WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 13, 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 : 330,826: 81,100 101,655 43,300 176,432 141,021 300,832 285,976: 29,994 44,850
Old : 257,203: 70,810 98,814 20,594 141,947 103,939 233,351 223,347: 23,852 33,856
Other: 73,623: 28,788 21,339 4,208 34,485 37,082 67,481 62,629: 6,142 10,994
: : :
: : Changes in Commitments from: October 6, 2009 :
: 309: -691 -11,670 3,711 -3,229 9,603 -209 1,644: 518 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.7 13.1 53.3 42.6 90.9 86.4: 9.1 13.6
Old : 100.0: 27.5 38.4 8.0 55.2 40.4 90.7 86.8: 9.3 13.2
Other: 100.0: 39.1 29.0 5.7 46.8 50.4 91.7 85.1: 8.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 90 148 91 68 90 225 269:
Old : 339: 92 144 61 56 77 189 243:
Other: 176: 35 53 22 39 70 89 134:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 17.3 40.9 24.4 24.7 15.9 40.4 22.6
Old : 29.9 19.0 45.4 27.3 29.7 18.9 45.3 26.8
Other: 54.2 25.5 64.4 36.7 48.7 22.1 56.5 30.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 13, 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 : 904,844: 262,114 125,155 85,099 459,543 473,817 806,756 684,071: 98,088 220,773
Old : 802,908: 235,354 125,627 68,473 408,876 419,686 712,703 613,786: 90,205 189,122
Other: 101,936: 41,916 14,684 1,470 50,667 54,131 94,053 70,285: 7,883 31,651
: : :
: : Changes in Commitments from: October 6, 2009 :
: 5,349: 6,118 -34,578 6,108 -4,351 25,213 7,875 -3,257: -2,526 8,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 13.8 9.4 50.8 52.4 89.2 75.6: 10.8 24.4
Old : 100.0: 29.3 15.6 8.5 50.9 52.3 88.8 76.4: 11.2 23.6
Other: 100.0: 41.1 14.4 1.4 49.7 53.1 92.3 69.0: 7.7 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 624: 146 153 140 169 256 411 476:
Old : 619: 144 161 130 164 246 399 460:
Other: 322: 51 47 15 57 191 114 249:
:----------------------------------------------------------------------------------------------------
: 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 17.4 28.3 23.0 17.5 17.1 27.6 22.1
Old : 18.8 17.5 29.8 23.3 18.7 17.1 29.8 22.1
Other: 38.8 22.4 52.2 28.5 38.8 22.2 52.0 28.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 13, 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 : 13,343: 2,192 612 1,000 8,037 9,805 11,229 11,417: 2,114 1,926
Old : 13,309: 2,188 612 1,000 8,014 9,776 11,202 11,388: 2,107 1,921
Other: 34: 4 0 0 23 29 27 29: 7 5
: : :
: : Changes in Commitments from: October 6, 2009 :
: 238: 14 -642 522 -401 265 135 145: 103 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.6 7.5 60.2 73.5 84.2 85.6: 15.8 14.4
Old : 100.0: 16.4 4.6 7.5 60.2 73.5 84.2 85.6: 15.8 14.4
Other: 100.0: 11.8 0.0 0.0 67.6 85.3 79.4 85.3: 20.6 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 5 5 16 11 31 20:
Old : 38: 13 5 5 14 11 29 20:
Other: 7: 1 0 0 3 3 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 42.3 63.2 58.1 77.3 40.4 60.3 53.8 71.2
Old : 42.3 63.3 58.2 77.3 40.4 60.4 53.9 71.3
Other: 79.4 85.3 79.4 85.3 79.4 85.3 79.4 85.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 13, 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 : 474,712: 112,958 52,195 95,251 210,485 245,232 418,694 392,678: 56,018 82,034
Old : 429,779: 107,307 52,777 77,853 191,322 225,424 376,482 356,054: 53,297 73,725
Other: 44,933: 20,554 14,321 2,495 19,163 19,808 42,212 36,624: 2,721 8,309
: : :
: : Changes in Commitments from: October 6, 2009 :
: 22,109: 8,845 -21,040 19,653 -16,242 21,927 12,256 20,540: 9,853 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.0 20.1 44.3 51.7 88.2 82.7: 11.8 17.3
Old : 100.0: 25.0 12.3 18.1 44.5 52.5 87.6 82.8: 12.4 17.2
Other: 100.0: 45.7 31.9 5.6 42.6 44.1 93.9 81.5: 6.1 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 146 119 169 112 147 361 373:
Old : 465: 155 121 159 109 144 351 366:
Other: 204: 36 58 8 29 94 69 156:
:----------------------------------------------------------------------------------------------------
: 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 20.4 23.0 28.3 13.7 18.3 21.2 24.2
Old : 15.6 20.6 23.9 29.0 15.1 19.7 22.9 25.8
Other: 53.9 42.4 70.0 54.3 53.9 37.4 66.6 49.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,611: 18,677 4,304 346 12 4,340 19,035 8,990: 2,576 12,621
Old : 19,681: 17,088 4,344 286 12 3,952 17,386 8,582: 2,295 11,099
Other: 1,930: 1,644 15 5 0 388 1,649 408: 281 1,522
: : :
: : Changes in Commitments from: October 6, 2009 :
: 767: 783 1,690 -14 -12 352 757 2,028: 10 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 19.9 1.6 0.1 20.1 88.1 41.6: 11.9 58.4
Old : 100.0: 86.8 22.1 1.5 0.1 20.1 88.3 43.6: 11.7 56.4
Other: 100.0: 85.2 0.8 0.3 0.0 20.1 85.4 21.1: 14.6 78.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 8 10 1 9 17 25:
Old : 31: 14 8 10 1 9 17 25:
Other: 20: 11 1 1 0 8 11 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 20.9 79.7 30.6 61.0 20.6 78.6 30.4
Old : 63.4 22.7 81.0 31.9 62.4 22.7 79.8 31.9
Other: 67.5 19.2 84.4 21.0 67.5 19.2 84.1 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 13, 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 : 232,785: 42,639 45,949 50,759 107,673 111,652 201,071 208,360: 31,714 24,425
Old : 222,474: 43,971 49,449 43,497 104,185 105,599 191,653 198,545: 30,821 23,929
Other: 10,311: 3,859 1,691 2,071 3,488 6,053 9,418 9,815: 893 496
: : :
: : Changes in Commitments from: October 6, 2009 :
: 27,255: 3,664 -5,622 16,877 -1,669 17,834 18,872 29,089: 8,383 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.7 21.8 46.3 48.0 86.4 89.5: 13.6 10.5
Old : 100.0: 19.8 22.2 19.6 46.8 47.5 86.1 89.2: 13.9 10.8
Other: 100.0: 37.4 16.4 20.1 33.8 58.7 91.3 95.2: 8.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 57 66 81 55 54 172 176:
Old : 229: 62 67 79 54 53 169 175:
Other: 37: 3 13 5 14 12 22 25:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 17.6 26.7 27.2 16.0 15.7 24.1 25.1
Old : 17.5 18.2 27.4 28.1 16.9 16.9 25.6 26.5
Other: 74.1 59.7 88.1 81.3 64.5 42.5 68.3 60.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 13, 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 : 746,072: 76,184 152,471 9,987 527,522 461,704 613,693 624,162: 132,379 121,910
Old : 746,072: 76,184 152,471 9,987 527,522 461,704 613,693 624,162: 132,379 121,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -22,778: -4,771 9,568 500 -17,297 -30,542 -21,568 -20,474: -1,210 -2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 20.4 1.3 70.7 61.9 82.3 83.7: 17.7 16.3
Old : 100.0: 10.2 20.4 1.3 70.7 61.9 82.3 83.7: 17.7 16.3
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 : 156: 26 32 17 67 66 106 102:
Old : 156: 26 32 17 67 66 106 102:
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 : 20.6 29.5 32.4 38.5 17.4 28.9 28.1 37.7
Old : 20.6 29.5 32.4 38.5 17.4 28.9 28.1 37.7
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, October 13, 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 : 151,584: 47,210 17,306 16,125 60,619 99,124 123,954 132,555: 27,630 19,029
Old : 140,352: 47,231 17,655 12,267 54,551 91,951 114,049 121,873: 26,303 18,479
Other: 11,232: 1,685 1,357 2,152 6,068 7,173 9,905 10,682: 1,327 550
: : :
: : Changes in Commitments from: October 6, 2009 :
: -824: 7,428 3,906 -2,703 -9,590 185 -4,865 1,388: 4,041 -2,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 11.4 10.6 40.0 65.4 81.8 87.4: 18.2 12.6
Old : 100.0: 33.7 12.6 8.7 38.9 65.5 81.3 86.8: 18.7 13.2
Other: 100.0: 15.0 12.1 19.2 54.0 63.9 88.2 95.1: 11.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 54 34 37 56 49 138 101:
Old : 167: 57 35 36 55 49 136 101:
Other: 41: 10 4 6 25 10 38 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 35.7 25.4 51.6 16.7 31.5 24.7 44.4
Old : 16.3 34.6 24.9 50.8 15.9 30.8 24.2 44.5
Other: 52.4 66.7 65.7 85.4 42.5 60.7 54.8 67.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 13, 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 : 12,271: 3,207 1,220 993 5,611 8,589 9,811 10,802: 2,460 1,469
Old : 11,868: 3,124 1,217 965 5,390 8,255 9,479 10,437: 2,389 1,431
Other: 403: 89 9 22 221 334 332 365: 71 38
: : :
: : Changes in Commitments from: October 6, 2009 :
: 580: 492 -411 -128 -359 1,032 5 493: 575 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.9 8.1 45.7 70.0 80.0 88.0: 20.0 12.0
Old : 100.0: 26.3 10.3 8.1 45.4 69.6 79.9 87.9: 20.1 12.1
Other: 100.0: 22.1 2.2 5.5 54.8 82.9 82.4 90.6: 17.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 7 10 22 17 48 30:
Old : 59: 18 8 10 22 16 48 29:
Other: 12: 3 2 3 2 5 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 51.3 45.5 67.6 32.9 48.3 45.2 64.3
Old : 32.2 53.0 44.6 67.4 32.2 50.0 44.3 64.1
Other: 78.7 81.1 82.4 90.6 76.4 81.1 76.9 85.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 13, 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 : 902,617: 306,667 163,213 13,508 497,337 604,951 817,512 781,672: 85,105 120,945
Old : 902,617: 306,667 163,213 13,508 497,337 604,951 817,512 781,672: 85,105 120,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 26,219: 5,687 20,245 4,715 33,203 15,769 43,605 40,729: -17,386 -14,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 18.1 1.5 55.1 67.0 90.6 86.6: 9.4 13.4
Old : 100.0: 34.0 18.1 1.5 55.1 67.0 90.6 86.6: 9.4 13.4
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 : 220: 32 58 19 70 106 112 173:
Old : 220: 32 58 19 70 106 112 173:
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 : 32.4 21.6 45.6 28.9 32.3 20.9 45.0 27.5
Old : 32.4 21.6 45.6 28.9 32.3 20.9 45.0 27.5
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, October 13, 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 : 1,253,023: 151,317 190,820 48,263 794,016 725,184 993,596 964,267: 259,427 288,756
Old : 1,253,023: 151,317 190,820 48,263 794,016 725,184 993,596 964,267: 259,427 288,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 15,476: -21,022 7,266 2,449 39,485 15,686 20,912 25,401: -5,436 -9,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.2 3.9 63.4 57.9 79.3 77.0: 20.7 23.0
Old : 100.0: 12.1 15.2 3.9 63.4 57.9 79.3 77.0: 20.7 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 32 56 29 96 110 144 179:
Old : 245: 32 56 29 96 110 144 179:
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 : 24.6 15.0 33.3 23.4 20.5 10.3 27.3 15.3
Old : 24.6 15.0 33.3 23.4 20.5 10.3 27.3 15.3
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 - Futures Only, October 13, 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 : 769,151: 118,197 80,729 4,359 448,628 492,063 571,184 577,151: 197,967 192,000
Old : 769,151: 118,197 80,729 4,359 448,628 492,063 571,184 577,151: 197,967 192,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -37,700: -384 -6,845 -253 -35,907 -43,338 -36,544 -50,436: -1,156 12,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.5 0.6 58.3 64.0 74.3 75.0: 25.7 25.0
Old : 100.0: 15.4 10.5 0.6 58.3 64.0 74.3 75.0: 25.7 25.0
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 : 134: 20 21 11 60 75 85 102:
Old : 134: 20 21 11 60 75 85 102:
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 : 21.8 15.6 31.8 27.2 15.6 12.9 24.5 22.3
Old : 21.8 15.6 31.8 27.2 15.6 12.9 24.5 22.3
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, October 13, 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 : 452,123: 108,428 54,267 50,595 262,732 313,813 421,755 418,675: 30,368 33,448
Old : 452,123: 108,428 54,267 50,595 262,732 313,813 421,755 418,675: 30,368 33,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 7,222: -6,991 10,566 3,424 12,915 -5,052 9,348 8,938: -2,126 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 12.0 11.2 58.1 69.4 93.3 92.6: 6.7 7.4
Old : 100.0: 24.0 12.0 11.2 58.1 69.4 93.3 92.6: 6.7 7.4
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 : 100: 30 13 32 42 45 84 82:
Old : 100: 30 13 32 42 45 84 82:
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 : 32.4 31.3 48.8 50.4 22.5 20.6 32.1 31.1
Old : 32.4 31.3 48.8 50.4 22.5 20.6 32.1 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,430: 3,554 1,402 4 6,919 9,330 10,477 10,736: 2,953 2,694
Old : 13,430: 3,554 1,402 4 6,919 9,330 10,477 10,736: 2,953 2,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 71: 356 59 -1 0 -2 355 56: -284 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.4 0.0 51.5 69.5 78.0 79.9: 22.0 20.1
Old : 100.0: 26.5 10.4 0.0 51.5 69.5 78.0 79.9: 22.0 20.1
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 : 22: 6 4 1 5 7 12 11:
Old : 22: 6 4 1 5 7 12 11:
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 : 56.1 64.8 72.9 74.9 56.1 64.8 72.9 74.9
Old : 56.1 64.8 72.9 74.9 56.1 64.8 72.9 74.9
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, October 13, 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 : 63,571: 27,312 8,020 703 23,666 40,037 51,681 48,760: 11,890 14,811
Old : 63,571: 27,312 8,020 703 23,666 40,037 51,681 48,760: 11,890 14,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -4,660: -1,494 735 365 -2,622 -5,342 -3,751 -4,242: -909 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 12.6 1.1 37.2 63.0 81.3 76.7: 18.7 23.3
Old : 100.0: 43.0 12.6 1.1 37.2 63.0 81.3 76.7: 18.7 23.3
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 : 91: 32 12 6 27 26 59 44:
Old : 91: 32 12 6 27 26 59 44:
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 : 22.6 39.3 35.1 51.7 22.6 36.7 35.1 49.1
Old : 22.6 39.3 35.1 51.7 22.6 36.7 35.1 49.1
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, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,444: 740 2,415 95 15,366 13,784 16,201 16,294: 243 150
Old : 16,444: 740 2,415 95 15,366 13,784 16,201 16,294: 243 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 502: -980 595 -102 1,569 31 487 524: 15 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 14.7 0.6 93.4 83.8 98.5 99.1: 1.5 0.9
Old : 100.0: 4.5 14.7 0.6 93.4 83.8 98.5 99.1: 1.5 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 : 41: 5 11 1 12 15 18 26:
Old : 41: 5 11 1 12 15 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 71.5 88.7 84.0 61.9 49.8 70.2 62.3
Old : 75.3 71.5 88.7 84.0 61.9 49.8 70.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 13, 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 : 32,438: 7,131 1,011 25 25,050 31,352 32,206 32,388: 232 50
Old : 32,438: 7,131 1,011 25 25,050 31,352 32,206 32,388: 232 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 738: 2,347 466 0 -1,626 256 721 722: 17 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.1 0.1 77.2 96.7 99.3 99.8: 0.7 0.2
Old : 100.0: 22.0 3.1 0.1 77.2 96.7 99.3 99.8: 0.7 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 : 31: 8 9 1 8 8 16 18:
Old : 31: 8 9 1 8 8 16 18:
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 : 77.2 92.8 95.4 97.8 61.0 76.8 78.7 80.9
Old : 77.2 92.8 95.4 97.8 61.0 76.8 78.7 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009