WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 421,790: 75,583 64,302 99,689 213,455 206,401 388,728 370,392: 33,062 51,398
Old : 281,017: 63,897 59,978 57,340 138,572 132,395 259,809 249,712: 21,208 31,304
Other: 140,773: 28,662 21,300 25,373 74,883 74,007 128,919 120,679: 11,855 20,094
: : :
: : Changes in Commitments from: December 1, 2009 :
: 88: -516 -1,776 1,413 -787 -2,086 110 -2,449: -22 2,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 15.2 23.6 50.6 48.9 92.2 87.8: 7.8 12.2
Old : 100.0: 22.7 21.3 20.4 49.3 47.1 92.5 88.9: 7.5 11.1
Other: 100.0: 20.4 15.1 18.0 53.2 52.6 91.6 85.7: 8.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 121 121 119 74 98 263 276:
Old : 337: 109 121 95 63 89 224 253:
Other: 206: 55 59 62 44 82 133 171:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 21.3 35.4 30.0 20.5 18.1 34.2 24.6
Old : 27.3 22.1 39.6 31.4 27.2 20.0 38.9 27.9
Other: 37.4 27.6 49.2 37.0 35.5 22.8 42.6 29.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 1,218,859: 269,720 80,575 260,185 564,986 606,275 1,094,891 947,035: 123,969 271,824
Old : 958,754: 206,411 89,541 196,188 448,473 471,852 851,072 757,580: 107,682 201,173
Other: 260,106: 87,292 15,017 40,015 116,513 134,423 243,819 189,455: 16,287 70,650
: : :
: : Changes in Commitments from: December 1, 2009 :
: -2,008: -12,865 20,974 -176 15,147 -14,836 2,105 5,961: -4,113 -7,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 6.6 21.3 46.4 49.7 89.8 77.7: 10.2 22.3
Old : 100.0: 21.5 9.3 20.5 46.8 49.2 88.8 79.0: 11.2 21.0
Other: 100.0: 33.6 5.8 15.4 44.8 51.7 93.7 72.8: 6.3 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 674: 184 129 217 207 294 503 558:
Old : 660: 175 140 199 201 286 483 533:
Other: 419: 87 67 69 75 235 195 343:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 13.2 22.7 19.3 13.1 11.3 21.3 16.1
Old : 15.6 13.4 24.2 19.6 15.3 11.2 23.8 16.1
Other: 27.1 15.4 40.2 22.1 26.2 13.3 39.2 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 13,187: 1,723 406 928 7,593 9,863 10,244 11,197: 2,943 1,990
Old : 11,952: 1,713 406 743 6,586 8,955 9,042 10,104: 2,910 1,848
Other: 1,235: 13 3 182 1,007 908 1,202 1,093: 33 142
: : :
: : Changes in Commitments from: December 1, 2009 :
: 546: -617 405 -260 1,078 -531 201 -386: 344 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 3.1 7.0 57.6 74.8 77.7 84.9: 22.3 15.1
Old : 100.0: 14.3 3.4 6.2 55.1 74.9 75.7 84.5: 24.3 15.5
Other: 100.0: 1.1 0.2 14.7 81.5 73.5 97.3 88.5: 2.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 3 2 13 12 22 17:
Old : 31: 9 3 2 13 10 22 15:
Other: 13: 1 1 2 6 7 8 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 : 37.8 62.3 58.0 78.6 32.9 54.4 48.1 62.8
Old : 39.8 64.5 57.9 80.7 35.7 59.5 52.2 71.3
Other: 93.3 77.0 97.3 87.7 80.0 68.5 81.1 72.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 611,896: 144,937 32,422 159,248 243,155 319,241 547,339 510,911: 64,556 100,984
Old : 523,286: 126,591 32,035 127,773 210,722 286,363 465,087 446,171: 58,200 77,115
Other: 88,609: 30,808 12,850 19,012 32,433 32,879 82,253 64,740: 6,357 23,869
: : :
: : Changes in Commitments from: December 1, 2009 :
: 3,306: 4,704 6,577 -3,395 2,344 -4,995 3,653 -1,812: -347 5,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 5.3 26.0 39.7 52.2 89.4 83.5: 10.6 16.5
Old : 100.0: 24.2 6.1 24.4 40.3 54.7 88.9 85.3: 11.1 14.7
Other: 100.0: 34.8 14.5 21.5 36.6 37.1 92.8 73.1: 7.2 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 488: 173 111 173 112 173 387 377:
Old : 482: 174 111 160 109 168 375 363:
Other: 243: 52 51 45 39 125 113 202:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 20.6 22.9 31.1 11.3 16.1 18.4 22.4
Old : 14.6 23.2 24.6 33.6 12.9 18.0 20.6 25.2
Other: 36.4 17.3 50.3 28.2 33.5 16.0 43.5 21.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,876: 15,634 2,475 485 0 2,037 16,119 4,997: 2,757 13,879
Old : 12,601: 9,703 2,620 292 0 1,118 9,995 4,030: 2,606 8,571
Other: 6,275: 6,116 40 8 0 919 6,124 967: 151 5,308
: : :
: : Changes in Commitments from: December 1, 2009 :
: -513: -120 490 1 0 -179 -119 312: -394 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 13.1 2.6 0.0 10.8 85.4 26.5: 14.6 73.5
Old : 100.0: 77.0 20.8 2.3 0.0 8.9 79.3 32.0: 20.7 68.0
Other: 100.0: 97.5 0.6 0.1 0.0 14.6 97.6 15.4: 2.4 84.6
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 17 5 12 0 5 18 21:
Old : 27: 17 5 11 0 5 17 21:
Other: 21: 15 1 3 0 5 15 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 : 49.0 16.2 67.2 22.7 47.9 15.2 65.9 21.7
Old : 47.7 21.8 65.3 29.1 46.2 21.8 63.6 29.1
Other: 57.2 14.0 81.5 15.4 57.1 14.0 81.4 15.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 274,347: 59,317 19,448 62,922 113,778 170,209 236,017 252,580: 38,330 21,767
Old : 260,039: 58,222 22,231 56,165 109,107 160,663 223,494 239,059: 36,546 20,980
Other: 14,308: 6,719 2,841 1,133 4,671 9,546 12,524 13,520: 1,784 787
: : :
: : Changes in Commitments from: December 1, 2009 :
: -19,663: -1,967 -695 -9,540 -8,706 -8,803 -20,213 -19,039: 550 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.1 22.9 41.5 62.0 86.0 92.1: 14.0 7.9
Old : 100.0: 22.4 8.5 21.6 42.0 61.8 85.9 91.9: 14.1 8.1
Other: 100.0: 47.0 19.9 7.9 32.6 66.7 87.5 94.5: 12.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 76 50 67 58 60 185 145:
Old : 221: 78 53 66 58 60 184 145:
Other: 46: 10 10 7 16 17 28 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 27.8 26.7 38.9 14.0 23.2 19.7 32.8
Old : 16.6 27.4 26.7 38.3 14.8 23.9 21.2 33.5
Other: 62.7 47.5 80.8 73.2 61.1 46.0 73.7 69.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 781,954: 61,828 144,111 41,882 535,546 465,876 639,256 651,870: 142,698 130,084
Old : 781,954: 61,828 144,111 41,882 535,546 465,876 639,256 651,870: 142,698 130,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -83,688: -22,739 -16,079 -4,693 -47,891 -52,351 -75,322 -73,123: -8,366 -10,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.4 5.4 68.5 59.6 81.8 83.4: 18.2 16.6
Old : 100.0: 7.9 18.4 5.4 68.5 59.6 81.8 83.4: 18.2 16.6
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 : 170: 33 34 37 80 83 132 135:
Old : 170: 33 34 37 80 83 132 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 23.1 27.0 31.2 14.1 21.0 23.9 28.4
Old : 16.3 23.1 27.0 31.2 14.1 21.0 23.9 28.4
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, December 8, 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 : 181,375: 55,974 17,721 23,141 65,591 119,160 144,706 160,021: 36,668 21,354
Old : 166,845: 55,582 16,007 18,906 57,671 111,806 132,158 146,720: 34,687 20,125
Other: 14,530: 2,929 4,250 1,699 7,921 7,353 12,548 13,301: 1,982 1,229
: : :
: : Changes in Commitments from: December 1, 2009 :
: -2,088: -1,347 3,040 -693 1,076 -3,787 -964 -1,439: -1,124 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 9.8 12.8 36.2 65.7 79.8 88.2: 20.2 11.8
Old : 100.0: 33.3 9.6 11.3 34.6 67.0 79.2 87.9: 20.8 12.1
Other: 100.0: 20.2 29.2 11.7 54.5 50.6 86.4 91.5: 13.6 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 68 32 43 54 51 146 106:
Old : 168: 70 33 42 54 51 145 106:
Other: 46: 9 9 10 22 11 36 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 : 15.1 41.2 23.2 52.4 14.5 36.0 21.1 44.9
Old : 14.5 41.4 22.8 52.4 14.0 37.2 20.8 46.0
Other: 46.0 52.3 59.3 78.1 46.0 46.9 58.9 66.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 17,701: 6,578 218 950 4,917 15,175 12,445 16,343: 5,256 1,358
Old : 16,783: 6,382 215 910 4,492 14,433 11,785 15,558: 4,999 1,226
Other: 917: 196 3 40 424 742 660 785: 257 132
: : :
: : Changes in Commitments from: December 1, 2009 :
: 68: -112 -50 -282 139 323 -256 -9: 324 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 1.2 5.4 27.8 85.7 70.3 92.3: 29.7 7.7
Old : 100.0: 38.0 1.3 5.4 26.8 86.0 70.2 92.7: 29.8 7.3
Other: 100.0: 21.4 0.4 4.4 46.3 80.9 72.0 85.6: 28.0 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 33 5 6 29 20 67 28:
Old : 76: 33 5 6 27 20 65 28:
Other: 20: 1 3 3 6 10 10 13:
:----------------------------------------------------------------------------------------------------
: 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 64.0 32.3 76.8 22.6 63.5 32.2 76.3
Old : 21.2 65.6 31.5 77.6 21.2 65.3 31.4 77.2
Other: 61.5 61.3 71.6 82.0 61.5 61.3 67.6 80.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 981,708: 368,917 160,511 52,160 476,513 646,743 897,589 859,414: 84,119 122,294
Old : 981,708: 368,917 160,511 52,160 476,513 646,743 897,589 859,414: 84,119 122,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -41,899: 8,404 16,399 -13,451 -32,291 -41,132 -37,338 -38,184: -4,560 -3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 16.4 5.3 48.5 65.9 91.4 87.5: 8.6 12.5
Old : 100.0: 37.6 16.4 5.3 48.5 65.9 91.4 87.5: 8.6 12.5
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 : 236: 39 61 36 79 115 140 190:
Old : 236: 39 61 36 79 115 140 190:
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 : 38.0 21.2 49.2 27.0 37.1 20.1 47.6 25.8
Old : 38.0 21.2 49.2 27.0 37.1 20.1 47.6 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 1,488,359: 191,713 195,850 145,220 858,415 837,836 1,195,348 1,178,906: 293,011 309,453
Old : 1,488,359: 191,713 195,850 145,220 858,415 837,836 1,195,348 1,178,906: 293,011 309,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -113,211: -6,550 -6,474 -32,857 -53,258 -64,469 -92,665 -103,801: -20,546 -9,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.2 9.8 57.7 56.3 80.3 79.2: 19.7 20.8
Old : 100.0: 12.9 13.2 9.8 57.7 56.3 80.3 79.2: 19.7 20.8
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 : 222: 47 34 52 114 114 182 179:
Old : 222: 47 34 52 114 114 182 179:
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 : 18.8 17.9 26.0 27.8 13.9 15.1 19.5 20.6
Old : 18.8 17.9 26.0 27.8 13.9 15.1 19.5 20.6
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, December 8, 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 : 894,918: 136,759 95,161 47,433 489,937 528,510 674,129 671,104: 220,790 223,814
Old : 894,918: 136,759 95,161 47,433 489,937 528,510 674,129 671,104: 220,790 223,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -41,082: 21,810 6,349 -17,215 -31,828 -9,766 -27,233 -20,633: -13,849 -20,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.6 5.3 54.7 59.1 75.3 75.0: 24.7 25.0
Old : 100.0: 15.3 10.6 5.3 54.7 59.1 75.3 75.0: 24.7 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 : 149: 23 25 22 74 85 111 118:
Old : 149: 23 25 22 74 85 111 118:
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 : 17.0 14.9 26.7 23.8 11.6 10.6 18.6 17.6
Old : 17.0 14.9 26.7 23.8 11.6 10.6 18.6 17.6
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, December 8, 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 : 864,116: 59,703 52,352 295,151 472,305 476,397 827,160 823,900: 36,956 40,215
Old : 864,116: 59,703 52,352 295,151 472,305 476,397 827,160 823,900: 36,956 40,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -38,111: -12,013 6,973 7,609 -21,377 -44,765 -25,781 -30,183: -12,330 -7,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.1 34.2 54.7 55.1 95.7 95.3: 4.3 4.7
Old : 100.0: 6.9 6.1 34.2 54.7 55.1 95.7 95.3: 4.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 24 34 50 47 57 100 118:
Old : 124: 24 34 50 47 57 100 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 25.8 47.1 41.5 15.0 8.6 18.0 12.7
Old : 29.7 25.8 47.1 41.5 15.0 8.6 18.0 12.7
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, December 8, 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 : 15,756: 3,493 2,873 14 8,701 9,222 12,208 12,109: 3,548 3,647
Old : 15,756: 3,493 2,873 14 8,701 9,222 12,208 12,109: 3,548 3,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 77: -26 19 10 1 0 -15 29: 93 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.2 0.1 55.2 58.5 77.5 76.9: 22.5 23.1
Old : 100.0: 22.2 18.2 0.1 55.2 58.5 77.5 76.9: 22.5 23.1
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 : 23: 4 7 2 5 8 9 17:
Old : 23: 4 7 2 5 8 9 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 : 63.2 47.7 77.4 63.8 63.2 47.7 77.3 63.7
Old : 63.2 47.7 77.4 63.8 63.2 47.7 77.3 63.7
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, December 8, 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 : 71,588: 32,077 15,517 1,330 26,955 43,717 60,362 60,564: 11,226 11,024
Old : 71,588: 32,077 15,517 1,330 26,955 43,717 60,362 60,564: 11,226 11,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,500: -6,065 1,362 211 5,083 -2,537 -771 -964: -729 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 21.7 1.9 37.7 61.1 84.3 84.6: 15.7 15.4
Old : 100.0: 44.8 21.7 1.9 37.7 61.1 84.3 84.6: 15.7 15.4
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 : 103: 35 21 9 31 29 70 55:
Old : 103: 35 21 9 31 29 70 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 33.7 31.9 50.0 17.3 31.5 29.4 46.5
Old : 18.9 33.7 31.9 50.0 17.3 31.5 29.4 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,434: 9,605 9,537 0 1,658 2,893 11,263 12,430: 1,171 4
Old : 12,434: 9,605 9,537 0 1,658 2,893 11,263 12,430: 1,171 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -22: 282 14 0 -324 -40 -42 -26: 20 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 76.7 0.0 13.3 23.3 90.6 100.0: 9.4 0.0
Old : 100.0: 77.2 76.7 0.0 13.3 23.3 90.6 100.0: 9.4 0.0
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 : 22: 12 6 0 1 3 13 9:
Old : 22: 12 6 0 1 3 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 93.7 87.8 99.5 77.2 93.7 87.8 99.5
Old : 77.2 93.7 87.8 99.5 77.2 93.7 87.8 99.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 16,639: 720 3,834 95 15,600 12,584 16,415 16,513: 224 126
Old : 16,639: 720 3,834 95 15,600 12,584 16,415 16,513: 224 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 625: 135 164 0 472 481 607 645: 18 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 23.0 0.6 93.8 75.6 98.7 99.2: 1.3 0.8
Old : 100.0: 4.3 23.0 0.6 93.8 75.6 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 11 1 15 14 19 25:
Old : 38: 3 11 1 15 14 19 25:
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 : 67.9 77.1 90.2 87.9 64.4 65.6 75.0 73.4
Old : 67.9 77.1 90.2 87.9 64.4 65.6 75.0 73.4
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, December 8, 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 : 38,228: 3,924 819 270 33,567 36,839 37,761 37,928: 467 300
Old : 38,228: 3,924 819 270 33,567 36,839 37,761 37,928: 467 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 373: -1,787 568 182 1,998 -339 393 411: -20 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 0.7 87.8 96.4 98.8 99.2: 1.2 0.8
Old : 100.0: 10.3 2.1 0.7 87.8 96.4 98.8 99.2: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 5 2 10 10 19 17:
Old : 31: 9 5 2 10 10 19 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 : 83.5 92.7 95.4 97.3 82.2 92.1 93.7 96.1
Old : 83.5 92.7 95.4 97.3 82.2 92.1 93.7 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009