WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 26, 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 : 401,938: 73,134 121,961 55,094 242,836 171,981 371,064 349,036: 30,874 52,902
Old : 244,025: 61,113 110,156 15,067 149,078 86,176 225,258 211,399: 18,767 32,626
Other: 157,913: 32,803 32,587 19,245 93,758 85,805 145,806 137,637: 12,107 20,276
: : :
: : Changes in Commitments from: January 19, 2010 :
: 8,647: -282 12,703 2,116 5,775 -7,078 7,609 7,741: 1,038 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 30.3 13.7 60.4 42.8 92.3 86.8: 7.7 13.2
Old : 100.0: 25.0 45.1 6.2 61.1 35.3 92.3 86.6: 7.7 13.4
Other: 100.0: 20.8 20.6 12.2 59.4 54.3 92.3 87.2: 7.7 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 93 145 105 72 96 242 287:
Old : 341: 88 144 56 53 78 173 250:
Other: 235: 62 66 52 50 89 139 186:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 15.2 45.0 22.9 26.1 13.4 42.7 19.8
Old : 38.6 13.9 53.0 23.0 38.6 13.9 53.0 22.9
Other: 35.7 23.1 47.7 34.1 32.8 20.9 42.2 27.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 26, 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 : 1,135,793: 274,098 130,986 155,805 596,510 578,698 1,026,413 865,489: 109,380 270,304
Old : 842,231: 212,010 170,878 77,005 465,950 413,452 754,965 661,335: 87,266 180,896
Other: 293,562: 126,900 24,920 13,988 130,560 165,246 271,448 204,154: 22,114 89,408
: : :
: : Changes in Commitments from: January 19, 2010 :
: 13,350: -12,353 26,311 19,892 6,649 -35,591 14,188 10,612: -838 2,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 11.5 13.7 52.5 51.0 90.4 76.2: 9.6 23.8
Old : 100.0: 25.2 20.3 9.1 55.3 49.1 89.6 78.5: 10.4 21.5
Other: 100.0: 43.2 8.5 4.8 44.5 56.3 92.5 69.5: 7.5 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 162 143 182 189 265 458 522:
Old : 639: 149 171 147 176 252 417 487:
Other: 451: 101 77 41 78 223 196 331:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 13.6 28.5 18.5 17.6 13.4 27.2 18.0
Old : 22.8 12.6 33.6 18.4 22.6 12.3 33.1 17.8
Other: 25.5 17.8 39.3 24.3 25.4 17.8 39.0 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 26, 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 : 13,259: 2,712 2,110 125 8,011 9,561 10,848 11,796: 2,411 1,463
Old : 10,599: 2,328 2,110 60 5,927 7,162 8,315 9,332: 2,284 1,267
Other: 2,660: 384 0 65 2,084 2,399 2,533 2,464: 127 196
: : :
: : Changes in Commitments from: January 19, 2010 :
: 971: -322 769 12 1,409 150 1,099 931: -128 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 15.9 0.9 60.4 72.1 81.8 89.0: 18.2 11.0
Old : 100.0: 22.0 19.9 0.6 55.9 67.6 78.5 88.0: 21.5 12.0
Other: 100.0: 14.4 0.0 2.4 78.3 90.2 95.2 92.6: 4.8 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 11 2 16 13 28 25:
Old : 42: 11 11 1 14 11 26 22:
Other: 16: 3 0 1 7 9 10 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 : 39.2 55.6 58.0 73.2 35.5 52.8 51.6 68.5
Old : 37.2 58.4 55.9 76.7 37.2 54.8 55.9 73.2
Other: 82.2 68.0 95.0 89.5 79.8 68.0 86.7 84.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 26, 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 : 457,213: 103,470 64,374 72,865 241,670 229,821 418,005 367,060: 39,208 90,153
Old : 360,027: 90,499 61,608 46,893 191,352 192,195 328,744 300,696: 31,283 59,331
Other: 97,186: 34,218 24,013 4,725 50,318 37,626 89,261 66,364: 7,925 30,822
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,523: -3,774 7,270 3,120 7,206 -7,542 6,552 2,848: -4,029 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 14.1 15.9 52.9 50.3 91.4 80.3: 8.6 19.7
Old : 100.0: 25.1 17.1 13.0 53.1 53.4 91.3 83.5: 8.7 16.5
Other: 100.0: 35.2 24.7 4.9 51.8 38.7 91.8 68.3: 8.2 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 127 129 136 98 156 312 354:
Old : 438: 133 123 113 93 147 288 331:
Other: 262: 53 68 24 48 116 113 201:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 17.9 28.0 24.7 16.4 16.4 25.6 21.6
Old : 21.5 20.7 31.8 28.1 21.3 18.9 31.4 25.5
Other: 35.9 15.6 51.5 24.8 35.1 15.1 50.6 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,607: 12,060 1,280 560 28 1,558 12,648 3,398: 2,959 12,209
Old : 7,594: 4,831 1,520 282 28 330 5,141 2,132: 2,453 5,462
Other: 8,013: 7,469 0 38 0 1,228 7,507 1,266: 506 6,747
: : :
: : Changes in Commitments from: January 19, 2010 :
: 401: 406 143 -67 28 14 367 90: 34 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 8.2 3.6 0.2 10.0 81.0 21.8: 19.0 78.2
Old : 100.0: 63.6 20.0 3.7 0.4 4.3 67.7 28.1: 32.3 71.9
Other: 100.0: 93.2 0.0 0.5 0.0 15.3 93.7 15.8: 6.3 84.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 3 8 1 5 16 15:
Old : 22: 13 4 4 1 5 14 13:
Other: 17: 11 0 5 0 5 12 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 : 49.2 14.2 68.4 20.1 47.8 12.7 66.8 18.0
Old : 43.3 22.7 59.8 27.4 40.6 22.0 57.1 24.3
Other: 60.9 13.3 84.6 15.7 60.8 13.3 84.4 15.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 26, 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 : 231,137: 42,057 40,429 33,611 127,430 131,276 203,098 205,316: 28,039 25,821
Old : 207,409: 36,395 46,252 23,455 121,631 112,779 181,481 182,486: 25,928 24,923
Other: 23,728: 14,727 3,242 1,091 5,799 18,497 21,617 22,830: 2,111 898
: : :
: : Changes in Commitments from: January 19, 2010 :
: 15,710: -217 8,784 3,352 11,631 397 14,766 12,533: 944 3,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.5 14.5 55.1 56.8 87.9 88.8: 12.1 11.2
Old : 100.0: 17.5 22.3 11.3 58.6 54.4 87.5 88.0: 12.5 12.0
Other: 100.0: 62.1 13.7 4.6 24.4 78.0 91.1 96.2: 8.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 62 67 61 57 58 156 163:
Old : 219: 60 74 55 56 54 149 156:
Other: 64: 20 9 8 21 22 45 37:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 22.1 30.2 33.1 18.7 21.1 26.5 30.0
Old : 22.1 23.5 33.1 33.9 21.7 23.4 30.9 33.2
Other: 53.0 49.7 72.8 68.8 49.3 49.7 67.6 68.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 26, 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 : 652,424: 41,848 136,270 5,003 493,378 360,884 540,229 502,157: 112,195 150,267
Old : 652,424: 41,848 136,270 5,003 493,378 360,884 540,229 502,157: 112,195 150,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 286: -4,661 -16,243 1,166 3,274 14,082 -221 -995: 507 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 20.9 0.8 75.6 55.3 82.8 77.0: 17.2 23.0
Old : 100.0: 6.4 20.9 0.8 75.6 55.3 82.8 77.0: 17.2 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 21 27 10 65 72 92 103:
Old : 148: 21 27 10 65 72 92 103:
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 : 20.8 20.1 34.7 29.8 17.4 19.6 30.6 28.8
Old : 20.8 20.1 34.7 29.8 17.4 19.6 30.6 28.8
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 26, 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 : 6,891: 46 186 73 6,574 6,405 6,693 6,664: 198 227
Old : 6,891: 46 186 73 6,574 6,405 6,693 6,664: 198 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 321: 46 -35 19 378 334 443 318: -122 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.7 1.1 95.4 92.9 97.1 96.7: 2.9 3.3
Old : 100.0: 0.7 2.7 1.1 95.4 92.9 97.1 96.7: 2.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 15 19 17 21:
Old : 22: 1 2 1 15 19 17 21:
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 : 68.0 72.5 84.3 83.2 19.4 21.1 28.1 26.7
Old : 68.0 72.5 84.3 83.2 19.4 21.1 28.1 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 26, 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 : 179,176: 54,955 23,793 22,444 72,431 110,556 149,830 156,793: 29,346 22,383
Old : 155,761: 51,059 20,204 18,041 60,251 96,945 129,351 135,190: 26,410 20,571
Other: 23,415: 6,287 5,980 2,012 12,180 13,611 20,479 21,603: 2,936 1,812
: : :
: : Changes in Commitments from: January 19, 2010 :
: 9,039: 5,238 2,671 2,033 2,987 3,128 10,258 7,832: -1,219 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 13.3 12.5 40.4 61.7 83.6 87.5: 16.4 12.5
Old : 100.0: 32.8 13.0 11.6 38.7 62.2 83.0 86.8: 17.0 13.2
Other: 100.0: 26.9 25.5 8.6 52.0 58.1 87.5 92.3: 12.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 53 31 47 56 48 141 106:
Old : 161: 57 30 46 54 48 137 106:
Other: 67: 12 15 11 33 12 53 33:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 37.0 25.6 49.1 16.2 32.8 25.1 42.5
Old : 15.7 37.8 26.2 48.8 15.6 33.7 25.9 43.6
Other: 38.4 62.9 50.2 78.0 38.4 60.3 49.9 71.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 26, 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 : 15,031: 5,174 1,427 196 6,534 11,928 11,904 13,551: 3,127 1,480
Old : 13,164: 4,987 1,355 61 5,430 10,623 10,478 12,039: 2,686 1,125
Other: 1,867: 229 114 93 1,104 1,305 1,426 1,512: 441 355
: : :
: : Changes in Commitments from: January 19, 2010 :
: -948: -762 -75 35 381 -960 -346 -1,000: -602 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 9.5 1.3 43.5 79.4 79.2 90.2: 20.8 9.8
Old : 100.0: 37.9 10.3 0.5 41.2 80.7 79.6 91.5: 20.4 8.5
Other: 100.0: 12.3 6.1 5.0 59.1 69.9 76.4 81.0: 23.6 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 34 10 6 28 17 63 32:
Old : 80: 33 9 4 27 15 61 27:
Other: 24: 5 2 4 7 12 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 63.9 33.5 76.5 22.8 60.7 32.4 72.6
Old : 21.9 68.1 33.4 80.2 21.9 64.9 32.7 76.5
Other: 62.1 47.7 73.3 68.6 61.5 47.2 68.1 65.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 26, 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 : 908,516: 281,038 136,743 40,043 497,857 608,604 818,938 785,390: 89,578 123,126
Old : 908,516: 281,038 136,743 40,043 497,857 608,604 818,938 785,390: 89,578 123,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,286: 4,036 -4,007 5,050 -5,828 7,019 3,258 8,062: 28 -4,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 15.1 4.4 54.8 67.0 90.1 86.4: 9.9 13.6
Old : 100.0: 30.9 15.1 4.4 54.8 67.0 90.1 86.4: 9.9 13.6
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 : 234: 41 52 23 75 120 127 184:
Old : 234: 41 52 23 75 120 127 184:
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 : 36.5 20.2 44.3 27.0 33.0 17.2 40.2 22.8
Old : 36.5 20.2 44.3 27.0 33.0 17.2 40.2 22.8
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 - Futures Only, January 26, 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 : 1,332,819: 135,138 285,604 48,683 892,616 692,241 1,076,437 1,026,528: 256,382 306,291
Old : 1,332,819: 135,138 285,604 48,683 892,616 692,241 1,076,437 1,026,528: 256,382 306,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 54,854: 11,810 18,475 8,613 34,277 19,999 54,700 47,087: 154 7,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 21.4 3.7 67.0 51.9 80.8 77.0: 19.2 23.0
Old : 100.0: 10.1 21.4 3.7 67.0 51.9 80.8 77.0: 19.2 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 27 54 33 104 109 154 173:
Old : 231: 27 54 33 104 109 154 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 20.2 32.4 30.3 18.0 17.0 25.8 23.2
Old : 23.6 20.2 32.4 30.3 18.0 17.0 25.8 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 26, 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 : 832,658: 83,636 97,139 22,675 534,151 498,227 640,462 618,041: 192,196 214,617
Old : 832,658: 83,636 97,139 22,675 534,151 498,227 640,462 618,041: 192,196 214,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 35,379: 18,673 13,859 133 -1,629 12,896 17,177 26,888: 18,202 8,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.7 2.7 64.2 59.8 76.9 74.2: 23.1 25.8
Old : 100.0: 10.0 11.7 2.7 64.2 59.8 76.9 74.2: 23.1 25.8
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 : 138: 16 26 12 59 77 80 110:
Old : 138: 16 26 12 59 77 80 110:
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 : 24.0 16.2 34.5 26.4 16.0 12.9 24.8 20.5
Old : 24.0 16.2 34.5 26.4 16.0 12.9 24.8 20.5
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 26, 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 : 572,149: 76,765 76,502 57,072 402,371 394,756 536,208 528,330: 35,941 43,819
Old : 572,149: 76,765 76,502 57,072 402,371 394,756 536,208 528,330: 35,941 43,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 17,006: 4,236 7,035 5,611 17,119 10,139 26,966 22,785: -9,960 -5,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.4 10.0 70.3 69.0 93.7 92.3: 6.3 7.7
Old : 100.0: 13.4 13.4 10.0 70.3 69.0 93.7 92.3: 6.3 7.7
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: 22 33 29 53 62 90 111:
Old : 124: 22 33 29 53 62 90 111:
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 : 39.4 29.6 54.2 40.6 29.1 11.2 35.3 18.8
Old : 39.4 29.6 54.2 40.6 29.1 11.2 35.3 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,506: 2,840 1,682 0 7,791 6,862 10,631 8,544: 2,875 4,962
Old : 13,506: 2,840 1,682 0 7,791 6,862 10,631 8,544: 2,875 4,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 936: 400 -353 0 258 6 658 -347: 278 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.5 0.0 57.7 50.8 78.7 63.3: 21.3 36.7
Old : 100.0: 21.0 12.5 0.0 57.7 50.8 78.7 63.3: 21.3 36.7
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 : 20: 5 3 0 5 7 10 10:
Old : 20: 5 3 0 5 7 10 10:
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 : 59.2 43.7 74.7 58.8 59.2 43.7 74.7 58.8
Old : 59.2 43.7 74.7 58.8 59.2 43.7 74.7 58.8
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 26, 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 : 66,083: 25,996 8,878 640 24,865 45,681 51,501 55,199: 14,582 10,884
Old : 66,083: 25,996 8,878 640 24,865 45,681 51,501 55,199: 14,582 10,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -3,655: -2,330 234 572 -1,145 -2,550 -2,903 -1,744: -752 -1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 13.4 1.0 37.6 69.1 77.9 83.5: 22.1 16.5
Old : 100.0: 39.3 13.4 1.0 37.6 69.1 77.9 83.5: 22.1 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 32 14 4 23 27 57 43:
Old : 87: 32 14 4 23 27 57 43:
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 : 18.5 35.7 31.0 52.5 18.4 34.5 30.9 49.9
Old : 18.5 35.7 31.0 52.5 18.4 34.5 30.9 49.9
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 26, 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 : 10,005: 525 1,948 246 9,107 7,600 9,878 9,794: 127 211
Old : 10,005: 525 1,948 246 9,107 7,600 9,878 9,794: 127 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -356: 273 -749 -4 -402 759 -133 6: -223 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 19.5 2.5 91.0 76.0 98.7 97.9: 1.3 2.1
Old : 100.0: 5.2 19.5 2.5 91.0 76.0 98.7 97.9: 1.3 2.1
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 : 37: 5 8 2 11 16 17 25:
Old : 37: 5 8 2 11 16 17 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 : 71.8 50.2 89.6 70.7 71.8 48.6 80.1 67.1
Old : 71.8 50.2 89.6 70.7 71.8 48.6 80.1 67.1
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 26, 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 : 22,780: 3,463 362 0 19,116 22,298 22,579 22,660: 201 120
Old : 22,780: 3,463 362 0 19,116 22,298 22,579 22,660: 201 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -1,170: 277 196 0 -1,455 -1,389 -1,178 -1,193: 8 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 1.6 0.0 83.9 97.9 99.1 99.5: 0.9 0.5
Old : 100.0: 15.2 1.6 0.0 83.9 97.9 99.1 99.5: 0.9 0.5
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 : 31: 9 2 0 9 12 18 14:
Old : 31: 9 2 0 9 12 18 14:
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 : 73.8 77.0 92.5 92.2 73.8 77.0 92.5 90.8
Old : 73.8 77.0 92.5 92.2 73.8 77.0 92.5 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010