WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 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 : 332,810: 79,450 108,410 44,192 178,744 130,525 302,386 283,127: 30,424 49,683
Old : 261,248: 67,723 102,230 22,045 146,328 97,210 236,096 221,485: 25,152 39,763
Other: 71,562: 28,478 22,931 5,396 32,416 33,315 66,290 61,642: 5,272 9,920
: : :
: : Changes in Commitments from: September 22, 2009 :
: 6,650: 3,643 -2,174 -2,301 1,501 5,695 2,843 1,220: 3,807 5,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 32.6 13.3 53.7 39.2 90.9 85.1: 9.1 14.9
Old : 100.0: 25.9 39.1 8.4 56.0 37.2 90.4 84.8: 9.6 15.2
Other: 100.0: 39.8 32.0 7.5 45.3 46.6 92.6 86.1: 7.4 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 104 129 94 69 85 226 272:
Old : 347: 102 135 67 60 75 199 247:
Other: 165: 37 45 22 40 66 92 123:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 17.3 41.2 24.4 25.2 15.7 40.7 22.7
Old : 30.6 19.3 46.5 27.4 30.5 19.2 46.3 26.5
Other: 54.8 30.7 65.9 39.9 50.8 27.1 57.5 34.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 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 : 852,229: 231,255 162,186 73,854 452,558 413,997 757,667 650,037: 94,562 202,192
Old : 766,248: 216,905 165,283 53,874 407,337 368,790 678,116 587,947: 88,132 178,301
Other: 85,981: 31,738 14,291 2,592 45,221 45,207 79,551 62,090: 6,430 23,891
: : :
: : Changes in Commitments from: September 22, 2009 :
: -18,116: -574 -26,498 -10,967 -3,717 15,634 -15,258 -21,831: -2,858 3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.0 8.7 53.1 48.6 88.9 76.3: 11.1 23.7
Old : 100.0: 28.3 21.6 7.0 53.2 48.1 88.5 76.7: 11.5 23.3
Other: 100.0: 36.9 16.6 3.0 52.6 52.6 92.5 72.2: 7.5 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 127 167 140 154 246 384 480:
Old : 610: 132 170 120 151 237 367 460:
Other: 305: 44 52 20 50 175 105 240:
:----------------------------------------------------------------------------------------------------
: 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 16.1 29.4 21.3 18.3 15.6 29.0 20.4
Old : 19.4 16.0 31.1 21.6 19.4 15.4 31.1 20.7
Other: 43.8 22.5 56.4 30.0 43.8 22.0 56.3 29.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 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 : 13,301: 2,580 1,471 470 8,459 9,554 11,509 11,495: 1,792 1,806
Old : 13,296: 2,581 1,471 469 8,458 9,553 11,508 11,493: 1,788 1,803
Other: 5: 0 1 0 1 1 1 2: 4 3
: : :
: : Changes in Commitments from: September 22, 2009 :
: -581: 478 -1,045 -3 -917 443 -442 -605: -139 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 11.1 3.5 63.6 71.8 86.5 86.4: 13.5 13.6
Old : 100.0: 19.4 11.1 3.5 63.6 71.8 86.6 86.4: 13.4 13.6
Other: 100.0: 0.0 20.0 0.0 20.0 20.0 20.0 40.0: 80.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 10 4 14 9 28 22:
Old : 42: 12 10 4 13 9 27 22:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 45.0 62.7 62.1 75.3 44.5 59.6 61.7 71.6
Old : 45.0 62.7 62.1 75.3 44.5 59.7 61.7 71.6
Other: 20.0 40.0 20.0 40.0 20.0 40.0 20.0 40.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 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 : 437,758: 96,237 63,542 74,930 225,903 220,513 397,070 358,985: 40,688 78,773
Old : 405,411: 93,252 67,980 60,127 213,818 203,845 367,197 331,952: 38,214 73,459
Other: 32,347: 15,842 8,419 1,946 12,085 16,668 29,873 27,033: 2,474 5,314
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,678: -3,705 -4,016 7,958 -1,369 -2,461 2,884 1,481: -1,206 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 14.5 17.1 51.6 50.4 90.7 82.0: 9.3 18.0
Old : 100.0: 23.0 16.8 14.8 52.7 50.3 90.6 81.9: 9.4 18.1
Other: 100.0: 49.0 26.0 6.0 37.4 51.5 92.4 83.6: 7.6 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 109 137 134 105 146 302 357:
Old : 436: 106 144 120 102 143 290 347:
Other: 190: 34 48 7 28 90 66 142:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 18.4 26.7 27.0 15.0 17.1 23.9 22.6
Old : 16.7 18.9 27.8 26.9 16.0 17.5 25.7 24.0
Other: 40.4 48.2 58.3 59.9 38.8 42.9 53.7 54.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,367: 19,298 3,415 464 11 3,489 19,773 7,368: 2,594 14,999
Old : 20,986: 18,168 3,396 464 11 3,146 18,643 7,006: 2,343 13,980
Other: 1,381: 1,130 19 0 0 343 1,130 362: 251 1,019
: : :
: : Changes in Commitments from: September 22, 2009 :
: -1,153: -778 330 246 2 -79 -530 497: -623 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 15.3 2.1 0.0 15.6 88.4 32.9: 11.6 67.1
Old : 100.0: 86.6 16.2 2.2 0.1 15.0 88.8 33.4: 11.2 66.6
Other: 100.0: 81.8 1.4 0.0 0.0 24.8 81.8 26.2: 18.2 73.8
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 15 9 8 2 8 19 23:
Old : 32: 15 9 8 2 8 19 23:
Other: 18: 9 2 0 0 7 9 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 13.9 78.3 22.6 58.9 13.9 77.4 22.5
Old : 60.3 14.7 78.5 22.9 59.4 14.7 77.6 22.5
Other: 75.0 22.2 81.5 26.1 75.0 22.2 81.5 26.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 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 : 213,207: 38,324 52,978 36,607 117,314 97,637 192,245 187,222: 20,962 25,985
Old : 202,749: 40,059 56,441 28,516 113,963 92,122 182,538 177,079: 20,211 25,670
Other: 10,458: 4,185 2,457 2,171 3,351 5,515 9,707 10,143: 751 315
: : :
: : Changes in Commitments from: September 22, 2009 :
: -956: -4,980 2,473 2,644 2,790 -7,516 454 -2,399: -1,410 1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 24.8 17.2 55.0 45.8 90.2 87.8: 9.8 12.2
Old : 100.0: 19.8 27.8 14.1 56.2 45.4 90.0 87.3: 10.0 12.7
Other: 100.0: 40.0 23.5 20.8 32.0 52.7 92.8 97.0: 7.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 49 69 63 60 54 153 167:
Old : 217: 53 73 61 59 52 151 164:
Other: 41: 9 10 3 14 12 24 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 14.5 29.2 23.7 15.9 13.2 24.6 21.7
Old : 18.3 15.2 30.5 24.7 16.8 13.9 26.7 23.2
Other: 72.5 57.9 87.0 83.4 63.1 41.1 67.0 63.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 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 : 752,669: 71,422 140,147 7,167 548,672 486,968 627,261 634,282: 125,408 118,387
Old : 752,669: 71,422 140,147 7,167 548,672 486,968 627,261 634,282: 125,408 118,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 11,283: 11,922 3,166 -109 5,139 11,038 16,952 14,095: -5,669 -2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 18.6 1.0 72.9 64.7 83.3 84.3: 16.7 15.7
Old : 100.0: 9.5 18.6 1.0 72.9 64.7 83.3 84.3: 16.7 15.7
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 : 148: 25 29 12 64 68 96 102:
Old : 148: 25 29 12 64 68 96 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 30.4 34.8 38.8 19.6 29.9 30.1 37.9
Old : 21.7 30.4 34.8 38.8 19.6 29.9 30.1 37.9
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, September 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 : 151,334: 39,703 11,452 18,673 69,904 101,077 128,280 131,202: 23,054 20,132
Old : 141,777: 40,673 11,973 15,018 63,957 95,187 119,648 122,178: 22,129 19,599
Other: 9,557: 1,367 1,816 1,318 5,947 5,890 8,632 9,024: 925 533
: : :
: : Changes in Commitments from: September 22, 2009 :
: -5,149: 470 -211 1,741 -5,282 -6,443 -3,071 -4,913: -2,078 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.6 12.3 46.2 66.8 84.8 86.7: 15.2 13.3
Old : 100.0: 28.7 8.4 10.6 45.1 67.1 84.4 86.2: 15.6 13.8
Other: 100.0: 14.3 19.0 13.8 62.2 61.6 90.3 94.4: 9.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 46 29 42 56 52 134 104:
Old : 159: 50 29 41 55 52 133 103:
Other: 40: 5 5 5 26 9 35 17:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 36.8 30.5 52.0 18.5 30.1 26.2 42.3
Old : 18.3 36.7 29.4 51.3 17.4 30.8 25.6 42.4
Other: 49.5 66.1 65.7 85.4 48.9 60.1 61.6 72.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 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 : 11,283: 2,840 1,255 1,227 5,392 7,280 9,459 9,762: 1,824 1,521
Old : 11,212: 2,840 1,250 1,227 5,322 7,236 9,389 9,713: 1,823 1,499
Other: 71: 0 5 0 70 44 70 49: 1 22
: : :
: : Changes in Commitments from: September 22, 2009 :
: 430: -335 229 150 543 -202 358 177: 72 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.1 10.9 47.8 64.5 83.8 86.5: 16.2 13.5
Old : 100.0: 25.3 11.1 10.9 47.5 64.5 83.7 86.6: 16.3 13.4
Other: 100.0: 0.0 7.0 0.0 98.6 62.0 98.6 69.0: 1.4 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 17 8 13 17 14 42 31:
Old : 56: 17 8 13 17 14 42 31:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 35.6 46.6 48.3 61.7 35.6 45.9 48.3 60.0
Old : 35.2 46.9 48.0 61.7 35.2 46.2 48.0 60.0
Other: 98.6 69.0 98.6 69.0 98.6 69.0 98.6 69.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 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 : 803,459: 307,229 137,731 12,932 388,811 535,821 708,972 686,484: 94,487 116,975
Old : 803,459: 307,229 137,731 12,932 388,811 535,821 708,972 686,484: 94,487 116,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 31,674: -12,703 24,983 884 40,079 5,841 28,260 31,708: 3,414 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 17.1 1.6 48.4 66.7 88.2 85.4: 11.8 14.6
Old : 100.0: 38.2 17.1 1.6 48.4 66.7 88.2 85.4: 11.8 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 : 202: 34 52 18 67 98 111 158:
Old : 202: 34 52 18 67 98 111 158:
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 : 28.5 23.8 40.1 31.5 28.5 22.8 38.3 29.8
Old : 28.5 23.8 40.1 31.5 28.5 22.8 38.3 29.8
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, September 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 : 1,153,910: 138,958 206,259 20,332 727,190 618,259 886,480 844,850: 267,430 309,060
Old : 1,153,910: 138,958 206,259 20,332 727,190 618,259 886,480 844,850: 267,430 309,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 36,124: 22,024 -6,818 1,888 -5,918 20,206 17,994 15,276: 18,130 20,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 17.9 1.8 63.0 53.6 76.8 73.2: 23.2 26.8
Old : 100.0: 12.0 17.9 1.8 63.0 53.6 76.8 73.2: 23.2 26.8
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 : 225: 28 49 23 102 96 145 153:
Old : 225: 28 49 23 102 96 145 153:
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 : 18.8 15.2 29.1 24.1 15.8 12.0 23.5 17.9
Old : 18.8 15.2 29.1 24.1 15.8 12.0 23.5 17.9
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 - Futures Only, September 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 : 787,348: 97,595 76,006 9,270 485,867 513,252 592,732 598,528: 194,616 188,820
Old : 787,348: 97,595 76,006 9,270 485,867 513,252 592,732 598,528: 194,616 188,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -16,603: 5,505 -8,408 2,148 -21,422 -11,660 -13,769 -17,920: -2,834 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.7 1.2 61.7 65.2 75.3 76.0: 24.7 24.0
Old : 100.0: 12.4 9.7 1.2 61.7 65.2 75.3 76.0: 24.7 24.0
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 : 131: 19 25 11 59 68 84 98:
Old : 131: 19 25 11 59 68 84 98:
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 : 24.9 18.5 36.6 30.8 18.1 16.8 28.7 27.5
Old : 24.9 18.5 36.6 30.8 18.1 16.8 28.7 27.5
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, September 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 : 453,880: 135,398 25,107 37,375 248,540 353,449 421,313 415,931: 32,567 37,949
Old : 453,880: 135,398 25,107 37,375 248,540 353,449 421,313 415,931: 32,567 37,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 8,672: -6,670 -1,897 -281 17,128 9,725 10,177 7,547: -1,505 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 5.5 8.2 54.8 77.9 92.8 91.6: 7.2 8.4
Old : 100.0: 29.8 5.5 8.2 54.8 77.9 92.8 91.6: 7.2 8.4
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 : 94: 31 10 29 39 43 79 77:
Old : 94: 31 10 29 39 43 79 77:
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 : 29.1 36.9 46.7 55.3 18.8 23.8 30.1 34.2
Old : 29.1 36.9 46.7 55.3 18.8 23.8 30.1 34.2
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, September 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 : 71,762: 29,303 10,718 987 29,609 43,253 59,899 54,958: 11,863 16,804
Old : 71,762: 29,303 10,718 987 29,609 43,253 59,899 54,958: 11,863 16,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 7,003: 3,519 3,184 745 1,497 4,044 5,761 7,973: 1,242 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 14.9 1.4 41.3 60.3 83.5 76.6: 16.5 23.4
Old : 100.0: 40.8 14.9 1.4 41.3 60.3 83.5 76.6: 16.5 23.4
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 : 91: 32 13 6 27 25 60 43:
Old : 91: 32 13 6 27 25 60 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 : 28.8 40.3 40.5 53.0 28.8 39.2 40.5 50.7
Old : 28.8 40.3 40.5 53.0 28.8 39.2 40.5 50.7
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, September 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 : 10,168: 8,027 8,406 0 2,009 1,741 10,036 10,147: 132 21
Old : 10,168: 8,027 8,406 0 2,009 1,741 10,036 10,147: 132 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 82.7 0.0 19.8 17.1 98.7 99.8: 1.3 0.2
Old : 100.0: 78.9 82.7 0.0 19.8 17.1 98.7 99.8: 1.3 0.2
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 : 20: 9 6 0 2 3 11 9:
Old : 20: 9 6 0 2 3 11 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 98.0 96.1 99.5 81.8 98.0 96.1 99.5
Old : 81.8 98.0 96.1 99.5 81.8 98.0 96.1 99.5
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, September 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 : 18,009: 579 3,088 90 17,192 14,677 17,861 17,855: 148 154
Old : 18,009: 579 3,088 90 17,192 14,677 17,861 17,855: 148 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 298: 16 878 0 249 -571 265 307: 33 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 17.1 0.5 95.5 81.5 99.2 99.1: 0.8 0.9
Old : 100.0: 3.2 17.1 0.5 95.5 81.5 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 14 1 13 15 18 29:
Old : 43: 4 14 1 13 15 18 29:
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 : 80.5 75.3 91.4 88.0 49.1 46.9 59.1 56.7
Old : 80.5 75.3 91.4 88.0 49.1 46.9 59.1 56.7
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, September 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 : 31,022: 5,802 265 25 25,012 30,695 30,839 30,985: 183 37
Old : 31,022: 5,802 265 25 25,012 30,695 30,839 30,985: 183 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,732: 1,950 106 0 -251 1,619 1,699 1,725: 33 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 0.9 0.1 80.6 98.9 99.4 99.9: 0.6 0.1
Old : 100.0: 18.7 0.9 0.1 80.6 98.9 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 7 1 10 9 20 17:
Old : 34: 10 7 1 10 9 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 94.6 94.3 98.8 56.9 77.9 77.3 80.7
Old : 73.8 94.6 94.3 98.8 56.9 77.9 77.3 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009