WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 29, 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 : 361,424: 69,686 95,554 52,609 211,713 167,466 334,008 315,629: 27,416 45,795
Old : 226,073: 59,465 94,516 14,149 134,481 88,925 208,095 197,590: 17,978 28,483
Other: 135,351: 33,478 24,295 15,203 77,232 78,541 125,913 118,039: 9,438 17,312
: : :
: : Changes in Commitments from: December 22, 2009 :
: 2,395: 733 1,805 758 -475 1,173 1,016 3,736: 1,379 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 26.4 14.6 58.6 46.3 92.4 87.3: 7.6 12.7
Old : 100.0: 26.3 41.8 6.3 59.5 39.3 92.0 87.4: 8.0 12.6
Other: 100.0: 24.7 17.9 11.2 57.1 58.0 93.0 87.2: 7.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 94 135 99 64 91 229 267:
Old : 327: 86 136 51 51 76 173 229:
Other: 209: 56 59 44 43 78 121 162:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 19.0 42.4 26.8 23.6 17.2 39.7 24.0
Old : 34.6 17.9 49.8 27.0 34.6 17.9 49.8 26.8
Other: 39.1 27.7 52.8 38.7 36.1 24.3 45.0 30.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 29, 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 : 989,671: 299,554 62,766 86,330 500,403 604,714 886,287 753,810: 103,384 235,861
Old : 755,186: 235,856 79,071 41,704 391,466 467,974 669,026 588,749: 86,160 166,437
Other: 234,485: 95,469 15,466 12,855 108,937 136,740 217,261 165,061: 17,224 69,424
: : :
: : Changes in Commitments from: December 22, 2009 :
: 26,188: 15,304 -6,642 3,273 -146 23,865 18,431 20,496: 7,757 5,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.3 8.7 50.6 61.1 89.6 76.2: 10.4 23.8
Old : 100.0: 31.2 10.5 5.5 51.8 62.0 88.6 78.0: 11.4 22.0
Other: 100.0: 40.7 6.6 5.5 46.5 58.3 92.7 70.4: 7.3 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 168 104 137 168 272 408 469:
Old : 607: 161 122 119 156 257 379 442:
Other: 403: 84 57 30 58 232 156 310:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 16.8 26.6 22.6 15.3 16.5 25.1 22.2
Old : 19.0 17.4 29.8 23.1 18.8 17.1 29.5 22.6
Other: 30.0 17.8 44.3 25.8 29.8 16.7 43.5 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 29, 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 : 12,009: 2,570 1,093 194 6,914 9,509 9,678 10,796: 2,331 1,213
Old : 10,353: 2,495 1,093 55 5,507 8,090 8,057 9,238: 2,296 1,115
Other: 1,656: 135 60 79 1,407 1,419 1,621 1,558: 35 98
: : :
: : Changes in Commitments from: December 22, 2009 :
: 24: 81 -48 -17 -371 65 -307 0: 331 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.1 1.6 57.6 79.2 80.6 89.9: 19.4 10.1
Old : 100.0: 24.1 10.6 0.5 53.2 78.1 77.8 89.2: 22.2 10.8
Other: 100.0: 8.2 3.6 4.8 85.0 85.7 97.9 94.1: 2.1 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 7 3 12 11 24 21:
Old : 37: 12 7 2 11 9 23 18:
Other: 15: 2 1 1 6 8 8 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 : 38.8 65.5 58.1 78.4 35.5 57.3 49.2 67.2
Old : 41.4 67.5 56.9 80.8 40.9 62.0 56.4 75.3
Other: 96.6 71.4 97.9 91.4 87.3 71.4 87.9 84.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 29, 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 : 423,295: 111,706 36,056 63,405 202,975 240,082 378,086 339,543: 45,209 83,752
Old : 349,240: 93,340 32,912 47,934 169,693 208,786 310,967 289,632: 38,273 59,608
Other: 74,055: 30,622 15,400 3,215 33,282 31,296 67,119 49,911: 6,936 24,144
: : :
: : Changes in Commitments from: December 22, 2009 :
: -34,360: -14,716 753 -4,575 -11,786 -24,351 -31,077 -28,173: -3,283 -6,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.5 15.0 48.0 56.7 89.3 80.2: 10.7 19.8
Old : 100.0: 26.7 9.4 13.7 48.6 59.8 89.0 82.9: 11.0 17.1
Other: 100.0: 41.4 20.8 4.3 44.9 42.3 90.6 67.4: 9.4 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 125 87 121 97 152 306 307:
Old : 403: 129 88 108 93 144 290 294:
Other: 229: 43 55 14 37 110 89 174:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 18.6 27.9 27.8 15.3 16.7 24.9 23.1
Old : 19.6 21.6 31.5 30.8 19.4 18.7 30.1 26.1
Other: 41.4 18.5 56.1 27.5 41.4 18.3 56.0 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 29, 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 : 210,048: 43,230 20,728 43,802 94,736 127,494 181,768 192,024: 28,280 18,024
Old : 193,576: 40,348 24,474 35,495 91,157 116,467 167,000 176,436: 26,576 17,140
Other: 16,472: 9,921 3,293 1,268 3,579 11,027 14,768 15,588: 1,704 884
: : :
: : Changes in Commitments from: December 22, 2009 :
: -8,067: -892 149 -206 -7,347 -5,884 -8,445 -5,941: 378 -2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.9 20.9 45.1 60.7 86.5 91.4: 13.5 8.6
Old : 100.0: 20.8 12.6 18.3 47.1 60.2 86.3 91.1: 13.7 8.9
Other: 100.0: 60.2 20.0 7.7 21.7 66.9 89.7 94.6: 10.3 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 65 49 81 49 50 172 160:
Old : 218: 71 49 78 47 49 168 157:
Other: 44: 7 11 5 14 18 23 32:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 27.6 30.0 38.3 18.2 24.5 25.3 33.6
Old : 20.0 27.1 30.8 38.6 19.8 26.7 27.4 37.6
Other: 67.7 46.7 84.2 70.6 61.7 45.6 77.4 68.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 29, 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 : 670,423: 46,190 149,880 2,547 503,468 388,317 552,205 540,744: 118,218 129,679
Old : 670,423: 46,190 149,880 2,547 503,468 388,317 552,205 540,744: 118,218 129,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -10,554: -14,845 -2,796 -1,555 1,712 -2,787 -14,688 -7,138: 4,134 -3,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 22.4 0.4 75.1 57.9 82.4 80.7: 17.6 19.3
Old : 100.0: 6.9 22.4 0.4 75.1 57.9 82.4 80.7: 17.6 19.3
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 : 153: 25 30 5 69 73 98 104:
Old : 153: 25 30 5 69 73 98 104:
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 : 21.7 21.6 34.7 30.0 17.8 21.4 29.2 29.5
Old : 21.7 21.6 34.7 30.0 17.8 21.4 29.2 29.5
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 29, 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 : 6,726: 0 376 155 6,335 6,000 6,490 6,531: 236 195
Old : 6,726: 0 376 155 6,335 6,000 6,490 6,531: 236 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -694: -166 296 2 -429 -891 -593 -593: -101 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 2.3 94.2 89.2 96.5 97.1: 3.5 2.9
Old : 100.0: 0.0 5.6 2.3 94.2 89.2 96.5 97.1: 3.5 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 : 20: 0 3 2 14 17 16 20:
Old : 20: 0 3 2 14 17 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 : 71.3 66.2 86.7 84.3 29.5 25.0 34.0 32.8
Old : 71.3 66.2 86.7 84.3 29.5 25.0 34.0 32.8
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 29, 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 : 158,749: 48,995 24,417 13,522 66,950 104,563 129,467 142,502: 29,282 16,247
Old : 141,994: 46,694 21,392 10,541 57,681 94,897 114,916 126,830: 27,078 15,164
Other: 16,755: 3,418 4,142 1,864 9,269 9,666 14,551 15,672: 2,204 1,083
: : :
: : Changes in Commitments from: December 22, 2009 :
: -8,622: -391 -253 -1,830 -1,264 623 -3,485 -1,460: -5,137 -7,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 15.4 8.5 42.2 65.9 81.6 89.8: 18.4 10.2
Old : 100.0: 32.9 15.1 7.4 40.6 66.8 80.9 89.3: 19.1 10.7
Other: 100.0: 20.4 24.7 11.1 55.3 57.7 86.8 93.5: 13.2 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 57 32 32 48 46 129 93:
Old : 154: 59 32 30 48 46 127 92:
Other: 48: 6 12 7 21 13 33 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 38.4 26.0 52.1 15.9 29.7 23.2 39.5
Old : 15.7 37.9 25.3 51.4 15.2 29.9 23.0 39.5
Other: 47.3 53.8 61.4 78.2 46.9 50.7 59.5 67.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 29, 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 : 15,981: 6,194 823 440 5,415 13,672 12,049 14,935: 3,932 1,046
Old : 14,721: 5,992 805 343 4,686 12,725 11,021 13,873: 3,700 848
Other: 1,260: 202 18 97 729 947 1,028 1,062: 232 198
: : :
: : Changes in Commitments from: December 22, 2009 :
: -364: -36 586 -169 143 -685 -62 -268: -302 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.1 2.8 33.9 85.6 75.4 93.5: 24.6 6.5
Old : 100.0: 40.7 5.5 2.3 31.8 86.4 74.9 94.2: 25.1 5.8
Other: 100.0: 16.0 1.4 7.7 57.9 75.2 81.6 84.3: 18.4 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 32 5 4 24 19 59 26:
Old : 74: 32 4 4 22 17 57 24:
Other: 20: 3 1 3 4 11 9 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 69.2 33.8 82.3 23.2 66.0 32.7 79.1
Old : 21.1 72.3 31.5 84.3 21.1 69.1 30.5 81.1
Other: 72.9 57.9 81.3 76.1 71.3 57.9 73.9 71.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 29, 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 : 853,762: 288,266 134,545 17,172 468,526 590,012 773,964 741,729: 79,798 112,033
Old : 853,762: 288,266 134,545 17,172 468,526 590,012 773,964 741,729: 79,798 112,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -32,275: -46,026 -4,340 7,950 8,146 -24,986 -29,930 -21,376: -2,345 -10,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 15.8 2.0 54.9 69.1 90.7 86.9: 9.3 13.1
Old : 100.0: 33.8 15.8 2.0 54.9 69.1 90.7 86.9: 9.3 13.1
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 : 216: 35 52 19 68 107 112 169:
Old : 216: 35 52 19 68 107 112 169:
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 : 40.7 24.4 49.6 31.1 39.0 22.4 46.9 28.9
Old : 40.7 24.4 49.6 31.1 39.0 22.4 46.9 28.9
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 29, 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 : 1,159,407: 151,758 288,114 23,417 746,976 575,359 922,151 886,890: 237,256 272,517
Old : 1,159,407: 151,758 288,114 23,417 746,976 575,359 922,151 886,890: 237,256 272,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -12,203: -10,562 40,824 -923 7,379 -56,422 -4,106 -16,521: -8,097 4,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 24.9 2.0 64.4 49.6 79.5 76.5: 20.5 23.5
Old : 100.0: 13.1 24.9 2.0 64.4 49.6 79.5 76.5: 20.5 23.5
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 : 208: 40 39 19 93 91 142 140:
Old : 208: 40 39 19 93 91 142 140:
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 25.3 29.2 36.0 16.2 22.5 23.8 27.2
Old : 19.2 25.3 29.2 36.0 16.2 22.5 23.8 27.2
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 29, 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 : 758,023: 106,855 76,615 13,934 479,735 457,677 600,524 548,226: 157,499 209,797
Old : 758,023: 106,855 76,615 13,934 479,735 457,677 600,524 548,226: 157,499 209,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -57,041: -25,023 4,139 8,067 -22,150 -74,968 -39,106 -62,762: -17,935 5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.1 1.8 63.3 60.4 79.2 72.3: 20.8 27.7
Old : 100.0: 14.1 10.1 1.8 63.3 60.4 79.2 72.3: 20.8 27.7
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 : 135: 19 21 7 65 73 87 98:
Old : 135: 19 21 7 65 73 87 98:
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 : 21.9 19.1 31.5 29.5 12.6 13.8 20.7 20.6
Old : 21.9 19.1 31.5 29.5 12.6 13.8 20.7 20.6
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 29, 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 : 550,847: 86,982 52,189 59,416 372,800 400,815 519,198 512,420: 31,649 38,427
Old : 550,847: 86,982 52,189 59,416 372,800 400,815 519,198 512,420: 31,649 38,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 13,791: 3,164 796 2,911 7,042 9,538 13,117 13,245: 674 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.5 10.8 67.7 72.8 94.3 93.0: 5.7 7.0
Old : 100.0: 15.8 9.5 10.8 67.7 72.8 94.3 93.0: 5.7 7.0
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 : 119: 29 26 32 46 57 89 105:
Old : 119: 29 26 32 46 57 89 105:
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 : 35.2 31.7 51.4 43.5 25.5 14.9 31.8 22.8
Old : 35.2 31.7 51.4 43.5 25.5 14.9 31.8 22.8
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 29, 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 : 63,963: 26,570 6,673 566 25,006 47,909 52,142 55,148: 11,821 8,815
Old : 63,963: 26,570 6,673 566 25,006 47,909 52,142 55,148: 11,821 8,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,893: 662 -1,808 -114 604 4,057 1,152 2,135: 741 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 10.4 0.9 39.1 74.9 81.5 86.2: 18.5 13.8
Old : 100.0: 41.5 10.4 0.9 39.1 74.9 81.5 86.2: 18.5 13.8
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 : 84: 28 13 3 22 29 51 44:
Old : 84: 28 13 3 22 29 51 44:
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 : 18.3 38.9 31.0 57.6 18.0 38.9 30.3 56.9
Old : 18.3 38.9 31.0 57.6 18.0 38.9 30.3 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 29, 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 : 12,802: 9,904 12,066 0 1,531 635 11,435 12,701: 1,367 101
Old : 12,802: 9,904 12,066 0 1,531 635 11,435 12,701: 1,367 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -67: -31 14 0 -37 -80 -68 -66: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 94.3 0.0 12.0 5.0 89.3 99.2: 10.7 0.8
Old : 100.0: 77.4 94.3 0.0 12.0 5.0 89.3 99.2: 10.7 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: 11 5 0 1 3 12 8:
Old : 20: 11 5 0 1 3 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 : 74.9 97.2 86.0 99.2 74.9 97.2 86.0 99.2
Old : 74.9 97.2 86.0 99.2 74.9 97.2 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 - Futures Only, December 29, 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 : 9,226: 104 2,364 175 8,411 6,012 8,690 8,551: 536 675
Old : 9,226: 104 2,364 175 8,411 6,012 8,690 8,551: 536 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 263: -41 237 0 498 116 457 353: -194 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 25.6 1.9 91.2 65.2 94.2 92.7: 5.8 7.3
Old : 100.0: 1.1 25.6 1.9 91.2 65.2 94.2 92.7: 5.8 7.3
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 : 34: 2 9 2 12 13 16 22:
Old : 34: 2 9 2 12 13 16 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 : 68.0 55.8 86.1 74.3 68.0 55.0 78.0 70.9
Old : 68.0 55.8 86.1 74.3 68.0 55.0 78.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 29, 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 : 13,303: 2,389 1,010 0 10,632 12,073 13,021 13,083: 282 220
Old : 13,303: 2,389 1,010 0 10,632 12,073 13,021 13,083: 282 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -701: -686 -42 0 93 -568 -593 -610: -108 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.6 0.0 79.9 90.8 97.9 98.3: 2.1 1.7
Old : 100.0: 18.0 7.6 0.0 79.9 90.8 97.9 98.3: 2.1 1.7
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 : 27: 6 4 0 8 10 14 14:
Old : 27: 6 4 0 8 10 14 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 : 78.9 79.3 94.5 93.2 78.9 77.0 92.7 90.4
Old : 78.9 79.3 94.5 93.2 78.9 77.0 92.7 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010