WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 495,040: 71,308 70,061 147,128 233,431 218,869 451,867 436,058: 43,173 58,981
Old : 370,527: 66,534 66,124 107,749 162,221 153,720 336,503 327,593: 34,023 42,934
Other: 124,513: 21,255 20,417 22,899 71,210 65,149 115,363 108,465: 9,149 16,048
: : :
: : Changes in Commitments from: November 9, 2009 :
: 34,783: 4,452 -5,524 12,581 13,031 21,451 30,065 28,508: 4,718 6,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.2 29.7 47.2 44.2 91.3 88.1: 8.7 11.9
Old : 100.0: 18.0 17.8 29.1 43.8 41.5 90.8 88.4: 9.2 11.6
Other: 100.0: 17.1 16.4 18.4 57.2 52.3 92.7 87.1: 7.3 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 115 146 162 84 102 310 323:
Old : 385: 110 147 140 78 99 282 309:
Other: 212: 56 56 71 46 81 141 179:
:----------------------------------------------------------------------------------------------------
: 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 16.6 31.2 24.2 17.1 14.1 28.3 19.5
Old : 21.8 15.5 31.7 23.3 20.7 14.3 29.9 19.7
Other: 41.1 26.4 53.5 35.1 39.3 22.7 46.0 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,502,122: 274,815 62,162 424,714 642,433 691,261 1,341,963 1,178,138: 160,159 323,985
Old : 1,278,510: 215,146 60,124 378,465 539,095 580,370 1,132,706 1,018,958: 145,804 259,552
Other: 223,613: 72,085 14,454 33,834 103,338 110,891 209,257 159,180: 14,356 64,433
: : :
: : Changes in Commitments from: November 9, 2009 :
: 28,907: 18,296 2,383 -17,274 11,460 30,079 12,483 15,188: 16,424 13,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.1 28.3 42.8 46.0 89.3 78.4: 10.7 21.6
Old : 100.0: 16.8 4.7 29.6 42.2 45.4 88.6 79.7: 11.4 20.3
Other: 100.0: 32.2 6.5 15.1 46.2 49.6 93.6 71.2: 6.4 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 210 145 271 230 303 594 616:
Old : 726: 208 154 264 225 298 581 603:
Other: 391: 71 71 63 69 216 171 324:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 13.3 20.6 19.4 11.1 10.7 17.6 14.8
Old : 13.2 13.4 20.5 19.5 11.6 10.5 17.7 14.2
Other: 31.1 16.0 44.4 23.0 30.1 14.7 43.4 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,268: 2,204 106 1,454 8,196 11,793 11,853 13,353: 3,415 1,915
Old : 14,843: 2,017 106 1,439 8,005 11,407 11,462 12,952: 3,381 1,890
Other: 426: 188 1 13 190 386 392 401: 34 25
: : :
: : Changes in Commitments from: November 9, 2009 :
: 551: 365 -1 403 -1,104 -422 -336 -20: 886 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.7 9.5 53.7 77.2 77.6 87.5: 22.4 12.5
Old : 100.0: 13.6 0.7 9.7 53.9 76.9 77.2 87.3: 22.8 12.7
Other: 100.0: 44.1 0.3 3.1 44.7 90.7 92.0 94.1: 8.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 1 8 17 13 38 22:
Old : 41: 17 1 8 17 12 38 21:
Other: 13: 2 1 2 6 6 9 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 58.5 49.6 77.0 27.8 52.1 38.9 62.2
Old : 35.0 60.0 49.5 78.3 28.9 53.5 40.3 63.6
Other: 88.2 84.6 92.0 94.1 83.7 82.9 84.1 86.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 560,171: 123,954 33,113 144,869 224,942 283,247 493,765 461,229: 66,405 98,942
Old : 493,072: 111,698 30,960 120,454 198,943 259,600 431,095 411,014: 61,977 82,058
Other: 67,099: 23,183 13,079 13,488 25,999 23,647 62,670 50,214: 4,428 16,884
: : :
: : Changes in Commitments from: November 9, 2009 :
: 24,532: 17,109 -2,098 1,151 -3,776 14,743 14,483 13,796: 10,049 10,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.9 25.9 40.2 50.6 88.1 82.3: 11.9 17.7
Old : 100.0: 22.7 6.3 24.4 40.3 52.6 87.4 83.4: 12.6 16.6
Other: 100.0: 34.5 19.5 20.1 38.7 35.2 93.4 74.8: 6.6 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 164 106 162 113 152 370 341:
Old : 440: 162 108 154 111 148 361 331:
Other: 201: 39 47 31 39 102 93 167:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 21.2 24.1 31.5 12.5 17.9 19.4 24.5
Old : 15.3 23.0 25.1 33.6 14.0 19.8 20.8 26.9
Other: 39.0 22.6 55.1 34.8 37.5 21.2 47.9 26.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 312,964: 53,869 22,382 84,951 128,779 178,786 267,599 286,119: 45,365 26,845
Old : 299,771: 52,469 24,571 78,486 124,804 170,487 255,759 273,544: 44,012 26,228
Other: 13,193: 5,671 2,083 2,194 3,975 8,299 11,840 12,576: 1,353 617
: : :
: : Changes in Commitments from: November 9, 2009 :
: 26,508: 15,198 -4,109 -2,856 3,972 28,493 16,313 21,528: 10,194 4,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.2 27.1 41.1 57.1 85.5 91.4: 14.5 8.6
Old : 100.0: 17.5 8.2 26.2 41.6 56.9 85.3 91.3: 14.7 8.7
Other: 100.0: 43.0 15.8 16.6 30.1 62.9 89.7 95.3: 10.3 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 82 50 90 65 71 206 180:
Old : 242: 83 55 90 64 70 204 179:
Other: 43: 8 9 6 17 15 27 28:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 25.3 26.5 36.6 12.4 18.7 18.1 28.0
Old : 15.9 25.4 26.6 37.0 13.3 19.1 19.2 28.7
Other: 58.8 57.3 81.2 80.4 53.2 44.2 66.3 63.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 855,207: 62,080 181,823 39,834 611,413 487,730 713,327 709,387: 141,880 145,820
Old : 855,207: 62,080 181,823 39,834 611,413 487,730 713,327 709,387: 141,880 145,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 57,528: 16,550 22,796 -120 17,058 32,881 33,488 55,558: 24,040 1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.3 4.7 71.5 57.0 83.4 82.9: 16.6 17.1
Old : 100.0: 7.3 21.3 4.7 71.5 57.0 83.4 82.9: 16.6 17.1
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 : 172: 25 41 37 81 86 130 140:
Old : 172: 25 41 37 81 86 130 140:
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 23.7 29.6 31.3 16.0 22.8 26.3 29.8
Old : 18.5 23.7 29.6 31.3 16.0 22.8 26.3 29.8
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 187,729: 48,496 15,467 30,914 73,273 118,362 152,682 164,743: 35,046 22,986
Old : 175,393: 48,480 13,892 27,507 65,833 111,868 141,820 153,267: 33,573 22,127
Other: 12,336: 2,209 3,768 1,214 7,439 6,494 10,862 11,476: 1,474 860
: : :
: : Changes in Commitments from: November 9, 2009 :
: 10,292: 3,891 -89 1,331 4,379 9,191 9,601 10,433: 692 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.2 16.5 39.0 63.0 81.3 87.8: 18.7 12.2
Old : 100.0: 27.6 7.9 15.7 37.5 63.8 80.9 87.4: 19.1 12.6
Other: 100.0: 17.9 30.5 9.8 60.3 52.6 88.1 93.0: 11.9 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 66 35 51 61 59 154 123:
Old : 173: 68 33 51 61 59 153 123:
Other: 47: 8 6 9 27 12 39 25:
:----------------------------------------------------------------------------------------------------
: 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 36.9 24.6 48.2 14.3 30.9 19.9 40.5
Old : 15.4 37.0 24.0 48.3 13.6 31.8 19.7 40.9
Other: 47.9 55.3 61.1 81.1 47.7 51.1 60.8 71.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,440: 5,475 490 780 4,997 13,046 11,252 14,316: 4,188 1,124
Old : 14,737: 5,280 485 754 4,680 12,460 10,714 13,699: 4,023 1,038
Other: 703: 196 6 25 317 586 538 617: 165 86
: : :
: : Changes in Commitments from: November 9, 2009 :
: -134: 105 -170 -119 -677 78 -690 -210: 556 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 3.2 5.1 32.4 84.5 72.9 92.7: 27.1 7.3
Old : 100.0: 35.8 3.3 5.1 31.8 84.6 72.7 93.0: 27.3 7.0
Other: 100.0: 27.9 0.9 3.6 45.1 83.3 76.5 87.8: 23.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 29 4 7 24 19 58 27:
Old : 68: 28 5 7 23 18 57 26:
Other: 20: 2 3 5 5 10 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 62.0 35.7 77.2 24.9 61.8 35.7 76.7
Old : 23.2 63.0 34.5 78.3 23.2 62.9 34.5 77.8
Other: 70.4 69.7 75.5 84.0 70.4 69.7 72.4 82.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,148,774: 379,905 165,405 59,013 602,708 780,021 1,041,627 1,004,439: 107,147 144,335
Old : 1,148,774: 379,905 165,405 59,013 602,708 780,021 1,041,627 1,004,439: 107,147 144,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 47,781: 6,021 14,152 3,016 23,553 14,708 32,590 31,877: 15,192 15,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.4 5.1 52.5 67.9 90.7 87.4: 9.3 12.6
Old : 100.0: 33.1 14.4 5.1 52.5 67.9 90.7 87.4: 9.3 12.6
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 : 239: 41 58 34 81 121 137 198:
Old : 239: 41 58 34 81 121 137 198:
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 : 33.9 23.2 44.9 29.4 33.8 22.5 43.8 28.2
Old : 33.9 23.2 44.9 29.4 33.8 22.5 43.8 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,720,039: 172,398 243,210 236,790 1,008,638 923,703 1,417,825 1,403,703: 302,214 316,336
Old : 1,720,039: 172,398 243,210 236,790 1,008,638 923,703 1,417,825 1,403,703: 302,214 316,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 159,633: 30,882 42,468 57,740 31,407 99,718 120,029 199,926: 39,604 -40,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.1 13.8 58.6 53.7 82.4 81.6: 17.6 18.4
Old : 100.0: 10.0 14.1 13.8 58.6 53.7 82.4 81.6: 17.6 18.4
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 : 265: 49 56 68 128 138 212 227:
Old : 265: 49 56 68 128 138 212 227:
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 : 19.8 16.2 26.6 24.2 15.9 12.8 21.2 16.8
Old : 19.8 16.2 26.6 24.2 15.9 12.8 21.2 16.8
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, 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 : 920,506: 159,737 68,769 35,775 516,409 593,386 711,922 697,930: 208,584 222,576
Old : 920,506: 159,737 68,769 35,775 516,409 593,386 711,922 697,930: 208,584 222,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 39,759: 34,760 451 10,362 -13,833 18,348 31,289 29,161: 8,471 10,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 7.5 3.9 56.1 64.5 77.3 75.8: 22.7 24.2
Old : 100.0: 17.4 7.5 3.9 56.1 64.5 77.3 75.8: 22.7 24.2
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 : 148: 27 18 24 77 84 115 115:
Old : 148: 27 18 24 77 84 115 115:
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 : 19.2 16.9 29.0 25.7 12.5 14.9 20.7 22.4
Old : 19.2 16.9 29.0 25.7 12.5 14.9 20.7 22.4
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, 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 : 906,108: 83,327 52,832 314,410 470,256 494,921 867,993 862,162: 38,115 43,945
Old : 906,108: 83,327 52,832 314,410 470,256 494,921 867,993 862,162: 38,115 43,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 30,510: 342 2,492 11,638 24,735 19,653 36,715 33,783: -6,205 -3,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.8 34.7 51.9 54.6 95.8 95.2: 4.2 4.8
Old : 100.0: 9.2 5.8 34.7 51.9 54.6 95.8 95.2: 4.2 4.8
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 : 126: 35 24 49 53 56 108 115:
Old : 126: 35 24 49 53 56 108 115:
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 : 28.2 25.0 45.5 40.6 12.0 10.0 16.0 14.3
Old : 28.2 25.0 45.5 40.6 12.0 10.0 16.0 14.3
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, 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 : 17,189: 3,602 2,975 324 8,915 10,415 12,841 13,714: 4,348 3,475
Old : 17,189: 3,602 2,975 324 8,915 10,415 12,841 13,714: 4,348 3,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 309: 280 292 -68 110 -79 322 144: -13 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.3 1.9 51.9 60.6 74.7 79.8: 25.3 20.2
Old : 100.0: 21.0 17.3 1.9 51.9 60.6 74.7 79.8: 25.3 20.2
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 : 26: 7 7 6 6 8 15 19:
Old : 26: 7 7 6 6 8 15 19:
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 : 56.6 52.9 69.6 66.4 56.6 51.8 68.5 65.3
Old : 56.6 52.9 69.6 66.4 56.6 51.8 68.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 75,449: 33,805 13,726 1,946 26,867 41,136 62,618 56,807: 12,832 18,642
Old : 75,449: 33,805 13,726 1,946 26,867 41,136 62,618 56,807: 12,832 18,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 3,461: -898 353 -13 3,773 3,432 2,862 3,772: 600 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 18.2 2.6 35.6 54.5 83.0 75.3: 17.0 24.7
Old : 100.0: 44.8 18.2 2.6 35.6 54.5 83.0 75.3: 17.0 24.7
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 : 104: 40 18 14 27 30 72 57:
Old : 104: 40 18 14 27 30 72 57:
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 : 17.7 26.8 30.2 41.4 17.5 25.3 28.2 39.1
Old : 17.7 26.8 30.2 41.4 17.5 25.3 28.2 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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