WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 430,167: 80,471 103,448 111,820 203,965 165,605 396,255 380,872: 33,912 49,295
Old : 349,202: 68,344 95,964 85,644 167,427 128,733 321,415 310,341: 27,787 38,861
Other: 80,965: 28,519 23,875 9,784 36,538 36,872 74,841 70,531: 6,124 10,434
: : :
: : Changes in Commitments from: September 29, 2009 :
: -729: 2,643 3,672 -2,468 -389 1,673 -213 2,877: -516 -3,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 24.0 26.0 47.4 38.5 92.1 88.5: 7.9 11.5
Old : 100.0: 19.6 27.5 24.5 47.9 36.9 92.0 88.9: 8.0 11.1
Other: 100.0: 35.2 29.5 12.1 45.1 45.5 92.4 87.1: 7.6 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 114 142 127 82 95 273 294:
Old : 363: 114 140 108 78 92 253 282:
Other: 176: 32 59 45 42 70 104 148:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 14.0 33.1 20.4 19.2 11.6 31.0 16.7
Old : 23.9 14.9 35.8 21.9 22.1 13.9 33.6 20.2
Other: 48.8 26.5 58.4 35.9 44.0 22.4 50.3 29.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,377,970: 247,273 107,306 414,406 589,463 588,264 1,251,142 1,109,976: 126,828 267,994
Old : 1,250,407: 224,862 108,541 380,850 528,743 524,615 1,134,455 1,014,006: 115,952 236,401
Other: 127,562: 37,238 13,591 18,729 60,720 63,649 116,687 95,970: 10,875 31,593
: : :
: : Changes in Commitments from: September 29, 2009 :
: 64,874: 18,113 -15,929 27,760 11,110 40,501 56,983 52,332: 7,891 12,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.8 30.1 42.8 42.7 90.8 80.6: 9.2 19.4
Old : 100.0: 18.0 8.7 30.5 42.3 42.0 90.7 81.1: 9.3 18.9
Other: 100.0: 29.2 10.7 14.7 47.6 49.9 91.5 75.2: 8.5 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 670: 172 164 226 212 284 517 560:
Old : 668: 172 166 216 210 282 510 551:
Other: 326: 50 55 56 63 189 138 279:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.7 20.8 19.3 10.7 9.7 17.4 12.9
Old : 12.6 12.3 21.4 19.1 11.0 9.4 18.2 12.6
Other: 30.8 20.2 46.6 27.3 30.3 17.5 42.6 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 13,872: 1,782 1,254 1,076 8,887 9,658 11,745 11,987: 2,127 1,884
Old : 13,843: 1,779 1,254 1,075 8,866 9,634 11,720 11,962: 2,123 1,880
Other: 29: 4 1 0 21 24 25 25: 4 4
: : :
: : Changes in Commitments from: September 29, 2009 :
: -176: -449 -217 24 41 -8 -384 -202: 208 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.0 7.8 64.1 69.6 84.7 86.4: 15.3 13.6
Old : 100.0: 12.8 9.1 7.8 64.0 69.6 84.7 86.4: 15.3 13.6
Other: 100.0: 13.8 3.4 0.0 72.4 82.8 86.2 86.2: 13.8 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 7 6 17 12 31 25:
Old : 41: 12 7 6 16 12 30 25:
Other: 7: 1 1 0 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 42.8 60.2 58.0 73.4 41.9 57.1 55.6 68.9
Old : 42.8 60.2 58.1 73.4 42.0 57.1 55.7 69.0
Other: 86.2 86.2 86.2 86.2 86.2 86.2 86.2 86.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 607,932: 93,259 61,891 195,429 267,368 256,303 556,056 513,623: 51,877 94,310
Old : 558,182: 89,615 63,482 172,075 246,956 235,819 508,645 471,375: 49,536 86,806
Other: 49,750: 18,683 13,448 8,315 20,412 20,484 47,410 42,247: 2,340 7,503
: : :
: : Changes in Commitments from: September 29, 2009 :
: 18,504: 6,461 9,000 3,195 2,921 3,774 12,578 15,969: 5,927 2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.2 32.1 44.0 42.2 91.5 84.5: 8.5 15.5
Old : 100.0: 16.1 11.4 30.8 44.2 42.2 91.1 84.4: 8.9 15.6
Other: 100.0: 37.6 27.0 16.7 41.0 41.2 95.3 84.9: 4.7 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 143 142 213 124 153 397 415:
Old : 481: 150 149 204 121 150 388 409:
Other: 210: 41 60 27 35 96 89 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 17.1 23.6 25.5 10.7 12.0 17.3 16.1
Old : 15.5 17.7 24.8 25.5 11.5 12.4 18.2 16.9
Other: 39.5 36.5 57.5 50.4 37.6 32.2 52.5 44.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,844: 17,894 2,614 360 24 3,988 18,278 6,962: 2,566 13,882
Old : 19,401: 16,806 2,600 355 24 3,640 17,185 6,595: 2,216 12,806
Other: 1,443: 1,093 19 0 0 348 1,093 367: 350 1,076
: : :
: : Changes in Commitments from: September 29, 2009 :
: -1,523: -1,404 -801 -104 13 499 -1,495 -406: -28 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 12.5 1.7 0.1 19.1 87.7 33.4: 12.3 66.6
Old : 100.0: 86.6 13.4 1.8 0.1 18.8 88.6 34.0: 11.4 66.0
Other: 100.0: 75.7 1.3 0.0 0.0 24.1 75.7 25.4: 24.3 74.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 6 7 2 9 17 21:
Old : 29: 14 6 7 2 9 17 21:
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 : 62.0 16.7 79.8 25.0 61.4 16.7 79.2 24.7
Old : 62.7 17.9 80.2 25.3 62.1 17.9 79.5 24.9
Other: 73.6 21.5 75.4 25.4 73.6 21.5 75.4 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 243,041: 33,160 53,580 55,294 130,543 106,953 218,997 215,827: 24,044 27,213
Old : 232,770: 33,772 56,273 48,573 127,231 101,092 209,576 205,938: 23,194 26,832
Other: 10,270: 3,977 1,896 2,132 3,312 5,861 9,421 9,889: 850 381
: : :
: : Changes in Commitments from: September 29, 2009 :
: -7,721: 2,457 -614 -3,850 -8,645 -3,340 -10,038 -7,803: 2,316 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.0 22.8 53.7 44.0 90.1 88.8: 9.9 11.2
Old : 100.0: 14.5 24.2 20.9 54.7 43.4 90.0 88.5: 10.0 11.5
Other: 100.0: 38.7 18.5 20.8 32.2 57.1 91.7 96.3: 8.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 52 68 71 66 64 169 170:
Old : 215: 55 71 70 65 63 167 169:
Other: 41: 6 13 3 14 12 22 26:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 16.0 28.3 24.9 15.4 11.3 22.6 18.8
Old : 17.7 16.1 29.5 25.3 16.2 12.2 23.7 20.3
Other: 73.4 59.5 87.5 82.9 63.8 42.4 67.3 62.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 828,730: 83,454 142,761 34,583 564,262 514,628 682,300 691,972: 146,431 136,758
Old : 828,730: 83,454 142,761 34,583 564,262 514,628 682,300 691,972: 146,431 136,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 27,133: 10,105 2,503 8,406 -1,778 8,267 16,734 19,176: 10,400 7,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 17.2 4.2 68.1 62.1 82.3 83.5: 17.7 16.5
Old : 100.0: 10.1 17.2 4.2 68.1 62.1 82.3 83.5: 17.7 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 35 27 34 70 78 119 125:
Old : 161: 35 27 34 70 78 119 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 27.1 31.8 34.9 18.1 26.8 27.7 34.4
Old : 20.1 27.1 31.8 34.9 18.1 26.8 27.7 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 172,182: 39,542 13,764 31,044 76,666 104,783 147,251 149,591: 24,931 22,591
Old : 161,478: 40,230 14,215 26,988 70,309 98,200 137,527 139,403: 23,951 22,075
Other: 10,704: 1,247 1,485 2,120 6,357 6,583 9,724 10,188: 980 516
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,553: 358 2,921 -468 1,342 -2,246 1,232 207: 321 1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.0 18.0 44.5 60.9 85.5 86.9: 14.5 13.1
Old : 100.0: 24.9 8.8 16.7 43.5 60.8 85.2 86.3: 14.8 13.7
Other: 100.0: 11.6 13.9 19.8 59.4 61.5 90.8 95.2: 9.2 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 55 30 53 61 62 146 126:
Old : 172: 59 30 53 61 62 146 126:
Other: 42: 8 6 8 25 9 37 20:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 33.4 28.8 49.4 16.0 26.0 23.2 36.0
Old : 16.2 33.0 27.4 48.1 15.0 26.2 22.6 36.0
Other: 50.9 65.0 65.5 84.0 44.6 58.8 57.1 65.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 12,277: 2,704 1,528 1,472 6,160 7,795 10,336 10,795: 1,941 1,482
Old : 12,025: 2,691 1,523 1,459 5,972 7,598 10,122 10,580: 1,903 1,445
Other: 252: 15 7 11 188 197 214 215: 38 37
: : :
: : Changes in Commitments from: September 29, 2009 :
: 388: -200 391 -75 609 211 334 526: 55 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.4 12.0 50.2 63.5 84.2 87.9: 15.8 12.1
Old : 100.0: 22.4 12.7 12.1 49.7 63.2 84.2 88.0: 15.8 12.0
Other: 100.0: 6.0 2.8 4.4 74.6 78.2 84.9 85.3: 15.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 8 13 22 19 45 38:
Old : 58: 18 8 13 22 19 45 38:
Other: 8: 1 2 1 1 4 3 6:
:----------------------------------------------------------------------------------------------------
: 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 : 34.7 45.1 47.3 60.3 34.7 41.9 47.0 56.1
Old : 33.8 46.0 46.8 60.2 33.8 42.8 46.5 55.9
Other: 84.9 80.6 84.9 85.3 80.6 78.2 80.6 81.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 901,415: 300,386 139,917 26,152 471,125 597,248 797,663 763,317: 103,752 138,098
Old : 901,415: 300,386 139,917 26,152 471,125 597,248 797,663 763,317: 103,752 138,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 67,627: -5,529 4,547 -7,740 72,785 52,512 59,516 49,319: 8,111 18,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 15.5 2.9 52.3 66.3 88.5 84.7: 11.5 15.3
Old : 100.0: 33.3 15.5 2.9 52.3 66.3 88.5 84.7: 11.5 15.3
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 : 219: 37 51 30 75 109 125 177:
Old : 219: 37 51 30 75 109 125 177:
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 : 30.0 21.3 42.7 28.6 30.0 20.6 41.5 27.2
Old : 30.0 21.3 42.7 28.6 30.0 20.6 41.5 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 1,549,002: 171,384 143,417 196,253 895,487 882,647 1,263,124 1,222,318: 285,878 326,684
Old : 1,549,002: 171,384 143,417 196,253 895,487 882,647 1,263,124 1,222,318: 285,878 326,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 152,068: 30,060 -38,229 66,639 56,099 128,468 152,798 156,878: -730 -4,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.3 12.7 57.8 57.0 81.5 78.9: 18.5 21.1
Old : 100.0: 11.1 9.3 12.7 57.8 57.0 81.5 78.9: 18.5 21.1
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 : 259: 51 46 66 123 135 206 215:
Old : 259: 51 46 66 123 135 206 215:
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 : 15.3 12.8 23.0 20.2 12.1 8.3 18.4 13.2
Old : 15.3 12.8 23.0 20.2 12.1 8.3 18.4 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 851,715: 118,431 83,124 24,431 499,415 556,610 642,277 664,164: 209,438 187,550
Old : 851,715: 118,431 83,124 24,431 499,415 556,610 642,277 664,164: 209,438 187,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 24,348: 20,437 10,737 -1,902 -193 24,095 18,343 32,930: 6,005 -8,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.8 2.9 58.6 65.4 75.4 78.0: 24.6 22.0
Old : 100.0: 13.9 9.8 2.9 58.6 65.4 75.4 78.0: 24.6 22.0
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 : 144: 22 23 22 67 80 101 113:
Old : 144: 22 23 22 67 80 101 113:
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 : 23.0 15.7 32.2 26.9 17.1 12.9 24.8 22.9
Old : 23.0 15.7 32.2 26.9 17.1 12.9 24.8 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 781,646: 82,853 24,363 311,059 351,566 406,888 745,477 742,310: 36,169 39,336
Old : 781,646: 82,853 24,363 311,059 351,566 406,888 745,477 742,310: 36,169 39,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -16,167: -43,888 -1,472 24,312 3,603 -35,164 -15,972 -12,324: -195 -3,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.1 39.8 45.0 52.1 95.4 95.0: 4.6 5.0
Old : 100.0: 10.6 3.1 39.8 45.0 52.1 95.4 95.0: 4.6 5.0
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 : 110: 36 17 46 44 46 96 96:
Old : 110: 36 17 46 44 46 96 96:
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 : 26.8 25.1 48.2 43.6 11.7 11.2 15.5 15.5
Old : 26.8 25.1 48.2 43.6 11.7 11.2 15.5 15.5
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 with Delta-adjusted Options and Futures Combined, October 6, 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 : 13,487: 3,201 1,343 6 6,950 9,355 10,157 10,703: 3,331 2,784
Old : 13,487: 3,201 1,343 6 6,950 9,355 10,157 10,703: 3,331 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 10.0 0.0 51.5 69.4 75.3 79.4: 24.7 20.6
Old : 100.0: 23.7 10.0 0.0 51.5 69.4 75.3 79.4: 24.7 20.6
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 : 21: 5 4 2 6 7 12 12:
Old : 21: 5 4 2 6 7 12 12:
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 : 55.9 64.6 71.7 74.4 55.9 64.4 71.7 74.1
Old : 55.9 64.6 71.7 74.4 55.9 64.4 71.7 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 71,080: 28,746 7,311 746 28,503 47,356 57,995 55,413: 13,085 15,667
Old : 71,080: 28,746 7,311 746 28,503 47,356 57,995 55,413: 13,085 15,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -3,267: -494 -3,480 -523 -3,218 2,191 -4,236 -1,812: 968 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 10.3 1.0 40.1 66.6 81.6 78.0: 18.4 22.0
Old : 100.0: 40.4 10.3 1.0 40.1 66.6 81.6 78.0: 18.4 22.0
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 : 87: 33 13 8 24 24 58 44:
Old : 87: 33 13 8 24 24 58 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 : 26.9 42.9 38.0 55.9 26.9 41.3 37.7 54.3
Old : 26.9 42.9 38.0 55.9 26.9 41.3 37.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 15,942: 1,720 1,820 197 13,797 13,753 15,714 15,770: 228 172
Old : 15,942: 1,720 1,820 197 13,797 13,753 15,714 15,770: 228 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -2,067: 1,141 -1,268 107 -3,395 -924 -2,147 -2,085: 80 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.4 1.2 86.5 86.3 98.6 98.9: 1.4 1.1
Old : 100.0: 10.8 11.4 1.2 86.5 86.3 98.6 98.9: 1.4 1.1
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 : 41: 6 11 2 11 15 18 27:
Old : 41: 6 11 2 11 15 18 27:
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 : 69.3 74.2 88.5 86.0 52.2 48.4 65.5 60.3
Old : 69.3 74.2 88.5 86.0 52.2 48.4 65.5 60.3
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 with Delta-adjusted Options and Futures Combined, October 6, 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 : 31,700: 4,784 545 25 26,676 31,096 31,485 31,666: 215 34
Old : 31,700: 4,784 545 25 26,676 31,096 31,485 31,666: 215 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 678: -1,018 280 0 1,664 401 646 681: 32 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 1.7 0.1 84.2 98.1 99.3 99.9: 0.7 0.1
Old : 100.0: 15.1 1.7 0.1 84.2 98.1 99.3 99.9: 0.7 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 : 32: 9 8 1 9 8 18 17:
Old : 32: 9 8 1 9 8 18 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 : 77.3 94.2 96.0 98.6 60.8 77.9 79.3 80.9
Old : 77.3 94.2 96.0 98.6 60.8 77.9 79.3 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2008