WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 492,798: 77,492 110,386 117,166 262,519 206,875 457,177 434,428: 35,621 58,370
Old : 309,484: 64,840 99,352 58,943 163,252 114,802 287,035 273,097: 22,449 36,387
Other: 183,314: 32,820 31,203 38,055 99,267 92,074 170,142 161,331: 13,172 21,983
: : :
: : Changes in Commitments from: January 19, 2010 :
: 10,258: -530 13,272 2,392 7,453 -6,195 9,315 9,469: 943 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 22.4 23.8 53.3 42.0 92.8 88.2: 7.2 11.8
Old : 100.0: 21.0 32.1 19.0 52.7 37.1 92.7 88.2: 7.3 11.8
Other: 100.0: 17.9 17.0 20.8 54.2 50.2 92.8 88.0: 7.2 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 115 137 135 86 100 286 305:
Old : 357: 105 138 100 75 88 235 275:
Other: 249: 74 66 82 58 93 174 204:
:----------------------------------------------------------------------------------------------------
: 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 15.7 37.5 22.7 21.3 12.7 35.1 18.4
Old : 30.5 15.9 42.2 23.8 30.5 14.1 41.7 21.6
Other: 31.1 20.7 41.7 30.5 28.2 18.0 36.3 23.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,435,139: 260,302 128,413 353,316 692,505 645,137 1,306,124 1,126,866: 129,015 308,273
Old : 1,071,283: 195,122 173,169 235,303 538,366 457,521 968,791 865,992: 102,492 205,291
Other: 363,856: 131,633 21,697 51,561 154,139 187,616 337,333 260,874: 26,523 102,982
: : :
: : Changes in Commitments from: January 19, 2010 :
: 24,163: -8,964 26,033 21,277 13,729 -26,393 26,042 20,917: -1,879 3,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 8.9 24.6 48.3 45.0 91.0 78.5: 9.0 21.5
Old : 100.0: 18.2 16.2 22.0 50.3 42.7 90.4 80.8: 9.6 19.2
Other: 100.0: 36.2 6.0 14.2 42.4 51.6 92.7 71.7: 7.3 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 176 155 231 228 289 529 584:
Old : 670: 148 195 207 220 278 504 552:
Other: 471: 125 69 106 99 235 264 376:
:----------------------------------------------------------------------------------------------------
: 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 11.7 23.3 16.9 14.1 9.2 21.7 12.7
Old : 18.0 10.8 26.8 16.3 17.7 7.8 26.1 11.7
Other: 21.0 15.9 32.9 21.8 20.4 14.7 32.0 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,047: 1,179 2,112 1,738 9,662 9,654 12,578 13,504: 2,468 1,543
Old : 12,130: 1,051 2,161 1,393 7,346 7,248 9,791 10,802: 2,339 1,328
Other: 2,917: 177 1 296 2,315 2,406 2,788 2,702: 129 215
: : :
: : Changes in Commitments from: January 19, 2010 :
: 821: -236 771 -54 1,240 156 950 873: -130 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 14.0 11.6 64.2 64.2 83.6 89.7: 16.4 10.3
Old : 100.0: 8.7 17.8 11.5 60.6 59.8 80.7 89.1: 19.3 10.9
Other: 100.0: 6.1 0.0 10.1 79.4 82.5 95.6 92.6: 4.4 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 12 4 18 16 30 30:
Old : 43: 9 13 4 17 13 29 27:
Other: 16: 2 1 3 7 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 : 41.5 49.4 60.6 71.4 33.6 45.3 45.8 58.5
Old : 39.9 52.6 58.8 75.3 35.8 46.5 49.4 61.7
Other: 75.1 62.0 95.3 86.6 70.3 62.0 79.6 76.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 572,952: 102,167 69,011 153,445 272,271 251,838 527,883 474,295: 45,069 98,658
Old : 450,144: 88,061 66,027 110,562 215,469 209,205 414,093 385,794: 36,052 64,351
Other: 122,808: 34,865 23,744 22,124 56,802 42,633 113,791 88,501: 9,017 34,307
: : :
: : Changes in Commitments from: January 19, 2010 :
: -5,404: -3,887 7,832 -6,414 9,232 -6,566 -1,068 -5,149: -4,336 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 12.0 26.8 47.5 44.0 92.1 82.8: 7.9 17.2
Old : 100.0: 19.6 14.7 24.6 47.9 46.5 92.0 85.7: 8.0 14.3
Other: 100.0: 28.4 19.3 18.0 46.3 34.7 92.7 72.1: 7.3 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 481: 158 132 192 112 163 375 399:
Old : 474: 158 133 167 108 156 352 379:
Other: 274: 68 64 66 54 122 157 222:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 15.8 24.8 23.5 13.1 11.9 20.4 17.0
Old : 17.3 18.4 27.2 26.4 16.8 13.7 25.1 19.3
Other: 28.7 15.6 43.5 24.9 27.5 14.1 39.6 21.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 269,833: 39,414 40,941 52,848 148,267 149,465 240,529 243,254: 29,304 26,579
Old : 245,549: 34,105 47,157 42,010 142,253 130,702 218,368 219,869: 27,181 25,679
Other: 24,284: 14,680 3,156 1,466 6,014 18,763 22,161 23,385: 2,123 899
: : :
: : Changes in Commitments from: January 19, 2010 :
: 16,785: 795 10,752 1,651 13,497 1,378 15,943 13,781: 842 3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.2 19.6 54.9 55.4 89.1 90.1: 10.9 9.9
Old : 100.0: 13.9 19.2 17.1 57.9 53.2 88.9 89.5: 11.1 10.5
Other: 100.0: 60.5 13.0 6.0 24.8 77.3 91.3 96.3: 8.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 58 74 69 61 65 166 175:
Old : 222: 56 81 67 60 63 161 172:
Other: 68: 21 10 13 23 26 49 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 22.4 28.2 32.9 16.0 19.0 22.5 27.2
Old : 19.6 22.1 30.7 32.2 18.2 19.7 25.8 28.1
Other: 51.7 49.0 71.1 67.7 48.2 49.0 66.1 66.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 713,127: 49,402 136,732 28,191 509,566 382,757 587,160 547,680: 125,967 165,447
Old : 713,127: 49,402 136,732 28,191 509,566 382,757 587,160 547,680: 125,967 165,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -21,517: -4,333 -12,228 -14,352 -6,012 3,794 -24,698 -22,786: 3,182 1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 19.2 4.0 71.5 53.7 82.3 76.8: 17.7 23.2
Old : 100.0: 6.9 19.2 4.0 71.5 53.7 82.3 76.8: 17.7 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 : 158: 31 26 29 75 81 118 124:
Old : 158: 31 26 29 75 81 118 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 18.4 32.1 27.4 15.9 17.9 28.0 26.6
Old : 19.0 18.4 32.1 27.4 15.9 17.9 28.0 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 199,811: 55,470 22,105 34,127 78,315 118,923 167,913 175,155: 31,898 24,656
Old : 174,945: 52,382 19,577 28,021 65,621 104,587 146,024 152,185: 28,922 22,760
Other: 24,865: 6,235 5,674 2,960 12,695 14,335 21,889 22,970: 2,976 1,896
: : :
: : Changes in Commitments from: January 19, 2010 :
: 9,988: 5,242 3,350 2,812 3,211 2,883 11,265 9,045: -1,277 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.1 17.1 39.2 59.5 84.0 87.7: 16.0 12.3
Old : 100.0: 29.9 11.2 16.0 37.5 59.8 83.5 87.0: 16.5 13.0
Other: 100.0: 25.1 22.8 11.9 51.1 57.7 88.0 92.4: 12.0 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 58 37 55 57 51 150 118:
Old : 170: 61 37 54 56 51 147 118:
Other: 68: 16 12 18 33 14 59 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 : 14.7 36.9 24.9 48.1 14.4 31.4 22.8 39.4
Old : 14.1 36.9 25.2 47.4 13.8 32.1 23.3 40.8
Other: 36.2 61.0 48.3 75.4 36.2 57.2 47.6 67.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,223: 4,565 1,433 1,209 7,215 12,041 12,989 14,683: 3,234 1,540
Old : 14,345: 4,388 1,365 1,061 6,103 10,736 11,553 13,163: 2,793 1,182
Other: 1,878: 224 115 100 1,112 1,305 1,437 1,520: 441 357
: : :
: : Changes in Commitments from: January 19, 2010 :
: -853: -677 -79 80 370 -891 -228 -890: -626 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.8 7.4 44.5 74.2 80.1 90.5: 19.9 9.5
Old : 100.0: 30.6 9.5 7.4 42.5 74.8 80.5 91.8: 19.5 8.2
Other: 100.0: 11.9 6.1 5.3 59.2 69.5 76.5 81.0: 23.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 34 11 8 32 18 68 35:
Old : 82: 33 10 8 32 17 67 33:
Other: 25: 3 4 4 8 12 14 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 : 21.1 59.3 31.9 71.6 21.1 55.1 30.5 66.1
Old : 20.4 62.5 31.6 75.1 20.3 58.2 30.8 68.9
Other: 61.7 47.5 72.9 68.2 61.1 47.0 67.9 65.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 952,455: 278,480 130,032 70,773 511,407 624,206 860,661 825,011: 91,794 127,444
Old : 952,455: 278,480 130,032 70,773 511,407 624,206 860,661 825,011: 91,794 127,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -2,016: 6,974 -1,403 -2,744 -5,593 6,388 -1,362 2,241: -654 -4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.7 7.4 53.7 65.5 90.4 86.6: 9.6 13.4
Old : 100.0: 29.2 13.7 7.4 53.7 65.5 90.4 86.6: 9.6 13.4
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 : 236: 43 52 33 81 125 141 193:
Old : 236: 43 52 33 81 125 141 193:
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 : 34.9 19.4 42.5 25.8 31.5 16.4 38.4 21.8
Old : 34.9 19.4 42.5 25.8 31.5 16.4 38.4 21.8
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, 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 : 1,631,894: 133,907 259,049 167,688 1,059,429 880,565 1,361,025 1,307,302: 270,869 324,592
Old : 1,631,894: 133,907 259,049 167,688 1,059,429 880,565 1,361,025 1,307,302: 270,869 324,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -60,397: 25,017 3,319 -57,671 -20,554 -8,476 -53,208 -62,829: -7,189 2,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.9 10.3 64.9 54.0 83.4 80.1: 16.6 19.9
Old : 100.0: 8.2 15.9 10.3 64.9 54.0 83.4 80.1: 16.6 19.9
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 : 242: 32 55 61 128 135 199 212:
Old : 242: 32 55 61 128 135 199 212:
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 17.9 28.7 27.8 13.5 13.7 19.8 18.6
Old : 20.8 17.9 28.7 27.8 13.5 13.7 19.8 18.6
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, 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 : 866,964: 76,097 90,327 44,806 547,274 507,855 668,178 642,989: 198,786 223,975
Old : 866,964: 76,097 90,327 44,806 547,274 507,855 668,178 642,989: 198,786 223,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 15,650: 17,295 14,383 -9,500 -7,041 3,736 753 8,619: 14,897 7,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.4 5.2 63.1 58.6 77.1 74.2: 22.9 25.8
Old : 100.0: 8.8 10.4 5.2 63.1 58.6 77.1 74.2: 22.9 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 : 143: 19 25 24 69 82 100 119:
Old : 143: 19 25 24 69 82 100 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 15.5 33.1 25.4 15.4 12.4 23.8 19.7
Old : 23.0 15.5 33.1 25.4 15.4 12.4 23.8 19.7
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, 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 : 917,533: 74,469 76,758 288,992 514,037 503,374 877,498 869,125: 40,035 48,408
Old : 917,533: 74,469 76,758 288,992 514,037 503,374 877,498 869,125: 40,035 48,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 28,480: 6,083 7,747 15,380 17,119 11,392 38,582 34,520: -10,102 -6,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.4 31.5 56.0 54.9 95.6 94.7: 4.4 5.3
Old : 100.0: 8.1 8.4 31.5 56.0 54.9 95.6 94.7: 4.4 5.3
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 : 136: 28 36 46 61 66 111 128:
Old : 136: 28 36 46 61 66 111 128:
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 : 31.6 26.3 49.9 39.9 17.4 6.4 21.3 11.1
Old : 31.6 26.3 49.9 39.9 17.4 6.4 21.3 11.1
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, 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 : 13,578: 2,840 1,682 0 7,791 6,862 10,631 8,544: 2,947 5,034
Old : 13,578: 2,840 1,682 0 7,791 6,862 10,631 8,544: 2,947 5,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 964: 400 -353 0 258 6 658 -347: 306 1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 12.4 0.0 57.4 50.5 78.3 62.9: 21.7 37.1
Old : 100.0: 20.9 12.4 0.0 57.4 50.5 78.3 62.9: 21.7 37.1
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 : 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 : 58.9 43.5 74.3 58.5 58.9 43.5 74.3 58.5
Old : 58.9 43.5 74.3 58.5 58.9 43.5 74.3 58.5
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, 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 : 69,288: 25,807 8,878 1,314 27,269 47,947 54,390 58,139: 14,898 11,148
Old : 69,288: 25,807 8,878 1,314 27,269 47,947 54,390 58,139: 14,898 11,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -3,367: -2,528 230 784 -1,065 -2,465 -2,809 -1,451: -558 -1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 12.8 1.9 39.4 69.2 78.5 83.9: 21.5 16.1
Old : 100.0: 37.2 12.8 1.9 39.4 69.2 78.5 83.9: 21.5 16.1
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 : 88: 33 14 8 26 27 61 47:
Old : 88: 33 14 8 26 27 61 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 35.5 29.6 51.9 17.6 32.7 29.5 47.7
Old : 17.6 35.5 29.6 51.9 17.6 32.7 29.5 47.7
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, 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 with Delta-adjusted Options and Futures Combined, 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