WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 459,440: 79,245 90,316 106,651 240,360 209,366 426,255 406,333: 33,185 53,107
Old : 293,477: 65,734 84,871 53,820 151,795 122,136 271,349 260,828: 22,129 32,649
Other: 165,962: 35,736 27,670 30,606 88,565 87,229 154,907 145,505: 11,056 20,457
: : :
: : Changes in Commitments from: January 5, 2010 :
: 23,111: 4,307 6,250 2,463 14,232 8,155 21,003 16,869: 2,108 6,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 19.7 23.2 52.3 45.6 92.8 88.4: 7.2 11.6
Old : 100.0: 22.4 28.9 18.3 51.7 41.6 92.5 88.9: 7.5 11.1
Other: 100.0: 21.5 16.7 18.4 53.4 52.6 93.3 87.7: 6.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 115 141 132 83 102 289 296:
Old : 360: 103 143 98 74 91 243 269:
Other: 235: 74 58 77 51 87 161 191:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 18.7 36.9 25.8 20.5 15.6 34.3 21.2
Old : 29.7 19.3 41.7 27.1 29.6 17.3 41.3 24.5
Other: 33.2 25.3 44.2 35.4 29.4 22.7 38.2 28.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,384,055: 326,717 70,306 309,416 615,840 717,497 1,251,973 1,097,218: 132,082 286,836
Old : 1,051,325: 252,160 99,345 215,259 475,952 542,711 943,371 857,315: 107,954 194,010
Other: 332,730: 122,618 19,022 46,096 139,888 174,785 308,602 239,903: 24,128 92,827
: : :
: : Changes in Commitments from: January 5, 2010 :
: 84,487: 16,163 9,862 29,427 35,052 28,385 80,642 67,674: 3,845 16,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.1 22.4 44.5 51.8 90.5 79.3: 9.5 20.7
Old : 100.0: 24.0 9.4 20.5 45.3 51.6 89.7 81.5: 10.3 18.5
Other: 100.0: 36.9 5.7 13.9 42.0 52.5 92.7 72.1: 7.3 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 216 125 231 221 300 546 581:
Old : 696: 191 162 212 212 292 524 555:
Other: 475: 113 77 90 91 252 242 385:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 14.3 21.8 19.8 12.7 12.6 20.1 16.9
Old : 15.9 14.6 24.4 20.1 15.6 12.5 23.4 16.9
Other: 21.9 15.8 33.9 23.1 21.2 14.6 33.1 20.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,757: 2,869 160 977 7,567 11,332 11,412 12,469: 2,344 1,288
Old : 11,750: 2,847 203 729 5,907 9,715 9,483 10,647: 2,267 1,103
Other: 2,007: 65 0 205 1,660 1,617 1,930 1,822: 77 185
: : :
: : Changes in Commitments from: January 5, 2010 :
: 888: 259 -6 250 768 394 1,278 639: -389 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 1.2 7.1 55.0 82.4 83.0 90.6: 17.0 9.4
Old : 100.0: 24.2 1.7 6.2 50.3 82.7 80.7 90.6: 19.3 9.4
Other: 100.0: 3.2 0.0 10.2 82.7 80.6 96.1 90.8: 3.9 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 3 2 14 16 28 20:
Old : 38: 12 4 2 14 14 28 18:
Other: 15: 2 0 2 6 10 8 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 58.7 54.2 80.6 31.7 51.1 44.5 65.2
Old : 36.0 61.2 53.8 83.1 36.0 55.8 51.0 72.5
Other: 89.6 65.6 96.1 88.8 79.6 65.5 81.2 75.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 554,547: 115,523 56,347 143,491 244,631 256,190 503,644 456,028: 50,902 98,519
Old : 442,567: 95,838 51,382 109,028 196,538 214,498 401,404 374,909: 41,163 67,658
Other: 111,980: 34,185 19,464 19,963 48,093 41,692 102,241 81,119: 9,739 30,860
: : :
: : Changes in Commitments from: January 5, 2010 :
: 20,549: -15,142 13,762 5,084 26,219 -6,841 16,161 12,005: 4,388 8,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.2 25.9 44.1 46.2 90.8 82.2: 9.2 17.8
Old : 100.0: 21.7 11.6 24.6 44.4 48.5 90.7 84.7: 9.3 15.3
Other: 100.0: 30.5 17.4 17.8 42.9 37.2 91.3 72.4: 8.7 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 156 128 172 106 163 361 376:
Old : 462: 161 122 156 103 160 344 365:
Other: 257: 53 63 50 52 123 139 204:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 16.2 25.2 24.8 12.7 12.7 20.1 17.9
Old : 16.5 18.1 27.7 26.8 16.2 14.0 24.4 20.1
Other: 29.4 16.6 43.4 26.8 28.2 15.3 38.9 23.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,014: 11,735 1,267 509 0 1,491 12,244 3,267: 2,770 11,747
Old : 7,143: 4,615 1,517 237 0 397 4,852 2,151: 2,291 4,992
Other: 7,871: 7,375 5 17 0 1,094 7,392 1,116: 479 6,755
: : :
: : Changes in Commitments from: January 5, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 8.4 3.4 0.0 9.9 81.6 21.8: 18.4 78.2
Old : 100.0: 64.6 21.2 3.3 0.0 5.6 67.9 30.1: 32.1 69.9
Other: 100.0: 93.7 0.1 0.2 0.0 13.9 93.9 14.2: 6.1 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 14 3 10 0 4 15 16:
Old : 21: 13 4 6 0 4 13 14:
Other: 16: 11 1 4 0 4 12 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 15.2 68.3 21.1 48.3 13.6 66.7 18.4
Old : 40.9 23.9 59.6 29.4 38.6 23.8 57.2 26.8
Other: 60.4 13.9 84.6 14.2 60.4 13.9 84.6 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 247,076: 49,955 25,658 48,123 117,342 152,171 215,420 225,952: 31,655 21,124
Old : 227,940: 43,091 29,355 41,453 114,054 136,822 198,598 207,630: 29,341 20,310
Other: 19,136: 12,329 1,768 1,205 3,288 15,349 16,822 18,322: 2,314 814
: : :
: : Changes in Commitments from: January 5, 2010 :
: 6,828: -3,998 3,577 -430 14,395 2,326 9,967 5,473: -3,139 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 10.4 19.5 47.5 61.6 87.2 91.5: 12.8 8.5
Old : 100.0: 18.9 12.9 18.2 50.0 60.0 87.1 91.1: 12.9 8.9
Other: 100.0: 64.4 9.2 6.3 17.2 80.2 87.9 95.7: 12.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 67 61 68 56 57 168 150:
Old : 208: 67 63 67 54 54 163 147:
Other: 53: 13 8 8 19 21 35 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 27.8 28.2 38.5 16.4 24.0 22.8 33.4
Old : 18.9 26.9 29.5 37.7 18.3 23.1 25.3 33.0
Other: 61.9 44.7 79.4 66.3 56.8 44.1 73.0 64.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 743,633: 55,736 148,912 52,453 513,534 378,743 621,722 580,107: 121,910 163,526
Old : 743,633: 55,736 148,912 52,453 513,534 378,743 621,722 580,107: 121,910 163,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 19,316: 3,002 -3,550 16,731 -530 -12,376 19,203 805: 113 18,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.0 7.1 69.1 50.9 83.6 78.0: 16.4 22.0
Old : 100.0: 7.5 20.0 7.1 69.1 50.9 83.6 78.0: 16.4 22.0
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 : 169: 29 42 44 68 77 126 134:
Old : 169: 29 42 44 68 77 126 134:
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 : 18.5 18.0 30.4 26.0 14.2 17.8 25.1 25.1
Old : 18.5 18.0 30.4 26.0 14.2 17.8 25.1 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,401: 0 229 65 6,876 6,819 6,941 7,113: 460 288
Old : 7,401: 0 229 65 6,876 6,819 6,941 7,113: 460 288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 391: 0 -91 0 242 410 242 319: 149 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.9 92.9 92.1 93.8 96.1: 6.2 3.9
Old : 100.0: 0.0 3.1 0.9 92.9 92.1 93.8 96.1: 6.2 3.9
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 2 1 15 18 16 20:
Old : 20: 0 2 1 15 18 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 72.4 83.9 84.9 29.4 28.2 33.8 33.8
Old : 69.5 72.4 83.9 84.9 29.4 28.2 33.8 33.8
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 with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 185,815: 51,581 20,083 30,676 72,683 112,217 154,940 162,976: 30,874 22,838
Old : 165,231: 49,157 17,068 26,234 61,656 100,572 137,047 143,874: 28,184 21,357
Other: 20,584: 4,323 4,914 2,543 11,027 11,645 17,894 19,103: 2,690 1,481
: : :
: : Changes in Commitments from: January 5, 2010 :
: 2,019: -3,573 433 4,903 2,296 -7,310 3,626 -1,974: -1,607 3,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.8 16.5 39.1 60.4 83.4 87.7: 16.6 12.3
Old : 100.0: 29.8 10.3 15.9 37.3 60.9 82.9 87.1: 17.1 12.9
Other: 100.0: 21.0 23.9 12.4 53.6 56.6 86.9 92.8: 13.1 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 54 35 46 58 53 144 111:
Old : 167: 57 34 46 58 52 143 110:
Other: 52: 6 12 11 28 14 43 30:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 38.0 27.1 49.2 15.6 32.4 24.6 41.0
Old : 16.6 36.7 27.5 48.5 14.9 32.6 24.2 41.5
Other: 42.5 58.0 55.6 78.7 42.1 56.2 54.3 68.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,445: 5,573 1,069 918 6,146 13,298 12,638 15,285: 3,807 1,160
Old : 14,912: 5,384 968 826 5,257 12,222 11,467 14,016: 3,445 896
Other: 1,533: 197 109 84 889 1,076 1,171 1,269: 362 263
: : :
: : Changes in Commitments from: January 5, 2010 :
: 148: -462 114 24 415 -323 -23 -185: 172 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 6.5 5.6 37.4 80.9 76.8 92.9: 23.2 7.1
Old : 100.0: 36.1 6.5 5.5 35.3 82.0 76.9 94.0: 23.1 6.0
Other: 100.0: 12.9 7.1 5.5 58.0 70.2 76.4 82.8: 23.6 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 34 9 9 30 20 69 33:
Old : 79: 34 8 9 29 19 68 31:
Other: 23: 2 4 4 5 11 11 16:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 64.1 33.6 77.4 23.7 60.5 32.4 73.3
Old : 20.9 67.5 30.8 79.7 20.7 63.8 29.7 75.6
Other: 69.7 52.9 76.0 73.3 68.6 52.9 70.9 70.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 926,645: 278,395 135,154 58,311 499,429 598,365 836,136 791,830: 90,509 134,815
Old : 926,645: 278,395 135,154 58,311 499,429 598,365 836,136 791,830: 90,509 134,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 55,857: 40,337 -9,798 4,865 13,032 48,462 58,234 43,529: -2,377 12,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.6 6.3 53.9 64.6 90.2 85.5: 9.8 14.5
Old : 100.0: 30.0 14.6 6.3 53.9 64.6 90.2 85.5: 9.8 14.5
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 : 220: 37 52 34 75 115 129 184:
Old : 220: 37 52 34 75 115 129 184:
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 : 37.8 20.2 45.8 26.9 35.7 18.1 42.7 23.9
Old : 37.8 20.2 45.8 26.9 35.7 18.1 42.7 23.9
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 with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,671,970: 113,402 324,917 226,429 1,060,619 802,965 1,400,450 1,354,311: 271,519 317,659
Old : 1,671,970: 113,402 324,917 226,429 1,060,619 802,965 1,400,450 1,354,311: 271,519 317,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 31,440: -31,703 -3,325 2,521 41,312 37,982 12,130 37,178: 19,310 -5,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 19.4 13.5 63.4 48.0 83.8 81.0: 16.2 19.0
Old : 100.0: 6.8 19.4 13.5 63.4 48.0 83.8 81.0: 16.2 19.0
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 : 243: 43 55 64 120 125 197 210:
Old : 243: 43 55 64 120 125 197 210:
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 : 19.8 19.4 27.5 27.0 14.1 15.7 19.1 18.8
Old : 19.8 19.4 27.5 27.0 14.1 15.7 19.1 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 839,037: 64,389 74,719 57,319 553,150 498,625 674,857 630,662: 164,180 208,375
Old : 839,037: 64,389 74,719 57,319 553,150 498,625 674,857 630,662: 164,180 208,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 36,785: -30,768 -15,009 23,985 49,533 47,385 42,750 56,362: -5,965 -19,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.9 6.8 65.9 59.4 80.4 75.2: 19.6 24.8
Old : 100.0: 7.7 8.9 6.8 65.9 59.4 80.4 75.2: 19.6 24.8
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 : 145: 24 24 26 74 80 109 119:
Old : 145: 24 24 26 74 80 109 119:
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 : 24.0 17.1 34.9 27.2 15.6 13.9 24.8 20.1
Old : 24.0 17.1 34.9 27.2 15.6 13.9 24.8 20.1
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 with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 850,681: 64,571 63,848 268,658 477,574 471,106 810,803 803,612: 39,878 47,069
Old : 850,681: 64,571 63,848 268,658 477,574 471,106 810,803 803,612: 39,878 47,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 66,520: 15,430 11,915 16,923 33,531 34,602 65,884 63,440: 635 3,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.5 31.6 56.1 55.4 95.3 94.5: 4.7 5.5
Old : 100.0: 7.6 7.5 31.6 56.1 55.4 95.3 94.5: 4.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 29 32 46 54 60 104 120:
Old : 128: 29 32 46 54 60 104 120:
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 : 32.0 26.3 49.9 40.3 18.8 7.4 23.5 12.8
Old : 32.0 26.3 49.9 40.3 18.8 7.4 23.5 12.8
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 with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 66,318: 24,683 7,630 1,207 25,776 43,538 51,665 52,375: 14,653 13,943
Old : 66,318: 24,683 7,630 1,207 25,776 43,538 51,665 52,375: 14,653 13,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -2,771: -2,841 988 506 -1,383 -8,374 -3,719 -6,880: 947 4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 11.5 1.8 38.9 65.7 77.9 79.0: 22.1 21.0
Old : 100.0: 37.2 11.5 1.8 38.9 65.7 77.9 79.0: 22.1 21.0
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 : 84: 27 13 4 24 31 51 48:
Old : 84: 27 13 4 24 31 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 29.9 27.3 48.5 15.2 29.9 26.6 43.9
Old : 15.2 29.9 27.3 48.5 15.2 29.9 26.6 43.9
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 with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,842: 9,495 12,102 0 1,970 640 11,465 12,742: 1,377 100
Old : 12,842: 9,495 12,102 0 1,970 640 11,465 12,742: 1,377 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -167: -219 -229 0 42 63 -177 -166: 10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 94.2 0.0 15.3 5.0 89.3 99.2: 10.7 0.8
Old : 100.0: 73.9 94.2 0.0 15.3 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: 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 : 73.5 96.0 86.1 99.2 73.5 96.0 86.1 99.2
Old : 73.5 96.0 86.1 99.2 73.5 96.0 86.1 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,655: 213 2,564 174 8,923 6,327 9,310 9,065: 345 590
Old : 9,655: 213 2,564 174 8,923 6,327 9,310 9,065: 345 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 70: 86 294 -3 51 -123 134 168: -64 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 26.6 1.8 92.4 65.5 96.4 93.9: 3.6 6.1
Old : 100.0: 2.2 26.6 1.8 92.4 65.5 96.4 93.9: 3.6 6.1
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 : 41: 4 12 2 13 13 18 26:
Old : 41: 4 12 2 13 13 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 46.8 87.2 68.5 69.2 46.8 81.7 66.3
Old : 69.2 46.8 87.2 68.5 69.2 46.8 81.7 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 18,427: 1,982 651 0 16,370 17,701 18,352 18,352: 75 75
Old : 18,427: 1,982 651 0 16,370 17,701 18,352 18,352: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 3,873: -355 568 0 4,237 3,338 3,882 3,906: -9 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.5 0.0 88.8 96.1 99.6 99.6: 0.4 0.4
Old : 100.0: 10.8 3.5 0.0 88.8 96.1 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 4 0 9 11 16 15:
Old : 30: 7 4 0 9 11 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 80.6 95.6 93.3 75.5 80.6 94.6 91.6
Old : 75.5 80.6 95.6 93.3 75.5 80.6 94.6 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010