WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 378,252: 72,561 89,634 59,453 208,354 175,602 340,368 324,689: 37,884 53,563
Old : 269,675: 68,125 87,168 30,597 141,327 113,746 240,049 231,511: 29,626 38,164
Other: 108,577: 21,934 19,964 11,358 67,027 61,856 100,319 93,178: 8,258 15,399
: : :
: : Changes in Commitments from: November 9, 2009 :
: 27,117: 3,289 -3,930 5,943 13,109 19,197 22,341 21,210: 4,776 5,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.7 15.7 55.1 46.4 90.0 85.8: 10.0 14.2
Old : 100.0: 25.3 32.3 11.3 52.4 42.2 89.0 85.8: 11.0 14.2
Other: 100.0: 20.2 18.4 10.5 61.7 57.0 92.4 85.8: 7.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 96 147 131 68 98 265 301:
Old : 361: 89 148 93 56 86 217 273:
Other: 202: 49 53 46 41 77 120 156:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 19.5 38.9 27.0 22.6 17.5 37.1 24.0
Old : 29.1 18.5 41.6 26.2 28.9 17.9 41.4 25.3
Other: 46.4 29.4 60.1 38.8 44.7 26.0 52.1 32.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,056,596: 291,466 98,769 124,601 514,876 566,149 930,943 789,519: 125,653 267,077
Old : 877,588: 233,354 94,260 103,345 426,816 469,122 763,515 666,727: 114,073 210,861
Other: 179,008: 70,208 16,605 9,160 88,060 97,027 167,428 122,792: 11,580 56,216
: : :
: : Changes in Commitments from: November 9, 2009 :
: 51,759: 16,902 -1,223 6,095 13,647 31,096 36,644 35,968: 15,115 15,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.3 11.8 48.7 53.6 88.1 74.7: 11.9 25.3
Old : 100.0: 26.6 10.7 11.8 48.6 53.5 87.0 76.0: 13.0 24.0
Other: 100.0: 39.2 9.3 5.1 49.2 54.2 93.5 68.6: 6.5 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 175 144 186 184 276 490 532:
Old : 679: 179 147 169 179 262 469 504:
Other: 372: 60 66 24 58 209 130 292:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 16.7 26.5 22.4 16.5 16.3 26.0 21.9
Old : 18.3 17.1 27.2 22.5 18.3 16.7 27.2 22.0
Other: 37.6 17.6 53.4 25.5 37.2 17.4 53.1 24.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,232: 2,391 139 841 7,687 11,375 10,919 12,355: 3,313 1,877
Old : 13,833: 2,204 139 840 7,510 11,002 10,554 11,981: 3,279 1,852
Other: 399: 188 1 0 177 373 365 374: 34 25
: : :
: : Changes in Commitments from: November 9, 2009 :
: 660: 314 13 445 -1,006 -398 -247 60: 907 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 1.0 5.9 54.0 79.9 76.7 86.8: 23.3 13.2
Old : 100.0: 15.9 1.0 6.1 54.3 79.5 76.3 86.6: 23.7 13.4
Other: 100.0: 47.1 0.3 0.0 44.4 93.5 91.5 93.7: 8.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 2 7 16 10 36 19:
Old : 39: 16 2 7 15 9 35 18:
Other: 12: 1 1 0 6 5 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 62.4 50.2 78.8 29.0 56.9 41.6 66.5
Old : 36.5 64.1 50.0 80.2 30.2 58.4 42.4 67.9
Other: 89.7 90.2 91.5 93.7 89.2 88.5 89.7 92.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 443,987: 129,122 38,011 56,934 198,033 259,361 384,089 354,306: 59,898 89,681
Old : 390,078: 114,253 34,445 43,645 176,356 237,588 334,254 315,678: 55,824 74,400
Other: 53,909: 24,426 13,123 3,732 21,677 21,773 49,835 38,628: 4,074 15,281
: : :
: : Changes in Commitments from: November 9, 2009 :
: 21,369: 13,966 329 -2,651 607 14,289 11,922 11,967: 9,447 9,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 8.6 12.8 44.6 58.4 86.5 79.8: 13.5 20.2
Old : 100.0: 29.3 8.8 11.2 45.2 60.9 85.7 80.9: 14.3 19.1
Other: 100.0: 45.3 24.3 6.9 40.2 40.4 92.4 71.7: 7.6 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 165 80 107 101 145 325 295:
Old : 420: 163 86 94 98 137 312 279:
Other: 196: 35 48 8 33 98 71 153:
:----------------------------------------------------------------------------------------------------
: 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 24.9 26.4 34.5 15.6 23.0 24.1 31.2
Old : 18.1 27.1 27.5 37.5 18.0 25.2 26.2 34.4
Other: 46.3 27.3 62.2 38.8 45.7 25.9 57.7 32.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,631: 11,492 1,645 283 0 1,601 11,775 3,529: 2,856 11,102
Old : 10,552: 7,855 1,740 178 0 906 8,033 2,824: 2,519 7,728
Other: 4,079: 3,732 0 10 0 695 3,742 705: 337 3,374
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,761: 1,381 -365 37 0 630 1,418 302: 343 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 11.2 1.9 0.0 10.9 80.5 24.1: 19.5 75.9
Old : 100.0: 74.4 16.5 1.7 0.0 8.6 76.1 26.8: 23.9 73.2
Other: 100.0: 91.5 0.0 0.2 0.0 17.0 91.7 17.3: 8.3 82.7
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 16 5 9 0 5 17 18:
Old : 26: 15 5 8 0 5 16 18:
Other: 17: 12 0 4 0 5 12 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 13.7 66.2 20.4 44.9 13.0 65.0 19.7
Old : 41.8 15.5 63.4 23.3 40.3 15.5 61.8 23.3
Other: 57.8 16.7 84.7 17.3 57.7 16.7 84.5 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 259,665: 61,097 27,423 49,224 106,128 156,867 216,449 233,514: 43,216 26,151
Old : 246,488: 60,908 30,838 41,548 102,158 148,568 204,614 220,954: 41,874 25,534
Other: 13,177: 5,675 2,071 2,190 3,970 8,299 11,835 12,560: 1,342 617
: : :
: : Changes in Commitments from: November 9, 2009 :
: 18,963: 14,400 -1,529 -6,678 1,434 22,062 9,156 13,855: 9,807 5,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.6 19.0 40.9 60.4 83.4 89.9: 16.6 10.1
Old : 100.0: 24.7 12.5 16.9 41.4 60.3 83.0 89.6: 17.0 10.4
Other: 100.0: 43.1 15.7 16.6 30.1 63.0 89.8 95.3: 10.2 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 75 51 78 59 64 188 168:
Old : 234: 76 57 77 58 62 186 165:
Other: 43: 9 8 5 17 15 27 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 : 16.2 24.9 26.7 35.6 14.5 22.5 22.6 33.0
Old : 17.0 25.0 27.2 36.0 15.5 23.3 24.3 34.1
Other: 58.9 57.4 81.3 80.5 53.2 44.3 66.3 63.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 785,818: 63,182 182,400 8,107 584,685 464,699 655,974 655,206: 129,844 130,612
Old : 785,818: 63,182 182,400 8,107 584,685 464,699 655,974 655,206: 129,844 130,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 41,985: 12,613 17,758 -186 7,885 26,095 20,312 43,667: 21,673 -1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 23.2 1.0 74.4 59.1 83.5 83.4: 16.5 16.6
Old : 100.0: 8.0 23.2 1.0 74.4 59.1 83.5 83.4: 16.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 26 34 20 74 81 111 124:
Old : 166: 26 34 20 74 81 111 124:
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 : 19.9 25.4 31.9 33.6 17.2 24.5 28.4 32.1
Old : 19.9 25.4 31.9 33.6 17.2 24.5 28.4 32.1
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,837: 146 276 386 5,076 4,986 5,608 5,648: 229 189
Old : 5,837: 146 276 386 5,076 4,986 5,608 5,648: 229 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -183: 124 -442 25 -373 179 -224 -238: 41 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.7 6.6 87.0 85.4 96.1 96.8: 3.9 3.2
Old : 100.0: 2.5 4.7 6.6 87.0 85.4 96.1 96.8: 3.9 3.2
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 : 22: 4 3 4 12 14 16 21:
Old : 22: 4 3 4 12 14 16 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 : 72.8 67.1 84.2 81.3 32.3 32.3 37.0 37.2
Old : 72.8 67.1 84.2 81.3 32.3 32.3 37.0 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 162,915: 47,369 17,904 14,982 67,881 108,800 130,232 141,686: 32,683 21,229
Old : 150,853: 47,172 16,385 11,792 60,678 102,306 119,642 130,483: 31,211 20,370
Other: 12,062: 2,211 3,533 1,176 7,203 6,494 10,590 11,203: 1,472 859
: : :
: : Changes in Commitments from: November 9, 2009 :
: 9,710: 3,729 1,556 364 5,092 7,597 9,185 9,517: 525 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.0 9.2 41.7 66.8 79.9 87.0: 20.1 13.0
Old : 100.0: 31.3 10.9 7.8 40.2 67.8 79.3 86.5: 20.7 13.5
Other: 100.0: 18.3 29.3 9.7 59.7 53.8 87.8 92.9: 12.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 57 38 43 58 52 143 110:
Old : 167: 59 36 43 58 52 142 110:
Other: 46: 7 6 4 27 12 37 21:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 38.4 25.1 49.9 16.3 33.0 22.8 43.9
Old : 15.7 38.7 24.6 50.3 15.6 33.6 22.6 44.6
Other: 47.9 54.8 61.2 80.9 47.9 50.6 60.9 71.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,727: 5,417 499 433 4,883 12,788 10,733 13,720: 3,994 1,007
Old : 14,030: 5,218 496 411 4,572 12,202 10,201 13,109: 3,829 921
Other: 697: 200 4 21 311 586 532 611: 165 86
: : :
: : Changes in Commitments from: November 9, 2009 :
: -254: 134 -186 -193 -724 40 -783 -339: 529 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 3.4 2.9 33.2 86.8 72.9 93.2: 27.1 6.8
Old : 100.0: 37.2 3.5 2.9 32.6 87.0 72.7 93.4: 27.3 6.6
Other: 100.0: 28.7 0.6 3.0 44.6 84.1 76.3 87.7: 23.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 30 3 7 21 18 55 26:
Old : 68: 30 3 7 20 15 54 23:
Other: 19: 4 1 3 4 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 : 26.1 64.9 37.1 80.5 26.1 64.8 37.1 80.4
Old : 24.3 66.1 35.9 81.7 24.3 66.0 35.9 81.7
Other: 71.0 70.3 75.8 84.8 71.0 70.3 72.7 83.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,095,883: 392,533 175,957 13,044 586,685 767,061 992,262 956,062: 103,621 139,821
Old : 1,095,883: 392,533 175,957 13,044 586,685 767,061 992,262 956,062: 103,621 139,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 38,506: 9,120 14,360 -1,843 16,355 10,501 23,632 23,018: 14,874 15,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 16.1 1.2 53.5 70.0 90.5 87.2: 9.5 12.8
Old : 100.0: 35.8 16.1 1.2 53.5 70.0 90.5 87.2: 9.5 12.8
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 : 237: 38 59 22 73 116 120 188:
Old : 237: 38 59 22 73 116 120 188:
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 : 35.5 24.3 47.0 30.8 35.4 23.6 45.9 29.5
Old : 35.5 24.3 47.0 30.8 35.4 23.6 45.9 29.5
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,358,680: 175,751 272,474 55,163 847,811 743,428 1,078,725 1,071,065: 279,955 287,615
Old : 1,358,680: 175,751 272,474 55,163 847,811 743,428 1,078,725 1,071,065: 279,955 287,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 62,052: 30,824 56,170 1,135 -7,773 52,606 24,186 109,911: 37,866 -47,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.1 4.1 62.4 54.7 79.4 78.8: 20.6 21.2
Old : 100.0: 12.9 20.1 4.1 62.4 54.7 79.4 78.8: 20.6 21.2
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 : 250: 33 63 37 105 111 165 184:
Old : 250: 33 63 37 105 111 165 184:
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 : 24.9 19.6 33.3 29.4 21.6 16.2 28.2 21.6
Old : 24.9 19.6 33.3 29.4 21.6 16.2 28.2 21.6
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 - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 867,684: 164,047 74,767 13,468 494,790 570,585 672,305 658,820: 195,379 208,864
Old : 867,684: 164,047 74,767 13,468 494,790 570,585 672,305 658,820: 195,379 208,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 29,200: 38,949 4,557 3,816 -19,008 13,672 23,757 22,045: 5,443 7,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 8.6 1.6 57.0 65.8 77.5 75.9: 22.5 24.1
Old : 100.0: 18.9 8.6 1.6 57.0 65.8 77.5 75.9: 22.5 24.1
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 : 147: 26 18 18 72 78 105 107:
Old : 147: 26 18 18 72 78 105 107:
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 : 19.4 17.9 29.8 27.2 13.2 15.8 21.3 23.6
Old : 19.4 17.9 29.8 27.2 13.2 15.8 21.3 23.6
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 539,898: 96,434 56,686 66,528 343,630 377,731 506,592 500,945: 33,306 38,953
Old : 539,898: 96,434 56,686 66,528 343,630 377,731 506,592 500,945: 33,306 38,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 23,532: -957 147 1,993 28,199 24,265 29,235 26,405: -5,703 -2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.5 12.3 63.6 70.0 93.8 92.8: 6.2 7.2
Old : 100.0: 17.9 10.5 12.3 63.6 70.0 93.8 92.8: 6.2 7.2
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 : 109: 29 16 36 44 52 87 98:
Old : 109: 29 16 36 44 52 87 98:
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 : 36.9 31.1 52.3 44.5 22.1 17.8 29.4 26.1
Old : 36.9 31.1 52.3 44.5 22.1 17.8 29.4 26.1
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 - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 16,167: 3,309 2,623 7 8,691 10,299 12,007 12,929: 4,160 3,238
Old : 16,167: 3,309 2,623 7 8,691 10,299 12,007 12,929: 4,160 3,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 45: 137 95 7 0 -124 144 -22: -99 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.2 0.0 53.8 63.7 74.3 80.0: 25.7 20.0
Old : 100.0: 20.5 16.2 0.0 53.8 63.7 74.3 80.0: 25.7 20.0
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 : 26: 7 7 2 4 8 12 16:
Old : 26: 7 7 2 4 8 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 55.8 72.7 70.1 60.2 55.8 72.7 70.1
Old : 60.2 55.8 72.7 70.1 60.2 55.8 72.7 70.1
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 69,880: 34,094 13,292 926 22,225 37,473 57,245 51,691: 12,635 18,189
Old : 69,880: 34,094 13,292 926 22,225 37,473 57,245 51,691: 12,635 18,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 2,326: -829 119 -183 2,734 2,762 1,722 2,698: 604 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 19.0 1.3 31.8 53.6 81.9 74.0: 18.1 26.0
Old : 100.0: 48.8 19.0 1.3 31.8 53.6 81.9 74.0: 18.1 26.0
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 : 104: 40 18 8 24 28 66 52:
Old : 104: 40 18 8 24 28 66 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 28.6 30.2 42.1 18.9 26.7 29.8 40.2
Old : 18.9 28.6 30.2 42.1 18.9 26.7 29.8 40.2
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 11,483: 8,648 9,151 0 1,737 2,218 10,385 11,369: 1,098 114
Old : 11,483: 8,648 9,151 0 1,737 2,218 10,385 11,369: 1,098 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 135: 118 179 0 17 -45 135 134: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 79.7 0.0 15.1 19.3 90.4 99.0: 9.6 1.0
Old : 100.0: 75.3 79.7 0.0 15.1 19.3 90.4 99.0: 9.6 1.0
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 : 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 : 77.5 93.1 87.9 99.0 77.5 93.1 87.9 99.0
Old : 77.5 93.1 87.9 99.0 77.5 93.1 87.9 99.0
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,603: 519 3,607 101 15,785 12,740 16,405 16,448: 198 155
Old : 16,603: 519 3,607 101 15,785 12,740 16,405 16,448: 198 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 781: 161 454 0 550 351 711 805: 70 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 21.7 0.6 95.1 76.7 98.8 99.1: 1.2 0.9
Old : 100.0: 3.1 21.7 0.6 95.1 76.7 98.8 99.1: 1.2 0.9
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 : 35: 3 8 2 14 13 19 21:
Old : 35: 3 8 2 14 13 19 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 : 67.5 81.1 89.3 90.7 67.5 70.2 82.0 78.9
Old : 67.5 81.1 89.3 90.7 67.5 70.2 82.0 78.9
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 36,215: 7,510 680 22 28,490 35,431 36,022 36,133: 193 82
Old : 36,215: 7,510 680 22 28,490 35,431 36,022 36,133: 193 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -5,552: -426 241 -131 -5,009 -5,689 -5,566 -5,579: 14 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 1.9 0.1 78.7 97.8 99.5 99.8: 0.5 0.2
Old : 100.0: 20.7 1.9 0.1 78.7 97.8 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 5 1 9 10 18 16:
Old : 31: 9 5 1 9 10 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 94.7 94.2 98.4 75.8 93.4 93.7 97.1
Old : 76.3 94.7 94.2 98.4 75.8 93.4 93.7 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009