WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 9, 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 : 351,135: 69,272 93,564 53,510 195,245 156,405 318,027 303,479: 33,108 47,656
Old : 257,640: 65,282 91,230 28,127 140,268 105,308 233,677 224,665: 23,963 32,975
Other: 93,495: 20,388 18,732 8,985 54,977 51,097 84,350 78,814: 9,145 14,681
: : :
: : Changes in Commitments from: November 3, 2009 :
: 10,888: -1,471 289 3,477 4,109 1,466 6,115 5,232: 4,773 5,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 26.6 15.2 55.6 44.5 90.6 86.4: 9.4 13.6
Old : 100.0: 25.3 35.4 10.9 54.4 40.9 90.7 87.2: 9.3 12.8
Other: 100.0: 21.8 20.0 9.6 58.8 54.7 90.2 84.3: 9.8 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 94 143 119 68 98 251 291:
Old : 353: 94 146 80 51 84 200 263:
Other: 194: 44 52 36 42 79 109 152:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 17.7 40.2 24.6 23.8 15.8 39.0 22.1
Old : 30.4 18.0 44.4 25.7 29.9 18.0 43.9 25.1
Other: 44.2 26.8 58.8 37.0 41.9 25.8 50.4 32.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 9, 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 : 1,004,837: 274,564 99,992 118,506 501,229 535,053 894,299 753,551: 110,538 251,286
Old : 843,537: 229,249 99,056 95,969 417,461 447,492 742,679 642,517: 100,858 201,020
Other: 161,300: 63,092 18,713 4,760 83,768 87,561 151,620 111,034: 9,680 50,266
: : :
: : Changes in Commitments from: November 3, 2009 :
: 56,201: 733 -2,233 13,613 9,895 8,002 24,241 19,382: 31,960 36,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.0 11.8 49.9 53.2 89.0 75.0: 11.0 25.0
Old : 100.0: 27.2 11.7 11.4 49.5 53.0 88.0 76.2: 12.0 23.8
Other: 100.0: 39.1 11.6 3.0 51.9 54.3 94.0 68.8: 6.0 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 168 136 181 179 259 468 507:
Old : 650: 183 138 160 174 246 447 480:
Other: 367: 58 77 21 55 201 125 290:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 16.8 26.8 22.4 16.1 16.1 25.7 21.4
Old : 18.0 16.9 27.2 22.5 17.9 16.3 26.9 21.4
Other: 41.4 19.5 56.4 25.9 41.2 19.4 56.1 25.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 9, 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 : 13,572: 2,077 126 396 8,693 11,773 11,166 12,295: 2,406 1,277
Old : 13,360: 2,065 126 396 8,523 11,583 10,984 12,105: 2,376 1,255
Other: 212: 12 0 0 170 190 182 190: 30 22
: : :
: : Changes in Commitments from: November 3, 2009 :
: 227: -282 -7 -102 405 410 21 301: 206 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.9 2.9 64.1 86.7 82.3 90.6: 17.7 9.4
Old : 100.0: 15.5 0.9 3.0 63.8 86.7 82.2 90.6: 17.8 9.4
Other: 100.0: 5.7 0.0 0.0 80.2 89.6 85.8 89.6: 14.2 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 2 5 14 12 28 19:
Old : 34: 12 2 5 13 11 27 18:
Other: 10: 2 0 0 5 4 7 4:
:----------------------------------------------------------------------------------------------------
: 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 : 42.2 68.5 58.4 84.3 35.3 60.3 48.9 70.9
Old : 42.6 69.5 59.1 84.7 36.2 61.2 49.9 72.3
Other: 81.6 89.6 85.8 89.6 81.1 86.8 83.0 86.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 9, 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 : 422,618: 115,156 37,682 59,585 197,426 245,072 372,167 342,339: 50,451 80,279
Old : 372,534: 103,391 34,911 45,264 177,069 224,855 325,724 305,030: 46,810 67,504
Other: 50,084: 22,457 13,463 3,629 20,357 20,217 46,443 37,309: 3,641 12,775
: : :
: : Changes in Commitments from: November 3, 2009 :
: -8,127: -9,121 4,877 -13,016 12,251 -6,219 -9,886 -14,358: 1,759 6,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.9 14.1 46.7 58.0 88.1 81.0: 11.9 19.0
Old : 100.0: 27.8 9.4 12.2 47.5 60.4 87.4 81.9: 12.6 18.1
Other: 100.0: 44.8 26.9 7.2 40.6 40.4 92.7 74.5: 7.3 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 140 80 110 100 150 304 300:
Old : 403: 142 80 95 97 145 291 287:
Other: 184: 31 46 7 30 94 63 145:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 23.6 27.2 33.1 16.3 21.8 25.1 29.3
Old : 18.8 25.3 28.5 35.7 18.7 23.3 27.6 31.8
Other: 50.0 30.2 66.5 43.0 49.4 29.4 61.1 37.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 12,870: 10,111 2,010 246 0 971 10,357 3,227: 2,513 9,643
Old : 9,597: 7,235 2,100 146 0 538 7,381 2,784: 2,216 6,813
Other: 3,273: 2,966 0 10 0 433 2,976 443: 297 2,830
: : :
: : Changes in Commitments from: November 3, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 15.6 1.9 0.0 7.5 80.5 25.1: 19.5 74.9
Old : 100.0: 75.4 21.9 1.5 0.0 5.6 76.9 29.0: 23.1 71.0
Other: 100.0: 90.6 0.0 0.3 0.0 13.2 90.9 13.5: 9.1 86.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 14 4 11 0 3 15 17:
Old : 21: 13 5 9 0 3 13 17:
Other: 15: 12 0 4 0 3 12 7:
:----------------------------------------------------------------------------------------------------
: 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 : 49.5 18.1 67.2 24.2 48.9 17.4 66.2 23.2
Old : 48.5 21.8 66.6 27.8 47.8 21.8 65.2 27.5
Other: 56.2 13.4 84.0 13.5 56.1 13.2 83.8 13.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 9, 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 : 240,702: 46,697 28,952 55,902 104,694 134,805 207,293 219,659: 33,409 21,043
Old : 227,968: 47,785 33,233 47,000 100,842 127,476 195,627 207,709: 32,341 20,259
Other: 12,734: 5,626 2,433 2,188 3,852 7,329 11,666 11,950: 1,068 784
: : :
: : Changes in Commitments from: November 3, 2009 :
: 3,187: -2,766 -3,694 4,965 -288 431 1,911 1,702: 1,276 1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.0 23.2 43.5 56.0 86.1 91.3: 13.9 8.7
Old : 100.0: 21.0 14.6 20.6 44.2 55.9 85.8 91.1: 14.2 8.9
Other: 100.0: 44.2 19.1 17.2 30.2 57.6 91.6 93.8: 8.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 62 57 92 62 63 192 185:
Old : 237: 66 61 92 61 62 190 184:
Other: 45: 9 12 4 16 13 27 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 21.5 27.7 31.3 14.5 19.5 23.4 28.3
Old : 17.5 21.9 28.4 31.9 15.7 21.1 25.1 30.4
Other: 61.9 56.5 85.9 76.3 56.3 43.0 69.3 59.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 9, 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 : 743,833: 50,569 164,642 8,293 576,800 438,604 635,662 611,539: 108,171 132,294
Old : 743,833: 50,569 164,642 8,293 576,800 438,604 635,662 611,539: 108,171 132,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 10,618: -11,335 8,146 2,287 20,695 -3,497 11,647 6,936: -1,029 3,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 22.1 1.1 77.5 59.0 85.5 82.2: 14.5 17.8
Old : 100.0: 6.8 22.1 1.1 77.5 59.0 85.5 82.2: 14.5 17.8
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 : 157: 23 31 15 76 74 109 111:
Old : 157: 23 31 15 76 74 109 111:
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 : 20.6 26.1 31.9 34.8 17.6 25.2 27.7 33.5
Old : 20.6 26.1 31.9 34.8 17.6 25.2 27.7 33.5
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, November 9, 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 : 153,205: 43,640 16,348 14,618 62,789 101,203 121,047 132,169: 32,158 21,036
Old : 141,244: 43,574 15,486 10,957 56,171 95,176 110,702 121,619: 30,542 19,625
Other: 11,961: 2,797 3,593 930 6,618 6,027 10,345 10,550: 1,616 1,411
: : :
: : Changes in Commitments from: November 3, 2009 :
: -588: -1,648 1,812 -2,193 2,551 -2,999 -1,290 -3,380: 702 2,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.7 9.5 41.0 66.1 79.0 86.3: 21.0 13.7
Old : 100.0: 30.9 11.0 7.8 39.8 67.4 78.4 86.1: 21.6 13.9
Other: 100.0: 23.4 30.0 7.8 55.3 50.4 86.5 88.2: 13.5 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 50 37 36 55 54 130 110:
Old : 161: 53 36 36 54 54 128 110:
Other: 44: 6 6 4 26 12 36 20:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 38.0 26.0 49.9 16.6 33.8 23.5 44.2
Old : 16.9 38.5 25.7 49.7 15.9 34.7 23.3 45.1
Other: 54.1 54.3 66.8 78.0 54.1 50.7 65.8 69.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 9, 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 : 14,981: 5,283 685 626 5,607 12,748 11,516 14,059: 3,465 922
Old : 14,342: 5,050 681 609 5,311 12,204 10,970 13,494: 3,372 848
Other: 639: 234 5 16 296 544 546 565: 93 74
: : :
: : Changes in Commitments from: November 3, 2009 :
: 517: 416 -91 -51 -246 582 119 440: 398 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 4.6 4.2 37.4 85.1 76.9 93.8: 23.1 6.2
Old : 100.0: 35.2 4.7 4.2 37.0 85.1 76.5 94.1: 23.5 5.9
Other: 100.0: 36.6 0.8 2.5 46.3 85.1 85.4 88.4: 14.6 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 32 3 8 20 18 55 28:
Old : 67: 32 4 8 20 15 55 25:
Other: 18: 5 1 2 4 8 10 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 : 26.3 63.5 38.7 79.3 26.3 61.5 38.7 76.2
Old : 24.6 64.5 37.5 80.4 24.6 62.5 37.5 76.4
Other: 77.5 75.0 84.7 88.1 77.5 75.0 82.8 85.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,057,377: 383,413 161,597 14,887 570,330 756,560 968,630 933,044: 88,747 124,333
Old : 1,057,377: 383,413 161,597 14,887 570,330 756,560 968,630 933,044: 88,747 124,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 57,070: 64,578 -5,103 -7,689 18,537 86,999 75,426 74,207: -18,356 -17,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 15.3 1.4 53.9 71.6 91.6 88.2: 8.4 11.8
Old : 100.0: 36.3 15.3 1.4 53.9 71.6 91.6 88.2: 8.4 11.8
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 : 237: 39 59 23 71 116 119 189:
Old : 237: 39 59 23 71 116 119 189:
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 : 35.8 27.7 47.5 34.3 35.6 27.1 46.1 33.2
Old : 35.8 27.7 47.5 34.3 35.6 27.1 46.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 9, 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 : 1,296,628: 144,927 216,304 54,028 855,584 690,822 1,054,539 961,154: 242,089 335,474
Old : 1,296,628: 144,927 216,304 54,028 855,584 690,822 1,054,539 961,154: 242,089 335,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 49,252: 18,163 2,989 3,540 32,532 35,846 54,235 42,375: -4,983 6,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.7 4.2 66.0 53.3 81.3 74.1: 18.7 25.9
Old : 100.0: 11.2 16.7 4.2 66.0 53.3 81.3 74.1: 18.7 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 : 241: 34 60 37 99 105 157 178:
Old : 241: 34 60 37 99 105 157 178:
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 : 26.1 17.2 34.2 25.7 21.0 12.8 28.0 17.5
Old : 26.1 17.2 34.2 25.7 21.0 12.8 28.0 17.5
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, November 9, 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 : 838,484: 125,098 70,210 9,652 513,798 556,913 648,548 636,775: 189,936 201,709
Old : 838,484: 125,098 70,210 9,652 513,798 556,913 648,548 636,775: 189,936 201,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 53,677: 18,942 -7,115 -2,223 32,043 59,681 48,762 50,343: 4,915 3,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.4 1.2 61.3 66.4 77.3 75.9: 22.7 24.1
Old : 100.0: 14.9 8.4 1.2 61.3 66.4 77.3 75.9: 22.7 24.1
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 : 145: 22 20 17 71 80 101 109:
Old : 145: 22 20 17 71 80 101 109:
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 : 20.6 18.8 30.9 27.7 13.6 16.3 22.0 22.1
Old : 20.6 18.8 30.9 27.7 13.6 16.3 22.0 22.1
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, November 9, 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 : 516,366: 97,391 56,539 64,535 315,431 353,466 477,357 474,540: 39,009 41,826
Old : 516,366: 97,391 56,539 64,535 315,431 353,466 477,357 474,540: 39,009 41,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 17,874: -8,269 -10,109 3,289 16,991 16,087 12,011 9,267: 5,863 8,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 10.9 12.5 61.1 68.5 92.4 91.9: 7.6 8.1
Old : 100.0: 18.9 10.9 12.5 61.1 68.5 92.4 91.9: 7.6 8.1
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 : 105: 29 16 34 42 50 83 93:
Old : 105: 29 16 34 42 50 83 93:
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 : 36.2 32.4 52.5 46.3 22.9 18.0 30.2 27.0
Old : 36.2 32.4 52.5 46.3 22.9 18.0 30.2 27.0
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 16,122: 3,172 2,528 0 8,691 10,423 11,863 12,951: 4,259 3,171
Old : 16,122: 3,172 2,528 0 8,691 10,423 11,863 12,951: 4,259 3,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 454: 310 120 0 0 0 310 120: 144 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.7 0.0 53.9 64.7 73.6 80.3: 26.4 19.7
Old : 100.0: 19.7 15.7 0.0 53.9 64.7 73.6 80.3: 26.4 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 : 26: 6 8 0 4 8 10 16:
Old : 26: 6 8 0 4 8 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 56.7 71.8 70.5 59.3 56.7 71.8 70.5
Old : 59.3 56.7 71.8 70.5 59.3 56.7 71.8 70.5
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, November 9, 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 : 67,554: 34,923 13,173 1,109 19,491 34,711 55,523 48,993: 12,031 18,561
Old : 67,554: 34,923 13,173 1,109 19,491 34,711 55,523 48,993: 12,031 18,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 5,156: 9,083 -3,785 734 -4,278 5,317 5,539 2,266: -383 2,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 19.5 1.6 28.9 51.4 82.2 72.5: 17.8 27.5
Old : 100.0: 51.7 19.5 1.6 28.9 51.4 82.2 72.5: 17.8 27.5
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 : 105: 38 21 7 25 27 64 54:
Old : 105: 38 21 7 25 27 64 54:
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 : 20.3 24.6 31.3 39.2 20.0 22.0 30.9 36.7
Old : 20.3 24.6 31.3 39.2 20.0 22.0 30.9 36.7
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, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 11,348: 8,530 8,972 0 1,720 2,263 10,250 11,235: 1,098 113
Old : 11,348: 8,530 8,972 0 1,720 2,263 10,250 11,235: 1,098 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 79.1 0.0 15.2 19.9 90.3 99.0: 9.7 1.0
Old : 100.0: 75.2 79.1 0.0 15.2 19.9 90.3 99.0: 9.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 6 0 2 2 12 8:
Old : 20: 10 6 0 2 2 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 93.5 87.7 99.0 77.3 93.5 87.7 99.0
Old : 77.3 93.5 87.7 99.0 77.3 93.5 87.7 99.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 9, 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 : 15,822: 358 3,153 101 15,235 12,389 15,694 15,643: 128 179
Old : 15,822: 358 3,153 101 15,235 12,389 15,694 15,643: 128 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 279: -251 385 0 533 -4 282 381: -3 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 19.9 0.6 96.3 78.3 99.2 98.9: 0.8 1.1
Old : 100.0: 2.3 19.9 0.6 96.3 78.3 99.2 98.9: 0.8 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 9 2 15 13 20 22:
Old : 37: 3 9 2 15 13 20 22:
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 79.8 89.6 89.9 63.8 62.6 75.4 71.8
Old : 72.1 79.8 89.6 89.9 63.8 62.6 75.4 71.8
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, November 9, 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 : 41,767: 7,936 439 153 33,499 41,120 41,588 41,712: 179 55
Old : 41,767: 7,936 439 153 33,499 41,120 41,588 41,712: 179 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,661: 606 62 0 1,045 1,625 1,651 1,687: 10 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 1.1 0.4 80.2 98.5 99.6 99.9: 0.4 0.1
Old : 100.0: 19.0 1.1 0.4 80.2 98.5 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 5 1 12 11 23 17:
Old : 35: 11 5 1 12 11 23 17:
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 : 74.1 95.0 92.2 98.6 60.9 82.1 79.0 84.7
Old : 74.1 95.0 92.2 98.6 60.9 82.1 79.0 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2009