 6 30 27 67 51:
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 33.8 31.5 49.6 18.5 32.2 31.5 47.9
Old : 18.5 33.8 31.5 49.6 18.5 32.2 31.5 47.9
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 8, 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 : 12,434: 9,605 9,537 0 1,658 2,893 11,263 12,430: 1,171 4
Old : 12,434: 9,605 9,537 0 1,658 2,893 11,263 12,430: 1,171 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -22: 282 14 0 -324 -40 -42 -26: 20 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 76.7 0.0 13.3 23.3 90.6 100.0: 9.4 0.0
Old : 100.0: 77.2 76.7 0.0 13.3 23.3 90.6 100.0: 9.4 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: 12 6 0 1 3 13 9:
Old : 22: 12 6 0 1 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 : 77.2 93.7 87.8 99.5 77.2 93.7 87.8 99.5
Old : 77.2 93.7 87.8 99.5 77.2 93.7 87.8 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, December 8, 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 : 16,639: 720 3,834 95 15,600 12,584 16,415 16,513: 224 126
Old : 16,639: 720 3,834 95 15,600 12,584 16,415 16,513: 224 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 625: 135 164 0 472 481 607 645: 18 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 23.0 0.6 93.8 75.6 98.7 99.2: 1.3 0.8
Old : 100.0: 4.3 23.0 0.6 93.8 75.6 98.7 99.2: 1.3 0.8
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 : 38: 3 11 1 15 14 19 25:
Old : 38: 3 11 1 15 14 19 25:
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 : 67.9 77.1 90.2 87.9 64.4 65.6 75.0 73.4
Old : 67.9 77.1 90.2 87.9 64.4 65.6 75.0 73.4
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, December 8, 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 : 38,228: 3,924 819 270 33,567 36,839 37,761 37,928: 467 300
Old : 38,228: 3,924 819 270 33,567 36,839 37,761 37,928: 467 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 373: -1,787 568 182 1,998 -339 393 411: -20 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 0.7 87.8 96.4 98.8 99.2: 1.2 0.8
Old : 100.0: 10.3 2.1 0.7 87.8 96.4 98.8 99.2: 1.2 0.8
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 : 31: 9 5 2 10 10 19 17:
Old : 31: 9 5 2 10 10 19 17:
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 : 83.5 92.7 95.4 97.3 82.2 92.1 93.7 96.1
Old : 83.5 92.7 95.4 97.3 82.2 92.1 93.7 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009