WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 440,028: 78,929 81,655 120,559 201,272 184,748 400,761 386,963: 39,268 53,065
Old : 357,367: 69,048 79,066 93,032 162,342 143,297 324,422 315,395: 32,944 41,972
Other: 82,662: 26,071 18,779 11,337 38,930 41,452 76,338 71,568: 6,323 11,094
: : :
: : Changes in Commitments from: October 13, 2009 :
: 2,464: -102 -8,222 -1,162 466 8,182 -798 -1,201: 3,262 3,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.6 27.4 45.7 42.0 91.1 87.9: 8.9 12.1
Old : 100.0: 19.3 22.1 26.0 45.4 40.1 90.8 88.3: 9.2 11.7
Other: 100.0: 31.5 22.7 13.7 47.1 50.1 92.4 86.6: 7.6 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 110 142 133 84 93 282 288:
Old : 362: 114 140 115 79 88 263 274:
Other: 183: 40 55 46 42 73 112 148:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 15.4 31.8 22.3 18.1 13.5 30.0 18.5
Old : 22.8 15.2 34.4 22.5 21.4 14.5 32.6 20.6
Other: 45.9 21.7 54.4 31.9 39.4 20.9 47.0 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,448,787: 261,083 69,340 458,264 596,647 629,962 1,315,993 1,157,566: 132,794 291,221
Old : 1,301,910: 230,976 75,182 418,612 530,684 558,133 1,180,272 1,051,927: 121,638 249,983
Other: 146,877: 48,436 12,487 21,323 65,962 71,829 135,721 105,639: 11,155 41,237
: : :
: : Changes in Commitments from: October 13, 2009 :
: 37,713: 4,766 -14,516 22,072 8,104 17,796 34,941 25,352: 2,771 12,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.8 31.6 41.2 43.5 90.8 79.9: 9.2 20.1
Old : 100.0: 17.7 5.8 32.2 40.8 42.9 90.7 80.8: 9.3 19.2
Other: 100.0: 33.0 8.5 14.5 44.9 48.9 92.4 71.9: 7.6 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 188 144 225 221 281 527 551:
Old : 660: 179 156 221 218 278 522 543:
Other: 344: 63 51 55 68 201 151 287:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 13.5 20.5 20.0 10.4 10.9 16.7 14.4
Old : 12.5 13.3 21.0 20.0 10.8 10.8 17.4 14.1
Other: 27.8 19.5 40.0 26.4 27.4 17.2 37.4 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 15,124: 1,947 262 2,456 8,070 10,458 12,472 13,176: 2,652 1,948
Old : 15,068: 1,947 271 2,447 8,033 10,408 12,426 13,126: 2,642 1,942
Other: 56: 9 0 0 37 50 46 50: 10 6
: : :
: : Changes in Commitments from: October 13, 2009 :
: 836: -2 -350 861 -374 378 485 890: 351 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.7 16.2 53.4 69.1 82.5 87.1: 17.5 12.9
Old : 100.0: 12.9 1.8 16.2 53.3 69.1 82.5 87.1: 17.5 12.9
Other: 100.0: 16.2 0.0 0.0 66.0 89.2 82.2 89.2: 17.8 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 3 4 18 15 32 21:
Old : 37: 12 3 4 17 14 31 20:
Other: 8: 2 0 0 3 4 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 42.4 56.8 57.7 78.0 33.0 52.2 46.2 61.3
Old : 42.5 56.9 57.8 78.2 33.2 52.3 46.4 61.5
Other: 82.1 89.2 82.2 89.2 78.6 85.6 78.6 85.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 627,886: 113,078 37,655 209,294 239,096 288,537 561,468 535,487: 66,418 92,399
Old : 571,352: 109,562 38,704 182,500 215,854 268,453 507,915 489,657: 63,436 81,695
Other: 56,534: 20,304 15,739 10,006 23,242 20,085 53,553 45,830: 2,981 10,704
: : :
: : Changes in Commitments from: October 13, 2009 :
: -7,336: 9,526 2,959 -14,272 -6,900 5,636 -11,645 -5,677: 4,310 -1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.0 33.3 38.1 46.0 89.4 85.3: 10.6 14.7
Old : 100.0: 19.2 6.8 31.9 37.8 47.0 88.9 85.7: 11.1 14.3
Other: 100.0: 35.9 27.8 17.7 41.1 35.5 94.7 81.1: 5.3 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 183 124 221 123 150 423 407:
Old : 493: 193 123 214 119 148 416 401:
Other: 201: 32 61 31 34 96 83 171:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 18.7 24.2 27.8 10.7 13.6 16.3 18.3
Old : 16.5 19.0 25.2 28.1 11.5 14.0 17.2 18.7
Other: 44.7 30.8 61.2 43.1 43.4 26.5 55.5 35.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,433: 18,497 6,084 370 11 3,312 18,878 9,766: 2,555 11,667
Old : 19,110: 16,559 6,169 263 11 2,877 16,833 9,309: 2,277 9,801
Other: 2,323: 2,038 15 7 0 435 2,045 457: 278 1,866
: : :
: : Changes in Commitments from: October 13, 2009 :
: -178: -180 1,780 24 -1 -1,028 -157 776: -21 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 28.4 1.7 0.1 15.5 88.1 45.6: 11.9 54.4
Old : 100.0: 86.7 32.3 1.4 0.1 15.1 88.1 48.7: 11.9 51.3
Other: 100.0: 87.7 0.6 0.3 0.0 18.7 88.0 19.7: 12.0 80.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 11 13 1 7 19 28:
Old : 33: 15 11 11 1 7 18 27:
Other: 20: 12 1 3 0 7 12 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 25.9 78.3 34.7 61.2 25.4 77.3 34.2
Old : 64.6 28.8 80.3 37.0 63.7 28.7 79.2 37.0
Other: 67.5 18.0 86.6 19.5 67.5 18.0 86.3 19.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 283,245: 44,705 37,610 80,571 123,494 141,478 248,770 259,658: 34,474 23,586
Old : 273,093: 45,235 40,235 74,210 120,054 135,655 239,499 250,100: 33,594 22,992
Other: 10,152: 3,820 1,724 2,011 3,441 5,823 9,272 9,558: 881 594
: : :
: : Changes in Commitments from: October 13, 2009 :
: 10,394: 6,250 -8,090 5,594 -1,666 15,800 10,178 13,304: 216 -2,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.3 28.4 43.6 49.9 87.8 91.7: 12.2 8.3
Old : 100.0: 16.6 14.7 27.2 44.0 49.7 87.7 91.6: 12.3 8.4
Other: 100.0: 37.6 17.0 19.8 33.9 57.4 91.3 94.1: 8.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 69 63 88 60 64 191 183:
Old : 237: 75 65 87 60 63 190 182:
Other: 40: 5 13 3 15 12 22 26:
:----------------------------------------------------------------------------------------------------
: 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 20.3 25.9 31.4 13.4 15.4 19.8 23.5
Old : 16.6 20.9 26.0 32.0 14.1 16.3 20.7 24.4
Other: 74.1 60.6 88.4 81.0 64.4 43.1 68.1 60.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 806,902: 75,637 157,416 41,912 557,955 468,711 675,504 668,039: 131,398 138,863
Old : 806,902: 75,637 157,416 41,912 557,955 468,711 675,504 668,039: 131,398 138,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -10,804: -2,164 2,831 4,644 2,885 -18,770 5,365 -11,294: -16,170 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.5 5.2 69.1 58.1 83.7 82.8: 16.3 17.2
Old : 100.0: 9.4 19.5 5.2 69.1 58.1 83.7 82.8: 16.3 17.2
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 : 168: 38 33 39 72 74 128 128:
Old : 168: 38 33 39 72 74 128 128:
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 : 19.5 25.2 30.4 33.6 16.3 24.5 26.1 32.7
Old : 19.5 25.2 30.4 33.6 16.3 24.5 26.1 32.7
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, October 20, 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 : 171,954: 47,332 15,252 31,118 61,539 104,257 139,989 150,627: 31,965 21,327
Old : 161,442: 47,954 13,969 27,403 55,317 99,208 130,674 140,579: 30,768 20,862
Other: 10,512: 895 2,800 2,199 6,222 5,049 9,315 10,048: 1,197 464
: : :
: : Changes in Commitments from: October 13, 2009 :
: -1,815: -389 396 180 -4,080 -3,344 -4,289 -2,769: 2,474 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.9 18.1 35.8 60.6 81.4 87.6: 18.6 12.4
Old : 100.0: 29.7 8.7 17.0 34.3 61.5 80.9 87.1: 19.1 12.9
Other: 100.0: 8.5 26.6 20.9 59.2 48.0 88.6 95.6: 11.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 63 35 47 61 57 157 114:
Old : 179: 67 33 45 61 57 155 114:
Other: 44: 7 8 10 25 11 39 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 : 17.4 35.0 25.7 49.2 14.7 30.9 21.2 40.4
Old : 15.9 35.1 24.3 49.2 13.9 31.3 20.4 41.5
Other: 52.4 56.9 66.8 83.2 44.8 48.8 55.2 63.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 13,047: 3,193 955 1,316 5,908 9,640 10,416 11,911: 2,631 1,136
Old : 12,586: 3,094 944 1,287 5,680 9,261 10,061 11,492: 2,526 1,094
Other: 461: 102 14 26 228 379 356 419: 105 42
: : :
: : Changes in Commitments from: October 13, 2009 :
: 135: -154 -69 -38 220 653 28 547: 107 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 7.3 10.1 45.3 73.9 79.8 91.3: 20.2 8.7
Old : 100.0: 24.6 7.5 10.2 45.1 73.6 79.9 91.3: 20.1 8.7
Other: 100.0: 22.1 3.0 5.6 49.4 82.2 77.2 90.9: 22.8 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 7 10 24 19 51 31:
Old : 61: 21 5 10 24 19 51 31:
Other: 15: 1 5 4 3 6 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 53.1 44.1 69.6 31.9 50.5 44.0 66.8
Old : 31.1 53.5 43.1 69.6 31.1 50.8 43.0 66.8
Other: 73.6 80.3 77.2 89.0 71.6 80.3 71.6 84.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,051,348: 321,119 151,145 60,198 578,158 715,254 959,474 926,597: 91,874 124,752
Old : 1,051,348: 321,119 151,145 60,198 578,158 715,254 959,474 926,597: 91,874 124,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 111,477: 25,445 -6,977 15,779 65,486 102,239 106,710 111,041: 4,767 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 14.4 5.7 55.0 68.0 91.3 88.1: 8.7 11.9
Old : 100.0: 30.5 14.4 5.7 55.0 68.0 91.3 88.1: 8.7 11.9
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 : 235: 35 63 33 72 118 125 196:
Old : 235: 35 63 33 72 118 125 196:
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 : 34.5 22.7 46.0 29.2 34.5 22.1 45.1 28.3
Old : 34.5 22.7 46.0 29.2 34.5 22.1 45.1 28.3
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 20, 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 : 1,582,139: 166,814 177,530 184,850 963,294 905,745 1,314,957 1,268,125: 267,182 314,014
Old : 1,582,139: 166,814 177,530 184,850 963,294 905,745 1,314,957 1,268,125: 267,182 314,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 27,872: 16,217 17,658 5,637 20,407 7,503 42,261 30,798: -14,388 -2,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.2 11.7 60.9 57.2 83.1 80.2: 16.9 19.8
Old : 100.0: 10.5 11.2 11.7 60.9 57.2 83.1 80.2: 16.9 19.8
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 : 268: 56 49 71 126 139 215 226:
Old : 268: 56 49 71 126 139 215 226:
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 14.9 26.9 21.9 16.1 10.1 21.5 14.0
Old : 20.1 14.9 26.9 21.9 16.1 10.1 21.5 14.0
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 20, 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 : 817,636: 111,741 66,201 35,691 476,418 508,762 623,850 610,654: 193,786 206,982
Old : 817,636: 111,741 66,201 35,691 476,418 508,762 623,850 610,654: 193,786 206,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -278: -4,797 -9,132 9,673 8,836 -7,160 13,712 -6,619: -13,990 6,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 8.1 4.4 58.3 62.2 76.3 74.7: 23.7 25.3
Old : 100.0: 13.7 8.1 4.4 58.3 62.2 76.3 74.7: 23.7 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 21 23 23 72 82 108 113:
Old : 144: 21 23 23 72 82 108 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 15.0 29.6 23.5 13.2 11.7 22.2 18.6
Old : 19.9 15.0 29.6 23.5 13.2 11.7 22.2 18.6
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 20, 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 : 827,904: 76,003 37,214 310,427 398,231 438,694 784,661 786,335: 43,243 41,569
Old : 827,904: 76,003 37,214 310,427 398,231 438,694 784,661 786,335: 43,243 41,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 37,117: 5,394 5,883 -1,206 23,919 28,792 28,107 33,469: 9,010 3,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.5 37.5 48.1 53.0 94.8 95.0: 5.2 5.0
Old : 100.0: 9.2 4.5 37.5 48.1 53.0 94.8 95.0: 5.2 5.0
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 : 117: 36 21 45 48 50 99 105:
Old : 117: 36 21 45 48 50 99 105:
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 : 27.7 23.4 45.2 40.2 13.1 8.8 16.5 14.3
Old : 27.7 23.4 45.2 40.2 13.1 8.8 16.5 14.3
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 20, 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 : 13,893: 2,726 1,568 80 7,493 9,361 10,300 11,008: 3,593 2,885
Old : 13,893: 2,726 1,568 80 7,493 9,361 10,300 11,008: 3,593 2,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 302: -831 166 76 539 13 -217 254: 519 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 11.3 0.6 53.9 67.4 74.1 79.2: 25.9 20.8
Old : 100.0: 19.6 11.3 0.6 53.9 67.4 74.1 79.2: 25.9 20.8
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 : 21: 5 5 1 5 7 11 12:
Old : 21: 5 5 1 5 7 11 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 : 56.3 63.1 71.2 73.0 56.3 62.7 71.2 72.6
Old : 56.3 63.1 71.2 73.0 56.3 62.7 71.2 72.6
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 20, 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 : 63,973: 27,918 14,444 834 23,505 33,924 52,257 49,203: 11,715 14,770
Old : 63,973: 27,918 14,444 834 23,505 33,924 52,257 49,203: 11,715 14,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -2,718: 829 6,410 -464 -2,640 -8,107 -2,274 -2,161: -443 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 22.6 1.3 36.7 53.0 81.7 76.9: 18.3 23.1
Old : 100.0: 43.6 22.6 1.3 36.7 53.0 81.7 76.9: 18.3 23.1
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 : 87: 31 13 8 27 26 60 45:
Old : 87: 31 13 8 27 26 60 45:
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 : 19.4 31.6 32.8 47.2 19.0 30.4 32.4 45.9
Old : 19.4 31.6 32.8 47.2 19.0 30.4 32.4 45.9
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 20, 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 : 15,792: 808 1,660 247 14,509 13,719 15,564 15,626: 228 166
Old : 15,792: 808 1,660 247 14,509 13,719 15,564 15,626: 228 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -652: 68 -755 152 -857 -65 -637 -668: -15 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.5 1.6 91.9 86.9 98.6 98.9: 1.4 1.1
Old : 100.0: 5.1 10.5 1.6 91.9 86.9 98.6 98.9: 1.4 1.1
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 : 40: 6 9 2 12 16 19 26:
Old : 40: 6 9 2 12 16 19 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 : 76.1 74.1 88.1 85.1 64.5 53.9 70.4 64.5
Old : 76.1 74.1 88.1 85.1 64.5 53.9 70.4 64.5
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 37,617: 8,370 232 25 29,023 37,316 37,418 37,573: 199 44
Old : 37,617: 8,370 232 25 29,023 37,316 37,418 37,573: 199 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 5,179: 1,239 -779 0 3,973 5,964 5,212 5,185: -33 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 0.6 0.1 77.2 99.2 99.5 99.9: 0.5 0.1
Old : 100.0: 22.3 0.6 0.1 77.2 99.2 99.5 99.9: 0.5 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 6 1 10 11 20 18:
Old : 34: 10 6 1 10 11 20 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 : 75.4 95.1 94.4 98.9 61.3 81.3 80.3 83.9
Old : 75.4 95.1 94.4 98.9 61.3 81.3 80.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009