WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 363,299: 72,253 92,879 52,782 210,821 174,056 335,856 319,717: 27,443 43,582
Old : 224,692: 60,052 91,086 14,185 132,951 93,232 207,188 198,503: 17,504 26,189
Other: 138,607: 35,649 25,241 15,149 77,870 80,824 128,668 121,214: 9,939 17,393
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,875: 2,567 -2,675 173 -892 6,590 1,848 4,088: 27 -2,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 25.6 14.5 58.0 47.9 92.4 88.0: 7.6 12.0
Old : 100.0: 26.7 40.5 6.3 59.2 41.5 92.2 88.3: 7.8 11.7
Other: 100.0: 25.7 18.2 10.9 56.2 58.3 92.8 87.5: 7.2 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 97 136 107 65 95 241 273:
Old : 336: 88 139 52 48 80 176 233:
Other: 219: 63 57 47 45 83 131 168:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 19.8 42.2 27.6 23.3 17.9 39.3 24.4
Old : 34.6 18.5 49.7 27.3 34.6 18.5 49.7 27.2
Other: 38.2 27.9 51.5 39.1 35.0 24.9 44.2 31.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,032,529: 327,887 63,907 97,431 504,378 637,452 929,696 798,790: 102,833 233,739
Old : 785,187: 259,550 82,139 48,068 392,784 492,514 700,402 622,721: 84,785 162,466
Other: 247,342: 104,461 17,892 13,239 111,594 144,938 229,294 176,069: 18,048 71,273
: : :
: : Changes in Commitments from: December 29, 2009 :
: 42,858: 28,333 1,141 11,101 3,975 32,738 43,409 44,980: -551 -2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 6.2 9.4 48.8 61.7 90.0 77.4: 10.0 22.6
Old : 100.0: 33.1 10.5 6.1 50.0 62.7 89.2 79.3: 10.8 20.7
Other: 100.0: 42.2 7.2 5.4 45.1 58.6 92.7 71.2: 7.3 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 179 110 144 167 272 423 478:
Old : 623: 172 129 121 156 257 392 448:
Other: 417: 87 62 32 62 236 163 321:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 17.3 25.7 23.0 14.6 16.9 24.2 22.6
Old : 18.4 18.0 28.9 23.5 18.2 17.5 28.4 22.9
Other: 28.3 18.0 42.0 26.2 28.0 17.1 41.1 24.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,971: 3,142 165 86 6,156 10,764 9,384 11,015: 2,587 956
Old : 10,208: 2,928 165 5 4,754 9,237 7,687 9,407: 2,521 801
Other: 1,763: 214 0 81 1,402 1,527 1,697 1,608: 66 155
: : :
: : Changes in Commitments from: December 29, 2009 :
: -38: 572 -928 -108 -758 1,255 -294 219: 256 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 1.4 0.7 51.4 89.9 78.4 92.0: 21.6 8.0
Old : 100.0: 28.7 1.6 0.0 46.6 90.5 75.3 92.2: 24.7 7.8
Other: 100.0: 12.1 0.0 4.6 79.5 86.6 96.3 91.2: 3.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 2 2 13 12 28 16:
Old : 36: 15 2 1 12 10 27 13:
Other: 14: 2 0 2 5 9 7 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 67.9 51.9 84.7 31.2 60.3 43.7 72.6
Old : 35.5 71.1 50.2 87.8 35.5 66.2 50.2 82.8
Other: 95.3 72.0 96.3 90.1 86.6 72.0 86.7 81.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 424,304: 129,599 41,790 58,459 195,811 242,901 383,869 343,150: 40,435 81,154
Old : 344,940: 110,660 37,946 42,990 158,169 207,746 311,819 288,682: 33,121 56,258
Other: 79,364: 31,517 16,422 2,891 37,642 35,155 72,050 54,468: 7,314 24,896
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,009: 17,893 5,734 -4,946 -7,164 2,819 5,783 3,607: -4,774 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.8 13.8 46.1 57.2 90.5 80.9: 9.5 19.1
Old : 100.0: 32.1 11.0 12.5 45.9 60.2 90.4 83.7: 9.6 16.3
Other: 100.0: 39.7 20.7 3.6 47.4 44.3 90.8 68.6: 9.2 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 136 118 113 88 156 310 317:
Old : 434: 143 114 95 84 147 291 301:
Other: 230: 43 55 13 38 114 88 176:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 18.6 27.4 27.7 15.2 17.1 24.3 23.6
Old : 19.3 21.4 30.8 30.6 19.2 19.2 29.5 26.8
Other: 39.5 20.2 54.7 29.1 39.5 20.0 54.7 28.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,810: 53,506 23,815 30,173 89,991 133,955 173,670 187,943: 33,140 18,867
Old : 189,496: 49,124 27,688 22,083 87,038 121,715 158,245 171,486: 31,251 18,010
Other: 17,314: 11,236 2,981 1,236 2,953 12,240 15,425 16,457: 1,889 857
: : :
: : Changes in Commitments from: December 29, 2009 :
: -3,238: 10,276 3,087 -13,629 -4,745 6,461 -8,098 -4,081: 4,860 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.5 14.6 43.5 64.8 84.0 90.9: 16.0 9.1
Old : 100.0: 25.9 14.6 11.7 45.9 64.2 83.5 90.5: 16.5 9.5
Other: 100.0: 64.9 17.2 7.1 17.1 70.7 89.1 95.1: 10.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 78 63 66 48 51 175 144:
Old : 222: 81 64 62 46 48 169 139:
Other: 45: 11 8 6 14 18 27 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 : 19.2 28.3 29.4 39.9 17.7 27.0 25.0 37.2
Old : 20.0 29.8 30.2 41.6 20.0 29.2 28.0 41.0
Other: 62.8 43.3 81.3 66.9 57.1 42.3 75.6 65.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 658,969: 49,866 151,399 1,837 494,457 371,103 546,160 524,339: 112,809 134,630
Old : 658,969: 49,866 151,399 1,837 494,457 371,103 546,160 524,339: 112,809 134,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -11,454: 3,676 1,519 -710 -9,011 -17,214 -6,045 -16,405: -5,409 4,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.0 0.3 75.0 56.3 82.9 79.6: 17.1 20.4
Old : 100.0: 7.6 23.0 0.3 75.0 56.3 82.9 79.6: 17.1 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 27 30 4 64 70 94 101:
Old : 153: 27 30 4 64 70 94 101:
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 : 19.9 20.4 33.0 29.2 16.7 20.4 27.5 28.8
Old : 19.9 20.4 33.0 29.2 16.7 20.4 27.5 28.8
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,010: 0 320 65 6,634 6,409 6,699 6,794: 311 216
Old : 7,010: 0 320 65 6,634 6,409 6,699 6,794: 311 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 284: 0 -56 -90 299 409 209 263: 75 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 0.9 94.6 91.4 95.6 96.9: 4.4 3.1
Old : 100.0: 0.0 4.6 0.9 94.6 91.4 95.6 96.9: 4.4 3.1
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 : 20: 0 2 1 15 18 16 20:
Old : 20: 0 2 1 15 18 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 : 70.4 67.7 85.4 84.6 30.9 26.7 35.5 34.3
Old : 70.4 67.7 85.4 84.6 30.9 26.7 35.5 34.3
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,587: 53,813 24,788 14,142 65,642 108,438 133,597 147,368: 29,990 16,219
Old : 146,087: 51,247 21,325 11,453 55,711 98,188 118,411 130,966: 27,676 15,121
Other: 17,500: 3,566 4,463 1,689 9,931 10,250 15,186 16,402: 2,314 1,098
: : :
: : Changes in Commitments from: December 29, 2009 :
: 4,838: 4,818 371 620 -1,308 3,875 4,130 4,866: 708 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.2 8.6 40.1 66.3 81.7 90.1: 18.3 9.9
Old : 100.0: 35.1 14.6 7.8 38.1 67.2 81.1 89.6: 18.9 10.4
Other: 100.0: 20.4 25.5 9.7 56.7 58.6 86.8 93.7: 13.2 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 55 30 31 53 48 133 94:
Old : 160: 57 31 30 53 47 131 93:
Other: 50: 7 10 6 24 14 36 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 39.7 24.2 52.6 15.2 32.1 22.9 41.9
Old : 15.0 39.2 23.9 52.1 14.4 32.7 22.7 42.4
Other: 47.3 57.2 60.4 77.7 46.9 55.2 58.9 68.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,458: 6,169 895 329 5,454 13,494 11,952 14,718: 3,506 740
Old : 14,152: 5,985 895 220 4,725 12,513 10,930 13,628: 3,222 524
Other: 1,306: 202 18 91 729 981 1,022 1,090: 284 216
: : :
: : Changes in Commitments from: December 29, 2009 :
: -523: -25 72 -111 39 -178 -97 -217: -426 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 5.8 2.1 35.3 87.3 77.3 95.2: 22.7 4.8
Old : 100.0: 42.3 6.3 1.6 33.4 88.4 77.2 96.3: 22.8 3.7
Other: 100.0: 15.5 1.4 7.0 55.8 75.1 78.3 83.5: 21.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 35 7 7 24 20 64 30:
Old : 79: 35 7 7 22 18 62 28:
Other: 20: 3 1 3 4 11 9 14:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 69.8 34.2 83.5 24.1 66.4 33.1 80.0
Old : 21.8 73.2 31.9 85.7 21.5 69.9 30.8 82.4
Other: 70.4 57.5 78.0 76.0 68.8 57.5 71.3 72.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 833,027: 238,142 146,596 28,964 475,619 538,157 742,725 713,717: 90,302 119,310
Old : 833,027: 238,142 146,596 28,964 475,619 538,157 742,725 713,717: 90,302 119,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -20,735: -50,124 12,051 11,792 7,093 -51,855 -31,239 -28,012: 10,504 7,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 17.6 3.5 57.1 64.6 89.2 85.7: 10.8 14.3
Old : 100.0: 28.6 17.6 3.5 57.1 64.6 89.2 85.7: 10.8 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 : 207: 32 52 20 66 101 107 164:
Old : 207: 32 52 20 66 101 107 164:
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 : 41.6 21.1 49.8 28.9 38.3 18.7 45.5 25.1
Old : 41.6 21.1 49.8 28.9 38.3 18.7 45.5 25.1
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,217,404: 155,429 304,661 37,559 796,975 575,354 989,963 917,574: 227,441 299,830
Old : 1,217,404: 155,429 304,661 37,559 796,975 575,354 989,963 917,574: 227,441 299,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 57,997: 3,671 16,547 14,142 49,999 -5 67,812 30,684: -9,815 27,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 25.0 3.1 65.5 47.3 81.3 75.4: 18.7 24.6
Old : 100.0: 12.8 25.0 3.1 65.5 47.3 81.3 75.4: 18.7 24.6
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 : 229: 40 47 23 99 100 150 159:
Old : 229: 40 47 23 99 100 150 159:
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 : 19.5 23.4 28.2 32.7 16.6 19.3 23.8 24.1
Old : 19.5 23.4 28.2 32.7 16.6 19.3 23.8 24.1
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 759,208: 97,199 92,905 11,135 490,258 436,844 598,592 540,884: 160,616 218,324
Old : 759,208: 97,199 92,905 11,135 490,258 436,844 598,592 540,884: 160,616 218,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,185: -9,656 16,290 -2,799 10,523 -20,833 -1,932 -7,342: 3,117 8,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.2 1.5 64.6 57.5 78.8 71.2: 21.2 28.8
Old : 100.0: 12.8 12.2 1.5 64.6 57.5 78.8 71.2: 21.2 28.8
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 : 129: 16 23 10 62 66 82 95:
Old : 129: 16 23 10 62 66 82 95:
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 : 22.4 18.9 33.6 29.9 15.1 15.7 24.1 23.1
Old : 22.4 18.9 33.6 29.9 15.1 15.7 24.1 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 485,960: 57,675 56,690 55,438 337,778 334,788 450,891 446,916: 35,069 39,044
Old : 485,960: 57,675 56,690 55,438 337,778 334,788 450,891 446,916: 35,069 39,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -64,887: -29,307 4,501 -3,978 -35,022 -66,027 -68,307 -65,504: 3,420 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.7 11.4 69.5 68.9 92.8 92.0: 7.2 8.0
Old : 100.0: 11.9 11.7 11.4 69.5 68.9 92.8 92.0: 7.2 8.0
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 : 112: 27 26 31 45 53 85 101:
Old : 112: 27 26 31 45 53 85 101:
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 : 39.7 31.1 55.1 41.9 28.2 13.3 34.9 21.2
Old : 39.7 31.1 55.1 41.9 28.2 13.3 34.9 21.2
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,923: 27,699 6,582 104 24,595 49,625 52,398 56,311: 13,525 9,612
Old : 65,923: 27,699 6,582 104 24,595 49,625 52,398 56,311: 13,525 9,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,960: 1,129 -91 -462 -411 1,716 256 1,163: 1,704 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 10.0 0.2 37.3 75.3 79.5 85.4: 20.5 14.6
Old : 100.0: 42.0 10.0 0.2 37.3 75.3 79.5 85.4: 20.5 14.6
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 : 91: 29 13 2 26 31 55 46:
Old : 91: 29 13 2 26 31 55 46:
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 : 16.2 38.2 28.5 58.8 16.0 38.2 27.7 58.0
Old : 16.2 38.2 28.5 58.8 16.0 38.2 27.7 58.0
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 13,009: 9,714 12,331 0 1,928 577 11,642 12,908: 1,367 101
Old : 13,009: 9,714 12,331 0 1,928 577 11,642 12,908: 1,367 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 207: -190 265 0 397 -58 207 207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 94.8 0.0 14.8 4.4 89.5 99.2: 10.5 0.8
Old : 100.0: 74.7 94.8 0.0 14.8 4.4 89.5 99.2: 10.5 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: 10 6 0 3 1 13 7:
Old : 20: 10 6 0 3 1 13 7:
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 : 72.4 96.3 86.0 99.2 72.4 96.3 86.0 99.2
Old : 72.4 96.3 86.0 99.2 72.4 96.3 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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,585: 127 2,270 177 8,872 6,450 9,176 8,897: 409 688
Old : 9,585: 127 2,270 177 8,872 6,450 9,176 8,897: 409 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 359: 23 -94 2 461 438 486 346: -127 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 23.7 1.8 92.6 67.3 95.7 92.8: 4.3 7.2
Old : 100.0: 1.3 23.7 1.8 92.6 67.3 95.7 92.8: 4.3 7.2
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 : 36: 3 10 2 12 12 16 23:
Old : 36: 3 10 2 12 12 16 23:
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 : 69.9 54.2 87.9 75.4 69.9 53.4 82.3 72.7
Old : 69.9 54.2 87.9 75.4 69.9 53.4 82.3 72.7
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,554: 2,337 83 0 12,133 14,363 14,470 14,446: 84 108
Old : 14,554: 2,337 83 0 12,133 14,363 14,470 14,446: 84 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,251: -52 -927 0 1,501 2,290 1,449 1,363: -198 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.6 0.0 83.4 98.7 99.4 99.3: 0.6 0.7
Old : 100.0: 16.1 0.6 0.0 83.4 98.7 99.4 99.3: 0.6 0.7
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 : 30: 9 3 0 8 11 17 14:
Old : 30: 9 3 0 8 11 17 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 : 77.8 80.9 93.1 96.3 77.8 80.9 91.9 93.7
Old : 77.8 80.9 93.1 96.3 77.8 80.9 91.9 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010