WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 435,402: 75,522 70,284 104,721 221,848 205,882 402,091 380,887: 33,311 54,515
Old : 288,331: 63,337 67,842 58,464 145,198 128,213 266,999 254,519: 21,332 33,812
Other: 147,071: 32,138 22,396 26,303 76,650 77,669 135,092 126,368: 11,979 20,703
: : :
: : Changes in Commitments from: December 8, 2009 :
: 13,612: -61 5,983 5,032 8,393 -519 13,363 10,495: 249 3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.1 24.1 51.0 47.3 92.3 87.5: 7.7 12.5
Old : 100.0: 22.0 23.5 20.3 50.4 44.5 92.6 88.3: 7.4 11.7
Other: 100.0: 21.9 15.2 17.9 52.1 52.8 91.9 85.9: 8.1 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 123 117 128 80 101 275 286:
Old : 346: 106 125 103 68 90 233 262:
Other: 218: 64 59 68 47 84 146 178:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 19.6 34.6 27.7 19.2 16.4 32.5 22.5
Old : 26.8 20.3 39.4 28.4 26.8 17.2 38.9 24.8
Other: 34.9 26.9 47.1 35.7 33.3 22.0 40.7 27.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,212,495: 272,089 67,873 256,424 564,032 622,373 1,092,545 946,670: 119,950 265,825
Old : 938,637: 206,271 75,043 188,474 441,239 482,017 835,985 745,533: 102,652 193,104
Other: 273,858: 90,857 17,870 42,911 122,793 140,356 256,561 201,137: 17,297 72,721
: : :
: : Changes in Commitments from: December 8, 2009 :
: -6,364: 2,370 -12,702 -3,761 -954 16,098 -2,345 -365: -4,019 -5,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.6 21.1 46.5 51.3 90.1 78.1: 9.9 21.9
Old : 100.0: 22.0 8.0 20.1 47.0 51.4 89.1 79.4: 10.9 20.6
Other: 100.0: 33.2 6.5 15.7 44.8 51.3 93.7 73.4: 6.3 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 652: 181 116 196 212 298 486 537:
Old : 639: 162 135 181 204 288 466 512:
Other: 423: 86 67 74 78 237 195 353:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 13.6 22.2 19.8 12.3 11.8 20.5 16.5
Old : 14.9 13.9 24.0 20.1 14.6 11.9 23.5 16.4
Other: 26.1 15.2 39.7 22.4 25.2 13.3 38.8 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 13,059: 1,717 870 922 8,114 9,922 10,753 11,714: 2,307 1,345
Old : 11,284: 1,787 870 656 6,563 8,528 9,005 10,054: 2,279 1,229
Other: 1,775: 0 70 196 1,552 1,394 1,747 1,660: 28 116
: : :
: : Changes in Commitments from: December 8, 2009 :
: -128: -7 464 -6 522 59 509 518: -637 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 6.7 7.1 62.1 76.0 82.3 89.7: 17.7 10.3
Old : 100.0: 15.8 7.7 5.8 58.2 75.6 79.8 89.1: 20.2 10.9
Other: 100.0: 0.0 4.0 11.0 87.4 78.5 98.4 93.5: 1.6 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 6 3 14 14 24 22:
Old : 35: 10 5 2 14 10 24 17:
Other: 15: 0 3 2 6 9 8 12:
:----------------------------------------------------------------------------------------------------
: 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 : 37.4 63.1 60.6 78.7 31.7 54.7 47.1 61.8
Old : 40.3 65.4 59.9 81.8 36.7 59.4 54.2 72.0
Other: 91.4 68.1 98.4 89.7 81.9 64.6 82.0 76.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 622,997: 150,150 35,276 163,508 246,961 321,017 560,618 519,801: 62,378 103,196
Old : 523,740: 131,712 33,797 128,606 208,204 283,615 468,523 446,018: 55,217 77,722
Other: 99,257: 31,939 14,980 21,400 38,756 37,403 92,096 73,783: 7,161 25,474
: : :
: : Changes in Commitments from: December 8, 2009 :
: 11,101: 5,213 2,854 4,260 3,806 1,776 13,279 8,889: -2,178 2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.7 26.2 39.6 51.5 90.0 83.4: 10.0 16.6
Old : 100.0: 25.1 6.5 24.6 39.8 54.2 89.5 85.2: 10.5 14.8
Other: 100.0: 32.2 15.1 21.6 39.0 37.7 92.8 74.3: 7.2 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 182 113 182 115 169 397 381:
Old : 484: 180 115 165 114 163 386 364:
Other: 248: 59 55 51 42 118 128 199:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 20.5 23.0 30.5 10.7 15.5 17.4 21.4
Old : 14.4 23.4 24.4 33.0 12.7 17.2 20.4 24.3
Other: 33.3 17.5 46.9 29.4 30.1 16.1 40.7 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,150: 13,631 2,405 334 0 2,154 13,965 4,893: 3,185 12,257
Old : 10,634: 7,514 2,490 172 0 1,213 7,686 3,875: 2,948 6,759
Other: 6,516: 6,267 65 12 0 941 6,279 1,018: 237 5,498
: : :
: : Changes in Commitments from: December 8, 2009 :
: -1,726: -2,003 -70 -151 0 117 -2,154 -104: 428 -1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 14.0 1.9 0.0 12.6 81.4 28.5: 18.6 71.5
Old : 100.0: 70.7 23.4 1.6 0.0 11.4 72.3 36.4: 27.7 63.6
Other: 100.0: 96.2 1.0 0.2 0.0 14.4 96.4 15.6: 3.6 84.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 17 4 12 0 5 18 20:
Old : 25: 15 4 10 0 5 16 19:
Other: 20: 14 1 4 0 5 14 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 : 47.7 18.5 64.7 26.4 47.1 17.6 63.8 25.5
Old : 47.7 26.9 61.3 34.6 46.9 26.9 60.3 34.6
Other: 57.7 13.8 82.6 15.6 57.7 13.8 82.5 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 268,540: 55,421 18,996 67,070 111,846 162,220 234,337 248,285: 34,203 20,254
Old : 252,374: 53,630 23,351 57,991 108,377 151,616 219,998 232,959: 32,376 19,415
Other: 16,166: 9,666 3,519 1,204 3,469 10,604 14,339 15,327: 1,827 839
: : :
: : Changes in Commitments from: December 8, 2009 :
: -5,807: -3,896 -453 4,147 -1,932 -7,989 -1,680 -4,294: -4,127 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 7.1 25.0 41.6 60.4 87.3 92.5: 12.7 7.5
Old : 100.0: 21.3 9.3 23.0 42.9 60.1 87.2 92.3: 12.8 7.7
Other: 100.0: 59.8 21.8 7.4 21.5 65.6 88.7 94.8: 11.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 80 42 83 57 63 193 167:
Old : 232: 85 42 82 57 63 192 166:
Other: 44: 6 13 6 14 17 23 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 27.1 24.8 37.3 14.2 22.5 19.7 31.2
Old : 16.2 26.8 25.5 37.1 15.2 22.6 21.1 32.1
Other: 68.8 47.8 84.3 71.8 62.7 46.8 77.5 69.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 761,483: 56,758 156,376 35,466 528,929 441,476 621,153 633,319: 140,330 128,165
Old : 761,483: 56,758 156,376 35,466 528,929 441,476 621,153 633,319: 140,330 128,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -20,470: -5,070 12,265 -6,416 -6,617 -24,401 -18,103 -18,551: -2,368 -1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.5 4.7 69.5 58.0 81.6 83.2: 18.4 16.8
Old : 100.0: 7.5 20.5 4.7 69.5 58.0 81.6 83.2: 18.4 16.8
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 : 165: 31 35 37 77 81 129 132:
Old : 165: 31 35 37 77 81 129 132:
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 : 21.1 20.5 31.6 29.3 17.4 20.1 27.0 28.3
Old : 21.1 20.5 31.6 29.3 17.4 20.1 27.0 28.3
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, December 15, 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 : 7,014: 75 113 185 6,483 6,514 6,743 6,812: 271 202
Old : 7,014: 75 113 185 6,483 6,514 6,743 6,812: 271 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.6 2.6 92.4 92.9 96.1 97.1: 3.9 2.9
Old : 100.0: 1.1 1.6 2.6 92.4 92.9 96.1 97.1: 3.9 2.9
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 : 21: 1 2 2 15 18 17 21:
Old : 21: 1 2 2 15 18 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 68.5 84.3 85.4 25.3 28.2 30.8 31.8
Old : 66.0 68.5 84.3 85.4 25.3 28.2 30.8 31.8
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, December 15, 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 : 195,146: 60,110 19,099 27,447 67,599 124,876 155,156 171,422: 39,989 23,723
Old : 178,755: 59,507 17,033 22,623 58,668 116,408 140,798 156,064: 37,957 22,691
Other: 16,391: 3,485 4,948 1,941 8,932 8,469 14,358 15,358: 2,032 1,033
: : :
: : Changes in Commitments from: December 8, 2009 :
: 13,771: 4,136 1,378 4,306 2,008 5,717 10,450 11,401: 3,321 2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.8 14.1 34.6 64.0 79.5 87.8: 20.5 12.2
Old : 100.0: 33.3 9.5 12.7 32.8 65.1 78.8 87.3: 21.2 12.7
Other: 100.0: 21.3 30.2 11.8 54.5 51.7 87.6 93.7: 12.4 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 75 30 41 55 52 154 106:
Old : 176: 79 30 40 55 52 152 106:
Other: 47: 7 11 12 22 12 37 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 : 14.7 37.8 22.2 49.2 13.3 32.9 19.6 40.8
Old : 14.3 38.0 22.0 48.8 12.9 34.1 19.4 42.4
Other: 46.8 53.7 59.6 78.7 46.4 47.7 57.9 67.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 18,790: 7,070 122 1,551 4,951 15,940 13,572 17,613: 5,218 1,177
Old : 17,711: 6,875 121 1,472 4,460 15,103 12,807 16,696: 4,904 1,015
Other: 1,079: 196 2 79 490 837 765 917: 314 162
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,089: 492 -96 601 34 765 1,127 1,270: -38 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 0.7 8.3 26.3 84.8 72.2 93.7: 27.8 6.3
Old : 100.0: 38.8 0.7 8.3 25.2 85.3 72.3 94.3: 27.7 5.7
Other: 100.0: 18.2 0.2 7.3 45.5 77.6 70.9 85.0: 29.1 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 40 4 10 30 22 75 33:
Old : 85: 41 3 10 28 22 73 33:
Other: 20: 1 2 3 6 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 : 21.7 61.6 32.8 75.6 21.7 61.2 30.6 74.4
Old : 20.6 63.4 32.3 77.5 20.6 63.2 30.0 75.4
Other: 60.0 60.0 70.4 81.4 56.9 60.0 63.6 76.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 948,067: 333,341 149,749 44,293 479,548 625,725 857,182 819,767: 90,885 128,300
Old : 948,067: 333,341 149,749 44,293 479,548 625,725 857,182 819,767: 90,885 128,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -33,641: -35,576 -10,762 -7,867 3,036 -21,018 -40,407 -39,647: 6,766 6,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 15.8 4.7 50.6 66.0 90.4 86.5: 9.6 13.5
Old : 100.0: 35.2 15.8 4.7 50.6 66.0 90.4 86.5: 9.6 13.5
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 : 226: 34 58 34 75 112 130 183:
Old : 226: 34 58 34 75 112 130 183:
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 : 37.8 22.3 48.1 28.4 37.3 20.7 46.5 26.6
Old : 37.8 22.3 48.1 28.4 37.3 20.7 46.5 26.6
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, December 15, 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 : 1,492,829: 165,374 225,842 165,950 869,569 808,141 1,200,892 1,199,932: 291,937 292,896
Old : 1,492,829: 165,374 225,842 165,950 869,569 808,141 1,200,892 1,199,932: 291,937 292,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 4,470: -26,340 29,991 20,730 11,154 -29,695 5,544 21,026: -1,074 -16,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.1 11.1 58.2 54.1 80.4 80.4: 19.6 19.6
Old : 100.0: 11.1 15.1 11.1 58.2 54.1 80.4 80.4: 19.6 19.6
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 : 222: 43 39 55 115 117 185 184:
Old : 222: 43 39 55 115 117 185 184:
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 : 16.9 20.2 24.4 30.2 13.2 17.1 18.6 20.8
Old : 16.9 20.2 24.4 30.2 13.2 17.1 18.6 20.8
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, December 15, 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 : 872,718: 130,741 92,004 26,740 504,192 536,528 661,673 655,272: 211,045 217,446
Old : 872,718: 130,741 92,004 26,740 504,192 536,528 661,673 655,272: 211,045 217,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -22,200: -6,017 -3,157 -20,693 14,255 8,019 -12,455 -15,832: -9,745 -6,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.5 3.1 57.8 61.5 75.8 75.1: 24.2 24.9
Old : 100.0: 15.0 10.5 3.1 57.8 61.5 75.8 75.1: 24.2 24.9
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 : 140: 25 20 20 72 79 105 111:
Old : 140: 25 20 20 72 79 105 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 20.1 26.9 30.4 11.0 16.0 18.3 23.2
Old : 18.4 20.1 26.9 30.4 11.0 16.0 18.3 23.2
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, December 15, 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 : 919,587: 79,571 52,246 300,449 502,970 524,554 882,990 877,249: 36,596 42,338
Old : 919,587: 79,571 52,246 300,449 502,970 524,554 882,990 877,249: 36,596 42,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 55,471: 19,868 -106 5,297 30,666 48,157 55,831 53,349: -360 2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.7 32.7 54.7 57.0 96.0 95.4: 4.0 4.6
Old : 100.0: 8.7 5.7 32.7 54.7 57.0 96.0 95.4: 4.0 4.6
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 : 127: 30 28 50 50 60 105 119:
Old : 127: 30 28 50 50 60 105 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 24.6 45.7 40.5 16.0 9.4 18.7 14.0
Old : 27.7 24.6 45.7 40.5 16.0 9.4 18.7 14.0
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, December 15, 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 : 18,333: 3,618 3,165 565 9,005 9,025 13,188 12,755: 5,145 5,578
Old : 18,333: 3,618 3,165 565 9,005 9,025 13,188 12,755: 5,145 5,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,577: 125 292 551 304 -197 980 646: 1,597 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.3 3.1 49.1 49.2 71.9 69.6: 28.1 30.4
Old : 100.0: 19.7 17.3 3.1 49.1 49.2 71.9 69.6: 28.1 30.4
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 : 24: 4 8 4 7 9 13 19:
Old : 24: 4 8 4 7 9 13 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 : 56.9 39.8 69.3 54.8 56.4 39.8 68.5 53.3
Old : 56.9 39.8 69.3 54.8 56.4 39.8 68.5 53.3
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, December 15, 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 : 92,119: 29,113 13,850 3,470 43,656 59,813 76,240 77,133: 15,880 14,987
Old : 92,119: 29,113 13,850 3,470 43,656 59,813 76,240 77,133: 15,880 14,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 20,532: -2,963 -1,667 2,140 16,701 16,096 15,878 16,568: 4,654 3,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 15.0 3.8 47.4 64.9 82.8 83.7: 17.2 16.3
Old : 100.0: 31.6 15.0 3.8 47.4 64.9 82.8 83.7: 17.2 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 39 15 14 31 37 73 63:
Old : 100: 39 15 14 31 37 73 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 27.8 35.1 45.0 14.2 25.8 23.0 38.1
Old : 23.8 27.8 35.1 45.0 14.2 25.8 23.0 38.1
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, December 15, 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 : 15,144: 9,883 9,779 2,327 1,658 2,929 13,868 15,035: 1,276 109
Old : 15,144: 9,883 9,779 2,327 1,658 2,929 13,868 15,035: 1,276 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,710: 278 242 2,327 0 36 2,605 2,605: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 64.6 15.4 10.9 19.3 91.6 99.3: 8.4 0.7
Old : 100.0: 65.3 64.6 15.4 10.9 19.3 91.6 99.3: 8.4 0.7
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: 12 6 2 1 2 15 8:
Old : 21: 12 6 2 1 2 15 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 : 71.8 94.8 85.5 99.3 63.9 79.5 73.2 83.9
Old : 71.8 94.8 85.5 99.3 63.9 79.5 73.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 9,275: 366 2,551 95 8,608 6,524 9,069 9,170: 206 105
Old : 9,275: 366 2,551 95 8,608 6,524 9,069 9,170: 206 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -7,364: -354 -1,283 0 -6,992 -6,060 -7,346 -7,343: -18 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 27.5 1.0 92.8 70.3 97.8 98.9: 2.2 1.1
Old : 100.0: 3.9 27.5 1.0 92.8 70.3 97.8 98.9: 2.2 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 : 37: 3 11 1 14 12 18 23:
Old : 37: 3 11 1 14 12 18 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 : 63.6 64.0 85.0 82.7 63.6 56.5 73.6 72.1
Old : 63.6 64.0 85.0 82.7 63.6 56.5 73.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 14,290: 3,553 123 0 10,576 14,122 14,129 14,245: 161 45
Old : 14,290: 3,553 123 0 10,576 14,122 14,129 14,245: 161 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -23,938: -371 -696 -270 -22,991 -22,717 -23,632 -23,683: -306 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 0.9 0.0 74.0 98.8 98.9 99.7: 1.1 0.3
Old : 100.0: 24.9 0.9 0.0 74.0 98.8 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 4 0 8 10 17 14:
Old : 30: 9 4 0 8 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 85.4 93.8 98.1 72.1 85.4 91.8 94.9
Old : 72.1 85.4 93.8 98.1 72.1 85.4 91.8 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009