WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 446,949: 68,794 75,630 129,591 215,153 195,006 413,537 400,227: 33,411 46,722
Old : 353,063: 65,307 77,066 95,816 166,381 145,910 327,505 318,791: 25,558 34,271
Other: 93,886: 21,929 17,007 15,332 48,772 49,097 86,033 81,435: 7,853 12,450
: : :
: : Changes in Commitments from: October 27, 2009 :
: 4,629: -5,832 -2,261 6,470 8,915 6,198 9,553 10,407: -4,925 -5,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.9 29.0 48.1 43.6 92.5 89.5: 7.5 10.5
Old : 100.0: 18.5 21.8 27.1 47.1 41.3 92.8 90.3: 7.2 9.7
Other: 100.0: 23.4 18.1 16.3 51.9 52.3 91.6 86.7: 8.4 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 111 145 153 82 102 299 306:
Old : 372: 111 148 125 75 99 267 294:
Other: 198: 50 52 55 46 79 128 160:
:----------------------------------------------------------------------------------------------------
: 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 15.5 32.9 22.8 18.8 13.5 30.3 18.6
Old : 23.5 16.4 36.0 23.5 22.0 15.2 33.6 20.8
Other: 34.2 23.5 48.5 32.5 31.7 23.5 42.4 30.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 1,422,687: 258,034 61,926 434,812 620,190 655,333 1,313,036 1,152,072: 109,651 270,616
Old : 1,248,472: 215,611 68,174 392,038 542,237 566,968 1,149,886 1,027,180: 98,586 221,292
Other: 174,215: 59,789 11,117 25,408 77,953 88,366 163,150 124,891: 11,065 49,324
: : :
: : Changes in Commitments from: October 27, 2009 :
: -12,967: 6,034 -2,201 653 8,539 12,059 15,226 10,511: -28,193 -23,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 4.4 30.6 43.6 46.1 92.3 81.0: 7.7 19.0
Old : 100.0: 17.3 5.5 31.4 43.4 45.4 92.1 82.3: 7.9 17.7
Other: 100.0: 34.3 6.4 14.6 44.7 50.7 93.6 71.7: 6.4 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 190 146 240 219 287 546 570:
Old : 682: 185 159 231 215 283 536 558:
Other: 373: 81 56 61 67 206 172 301:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 13.9 20.8 20.2 10.5 10.8 16.7 14.6
Old : 12.7 13.7 20.5 20.3 11.0 10.7 17.0 14.3
Other: 25.0 18.4 37.7 24.6 24.6 16.0 35.3 21.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 14,528: 2,070 107 1,285 8,868 11,744 12,223 13,136: 2,306 1,392
Old : 14,295: 2,060 108 1,271 8,686 11,547 12,017 12,926: 2,279 1,370
Other: 233: 10 0 13 182 197 206 211: 27 22
: : :
: : Changes in Commitments from: October 27, 2009 :
: -540: 51 -151 -1,121 761 1,044 -309 -228: -231 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.7 8.8 61.0 80.8 84.1 90.4: 15.9 9.6
Old : 100.0: 14.4 0.8 8.9 60.8 80.8 84.1 90.4: 15.9 9.6
Other: 100.0: 4.3 0.0 5.8 78.3 84.8 88.4 90.5: 11.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 1 7 16 17 33 25:
Old : 39: 13 2 7 16 16 33 24:
Other: 11: 3 0 2 5 5 8 7:
:----------------------------------------------------------------------------------------------------
: 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 : 38.4 62.4 54.9 77.7 33.4 54.3 45.0 65.0
Old : 38.8 63.4 55.5 78.4 34.3 55.0 46.1 66.3
Other: 81.7 79.2 88.4 90.5 73.4 76.4 74.3 76.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 538,228: 122,226 29,391 151,508 209,862 274,899 483,595 455,798: 54,633 82,430
Old : 475,734: 117,734 30,239 122,957 184,536 254,013 425,227 407,208: 50,507 68,525
Other: 62,494: 19,991 14,652 13,052 25,325 20,886 58,368 48,590: 4,127 13,905
: : :
: : Changes in Commitments from: October 27, 2009 :
: -8,032: 12,642 -7,171 -172 -7,613 10,152 4,857 2,809: -12,889 -10,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.5 28.1 39.0 51.1 89.8 84.7: 10.2 15.3
Old : 100.0: 24.7 6.4 25.8 38.8 53.4 89.4 85.6: 10.6 14.4
Other: 100.0: 32.0 23.4 20.9 40.5 33.4 93.4 77.8: 6.6 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 161 86 155 115 154 371 329:
Old : 432: 163 84 150 110 151 361 322:
Other: 191: 34 45 30 37 100 84 163:
:----------------------------------------------------------------------------------------------------
: 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 20.2 22.9 30.3 12.7 16.7 19.3 22.9
Old : 15.3 21.6 24.0 31.9 14.1 17.8 20.9 24.9
Other: 39.8 26.1 56.5 39.2 38.9 25.3 49.0 31.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 282,918: 40,922 28,583 83,445 124,547 150,343 248,914 262,371: 34,004 20,547
Old : 271,648: 42,743 32,497 75,382 120,537 143,878 238,662 251,757: 32,986 19,892
Other: 11,269: 4,086 1,993 2,156 4,010 6,465 10,252 10,614: 1,018 655
: : :
: : Changes in Commitments from: October 27, 2009 :
: -6,161: -8,668 -1,829 568 2,901 -3,179 -5,200 -4,440: -961 -1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 10.1 29.5 44.0 53.1 88.0 92.7: 12.0 7.3
Old : 100.0: 15.7 12.0 27.7 44.4 53.0 87.9 92.7: 12.1 7.3
Other: 100.0: 36.3 17.7 19.1 35.6 57.4 91.0 94.2: 9.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 65 57 102 61 70 201 196:
Old : 241: 68 61 102 60 69 200 195:
Other: 39: 5 11 4 15 12 23 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 : 16.9 22.8 27.5 32.7 13.4 16.1 20.1 24.1
Old : 17.3 23.1 27.3 33.3 14.1 16.9 21.2 25.1
Other: 71.8 58.0 86.6 78.2 63.1 42.6 67.8 58.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 791,699: 56,634 152,282 38,326 577,463 459,878 672,424 650,487: 119,276 141,212
Old : 791,699: 56,634 152,282 38,326 577,463 459,878 672,424 650,487: 119,276 141,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 10,721: -2,164 -6,468 1,009 16,620 12,935 15,464 7,475: -4,743 3,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 19.2 4.8 72.9 58.1 84.9 82.2: 15.1 17.8
Old : 100.0: 7.2 19.2 4.8 72.9 58.1 84.9 82.2: 15.1 17.8
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 : 157: 28 31 35 75 76 121 124:
Old : 157: 28 31 35 75 76 121 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 24.3 31.2 32.6 16.6 23.8 27.0 31.7
Old : 19.6 24.3 31.2 32.6 16.6 23.8 27.0 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,020: 22 718 361 5,449 4,807 5,832 5,886: 188 134
Old : 6,020: 22 718 361 5,449 4,807 5,832 5,886: 188 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.9 6.0 90.5 79.9 96.9 97.8: 3.1 2.2
Old : 100.0: 0.4 11.9 6.0 90.5 79.9 96.9 97.8: 3.1 2.2
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: 1 5 3 12 12 15 19:
Old : 20: 1 5 3 12 12 15 19:
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 : 75.7 65.6 88.5 82.6 33.0 29.6 38.0 37.2
Old : 75.7 65.6 88.5 82.6 33.0 29.6 38.0 37.2
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, November 3, 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 : 178,582: 46,030 11,382 33,395 65,581 113,998 145,006 158,775: 33,577 19,807
Old : 168,174: 48,032 11,341 29,167 58,754 108,608 135,954 149,116: 32,221 19,058
Other: 10,408: 673 2,717 1,553 6,827 5,390 9,052 9,659: 1,356 749
: : :
: : Changes in Commitments from: October 27, 2009 :
: 6,953: 2,014 -5,778 911 900 12,887 3,826 8,021: 3,127 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.4 18.7 36.7 63.8 81.2 88.9: 18.8 11.1
Old : 100.0: 28.6 6.7 17.3 34.9 64.6 80.8 88.7: 19.2 11.3
Other: 100.0: 6.5 26.1 14.9 65.6 51.8 87.0 92.8: 13.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 64 32 44 60 62 148 122:
Old : 174: 66 34 43 60 62 147 122:
Other: 48: 8 7 11 27 11 41 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 : 18.1 35.8 25.9 49.5 14.5 32.8 21.1 41.9
Old : 16.8 35.9 25.1 49.3 13.7 33.4 20.3 42.7
Other: 45.5 55.2 59.5 80.4 44.3 47.8 55.7 65.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 14,957: 4,926 762 913 5,907 12,327 11,747 14,002: 3,211 956
Old : 14,358: 4,720 760 887 5,606 11,820 11,213 13,467: 3,145 891
Other: 599: 213 8 19 301 507 533 534: 66 65
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,590: 1,659 -227 -295 -192 2,110 1,172 1,588: 418 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 5.1 6.1 39.5 82.4 78.5 93.6: 21.5 6.4
Old : 100.0: 32.9 5.3 6.2 39.0 82.3 78.1 93.8: 21.9 6.2
Other: 100.0: 35.5 1.4 3.2 50.3 84.6 89.0 89.2: 11.0 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 32 3 8 24 20 59 30:
Old : 69: 33 3 8 23 19 58 29:
Other: 19: 4 3 3 5 7 11 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 59.1 37.8 75.3 26.2 57.2 37.7 72.0
Old : 24.6 59.9 36.7 75.9 24.5 57.9 36.5 72.1
Other: 79.4 76.4 87.3 87.9 79.4 76.4 85.6 85.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 1,040,129: 309,484 157,173 60,499 561,449 677,734 931,431 895,406: 108,698 144,723
Old : 1,040,129: 309,484 157,173 60,499 561,449 677,734 931,431 895,406: 108,698 144,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 11,645: -6,896 5,687 7,937 -7,930 -17,001 -6,890 -3,378: 18,535 15,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.1 5.8 54.0 65.2 89.5 86.1: 10.5 13.9
Old : 100.0: 29.8 15.1 5.8 54.0 65.2 89.5 86.1: 10.5 13.9
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 : 239: 43 61 36 75 115 135 195:
Old : 239: 43 61 36 75 115 135 195:
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 : 33.9 20.6 45.3 27.4 33.5 19.9 43.7 26.1
Old : 33.9 20.6 45.3 27.4 33.5 19.9 43.7 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 1,518,296: 125,504 194,780 170,042 953,173 801,731 1,248,718 1,166,552: 269,578 351,744
Old : 1,518,296: 125,504 194,780 170,042 953,173 801,731 1,248,718 1,166,552: 269,578 351,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 47,057: -9,314 9,530 39,559 15,455 26,445 45,701 75,534: 1,356 -28,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.8 11.2 62.8 52.8 82.2 76.8: 17.8 23.2
Old : 100.0: 8.3 12.8 11.2 62.8 52.8 82.2 76.8: 17.8 23.2
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 : 248: 47 50 67 123 127 200 214:
Old : 248: 47 50 67 123 127 200 214:
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 : 20.8 15.4 27.6 22.1 16.6 11.3 22.0 15.1
Old : 20.8 15.4 27.6 22.1 16.6 11.3 22.0 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 825,336: 101,080 74,086 28,869 500,972 514,604 630,921 617,559: 194,415 207,777
Old : 825,336: 101,080 74,086 28,869 500,972 514,604 630,921 617,559: 194,415 207,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 19,150: 10,520 5,774 1,242 -1,114 22,259 10,648 29,276: 8,502 -10,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.0 3.5 60.7 62.4 76.4 74.8: 23.6 25.2
Old : 100.0: 12.2 9.0 3.5 60.7 62.4 76.4 74.8: 23.6 25.2
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 : 137: 18 21 21 72 80 102 110:
Old : 137: 18 21 21 72 80 102 110:
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 : 20.4 16.4 29.3 25.3 14.1 14.8 21.5 20.9
Old : 20.4 16.4 29.3 25.3 14.1 14.8 21.5 20.9
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, November 3, 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 : 844,625: 86,715 57,107 298,824 421,230 450,401 806,769 806,333: 37,856 38,292
Old : 844,625: 86,715 57,107 298,824 421,230 450,401 806,769 806,333: 37,856 38,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -30,747: -3,253 4,900 -26,230 834 -6,565 -28,650 -27,896: -2,097 -2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.8 35.4 49.9 53.3 95.5 95.5: 4.5 4.5
Old : 100.0: 10.3 6.8 35.4 49.9 53.3 95.5 95.5: 4.5 4.5
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 : 123: 36 23 48 49 54 102 113:
Old : 123: 36 23 48 49 54 102 113:
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 : 27.8 25.3 45.0 42.1 13.4 10.2 16.7 15.6
Old : 27.8 25.3 45.0 42.1 13.4 10.2 16.7 15.6
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, November 3, 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 : 15,938: 2,880 2,404 81 8,733 10,490 11,695 12,975: 4,244 2,964
Old : 15,938: 2,880 2,404 81 8,733 10,490 11,695 12,975: 4,244 2,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,434: -424 288 41 1,003 1,014 621 1,343: 814 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.1 0.5 54.8 65.8 73.4 81.4: 26.6 18.6
Old : 100.0: 18.1 15.1 0.5 54.8 65.8 73.4 81.4: 26.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 6 2 5 8 11 16:
Old : 24: 6 6 2 5 8 11 16:
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 : 58.1 57.8 71.1 71.0 58.1 57.5 70.9 70.7
Old : 58.1 57.8 71.1 71.0 58.1 57.5 70.9 70.7
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 66,481: 25,699 17,048 1,209 26,845 32,150 53,752 50,407: 12,729 16,074
Old : 66,481: 25,699 17,048 1,209 26,845 32,150 53,752 50,407: 12,729 16,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 389: -1,381 -2,151 -318 -838 63 -2,537 -2,406: 2,927 2,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 25.6 1.8 40.4 48.4 80.9 75.8: 19.1 24.2
Old : 100.0: 38.7 25.6 1.8 40.4 48.4 80.9 75.8: 19.1 24.2
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 : 86: 29 15 9 26 25 57 47:
Old : 86: 29 15 9 26 25 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 30.9 31.7 45.0 19.5 28.5 31.1 42.6
Old : 19.5 30.9 31.7 45.0 19.5 28.5 31.1 42.6
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, November 3, 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 : 15,543: 609 2,768 101 14,702 12,393 15,412 15,262: 131 281
Old : 15,543: 609 2,768 101 14,702 12,393 15,412 15,262: 131 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 463: 6 561 6 515 -181 527 386: -64 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 17.8 0.6 94.6 79.7 99.2 98.2: 0.8 1.8
Old : 100.0: 3.9 17.8 0.6 94.6 79.7 99.2 98.2: 0.8 1.8
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 : 36: 4 9 2 13 13 19 22:
Old : 36: 4 9 2 13 13 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 78.7 90.7 89.0 67.0 60.4 75.2 69.6
Old : 76.3 78.7 90.7 89.0 67.0 60.4 75.2 69.6
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, November 3, 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 : 40,106: 7,330 377 153 32,454 39,495 39,937 40,025: 169 81
Old : 40,106: 7,330 377 153 32,454 39,495 39,937 40,025: 169 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,326: -304 -333 -4 1,636 1,618 1,328 1,281: -2 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.9 0.4 80.9 98.5 99.6 99.8: 0.4 0.2
Old : 100.0: 18.3 0.9 0.4 80.9 98.5 99.6 99.8: 0.4 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 : 32: 8 6 1 10 11 18 18:
Old : 32: 8 6 1 10 11 18 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 : 77.8 94.6 93.2 98.2 64.3 81.6 79.7 84.4
Old : 77.8 94.6 93.2 98.2 64.3 81.6 79.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009