WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 442,320: 74,626 77,891 123,120 206,238 188,809 403,984 389,819: 38,336 52,501
Old : 356,393: 68,834 77,806 94,115 163,260 144,790 326,209 316,711: 30,185 39,682
Other: 85,927: 23,520 17,812 11,277 42,978 44,019 77,775 73,108: 8,152 12,818
: : :
: : Changes in Commitments from: October 20, 2009 :
: 2,292: -4,304 -3,765 2,561 4,966 4,060 3,223 2,857: -932 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.6 27.8 46.6 42.7 91.3 88.1: 8.7 11.9
Old : 100.0: 19.3 21.8 26.4 45.8 40.6 91.5 88.9: 8.5 11.1
Other: 100.0: 27.4 20.7 13.1 50.0 51.2 90.5 85.1: 9.5 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 116 133 135 84 99 284 290:
Old : 361: 112 139 114 78 96 260 279:
Other: 191: 44 54 50 44 78 115 159:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 15.3 31.2 22.8 17.7 13.2 28.9 17.8
Old : 22.5 16.2 34.5 23.2 20.9 14.6 32.5 20.0
Other: 37.8 21.1 50.2 30.3 35.2 20.8 44.8 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,435,654: 252,000 64,127 434,159 611,651 643,275 1,297,810 1,141,560: 137,844 294,094
Old : 1,275,325: 215,877 73,307 392,580 542,558 561,961 1,151,016 1,027,847: 124,309 247,477
Other: 160,329: 55,158 9,856 22,543 69,093 81,314 146,795 113,713: 13,535 46,616
: : :
: : Changes in Commitments from: October 20, 2009 :
: -13,133: -9,083 -5,213 -24,105 15,005 13,312 -18,183 -16,006: 5,050 2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 4.5 30.2 42.6 44.8 90.4 79.5: 9.6 20.5
Old : 100.0: 16.9 5.7 30.8 42.5 44.1 90.3 80.6: 9.7 19.4
Other: 100.0: 34.4 6.1 14.1 43.1 50.7 91.6 70.9: 8.4 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 676: 204 126 231 214 287 526 563:
Old : 672: 192 144 223 209 283 515 554:
Other: 371: 82 48 58 68 210 170 298:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 13.8 20.4 20.0 10.1 10.5 16.5 14.1
Old : 12.5 13.7 20.9 20.0 10.6 10.4 17.5 13.9
Other: 25.0 17.5 36.4 23.9 24.7 15.3 34.4 20.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 15,069: 2,019 258 2,406 8,107 10,701 12,532 13,364: 2,537 1,704
Old : 14,888: 2,022 265 2,382 7,969 10,556 12,373 13,202: 2,515 1,685
Other: 181: 7 3 14 138 145 159 162: 22 19
: : :
: : Changes in Commitments from: October 20, 2009 :
: -56: 72 -4 -50 37 242 60 188: -115 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.7 16.0 53.8 71.0 83.2 88.7: 16.8 11.3
Old : 100.0: 13.6 1.8 16.0 53.5 70.9 83.1 88.7: 16.9 11.3
Other: 100.0: 4.0 1.8 7.6 76.2 80.1 87.8 89.5: 12.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 4 5 16 15 31 22:
Old : 38: 11 4 5 16 14 31 21:
Other: 10: 2 1 2 4 5 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 56.6 57.4 78.3 33.1 52.9 46.2 62.8
Old : 42.5 57.1 57.9 78.6 33.8 53.4 47.0 63.8
Other: 85.6 74.0 87.8 89.5 72.0 71.8 72.0 73.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 546,260: 109,584 36,562 151,680 217,474 264,747 478,738 452,989: 67,522 93,271
Old : 486,714: 104,959 36,535 124,184 193,894 245,649 423,037 406,368: 63,677 80,346
Other: 59,546: 20,033 15,435 12,088 23,580 19,098 55,701 46,621: 3,845 12,925
: : :
: : Changes in Commitments from: October 20, 2009 :
: -81,626: -3,495 -1,093 -57,614 -21,622 -23,791 -82,731 -82,498: 1,105 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.7 27.8 39.8 48.5 87.6 82.9: 12.4 17.1
Old : 100.0: 21.6 7.5 25.5 39.8 50.5 86.9 83.5: 13.1 16.5
Other: 100.0: 33.6 25.9 20.3 39.6 32.1 93.5 78.3: 6.5 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 148 85 166 110 143 357 330:
Old : 415: 152 83 163 106 141 351 324:
Other: 186: 29 53 27 35 93 77 160:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 18.8 22.6 28.0 12.5 14.8 19.2 20.3
Old : 14.7 20.0 23.9 29.7 13.9 15.8 20.8 22.0
Other: 43.0 28.3 60.2 41.7 41.6 26.1 51.8 32.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 289,078: 49,590 30,412 82,877 121,646 153,522 254,113 266,812: 34,965 22,267
Old : 278,260: 50,689 34,108 75,339 118,168 147,233 244,197 256,681: 34,063 21,580
Other: 10,818: 4,335 1,738 2,104 3,478 6,289 9,917 10,131: 902 687
: : :
: : Changes in Commitments from: October 20, 2009 :
: 5,834: 4,885 -7,198 2,307 -1,848 12,044 5,343 7,153: 491 -1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.5 28.7 42.1 53.1 87.9 92.3: 12.1 7.7
Old : 100.0: 18.2 12.3 27.1 42.5 52.9 87.8 92.2: 12.2 7.8
Other: 100.0: 40.1 16.1 19.5 32.1 58.1 91.7 93.6: 8.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 72 52 98 59 69 199 190:
Old : 240: 77 58 97 59 68 198 189:
Other: 42: 10 11 5 14 12 26 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 21.8 26.2 32.5 13.2 15.6 19.5 24.9
Old : 16.6 22.1 26.6 32.9 13.9 16.5 20.4 25.6
Other: 70.6 60.0 84.7 79.7 61.5 43.5 66.1 60.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 780,978: 58,798 158,751 37,318 560,844 446,943 656,959 643,012: 124,019 137,966
Old : 780,978: 58,798 158,751 37,318 560,844 446,943 656,959 643,012: 124,019 137,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -25,924: -16,838 1,334 -4,594 2,888 -21,768 -18,544 -25,028: -7,380 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.3 4.8 71.8 57.2 84.1 82.3: 15.9 17.7
Old : 100.0: 7.5 20.3 4.8 71.8 57.2 84.1 82.3: 15.9 17.7
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 : 153: 23 35 30 70 75 111 122:
Old : 153: 23 35 30 70 75 111 122:
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 : 20.2 24.6 31.6 33.4 16.8 24.5 27.3 33.0
Old : 20.2 24.6 31.6 33.4 16.8 24.5 27.3 33.0
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 27, 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 : 171,630: 44,016 17,160 32,483 64,680 101,112 141,180 150,755: 30,450 20,875
Old : 160,964: 45,364 16,146 28,581 57,833 96,253 131,778 140,980: 29,186 19,985
Other: 10,665: 912 3,274 1,642 6,848 4,859 9,402 9,775: 1,264 890
: : :
: : Changes in Commitments from: October 20, 2009 :
: -324: -3,316 1,907 1,365 3,141 -3,145 1,191 128: -1,515 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.0 18.9 37.7 58.9 82.3 87.8: 17.7 12.2
Old : 100.0: 28.2 10.0 17.8 35.9 59.8 81.9 87.6: 18.1 12.4
Other: 100.0: 8.5 30.7 15.4 64.2 45.6 88.1 91.7: 11.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 60 41 50 61 57 155 123:
Old : 181: 64 40 49 61 57 154 123:
Other: 48: 7 9 11 28 11 42 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 : 18.9 34.4 27.3 48.4 15.1 30.0 21.5 39.0
Old : 18.0 34.6 26.4 48.4 14.2 30.6 20.7 40.5
Other: 45.6 51.3 60.7 77.4 44.2 43.3 57.0 63.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 13,368: 3,268 989 1,208 6,099 10,216 10,575 12,413: 2,793 954
Old : 12,884: 3,169 982 1,174 5,857 9,827 10,200 11,984: 2,684 900
Other: 484: 102 10 31 242 389 375 430: 109 54
: : :
: : Changes in Commitments from: October 20, 2009 :
: 320: 75 34 -108 191 576 158 503: 162 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 7.4 9.0 45.6 76.4 79.1 92.9: 20.9 7.1
Old : 100.0: 24.6 7.6 9.1 45.5 76.3 79.2 93.0: 20.8 7.0
Other: 100.0: 21.1 2.0 6.4 50.0 80.4 77.5 88.8: 22.5 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 21 7 9 23 16 52 28:
Old : 62: 22 6 9 22 16 51 28:
Other: 15: 1 4 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 : 31.1 54.3 43.0 71.6 31.1 51.6 42.7 67.4
Old : 30.2 54.8 42.0 72.1 30.2 51.9 41.7 67.7
Other: 73.2 77.5 77.5 86.2 71.1 77.5 71.1 82.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,028,484: 316,380 151,486 52,562 569,379 694,735 938,321 898,783: 90,163 129,700
Old : 1,028,484: 316,380 151,486 52,562 569,379 694,735 938,321 898,783: 90,163 129,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -22,865: -4,739 341 -7,636 -8,779 -20,519 -21,153 -27,813: -1,712 4,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 14.7 5.1 55.4 67.5 91.2 87.4: 8.8 12.6
Old : 100.0: 30.8 14.7 5.1 55.4 67.5 91.2 87.4: 8.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 37 63 34 72 110 128 188:
Old : 227: 37 63 34 72 110 128 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 22.6 48.0 29.7 36.2 21.9 46.7 28.6
Old : 36.2 22.6 48.0 29.7 36.2 21.9 46.7 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,471,239: 134,817 185,250 130,482 937,718 775,286 1,203,017 1,091,018: 268,222 380,221
Old : 1,471,239: 134,817 185,250 130,482 937,718 775,286 1,203,017 1,091,018: 268,222 380,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -110,900: -31,997 7,719 -54,367 -25,576 -130,459 -111,940 -177,107: 1,039 66,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.6 8.9 63.7 52.7 81.8 74.2: 18.2 25.8
Old : 100.0: 9.2 12.6 8.9 63.7 52.7 81.8 74.2: 18.2 25.8
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 : 243: 46 45 60 119 127 191 206:
Old : 243: 46 45 60 119 127 191 206:
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 : 21.0 14.9 27.9 21.5 16.9 9.9 22.2 14.0
Old : 21.0 14.9 27.9 21.5 16.9 9.9 22.2 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 27, 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 : 806,187: 90,560 68,312 27,627 502,086 492,344 620,273 588,283: 185,913 217,903
Old : 806,187: 90,560 68,312 27,627 502,086 492,344 620,273 588,283: 185,913 217,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -11,449: -21,180 2,110 -8,064 25,667 -16,417 -3,577 -22,371: -7,873 10,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.5 3.4 62.3 61.1 76.9 73.0: 23.1 27.0
Old : 100.0: 11.2 8.5 3.4 62.3 61.1 76.9 73.0: 23.1 27.0
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 : 138: 19 19 18 68 82 97 109:
Old : 138: 19 19 18 68 82 97 109:
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 : 19.7 13.5 29.0 21.4 13.2 10.6 20.5 16.8
Old : 19.7 13.5 29.0 21.4 13.2 10.6 20.5 16.8
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 27, 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 : 875,372: 89,968 52,207 325,055 420,396 456,966 835,419 834,228: 39,954 41,144
Old : 875,372: 89,968 52,207 325,055 420,396 456,966 835,419 834,228: 39,954 41,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 47,469: 13,965 14,993 14,628 22,165 18,272 50,758 47,893: -3,289 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.0 37.1 48.0 52.2 95.4 95.3: 4.6 4.7
Old : 100.0: 10.3 6.0 37.1 48.0 52.2 95.4 95.3: 4.6 4.7
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 : 124: 41 19 50 52 53 107 112:
Old : 124: 41 19 50 52 53 107 112:
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 : 28.0 24.5 44.4 41.2 13.2 9.1 16.3 14.9
Old : 28.0 24.5 44.4 41.2 13.2 9.1 16.3 14.9
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 27, 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 : 14,504: 3,304 2,116 40 7,730 9,476 11,074 11,632: 3,430 2,872
Old : 14,504: 3,304 2,116 40 7,730 9,476 11,074 11,632: 3,430 2,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 611: 578 548 -40 237 115 774 623: -163 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.6 0.3 53.3 65.3 76.4 80.2: 23.6 19.8
Old : 100.0: 22.8 14.6 0.3 53.3 65.3 76.4 80.2: 23.6 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 : 24: 6 7 1 5 7 12 14:
Old : 24: 6 7 1 5 7 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 61.5 72.1 71.8 55.6 61.2 72.1 71.5
Old : 55.6 61.5 72.1 71.8 55.6 61.2 72.1 71.5
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 27, 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 : 66,091: 27,080 19,199 1,527 27,683 32,087 56,289 52,813: 9,802 13,278
Old : 66,091: 27,080 19,199 1,527 27,683 32,087 56,289 52,813: 9,802 13,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 2,118: -838 4,755 692 4,177 -1,837 4,032 3,610: -1,913 -1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 29.0 2.3 41.9 48.5 85.2 79.9: 14.8 20.1
Old : 100.0: 41.0 29.0 2.3 41.9 48.5 85.2 79.9: 14.8 20.1
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 : 93: 32 17 9 26 26 60 50:
Old : 93: 32 17 9 26 26 60 50:
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 30.6 32.3 47.5 20.4 28.2 32.1 45.0
Old : 20.4 30.6 32.3 47.5 20.4 28.2 32.1 45.0
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 27, 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 : 15,080: 603 2,207 95 14,187 12,574 14,885 14,876: 195 204
Old : 15,080: 603 2,207 95 14,187 12,574 14,885 14,876: 195 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -712: -205 547 -152 -322 -1,145 -679 -750: -33 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.6 0.6 94.1 83.4 98.7 98.6: 1.3 1.4
Old : 100.0: 4.0 14.6 0.6 94.1 83.4 98.7 98.6: 1.3 1.4
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 : 36: 4 8 1 13 14 18 22:
Old : 36: 4 8 1 13 14 18 22:
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 : 75.5 78.0 89.8 88.6 64.7 58.3 72.5 67.9
Old : 75.5 78.0 89.8 88.6 64.7 58.3 72.5 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 38,780: 7,634 710 157 30,818 37,877 38,609 38,744: 171 36
Old : 38,780: 7,634 710 157 30,818 37,877 38,609 38,744: 171 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,163: -736 478 132 1,795 561 1,191 1,171: -28 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 1.8 0.4 79.5 97.7 99.6 99.9: 0.4 0.1
Old : 100.0: 19.7 1.8 0.4 79.5 97.7 99.6 99.9: 0.4 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: 9 7 1 10 11 19 19:
Old : 34: 9 7 1 10 11 19 19:
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 : 77.9 93.6 94.0 98.2 63.9 80.2 80.0 84.0
Old : 77.9 93.6 94.0 98.2 63.9 80.2 80.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009