WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 393,291: 73,416 109,258 52,978 237,061 179,059 363,455 341,295: 29,836 51,996
Old : 239,920: 62,613 98,376 12,985 145,509 95,998 221,107 207,359: 18,813 32,561
Other: 153,371: 32,698 32,777 18,098 91,552 83,061 142,348 133,936: 11,023 19,435
: : :
: : Changes in Commitments from: January 12, 2010 :
: 11,227: -2,983 9,310 -265 13,414 -1,618 10,166 7,427: 1,061 3,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.8 13.5 60.3 45.5 92.4 86.8: 7.6 13.2
Old : 100.0: 26.1 41.0 5.4 60.6 40.0 92.2 86.4: 7.8 13.6
Other: 100.0: 21.3 21.4 11.8 59.7 54.2 92.8 87.3: 7.2 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 86 150 100 70 99 236 285:
Old : 338: 87 141 49 51 82 166 247:
Other: 231: 56 68 52 48 88 131 188:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 18.3 45.0 25.8 26.0 16.4 42.6 22.4
Old : 38.9 18.2 53.1 26.8 38.9 18.2 53.1 26.8
Other: 36.3 24.9 48.7 36.3 33.3 23.1 43.1 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,122,443: 286,451 104,675 135,913 589,861 614,289 1,012,225 854,877: 110,218 267,566
Old : 836,120: 219,548 142,324 63,917 463,774 448,674 747,239 654,915: 88,881 181,205
Other: 286,323: 123,763 19,211 15,136 126,087 165,615 264,986 199,962: 21,337 86,361
: : :
: : Changes in Commitments from: January 12, 2010 :
: 9,386: -57,565 33,792 16,304 52,270 -46,099 11,009 3,997: -1,623 5,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.3 12.1 52.6 54.7 90.2 76.2: 9.8 23.8
Old : 100.0: 26.3 17.0 7.6 55.5 53.7 89.4 78.3: 10.6 21.7
Other: 100.0: 43.2 6.7 5.3 44.0 57.8 92.5 69.8: 7.5 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 646: 165 136 169 185 269 447 509:
Old : 631: 154 158 140 175 254 411 478:
Other: 436: 97 68 37 71 228 181 325:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 15.5 28.8 20.7 18.1 15.3 27.6 20.4
Old : 23.2 15.0 33.9 20.6 23.0 14.7 33.4 20.2
Other: 26.1 18.3 40.0 25.6 25.8 18.0 39.2 24.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,288: 3,034 1,341 113 6,602 9,411 9,749 10,865: 2,539 1,423
Old : 10,110: 2,677 1,341 11 5,088 7,513 7,776 8,865: 2,334 1,245
Other: 2,178: 394 37 65 1,514 1,898 1,973 2,000: 205 178
: : :
: : Changes in Commitments from: January 12, 2010 :
: -135: -566 1,182 38 82 -1,594 -446 -374: 311 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 10.9 0.9 53.7 76.6 79.3 88.4: 20.7 11.6
Old : 100.0: 26.5 13.3 0.1 50.3 74.3 76.9 87.7: 23.1 12.3
Other: 100.0: 18.1 1.7 3.0 69.5 87.1 90.6 91.8: 9.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 7 2 16 13 28 22:
Old : 40: 12 7 1 13 10 25 18:
Other: 17: 2 1 1 7 9 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 43.3 60.1 58.3 75.1 39.2 56.3 53.2 69.6
Old : 43.1 64.2 59.3 78.5 43.1 60.5 58.3 74.8
Other: 83.4 69.2 90.5 89.3 75.7 69.2 82.6 83.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 454,690: 107,244 57,104 69,745 234,464 237,363 411,453 364,212: 43,237 90,478
Old : 360,674: 92,138 54,412 46,203 187,428 199,236 325,769 299,851: 34,905 60,823
Other: 94,016: 33,695 21,281 4,953 47,036 38,127 85,684 64,361: 8,332 29,655
: : :
: : Changes in Commitments from: January 12, 2010 :
: 15,932: -8,737 3,482 10,340 15,399 1,613 17,002 15,435: -1,070 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 12.6 15.3 51.6 52.2 90.5 80.1: 9.5 19.9
Old : 100.0: 25.5 15.1 12.8 52.0 55.2 90.3 83.1: 9.7 16.9
Other: 100.0: 35.8 22.6 5.3 50.0 40.6 91.1 68.5: 8.9 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 125 129 129 95 156 314 344:
Old : 441: 132 127 102 92 148 290 322:
Other: 260: 59 59 25 46 115 116 193:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 18.3 28.2 25.3 16.6 17.2 25.6 22.7
Old : 21.4 20.2 31.9 28.5 21.3 19.0 31.4 26.2
Other: 35.8 17.3 52.3 26.2 35.0 16.8 51.5 25.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,206: 11,654 1,137 627 0 1,544 12,281 3,308: 2,925 11,898
Old : 7,264: 4,479 1,382 354 0 437 4,833 2,173: 2,431 5,091
Other: 7,942: 7,420 0 28 0 1,107 7,448 1,135: 494 6,807
: : :
: : Changes in Commitments from: January 12, 2010 :
: 192: -81 -130 118 0 53 37 41: 155 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 7.5 4.1 0.0 10.2 80.8 21.8: 19.2 78.2
Old : 100.0: 61.7 19.0 4.9 0.0 6.0 66.5 29.9: 33.5 70.1
Other: 100.0: 93.4 0.0 0.4 0.0 13.9 93.8 14.3: 6.2 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 15 3 8 0 4 16 14:
Old : 22: 14 4 5 0 4 14 13:
Other: 16: 12 0 4 0 4 12 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 : 49.3 14.2 67.8 21.1 47.5 12.6 65.5 17.6
Old : 40.7 23.3 56.6 29.2 36.9 21.7 52.7 25.0
Other: 60.5 13.9 84.6 14.3 60.5 13.9 84.3 13.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 215,427: 42,274 31,645 30,259 115,799 130,879 188,332 192,783: 27,095 22,644
Old : 195,220: 36,502 37,349 21,926 111,842 114,506 170,270 173,781: 24,950 21,439
Other: 20,207: 12,980 1,504 1,125 3,957 16,373 18,062 19,002: 2,145 1,205
: : :
: : Changes in Commitments from: January 12, 2010 :
: 3,032: -9,180 4,682 963 14,396 -4,933 6,179 712: -3,147 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 14.7 14.0 53.8 60.8 87.4 89.5: 12.6 10.5
Old : 100.0: 18.7 19.1 11.2 57.3 58.7 87.2 89.0: 12.8 11.0
Other: 100.0: 64.2 7.4 5.6 19.6 81.0 89.4 94.0: 10.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 59 57 52 51 51 143 139:
Old : 198: 59 62 49 50 48 138 135:
Other: 53: 14 10 8 16 20 34 34:
:----------------------------------------------------------------------------------------------------
: 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 25.8 32.1 36.8 20.3 24.4 28.5 34.3
Old : 23.9 25.0 34.8 35.9 22.8 24.9 32.5 35.0
Other: 59.3 49.1 77.9 68.6 54.5 47.8 71.9 66.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 652,138: 46,509 152,513 3,837 490,104 346,802 540,450 503,152: 111,688 148,986
Old : 652,138: 46,509 152,513 3,837 490,104 346,802 540,450 503,152: 111,688 148,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -5,505: -3,399 1,524 -4,200 1,007 -2,866 -6,592 -5,542: 1,087 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 23.4 0.6 75.2 53.2 82.9 77.2: 17.1 22.8
Old : 100.0: 7.1 23.4 0.6 75.2 53.2 82.9 77.2: 17.1 22.8
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 : 162: 26 35 12 67 71 101 110:
Old : 162: 26 35 12 67 71 101 110:
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 : 19.1 20.3 33.5 29.6 15.5 20.1 28.5 28.8
Old : 19.1 20.3 33.5 29.6 15.5 20.1 28.5 28.8
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 - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 6,570: 0 221 54 6,196 6,071 6,250 6,346: 320 224
Old : 6,570: 0 221 54 6,196 6,071 6,250 6,346: 320 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -831: 0 -8 -11 -680 -748 -691 -767: -140 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.8 94.3 92.4 95.1 96.6: 4.9 3.4
Old : 100.0: 0.0 3.4 0.8 94.3 92.4 95.1 96.6: 4.9 3.4
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 : 21: 0 3 2 14 18 16 21:
Old : 21: 0 3 2 14 18 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 : 67.2 69.8 84.0 82.6 20.5 19.8 26.7 25.1
Old : 67.2 69.8 84.0 82.6 20.5 19.8 26.7 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 170,137: 49,717 21,122 20,411 69,444 107,428 139,572 148,961: 30,565 21,176
Old : 147,853: 46,507 18,031 15,661 58,036 94,849 120,204 128,541: 27,649 19,312
Other: 22,284: 6,026 5,907 1,934 11,408 12,579 19,368 20,420: 2,916 1,864
: : :
: : Changes in Commitments from: January 12, 2010 :
: 5,185: -1,200 -3,208 1,674 2,350 5,769 2,824 4,235: 2,361 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 12.4 12.0 40.8 63.1 82.0 87.6: 18.0 12.4
Old : 100.0: 31.5 12.2 10.6 39.3 64.2 81.3 86.9: 18.7 13.1
Other: 100.0: 27.0 26.5 8.7 51.2 56.4 86.9 91.6: 13.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 47 33 40 56 52 134 104:
Old : 158: 52 31 39 56 50 132 102:
Other: 60: 8 14 9 32 12 46 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 39.3 27.1 51.8 17.6 36.0 27.0 45.7
Old : 17.2 40.2 27.5 52.7 17.2 37.2 27.1 48.0
Other: 42.1 61.0 53.4 76.6 42.1 59.8 53.2 70.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,979: 5,936 1,502 161 6,153 12,888 12,250 14,551: 3,729 1,428
Old : 14,264: 5,733 1,402 86 5,158 11,656 10,977 13,144: 3,287 1,120
Other: 1,715: 203 100 75 995 1,232 1,273 1,407: 442 308
: : :
: : Changes in Commitments from: January 12, 2010 :
: 423: -29 472 -47 452 -360 376 65: 47 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 9.4 1.0 38.5 80.7 76.7 91.1: 23.3 8.9
Old : 100.0: 40.2 9.8 0.6 36.2 81.7 77.0 92.1: 23.0 7.9
Other: 100.0: 11.8 5.8 4.4 58.0 71.8 74.2 82.0: 25.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 33 7 3 29 17 63 27:
Old : 77: 33 6 2 28 15 62 23:
Other: 21: 3 1 2 6 11 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 : 22.5 64.2 33.0 77.8 22.5 61.0 31.8 74.0
Old : 21.4 67.7 31.6 80.5 21.4 64.5 30.6 76.9
Other: 61.8 49.3 73.6 70.6 61.2 47.6 66.6 66.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 905,230: 277,002 140,750 34,993 503,685 601,585 815,680 777,328: 89,550 127,902
Old : 905,230: 277,002 140,750 34,993 503,685 601,585 815,680 777,328: 89,550 127,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 24,231: -4,917 -856 10,816 17,082 17,637 22,981 27,597: 1,250 -3,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 15.5 3.9 55.6 66.5 90.1 85.9: 9.9 14.1
Old : 100.0: 30.6 15.5 3.9 55.6 66.5 90.1 85.9: 9.9 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 : 228: 36 51 18 78 112 123 172:
Old : 228: 36 51 18 78 112 123 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 21.0 45.3 28.6 33.4 18.7 41.6 24.8
Old : 36.6 21.0 45.3 28.6 33.4 18.7 41.6 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,277,965: 123,328 267,129 40,070 858,339 672,242 1,021,737 979,441: 256,228 298,524
Old : 1,277,965: 123,328 267,129 40,070 858,339 672,242 1,021,737 979,441: 256,228 298,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 24,962: -3,639 -50,546 -717 18,191 68,288 13,835 17,025: 11,127 7,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.9 3.1 67.2 52.6 80.0 76.6: 20.0 23.4
Old : 100.0: 9.7 20.9 3.1 67.2 52.6 80.0 76.6: 20.0 23.4
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 : 234: 36 50 26 101 112 154 171:
Old : 234: 36 50 26 101 112 154 171:
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 : 22.3 20.7 31.2 30.1 16.7 17.4 22.9 22.0
Old : 22.3 20.7 31.2 30.1 16.7 17.4 22.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 797,279: 64,963 83,280 22,542 535,780 485,331 623,285 591,153: 173,994 206,126
Old : 797,279: 64,963 83,280 22,542 535,780 485,331 623,285 591,153: 173,994 206,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 14,744: -4,472 2,902 -2,027 1,934 6,764 -4,565 7,639: 19,309 7,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.4 2.8 67.2 60.9 78.2 74.1: 21.8 25.9
Old : 100.0: 8.1 10.4 2.8 67.2 60.9 78.2 74.1: 21.8 25.9
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 : 138: 15 26 10 64 74 83 106:
Old : 138: 15 26 10 64 74 83 106:
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 : 25.4 16.8 36.4 27.8 16.5 13.3 25.8 21.2
Old : 25.4 16.8 36.4 27.8 16.5 13.3 25.8 21.2
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 - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 555,143: 72,529 69,467 51,461 385,252 384,617 509,242 505,545: 45,901 49,598
Old : 555,143: 72,529 69,467 51,461 385,252 384,617 509,242 505,545: 45,901 49,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 27,967: 4,496 2,841 -1,102 14,178 19,166 17,572 20,905: 10,395 7,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.5 9.3 69.4 69.3 91.7 91.1: 8.3 8.9
Old : 100.0: 13.1 12.5 9.3 69.4 69.3 91.7 91.1: 8.3 8.9
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 : 123: 23 31 28 53 62 90 109:
Old : 123: 23 31 28 53 62 90 109:
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 : 41.7 29.5 55.8 41.2 31.5 11.4 37.5 19.2
Old : 41.7 29.5 55.8 41.2 31.5 11.4 37.5 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 12,570: 2,440 2,035 0 7,533 6,856 9,973 8,891: 2,597 3,679
Old : 12,570: 2,440 2,035 0 7,533 6,856 9,973 8,891: 2,597 3,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.2 0.0 59.9 54.5 79.3 70.7: 20.7 29.3
Old : 100.0: 19.4 16.2 0.0 59.9 54.5 79.3 70.7: 20.7 29.3
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 : 20: 4 4 0 6 6 10 10:
Old : 20: 4 4 0 6 6 10 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 51.8 74.0 66.7 56.1 51.8 74.0 66.7
Old : 56.1 51.8 74.0 66.7 56.1 51.8 74.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 69,738: 28,326 8,644 68 26,010 48,231 54,404 56,943: 15,334 12,795
Old : 69,738: 28,326 8,644 68 26,010 48,231 54,404 56,943: 15,334 12,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 6,792: 3,237 1,014 -266 2,968 6,932 5,939 7,680: 853 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 12.4 0.1 37.3 69.2 78.0 81.7: 22.0 18.3
Old : 100.0: 40.6 12.4 0.1 37.3 69.2 78.0 81.7: 22.0 18.3
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 : 93: 30 17 2 23 33 55 50:
Old : 93: 30 17 2 23 33 55 50:
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 : 18.0 29.6 29.8 47.5 18.0 29.6 29.2 46.9
Old : 18.0 29.6 29.8 47.5 18.0 29.6 29.2 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,502: 9,337 11,818 0 2,174 584 11,511 12,402: 991 100
Old : 12,502: 9,337 11,818 0 2,174 584 11,511 12,402: 991 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -340: -158 -284 0 204 -56 46 -340: -386 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 94.5 0.0 17.4 4.7 92.1 99.2: 7.9 0.8
Old : 100.0: 74.7 94.5 0.0 17.4 4.7 92.1 99.2: 7.9 0.8
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 : 20: 9 6 0 3 2 12 8:
Old : 20: 9 6 0 3 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 : 76.5 96.2 88.8 99.2 76.5 96.2 88.8 99.2
Old : 76.5 96.2 88.8 99.2 76.5 96.2 88.8 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,361: 252 2,697 250 9,509 6,841 10,011 9,788: 350 573
Old : 10,361: 252 2,697 250 9,509 6,841 10,011 9,788: 350 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 706: 39 133 76 586 514 701 723: 5 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 26.0 2.4 91.8 66.0 96.6 94.5: 3.4 5.5
Old : 100.0: 2.4 26.0 2.4 91.8 66.0 96.6 94.5: 3.4 5.5
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 : 42: 5 12 2 11 16 17 29:
Old : 42: 5 12 2 11 16 17 29:
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 : 72.5 41.5 89.1 63.8 72.5 41.4 80.0 60.9
Old : 72.5 41.5 89.1 63.8 72.5 41.4 80.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 23,950: 3,186 166 0 20,571 23,687 23,757 23,853: 193 97
Old : 23,950: 3,186 166 0 20,571 23,687 23,757 23,853: 193 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 5,523: 1,204 -485 0 4,201 5,986 5,405 5,501: 118 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.7 0.0 85.9 98.9 99.2 99.6: 0.8 0.4
Old : 100.0: 13.3 0.7 0.0 85.9 98.9 99.2 99.6: 0.8 0.4
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 : 31: 10 2 0 9 11 19 13:
Old : 31: 10 2 0 9 11 19 13:
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 : 75.6 81.3 92.2 95.6 75.6 81.3 92.2 94.3
Old : 75.6 81.3 92.2 95.6 75.6 81.3 92.2 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010