WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 382,064: 76,399 99,948 53,243 223,647 180,677 353,289 333,868: 28,775 48,196
Old : 236,524: 63,996 94,943 14,207 139,637 98,042 217,840 207,192: 18,684 29,332
Other: 145,540: 35,710 28,312 15,729 84,010 82,635 135,449 126,676: 10,091 18,864
: : :
: : Changes in Commitments from: January 5, 2010 :
: 18,765: 4,146 7,069 461 12,826 6,621 17,433 14,151: 1,332 4,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.2 13.9 58.5 47.3 92.5 87.4: 7.5 12.6
Old : 100.0: 27.1 40.1 6.0 59.0 41.5 92.1 87.6: 7.9 12.4
Other: 100.0: 24.5 19.5 10.8 57.7 56.8 93.1 87.0: 6.9 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 95 146 103 67 97 244 278:
Old : 344: 92 143 48 49 82 175 242:
Other: 224: 59 63 52 45 84 131 178:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 20.0 43.3 27.3 24.4 17.8 40.8 23.8
Old : 36.8 19.5 51.2 27.4 36.8 19.5 51.2 27.4
Other: 37.2 27.8 49.8 38.6 33.4 25.8 43.1 30.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,113,057: 344,016 70,883 119,609 537,591 660,388 1,001,216 850,880: 111,841 262,177
Old : 840,644: 270,843 96,616 59,729 419,093 504,196 749,665 660,541: 90,979 180,103
Other: 272,413: 119,168 20,262 13,885 118,498 156,192 251,551 190,339: 20,862 82,074
: : :
: : Changes in Commitments from: January 5, 2010 :
: 80,528: 16,129 6,976 22,178 33,213 22,936 71,520 52,090: 9,008 28,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 6.4 10.7 48.3 59.3 90.0 76.4: 10.0 23.6
Old : 100.0: 32.2 11.5 7.1 49.9 60.0 89.2 78.6: 10.8 21.4
Other: 100.0: 43.7 7.4 5.1 43.5 57.3 92.3 69.9: 7.7 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 198 119 170 171 279 460 518:
Old : 664: 186 150 139 159 262 423 483:
Other: 458: 103 75 31 68 245 181 345:
:----------------------------------------------------------------------------------------------------
: 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 16.8 26.1 22.2 15.5 16.4 24.7 21.8
Old : 19.7 17.3 29.9 22.9 19.5 16.9 29.4 22.5
Other: 25.9 17.4 39.8 25.3 25.8 17.0 39.0 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,423: 3,600 159 75 6,520 11,005 10,195 11,239: 2,228 1,184
Old : 10,568: 3,419 159 0 4,995 9,398 8,414 9,557: 2,154 1,011
Other: 1,855: 181 0 75 1,525 1,607 1,781 1,682: 74 173
: : :
: : Changes in Commitments from: January 5, 2010 :
: 452: 458 -6 -11 364 241 811 224: -359 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 1.3 0.6 52.5 88.6 82.1 90.5: 17.9 9.5
Old : 100.0: 32.4 1.5 0.0 47.3 88.9 79.6 90.4: 20.4 9.6
Other: 100.0: 9.8 0.0 4.0 82.2 86.6 96.0 90.7: 4.0 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 2 1 13 12 27 15:
Old : 36: 14 2 0 12 11 26 13:
Other: 14: 2 0 1 5 9 7 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 64.3 53.0 83.4 32.4 57.5 46.8 73.2
Old : 36.4 67.2 52.8 86.1 36.4 63.2 52.8 81.1
Other: 95.3 70.9 96.0 89.8 87.2 70.9 87.4 82.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 438,758: 115,981 53,622 59,405 219,065 235,750 394,451 348,777: 44,307 89,981
Old : 350,653: 99,928 51,433 38,623 176,692 198,641 315,243 288,697: 35,410 61,956
Other: 88,105: 33,605 19,741 3,230 42,373 37,109 79,208 60,080: 8,897 28,025
: : :
: : Changes in Commitments from: January 5, 2010 :
: 14,454: -13,618 11,832 946 23,254 -7,151 10,582 5,627: 3,872 8,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.2 13.5 49.9 53.7 89.9 79.5: 10.1 20.5
Old : 100.0: 28.5 14.7 11.0 50.4 56.6 89.9 82.3: 10.1 17.7
Other: 100.0: 38.1 22.4 3.7 48.1 42.1 89.9 68.2: 10.1 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 125 126 117 90 157 301 331:
Old : 434: 133 122 97 86 152 280 319:
Other: 246: 43 63 16 46 117 100 187:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 17.8 28.0 25.3 16.0 16.5 25.1 22.6
Old : 20.7 19.9 31.7 28.2 20.6 18.3 30.8 25.7
Other: 35.8 17.7 51.5 27.4 35.8 17.1 50.7 26.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,014: 11,735 1,267 509 0 1,491 12,244 3,267: 2,770 11,747
Old : 7,143: 4,615 1,517 237 0 397 4,852 2,151: 2,291 4,992
Other: 7,871: 7,375 5 17 0 1,094 7,392 1,116: 479 6,755
: : :
: : Changes in Commitments from: January 5, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 8.4 3.4 0.0 9.9 81.6 21.8: 18.4 78.2
Old : 100.0: 64.6 21.2 3.3 0.0 5.6 67.9 30.1: 32.1 69.9
Other: 100.0: 93.7 0.1 0.2 0.0 13.9 93.9 14.2: 6.1 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 14 3 10 0 4 15 16:
Old : 21: 13 4 6 0 4 13 14:
Other: 16: 11 1 4 0 4 12 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 15.2 68.3 21.1 48.3 13.6 66.7 18.4
Old : 40.9 23.9 59.6 29.4 38.6 23.8 57.2 26.8
Other: 60.4 13.9 84.6 14.2 60.4 13.9 84.6 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 212,395: 51,454 26,963 29,296 101,403 135,812 182,153 192,071: 30,242 20,324
Old : 193,358: 44,746 30,849 22,503 98,170 120,496 165,419 173,848: 27,939 19,510
Other: 19,037: 12,333 1,739 1,168 3,233 15,316 16,734 18,223: 2,303 814
: : :
: : Changes in Commitments from: January 5, 2010 :
: 5,585: -2,052 3,148 -877 11,412 1,857 8,483 4,128: -2,898 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 12.7 13.8 47.7 63.9 85.8 90.4: 14.2 9.6
Old : 100.0: 23.1 16.0 11.6 50.8 62.3 85.6 89.9: 14.4 10.1
Other: 100.0: 64.8 9.1 6.1 17.0 80.5 87.9 95.7: 12.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 66 58 60 51 50 155 139:
Old : 201: 67 59 58 49 46 149 135:
Other: 50: 14 6 7 17 20 33 31:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 27.1 31.5 38.7 19.1 25.4 26.6 36.3
Old : 22.2 26.6 33.0 37.7 21.6 25.8 30.2 37.0
Other: 62.3 44.9 79.8 66.6 57.1 44.4 73.3 65.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 657,643: 49,908 150,989 8,037 489,097 349,668 547,042 508,694: 110,601 148,949
Old : 657,643: 49,908 150,989 8,037 489,097 349,668 547,042 508,694: 110,601 148,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -1,326: 42 -410 6,200 -5,360 -21,435 882 -15,645: -2,208 14,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.0 1.2 74.4 53.2 83.2 77.4: 16.8 22.6
Old : 100.0: 7.6 23.0 1.2 74.4 53.2 83.2 77.4: 16.8 22.6
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 : 161: 28 36 17 63 70 100 114:
Old : 161: 28 36 17 63 70 100 114:
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 : 20.2 20.3 33.6 29.2 16.1 20.1 28.2 28.3
Old : 20.2 20.3 33.6 29.2 16.1 20.1 28.2 28.3
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,401: 0 229 65 6,876 6,819 6,941 7,113: 460 288
Old : 7,401: 0 229 65 6,876 6,819 6,941 7,113: 460 288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 391: 0 -91 0 242 410 242 319: 149 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.9 92.9 92.1 93.8 96.1: 6.2 3.9
Old : 100.0: 0.0 3.1 0.9 92.9 92.1 93.8 96.1: 6.2 3.9
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 : 20: 0 2 1 15 18 16 20:
Old : 20: 0 2 1 15 18 16 20:
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 : 69.5 72.4 83.9 84.9 29.4 28.2 33.8 33.8
Old : 69.5 72.4 83.9 84.9 29.4 28.2 33.8 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 164,952: 50,917 24,330 18,737 67,094 101,659 136,748 144,726: 28,204 20,226
Old : 145,418: 47,282 19,881 16,170 56,380 90,601 119,832 126,652: 25,586 18,766
Other: 19,534: 4,324 5,138 1,878 10,714 11,058 16,916 18,074: 2,618 1,460
: : :
: : Changes in Commitments from: January 5, 2010 :
: 1,365: -2,896 -458 4,595 1,452 -6,779 3,151 -2,642: -1,786 4,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 14.7 11.4 40.7 61.6 82.9 87.7: 17.1 12.3
Old : 100.0: 32.5 13.7 11.1 38.8 62.3 82.4 87.1: 17.6 12.9
Other: 100.0: 22.1 26.3 9.6 54.8 56.6 86.6 92.5: 13.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 47 36 38 56 50 135 102:
Old : 161: 49 37 38 56 49 134 101:
Other: 52: 6 12 6 28 12 39 27:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 36.7 27.8 49.1 17.6 32.8 27.7 42.4
Old : 17.2 36.0 28.4 48.6 17.1 33.1 27.6 43.2
Other: 44.8 59.1 58.0 78.6 44.4 59.0 56.5 69.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,556: 5,965 1,030 208 5,701 13,248 11,874 14,486: 3,682 1,070
Old : 14,033: 5,770 930 123 4,820 12,172 10,713 13,225: 3,320 808
Other: 1,523: 203 108 77 881 1,076 1,161 1,261: 362 262
: : :
: : Changes in Commitments from: January 5, 2010 :
: 98: -204 135 -121 247 -246 -78 -232: 176 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 6.6 1.3 36.6 85.2 76.3 93.1: 23.7 6.9
Old : 100.0: 41.1 6.6 0.9 34.3 86.7 76.3 94.2: 23.7 5.8
Other: 100.0: 13.3 7.1 5.1 57.8 70.7 76.2 82.8: 23.8 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 34 7 6 25 19 62 29:
Old : 76: 34 6 6 23 17 60 26:
Other: 22: 4 2 3 4 11 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 67.8 35.1 81.4 25.0 64.4 33.8 78.0
Old : 22.2 71.7 32.3 84.3 21.9 68.4 31.1 80.9
Other: 70.1 53.2 76.1 73.7 69.0 53.2 71.2 71.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 880,999: 281,919 141,606 24,177 486,603 583,948 792,699 749,731: 88,300 131,268
Old : 880,999: 281,919 141,606 24,177 486,603 583,948 792,699 749,731: 88,300 131,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 47,972: 43,777 -4,990 -4,787 10,984 45,791 49,974 36,014: -2,002 11,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 16.1 2.7 55.2 66.3 90.0 85.1: 10.0 14.9
Old : 100.0: 32.0 16.1 2.7 55.2 66.3 90.0 85.1: 10.0 14.9
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 : 218: 35 52 19 71 108 113 172:
Old : 218: 35 52 19 71 108 113 172:
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 : 39.8 21.3 47.7 28.3 37.5 19.0 45.1 25.2
Old : 39.8 21.3 47.7 28.3 37.5 19.0 45.1 25.2
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,253,003: 126,967 317,675 40,787 840,148 603,954 1,007,902 962,416: 245,101 290,587
Old : 1,253,003: 126,967 317,675 40,787 840,148 603,954 1,007,902 962,416: 245,101 290,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 35,599: -28,462 13,014 3,228 43,173 28,600 17,939 44,842: 17,660 -9,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 25.4 3.3 67.1 48.2 80.4 76.8: 19.6 23.2
Old : 100.0: 10.1 25.4 3.3 67.1 48.2 80.4 76.8: 19.6 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 : 234: 39 52 24 98 106 150 169:
Old : 234: 39 52 24 98 106 150 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 22.5 30.9 31.7 16.9 19.1 23.5 23.5
Old : 22.1 22.5 30.9 31.7 16.9 19.1 23.5 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 782,535: 69,435 80,378 24,569 533,846 478,567 627,850 583,514: 154,685 199,021
Old : 782,535: 69,435 80,378 24,569 533,846 478,567 627,850 583,514: 154,685 199,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 23,327: -27,764 -12,527 13,434 43,588 41,723 29,258 42,630: -5,931 -19,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.3 3.1 68.2 61.2 80.2 74.6: 19.8 25.4
Old : 100.0: 8.9 10.3 3.1 68.2 61.2 80.2 74.6: 19.8 25.4
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 : 143: 19 27 10 62 75 84 109:
Old : 143: 19 27 10 62 75 84 109:
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 : 25.7 18.4 37.4 28.8 16.9 15.0 26.9 21.6
Old : 25.7 18.4 37.4 28.8 16.9 15.0 26.9 21.6
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 527,176: 68,033 66,626 52,563 371,074 365,451 491,670 484,640: 35,506 42,536
Old : 527,176: 68,033 66,626 52,563 371,074 365,451 491,670 484,640: 35,506 42,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 41,216: 10,358 9,936 -2,875 33,296 30,663 40,779 37,724: 437 3,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 12.6 10.0 70.4 69.3 93.3 91.9: 6.7 8.1
Old : 100.0: 12.9 12.6 10.0 70.4 69.3 93.3 91.9: 6.7 8.1
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 : 117: 21 33 29 46 54 83 103:
Old : 117: 21 33 29 46 54 83 103:
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 : 39.9 30.5 54.5 42.2 31.0 12.6 38.8 21.3
Old : 39.9 30.5 54.5 42.2 31.0 12.6 38.8 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,946: 25,089 7,630 334 23,042 41,299 48,465 49,263: 14,481 13,683
Old : 62,946: 25,089 7,630 334 23,042 41,299 48,465 49,263: 14,481 13,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -2,977: -2,610 1,048 230 -1,553 -8,326 -3,933 -7,048: 956 4,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 12.1 0.5 36.6 65.6 77.0 78.3: 23.0 21.7
Old : 100.0: 39.9 12.1 0.5 36.6 65.6 77.0 78.3: 23.0 21.7
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 : 83: 26 13 2 22 30 48 45:
Old : 83: 26 13 2 22 30 48 45:
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 : 16.0 31.5 28.8 49.3 16.0 31.5 28.1 46.8
Old : 16.0 31.5 28.8 49.3 16.0 31.5 28.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,842: 9,495 12,102 0 1,970 640 11,465 12,742: 1,377 100
Old : 12,842: 9,495 12,102 0 1,970 640 11,465 12,742: 1,377 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -167: -219 -229 0 42 63 -177 -166: 10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 94.2 0.0 15.3 5.0 89.3 99.2: 10.7 0.8
Old : 100.0: 73.9 94.2 0.0 15.3 5.0 89.3 99.2: 10.7 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 : 20: 10 6 0 2 2 12 8:
Old : 20: 10 6 0 2 2 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 96.0 86.1 99.2 73.5 96.0 86.1 99.2
Old : 73.5 96.0 86.1 99.2 73.5 96.0 86.1 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,655: 213 2,564 174 8,923 6,327 9,310 9,065: 345 590
Old : 9,655: 213 2,564 174 8,923 6,327 9,310 9,065: 345 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 70: 86 294 -3 51 -123 134 168: -64 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 26.6 1.8 92.4 65.5 96.4 93.9: 3.6 6.1
Old : 100.0: 2.2 26.6 1.8 92.4 65.5 96.4 93.9: 3.6 6.1
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: 4 12 2 13 13 18 26:
Old : 41: 4 12 2 13 13 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 46.8 87.2 68.5 69.2 46.8 81.7 66.3
Old : 69.2 46.8 87.2 68.5 69.2 46.8 81.7 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 18,427: 1,982 651 0 16,370 17,701 18,352 18,352: 75 75
Old : 18,427: 1,982 651 0 16,370 17,701 18,352 18,352: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 3,873: -355 568 0 4,237 3,338 3,882 3,906: -9 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.5 0.0 88.8 96.1 99.6 99.6: 0.4 0.4
Old : 100.0: 10.8 3.5 0.0 88.8 96.1 99.6 99.6: 0.4 0.4
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 : 30: 7 4 0 9 11 16 15:
Old : 30: 7 4 0 9 11 16 15:
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 : 75.5 80.6 95.6 93.3 75.5 80.6 94.6 91.6
Old : 75.5 80.6 95.6 93.3 75.5 80.6 94.6 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010