WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 418,881: 73,456 66,691 97,051 215,934 205,407 386,441 369,150: 32,439 49,731
Old : 286,610: 64,312 62,363 56,162 143,348 135,952 263,822 254,477: 22,788 32,134
Other: 132,270: 25,129 20,314 24,904 72,586 69,455 122,619 114,673: 9,651 17,597
: : :
: : Changes in Commitments from: November 17, 2009 :
: -76,159: 2,148 -3,370 -50,076 -17,497 -13,462 -65,426 -66,909: -10,733 -9,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.9 23.2 51.6 49.0 92.3 88.1: 7.7 11.9
Old : 100.0: 22.4 21.8 19.6 50.0 47.4 92.0 88.8: 8.0 11.2
Other: 100.0: 19.0 15.4 18.8 54.9 52.5 92.7 86.7: 7.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 109 125 137 75 99 277 290:
Old : 348: 103 125 110 68 89 240 267:
Other: 205: 58 55 64 45 79 137 167:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 20.9 35.4 29.1 20.2 18.0 33.8 24.0
Old : 26.9 21.8 38.8 30.1 26.8 19.4 38.2 26.8
Other: 39.2 27.2 51.1 36.2 37.3 23.1 43.8 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 1,214,860: 255,748 63,164 262,175 563,115 602,364 1,081,038 927,703: 133,822 287,157
Old : 975,639: 192,409 64,671 211,153 453,586 479,691 857,148 755,515: 118,492 220,124
Other: 239,220: 78,714 13,868 35,647 109,529 122,673 223,890 172,188: 15,330 67,032
: : :
: : Changes in Commitments from: November 17, 2009 :
: -287,263: -19,067 1,002 -162,539 -79,319 -88,897 -260,925 -250,435: -26,337 -36,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 5.2 21.6 46.4 49.6 89.0 76.4: 11.0 23.6
Old : 100.0: 19.7 6.6 21.6 46.5 49.2 87.9 77.4: 12.1 22.6
Other: 100.0: 32.9 5.8 14.9 45.8 51.3 93.6 72.0: 6.4 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 179 110 229 222 285 525 554:
Old : 643: 168 122 214 218 277 508 531:
Other: 377: 70 58 60 69 219 165 315:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.6 22.6 19.3 13.3 11.7 21.3 16.7
Old : 15.3 13.8 23.7 19.4 15.1 11.6 23.3 16.3
Other: 29.5 15.9 42.6 22.6 28.5 14.1 41.7 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 13,637: 2,519 106 1,103 7,406 11,168 11,028 12,377: 2,609 1,260
Old : 12,717: 2,329 106 1,097 6,724 10,288 10,150 11,491: 2,567 1,226
Other: 921: 190 0 6 682 881 879 887: 42 34
: : :
: : Changes in Commitments from: November 17, 2009 :
: -1,631: 315 0 -351 -790 -625 -825 -975: -806 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.8 8.1 54.3 81.9 80.9 90.8: 19.1 9.2
Old : 100.0: 18.3 0.8 8.6 52.9 80.9 79.8 90.4: 20.2 9.6
Other: 100.0: 20.7 0.0 0.7 74.1 95.6 95.4 96.3: 4.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 1 7 16 13 35 21:
Old : 39: 13 1 7 15 12 34 20:
Other: 12: 1 0 1 6 7 7 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 : 38.2 63.9 54.1 80.1 30.7 58.1 45.7 68.5
Old : 39.1 64.6 55.3 81.7 32.4 62.2 47.9 73.4
Other: 92.4 91.2 95.4 96.3 91.7 90.4 92.5 93.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 587,345: 138,508 27,367 154,978 232,152 309,541 525,638 491,886: 61,706 95,458
Old : 514,509: 126,915 27,541 126,958 204,486 283,656 458,360 438,155: 56,149 76,354
Other: 72,836: 25,087 13,322 14,525 27,666 25,884 67,279 53,731: 5,557 19,105
: : :
: : Changes in Commitments from: November 17, 2009 :
: 27,174: 14,553 -5,746 10,109 7,210 26,294 31,873 30,658: -4,699 -3,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.7 26.4 39.5 52.7 89.5 83.7: 10.5 16.3
Old : 100.0: 24.7 5.4 24.7 39.7 55.1 89.1 85.2: 10.9 14.8
Other: 100.0: 34.4 18.3 19.9 38.0 35.5 92.4 73.8: 7.6 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 171 101 162 118 165 377 352:
Old : 455: 170 102 149 114 161 364 339:
Other: 226: 43 52 39 40 115 104 186:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 22.4 23.7 32.4 11.8 18.1 19.3 24.8
Old : 14.7 24.5 25.1 35.1 13.2 20.0 21.2 27.6
Other: 35.5 20.6 52.7 31.9 34.3 19.2 45.8 24.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,546: 13,735 2,310 424 0 1,913 14,159 4,647: 3,387 12,899
Old : 12,665: 9,291 2,440 269 0 1,112 9,560 3,821: 3,105 8,844
Other: 4,881: 4,589 15 10 0 801 4,599 826: 282 4,055
: : :
: : Changes in Commitments from: November 17, 2009 :
: 2,915: 2,243 665 141 0 312 2,384 1,118: 531 1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 13.2 2.4 0.0 10.9 80.7 26.5: 19.3 73.5
Old : 100.0: 73.4 19.3 2.1 0.0 8.8 75.5 30.2: 24.5 69.8
Other: 100.0: 94.0 0.3 0.2 0.0 16.4 94.2 16.9: 5.8 83.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 6 10 0 5 16 20:
Old : 26: 15 6 9 0 5 15 20:
Other: 19: 13 1 4 0 5 13 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 14.1 68.3 21.6 47.9 13.3 66.9 20.8
Old : 45.4 17.5 65.7 25.0 43.6 17.5 63.7 25.0
Other: 59.2 15.8 83.2 16.9 59.1 15.8 83.1 16.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 287,202: 60,473 20,807 74,446 117,178 171,185 252,097 266,438: 35,105 20,763
Old : 273,089: 59,711 23,695 67,077 112,628 162,371 239,417 253,144: 33,672 19,945
Other: 14,113: 5,911 2,262 2,219 4,550 8,814 12,680 13,295: 1,433 818
: : :
: : Changes in Commitments from: November 17, 2009 :
: -25,762: 6,604 -1,575 -10,505 -11,601 -7,600 -15,503 -19,681: -10,260 -6,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 7.2 25.9 40.8 59.6 87.8 92.8: 12.2 7.2
Old : 100.0: 21.9 8.7 24.6 41.2 59.5 87.7 92.7: 12.3 7.3
Other: 100.0: 41.9 16.0 15.7 32.2 62.5 89.8 94.2: 10.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 83 44 92 61 67 211 175:
Old : 245: 82 51 92 60 66 209 174:
Other: 46: 10 8 6 18 17 30 29:
:----------------------------------------------------------------------------------------------------
: 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 24.5 27.5 35.1 13.7 20.6 19.7 30.0
Old : 16.6 24.9 27.6 35.0 14.7 21.6 21.5 31.0
Other: 58.3 52.9 81.4 76.1 54.9 40.6 67.4 61.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 850,475: 71,668 176,329 39,577 591,970 488,827 703,216 704,734: 147,259 145,742
Old : 850,475: 71,668 176,329 39,577 591,970 488,827 703,216 704,734: 147,259 145,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -4,732: 9,588 -5,494 -256 -19,443 1,098 -10,111 -4,653: 5,379 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.7 4.7 69.6 57.5 82.7 82.9: 17.3 17.1
Old : 100.0: 8.4 20.7 4.7 69.6 57.5 82.7 82.9: 17.3 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 : 162: 25 37 31 81 83 124 133:
Old : 162: 25 37 31 81 83 124 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 23.2 28.2 31.0 14.9 22.3 24.3 28.9
Old : 16.8 23.2 28.2 31.0 14.9 22.3 24.3 28.9
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 24, 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 : 5,859: 74 111 201 5,377 5,331 5,652 5,643: 207 216
Old : 5,859: 74 111 201 5,377 5,331 5,652 5,643: 207 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 22: -72 -165 -185 301 345 44 -5: -22 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.9 3.4 91.8 91.0 96.5 96.3: 3.5 3.7
Old : 100.0: 1.3 1.9 3.4 91.8 91.0 96.5 96.3: 3.5 3.7
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 : 21: 1 2 2 15 17 17 20:
Old : 21: 1 2 2 15 17 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 69.2 85.4 82.0 32.8 33.0 37.6 37.4
Old : 73.5 69.2 85.4 82.0 32.8 33.0 37.6 37.4
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 24, 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 : 186,533: 53,620 13,270 25,209 71,632 125,943 150,462 164,423: 36,072 22,111
Old : 173,806: 54,225 12,307 20,636 64,244 119,589 139,106 152,532: 34,700 21,274
Other: 12,728: 2,614 4,182 1,354 7,388 6,354 11,356 11,891: 1,372 837
: : :
: : Changes in Commitments from: November 17, 2009 :
: -1,195: 5,125 -2,196 -5,705 -1,641 7,581 -2,221 -320: 1,025 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 7.1 13.5 38.4 67.5 80.7 88.1: 19.3 11.9
Old : 100.0: 31.2 7.1 11.9 37.0 68.8 80.0 87.8: 20.0 12.2
Other: 100.0: 20.5 32.9 10.6 58.0 49.9 89.2 93.4: 10.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 64 27 45 55 50 148 105:
Old : 165: 67 28 45 55 50 147 105:
Other: 47: 8 10 11 25 10 39 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 40.9 24.4 52.3 13.9 33.6 19.7 42.7
Old : 14.2 41.1 23.9 52.8 13.2 34.3 19.4 43.4
Other: 48.6 53.9 61.8 80.0 48.4 49.8 61.4 69.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 16,186: 6,165 426 871 4,669 13,809 11,704 15,105: 4,482 1,081
Old : 15,459: 5,969 421 848 4,351 13,203 11,168 14,472: 4,292 988
Other: 727: 196 5 23 318 606 537 634: 190 93
: : :
: : Changes in Commitments from: November 17, 2009 :
: 746: 690 -65 91 -329 763 452 789: 294 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 2.6 5.4 28.8 85.3 72.3 93.3: 27.7 6.7
Old : 100.0: 38.6 2.7 5.5 28.1 85.4 72.2 93.6: 27.8 6.4
Other: 100.0: 27.0 0.6 3.2 43.7 83.4 73.9 87.2: 26.1 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 33 5 8 25 20 64 30:
Old : 75: 33 5 8 24 19 63 29:
Other: 19: 2 3 4 5 10 10 14:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 62.1 35.4 77.0 24.7 61.9 35.4 76.4
Old : 23.1 63.1 34.3 77.3 23.1 63.0 34.3 76.8
Other: 68.1 68.5 73.3 83.1 68.1 68.5 70.3 82.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 1,108,701: 388,700 172,786 40,336 577,216 739,789 1,006,252 952,911: 102,450 155,790
Old : 1,108,701: 388,700 172,786 40,336 577,216 739,789 1,006,252 952,911: 102,450 155,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -40,073: 8,795 7,381 -18,677 -25,493 -40,232 -35,375 -51,528: -4,697 11,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 15.6 3.6 52.1 66.7 90.8 85.9: 9.2 14.1
Old : 100.0: 35.1 15.6 3.6 52.1 66.7 90.8 85.9: 9.2 14.1
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 : 242: 43 59 33 83 123 142 199:
Old : 242: 43 59 33 83 123 142 199:
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 : 34.3 22.0 45.0 27.8 34.1 19.5 44.2 24.6
Old : 34.3 22.0 45.0 27.8 34.1 19.5 44.2 24.6
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 24, 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 : 1,542,156: 188,141 268,768 123,647 926,836 846,599 1,238,623 1,239,014: 303,532 303,141
Old : 1,542,156: 188,141 268,768 123,647 926,836 846,599 1,238,623 1,239,014: 303,532 303,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -177,883: 15,743 25,558 -113,143 -81,802 -77,104 -179,202 -164,688: 1,318 -13,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.4 8.0 60.1 54.9 80.3 80.3: 19.7 19.7
Old : 100.0: 12.2 17.4 8.0 60.1 54.9 80.3 80.3: 19.7 19.7
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 : 221: 40 42 46 112 116 175 181:
Old : 221: 40 42 46 112 116 175 181:
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 : 21.5 18.0 28.7 27.5 17.0 15.1 22.6 21.3
Old : 21.5 18.0 28.7 27.5 17.0 15.1 22.6 21.3
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 24, 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 : 881,626: 137,584 79,391 24,246 503,135 548,937 664,964 652,573: 216,662 229,054
Old : 881,626: 137,584 79,391 24,246 503,135 548,937 664,964 652,573: 216,662 229,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -38,880: -22,153 10,622 -11,530 -13,275 -44,450 -46,958 -45,358: 8,078 6,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.0 2.8 57.1 62.3 75.4 74.0: 24.6 26.0
Old : 100.0: 15.6 9.0 2.8 57.1 62.3 75.4 74.0: 24.6 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 : 141: 25 15 21 72 83 104 112:
Old : 141: 25 15 21 72 83 104 112:
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 14.4 29.0 23.2 12.5 11.8 20.6 19.0
Old : 19.9 14.4 29.0 23.2 12.5 11.8 20.6 19.0
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 24, 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 : 947,485: 72,567 49,590 333,037 501,254 519,389 906,859 902,017: 40,627 45,469
Old : 947,485: 72,567 49,590 333,037 501,254 519,389 906,859 902,017: 40,627 45,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 41,378: -10,760 -3,242 18,628 30,998 24,468 38,866 39,854: 2,512 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.2 35.1 52.9 54.8 95.7 95.2: 4.3 4.8
Old : 100.0: 7.7 5.2 35.1 52.9 54.8 95.7 95.2: 4.3 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: 29 33 51 51 56 106 118:
Old : 126: 29 33 51 51 56 106 118:
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 : 29.3 25.3 46.1 41.4 11.7 8.7 16.2 12.4
Old : 29.3 25.3 46.1 41.4 11.7 8.7 16.2 12.4
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 24, 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 : 16,781: 3,774 2,617 2 8,700 10,720 12,477 13,339: 4,305 3,442
Old : 16,781: 3,774 2,617 2 8,700 10,720 12,477 13,339: 4,305 3,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -408: 172 -358 -322 -215 305 -365 -375: -43 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 15.6 0.0 51.8 63.9 74.3 79.5: 25.7 20.5
Old : 100.0: 22.5 15.6 0.0 51.8 63.9 74.3 79.5: 25.7 20.5
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 : 23: 5 6 2 5 8 11 15:
Old : 23: 5 6 2 5 8 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 52.9 72.7 68.6 59.5 52.9 72.7 68.6
Old : 59.5 52.9 72.7 68.6 59.5 52.9 72.7 68.6
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 24, 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 : 69,410: 34,673 12,720 1,047 23,278 39,861 58,999 53,628: 10,411 15,782
Old : 69,410: 34,673 12,720 1,047 23,278 39,861 58,999 53,628: 10,411 15,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -6,039: 868 -1,005 -899 -3,588 -1,275 -3,619 -3,180: -2,420 -2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 18.3 1.5 33.5 57.4 85.0 77.3: 15.0 22.7
Old : 100.0: 50.0 18.3 1.5 33.5 57.4 85.0 77.3: 15.0 22.7
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 : 99: 40 16 11 24 28 68 51:
Old : 99: 40 16 11 24 28 68 51:
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 : 18.2 31.8 31.2 46.7 17.4 30.6 29.4 44.6
Old : 18.2 31.8 31.2 46.7 17.4 30.6 29.4 44.6
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 24, 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 : 12,262: 9,139 9,425 0 1,959 2,829 11,098 12,254: 1,164 8
Old : 12,262: 9,139 9,425 0 1,959 2,829 11,098 12,254: 1,164 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 779: 491 274 0 222 611 713 885: 66 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 76.9 0.0 16.0 23.1 90.5 99.9: 9.5 0.1
Old : 100.0: 74.5 76.9 0.0 16.0 23.1 90.5 99.9: 9.5 0.1
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 : 21: 10 6 0 2 3 12 9:
Old : 21: 10 6 0 2 3 12 9:
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 : 78.2 93.9 88.1 99.5 78.2 93.9 88.1 99.5
Old : 78.2 93.9 88.1 99.5 78.2 93.9 88.1 99.5
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 24, 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 : 16,788: 530 3,955 99 15,847 12,551 16,476 16,605: 312 183
Old : 16,788: 530 3,955 99 15,847 12,551 16,476 16,605: 312 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 185: 11 348 -2 62 -189 71 157: 114 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 23.6 0.6 94.4 74.8 98.1 98.9: 1.9 1.1
Old : 100.0: 3.2 23.6 0.6 94.4 74.8 98.1 98.9: 1.9 1.1
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 : 38: 4 8 1 15 15 20 23:
Old : 38: 4 8 1 15 15 20 23:
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 : 68.4 80.4 88.3 89.7 66.4 69.6 80.2 78.4
Old : 68.4 80.4 88.3 89.7 66.4 69.6 80.2 78.4
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 24, 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 : 38,720: 6,508 864 22 31,667 37,453 38,197 38,339: 523 381
Old : 38,720: 6,508 864 22 31,667 37,453 38,197 38,339: 523 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 2,505: -1,002 184 0 3,177 2,022 2,175 2,206: 330 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.2 0.1 81.8 96.7 98.6 99.0: 1.4 1.0
Old : 100.0: 16.8 2.2 0.1 81.8 96.7 98.6 99.0: 1.4 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 : 33: 8 8 1 9 10 17 19:
Old : 33: 8 8 1 9 10 17 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 : 78.9 94.0 95.1 97.2 78.4 92.8 94.6 96.0
Old : 78.9 94.0 95.1 97.2 78.4 92.8 94.6 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009