WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 437,564: 79,031 89,877 121,721 200,806 176,566 401,558 388,164: 36,006 49,400
Old : 353,916: 68,528 85,423 93,572 162,366 136,834 324,466 315,828: 29,450 38,087
Other: 83,648: 27,585 21,535 11,068 38,440 39,733 77,092 72,336: 6,556 11,313
: : :
: : Changes in Commitments from: October 6, 2009 :
: 7,397: -1,440 -13,571 9,901 -3,158 10,962 5,303 7,292: 2,094 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.5 27.8 45.9 40.4 91.8 88.7: 8.2 11.3
Old : 100.0: 19.4 24.1 26.4 45.9 38.7 91.7 89.2: 8.3 10.8
Other: 100.0: 33.0 25.7 13.2 46.0 47.5 92.2 86.5: 7.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 105 147 128 85 97 273 295:
Old : 359: 108 143 109 80 92 253 280:
Other: 182: 31 63 46 43 73 107 153:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 14.1 32.2 21.1 18.5 12.1 30.4 17.5
Old : 22.7 14.7 34.4 22.1 21.2 14.0 32.6 20.0
Other: 48.1 23.5 57.7 33.4 42.9 19.9 50.0 27.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,411,074: 256,317 83,856 436,192 588,543 612,166 1,281,052 1,132,214: 130,022 278,860
Old : 1,275,624: 227,588 84,708 402,747 525,278 546,264 1,155,614 1,033,719: 120,010 241,905
Other: 135,450: 42,875 13,295 19,298 63,265 65,903 125,438 98,495: 10,012 36,955
: : :
: : Changes in Commitments from: October 6, 2009 :
: 33,104: 9,044 -23,449 21,786 -920 23,902 29,909 22,239: 3,195 10,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.9 30.9 41.7 43.4 90.8 80.2: 9.2 19.8
Old : 100.0: 17.8 6.6 31.6 41.2 42.8 90.6 81.0: 9.4 19.0
Other: 100.0: 31.7 9.8 14.2 46.7 48.7 92.6 72.7: 7.4 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 670: 173 162 222 219 284 523 555:
Old : 668: 166 173 215 217 282 517 548:
Other: 338: 59 51 52 67 197 146 282:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 13.3 20.5 19.9 10.6 10.8 17.0 14.1
Old : 12.6 13.2 21.1 19.8 11.0 10.6 17.7 13.9
Other: 29.7 19.5 44.5 26.6 29.3 17.1 40.8 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 14,289: 1,949 612 1,595 8,444 10,080 11,988 12,287: 2,301 2,002
Old : 14,255: 1,945 612 1,595 8,421 10,051 11,960 12,258: 2,294 1,997
Other: 34: 4 0 0 23 29 27 29: 7 5
: : :
: : Changes in Commitments from: October 6, 2009 :
: 417: 167 -642 519 -443 422 243 299: 174 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 4.3 11.2 59.1 70.5 83.9 86.0: 16.1 14.0
Old : 100.0: 13.6 4.3 11.2 59.1 70.5 83.9 86.0: 16.1 14.0
Other: 100.0: 11.9 0.0 0.0 67.5 85.1 79.4 85.1: 20.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 5 5 18 13 33 22:
Old : 39: 13 5 5 17 13 32 22:
Other: 8: 2 0 0 3 3 5 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 59.1 56.5 75.0 38.4 55.7 51.0 66.6
Old : 41.8 59.1 56.6 75.0 38.5 55.7 51.1 66.7
Other: 79.3 85.1 79.4 85.1 79.3 85.1 79.4 85.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 635,222: 103,552 34,696 223,566 245,996 282,901 573,114 541,164: 62,108 94,058
Old : 579,106: 99,717 35,450 197,492 222,829 261,278 520,038 494,220: 59,067 84,885
Other: 56,116: 19,769 15,179 10,140 23,166 21,624 53,075 46,943: 3,040 9,173
: : :
: : Changes in Commitments from: October 6, 2009 :
: 27,289: 10,293 -27,195 28,138 -21,372 26,598 17,058 27,541: 10,231 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.5 35.2 38.7 44.5 90.2 85.2: 9.8 14.8
Old : 100.0: 17.2 6.1 34.1 38.5 45.1 89.8 85.3: 10.2 14.7
Other: 100.0: 35.2 27.1 18.1 41.3 38.5 94.6 83.7: 5.4 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 162 140 235 129 158 429 431:
Old : 500: 170 143 229 127 155 423 426:
Other: 211: 34 64 29 33 101 85 176:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 18.3 23.5 26.7 10.3 13.4 16.1 17.5
Old : 15.6 18.5 24.3 26.9 10.9 14.2 17.0 18.3
Other: 45.3 34.4 62.2 47.2 44.0 30.2 56.4 39.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,611: 18,677 4,304 346 12 4,340 19,035 8,990: 2,576 12,621
Old : 19,681: 17,088 4,344 286 12 3,952 17,386 8,582: 2,295 11,099
Other: 1,930: 1,644 15 5 0 388 1,649 408: 281 1,522
: : :
: : Changes in Commitments from: October 6, 2009 :
: 767: 783 1,690 -14 -12 352 757 2,028: 10 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 19.9 1.6 0.1 20.1 88.1 41.6: 11.9 58.4
Old : 100.0: 86.8 22.1 1.5 0.1 20.1 88.3 43.6: 11.7 56.4
Other: 100.0: 85.2 0.8 0.3 0.0 20.1 85.4 21.1: 14.6 78.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 8 10 1 9 17 25:
Old : 31: 14 8 10 1 9 17 25:
Other: 20: 11 1 1 0 8 11 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 : 62.0 20.9 79.7 30.6 61.0 20.6 78.6 30.4
Old : 63.4 22.7 81.0 31.9 62.4 22.7 79.8 31.9
Other: 67.5 19.2 84.4 21.0 67.5 19.2 84.1 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 272,851: 38,455 45,700 74,977 125,161 125,678 238,593 246,354: 34,258 26,497
Old : 262,527: 39,068 48,468 68,434 121,668 119,625 229,171 236,526: 33,356 26,001
Other: 10,324: 3,859 1,704 2,071 3,492 6,053 9,422 9,828: 902 496
: : :
: : Changes in Commitments from: October 6, 2009 :
: 29,810: 5,295 -7,880 19,683 -5,382 18,724 19,596 30,527: 10,214 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.7 27.5 45.9 46.1 87.4 90.3: 12.6 9.7
Old : 100.0: 14.9 18.5 26.1 46.3 45.6 87.3 90.1: 12.7 9.9
Other: 100.0: 37.4 16.5 20.1 33.8 58.6 91.3 95.2: 8.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 63 62 93 61 64 188 190:
Old : 234: 68 63 92 60 63 186 189:
Other: 37: 3 13 5 14 12 22 25:
:----------------------------------------------------------------------------------------------------
: 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 18.1 25.0 28.6 13.9 13.8 20.7 21.4
Old : 15.9 18.4 25.4 29.0 14.6 14.7 21.7 22.8
Other: 74.0 59.6 88.1 81.2 64.4 42.5 68.3 60.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 817,707: 77,801 154,585 37,268 555,070 487,481 670,138 679,334: 147,568 138,373
Old : 817,707: 77,801 154,585 37,268 555,070 487,481 670,138 679,334: 147,568 138,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -11,023: -5,653 11,824 2,684 -9,192 -27,147 -12,161 -12,638: 1,138 1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 18.9 4.6 67.9 59.6 82.0 83.1: 18.0 16.9
Old : 100.0: 9.5 18.9 4.6 67.9 59.6 82.0 83.1: 18.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 31 32 33 71 75 120 122:
Old : 161: 31 32 33 71 75 120 122:
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 : 18.9 27.0 29.7 35.3 15.9 26.4 25.5 34.5
Old : 18.9 27.0 29.7 35.3 15.9 26.4 25.5 34.5
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, October 13, 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 : 173,769: 47,721 14,856 30,938 65,620 107,601 144,279 153,396: 29,490 20,373
Old : 162,307: 47,640 14,908 27,148 59,356 100,428 134,144 142,484: 28,163 19,823
Other: 11,461: 1,489 1,357 2,381 6,264 7,173 10,134 10,911: 1,327 550
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,587: 8,179 1,092 -105 -11,046 2,818 -2,973 3,805: 4,559 -2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.5 17.8 37.8 61.9 83.0 88.3: 17.0 11.7
Old : 100.0: 29.4 9.2 16.7 36.6 61.9 82.6 87.8: 17.4 12.2
Other: 100.0: 13.0 11.8 20.8 54.6 62.6 88.4 95.2: 11.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 68 27 48 56 55 149 114:
Old : 174: 72 27 47 56 55 148 114:
Other: 42: 11 4 9 25 10 39 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 34.3 24.8 50.6 14.9 29.7 21.9 41.0
Old : 14.5 33.3 23.1 49.6 14.2 29.1 21.3 40.9
Other: 51.3 67.2 65.8 85.5 42.9 59.5 53.2 65.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 12,912: 3,347 1,023 1,354 5,688 8,987 10,389 11,364: 2,523 1,548
Old : 12,509: 3,264 1,020 1,326 5,467 8,653 10,057 10,999: 2,452 1,510
Other: 403: 89 9 22 221 334 332 365: 71 38
: : :
: : Changes in Commitments from: October 6, 2009 :
: 635: 643 -505 -118 -472 1,192 53 569: 582 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 7.9 10.5 44.0 69.6 80.5 88.0: 19.5 12.0
Old : 100.0: 26.1 8.2 10.6 43.7 69.2 80.4 87.9: 19.6 12.1
Other: 100.0: 22.1 2.2 5.5 54.8 82.9 82.4 90.6: 17.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 20 6 10 23 19 49 32:
Old : 59: 20 7 10 23 19 49 32:
Other: 12: 3 2 3 2 5 7 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 : 31.4 49.1 43.7 65.9 31.4 46.2 43.3 62.7
Old : 30.6 50.7 42.7 65.8 30.6 47.7 42.4 62.6
Other: 78.7 81.1 82.4 90.6 76.4 81.1 76.9 85.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 939,872: 295,674 158,122 44,419 512,672 613,014 852,764 815,556: 87,107 124,316
Old : 939,872: 295,674 158,122 44,419 512,672 613,014 852,764 815,556: 87,107 124,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 38,457: -4,712 18,205 18,267 41,546 15,767 55,101 52,239: -16,645 -13,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 16.8 4.7 54.5 65.2 90.7 86.8: 9.3 13.2
Old : 100.0: 31.5 16.8 4.7 54.5 65.2 90.7 86.8: 9.3 13.2
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 : 222: 34 57 29 74 110 123 181:
Old : 222: 34 57 29 74 110 123 181:
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 : 31.1 20.7 43.8 27.8 31.0 20.1 43.3 26.5
Old : 31.1 20.7 43.8 27.8 31.0 20.1 43.3 26.5
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, October 13, 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 : 1,554,267: 150,597 159,872 179,213 942,887 898,242 1,272,697 1,237,327: 281,570 316,940
Old : 1,554,267: 150,597 159,872 179,213 942,887 898,242 1,272,697 1,237,327: 281,570 316,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 5,265: -20,787 16,455 -17,041 47,401 15,595 9,573 15,009: -4,308 -9,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.3 11.5 60.7 57.8 81.9 79.6: 18.1 20.4
Old : 100.0: 9.7 10.3 11.5 60.7 57.8 81.9 79.6: 18.1 20.4
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 : 258: 45 50 66 123 135 202 217:
Old : 258: 45 50 66 123 135 202 217:
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 : 20.1 13.7 27.1 21.0 16.2 8.4 21.7 12.9
Old : 20.1 13.7 27.1 21.0 16.2 8.4 21.7 12.9
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 with Delta-adjusted Options and Futures Combined, October 13, 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 : 817,914: 116,538 75,334 26,017 467,583 515,922 610,138 617,273: 207,776 200,640
Old : 817,914: 116,538 75,334 26,017 467,583 515,922 610,138 617,273: 207,776 200,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -33,801: -1,893 -7,790 1,587 -31,832 -40,688 -32,139 -46,891: -1,662 13,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 9.2 3.2 57.2 63.1 74.6 75.5: 25.4 24.5
Old : 100.0: 14.2 9.2 3.2 57.2 63.1 74.6 75.5: 25.4 24.5
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 : 135: 20 21 22 67 78 99 109:
Old : 135: 20 21 22 67 78 99 109:
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 : 20.9 14.8 30.3 25.7 15.0 12.1 23.3 21.0
Old : 20.9 14.8 30.3 25.7 15.0 12.1 23.3 21.0
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, October 13, 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 : 790,787: 70,610 31,331 311,633 374,312 409,902 756,554 752,866: 34,233 37,921
Old : 790,787: 70,610 31,331 311,633 374,312 409,902 756,554 752,866: 34,233 37,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 9,141: -12,243 6,968 574 22,746 3,014 11,077 10,556: -1,936 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.0 39.4 47.3 51.8 95.7 95.2: 4.3 4.8
Old : 100.0: 8.9 4.0 39.4 47.3 51.8 95.7 95.2: 4.3 4.8
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 : 114: 36 18 47 48 50 101 101:
Old : 114: 36 18 47 48 50 101 101:
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 24.9 47.7 42.3 13.1 9.6 15.9 14.4
Old : 27.5 24.9 47.7 42.3 13.1 9.6 15.9 14.4
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 with Delta-adjusted Options and Futures Combined, October 13, 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 : 13,591: 3,558 1,402 4 6,954 9,348 10,516 10,754: 3,075 2,837
Old : 13,591: 3,558 1,402 4 6,954 9,348 10,516 10,754: 3,075 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 104: 357 59 -1 5 -6 360 51: -256 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.3 0.0 51.2 68.8 77.4 79.1: 22.6 20.9
Old : 100.0: 26.2 10.3 0.0 51.2 68.8 77.4 79.1: 22.6 20.9
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 : 22: 6 4 2 6 7 13 12:
Old : 22: 6 4 2 6 7 13 12:
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 : 55.4 64.1 72.0 74.2 55.4 63.9 72.0 73.9
Old : 55.4 64.1 72.0 74.2 55.4 63.9 72.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 66,690: 27,088 8,034 1,298 26,145 42,031 54,532 51,364: 12,159 15,326
Old : 66,690: 27,088 8,034 1,298 26,145 42,031 54,532 51,364: 12,159 15,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -4,390: -1,658 723 553 -2,358 -5,325 -3,463 -4,049: -926 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 12.0 1.9 39.2 63.0 81.8 77.0: 18.2 23.0
Old : 100.0: 40.6 12.0 1.9 39.2 63.0 81.8 77.0: 18.2 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 12 9 30 28 63 48:
Old : 91: 32 12 9 30 28 63 48:
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 : 21.5 37.5 33.6 51.2 21.5 35.0 33.5 48.7
Old : 21.5 37.5 33.6 51.2 21.5 35.0 33.5 48.7
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, October 13, 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 : 16,444: 740 2,415 95 15,366 13,784 16,201 16,294: 243 150
Old : 16,444: 740 2,415 95 15,366 13,784 16,201 16,294: 243 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 502: -980 595 -102 1,569 31 487 524: 15 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 14.7 0.6 93.4 83.8 98.5 99.1: 1.5 0.9
Old : 100.0: 4.5 14.7 0.6 93.4 83.8 98.5 99.1: 1.5 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 : 41: 5 11 1 12 15 18 26:
Old : 41: 5 11 1 12 15 18 26:
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 : 75.3 71.5 88.7 84.0 61.9 49.8 70.2 62.3
Old : 75.3 71.5 88.7 84.0 61.9 49.8 70.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 32,438: 7,131 1,011 25 25,050 31,352 32,206 32,388: 232 50
Old : 32,438: 7,131 1,011 25 25,050 31,352 32,206 32,388: 232 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 738: 2,347 466 0 -1,626 256 721 722: 17 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.1 0.1 77.2 96.7 99.3 99.8: 0.7 0.2
Old : 100.0: 22.0 3.1 0.1 77.2 96.7 99.3 99.8: 0.7 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 : 31: 8 9 1 8 8 16 18:
Old : 31: 8 9 1 8 8 16 18:
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 92.8 95.4 97.8 61.0 76.8 78.7 80.9
Old : 77.2 92.8 95.4 97.8 61.0 76.8 78.7 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009