WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 430,896: 77,828 99,776 114,287 204,354 163,931 396,469 377,995: 34,427 52,901
Old : 351,340: 66,277 93,233 87,225 168,922 128,174 322,425 308,633: 28,915 42,707
Other: 79,556: 27,665 22,657 10,948 35,431 35,757 74,044 69,362: 5,513 10,195
: : :
: : Changes in Commitments from: September 22, 2009 :
: 8,556: 1,486 -3,229 -135 3,077 5,845 4,428 2,481: 4,128 6,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 23.2 26.5 47.4 38.0 92.0 87.7: 8.0 12.3
Old : 100.0: 18.9 26.5 24.8 48.1 36.5 91.8 87.8: 8.2 12.2
Other: 100.0: 34.8 28.5 13.8 44.5 44.9 93.1 87.2: 6.9 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 114 137 136 83 96 277 305:
Old : 369: 110 144 116 78 93 258 290:
Other: 175: 38 52 44 45 68 110 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 13.8 33.2 20.5 19.1 11.4 30.9 16.6
Old : 23.9 14.8 35.8 21.6 22.1 13.6 33.9 19.1
Other: 49.5 28.3 59.7 36.5 45.6 24.3 51.6 31.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,313,096: 229,160 123,234 386,647 578,353 547,763 1,194,159 1,057,644: 118,937 255,452
Old : 1,199,077: 215,028 128,707 350,878 522,154 491,556 1,088,060 971,141: 111,017 227,936
Other: 114,019: 32,828 13,224 17,072 56,199 56,207 106,099 86,504: 7,920 27,516
: : :
: : Changes in Commitments from: September 22, 2009 :
: -32,123: -4,245 -27,259 -17,300 -7,084 14,415 -28,630 -30,144: -3,493 -1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.4 29.4 44.0 41.7 90.9 80.5: 9.1 19.5
Old : 100.0: 17.9 10.7 29.3 43.5 41.0 90.7 81.0: 9.3 19.0
Other: 100.0: 28.8 11.6 15.0 49.3 49.3 93.1 75.9: 6.9 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 162 171 226 208 272 502 557:
Old : 658: 158 181 216 206 270 494 549:
Other: 317: 45 59 58 60 181 133 274:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 12.4 21.5 19.2 11.0 8.8 17.9 12.0
Old : 13.1 12.2 22.2 19.1 11.4 8.5 18.7 11.9
Other: 33.8 19.0 47.2 26.7 32.7 16.2 42.6 21.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 14,047: 2,230 1,471 1,052 8,846 9,666 12,128 12,189: 1,919 1,858
Old : 14,042: 2,231 1,471 1,051 8,845 9,665 12,127 12,187: 1,915 1,855
Other: 5: 0 1 0 1 1 1 2: 4 3
: : :
: : Changes in Commitments from: September 22, 2009 :
: -627: 636 -1,045 -66 -1,076 459 -505 -652: -122 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.5 7.5 63.0 68.8 86.3 86.8: 13.7 13.2
Old : 100.0: 15.9 10.5 7.5 63.0 68.8 86.4 86.8: 13.6 13.2
Other: 100.0: 0.0 20.0 0.0 20.0 20.0 20.0 40.0: 80.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 10 6 16 12 30 27:
Old : 43: 12 10 6 15 12 29 27:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 43.9 59.4 60.4 71.8 42.5 56.0 57.8 67.5
Old : 44.0 59.4 60.4 71.8 42.5 56.0 57.9 67.5
Other: 20.0 40.0 20.0 40.0 20.0 40.0 20.0 40.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 589,428: 86,798 52,891 192,233 264,447 252,529 543,478 497,653: 45,950 91,774
Old : 546,052: 83,137 55,111 170,938 248,719 234,175 502,794 460,223: 43,258 85,829
Other: 43,376: 16,615 10,734 8,342 15,728 18,354 40,684 37,430: 2,691 5,946
: : :
: : Changes in Commitments from: September 22, 2009 :
: -8,652: -3,434 -6,167 770 -4,405 -2,739 -7,069 -8,135: -1,583 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.0 32.6 44.9 42.8 92.2 84.4: 7.8 15.6
Old : 100.0: 15.2 10.1 31.3 45.5 42.9 92.1 84.3: 7.9 15.7
Other: 100.0: 38.3 24.7 19.2 36.3 42.3 93.8 86.3: 6.2 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 140 137 198 119 158 369 407:
Old : 465: 135 145 191 116 154 360 400:
Other: 198: 45 41 28 33 98 87 159:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 16.2 25.0 24.8 11.1 11.1 17.8 15.0
Old : 16.3 16.6 25.8 24.6 11.7 11.3 19.0 16.0
Other: 35.2 43.2 51.6 56.2 32.9 38.9 43.8 47.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,367: 19,298 3,415 464 11 3,489 19,773 7,368: 2,594 14,999
Old : 20,986: 18,168 3,396 464 11 3,146 18,643 7,006: 2,343 13,980
Other: 1,381: 1,130 19 0 0 343 1,130 362: 251 1,019
: : :
: : Changes in Commitments from: September 22, 2009 :
: -1,153: -778 330 246 2 -79 -530 497: -623 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 15.3 2.1 0.0 15.6 88.4 32.9: 11.6 67.1
Old : 100.0: 86.6 16.2 2.2 0.1 15.0 88.8 33.4: 11.2 66.6
Other: 100.0: 81.8 1.4 0.0 0.0 24.8 81.8 26.2: 18.2 73.8
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 15 9 8 2 8 19 23:
Old : 32: 15 9 8 2 8 19 23:
Other: 18: 9 2 0 0 7 9 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 : 59.8 13.9 78.3 22.6 58.9 13.9 77.4 22.5
Old : 60.3 14.7 78.5 22.9 59.4 14.7 77.6 22.5
Other: 75.0 22.2 81.5 26.1 75.0 22.2 81.5 26.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 250,762: 30,703 54,194 59,144 139,187 110,293 229,034 223,630: 21,727 27,131
Old : 240,293: 31,248 56,456 52,243 135,833 104,778 219,324 213,476: 20,969 26,816
Other: 10,469: 4,185 2,468 2,171 3,355 5,515 9,711 10,154: 758 315
: : :
: : Changes in Commitments from: September 22, 2009 :
: -4,314: -4,858 1,850 -37 842 -7,601 -4,053 -5,787: -261 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.6 23.6 55.5 44.0 91.3 89.2: 8.7 10.8
Old : 100.0: 13.0 23.5 21.7 56.5 43.6 91.3 88.8: 8.7 11.2
Other: 100.0: 40.0 23.6 20.7 32.0 52.7 92.8 97.0: 7.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 45 75 74 64 62 165 180:
Old : 222: 49 79 73 63 60 163 178:
Other: 41: 9 10 3 14 12 24 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 15.2 27.9 24.7 13.5 11.2 20.9 18.1
Old : 16.9 15.4 28.8 25.1 14.1 11.7 22.1 19.2
Other: 72.5 57.9 86.9 83.4 63.0 41.1 67.0 63.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 801,597: 73,349 140,258 26,177 566,039 506,362 665,566 672,797: 136,031 128,800
Old : 801,597: 73,349 140,258 26,177 566,039 506,362 665,566 672,797: 136,031 128,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -613: 17,883 1,930 -8,446 -284 10,728 9,153 4,212: -9,766 -4,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 17.5 3.3 70.6 63.2 83.0 83.9: 17.0 16.1
Old : 100.0: 9.2 17.5 3.3 70.6 63.2 83.0 83.9: 17.0 16.1
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 : 153: 29 30 32 68 75 115 119:
Old : 153: 29 30 32 68 75 115 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 28.6 32.7 36.5 18.4 28.1 28.0 35.7
Old : 20.4 28.6 32.7 36.5 18.4 28.1 28.0 35.7
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 170,629: 39,184 10,843 31,511 75,324 107,029 146,019 149,383: 24,610 21,245
Old : 161,061: 39,475 10,675 28,535 69,367 101,139 137,376 140,349: 23,685 20,712
Other: 9,568: 1,357 1,817 1,328 5,958 5,890 8,643 9,035: 925 533
: : :
: : Changes in Commitments from: September 22, 2009 :
: -7,264: 547 -1,042 513 -6,028 -5,976 -4,967 -6,505: -2,297 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 6.4 18.5 44.1 62.7 85.6 87.5: 14.4 12.5
Old : 100.0: 24.5 6.6 17.7 43.1 62.8 85.3 87.1: 14.7 12.9
Other: 100.0: 14.2 19.0 13.9 62.3 61.6 90.3 94.4: 9.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 57 27 55 58 58 147 119:
Old : 167: 61 27 55 58 58 147 119:
Other: 40: 4 6 6 26 9 35 18:
:----------------------------------------------------------------------------------------------------
: 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 34.9 29.9 50.9 16.4 27.4 23.5 38.1
Old : 17.3 34.3 28.9 49.8 15.3 27.9 22.8 38.0
Other: 49.5 66.0 65.6 85.3 48.8 59.9 61.5 72.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 11,889: 2,904 1,137 1,547 5,551 7,585 10,002 10,269: 1,886 1,620
Old : 11,818: 2,909 1,137 1,542 5,481 7,541 9,932 10,220: 1,885 1,598
Other: 71: 0 5 0 70 44 70 49: 1 22
: : :
: : Changes in Commitments from: September 22, 2009 :
: 424: -316 232 139 524 -188 347 183: 77 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 9.6 13.0 46.7 63.8 84.1 86.4: 15.9 13.6
Old : 100.0: 24.6 9.6 13.1 46.4 63.8 84.0 86.5: 16.0 13.5
Other: 100.0: 0.0 7.0 0.0 98.6 62.0 98.6 69.0: 1.4 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 21 4 13 21 17 46 34:
Old : 57: 21 4 13 21 17 46 34:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 44.7 46.5 59.9 34.1 43.8 46.4 57.9
Old : 33.7 45.0 46.2 59.9 33.7 44.1 46.1 57.9
Other: 98.6 69.0 98.6 69.0 98.6 69.0 98.6 69.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 833,788: 305,915 135,370 33,892 398,340 544,736 738,147 713,998: 95,641 119,790
Old : 833,788: 305,915 135,370 33,892 398,340 544,736 738,147 713,998: 95,641 119,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 19,961: -11,671 27,522 -9,518 37,916 2,410 16,727 20,414: 3,234 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 16.2 4.1 47.8 65.3 88.5 85.6: 11.5 14.4
Old : 100.0: 36.7 16.2 4.1 47.8 65.3 88.5 85.6: 11.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 35 53 31 71 102 125 167:
Old : 204: 35 53 31 71 102 125 167:
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 : 27.5 22.9 38.8 30.5 27.5 22.0 37.0 28.8
Old : 27.5 22.9 38.8 30.5 27.5 22.0 37.0 28.8
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,396,934: 141,324 181,646 129,615 839,387 754,179 1,110,326 1,065,439: 286,608 331,494
Old : 1,396,934: 141,324 181,646 129,615 839,387 754,179 1,110,326 1,065,439: 286,608 331,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -9,930: 27,723 -15,508 -20,077 -35,532 5,602 -27,886 -29,984: 17,955 20,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 13.0 9.3 60.1 54.0 79.5 76.3: 20.5 23.7
Old : 100.0: 10.1 13.0 9.3 60.1 54.0 79.5 76.3: 20.5 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 : 232: 41 41 56 115 121 184 190:
Old : 232: 41 41 56 115 121 184 190:
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 : 16.0 14.1 24.5 21.6 13.0 10.4 19.4 15.4
Old : 16.0 14.1 24.5 21.6 13.0 10.4 19.4 15.4
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 827,367: 97,994 72,387 26,333 499,608 532,515 623,934 631,235: 203,433 196,132
Old : 827,367: 97,994 72,387 26,333 499,608 532,515 623,934 631,235: 203,433 196,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -32,907: 7,508 -10,238 -2,220 -34,952 -16,464 -29,664 -28,922: -3,242 -3,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.7 3.2 60.4 64.4 75.4 76.3: 24.6 23.7
Old : 100.0: 11.8 8.7 3.2 60.4 64.4 75.4 76.3: 24.6 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 : 134: 22 23 20 66 73 98 106:
Old : 134: 22 23 20 66 73 98 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 17.6 34.9 29.5 17.1 16.0 27.1 26.2
Old : 23.7 17.6 34.9 29.5 17.1 16.0 27.1 26.2
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 797,814: 126,740 25,835 286,747 347,962 442,052 761,450 754,634: 36,364 43,179
Old : 797,814: 126,740 25,835 286,747 347,962 442,052 761,450 754,634: 36,364 43,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 31,528: -9,602 -1,809 15,353 27,275 16,770 33,026 30,314: -1,498 1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 3.2 35.9 43.6 55.4 95.4 94.6: 4.6 5.4
Old : 100.0: 15.9 3.2 35.9 43.6 55.4 95.4 94.6: 4.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 32 18 45 42 47 93 95:
Old : 107: 32 18 45 42 47 93 95:
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 : 26.7 25.7 48.0 44.0 14.4 13.6 19.6 19.0
Old : 26.7 25.7 48.0 44.0 14.4 13.6 19.6 19.0
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 74,347: 29,241 10,792 1,269 31,721 45,164 62,231 57,225: 12,117 17,122
Old : 74,347: 29,241 10,792 1,269 31,721 45,164 62,231 57,225: 12,117 17,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 7,227: 3,494 3,147 826 1,645 4,224 5,964 8,196: 1,262 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 14.5 1.7 42.7 60.7 83.7 77.0: 16.3 23.0
Old : 100.0: 39.3 14.5 1.7 42.7 60.7 83.7 77.0: 16.3 23.0
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 : 91: 32 13 9 30 27 64 47:
Old : 91: 32 13 9 30 27 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 39.1 39.1 52.7 27.8 38.0 39.1 50.5
Old : 27.8 39.1 39.1 52.7 27.8 38.0 39.1 50.5
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 10,168: 8,027 8,406 0 2,009 1,741 10,036 10,147: 132 21
Old : 10,168: 8,027 8,406 0 2,009 1,741 10,036 10,147: 132 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 82.7 0.0 19.8 17.1 98.7 99.8: 1.3 0.2
Old : 100.0: 78.9 82.7 0.0 19.8 17.1 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 6 0 2 3 11 9:
Old : 20: 9 6 0 2 3 11 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 : 81.8 98.0 96.1 99.5 81.8 98.0 96.1 99.5
Old : 81.8 98.0 96.1 99.5 81.8 98.0 96.1 99.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 18,009: 579 3,088 90 17,192 14,677 17,861 17,855: 148 154
Old : 18,009: 579 3,088 90 17,192 14,677 17,861 17,855: 148 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 298: 16 878 0 249 -571 265 307: 33 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 17.1 0.5 95.5 81.5 99.2 99.1: 0.8 0.9
Old : 100.0: 3.2 17.1 0.5 95.5 81.5 99.2 99.1: 0.8 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 : 43: 4 14 1 13 15 18 29:
Old : 43: 4 14 1 13 15 18 29:
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 : 80.5 75.3 91.4 88.0 49.1 46.9 59.1 56.7
Old : 80.5 75.3 91.4 88.0 49.1 46.9 59.1 56.7
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 31,022: 5,802 265 25 25,012 30,695 30,839 30,985: 183 37
Old : 31,022: 5,802 265 25 25,012 30,695 30,839 30,985: 183 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,732: 1,950 106 0 -251 1,619 1,699 1,725: 33 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 0.9 0.1 80.6 98.9 99.4 99.9: 0.6 0.1
Old : 100.0: 18.7 0.9 0.1 80.6 98.9 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 7 1 10 9 20 17:
Old : 34: 10 7 1 10 9 20 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 : 73.8 94.6 94.3 98.8 56.9 77.9 77.3 80.7
Old : 73.8 94.6 94.3 98.8 56.9 77.9 77.3 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009