WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 440,022: 71,797 84,308 108,538 229,720 195,836 410,054 388,683: 29,968 51,340
Old : 289,675: 59,604 82,454 60,811 149,375 113,882 269,790 257,146: 19,885 32,529
Other: 150,347: 31,768 21,430 28,151 80,345 81,955 140,264 131,536: 10,083 18,811
: : :
: : Changes in Commitments from: December 15, 2009 :
: 4,620: -3,725 14,024 3,817 7,871 -10,046 7,964 7,796: -3,343 -3,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 19.2 24.7 52.2 44.5 93.2 88.3: 6.8 11.7
Old : 100.0: 20.6 28.5 21.0 51.6 39.3 93.1 88.8: 6.9 11.2
Other: 100.0: 21.1 14.3 18.7 53.4 54.5 93.3 87.5: 6.7 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 109 133 129 82 98 272 290:
Old : 346: 103 130 104 73 88 236 265:
Other: 215: 57 61 67 47 84 142 178:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 17.7 35.2 25.3 19.3 14.5 32.6 19.9
Old : 26.9 18.1 39.4 25.5 26.9 14.4 38.4 21.2
Other: 35.3 25.9 47.3 35.7 32.1 21.6 39.9 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 1,220,477: 269,131 67,734 255,375 575,721 631,386 1,100,227 954,496: 120,250 265,981
Old : 939,562: 205,464 81,270 182,056 449,832 484,216 837,352 747,542: 102,210 192,020
Other: 280,915: 93,188 15,986 43,798 125,889 147,171 262,875 206,954: 18,040 73,962
: : :
: : Changes in Commitments from: December 15, 2009 :
: 7,982: -2,958 -139 -1,049 11,690 9,014 7,682 7,826: 300 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.5 20.9 47.2 51.7 90.1 78.2: 9.9 21.8
Old : 100.0: 21.9 8.6 19.4 47.9 51.5 89.1 79.6: 10.9 20.4
Other: 100.0: 33.2 5.7 15.6 44.8 52.4 93.6 73.7: 6.4 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 166 124 195 219 298 484 540:
Old : 632: 157 135 177 212 287 462 514:
Other: 419: 87 65 74 77 237 198 347:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 14.2 22.4 20.1 12.6 12.2 20.6 16.6
Old : 15.3 14.4 24.3 20.2 15.0 12.1 23.6 16.3
Other: 25.8 16.1 39.1 23.3 24.9 14.1 38.2 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 13,028: 1,885 1,141 956 8,097 9,640 10,937 11,737: 2,090 1,290
Old : 11,248: 1,948 1,141 690 6,553 8,225 9,190 10,055: 2,057 1,192
Other: 1,780: 0 63 203 1,543 1,416 1,747 1,682: 33 98
: : :
: : Changes in Commitments from: December 15, 2009 :
: -31: 168 271 34 -18 -282 185 23: -216 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.8 7.3 62.1 74.0 84.0 90.1: 16.0 9.9
Old : 100.0: 17.3 10.1 6.1 58.3 73.1 81.7 89.4: 18.3 10.6
Other: 100.0: 0.0 3.5 11.4 86.7 79.5 98.1 94.5: 1.9 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 6 3 13 15 24 24:
Old : 37: 11 6 2 13 12 24 20:
Other: 15: 0 3 2 6 9 8 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 : 38.1 60.5 61.4 77.5 32.0 52.0 47.9 61.0
Old : 40.9 62.3 61.2 80.2 36.7 56.7 55.0 69.9
Other: 90.9 69.2 98.1 90.7 81.2 65.7 81.3 77.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 606,444: 115,297 43,664 175,007 261,084 289,944 551,388 508,615: 55,055 97,829
Old : 510,807: 96,501 41,248 142,818 223,733 255,259 463,052 439,324: 47,755 71,482
Other: 95,637: 31,675 15,295 19,311 37,352 34,685 88,337 69,291: 7,300 26,347
: : :
: : Changes in Commitments from: December 15, 2009 :
: -16,553: -34,853 8,388 11,500 14,124 -31,073 -9,230 -11,186: -7,323 -5,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.2 28.9 43.1 47.8 90.9 83.9: 9.1 16.1
Old : 100.0: 18.9 8.1 28.0 43.8 50.0 90.7 86.0: 9.3 14.0
Other: 100.0: 33.1 16.0 20.2 39.1 36.3 92.4 72.5: 7.6 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 162 102 178 123 162 382 370:
Old : 456: 160 108 162 121 156 370 354:
Other: 238: 51 56 46 41 116 118 194:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 19.3 25.4 28.3 11.4 11.6 18.3 16.5
Old : 16.1 21.8 27.8 30.6 13.1 12.9 21.5 18.3
Other: 34.6 17.5 47.0 27.8 31.4 16.3 42.4 22.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,388: 11,579 1,525 341 0 1,300 11,920 3,166: 2,468 11,222
Old : 7,715: 5,309 1,670 174 0 368 5,483 2,212: 2,232 5,503
Other: 6,673: 6,420 5 17 0 932 6,437 954: 236 5,719
: : :
: : Changes in Commitments from: December 15, 2009 :
: -2,762: -2,052 -880 7 0 -854 -2,045 -1,727: -717 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 10.6 2.4 0.0 9.0 82.8 22.0: 17.2 78.0
Old : 100.0: 68.8 21.6 2.3 0.0 4.8 71.1 28.7: 28.9 71.3
Other: 100.0: 96.2 0.1 0.3 0.0 14.0 96.5 14.3: 3.5 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 15 3 10 0 4 16 16:
Old : 21: 13 3 7 0 4 14 14:
Other: 18: 13 1 4 0 4 14 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 15.9 65.2 21.4 45.7 14.9 64.0 19.6
Old : 44.4 23.8 60.7 27.8 43.1 23.8 59.2 26.4
Other: 57.3 14.0 82.0 14.3 57.2 14.0 82.0 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 259,981: 40,910 21,083 66,323 123,313 151,031 230,546 238,437: 29,435 21,544
Old : 243,666: 36,861 23,769 59,171 119,955 139,970 215,987 222,910: 27,679 20,756
Other: 16,315: 9,875 3,140 1,326 3,357 11,061 14,559 15,527: 1,757 788
: : :
: : Changes in Commitments from: December 15, 2009 :
: -8,559: -14,511 2,087 -747 11,467 -11,189 -3,791 -9,849: -4,768 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.1 25.5 47.4 58.1 88.7 91.7: 11.3 8.3
Old : 100.0: 15.1 9.8 24.3 49.2 57.4 88.6 91.5: 11.4 8.5
Other: 100.0: 60.5 19.2 8.1 20.6 67.8 89.2 95.2: 10.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 61 53 85 59 60 181 172:
Old : 222: 65 55 84 57 59 178 170:
Other: 46: 8 11 7 14 19 25 34:
:----------------------------------------------------------------------------------------------------
: 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 25.6 27.8 36.3 14.6 19.4 20.6 27.5
Old : 17.0 25.0 28.2 35.9 15.7 20.2 21.6 28.9
Other: 66.7 46.7 82.8 70.9 60.7 45.6 76.0 68.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 753,723: 61,531 151,276 40,482 521,943 419,045 623,956 610,803: 129,767 142,920
Old : 753,723: 61,531 151,276 40,482 521,943 419,045 623,956 610,803: 129,767 142,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -7,761: 4,773 -5,101 5,015 -6,986 -22,431 2,802 -22,516: -10,563 14,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 20.1 5.4 69.2 55.6 82.8 81.0: 17.2 19.0
Old : 100.0: 8.2 20.1 5.4 69.2 55.6 82.8 81.0: 17.2 19.0
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 : 168: 40 31 38 73 79 129 132:
Old : 168: 40 31 38 73 79 129 132:
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 19.4 31.6 26.8 16.3 19.1 26.4 26.5
Old : 20.5 19.4 31.6 26.8 16.3 19.1 26.4 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,420: 166 80 153 6,764 6,891 7,083 7,124: 337 296
Old : 7,420: 166 80 153 6,764 6,891 7,083 7,124: 337 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 406: 91 -33 -32 281 377 340 312: 66 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.1 2.1 91.2 92.9 95.5 96.0: 4.5 4.0
Old : 100.0: 2.2 1.1 2.1 91.2 92.9 95.5 96.0: 4.5 4.0
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: 1 2 2 14 17 16 20:
Old : 20: 1 2 2 14 17 16 20:
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 : 67.7 69.3 83.9 84.3 27.8 29.9 33.8 33.4
Old : 67.7 69.3 83.9 84.3 27.8 29.9 33.8 33.4
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 22, 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 : 187,818: 50,076 21,067 27,102 73,481 114,097 150,659 162,266: 37,159 25,552
Old : 170,414: 47,831 18,845 23,171 64,394 103,892 135,396 145,909: 35,018 24,505
Other: 17,405: 3,820 3,797 2,356 9,087 10,205 15,263 16,357: 2,142 1,047
: : :
: : Changes in Commitments from: December 15, 2009 :
: -7,327: -10,034 1,969 -345 5,882 -10,779 -4,497 -9,156: -2,830 1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 11.2 14.4 39.1 60.7 80.2 86.4: 19.8 13.6
Old : 100.0: 28.1 11.1 13.6 37.8 61.0 79.5 85.6: 20.5 14.4
Other: 100.0: 21.9 21.8 13.5 52.2 58.6 87.7 94.0: 12.3 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 62 32 42 55 51 143 106:
Old : 163: 63 33 41 55 51 141 106:
Other: 50: 10 10 13 21 13 39 31:
:----------------------------------------------------------------------------------------------------
: 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 35.2 25.1 48.1 13.9 26.7 20.1 35.0
Old : 14.3 34.2 24.4 47.0 13.3 27.3 19.8 35.4
Other: 44.4 54.2 58.7 79.6 44.0 50.2 56.7 66.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 17,311: 6,019 307 1,222 5,661 14,526 12,901 16,054: 4,410 1,257
Old : 16,090: 5,823 268 1,128 4,967 13,597 11,918 14,993: 4,172 1,097
Other: 1,221: 196 39 94 693 929 983 1,061: 238 160
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,478: -1,051 185 -329 710 -1,414 -670 -1,559: -808 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.8 7.1 32.7 83.9 74.5 92.7: 25.5 7.3
Old : 100.0: 36.2 1.7 7.0 30.9 84.5 74.1 93.2: 25.9 6.8
Other: 100.0: 16.1 3.2 7.7 56.8 76.1 80.5 86.9: 19.5 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 35 7 10 28 21 70 33:
Old : 81: 35 7 10 27 21 69 33:
Other: 22: 2 2 3 5 12 9 16:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 64.9 34.4 77.1 24.3 64.1 34.4 76.1
Old : 21.7 67.2 32.6 78.4 21.7 66.7 32.5 77.6
Other: 72.1 58.9 80.2 78.5 70.1 58.9 72.8 74.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 927,039: 333,288 134,709 41,912 467,202 624,023 842,402 800,645: 84,636 126,394
Old : 927,039: 333,288 134,709 41,912 467,202 624,023 842,402 800,645: 84,636 126,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -21,029: -53 -15,040 -2,381 -12,346 -1,702 -14,780 -19,123: -6,249 -1,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 14.5 4.5 50.4 67.3 90.9 86.4: 9.1 13.6
Old : 100.0: 36.0 14.5 4.5 50.4 67.3 90.9 86.4: 9.1 13.6
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 : 220: 37 55 31 71 108 126 176:
Old : 220: 37 55 31 71 108 126 176:
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 : 38.6 23.2 49.0 29.5 38.4 21.3 47.4 27.3
Old : 38.6 23.2 49.0 29.5 38.4 21.3 47.4 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 1,641,410: 162,407 276,385 219,354 983,759 853,235 1,365,521 1,348,974: 275,889 292,436
Old : 1,641,410: 162,407 276,385 219,354 983,759 853,235 1,365,521 1,348,974: 275,889 292,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 148,581: -2,966 50,543 53,405 114,191 45,094 164,629 149,042: -16,048 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.8 13.4 59.9 52.0 83.2 82.2: 16.8 17.8
Old : 100.0: 9.9 16.8 13.4 59.9 52.0 83.2 82.2: 16.8 17.8
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 : 237: 42 49 59 121 124 196 199:
Old : 237: 42 49 59 121 124 196 199:
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 : 17.6 19.5 24.8 29.5 12.9 16.0 17.9 19.9
Old : 17.6 19.5 24.8 29.5 12.9 16.0 17.9 19.9
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 22, 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 : 862,716: 131,609 69,722 29,211 517,752 549,966 678,572 648,899: 184,144 213,817
Old : 862,716: 131,609 69,722 29,211 517,752 549,966 678,572 648,899: 184,144 213,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -10,002: 868 -22,283 2,471 13,560 13,438 16,899 -6,374: -26,901 -3,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.1 3.4 60.0 63.7 78.7 75.2: 21.3 24.8
Old : 100.0: 15.3 8.1 3.4 60.0 63.7 78.7 75.2: 21.3 24.8
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 : 140: 25 20 20 72 76 104 109:
Old : 140: 25 20 20 72 76 104 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 22.4 29.5 33.4 12.3 18.1 20.4 25.0
Old : 20.1 22.4 29.5 33.4 12.3 18.1 20.4 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 906,428: 78,418 48,817 306,905 485,701 508,024 871,025 863,747: 35,403 42,681
Old : 906,428: 78,418 48,817 306,905 485,701 508,024 871,025 863,747: 35,403 42,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -13,159: -1,153 -3,429 6,457 -17,269 -16,530 -11,966 -13,502: -1,193 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.4 33.9 53.6 56.0 96.1 95.3: 3.9 4.7
Old : 100.0: 8.7 5.4 33.9 53.6 56.0 96.1 95.3: 3.9 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 : 132: 35 27 48 53 63 109 121:
Old : 132: 35 27 48 53 63 109 121:
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 : 29.0 24.6 47.3 39.0 16.0 8.2 18.6 12.6
Old : 29.0 24.6 47.3 39.0 16.0 8.2 18.6 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 64,882: 25,832 8,502 1,100 26,717 46,022 53,648 55,624: 11,234 9,258
Old : 64,882: 25,832 8,502 1,100 26,717 46,022 53,648 55,624: 11,234 9,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -27,237: -3,282 -5,348 -2,370 -16,939 -13,790 -22,591 -21,509: -4,646 -5,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 13.1 1.7 41.2 70.9 82.7 85.7: 17.3 14.3
Old : 100.0: 39.8 13.1 1.7 41.2 70.9 82.7 85.7: 17.3 14.3
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 : 85: 27 17 6 26 24 57 43:
Old : 85: 27 17 6 26 24 57 43:
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 37.9 30.5 56.5 18.1 37.9 29.8 53.9
Old : 18.3 37.9 30.5 56.5 18.1 37.9 29.8 53.9
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 22, 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 : 12,869: 9,935 12,052 0 1,568 715 11,503 12,767: 1,366 102
Old : 12,869: 9,935 12,052 0 1,568 715 11,503 12,767: 1,366 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -2,275: 52 2,273 -2,327 -90 -2,214 -2,365 -2,268: 90 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 93.7 0.0 12.2 5.6 89.4 99.2: 10.6 0.8
Old : 100.0: 77.2 93.7 0.0 12.2 5.6 89.4 99.2: 10.6 0.8
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 : 20: 11 5 0 1 3 12 8:
Old : 20: 11 5 0 1 3 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 : 75.0 97.3 86.1 99.2 75.0 97.3 86.1 99.2
Old : 75.0 97.3 86.1 99.2 75.0 97.3 86.1 99.2
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 22, 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 : 8,963: 145 2,127 175 7,913 5,896 8,233 8,198: 730 765
Old : 8,963: 145 2,127 175 7,913 5,896 8,233 8,198: 730 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -312: -221 -424 80 -695 -628 -836 -972: 524 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 23.7 2.0 88.3 65.8 91.9 91.5: 8.1 8.5
Old : 100.0: 1.6 23.7 2.0 88.3 65.8 91.9 91.5: 8.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 9 2 13 12 17 21:
Old : 34: 2 9 2 13 12 17 21:
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 : 65.4 56.7 82.2 75.5 65.4 55.8 76.3 71.9
Old : 65.4 56.7 82.2 75.5 65.4 55.8 76.3 71.9
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, December 22, 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 : 14,004: 3,075 1,052 0 10,539 12,641 13,614 13,693: 390 311
Old : 14,004: 3,075 1,052 0 10,539 12,641 13,614 13,693: 390 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -286: -478 929 0 -37 -1,481 -515 -552: 229 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 7.5 0.0 75.3 90.3 97.2 97.8: 2.8 2.2
Old : 100.0: 22.0 7.5 0.0 75.3 90.3 97.2 97.8: 2.8 2.2
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 : 28: 7 4 0 8 10 15 14:
Old : 28: 7 4 0 8 10 15 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 : 70.9 77.7 93.3 93.0 70.9 76.3 91.9 90.4
Old : 70.9 77.7 93.3 93.0 70.9 76.3 91.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009