WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 482,540: 78,022 97,115 114,774 255,066 213,071 447,862 424,960: 34,678 57,580
Old : 307,446: 66,673 86,677 59,234 158,889 125,136 284,796 271,048: 22,649 36,397
Other: 175,094: 32,909 31,997 33,980 96,177 87,934 163,066 153,911: 12,028 21,183
: : :
: : Changes in Commitments from: January 12, 2010 :
: 23,100: -1,222 6,799 8,123 14,706 3,705 21,607 18,627: 1,493 4,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.1 23.8 52.9 44.2 92.8 88.1: 7.2 11.9
Old : 100.0: 21.7 28.2 19.3 51.7 40.7 92.6 88.2: 7.4 11.8
Other: 100.0: 18.8 18.3 19.4 54.9 50.2 93.1 87.9: 6.9 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 119 133 137 84 102 288 301:
Old : 356: 118 124 105 74 92 243 273:
Other: 242: 62 73 77 56 91 164 200:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 17.9 37.4 24.8 21.3 15.0 35.0 20.5
Old : 30.4 19.1 41.9 26.5 30.4 17.1 41.3 24.3
Other: 32.2 22.8 43.3 33.3 29.3 20.2 37.9 25.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,410,976: 269,266 102,381 332,039 678,776 671,530 1,280,081 1,105,950: 130,895 305,026
Old : 1,062,864: 203,602 147,015 222,265 531,120 487,030 956,986 856,310: 105,878 206,554
Other: 348,112: 127,211 16,913 48,227 147,657 184,500 323,095 249,640: 25,017 98,472
: : :
: : Changes in Commitments from: January 12, 2010 :
: 26,921: -57,451 32,074 22,624 62,936 -45,966 28,108 8,731: -1,187 18,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.3 23.5 48.1 47.6 90.7 78.4: 9.3 21.6
Old : 100.0: 19.2 13.8 20.9 50.0 45.8 90.0 80.6: 10.0 19.4
Other: 100.0: 36.5 4.9 13.9 42.4 53.0 92.8 71.7: 7.2 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 191 137 224 232 293 530 574:
Old : 666: 157 177 203 226 282 507 546:
Other: 456: 118 61 92 92 240 241 367:
:----------------------------------------------------------------------------------------------------
: 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 13.0 23.7 18.3 14.6 10.7 22.2 14.7
Old : 18.3 12.3 27.0 18.0 18.0 9.8 26.3 13.8
Other: 22.1 16.5 33.9 23.3 21.4 15.2 33.1 20.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 14,226: 1,414 1,341 1,792 8,422 9,498 11,628 12,631: 2,598 1,595
Old : 11,772: 1,277 1,341 1,448 6,659 7,594 9,383 10,383: 2,389 1,389
Other: 2,453: 177 39 305 1,763 1,904 2,245 2,248: 209 205
: : :
: : Changes in Commitments from: January 12, 2010 :
: 469: -1,455 1,181 816 855 -1,835 216 162: 253 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.4 12.6 59.2 66.8 81.7 88.8: 18.3 11.2
Old : 100.0: 10.8 11.4 12.3 56.6 64.5 79.7 88.2: 20.3 11.8
Other: 100.0: 7.2 1.6 12.4 71.9 77.6 91.5 91.6: 8.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 7 3 18 16 30 26:
Old : 41: 11 8 3 16 12 28 22:
Other: 17: 1 2 2 7 10 9 13:
:----------------------------------------------------------------------------------------------------
: 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 : 44.7 52.6 61.9 74.4 34.2 46.2 44.9 57.7
Old : 44.8 58.0 62.5 77.0 38.4 49.1 49.9 61.4
Other: 82.0 61.5 91.5 87.1 67.1 61.5 74.4 74.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 578,356: 106,054 61,180 159,859 263,039 258,404 528,952 479,443: 49,404 98,913
Old : 459,644: 87,918 56,500 121,518 210,161 215,361 419,597 393,379: 40,047 66,265
Other: 118,712: 34,466 21,010 22,011 52,878 43,043 109,355 86,064: 9,357 32,648
: : :
: : Changes in Commitments from: January 12, 2010 :
: 23,809: -9,469 4,833 16,368 18,408 2,214 25,307 23,415: -1,498 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.6 27.6 45.5 44.7 91.5 82.9: 8.5 17.1
Old : 100.0: 19.1 12.3 26.4 45.7 46.9 91.3 85.6: 8.7 14.4
Other: 100.0: 29.0 17.7 18.5 44.5 36.3 92.1 72.5: 7.9 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 478: 155 130 193 112 164 378 396:
Old : 470: 159 129 174 110 157 361 377:
Other: 270: 68 60 65 51 122 155 215:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 16.3 25.0 24.4 13.1 12.7 20.3 18.0
Old : 16.9 18.3 27.1 26.8 16.5 13.9 25.0 20.1
Other: 28.7 17.0 44.2 27.0 27.4 15.6 39.9 22.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,206: 11,654 1,137 627 0 1,544 12,281 3,308: 2,925 11,898
Old : 7,264: 4,479 1,382 354 0 437 4,833 2,173: 2,431 5,091
Other: 7,942: 7,420 0 28 0 1,107 7,448 1,135: 494 6,807
: : :
: : Changes in Commitments from: January 12, 2010 :
: 192: -81 -130 118 0 53 37 41: 155 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 7.5 4.1 0.0 10.2 80.8 21.8: 19.2 78.2
Old : 100.0: 61.7 19.0 4.9 0.0 6.0 66.5 29.9: 33.5 70.1
Other: 100.0: 93.4 0.0 0.4 0.0 13.9 93.8 14.3: 6.2 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 15 3 8 0 4 16 14:
Old : 22: 14 4 5 0 4 14 13:
Other: 16: 12 0 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 : 49.3 14.2 67.8 21.1 47.5 12.6 65.5 17.6
Old : 40.7 23.3 56.6 29.2 36.9 21.7 52.7 25.0
Other: 60.5 13.9 84.6 14.3 60.5 13.9 84.3 13.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 253,047: 38,619 30,189 51,197 134,770 148,088 224,586 229,473: 28,462 23,574
Old : 232,662: 33,194 36,142 42,477 130,711 131,676 206,382 210,295: 26,280 22,368
Other: 20,385: 12,908 1,530 1,237 4,058 16,412 18,204 19,179: 2,181 1,206
: : :
: : Changes in Commitments from: January 12, 2010 :
: 5,972: -11,336 4,531 3,073 17,428 -4,083 9,165 3,521: -3,194 2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.9 20.2 53.3 58.5 88.8 90.7: 11.2 9.3
Old : 100.0: 14.3 15.5 18.3 56.2 56.6 88.7 90.4: 11.3 9.6
Other: 100.0: 63.3 7.5 6.1 19.9 80.5 89.3 94.1: 10.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 54 65 62 55 58 153 153:
Old : 202: 54 70 62 54 56 150 151:
Other: 58: 14 12 11 18 22 38 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 26.1 29.3 36.2 17.2 22.7 24.3 31.6
Old : 20.2 24.7 31.7 34.9 19.1 21.6 27.0 30.8
Other: 58.8 48.7 77.3 68.0 54.0 47.3 71.2 65.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 734,644: 53,736 148,960 42,544 515,579 378,963 611,858 570,467: 122,786 164,177
Old : 734,644: 53,736 148,960 42,544 515,579 378,963 611,858 570,467: 122,786 164,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -8,989: -2,001 48 -9,909 2,045 220 -9,864 -9,640: 875 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.3 5.8 70.2 51.6 83.3 77.7: 16.7 22.3
Old : 100.0: 7.3 20.3 5.8 70.2 51.6 83.3 77.7: 16.7 22.3
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 : 171: 27 42 39 76 81 130 135:
Old : 171: 27 42 39 76 81 130 135:
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 : 17.7 18.0 30.5 26.3 13.8 17.8 25.3 25.5
Old : 17.7 18.0 30.5 26.3 13.8 17.8 25.3 25.5
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 with Delta-adjusted Options and Futures Combined, January 19, 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 : 6,570: 0 221 54 6,196 6,071 6,250 6,346: 320 224
Old : 6,570: 0 221 54 6,196 6,071 6,250 6,346: 320 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -831: 0 -8 -11 -680 -748 -691 -767: -140 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.8 94.3 92.4 95.1 96.6: 4.9 3.4
Old : 100.0: 0.0 3.4 0.8 94.3 92.4 95.1 96.6: 4.9 3.4
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 : 21: 0 3 2 14 18 16 21:
Old : 21: 0 3 2 14 18 16 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 : 67.2 69.8 84.0 82.6 20.5 19.8 26.7 25.1
Old : 67.2 69.8 84.0 82.6 20.5 19.8 26.7 25.1
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 19, 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 : 189,823: 50,228 18,755 31,315 75,104 116,040 156,648 166,110: 33,175 23,713
Old : 166,516: 49,181 18,027 23,739 63,395 102,915 136,315 144,681: 30,200 21,834
Other: 23,307: 6,033 5,713 2,591 11,709 13,125 20,333 21,429: 2,975 1,879
: : :
: : Changes in Commitments from: January 12, 2010 :
: 4,008: -1,353 -1,328 639 2,421 3,822 1,708 3,133: 2,301 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 9.9 16.5 39.6 61.1 82.5 87.5: 17.5 12.5
Old : 100.0: 29.5 10.8 14.3 38.1 61.8 81.9 86.9: 18.1 13.1
Other: 100.0: 25.9 24.5 11.1 50.2 56.3 87.2 91.9: 12.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 51 36 47 57 54 140 113:
Old : 163: 55 34 46 57 53 138 112:
Other: 60: 9 13 14 32 14 51 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 39.6 26.4 50.9 15.7 34.5 24.2 43.2
Old : 16.3 39.4 26.9 50.8 15.2 35.3 24.4 45.0
Other: 40.2 59.8 51.9 76.5 40.2 57.4 51.2 67.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 17,077: 5,243 1,513 1,128 6,846 12,932 13,217 15,573: 3,860 1,503
Old : 15,352: 5,047 1,413 1,045 5,843 11,700 11,934 14,158: 3,418 1,194
Other: 1,725: 197 101 83 1,003 1,232 1,283 1,415: 442 309
: : :
: : Changes in Commitments from: January 12, 2010 :
: 632: -331 444 210 700 -366 579 288: 52 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.9 6.6 40.1 75.7 77.4 91.2: 22.6 8.8
Old : 100.0: 32.9 9.2 6.8 38.1 76.2 77.7 92.2: 22.3 7.8
Other: 100.0: 11.4 5.8 4.8 58.2 71.4 74.4 82.1: 25.6 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 9 7 32 18 67 32:
Old : 79: 32 8 7 32 17 67 30:
Other: 22: 2 2 3 7 11 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 60.1 31.9 73.1 21.1 56.1 30.9 68.2
Old : 19.9 62.9 30.8 75.1 19.9 58.9 29.8 70.4
Other: 61.5 49.1 73.2 70.2 60.9 47.4 66.4 66.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 954,471: 271,506 131,435 73,517 517,000 617,818 862,023 822,770: 92,448 131,701
Old : 954,471: 271,506 131,435 73,517 517,000 617,818 862,023 822,770: 92,448 131,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 27,826: -6,889 -3,718 15,205 17,570 19,453 25,887 30,941: 1,939 -3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 13.8 7.7 54.2 64.7 90.3 86.2: 9.7 13.8
Old : 100.0: 28.4 13.8 7.7 54.2 64.7 90.3 86.2: 9.7 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 : 230: 36 53 33 81 121 136 188:
Old : 230: 36 53 33 81 121 136 188:
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 : 34.8 19.9 43.3 27.1 31.7 17.7 39.5 23.6
Old : 34.8 19.9 43.3 27.1 31.7 17.7 39.5 23.6
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 19, 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 : 1,692,290: 108,890 255,730 225,359 1,079,983 889,041 1,414,233 1,370,130: 278,058 322,160
Old : 1,692,290: 108,890 255,730 225,359 1,079,983 889,041 1,414,233 1,370,130: 278,058 322,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 20,321: -4,511 -69,187 -1,070 19,364 86,076 13,782 15,819: 6,538 4,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 15.1 13.3 63.8 52.5 83.6 81.0: 16.4 19.0
Old : 100.0: 6.4 15.1 13.3 63.8 52.5 83.6 81.0: 16.4 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 : 246: 41 55 63 124 131 202 212:
Old : 246: 41 55 63 124 131 202 212:
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 : 19.4 17.2 27.3 25.2 13.4 13.1 18.1 16.7
Old : 19.4 17.2 27.3 25.2 13.4 13.1 18.1 16.7
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 19, 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 : 851,314: 58,803 75,944 54,306 554,316 504,120 667,425 634,370: 183,889 216,944
Old : 851,314: 58,803 75,944 54,306 554,316 504,120 667,425 634,370: 183,889 216,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 12,277: -5,586 1,226 -3,012 1,166 5,495 -7,433 3,708: 19,710 8,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.9 6.4 65.1 59.2 78.4 74.5: 21.6 25.5
Old : 100.0: 6.9 8.9 6.4 65.1 59.2 78.4 74.5: 21.6 25.5
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 : 140: 22 21 26 74 79 106 116:
Old : 140: 22 21 26 74 79 106 116:
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 : 23.8 15.7 34.2 26.3 15.2 12.4 23.9 19.9
Old : 23.8 15.7 34.2 26.3 15.2 12.4 23.9 19.9
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 19, 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 : 889,053: 68,386 69,011 273,612 496,918 491,982 838,916 834,605: 50,137 54,448
Old : 889,053: 68,386 69,011 273,612 496,918 491,982 838,916 834,605: 50,137 54,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 38,372: 3,815 5,163 4,954 19,344 20,875 28,113 30,993: 10,259 7,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.8 30.8 55.9 55.3 94.4 93.9: 5.6 6.1
Old : 100.0: 7.7 7.8 30.8 55.9 55.3 94.4 93.9: 5.6 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 : 134: 29 33 45 61 66 111 125:
Old : 134: 29 33 45 61 66 111 125:
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 : 32.5 26.1 51.3 39.8 19.2 6.6 22.8 11.5
Old : 32.5 26.1 51.3 39.8 19.2 6.6 22.8 11.5
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 with Delta-adjusted Options and Futures Combined, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,614: 2,440 2,035 0 7,533 6,856 9,973 8,891: 2,641 3,723
Old : 12,614: 2,440 2,035 0 7,533 6,856 9,973 8,891: 2,641 3,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.1 0.0 59.7 54.4 79.1 70.5: 20.9 29.5
Old : 100.0: 19.3 16.1 0.0 59.7 54.4 79.1 70.5: 20.9 29.5
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 : 20: 4 4 0 6 6 10 10:
Old : 20: 4 4 0 6 6 10 10:
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 : 55.9 51.7 73.7 66.4 55.9 51.7 73.7 66.4
Old : 55.9 51.7 73.7 66.4 55.9 51.7 73.7 66.4
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 19, 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 : 72,654: 28,334 8,648 530 28,334 50,412 57,199 59,591: 15,455 13,063
Old : 72,654: 28,334 8,648 530 28,334 50,412 57,199 59,591: 15,455 13,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 6,336: 3,651 1,018 -676 2,558 6,874 5,533 7,216: 803 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.9 0.7 39.0 69.4 78.7 82.0: 21.3 18.0
Old : 100.0: 39.0 11.9 0.7 39.0 69.4 78.7 82.0: 21.3 18.0
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 : 94: 31 17 4 26 33 60 51:
Old : 94: 31 17 4 26 33 60 51:
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 : 17.3 29.6 28.6 47.0 17.3 27.9 28.0 44.5
Old : 17.3 29.6 28.6 47.0 17.3 27.9 28.0 44.5
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 19, 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 : 12,502: 9,337 11,818 0 2,174 584 11,511 12,402: 991 100
Old : 12,502: 9,337 11,818 0 2,174 584 11,511 12,402: 991 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -340: -158 -284 0 204 -56 46 -340: -386 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 94.5 0.0 17.4 4.7 92.1 99.2: 7.9 0.8
Old : 100.0: 74.7 94.5 0.0 17.4 4.7 92.1 99.2: 7.9 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: 9 6 0 3 2 12 8:
Old : 20: 9 6 0 3 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 : 76.5 96.2 88.8 99.2 76.5 96.2 88.8 99.2
Old : 76.5 96.2 88.8 99.2 76.5 96.2 88.8 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 19, 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 : 10,361: 252 2,697 250 9,509 6,841 10,011 9,788: 350 573
Old : 10,361: 252 2,697 250 9,509 6,841 10,011 9,788: 350 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 706: 39 133 76 586 514 701 723: 5 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 26.0 2.4 91.8 66.0 96.6 94.5: 3.4 5.5
Old : 100.0: 2.4 26.0 2.4 91.8 66.0 96.6 94.5: 3.4 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 : 42: 5 12 2 11 16 17 29:
Old : 42: 5 12 2 11 16 17 29:
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 : 72.5 41.5 89.1 63.8 72.5 41.4 80.0 60.9
Old : 72.5 41.5 89.1 63.8 72.5 41.4 80.0 60.9
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 with Delta-adjusted Options and Futures Combined, January 19, 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 : 23,950: 3,186 166 0 20,571 23,687 23,757 23,853: 193 97
Old : 23,950: 3,186 166 0 20,571 23,687 23,757 23,853: 193 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 5,523: 1,204 -485 0 4,201 5,986 5,405 5,501: 118 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.7 0.0 85.9 98.9 99.2 99.6: 0.8 0.4
Old : 100.0: 13.3 0.7 0.0 85.9 98.9 99.2 99.6: 0.8 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 : 31: 10 2 0 9 11 19 13:
Old : 31: 10 2 0 9 11 19 13:
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 : 75.6 81.3 92.2 95.6 75.6 81.3 92.2 94.3
Old : 75.6 81.3 92.2 95.6 75.6 81.3 92.2 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010