WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 436,329: 74,937 84,066 104,188 226,128 201,210 405,252 389,464: 31,077 46,865
Old : 279,378: 61,349 81,308 53,655 144,197 116,251 259,202 251,214: 20,176 28,164
Other: 156,951: 35,339 24,509 28,782 81,930 84,960 146,051 138,250: 10,900 18,701
: : :
: : Changes in Commitments from: December 29, 2009 :
: -1,442: 2,038 -2,624 -1,494 -1,697 5,844 -1,153 1,726: -289 -3,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 19.3 23.9 51.8 46.1 92.9 89.3: 7.1 10.7
Old : 100.0: 22.0 29.1 19.2 51.6 41.6 92.8 89.9: 7.2 10.1
Other: 100.0: 22.5 15.6 18.3 52.2 54.1 93.1 88.1: 6.9 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 114 132 133 79 100 280 290:
Old : 349: 98 138 102 68 91 236 263:
Other: 229: 76 53 73 49 86 157 184:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 18.2 36.0 25.9 19.7 15.7 33.1 21.5
Old : 27.8 18.1 40.5 26.2 27.8 15.8 40.1 23.4
Other: 34.3 25.6 46.1 36.1 31.2 22.4 39.4 28.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 1,299,567: 310,554 60,444 279,989 580,788 689,111 1,171,331 1,029,544: 128,236 270,023
Old : 991,862: 239,570 79,175 197,203 447,987 526,759 884,760 803,137: 107,102 188,725
Other: 307,705: 107,452 17,738 46,318 132,801 162,352 286,571 226,407: 21,135 81,298
: : :
: : Changes in Commitments from: December 29, 2009 :
: 52,342: 27,169 -185 19,312 5,386 34,391 51,866 53,518: 475 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.7 21.5 44.7 53.0 90.1 79.2: 9.9 20.8
Old : 100.0: 24.2 8.0 19.9 45.2 53.1 89.2 81.0: 10.8 19.0
Other: 100.0: 34.9 5.8 15.1 43.2 52.8 93.1 73.6: 6.9 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 666: 195 115 200 219 297 510 540:
Old : 652: 182 134 182 211 288 488 514:
Other: 436: 94 68 80 84 243 215 359:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 14.7 21.4 20.4 11.9 13.0 19.6 17.4
Old : 14.6 15.0 23.3 20.5 14.3 13.1 22.5 17.2
Other: 23.6 16.0 36.2 23.5 22.8 14.5 35.3 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 12,868: 2,610 166 726 6,798 10,938 10,135 11,830: 2,734 1,038
Old : 10,970: 2,499 166 528 5,275 9,398 8,302 10,091: 2,668 879
Other: 1,898: 111 0 198 1,523 1,541 1,832 1,739: 66 159
: : :
: : Changes in Commitments from: December 29, 2009 :
: -36: 559 -927 -106 -772 1,262 -318 230: 283 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 1.3 5.6 52.8 85.0 78.8 91.9: 21.2 8.1
Old : 100.0: 22.8 1.5 4.8 48.1 85.7 75.7 92.0: 24.3 8.0
Other: 100.0: 5.8 0.0 10.4 80.2 81.2 96.5 91.6: 3.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 3 2 14 16 29 20:
Old : 38: 14 3 2 14 13 29 17:
Other: 15: 1 1 2 6 10 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 : 33.1 63.2 51.1 82.6 28.2 55.5 39.9 66.9
Old : 34.0 66.1 49.3 84.9 33.0 60.8 46.8 77.3
Other: 89.6 67.5 96.5 89.4 79.0 66.9 80.8 75.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 533,998: 130,665 42,584 138,407 218,412 263,031 487,484 444,023: 46,514 89,975
Old : 429,692: 109,154 36,783 106,928 175,096 223,558 391,178 367,269: 38,514 62,423
Other: 104,305: 32,501 16,792 20,489 43,316 39,473 96,305 76,754: 8,000 27,552
: : :
: : Changes in Commitments from: December 29, 2009 :
: 7,422: 18,019 2,626 2,088 -8,547 4,395 11,560 9,109: -4,137 -1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.0 25.9 40.9 49.3 91.3 83.2: 8.7 16.8
Old : 100.0: 25.4 8.6 24.9 40.7 52.0 91.0 85.5: 9.0 14.5
Other: 100.0: 31.2 16.1 19.6 41.5 37.8 92.3 73.6: 7.7 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 157 129 160 103 161 363 358:
Old : 461: 156 129 141 101 154 346 341:
Other: 242: 60 49 50 45 119 129 195:
:----------------------------------------------------------------------------------------------------
: 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 17.1 25.0 26.5 12.4 13.5 19.8 18.9
Old : 15.6 19.6 27.2 28.9 15.3 15.7 23.9 21.7
Other: 31.6 18.8 45.1 29.0 30.1 17.4 41.0 24.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 240,248: 53,953 22,081 48,554 102,947 149,844 205,454 220,479: 34,794 19,769
Old : 222,835: 48,743 25,114 41,248 99,951 137,561 189,942 203,923: 32,893 18,912
Other: 17,413: 11,232 2,989 1,283 2,996 12,283 15,511 16,556: 1,901 857
: : :
: : Changes in Commitments from: December 29, 2009 :
: -1,076: 10,870 1,616 -11,398 -5,373 8,190 -5,902 -1,593: 4,826 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.2 20.2 42.9 62.4 85.5 91.8: 14.5 8.2
Old : 100.0: 21.9 11.3 18.5 44.9 61.7 85.2 91.5: 14.8 8.5
Other: 100.0: 64.5 17.2 7.4 17.2 70.5 89.1 95.1: 10.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 82 62 76 52 58 187 156:
Old : 228: 86 62 74 50 57 182 154:
Other: 48: 10 10 8 16 19 30 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 : 16.7 28.6 26.5 39.3 15.3 24.0 21.6 33.6
Old : 17.2 28.4 27.1 39.5 17.1 25.0 23.9 35.1
Other: 62.4 43.3 80.9 66.8 56.8 42.0 75.2 64.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 724,317: 52,734 152,461 35,722 514,064 391,119 602,519 579,302: 121,798 145,015
Old : 724,317: 52,734 152,461 35,722 514,064 391,119 602,519 579,302: 121,798 145,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -83: 5,132 3,386 6,331 -6,486 -16,477 4,977 -6,760: -5,060 6,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.0 4.9 71.0 54.0 83.2 80.0: 16.8 20.0
Old : 100.0: 7.3 21.0 4.9 71.0 54.0 83.2 80.0: 16.8 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 33 33 33 67 77 117 126:
Old : 163: 33 33 33 67 77 117 126:
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 : 18.8 18.6 30.8 26.6 15.2 18.5 25.7 26.2
Old : 18.8 18.6 30.8 26.6 15.2 18.5 25.7 26.2
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, January 5, 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 : 7,010: 0 320 65 6,634 6,409 6,699 6,794: 311 216
Old : 7,010: 0 320 65 6,634 6,409 6,699 6,794: 311 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 284: 0 -56 -90 299 409 209 263: 75 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 0.9 94.6 91.4 95.6 96.9: 4.4 3.1
Old : 100.0: 0.0 4.6 0.9 94.6 91.4 95.6 96.9: 4.4 3.1
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 : 20: 0 2 1 15 18 16 20:
Old : 20: 0 2 1 15 18 16 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 : 70.4 67.7 85.4 84.6 30.9 26.7 35.5 34.3
Old : 70.4 67.7 85.4 84.6 30.9 26.7 35.5 34.3
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, January 5, 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 : 183,795: 55,154 19,650 25,773 70,387 119,527 151,314 164,950: 32,481 18,845
Old : 165,322: 52,537 16,394 22,464 60,182 108,732 135,182 147,590: 30,140 17,733
Other: 18,473: 3,588 4,226 2,339 10,205 10,795 16,132 17,361: 2,341 1,112
: : :
: : Changes in Commitments from: December 29, 2009 :
: 6,492: 4,911 -341 1,636 -993 4,954 5,554 6,249: 938 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 10.7 14.0 38.3 65.0 82.3 89.7: 17.7 10.3
Old : 100.0: 31.8 9.9 13.6 36.4 65.8 81.8 89.3: 18.2 10.7
Other: 100.0: 19.4 22.9 12.7 55.2 58.4 87.3 94.0: 12.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 65 25 41 55 50 145 100:
Old : 165: 68 24 41 55 49 144 99:
Other: 51: 6 12 13 24 14 41 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 : 14.9 40.3 24.1 52.8 13.6 32.1 20.4 40.8
Old : 14.4 39.6 23.7 52.2 12.8 32.7 20.1 41.2
Other: 44.8 55.8 57.9 78.2 44.4 52.2 56.5 67.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 16,296: 6,036 955 894 5,731 13,621 12,661 15,471: 3,635 826
Old : 14,983: 5,858 955 779 4,996 12,640 11,632 14,374: 3,351 609
Other: 1,313: 196 18 97 736 981 1,029 1,097: 284 217
: : :
: : Changes in Commitments from: December 29, 2009 :
: -525: 74 108 -161 3 -170 -85 -222: -440 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 5.9 5.5 35.2 83.6 77.7 94.9: 22.3 5.1
Old : 100.0: 39.1 6.4 5.2 33.3 84.4 77.6 95.9: 22.4 4.1
Other: 100.0: 14.9 1.4 7.4 56.0 74.7 78.4 83.5: 21.6 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 35 9 9 30 20 72 32:
Old : 82: 35 9 9 29 19 71 31:
Other: 21: 2 2 4 5 11 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 66.3 32.6 79.5 22.8 62.9 31.5 75.7
Old : 20.6 69.3 30.3 81.3 20.3 65.9 29.2 77.4
Other: 70.0 57.2 77.6 75.5 68.4 57.2 71.0 71.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 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 : 870,789: 238,059 144,952 53,446 486,398 549,903 777,903 748,301: 92,886 122,488
Old : 870,789: 238,059 144,952 53,446 486,398 549,903 777,903 748,301: 92,886 122,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -13,412: -48,466 13,602 15,685 8,959 -49,921 -23,822 -20,635: 10,409 7,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 16.6 6.1 55.9 63.2 89.3 85.9: 10.7 14.1
Old : 100.0: 27.3 16.6 6.1 55.9 63.2 89.3 85.9: 10.7 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 : 210: 32 55 35 68 109 121 178:
Old : 210: 32 55 35 68 109 121 178:
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 : 39.8 20.2 47.7 27.6 36.6 17.9 43.2 24.0
Old : 39.8 20.2 47.7 27.6 36.6 17.9 43.2 24.0
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, January 5, 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 : 1,640,529: 145,104 328,242 223,908 1,019,308 764,983 1,388,320 1,317,133: 252,209 323,396
Old : 1,640,529: 145,104 328,242 223,908 1,019,308 764,983 1,388,320 1,317,133: 252,209 323,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 62,560: -849 18,503 21,172 50,643 -6,994 70,966 32,681: -8,407 29,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.0 13.6 62.1 46.6 84.6 80.3: 15.4 19.7
Old : 100.0: 8.8 20.0 13.6 62.1 46.6 84.6 80.3: 15.4 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 : 235: 46 46 61 120 119 193 199:
Old : 235: 46 46 61 120 119 193 199:
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 : 19.2 20.7 26.0 28.5 14.7 16.2 20.0 19.8
Old : 19.2 20.7 26.0 28.5 14.7 16.2 20.0 19.8
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, January 5, 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 : 802,252: 95,157 89,727 33,334 503,617 451,240 632,107 574,301: 170,145 227,952
Old : 802,252: 95,157 89,727 33,334 503,617 451,240 632,107 574,301: 170,145 227,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 5,061: -10,981 14,136 802 11,639 -17,700 1,459 -2,762: 3,602 7,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.2 4.2 62.8 56.2 78.8 71.6: 21.2 28.4
Old : 100.0: 11.9 11.2 4.2 62.8 56.2 78.8 71.6: 21.2 28.4
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 : 130: 20 20 19 70 70 96 103:
Old : 130: 20 20 19 70 70 96 103:
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 : 21.3 17.9 31.9 28.5 14.0 14.8 22.5 21.8
Old : 21.3 17.9 31.9 28.5 14.0 14.8 22.5 21.8
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, January 5, 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 : 784,161: 49,142 51,933 251,734 444,042 436,505 744,919 740,172: 39,242 43,989
Old : 784,161: 49,142 51,933 251,734 444,042 436,505 744,919 740,172: 39,242 43,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -145,622: -28,140 3,033 -65,733 -55,670 -84,339 -149,542 -147,039: 3,920 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 6.6 32.1 56.6 55.7 95.0 94.4: 5.0 5.6
Old : 100.0: 6.3 6.6 32.1 56.6 55.7 95.0 94.4: 5.0 5.6
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: 32 29 47 53 59 106 118:
Old : 127: 32 29 47 53 59 106 118:
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 : 30.7 26.3 49.5 39.7 17.7 7.3 21.2 12.2
Old : 30.7 26.3 49.5 39.7 17.7 7.3 21.2 12.2
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, January 5, 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 : 69,090: 27,524 6,642 701 27,159 51,912 55,384 59,255: 13,705 9,835
Old : 69,090: 27,524 6,642 701 27,159 51,912 55,384 59,255: 13,705 9,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 2,252: 1,048 -70 -296 -232 1,829 520 1,463: 1,732 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 9.6 1.0 39.3 75.1 80.2 85.8: 19.8 14.2
Old : 100.0: 39.8 9.6 1.0 39.3 75.1 80.2 85.8: 19.8 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 30 13 4 29 32 60 48:
Old : 92: 30 13 4 29 32 60 48:
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 : 15.5 36.4 27.2 57.4 15.3 36.4 26.4 55.1
Old : 15.5 36.4 27.2 57.4 15.3 36.4 26.4 55.1
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, January 5, 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 : 13,009: 9,714 12,331 0 1,928 577 11,642 12,908: 1,367 101
Old : 13,009: 9,714 12,331 0 1,928 577 11,642 12,908: 1,367 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 207: -190 265 0 397 -58 207 207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 94.8 0.0 14.8 4.4 89.5 99.2: 10.5 0.8
Old : 100.0: 74.7 94.8 0.0 14.8 4.4 89.5 99.2: 10.5 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: 10 6 0 3 1 13 7:
Old : 20: 10 6 0 3 1 13 7:
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 : 72.4 96.3 86.0 99.2 72.4 96.3 86.0 99.2
Old : 72.4 96.3 86.0 99.2 72.4 96.3 86.0 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 with Delta-adjusted Options and Futures Combined, January 5, 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 : 9,585: 127 2,270 177 8,872 6,450 9,176 8,897: 409 688
Old : 9,585: 127 2,270 177 8,872 6,450 9,176 8,897: 409 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 359: 23 -94 2 461 438 486 346: -127 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 23.7 1.8 92.6 67.3 95.7 92.8: 4.3 7.2
Old : 100.0: 1.3 23.7 1.8 92.6 67.3 95.7 92.8: 4.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 10 2 12 12 16 23:
Old : 36: 3 10 2 12 12 16 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 : 69.9 54.2 87.9 75.4 69.9 53.4 82.3 72.7
Old : 69.9 54.2 87.9 75.4 69.9 53.4 82.3 72.7
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, January 5, 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 : 14,554: 2,337 83 0 12,133 14,363 14,470 14,446: 84 108
Old : 14,554: 2,337 83 0 12,133 14,363 14,470 14,446: 84 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,251: -52 -927 0 1,501 2,290 1,449 1,363: -198 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.6 0.0 83.4 98.7 99.4 99.3: 0.6 0.7
Old : 100.0: 16.1 0.6 0.0 83.4 98.7 99.4 99.3: 0.6 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 : 30: 9 3 0 8 11 17 14:
Old : 30: 9 3 0 8 11 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 : 77.8 80.9 93.1 96.3 77.8 80.9 91.9 93.7
Old : 77.8 80.9 93.1 96.3 77.8 80.9 91.9 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010