WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 460,257: 66,856 75,586 134,546 220,400 197,418 421,802 407,550: 38,455 52,707
Old : 353,887: 62,762 71,773 101,154 161,432 143,498 325,348 316,424: 28,539 37,463
Other: 106,370: 19,332 19,052 18,154 58,968 53,920 96,454 91,126: 9,916 15,244
: : :
: : Changes in Commitments from: November 3, 2009 :
: 13,308: -1,938 -44 4,956 5,247 2,412 8,265 7,323: 5,044 5,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.4 29.2 47.9 42.9 91.6 88.5: 8.4 11.5
Old : 100.0: 17.7 20.3 28.6 45.6 40.5 91.9 89.4: 8.1 10.6
Other: 100.0: 18.2 17.9 17.1 55.4 50.7 90.7 85.7: 9.3 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 110 143 155 83 102 299 311:
Old : 369: 112 142 132 76 98 271 295:
Other: 202: 40 64 62 46 81 128 173:
:----------------------------------------------------------------------------------------------------
: 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 15.0 32.2 22.3 17.9 12.8 29.6 17.9
Old : 22.3 15.5 33.7 22.4 21.3 13.9 31.5 19.6
Other: 39.7 23.9 52.7 33.0 37.0 22.7 44.5 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 1,473,215: 256,519 59,779 441,988 630,973 661,182 1,329,480 1,162,949: 143,735 310,266
Old : 1,270,144: 208,815 59,699 397,279 532,948 560,485 1,139,042 1,017,463: 131,102 252,682
Other: 203,071: 64,770 17,146 27,643 98,025 100,698 190,438 145,487: 12,633 57,584
: : :
: : Changes in Commitments from: November 3, 2009 :
: 50,528: -1,514 -2,147 7,176 10,783 5,849 16,444 10,878: 34,084 39,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.1 30.0 42.8 44.9 90.2 78.9: 9.8 21.1
Old : 100.0: 16.4 4.7 31.3 42.0 44.1 89.7 80.1: 10.3 19.9
Other: 100.0: 31.9 8.4 13.6 48.3 49.6 93.8 71.6: 6.2 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 190 148 257 226 284 566 583:
Old : 691: 197 156 247 222 280 556 570:
Other: 386: 71 79 64 67 206 167 323:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 13.1 20.5 19.3 10.4 10.1 16.8 13.8
Old : 12.6 12.8 20.1 19.1 10.9 9.7 16.9 13.1
Other: 33.3 17.5 46.8 23.8 32.6 16.1 45.7 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 14,718: 1,839 107 1,050 9,300 12,215 12,189 13,373: 2,528 1,344
Old : 14,479: 1,830 110 1,034 9,116 12,012 11,980 13,156: 2,498 1,322
Other: 239: 11 0 14 184 203 209 217: 30 22
: : :
: : Changes in Commitments from: November 3, 2009 :
: 189: -231 0 -235 432 471 -33 237: 223 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.7 7.1 63.2 83.0 82.8 90.9: 17.2 9.1
Old : 100.0: 12.6 0.8 7.1 63.0 83.0 82.7 90.9: 17.3 9.1
Other: 100.0: 4.7 0.0 5.8 76.9 84.9 87.4 90.8: 12.6 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 3 6 15 15 30 22:
Old : 36: 11 3 6 15 14 30 21:
Other: 11: 3 0 2 5 5 8 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 : 39.6 63.6 57.2 79.2 33.3 54.3 45.7 65.0
Old : 40.1 64.5 57.7 80.2 34.2 55.1 46.7 66.2
Other: 80.2 79.5 87.4 90.8 72.2 77.0 73.6 77.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 535,638: 106,845 35,211 143,718 228,718 268,503 479,282 447,432: 56,356 88,206
Old : 472,940: 97,409 33,305 119,184 203,957 246,416 420,550 398,905: 52,390 74,035
Other: 62,698: 20,923 13,392 13,048 24,761 22,088 58,732 48,527: 3,967 14,171
: : :
: : Changes in Commitments from: November 3, 2009 :
: -2,590: -15,380 5,820 -7,790 18,857 -6,396 -4,313 -8,366: 1,723 5,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 6.6 26.8 42.7 50.1 89.5 83.5: 10.5 16.5
Old : 100.0: 20.6 7.0 25.2 43.1 52.1 88.9 84.3: 11.1 15.7
Other: 100.0: 33.4 21.4 20.8 39.5 35.2 93.7 77.4: 6.3 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 149 93 157 114 156 353 335:
Old : 422: 151 92 149 111 154 344 328:
Other: 188: 33 46 30 37 98 85 159:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 20.0 24.7 30.3 12.9 15.5 20.1 21.8
Old : 15.8 21.4 25.8 32.0 14.5 16.8 21.7 23.6
Other: 40.7 24.7 57.8 37.7 39.5 23.7 49.6 30.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 12,870: 10,111 2,010 246 0 971 10,357 3,227: 2,513 9,643
Old : 9,597: 7,235 2,100 146 0 538 7,381 2,784: 2,216 6,813
Other: 3,273: 2,966 0 10 0 433 2,976 443: 297 2,830
: : :
: : Changes in Commitments from: November 3, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 15.6 1.9 0.0 7.5 80.5 25.1: 19.5 74.9
Old : 100.0: 75.4 21.9 1.5 0.0 5.6 76.9 29.0: 23.1 71.0
Other: 100.0: 90.6 0.0 0.3 0.0 13.2 90.9 13.5: 9.1 86.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 14 4 11 0 3 15 17:
Old : 21: 13 5 9 0 3 13 17:
Other: 15: 12 0 4 0 3 12 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 : 49.5 18.1 67.2 24.2 48.9 17.4 66.2 23.2
Old : 48.5 21.8 66.6 27.8 47.8 21.8 65.2 27.5
Other: 56.2 13.4 84.0 13.5 56.1 13.2 83.8 13.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 286,457: 38,671 26,491 87,807 124,807 150,293 251,286 264,591: 35,171 21,865
Old : 273,708: 38,723 29,722 79,942 120,951 142,964 239,615 252,627: 34,093 21,081
Other: 12,748: 5,622 2,443 2,192 3,857 7,329 11,671 11,964: 1,078 784
: : :
: : Changes in Commitments from: November 3, 2009 :
: 3,539: -2,251 -2,092 4,362 261 -51 2,372 2,220: 1,167 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.2 30.7 43.6 52.5 87.7 92.4: 12.3 7.6
Old : 100.0: 14.1 10.9 29.2 44.2 52.2 87.5 92.3: 12.5 7.7
Other: 100.0: 44.1 19.2 17.2 30.3 57.5 91.5 93.9: 8.5 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 65 58 102 66 72 207 196:
Old : 242: 70 60 102 65 71 205 195:
Other: 45: 8 13 5 16 13 27 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 22.9 27.0 32.3 12.7 15.3 19.2 23.2
Old : 16.4 23.1 27.0 32.8 13.5 16.2 20.3 24.1
Other: 61.8 56.5 85.8 76.3 56.3 42.9 69.2 59.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 797,679: 45,530 159,027 39,953 594,355 454,849 679,839 653,829: 117,841 143,850
Old : 797,679: 45,530 159,027 39,953 594,355 454,849 679,839 653,829: 117,841 143,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 5,980: -11,104 6,744 1,627 16,892 -5,029 7,415 3,342: -1,435 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 19.9 5.0 74.5 57.0 85.2 82.0: 14.8 18.0
Old : 100.0: 5.7 19.9 5.0 74.5 57.0 85.2 82.0: 14.8 18.0
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 : 163: 31 30 35 80 79 126 129:
Old : 163: 31 30 35 80 79 126 129:
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 : 19.3 24.5 29.9 32.6 16.4 23.3 25.9 31.1
Old : 19.3 24.5 29.9 32.6 16.4 23.3 25.9 31.1
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, November 9, 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 : 177,437: 44,605 15,556 29,583 68,893 109,171 143,082 154,310: 34,355 23,127
Old : 165,188: 44,262 14,163 26,165 62,024 103,144 132,451 143,473: 32,737 21,715
Other: 12,249: 2,791 3,840 970 6,870 6,027 10,631 10,837: 1,618 1,412
: : :
: : Changes in Commitments from: November 3, 2009 :
: -1,146: -1,425 4,173 -3,812 3,313 -4,827 -1,924 -4,465: 778 3,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 8.8 16.7 38.8 61.5 80.6 87.0: 19.4 13.0
Old : 100.0: 26.8 8.6 15.8 37.5 62.4 80.2 86.9: 19.8 13.1
Other: 100.0: 22.8 31.4 7.9 56.1 49.2 86.8 88.5: 13.2 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 62 33 44 57 59 141 121:
Old : 168: 66 31 44 57 59 140 121:
Other: 45: 6 7 9 26 12 38 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 : 17.2 35.8 25.2 48.2 14.6 30.8 20.6 39.8
Old : 16.5 36.0 24.9 47.8 13.9 31.3 20.2 40.3
Other: 53.9 55.1 66.5 78.2 53.7 51.4 65.5 69.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 15,574: 5,370 660 898 5,674 12,968 11,942 14,527: 3,632 1,047
Old : 14,929: 5,148 661 870 5,372 12,424 11,390 13,955: 3,539 973
Other: 645: 231 8 19 302 544 552 571: 93 74
: : :
: : Changes in Commitments from: November 3, 2009 :
: 617: 443 -101 -15 -233 641 196 525: 421 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.2 5.8 36.4 83.3 76.7 93.3: 23.3 6.7
Old : 100.0: 34.5 4.4 5.8 36.0 83.2 76.3 93.5: 23.7 6.5
Other: 100.0: 35.8 1.3 2.9 46.8 84.3 85.6 88.5: 14.4 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 31 4 8 22 19 57 29:
Old : 67: 33 3 8 21 18 56 28:
Other: 20: 4 3 3 5 8 11 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 61.2 37.6 76.5 25.3 59.2 37.4 73.4
Old : 23.7 62.1 36.4 77.5 23.6 60.1 36.3 73.5
Other: 76.7 74.2 84.2 87.2 76.7 74.2 82.5 84.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 1,100,993: 373,884 151,253 55,997 579,156 765,313 1,009,037 972,563: 91,955 128,430
Old : 1,100,993: 373,884 151,253 55,997 579,156 765,313 1,009,037 972,563: 91,955 128,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 60,864: 64,400 -5,921 -4,501 17,707 87,579 77,606 77,157: -16,742 -16,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 13.7 5.1 52.6 69.5 91.6 88.3: 8.4 11.7
Old : 100.0: 34.0 13.7 5.1 52.6 69.5 91.6 88.3: 8.4 11.7
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 : 239: 42 57 34 79 120 136 196:
Old : 239: 42 57 34 79 120 136 196:
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 : 34.4 26.6 45.6 33.0 34.2 26.0 44.2 31.9
Old : 34.4 26.6 45.6 33.0 34.2 26.0 44.2 31.9
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, November 9, 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 : 1,560,407: 141,515 200,742 179,050 977,231 823,985 1,297,796 1,203,777: 262,610 356,629
Old : 1,560,407: 141,515 200,742 179,050 977,231 823,985 1,297,796 1,203,777: 262,610 356,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 42,110: 16,012 5,963 9,008 24,058 22,254 49,078 37,225: -6,968 4,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.9 11.5 62.6 52.8 83.2 77.1: 16.8 22.9
Old : 100.0: 9.1 12.9 11.5 62.6 52.8 83.2 77.1: 16.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 43 59 65 122 132 202 219:
Old : 255: 43 59 65 122 132 202 219:
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 : 21.9 15.7 28.6 22.8 17.1 11.0 22.8 14.9
Old : 21.9 15.7 28.6 22.8 17.1 11.0 22.8 14.9
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, November 9, 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 : 880,747: 124,977 68,318 25,413 530,242 575,038 680,633 668,769: 200,114 211,977
Old : 880,747: 124,977 68,318 25,413 530,242 575,038 680,633 668,769: 200,114 211,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 55,411: 23,897 -5,768 -3,456 29,271 60,435 49,712 51,211: 5,699 4,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.8 2.9 60.2 65.3 77.3 75.9: 22.7 24.1
Old : 100.0: 14.2 7.8 2.9 60.2 65.3 77.3 75.9: 22.7 24.1
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 : 146: 20 23 22 76 85 109 117:
Old : 146: 20 23 22 76 85 109 117:
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 17.9 30.3 26.4 13.0 15.5 21.7 21.1
Old : 20.2 17.9 30.3 26.4 13.0 15.5 21.7 21.1
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, November 9, 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 : 875,598: 82,985 50,340 302,772 445,521 475,268 831,278 828,380: 44,320 47,218
Old : 875,598: 82,985 50,340 302,772 445,521 475,268 831,278 828,380: 44,320 47,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 30,972: -3,730 -6,768 3,948 24,291 24,867 24,509 22,047: 6,463 8,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.7 34.6 50.9 54.3 94.9 94.6: 5.1 5.4
Old : 100.0: 9.5 5.7 34.6 50.9 54.3 94.9 94.6: 5.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 34 24 46 51 55 102 112:
Old : 122: 34 24 46 51 55 102 112:
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 : 27.7 25.3 44.7 41.4 12.5 10.0 16.1 14.5
Old : 27.7 25.3 44.7 41.4 12.5 10.0 16.1 14.5
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, November 9, 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 : 16,880: 3,322 2,683 393 8,805 10,494 12,520 13,570: 4,361 3,310
Old : 16,880: 3,322 2,683 393 8,805 10,494 12,520 13,570: 4,361 3,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 942: 441 279 312 72 4 825 595: 117 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.9 2.3 52.2 62.2 74.2 80.4: 25.8 19.6
Old : 100.0: 19.7 15.9 2.3 52.2 62.2 74.2 80.4: 25.8 19.6
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 : 26: 7 7 4 5 8 13 18:
Old : 26: 7 7 4 5 8 13 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 : 56.7 54.6 68.9 67.8 56.7 53.9 68.6 67.1
Old : 56.7 54.6 68.9 67.8 56.7 53.9 68.6 67.1
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, November 9, 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 : 71,988: 34,703 13,373 1,959 23,094 37,704 59,756 53,035: 12,232 18,953
Old : 71,988: 34,703 13,373 1,959 23,094 37,704 59,756 53,035: 12,232 18,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 5,507: 9,004 -3,675 750 -3,750 5,553 6,004 2,629: -497 2,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 18.6 2.7 32.1 52.4 83.0 73.7: 17.0 26.3
Old : 100.0: 48.2 18.6 2.7 32.1 52.4 83.0 73.7: 17.0 26.3
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 : 105: 38 21 12 28 28 70 57:
Old : 105: 38 21 12 28 28 70 57:
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 : 19.1 23.1 30.4 38.6 18.7 20.7 29.0 36.2
Old : 19.1 23.1 30.4 38.6 18.7 20.7 29.0 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 11,348: 8,530 8,972 0 1,720 2,263 10,250 11,235: 1,098 113
Old : 11,348: 8,530 8,972 0 1,720 2,263 10,250 11,235: 1,098 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 79.1 0.0 15.2 19.9 90.3 99.0: 9.7 1.0
Old : 100.0: 75.2 79.1 0.0 15.2 19.9 90.3 99.0: 9.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 6 0 2 2 12 8:
Old : 20: 10 6 0 2 2 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 93.5 87.7 99.0 77.3 93.5 87.7 99.0
Old : 77.3 93.5 87.7 99.0 77.3 93.5 87.7 99.0
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, November 9, 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 : 15,822: 358 3,153 101 15,235 12,389 15,694 15,643: 128 179
Old : 15,822: 358 3,153 101 15,235 12,389 15,694 15,643: 128 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 279: -251 385 0 533 -4 282 381: -3 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 19.9 0.6 96.3 78.3 99.2 98.9: 0.8 1.1
Old : 100.0: 2.3 19.9 0.6 96.3 78.3 99.2 98.9: 0.8 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 : 37: 3 9 2 15 13 20 22:
Old : 37: 3 9 2 15 13 20 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 : 72.1 79.8 89.6 89.9 63.8 62.6 75.4 71.8
Old : 72.1 79.8 89.6 89.9 63.8 62.6 75.4 71.8
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, November 9, 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 : 41,767: 7,936 439 153 33,499 41,120 41,588 41,712: 179 55
Old : 41,767: 7,936 439 153 33,499 41,120 41,588 41,712: 179 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,661: 606 62 0 1,045 1,625 1,651 1,687: 10 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 1.1 0.4 80.2 98.5 99.6 99.9: 0.4 0.1
Old : 100.0: 19.0 1.1 0.4 80.2 98.5 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 : 35: 11 5 1 12 11 23 17:
Old : 35: 11 5 1 12 11 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 95.0 92.2 98.6 60.9 82.1 79.0 84.7
Old : 74.1 95.0 92.2 98.6 60.9 82.1 79.0 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2009