WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 355,722: 72,586 79,698 48,639 205,284 177,244 326,509 305,581: 29,213 50,141
Old : 226,567: 61,650 77,918 14,140 132,681 103,753 208,471 195,811: 18,096 30,756
Other: 129,155: 32,245 23,089 13,190 72,603 73,491 118,038 109,770: 11,117 19,385
: : :
: : Changes in Commitments from: December 8, 2009 :
: 10,505: -588 5,557 3,942 7,138 -1,437 10,492 8,062: 13 2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 22.4 13.7 57.7 49.8 91.8 85.9: 8.2 14.1
Old : 100.0: 27.2 34.4 6.2 58.6 45.8 92.0 86.4: 8.0 13.6
Other: 100.0: 25.0 17.9 10.2 56.2 56.9 91.4 85.0: 8.6 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 98 131 97 65 97 234 268:
Old : 334: 86 135 50 47 83 170 234:
Other: 210: 56 60 45 43 80 122 164:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 21.7 41.4 29.4 23.2 19.4 39.4 26.1
Old : 34.0 21.4 49.6 29.8 34.0 21.4 49.6 29.3
Other: 39.1 29.5 52.9 39.4 37.7 25.1 46.0 30.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 954,008: 285,230 72,269 82,165 490,800 568,593 858,195 723,027: 95,813 230,981
Old : 733,921: 223,063 79,155 44,054 385,707 443,791 652,824 567,000: 81,097 166,921
Other: 220,087: 87,577 18,524 12,701 105,093 124,802 205,371 156,027: 14,716 64,060
: : :
: : Changes in Commitments from: December 8, 2009 :
: -15,010: 4,806 -13,389 -12,917 -2,093 15,717 -10,204 -10,589: -4,806 -4,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.6 8.6 51.4 59.6 90.0 75.8: 10.0 24.2
Old : 100.0: 30.4 10.8 6.0 52.6 60.5 89.0 77.3: 11.0 22.7
Other: 100.0: 39.8 8.4 5.8 47.8 56.7 93.3 70.9: 6.7 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 166 114 141 160 273 401 477:
Old : 611: 157 127 117 147 257 369 444:
Other: 403: 75 64 30 58 229 147 315:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 16.1 27.0 22.2 15.2 15.8 25.6 21.9
Old : 18.9 16.8 30.4 22.8 18.7 16.4 30.2 22.4
Other: 31.5 16.9 46.4 24.8 31.4 15.8 45.7 23.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,086: 2,285 870 226 7,345 9,747 9,856 10,843: 2,230 1,243
Old : 10,445: 2,246 870 82 5,915 8,365 8,243 9,317: 2,202 1,128
Other: 1,641: 103 64 80 1,430 1,382 1,613 1,526: 28 115
: : :
: : Changes in Commitments from: December 8, 2009 :
: -7: -77 464 84 644 99 651 647: -658 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.2 1.9 60.8 80.6 81.5 89.7: 18.5 10.3
Old : 100.0: 21.5 8.3 0.8 56.6 80.1 78.9 89.2: 21.1 10.8
Other: 100.0: 6.3 3.9 4.9 87.1 84.2 98.3 93.0: 1.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 5 3 13 11 23 19:
Old : 33: 10 5 1 12 8 22 14:
Other: 15: 1 2 1 6 8 7 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 : 39.7 68.2 61.1 80.0 36.2 60.2 51.0 67.9
Old : 42.2 70.7 59.5 84.0 41.4 65.5 58.7 78.8
Other: 97.4 69.9 98.3 90.1 87.9 69.9 88.3 82.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 487,238: 154,200 34,733 63,101 214,456 295,953 431,757 393,787: 55,481 93,451
Old : 408,323: 135,204 32,629 43,720 180,621 261,861 359,545 338,210: 48,778 70,113
Other: 78,915: 32,331 15,439 6,046 33,835 34,092 72,212 55,577: 6,703 23,338
: : :
: : Changes in Commitments from: December 8, 2009 :
: 5,066: 2,965 415 729 3,813 1,911 7,507 3,055: -2,441 2,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 7.1 13.0 44.0 60.7 88.6 80.8: 11.4 19.2
Old : 100.0: 33.1 8.0 10.7 44.2 64.1 88.1 82.8: 11.9 17.2
Other: 100.0: 41.0 19.6 7.7 42.9 43.2 91.5 70.4: 8.5 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 178 88 129 100 165 351 331:
Old : 457: 181 88 108 99 157 338 309:
Other: 241: 45 63 17 35 113 89 186:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 23.6 24.0 32.6 13.2 21.2 21.6 28.8
Old : 16.8 26.1 26.5 36.1 16.4 23.9 25.5 33.1
Other: 38.6 20.6 54.9 31.7 38.6 19.8 52.8 28.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,150: 13,631 2,405 334 0 2,154 13,965 4,893: 3,185 12,257
Old : 10,634: 7,514 2,490 172 0 1,213 7,686 3,875: 2,948 6,759
Other: 6,516: 6,267 65 12 0 941 6,279 1,018: 237 5,498
: : :
: : Changes in Commitments from: December 8, 2009 :
: -1,726: -2,003 -70 -151 0 117 -2,154 -104: 428 -1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 14.0 1.9 0.0 12.6 81.4 28.5: 18.6 71.5
Old : 100.0: 70.7 23.4 1.6 0.0 11.4 72.3 36.4: 27.7 63.6
Other: 100.0: 96.2 1.0 0.2 0.0 14.4 96.4 15.6: 3.6 84.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 17 4 12 0 5 18 20:
Old : 25: 15 4 10 0 5 16 19:
Other: 20: 14 1 4 0 5 14 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 18.5 64.7 26.4 47.1 17.6 63.8 25.5
Old : 47.7 26.9 61.3 34.6 46.9 26.9 60.3 34.6
Other: 57.7 13.8 82.6 15.6 57.7 13.8 82.5 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 229,837: 57,997 21,725 44,241 95,310 144,901 197,548 210,867: 32,289 18,970
Old : 213,690: 56,400 26,294 34,968 91,848 134,297 183,216 195,559: 30,474 18,131
Other: 16,147: 9,670 3,504 1,200 3,462 10,604 14,332 15,308: 1,815 839
: : :
: : Changes in Commitments from: December 8, 2009 :
: -5,743: -3,011 -336 4,403 -3,199 -8,637 -1,807 -4,570: -3,936 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 9.5 19.2 41.5 63.0 86.0 91.7: 14.0 8.3
Old : 100.0: 26.4 12.3 16.4 43.0 62.8 85.7 91.5: 14.3 8.5
Other: 100.0: 59.9 21.7 7.4 21.4 65.7 88.8 94.8: 11.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 76 43 77 53 56 184 156:
Old : 227: 80 44 74 53 54 182 152:
Other: 43: 7 11 5 14 17 23 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 : 17.2 25.9 26.4 36.7 16.5 23.4 22.7 33.9
Old : 18.5 25.5 27.0 37.0 17.9 23.6 25.2 35.1
Other: 68.8 47.8 84.4 71.8 62.8 46.8 77.6 69.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 697,209: 55,856 156,201 4,659 508,925 417,667 569,440 578,527: 127,769 118,682
Old : 697,209: 55,856 156,201 4,659 508,925 417,667 569,440 578,527: 127,769 118,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -31,364: -4,305 10,462 -8,398 -13,282 -31,092 -25,985 -29,028: -5,379 -2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 22.4 0.7 73.0 59.9 81.7 83.0: 18.3 17.0
Old : 100.0: 8.0 22.4 0.7 73.0 59.9 81.7 83.0: 18.3 17.0
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 : 157: 25 33 9 71 76 103 111:
Old : 157: 25 33 9 71 76 103 111:
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 : 22.9 22.4 34.4 31.9 19.1 22.0 29.7 30.9
Old : 22.9 22.4 34.4 31.9 19.1 22.0 29.7 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,014: 75 113 185 6,483 6,514 6,743 6,812: 271 202
Old : 7,014: 75 113 185 6,483 6,514 6,743 6,812: 271 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.6 2.6 92.4 92.9 96.1 97.1: 3.9 2.9
Old : 100.0: 1.1 1.6 2.6 92.4 92.9 96.1 97.1: 3.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 15 18 17 21:
Old : 21: 1 2 2 15 18 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 68.5 84.3 85.4 25.3 28.2 30.8 31.8
Old : 66.0 68.5 84.3 85.4 25.3 28.2 30.8 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 174,362: 59,185 24,338 14,796 62,919 113,669 136,900 152,803: 37,462 21,559
Old : 158,902: 57,470 20,978 11,688 54,299 105,701 123,457 138,367: 35,445 20,535
Other: 15,460: 3,456 5,101 1,367 8,620 7,968 13,443 14,436: 2,017 1,024
: : :
: : Changes in Commitments from: December 8, 2009 :
: 11,809: 4,030 2,219 3,072 1,425 4,337 8,527 9,628: 3,282 2,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 14.0 8.5 36.1 65.2 78.5 87.6: 21.5 12.4
Old : 100.0: 36.2 13.2 7.4 34.2 66.5 77.7 87.1: 22.3 12.9
Other: 100.0: 22.4 33.0 8.8 55.8 51.5 87.0 93.4: 13.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 65 35 31 51 47 141 95:
Old : 168: 68 36 28 51 47 138 94:
Other: 46: 6 11 5 22 12 32 26:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 36.9 22.7 48.9 14.9 33.2 21.8 42.0
Old : 14.9 37.7 22.7 49.4 14.3 34.7 21.9 43.9
Other: 49.6 51.6 62.4 78.1 49.2 47.7 60.6 68.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,691: 6,946 173 1,026 4,714 15,465 12,686 16,664: 5,005 1,027
Old : 16,619: 6,746 173 952 4,230 14,628 11,928 15,753: 4,691 866
Other: 1,072: 200 0 74 484 837 758 911: 314 161
: : :
: : Changes in Commitments from: December 8, 2009 :
: 942: 425 -45 510 44 645 979 1,110: -37 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 1.0 5.8 26.6 87.4 71.7 94.2: 28.3 5.8
Old : 100.0: 40.6 1.0 5.7 25.5 88.0 71.8 94.8: 28.2 5.2
Other: 100.0: 18.7 0.0 6.9 45.1 78.1 70.7 85.0: 29.3 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 38 4 9 25 22 68 33:
Old : 84: 38 4 9 23 19 66 30:
Other: 19: 3 0 2 5 10 9 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 : 23.1 65.2 34.5 79.7 23.1 64.9 32.3 78.8
Old : 22.0 67.2 34.1 82.0 22.0 67.2 31.7 80.1
Other: 60.4 60.4 70.6 81.9 57.3 60.4 63.8 76.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 908,514: 333,757 154,989 13,128 472,487 617,783 819,372 785,900: 89,142 122,614
Old : 908,514: 333,757 154,989 13,128 472,487 617,783 819,372 785,900: 89,142 122,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -31,438: -37,937 -11,814 -2,211 2,404 -20,549 -37,744 -34,574: 6,306 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 17.1 1.4 52.0 68.0 90.2 86.5: 9.8 13.5
Old : 100.0: 36.7 17.1 1.4 52.0 68.0 90.2 86.5: 9.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 35 55 22 70 110 115 177:
Old : 224: 35 55 22 70 110 115 177:
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 : 39.4 23.3 49.8 29.6 38.9 21.6 48.6 27.7
Old : 39.4 23.3 49.8 29.6 38.9 21.6 48.6 27.7
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,178,424: 168,175 220,956 29,168 712,896 655,686 910,239 905,810: 268,185 272,614
Old : 1,178,424: 168,175 220,956 29,168 712,896 655,686 910,239 905,810: 268,185 272,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -51,558: -26,715 17,395 -5,132 -14,843 -44,887 -46,690 -32,624: -4,868 -18,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.8 2.5 60.5 55.6 77.2 76.9: 22.8 23.1
Old : 100.0: 14.3 18.8 2.5 60.5 55.6 77.2 76.9: 22.8 23.1
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 : 214: 34 44 21 101 97 144 153:
Old : 214: 34 44 21 101 97 144 153:
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 : 19.7 23.7 29.0 35.3 16.1 20.1 23.0 24.9
Old : 19.7 23.7 29.0 35.3 16.1 20.1 23.0 24.9
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 829,315: 132,039 94,578 5,870 491,569 522,535 629,478 622,983: 199,837 206,332
Old : 829,315: 132,039 94,578 5,870 491,569 522,535 629,478 622,983: 199,837 206,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -26,930: -5,454 -4,789 -21,544 10,292 6,705 -16,706 -19,628: -10,224 -7,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.4 0.7 59.3 63.0 75.9 75.1: 24.1 24.9
Old : 100.0: 15.9 11.4 0.7 59.3 63.0 75.9 75.1: 24.1 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 21 22 8 65 76 90 102:
Old : 137: 21 22 8 65 76 90 102:
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 : 19.3 20.9 28.2 31.8 11.9 16.9 19.6 24.4
Old : 19.3 20.9 28.2 31.8 11.9 16.9 19.6 24.4
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 540,223: 82,401 54,394 61,812 363,427 386,994 507,640 503,200: 32,583 37,023
Old : 540,223: 82,401 54,394 61,812 363,427 386,994 507,640 503,200: 32,583 37,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 42,256: 16,037 448 -1,242 27,432 41,374 42,227 40,580: 29 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.1 11.4 67.3 71.6 94.0 93.1: 6.0 6.9
Old : 100.0: 15.3 10.1 11.4 67.3 71.6 94.0 93.1: 6.0 6.9
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 : 114: 24 26 36 42 55 84 105:
Old : 114: 24 26 36 42 55 84 105:
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 : 36.4 32.2 52.8 43.6 26.0 17.0 32.4 24.3
Old : 36.4 32.2 52.8 43.6 26.0 17.0 32.4 24.3
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 18,256: 3,611 3,165 565 8,995 9,010 13,171 12,740: 5,085 5,516
Old : 18,256: 3,611 3,165 565 8,995 9,010 13,171 12,740: 5,085 5,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,596: 126 292 551 304 -196 981 647: 1,615 1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 17.3 3.1 49.3 49.4 72.1 69.8: 27.9 30.2
Old : 100.0: 19.8 17.3 3.1 49.3 49.4 72.1 69.8: 27.9 30.2
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 : 24: 4 8 4 7 9 13 19:
Old : 24: 4 8 4 7 9 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 40.0 69.6 54.9 56.6 40.0 68.8 53.5
Old : 57.1 40.0 69.6 54.9 56.6 40.0 68.8 53.5
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 86,973: 29,413 13,751 2,633 39,237 55,953 71,283 72,337: 15,690 14,636
Old : 86,973: 29,413 13,751 2,633 39,237 55,953 71,283 72,337: 15,690 14,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 20,078: -2,914 -1,730 2,067 16,226 15,723 15,379 16,060: 4,699 4,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 15.8 3.0 45.1 64.3 82.0 83.2: 18.0 16.8
Old : 100.0: 33.8 15.8 3.0 45.1 64.3 82.0 83.2: 18.0 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 38 15 11 31 37 71 61:
Old : 99: 38 15 11 31 37 71 61:
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 : 24.4 29.4 34.7 44.9 14.9 26.9 24.2 39.4
Old : 24.4 29.4 34.7 44.9 14.9 26.9 24.2 39.4
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 15,144: 9,883 9,779 2,327 1,658 2,929 13,868 15,035: 1,276 109
Old : 15,144: 9,883 9,779 2,327 1,658 2,929 13,868 15,035: 1,276 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,710: 278 242 2,327 0 36 2,605 2,605: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 64.6 15.4 10.9 19.3 91.6 99.3: 8.4 0.7
Old : 100.0: 65.3 64.6 15.4 10.9 19.3 91.6 99.3: 8.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 2 1 2 15 8:
Old : 21: 12 6 2 1 2 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 94.8 85.5 99.3 63.9 79.5 73.2 83.9
Old : 71.8 94.8 85.5 99.3 63.9 79.5 73.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,275: 366 2,551 95 8,608 6,524 9,069 9,170: 206 105
Old : 9,275: 366 2,551 95 8,608 6,524 9,069 9,170: 206 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -7,364: -354 -1,283 0 -6,992 -6,060 -7,346 -7,343: -18 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 27.5 1.0 92.8 70.3 97.8 98.9: 2.2 1.1
Old : 100.0: 3.9 27.5 1.0 92.8 70.3 97.8 98.9: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 11 1 14 12 18 23:
Old : 37: 3 11 1 14 12 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 64.0 85.0 82.7 63.6 56.5 73.6 72.1
Old : 63.6 64.0 85.0 82.7 63.6 56.5 73.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,290: 3,553 123 0 10,576 14,122 14,129 14,245: 161 45
Old : 14,290: 3,553 123 0 10,576 14,122 14,129 14,245: 161 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -23,938: -371 -696 -270 -22,991 -22,717 -23,632 -23,683: -306 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 0.9 0.0 74.0 98.8 98.9 99.7: 1.1 0.3
Old : 100.0: 24.9 0.9 0.0 74.0 98.8 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 4 0 8 10 17 14:
Old : 30: 9 4 0 8 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 85.4 93.8 98.1 72.1 85.4 91.8 94.9
Old : 72.1 85.4 93.8 98.1 72.1 85.4 91.8 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009