WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 421,702: 76,099 66,077 98,276 214,242 208,487 388,618 372,841: 33,084 48,861
Old : 283,453: 64,562 60,334 56,489 139,296 135,680 260,347 252,503: 23,106 30,950
Other: 138,249: 27,682 21,888 25,642 74,946 72,807 128,271 120,338: 9,978 17,911
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,821: 2,643 -614 1,225 -1,692 3,080 2,176 3,691: 645 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 15.7 23.3 50.8 49.4 92.2 88.4: 7.8 11.6
Old : 100.0: 22.8 21.3 19.9 49.1 47.9 91.8 89.1: 8.2 10.9
Other: 100.0: 20.0 15.8 18.5 54.2 52.7 92.8 87.0: 7.2 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 122 123 130 74 103 279 283:
Old : 349: 110 125 103 65 90 239 256:
Other: 208: 52 61 64 44 82 136 172:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 21.9 35.6 30.3 20.6 19.0 34.2 25.3
Old : 27.5 22.5 39.4 32.0 27.4 21.5 38.9 29.2
Other: 38.0 26.9 49.8 36.2 36.3 22.9 43.3 28.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 1,220,867: 282,585 59,602 260,362 549,839 621,111 1,092,785 941,074: 128,082 279,793
Old : 969,319: 215,648 61,641 206,235 435,638 492,220 857,522 760,096: 111,797 209,222
Other: 251,548: 82,720 13,744 38,343 114,200 128,890 235,264 180,978: 16,285 70,571
: : :
: : Changes in Commitments from: November 24, 2009 :
: 6,007: 26,837 -3,562 -1,813 -13,276 18,747 11,748 13,371: -5,740 -7,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.9 21.3 45.0 50.9 89.5 77.1: 10.5 22.9
Old : 100.0: 22.2 6.4 21.3 44.9 50.8 88.5 78.4: 11.5 21.6
Other: 100.0: 32.9 5.5 15.2 45.4 51.2 93.5 71.9: 6.5 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 690: 194 109 236 191 294 515 569:
Old : 677: 178 129 220 186 286 496 547:
Other: 398: 77 57 60 71 233 174 329:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.0 22.9 20.2 13.4 12.2 21.5 17.4
Old : 15.5 14.6 24.1 20.6 15.3 12.6 23.6 17.4
Other: 28.8 14.9 42.5 21.7 27.9 13.0 41.5 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 12,641: 2,340 1 1,187 6,515 10,394 10,042 11,582: 2,599 1,059
Old : 11,609: 2,262 0 1,062 5,721 9,514 9,044 10,576: 2,565 1,033
Other: 1,032: 78 1 126 794 880 998 1,006: 34 26
: : :
: : Changes in Commitments from: November 24, 2009 :
: -996: -179 -105 84 -891 -774 -986 -795: -10 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 9.4 51.5 82.2 79.4 91.6: 20.6 8.4
Old : 100.0: 19.5 0.0 9.1 49.3 82.0 77.9 91.1: 22.1 8.9
Other: 100.0: 7.6 0.1 12.2 77.0 85.2 96.7 97.5: 3.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 1 6 13 12 28 18:
Old : 34: 10 1 6 12 10 27 16:
Other: 13: 1 1 2 6 7 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 68.6 56.4 85.1 34.4 62.8 49.6 73.9
Old : 41.8 70.3 57.3 87.0 37.1 68.3 52.6 79.8
Other: 92.7 85.5 96.7 96.7 80.1 80.6 82.6 83.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 608,589: 140,233 25,845 162,643 240,811 324,236 543,686 512,724: 64,903 95,866
Old : 530,061: 126,050 26,418 133,076 211,680 294,965 470,806 454,459: 59,255 75,601
Other: 78,529: 27,715 12,959 16,034 29,131 29,271 72,880 58,264: 5,648 20,264
: : :
: : Changes in Commitments from: November 24, 2009 :
: 21,245: 1,725 -1,522 7,664 8,659 14,695 18,048 20,837: 3,197 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.2 26.7 39.6 53.3 89.3 84.2: 10.7 15.8
Old : 100.0: 23.8 5.0 25.1 39.9 55.6 88.8 85.7: 11.2 14.3
Other: 100.0: 35.3 16.5 20.4 37.1 37.3 92.8 74.2: 7.2 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 179 101 163 113 173 382 362:
Old : 472: 176 105 150 109 169 370 348:
Other: 232: 45 49 40 41 124 105 195:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 21.8 23.4 32.0 11.5 17.3 18.6 24.3
Old : 14.7 24.1 24.8 34.7 13.0 19.2 20.5 27.1
Other: 35.6 19.1 51.6 29.8 33.7 17.8 45.3 23.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,389: 15,754 1,985 484 0 2,216 16,238 4,685: 3,151 14,704
Old : 13,559: 10,274 2,175 269 0 1,279 10,543 3,723: 3,016 9,836
Other: 5,830: 5,685 15 10 0 937 5,695 962: 135 4,868
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,843: 2,019 -325 60 0 303 2,079 38: -236 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 10.2 2.5 0.0 11.4 83.7 24.2: 16.3 75.8
Old : 100.0: 75.8 16.0 2.0 0.0 9.4 77.8 27.5: 22.2 72.5
Other: 100.0: 97.5 0.3 0.2 0.0 16.1 97.7 16.5: 2.3 83.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 17 5 10 0 5 18 19:
Old : 27: 17 5 9 0 5 17 19:
Other: 21: 15 1 4 0 5 15 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 13.7 67.6 20.4 46.5 12.7 66.4 19.3
Old : 44.8 16.1 65.6 23.7 43.3 16.1 63.9 23.7
Other: 57.0 15.5 81.0 16.4 57.0 15.5 81.0 16.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 294,010: 61,284 20,144 72,463 122,483 179,012 256,230 271,618: 37,780 22,392
Old : 281,185: 60,681 22,487 65,795 118,584 171,076 245,060 259,359: 36,125 21,826
Other: 12,825: 5,743 2,796 1,527 3,899 7,936 11,170 12,260: 1,655 565
: : :
: : Changes in Commitments from: November 24, 2009 :
: 6,808: 811 -663 -1,983 5,305 7,826 4,133 5,180: 2,675 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.9 24.6 41.7 60.9 87.2 92.4: 12.8 7.6
Old : 100.0: 21.6 8.0 23.4 42.2 60.8 87.2 92.2: 12.8 7.8
Other: 100.0: 44.8 21.8 11.9 30.4 61.9 87.1 95.6: 12.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 82 45 75 61 61 198 156:
Old : 231: 83 48 75 60 61 196 156:
Other: 44: 8 9 7 18 16 28 30:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 26.4 28.4 38.0 13.8 22.9 20.4 32.2
Old : 17.6 26.2 29.2 37.2 14.4 23.5 21.7 32.6
Other: 58.8 51.0 78.7 78.6 56.6 41.4 68.2 67.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 865,642: 84,567 160,191 46,575 583,437 518,227 714,578 724,992: 151,063 140,649
Old : 865,642: 84,567 160,191 46,575 583,437 518,227 714,578 724,992: 151,063 140,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 15,167: 12,898 -16,138 6,997 -8,533 29,400 11,363 20,259: 3,804 -5,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 18.5 5.4 67.4 59.9 82.5 83.8: 17.5 16.2
Old : 100.0: 9.8 18.5 5.4 67.4 59.9 82.5 83.8: 17.5 16.2
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 : 167: 36 30 37 79 82 131 133:
Old : 167: 36 30 37 79 82 131 133:
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 : 17.0 27.7 27.8 35.8 14.5 21.9 23.8 29.3
Old : 17.0 27.7 27.8 35.8 14.5 21.9 23.8 29.3
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, December 1, 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 : 183,463: 57,321 14,680 23,834 64,516 122,946 145,671 161,461: 37,792 22,003
Old : 169,983: 57,303 13,031 19,760 56,788 116,182 133,852 148,973: 36,131 21,011
Other: 13,480: 2,737 4,369 1,354 7,727 6,764 11,819 12,488: 1,661 992
: : :
: : Changes in Commitments from: November 24, 2009 :
: -3,070: 3,701 1,410 -1,375 -7,116 -2,997 -4,791 -2,962: 1,720 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 8.0 13.0 35.2 67.0 79.4 88.0: 20.6 12.0
Old : 100.0: 33.7 7.7 11.6 33.4 68.3 78.7 87.6: 21.3 12.4
Other: 100.0: 20.3 32.4 10.0 57.3 50.2 87.7 92.6: 12.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 71 29 41 52 50 145 105:
Old : 168: 75 27 41 52 50 144 105:
Other: 46: 8 11 10 21 13 34 30:
:----------------------------------------------------------------------------------------------------
: 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 41.8 22.9 53.3 14.5 37.0 21.1 46.2
Old : 14.2 42.2 22.8 53.7 13.9 38.2 21.0 47.3
Other: 47.9 51.9 62.1 77.8 47.7 47.8 61.9 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 17,633: 6,691 269 1,232 4,778 14,852 12,701 16,353: 4,932 1,281
Old : 16,823: 6,497 268 1,175 4,460 14,212 12,132 15,654: 4,691 1,169
Other: 810: 196 3 55 318 640 569 698: 241 112
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,447: 526 -157 361 109 1,043 997 1,247: 451 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 1.5 7.0 27.1 84.2 72.0 92.7: 28.0 7.3
Old : 100.0: 38.6 1.6 7.0 26.5 84.5 72.1 93.1: 27.9 6.9
Other: 100.0: 24.2 0.4 6.8 39.3 79.0 70.3 86.2: 29.7 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 36 2 8 27 20 68 29:
Old : 78: 36 2 8 26 20 67 29:
Other: 18: 1 3 4 5 8 10 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 : 23.4 62.7 34.4 76.1 23.4 62.6 33.2 75.0
Old : 22.0 64.0 33.4 76.6 22.0 63.9 32.2 75.5
Other: 62.1 66.5 69.8 82.2 61.2 66.5 63.5 79.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 1,023,607: 360,513 144,112 65,611 508,804 687,876 934,928 897,598: 88,679 126,009
Old : 1,023,607: 360,513 144,112 65,611 508,804 687,876 934,928 897,598: 88,679 126,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -85,094: -28,187 -28,675 25,275 -68,412 -51,914 -71,324 -55,313: -13,770 -29,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 14.1 6.4 49.7 67.2 91.3 87.7: 8.7 12.3
Old : 100.0: 35.2 14.1 6.4 49.7 67.2 91.3 87.7: 8.7 12.3
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 : 233: 38 53 31 81 126 137 192:
Old : 233: 38 53 31 81 126 137 192:
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 : 36.7 20.3 48.2 26.2 35.7 19.4 46.5 25.0
Old : 36.7 20.3 48.2 26.2 35.7 19.4 46.5 25.0
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, December 1, 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 : 1,601,570: 198,263 202,325 178,077 911,672 902,305 1,288,012 1,282,707: 313,557 318,863
Old : 1,601,570: 198,263 202,325 178,077 911,672 902,305 1,288,012 1,282,707: 313,557 318,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 59,414: 10,122 -66,443 54,430 -15,163 55,706 49,389 43,693: 10,025 15,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.6 11.1 56.9 56.3 80.4 80.1: 19.6 19.9
Old : 100.0: 12.4 12.6 11.1 56.9 56.3 80.4 80.1: 19.6 19.9
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 : 223: 40 42 50 109 119 175 185:
Old : 223: 40 42 50 109 119 175 185:
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 : 20.5 17.0 27.9 26.6 15.7 13.0 21.0 18.9
Old : 20.5 17.0 27.9 26.6 15.7 13.0 21.0 18.9
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, December 1, 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 : 936,001: 114,949 88,813 64,648 521,765 538,276 701,362 691,737: 234,639 244,264
Old : 936,001: 114,949 88,813 64,648 521,765 538,276 701,362 691,737: 234,639 244,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 54,374: -22,635 9,422 40,403 18,630 -10,661 36,398 39,164: 17,977 15,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 9.5 6.9 55.7 57.5 74.9 73.9: 25.1 26.1
Old : 100.0: 12.3 9.5 6.9 55.7 57.5 74.9 73.9: 25.1 26.1
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 : 140: 19 18 17 76 87 105 112:
Old : 140: 19 18 17 76 87 105 112:
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 : 18.4 14.9 29.2 23.9 12.1 10.5 19.1 16.8
Old : 18.4 14.9 29.2 23.9 12.1 10.5 19.1 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, December 1, 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 : 902,227: 71,717 45,379 287,542 493,682 521,162 852,941 854,083: 49,286 48,143
Old : 902,227: 71,717 45,379 287,542 493,682 521,162 852,941 854,083: 49,286 48,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -45,259: -850 -4,212 -45,495 -7,573 1,773 -53,918 -47,934: 8,659 2,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.0 31.9 54.7 57.8 94.5 94.7: 5.5 5.3
Old : 100.0: 7.9 5.0 31.9 54.7 57.8 94.5 94.7: 5.5 5.3
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 : 121: 28 31 47 49 56 99 114:
Old : 121: 28 31 47 49 56 99 114:
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 : 28.1 26.5 45.1 41.9 12.3 9.7 16.7 13.7
Old : 28.1 26.5 45.1 41.9 12.3 9.7 16.7 13.7
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, December 1, 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 : 15,678: 3,519 2,854 4 8,700 9,222 12,223 12,080: 3,455 3,599
Old : 15,678: 3,519 2,854 4 8,700 9,222 12,223 12,080: 3,455 3,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -1,103: -255 237 2 -0 -1,499 -253 -1,260: -849 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 18.2 0.0 55.5 58.8 78.0 77.0: 22.0 23.0
Old : 100.0: 22.4 18.2 0.0 55.5 58.8 78.0 77.0: 22.0 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 7 2 5 8 10 16:
Old : 23: 4 7 2 5 8 10 16:
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 : 63.6 48.0 77.9 64.0 63.6 48.0 77.9 64.0
Old : 63.6 48.0 77.9 64.0 63.6 48.0 77.9 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 73,088: 38,142 14,155 1,119 21,872 46,255 61,132 61,528: 11,955 11,560
Old : 73,088: 38,142 14,155 1,119 21,872 46,255 61,132 61,528: 11,955 11,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 3,678: 3,468 1,435 72 -1,406 6,394 2,134 7,900: 1,544 -4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 19.4 1.5 29.9 63.3 83.6 84.2: 16.4 15.8
Old : 100.0: 52.2 19.4 1.5 29.9 63.3 83.6 84.2: 16.4 15.8
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 : 106: 44 15 8 28 32 74 53:
Old : 106: 44 15 8 28 32 74 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 30.1 30.3 45.4 16.9 28.5 28.1 42.3
Old : 18.3 30.1 30.3 45.4 16.9 28.5 28.1 42.3
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, December 1, 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 : 12,456: 9,323 9,523 0 1,982 2,933 11,305 12,456: 1,151 0
Old : 12,456: 9,323 9,523 0 1,982 2,933 11,305 12,456: 1,151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 194: 184 98 0 23 104 207 202: -13 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 76.5 0.0 15.9 23.5 90.8 100.0: 9.2 0.0
Old : 100.0: 74.8 76.5 0.0 15.9 23.5 90.8 100.0: 9.2 0.0
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 : 22: 11 6 0 2 3 13 9:
Old : 22: 11 6 0 2 3 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 93.9 88.1 99.6 78.4 93.9 88.1 99.6
Old : 78.4 93.9 88.1 99.6 78.4 93.9 88.1 99.6
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, December 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,014: 585 3,670 95 15,128 12,103 15,808 15,868: 206 146
Old : 16,014: 585 3,670 95 15,128 12,103 15,808 15,868: 206 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -774: 55 -285 -4 -719 -448 -668 -737: -106 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 22.9 0.6 94.5 75.6 98.7 99.1: 1.3 0.9
Old : 100.0: 3.7 22.9 0.6 94.5 75.6 98.7 99.1: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 9 1 14 15 19 24:
Old : 38: 4 9 1 14 15 19 24:
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 : 72.6 79.5 88.5 88.8 68.3 67.6 78.5 76.3
Old : 72.6 79.5 88.5 88.8 68.3 67.6 78.5 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 37,855: 5,711 251 88 31,569 37,178 37,368 37,517: 487 338
Old : 37,855: 5,711 251 88 31,569 37,178 37,368 37,517: 487 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -865: -797 -613 66 -98 -275 -829 -822: -36 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.7 0.2 83.4 98.2 98.7 99.1: 1.3 0.9
Old : 100.0: 15.1 0.7 0.2 83.4 98.2 98.7 99.1: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 5 1 10 9 20 15:
Old : 31: 10 5 1 10 9 20 15:
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 : 76.6 95.4 92.5 98.3 76.2 93.5 91.8 96.1
Old : 76.6 95.4 92.5 98.3 76.2 93.5 91.8 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009