WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 437,771: 72,899 86,690 105,682 227,824 195,366 406,405 387,738: 31,366 50,033
Old : 284,230: 61,199 84,592 55,477 146,549 112,731 263,225 252,801: 21,004 31,429
Other: 153,541: 33,158 23,556 28,747 81,275 82,635 143,180 134,937: 10,362 18,604
: : :
: : Changes in Commitments from: December 22, 2009 :
: -2,251: 1,103 2,382 -2,856 -1,896 -471 -3,649 -945: 1,398 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 19.8 24.1 52.0 44.6 92.8 88.6: 7.2 11.4
Old : 100.0: 21.5 29.8 19.5 51.6 39.7 92.6 88.9: 7.4 11.1
Other: 100.0: 21.6 15.3 18.7 52.9 53.8 93.3 87.9: 6.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 115 125 124 79 96 267 284:
Old : 341: 103 129 97 71 85 230 257:
Other: 217: 68 54 70 47 82 147 177:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 17.7 35.8 25.4 19.7 15.0 33.1 20.6
Old : 27.5 17.8 40.0 25.7 27.5 15.0 39.6 22.8
Other: 35.0 25.4 47.1 35.5 32.0 21.5 39.9 27.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 1,247,226: 283,385 60,629 260,677 575,403 654,720 1,119,465 976,026: 127,761 271,200
Old : 954,527: 216,834 77,836 182,986 447,031 501,457 846,852 762,279: 107,675 192,248
Other: 292,699: 99,228 15,471 45,014 128,371 153,263 272,613 213,747: 20,086 78,952
: : :
: : Changes in Commitments from: December 22, 2009 :
: 26,749: 14,254 -7,105 5,302 -319 23,333 19,237 21,530: 7,511 5,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.9 20.9 46.1 52.5 89.8 78.3: 10.2 21.7
Old : 100.0: 22.7 8.2 19.2 46.8 52.5 88.7 79.9: 11.3 20.1
Other: 100.0: 33.9 5.3 15.4 43.9 52.4 93.1 73.0: 6.9 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 646: 176 113 190 219 297 490 530:
Old : 634: 160 137 177 210 287 470 507:
Other: 425: 89 67 77 79 239 206 350:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 14.3 22.2 20.2 12.4 12.6 20.3 17.0
Old : 15.1 14.6 24.1 20.3 14.8 12.7 23.3 16.8
Other: 24.9 15.8 37.9 23.3 24.1 14.0 37.1 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 12,904: 2,051 1,093 832 7,570 9,676 10,453 11,601: 2,451 1,303
Old : 11,111: 2,082 1,093 573 6,040 8,244 8,695 9,910: 2,416 1,201
Other: 1,793: 29 60 199 1,530 1,432 1,758 1,691: 35 102
: : :
: : Changes in Commitments from: December 22, 2009 :
: -123: 166 -48 -124 -526 35 -484 -137: 361 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.5 6.4 58.7 75.0 81.0 89.9: 19.0 10.1
Old : 100.0: 18.7 9.8 5.2 54.4 74.2 78.3 89.2: 21.7 10.8
Other: 100.0: 1.6 3.3 11.1 85.4 79.9 98.0 94.3: 2.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 7 3 13 15 25 25:
Old : 39: 12 7 2 13 12 25 21:
Other: 15: 2 1 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 : 37.1 61.0 58.1 76.7 30.6 52.6 45.4 61.8
Old : 39.7 62.9 57.0 79.2 35.5 57.1 52.1 69.9
Other: 90.7 68.5 98.0 90.5 79.8 66.0 81.4 77.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 526,575: 112,646 39,958 136,319 226,959 258,637 475,924 434,914: 50,651 91,661
Old : 428,960: 92,453 35,001 105,333 188,100 223,500 385,887 363,834: 43,073 65,126
Other: 97,615: 31,314 16,079 19,864 38,859 35,137 90,037 71,080: 7,578 26,536
: : :
: : Changes in Commitments from: December 22, 2009 :
: -79,869: -2,651 -3,705 -38,688 -34,125 -31,308 -75,464 -73,701: -4,404 -6,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 7.6 25.9 43.1 49.1 90.4 82.6: 9.6 17.4
Old : 100.0: 21.6 8.2 24.6 43.9 52.1 90.0 84.8: 10.0 15.2
Other: 100.0: 32.1 16.5 20.3 39.8 36.0 92.2 72.8: 7.8 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 144 97 158 114 157 353 344:
Old : 429: 142 100 145 112 150 341 329:
Other: 237: 56 49 50 42 115 123 193:
:----------------------------------------------------------------------------------------------------
: 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 17.3 25.6 26.6 12.7 13.2 20.8 18.7
Old : 16.3 19.8 28.1 29.3 15.7 15.4 25.1 21.4
Other: 34.0 17.1 46.4 27.7 30.7 15.6 41.4 22.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 241,324: 43,083 20,465 59,952 108,321 141,654 211,355 222,071: 29,969 19,252
Old : 224,781: 38,825 22,825 52,991 104,713 130,598 196,528 206,413: 28,253 18,368
Other: 16,543: 9,917 3,300 1,302 3,608 11,057 14,827 15,659: 1,716 884
: : :
: : Changes in Commitments from: December 22, 2009 :
: -18,657: 2,173 -618 -6,371 -14,992 -9,376 -19,190 -16,365: 533 -2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 8.5 24.8 44.9 58.7 87.6 92.0: 12.4 8.0
Old : 100.0: 17.3 10.2 23.6 46.6 58.1 87.4 91.8: 12.6 8.2
Other: 100.0: 59.9 19.9 7.9 21.8 66.8 89.6 94.7: 10.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 68 50 90 53 56 185 170:
Old : 225: 75 49 89 51 56 182 169:
Other: 46: 6 13 7 15 19 25 35:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 28.1 27.6 38.1 15.9 22.1 22.2 30.7
Old : 17.8 27.7 27.8 38.0 17.1 23.3 23.6 32.7
Other: 67.4 46.7 83.8 70.5 61.5 45.4 77.1 68.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 724,400: 47,602 149,076 29,390 520,550 407,596 597,542 586,062: 126,858 138,338
Old : 724,400: 47,602 149,076 29,390 520,550 407,596 597,542 586,062: 126,858 138,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -29,323: -13,928 -2,200 -11,091 -1,394 -11,449 -26,414 -24,741: -2,909 -4,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 20.6 4.1 71.9 56.3 82.5 80.9: 17.5 19.1
Old : 100.0: 6.6 20.6 4.1 71.9 56.3 82.5 80.9: 17.5 19.1
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 : 161: 27 35 30 72 78 118 124:
Old : 161: 27 35 30 72 78 118 124:
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 : 20.6 20.0 32.7 27.7 16.7 19.8 27.5 27.3
Old : 20.6 20.0 32.7 27.7 16.7 19.8 27.5 27.3
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 29, 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 : 6,726: 0 376 155 6,335 6,000 6,490 6,531: 236 195
Old : 6,726: 0 376 155 6,335 6,000 6,490 6,531: 236 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -694: -166 296 2 -429 -891 -593 -593: -101 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 2.3 94.2 89.2 96.5 97.1: 3.5 2.9
Old : 100.0: 0.0 5.6 2.3 94.2 89.2 96.5 97.1: 3.5 2.9
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 : 20: 0 3 2 14 17 16 20:
Old : 20: 0 3 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 : 71.3 66.2 86.7 84.3 29.5 25.0 34.0 32.8
Old : 71.3 66.2 86.7 84.3 29.5 25.0 34.0 32.8
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 29, 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 : 177,304: 50,244 19,992 24,136 71,381 114,573 145,760 158,701: 31,543 18,603
Old : 159,609: 47,925 17,185 20,527 61,840 104,388 130,292 142,100: 29,316 17,509
Other: 17,695: 3,440 3,929 2,487 9,540 10,185 15,468 16,601: 2,227 1,094
: : :
: : Changes in Commitments from: December 22, 2009 :
: -10,515: 167 -1,076 -2,965 -2,101 476 -4,899 -3,565: -5,616 -6,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.3 13.6 40.3 64.6 82.2 89.5: 17.8 10.5
Old : 100.0: 30.0 10.8 12.9 38.7 65.4 81.6 89.0: 18.4 11.0
Other: 100.0: 19.4 22.2 14.1 53.9 57.6 87.4 93.8: 12.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 65 28 41 50 47 141 97:
Old : 159: 67 28 40 50 47 140 96:
Other: 49: 5 14 13 21 13 37 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 39.0 25.8 52.4 14.3 30.0 20.9 38.7
Old : 15.0 38.4 24.9 51.6 13.5 30.2 20.5 38.9
Other: 44.8 53.6 58.8 78.7 44.4 49.4 57.0 66.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 16,821: 5,962 847 1,055 5,728 13,791 12,746 15,693: 4,076 1,128
Old : 15,553: 5,767 829 951 4,992 12,844 11,709 14,623: 3,844 930
Other: 1,268: 196 19 104 737 947 1,036 1,070: 232 199
: : :
: : Changes in Commitments from: December 22, 2009 :
: -490: -57 540 -166 68 -735 -156 -361: -334 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 5.0 6.3 34.1 82.0 75.8 93.3: 24.2 6.7
Old : 100.0: 37.1 5.3 6.1 32.1 82.6 75.3 94.0: 24.7 6.0
Other: 100.0: 15.5 1.5 8.2 58.1 74.7 81.7 84.3: 18.3 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 32 7 6 30 19 67 28:
Old : 77: 32 6 6 29 18 66 27:
Other: 21: 1 3 4 5 11 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 65.9 32.3 78.5 22.0 62.5 31.2 74.7
Old : 19.9 68.5 30.0 80.0 19.9 65.2 29.0 76.4
Other: 72.5 57.5 80.8 75.6 70.9 57.5 73.5 71.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 884,201: 286,525 131,351 37,761 477,439 599,825 801,724 768,936: 82,477 115,265
Old : 884,201: 286,525 131,351 37,761 477,439 599,825 801,724 768,936: 82,477 115,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -42,837: -46,763 -3,358 -4,151 10,236 -24,199 -40,678 -31,708: -2,160 -11,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 14.9 4.3 54.0 67.8 90.7 87.0: 9.3 13.0
Old : 100.0: 32.4 14.9 4.3 54.0 67.8 90.7 87.0: 9.3 13.0
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 : 218: 34 55 30 72 111 126 176:
Old : 218: 34 55 30 72 111 126 176:
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 : 39.3 23.6 47.9 30.1 37.6 21.6 45.3 27.9
Old : 39.3 23.6 47.9 30.1 37.6 21.6 45.3 27.9
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, December 29, 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 : 1,577,970: 145,953 309,739 202,736 968,665 771,976 1,317,354 1,284,452: 260,616 293,518
Old : 1,577,970: 145,953 309,739 202,736 968,665 771,976 1,317,354 1,284,452: 260,616 293,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -63,440: -16,455 33,354 -16,618 -15,094 -81,258 -48,167 -64,522: -15,273 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.6 12.8 61.4 48.9 83.5 81.4: 16.5 18.6
Old : 100.0: 9.2 19.6 12.8 61.4 48.9 83.5 81.4: 16.5 18.6
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 : 213: 36 47 53 107 109 173 179:
Old : 213: 36 47 53 107 109 173 179:
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 22.1 27.0 31.0 15.2 18.3 20.8 22.3
Old : 19.3 22.1 27.0 31.0 15.2 18.3 20.8 22.3
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 29, 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 : 797,191: 106,138 75,591 32,532 491,978 468,940 630,648 577,063: 166,543 220,128
Old : 797,191: 106,138 75,591 32,532 491,978 468,940 630,648 577,063: 166,543 220,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -65,525: -25,471 5,870 3,321 -25,774 -81,026 -47,924 -71,836: -17,601 6,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.5 4.1 61.7 58.8 79.1 72.4: 20.9 27.6
Old : 100.0: 13.3 9.5 4.1 61.7 58.8 79.1 72.4: 20.9 27.6
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 : 137: 20 22 16 72 75 100 105:
Old : 137: 20 22 16 72 75 100 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 18.3 30.0 28.3 11.7 13.2 19.4 19.6
Old : 20.9 18.3 30.0 28.3 11.7 13.2 19.4 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 929,783: 77,282 48,900 317,467 499,712 520,844 894,461 887,211: 35,322 42,572
Old : 929,783: 77,282 48,900 317,467 499,712 520,844 894,461 887,211: 35,322 42,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 23,355: -1,136 83 10,562 14,011 12,820 23,436 23,465: -81 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.3 34.1 53.7 56.0 96.2 95.4: 3.8 4.6
Old : 100.0: 8.3 5.3 34.1 53.7 56.0 96.2 95.4: 3.8 4.6
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 : 132: 38 26 48 55 62 112 120:
Old : 132: 38 26 48 55 62 112 120:
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 25.3 46.0 39.3 15.4 8.3 17.7 13.0
Old : 28.1 25.3 46.0 39.3 15.4 8.3 17.7 13.0
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 66,837: 26,476 6,712 997 27,391 50,083 54,864 57,792: 11,973 9,045
Old : 66,837: 26,476 6,712 997 27,391 50,083 54,864 57,792: 11,973 9,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,955: 644 -1,789 -103 674 4,060 1,215 2,168: 740 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 10.0 1.5 41.0 74.9 82.1 86.5: 17.9 13.5
Old : 100.0: 39.6 10.0 1.5 41.0 74.9 82.1 86.5: 17.9 13.5
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 : 85: 29 13 6 24 29 56 45:
Old : 85: 29 13 6 24 29 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 37.3 29.7 56.4 17.2 37.3 29.0 54.2
Old : 17.6 37.3 29.7 56.4 17.2 37.3 29.0 54.2
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, December 29, 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 : 12,802: 9,904 12,066 0 1,531 635 11,435 12,701: 1,367 101
Old : 12,802: 9,904 12,066 0 1,531 635 11,435 12,701: 1,367 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -67: -31 14 0 -37 -80 -68 -66: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 94.3 0.0 12.0 5.0 89.3 99.2: 10.7 0.8
Old : 100.0: 77.4 94.3 0.0 12.0 5.0 89.3 99.2: 10.7 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 : 74.9 97.2 86.0 99.2 74.9 97.2 86.0 99.2
Old : 74.9 97.2 86.0 99.2 74.9 97.2 86.0 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 29, 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 : 9,226: 104 2,364 175 8,411 6,012 8,690 8,551: 536 675
Old : 9,226: 104 2,364 175 8,411 6,012 8,690 8,551: 536 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 263: -41 237 0 498 116 457 353: -194 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 25.6 1.9 91.2 65.2 94.2 92.7: 5.8 7.3
Old : 100.0: 1.1 25.6 1.9 91.2 65.2 94.2 92.7: 5.8 7.3
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 : 34: 2 9 2 12 13 16 22:
Old : 34: 2 9 2 12 13 16 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 : 68.0 55.8 86.1 74.3 68.0 55.0 78.0 70.9
Old : 68.0 55.8 86.1 74.3 68.0 55.0 78.0 70.9
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 29, 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 : 13,303: 2,389 1,010 0 10,632 12,073 13,021 13,083: 282 220
Old : 13,303: 2,389 1,010 0 10,632 12,073 13,021 13,083: 282 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -701: -686 -42 0 93 -568 -593 -610: -108 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.6 0.0 79.9 90.8 97.9 98.3: 2.1 1.7
Old : 100.0: 18.0 7.6 0.0 79.9 90.8 97.9 98.3: 2.1 1.7
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 : 27: 6 4 0 8 10 14 14:
Old : 27: 6 4 0 8 10 14 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 : 78.9 79.3 94.5 93.2 78.9 77.0 92.7 90.4
Old : 78.9 79.3 94.5 93.2 78.9 77.0 92.7 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010