WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 22, 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 : 359,029: 68,953 93,749 51,851 212,188 166,293 332,992 311,893: 26,037 47,136
Old : 226,593: 58,180 92,526 15,811 135,834 88,606 209,825 196,943: 16,768 29,650
Other: 132,436: 31,960 22,410 14,853 76,354 77,687 123,167 114,950: 9,269 17,486
: : :
: : Changes in Commitments from: December 15, 2009 :
: 3,307: -3,633 14,051 3,212 6,904 -10,951 6,483 6,312: -3,176 -3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.1 14.4 59.1 46.3 92.7 86.9: 7.3 13.1
Old : 100.0: 25.7 40.8 7.0 59.9 39.1 92.6 86.9: 7.4 13.1
Other: 100.0: 24.1 16.9 11.2 57.7 58.7 93.0 86.8: 7.0 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 93 136 95 68 94 229 271:
Old : 333: 86 137 47 52 79 169 235:
Other: 206: 51 59 43 43 81 117 164:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 18.8 42.2 26.3 23.4 16.9 39.5 23.6
Old : 34.4 17.7 49.2 26.0 34.4 17.7 49.2 25.7
Other: 39.4 28.2 53.1 38.8 36.2 24.4 45.1 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 22, 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 : 963,483: 284,250 69,408 83,057 500,549 580,849 867,856 733,314: 95,627 230,169
Old : 737,725: 222,099 81,122 41,955 393,334 449,475 657,388 572,552: 80,337 165,173
Other: 225,758: 90,369 16,504 12,884 107,215 131,374 210,468 160,762: 15,290 64,996
: : :
: : Changes in Commitments from: December 15, 2009 :
: 9,475: -980 -2,861 892 9,749 12,256 9,661 10,287: -186 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.2 8.6 52.0 60.3 90.1 76.1: 9.9 23.9
Old : 100.0: 30.1 11.0 5.7 53.3 60.9 89.1 77.6: 10.9 22.4
Other: 100.0: 40.0 7.3 5.7 47.5 58.2 93.2 71.2: 6.8 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 159 116 140 170 274 402 480:
Old : 605: 148 129 115 159 258 371 447:
Other: 399: 81 58 30 56 230 151 309:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 16.7 27.2 22.5 15.6 16.4 25.6 22.1
Old : 19.3 17.2 30.4 23.0 19.2 16.9 30.1 22.5
Other: 31.0 18.1 45.7 26.0 30.8 17.0 45.1 24.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 22, 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 : 11,985: 2,489 1,141 211 7,285 9,444 9,985 10,796: 2,000 1,189
Old : 10,348: 2,438 1,141 71 5,872 8,040 8,381 9,252: 1,967 1,096
Other: 1,637: 111 60 80 1,413 1,404 1,604 1,544: 33 93
: : :
: : Changes in Commitments from: December 15, 2009 :
: -101: 204 271 -15 -60 -303 129 -47: -230 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.5 1.8 60.8 78.8 83.3 90.1: 16.7 9.9
Old : 100.0: 23.6 11.0 0.7 56.7 77.7 81.0 89.4: 19.0 10.6
Other: 100.0: 6.8 3.7 4.9 86.3 85.8 98.0 94.3: 2.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 6 2 12 11 23 19:
Old : 35: 11 6 1 11 9 22 16:
Other: 15: 2 1 1 6 8 8 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 : 39.5 65.8 61.2 79.3 36.3 57.6 52.1 67.4
Old : 42.1 67.8 60.6 82.3 41.4 62.3 59.9 76.8
Other: 96.8 71.4 98.0 91.6 87.3 71.4 87.9 84.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 22, 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 : 457,655: 126,422 35,303 67,980 214,761 264,433 409,163 367,716: 48,492 89,939
Old : 383,993: 108,293 33,412 51,469 182,490 233,294 342,252 318,175: 41,741 65,818
Other: 73,662: 31,135 14,897 3,505 32,271 31,139 66,911 49,541: 6,751 24,121
: : :
: : Changes in Commitments from: December 15, 2009 :
: -29,583: -27,778 570 4,879 305 -31,520 -22,594 -26,071: -6,989 -3,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.7 14.9 46.9 57.8 89.4 80.3: 10.6 19.7
Old : 100.0: 28.2 8.7 13.4 47.5 60.8 89.1 82.9: 10.9 17.1
Other: 100.0: 42.3 20.2 4.8 43.8 42.3 90.8 67.3: 9.2 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 150 85 130 106 157 334 324:
Old : 430: 153 90 114 104 149 320 308:
Other: 231: 39 62 12 36 111 82 180:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 21.1 25.6 30.1 14.2 19.6 23.3 25.8
Old : 17.8 23.8 28.7 33.1 17.7 21.7 27.8 29.0
Other: 41.6 18.9 56.4 27.7 41.6 18.7 56.4 27.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,388: 11,579 1,525 341 0 1,300 11,920 3,166: 2,468 11,222
Old : 7,715: 5,309 1,670 174 0 368 5,483 2,212: 2,232 5,503
Other: 6,673: 6,420 5 17 0 932 6,437 954: 236 5,719
: : :
: : Changes in Commitments from: December 15, 2009 :
: -2,762: -2,052 -880 7 0 -854 -2,045 -1,727: -717 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 10.6 2.4 0.0 9.0 82.8 22.0: 17.2 78.0
Old : 100.0: 68.8 21.6 2.3 0.0 4.8 71.1 28.7: 28.9 71.3
Other: 100.0: 96.2 0.1 0.3 0.0 14.0 96.5 14.3: 3.5 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 15 3 10 0 4 16 16:
Old : 21: 13 3 7 0 4 14 14:
Other: 18: 13 1 4 0 4 14 8:
:----------------------------------------------------------------------------------------------------
: 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 : 46.4 15.9 65.2 21.4 45.7 14.9 64.0 19.6
Old : 44.4 23.8 60.7 27.8 43.1 23.8 59.2 26.4
Other: 57.3 14.0 82.0 14.3 57.2 14.0 82.0 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 22, 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 : 218,115: 44,122 20,579 44,008 102,083 133,378 190,213 197,965: 27,902 20,150
Old : 201,817: 41,379 24,588 35,550 98,732 122,317 175,661 182,455: 26,156 19,362
Other: 16,298: 9,879 3,127 1,322 3,351 11,061 14,552 15,510: 1,746 788
: : :
: : Changes in Commitments from: December 15, 2009 :
: -11,722: -13,875 -1,146 -233 6,773 -11,523 -7,335 -12,902: -4,387 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.4 20.2 46.8 61.2 87.2 90.8: 12.8 9.2
Old : 100.0: 20.5 12.2 17.6 48.9 60.6 87.0 90.4: 13.0 9.6
Other: 100.0: 60.6 19.2 8.1 20.6 67.9 89.3 95.2: 10.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 61 50 78 57 53 174 160:
Old : 217: 65 52 76 55 51 170 157:
Other: 45: 9 9 6 14 19 25 32:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 24.2 29.7 35.4 17.4 21.1 24.5 30.2
Old : 19.5 23.4 30.5 35.5 19.0 22.1 26.0 33.0
Other: 66.8 46.7 82.9 70.9 60.8 45.6 76.0 68.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 22, 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 : 680,977: 61,035 152,676 4,102 501,756 391,104 566,893 547,882: 114,084 133,095
Old : 680,977: 61,035 152,676 4,102 501,756 391,104 566,893 547,882: 114,084 133,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -16,232: 5,179 -3,525 -557 -7,169 -26,563 -2,547 -30,645: -13,685 14,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 22.4 0.6 73.7 57.4 83.2 80.5: 16.8 19.5
Old : 100.0: 9.0 22.4 0.6 73.7 57.4 83.2 80.5: 16.8 19.5
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 : 158: 30 31 6 69 73 103 106:
Old : 158: 30 31 6 69 73 103 106:
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 : 22.6 21.4 34.9 29.7 18.3 21.2 29.5 29.4
Old : 22.6 21.4 34.9 29.7 18.3 21.2 29.5 29.4
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, December 22, 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 : 7,420: 166 80 153 6,764 6,891 7,083 7,124: 337 296
Old : 7,420: 166 80 153 6,764 6,891 7,083 7,124: 337 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 406: 91 -33 -32 281 377 340 312: 66 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.1 2.1 91.2 92.9 95.5 96.0: 4.5 4.0
Old : 100.0: 2.2 1.1 2.1 91.2 92.9 95.5 96.0: 4.5 4.0
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 : 20: 1 2 2 14 17 16 20:
Old : 20: 1 2 2 14 17 16 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 : 67.7 69.3 83.9 84.3 27.8 29.9 33.8 33.4
Old : 67.7 69.3 83.9 84.3 27.8 29.9 33.8 33.4
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 22, 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 : 167,371: 49,386 24,670 15,352 68,214 103,940 132,952 143,962: 34,419 23,409
Old : 150,880: 46,811 21,976 12,336 59,433 94,197 118,580 128,509: 32,300 22,371
Other: 16,491: 3,789 3,908 1,802 8,781 9,743 14,372 15,453: 2,119 1,038
: : :
: : Changes in Commitments from: December 15, 2009 :
: -6,991: -9,799 332 556 5,295 -9,729 -3,948 -8,841: -3,043 1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 14.7 9.2 40.8 62.1 79.4 86.0: 20.6 14.0
Old : 100.0: 31.0 14.6 8.2 39.4 62.4 78.6 85.2: 21.4 14.8
Other: 100.0: 23.0 23.7 10.9 53.2 59.1 87.2 93.7: 12.8 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 58 30 32 50 48 128 97:
Old : 155: 60 30 30 50 48 125 97:
Other: 49: 8 11 7 21 13 35 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 : 16.1 34.7 25.8 48.1 15.7 26.7 22.6 35.9
Old : 15.6 33.6 25.4 47.1 15.2 27.0 22.5 36.4
Other: 46.9 54.4 61.1 79.2 46.4 50.7 59.0 68.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 22, 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 : 16,345: 6,230 237 609 5,272 14,357 12,111 15,203: 4,234 1,142
Old : 15,132: 6,028 199 522 4,586 13,428 11,136 14,149: 3,996 983
Other: 1,213: 202 38 87 686 929 975 1,054: 238 159
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,346: -716 64 -417 558 -1,108 -575 -1,461: -771 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 1.4 3.7 32.3 87.8 74.1 93.0: 25.9 7.0
Old : 100.0: 39.8 1.3 3.4 30.3 88.7 73.6 93.5: 26.4 6.5
Other: 100.0: 16.7 3.1 7.2 56.6 76.6 80.4 86.9: 19.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 36 3 9 21 21 60 32:
Old : 77: 36 3 9 19 18 58 29:
Other: 21: 3 1 2 4 12 8 15:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 68.6 36.1 81.3 25.7 68.3 36.0 81.0
Old : 23.0 71.4 34.2 82.9 23.0 71.3 34.2 82.9
Other: 72.6 59.3 80.4 79.0 70.6 59.3 73.2 75.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 22, 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 : 886,037: 334,292 138,885 9,222 460,380 614,998 803,894 763,105: 82,143 122,932
Old : 886,037: 334,292 138,885 9,222 460,380 614,998 803,894 763,105: 82,143 122,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -22,477: 535 -16,104 -3,906 -12,107 -2,785 -15,478 -22,795: -6,999 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 15.7 1.0 52.0 69.4 90.7 86.1: 9.3 13.9
Old : 100.0: 37.7 15.7 1.0 52.0 69.4 90.7 86.1: 9.3 13.9
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 : 217: 35 54 19 67 106 112 169:
Old : 217: 35 54 19 67 106 112 169:
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 : 40.4 24.3 50.8 30.8 40.2 22.3 49.6 28.6
Old : 40.4 24.3 50.8 30.8 40.2 22.3 49.6 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 22, 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 : 1,171,610: 162,320 247,290 24,340 739,597 631,781 926,257 903,411: 245,353 268,199
Old : 1,171,610: 162,320 247,290 24,340 739,597 631,781 926,257 903,411: 245,353 268,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -6,814: -5,855 26,334 -4,828 26,701 -23,905 16,018 -2,399: -22,832 -4,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 21.1 2.1 63.1 53.9 79.1 77.1: 20.9 22.9
Old : 100.0: 13.9 21.1 2.1 63.1 53.9 79.1 77.1: 20.9 22.9
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 : 229: 42 44 22 102 99 156 153:
Old : 229: 42 44 22 102 99 156 153:
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 : 18.8 24.2 28.7 35.5 14.9 19.6 22.0 24.9
Old : 18.8 24.2 28.7 35.5 14.9 19.6 22.0 24.9
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 22, 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 : 815,064: 131,878 72,476 5,867 501,885 532,645 639,630 610,988: 175,434 204,076
Old : 815,064: 131,878 72,476 5,867 501,885 532,645 639,630 610,988: 175,434 204,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -14,251: -161 -22,102 -3 10,316 10,110 10,152 -11,995: -24,403 -2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.9 0.7 61.6 65.4 78.5 75.0: 21.5 25.0
Old : 100.0: 16.2 8.9 0.7 61.6 65.4 78.5 75.0: 21.5 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 : 137: 20 23 6 64 73 87 99:
Old : 137: 20 23 6 64 73 87 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 23.4 31.0 35.1 13.1 19.1 21.9 26.5
Old : 21.3 23.4 31.0 35.1 13.1 19.1 21.9 26.5
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 22, 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 : 537,056: 83,818 51,393 56,505 365,758 391,277 506,081 499,175: 30,975 37,881
Old : 537,056: 83,818 51,393 56,505 365,758 391,277 506,081 499,175: 30,975 37,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -3,167: 1,417 -3,001 -5,307 2,331 4,283 -1,559 -4,025: -1,608 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.6 10.5 68.1 72.9 94.2 92.9: 5.8 7.1
Old : 100.0: 15.6 9.6 10.5 68.1 72.9 94.2 92.9: 5.8 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 : 118: 27 24 32 44 58 85 106:
Old : 118: 27 24 32 44 58 85 106:
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 : 36.9 31.1 53.4 43.1 26.2 14.5 32.3 22.2
Old : 36.9 31.1 53.4 43.1 26.2 14.5 32.3 22.2
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 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 62,070: 25,908 8,481 680 24,402 43,852 50,990 53,013: 11,080 9,057
Old : 62,070: 25,908 8,481 680 24,402 43,852 50,990 53,013: 11,080 9,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -24,903: -3,505 -5,270 -1,953 -14,835 -12,101 -20,293 -19,324: -4,610 -5,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 13.7 1.1 39.3 70.6 82.1 85.4: 17.9 14.6
Old : 100.0: 41.7 13.7 1.1 39.3 70.6 82.1 85.4: 17.9 14.6
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 : 84: 26 17 2 24 24 51 42:
Old : 84: 26 17 2 24 24 51 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 39.6 31.9 57.8 19.0 39.6 31.2 56.5
Old : 19.2 39.6 31.9 57.8 19.0 39.6 31.2 56.5
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 22, 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 : 12,869: 9,935 12,052 0 1,568 715 11,503 12,767: 1,366 102
Old : 12,869: 9,935 12,052 0 1,568 715 11,503 12,767: 1,366 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -2,275: 52 2,273 -2,327 -90 -2,214 -2,365 -2,268: 90 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 93.7 0.0 12.2 5.6 89.4 99.2: 10.6 0.8
Old : 100.0: 77.2 93.7 0.0 12.2 5.6 89.4 99.2: 10.6 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 : 20: 11 5 0 1 3 12 8:
Old : 20: 11 5 0 1 3 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 97.3 86.1 99.2 75.0 97.3 86.1 99.2
Old : 75.0 97.3 86.1 99.2 75.0 97.3 86.1 99.2
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 22, 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 : 8,963: 145 2,127 175 7,913 5,896 8,233 8,198: 730 765
Old : 8,963: 145 2,127 175 7,913 5,896 8,233 8,198: 730 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -312: -221 -424 80 -695 -628 -836 -972: 524 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 23.7 2.0 88.3 65.8 91.9 91.5: 8.1 8.5
Old : 100.0: 1.6 23.7 2.0 88.3 65.8 91.9 91.5: 8.1 8.5
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 : 34: 2 9 2 13 12 17 21:
Old : 34: 2 9 2 13 12 17 21:
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 : 65.4 56.7 82.2 75.5 65.4 55.8 76.3 71.9
Old : 65.4 56.7 82.2 75.5 65.4 55.8 76.3 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 22, 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 : 14,004: 3,075 1,052 0 10,539 12,641 13,614 13,693: 390 311
Old : 14,004: 3,075 1,052 0 10,539 12,641 13,614 13,693: 390 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -286: -478 929 0 -37 -1,481 -515 -552: 229 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 7.5 0.0 75.3 90.3 97.2 97.8: 2.8 2.2
Old : 100.0: 22.0 7.5 0.0 75.3 90.3 97.2 97.8: 2.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 4 0 8 10 15 14:
Old : 28: 7 4 0 8 10 15 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 : 70.9 77.7 93.3 93.0 70.9 76.3 91.9 90.4
Old : 70.9 77.7 93.3 93.0 70.9 76.3 91.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009