WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 16, 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 : 442,610: 77,602 128,797 73,456 257,038 185,307 408,096 387,560: 34,514 55,050
Old : 225,651: 53,881 105,332 18,808 132,536 71,062 205,225 195,202: 20,426 30,449
Other: 216,959: 45,657 45,401 32,712 124,502 114,245 202,871 192,358: 14,088 24,601
: : :
: : Changes in Commitments from: February 9, 2010 :
: 8,030: 5,110 -4,152 1,399 228 11,151 6,737 8,398: 1,293 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 29.1 16.6 58.1 41.9 92.2 87.6: 7.8 12.4
Old : 100.0: 23.9 46.7 8.3 58.7 31.5 90.9 86.5: 9.1 13.5
Other: 100.0: 21.0 20.9 15.1 57.4 52.7 93.5 88.7: 6.5 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 101 142 136 74 98 282 299:
Old : 345: 99 134 79 61 80 213 253:
Other: 267: 69 88 70 50 87 169 203:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 14.4 41.0 21.8 24.0 11.2 39.2 17.0
Old : 33.1 11.6 47.6 19.7 32.7 11.6 47.2 19.5
Other: 30.2 22.4 42.3 33.3 28.4 19.4 39.3 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 16, 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 : 1,173,842: 257,594 168,558 171,201 618,777 566,864 1,047,572 906,623: 126,270 267,219
Old : 860,386: 179,596 191,202 105,932 474,564 392,367 760,092 689,501: 100,294 170,885
Other: 313,456: 130,309 29,667 12,958 144,213 174,497 287,480 217,122: 25,976 96,334
: : :
: : Changes in Commitments from: February 9, 2010 :
: 28,207: 1,575 14 26,279 1,792 5,805 29,646 32,098: -1,439 -3,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.4 14.6 52.7 48.3 89.2 77.2: 10.8 22.8
Old : 100.0: 20.9 22.2 12.3 55.2 45.6 88.3 80.1: 11.7 19.9
Other: 100.0: 41.6 9.5 4.1 46.0 55.7 91.7 69.3: 8.3 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 173 137 210 200 261 493 550:
Old : 653: 157 168 174 191 242 454 507:
Other: 459: 110 82 49 81 222 214 338:
:----------------------------------------------------------------------------------------------------
: 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 12.8 26.6 17.9 16.9 11.8 25.6 16.1
Old : 22.3 12.7 32.5 18.9 22.2 11.9 32.0 17.4
Other: 26.3 16.4 37.4 23.0 26.2 16.2 36.7 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 16, 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 : 13,997: 2,959 2,404 181 8,136 9,875 11,276 12,460: 2,721 1,537
Old : 10,045: 2,643 2,146 110 4,723 6,477 7,476 8,733: 2,569 1,312
Other: 3,952: 316 258 71 3,413 3,398 3,800 3,727: 152 225
: : :
: : Changes in Commitments from: February 9, 2010 :
: 264: 124 75 113 -613 -285 -376 -97: 640 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 17.2 1.3 58.1 70.6 80.6 89.0: 19.4 11.0
Old : 100.0: 26.3 21.4 1.1 47.0 64.5 74.4 86.9: 25.6 13.1
Other: 100.0: 8.0 6.5 1.8 86.4 86.0 96.2 94.3: 3.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 12 3 17 14 31 29:
Old : 44: 13 11 2 14 10 28 23:
Other: 21: 4 1 2 8 10 13 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 : 37.6 54.4 56.5 70.7 34.6 50.8 50.3 66.9
Old : 40.3 58.2 56.4 74.3 40.3 58.1 56.4 74.2
Other: 67.7 65.2 93.6 86.3 64.3 65.2 83.9 83.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 16, 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 : 482,183: 94,637 75,034 85,679 255,952 224,404 436,268 385,117: 45,915 97,066
Old : 363,253: 82,522 63,111 53,555 190,644 183,000 326,721 299,666: 36,532 63,587
Other: 118,930: 38,446 38,254 5,793 65,308 41,404 109,547 85,451: 9,383 33,479
: : :
: : Changes in Commitments from: February 9, 2010 :
: 3,464: 1,276 -13,175 3,880 -6,217 10,036 -1,061 741: 4,525 2,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.6 17.8 53.1 46.5 90.5 79.9: 9.5 20.1
Old : 100.0: 22.7 17.4 14.7 52.5 50.4 89.9 82.5: 10.1 17.5
Other: 100.0: 32.3 32.2 4.9 54.9 34.8 92.1 71.8: 7.9 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 116 125 161 104 140 333 349:
Old : 417: 123 125 122 98 133 299 321:
Other: 264: 60 79 29 51 102 128 196:
:----------------------------------------------------------------------------------------------------
: 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 16.4 28.6 22.7 17.0 15.4 25.8 20.2
Old : 20.8 20.0 31.1 27.2 20.6 18.3 30.6 24.4
Other: 36.4 16.3 48.7 24.8 35.6 15.7 47.7 24.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,970: 11,571 715 683 79 1,833 12,333 3,231: 2,637 11,739
Old : 6,403: 3,877 970 404 79 380 4,360 1,754: 2,043 4,649
Other: 8,567: 7,949 0 24 0 1,453 7,973 1,477: 594 7,090
: : :
: : Changes in Commitments from: February 9, 2010 :
: -215: 20 -125 111 -4 52 127 38: -342 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 4.8 4.6 0.5 12.2 82.4 21.6: 17.6 78.4
Old : 100.0: 60.5 15.1 6.3 1.2 5.9 68.1 27.4: 31.9 72.6
Other: 100.0: 92.8 0.0 0.3 0.0 17.0 93.1 17.2: 6.9 82.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 2 9 2 6 15 16:
Old : 20: 11 3 6 2 6 13 15:
Other: 18: 12 0 3 0 6 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 55.7 13.4 73.2 18.8 54.5 11.7 71.5 16.5
Old : 49.8 21.4 64.1 26.4 47.0 20.0 58.2 20.9
Other: 60.8 13.2 84.5 17.2 60.8 13.2 84.2 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 16, 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 : 289,899: 52,122 32,910 59,916 149,376 173,521 261,414 266,347: 28,485 23,552
Old : 252,741: 41,308 36,999 48,592 137,912 145,906 227,812 231,497: 24,929 21,244
Other: 37,158: 17,777 2,874 4,361 11,464 27,615 33,602 34,850: 3,556 2,308
: : :
: : Changes in Commitments from: February 9, 2010 :
: -37: 1,119 -7,144 1,632 -1,659 8,239 1,092 2,727: -1,129 -2,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 11.4 20.7 51.5 59.9 90.2 91.9: 9.8 8.1
Old : 100.0: 16.3 14.6 19.2 54.6 57.7 90.1 91.6: 9.9 8.4
Other: 100.0: 47.8 7.7 11.7 30.9 74.3 90.4 93.8: 9.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 69 63 87 60 61 185 182:
Old : 238: 63 75 81 59 58 178 175:
Other: 85: 32 15 18 25 19 64 47:
:----------------------------------------------------------------------------------------------------
: 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 26.4 31.8 38.4 16.3 23.9 24.7 34.2
Old : 20.2 23.2 34.3 36.1 18.3 22.8 29.0 32.3
Other: 34.1 54.2 55.8 69.9 33.5 52.5 52.3 66.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 16, 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 : 667,028: 42,281 150,109 9,158 495,529 364,797 546,968 524,064: 120,060 142,964
Old : 667,028: 42,281 150,109 9,158 495,529 364,797 546,968 524,064: 120,060 142,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -3,810: -273 359 889 1,042 -7,700 1,658 -6,452: -5,468 2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.5 1.4 74.3 54.7 82.0 78.6: 18.0 21.4
Old : 100.0: 6.3 22.5 1.4 74.3 54.7 82.0 78.6: 18.0 21.4
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 : 149: 21 30 15 68 74 99 109:
Old : 149: 21 30 15 68 74 99 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 20.6 34.3 29.8 17.3 19.4 30.1 28.1
Old : 21.0 20.6 34.3 29.8 17.3 19.4 30.1 28.1
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 - Futures Only, February 16, 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 : 8,274: 55 382 92 7,902 7,625 8,049 8,099: 225 175
Old : 8,274: 55 382 92 7,902 7,625 8,049 8,099: 225 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 167: 0 46 -21 203 187 182 212: -15 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.6 1.1 95.5 92.2 97.3 97.9: 2.7 2.1
Old : 100.0: 0.7 4.6 1.1 95.5 92.2 97.3 97.9: 2.7 2.1
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 : 23: 1 3 1 17 19 19 22:
Old : 23: 1 3 1 17 19 19 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 : 73.4 72.3 84.7 85.0 20.3 20.2 26.7 27.3
Old : 73.4 72.3 84.7 85.0 20.3 20.2 26.7 27.3
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, February 16, 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 : 206,310: 55,259 31,857 27,768 91,377 119,225 174,404 178,850: 31,906 27,460
Old : 172,869: 47,370 26,652 22,887 74,971 98,966 145,228 148,505: 27,641 24,364
Other: 33,441: 9,217 6,533 3,553 16,406 20,259 29,176 30,345: 4,265 3,096
: : :
: : Changes in Commitments from: February 9, 2010 :
: 4,885: 2,116 98 195 1,332 6,124 3,643 6,417: 1,242 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.4 13.5 44.3 57.8 84.5 86.7: 15.5 13.3
Old : 100.0: 27.4 15.4 13.2 43.4 57.2 84.0 85.9: 16.0 14.1
Other: 100.0: 27.6 19.5 10.6 49.1 60.6 87.2 90.7: 12.8 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 50 37 53 61 52 146 123:
Old : 169: 55 36 52 60 50 142 121:
Other: 74: 15 19 15 33 15 58 41:
:----------------------------------------------------------------------------------------------------
: 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 36.6 27.0 47.6 16.6 31.1 26.5 38.8
Old : 16.4 35.7 27.3 45.6 16.1 28.7 26.7 36.6
Other: 31.9 53.4 50.1 67.8 31.9 51.0 49.8 64.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 16, 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 : 16,175: 4,899 1,413 692 7,383 12,599 12,974 14,704: 3,201 1,471
Old : 14,091: 4,897 1,421 426 5,920 11,157 11,243 13,004: 2,848 1,087
Other: 2,084: 123 113 145 1,463 1,442 1,731 1,700: 353 384
: : :
: : Changes in Commitments from: February 9, 2010 :
: 510: 184 202 80 102 183 366 465: 144 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.7 4.3 45.6 77.9 80.2 90.9: 19.8 9.1
Old : 100.0: 34.8 10.1 3.0 42.0 79.2 79.8 92.3: 20.2 7.7
Other: 100.0: 5.9 5.4 7.0 70.2 69.2 83.1 81.6: 16.9 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 26 7 10 29 22 61 39:
Old : 76: 26 9 8 26 21 57 36:
Other: 27: 4 1 6 10 13 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 59.8 34.9 72.4 20.9 56.2 34.4 66.2
Old : 22.7 63.6 37.6 76.1 22.7 61.0 36.8 69.9
Other: 60.4 48.5 72.3 67.3 60.4 47.5 69.8 64.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 16, 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 : 1,010,873: 321,275 136,650 48,343 543,694 700,200 913,312 885,193: 97,561 125,680
Old : 1,010,873: 321,275 136,650 48,343 543,694 700,200 913,312 885,193: 97,561 125,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 15,610: -10,255 9,105 5,150 15,760 -4,850 10,655 9,405: 4,955 6,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 13.5 4.8 53.8 69.3 90.3 87.6: 9.7 12.4
Old : 100.0: 31.8 13.5 4.8 53.8 69.3 90.3 87.6: 9.7 12.4
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 : 238: 41 51 20 78 123 131 182:
Old : 238: 41 51 20 78 123 131 182:
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 : 32.8 21.1 42.0 27.4 30.5 17.6 38.3 22.9
Old : 32.8 21.1 42.0 27.4 30.5 17.6 38.3 22.9
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, February 16, 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 : 1,433,093: 164,972 309,807 60,764 939,833 783,246 1,165,569 1,153,817: 267,524 279,276
Old : 1,433,093: 164,972 309,807 60,764 939,833 783,246 1,165,569 1,153,817: 267,524 279,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 22,702: 18,325 21,857 2,841 4,976 12,719 26,142 37,417: -3,440 -14,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 21.6 4.2 65.6 54.7 81.3 80.5: 18.7 19.5
Old : 100.0: 11.5 21.6 4.2 65.6 54.7 81.3 80.5: 18.7 19.5
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 : 255: 42 52 40 111 116 177 184:
Old : 255: 42 52 40 111 116 177 184:
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 : 28.2 21.8 35.8 31.7 24.9 16.6 31.1 23.9
Old : 28.2 21.8 35.8 31.7 24.9 16.6 31.1 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 16, 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 : 950,138: 133,131 148,271 20,824 592,224 571,216 746,179 740,311: 203,959 209,827
Old : 950,138: 133,131 148,271 20,824 592,224 571,216 746,179 740,311: 203,959 209,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 9,144: -2,712 14,469 5,040 -3,229 -9,850 -901 9,659: 10,045 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.6 2.2 62.3 60.1 78.5 77.9: 21.5 22.1
Old : 100.0: 14.0 15.6 2.2 62.3 60.1 78.5 77.9: 21.5 22.1
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 : 150: 18 32 12 67 78 92 115:
Old : 150: 18 32 12 67 78 92 115:
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 18.2 34.8 28.5 16.2 13.6 26.8 21.4
Old : 21.9 18.2 34.8 28.5 16.2 13.6 26.8 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 16, 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 : 590,370: 67,176 72,089 71,205 415,350 407,247 553,731 550,541: 36,639 39,829
Old : 590,370: 67,176 72,089 71,205 415,350 407,247 553,731 550,541: 36,639 39,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 39,064: 4,730 3,384 10,749 23,664 28,228 39,143 42,361: -79 -3,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 12.2 12.1 70.4 69.0 93.8 93.3: 6.2 6.7
Old : 100.0: 11.4 12.2 12.1 70.4 69.0 93.8 93.3: 6.2 6.7
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 : 125: 17 32 30 60 61 97 109:
Old : 125: 17 32 30 60 61 97 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 30.9 49.8 41.1 27.9 12.7 33.1 18.8
Old : 37.3 30.9 49.8 41.1 27.9 12.7 33.1 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 16, 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 : 14,149: 2,646 1,845 3 8,976 9,117 11,625 10,965: 2,524 3,184
Old : 14,149: 2,646 1,845 3 8,976 9,117 11,625 10,965: 2,524 3,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 572: 40 19 2 500 500 542 521: 30 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.0 0.0 63.4 64.4 82.2 77.5: 17.8 22.5
Old : 100.0: 18.7 13.0 0.0 63.4 64.4 82.2 77.5: 17.8 22.5
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 : 24: 4 4 1 7 9 12 13:
Old : 24: 4 4 1 7 9 12 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 : 60.0 49.2 75.7 65.6 60.0 49.2 75.7 65.6
Old : 60.0 49.2 75.7 65.6 60.0 49.2 75.7 65.6
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, February 16, 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 : 65,138: 18,074 12,783 743 33,939 40,187 52,756 53,713: 12,382 11,425
Old : 65,138: 18,074 12,783 743 33,939 40,187 52,756 53,713: 12,382 11,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 3,828: 3 4,985 300 3,560 -1,375 3,863 3,910: -35 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 19.6 1.1 52.1 61.7 81.0 82.5: 19.0 17.5
Old : 100.0: 27.7 19.6 1.1 52.1 61.7 81.0 82.5: 19.0 17.5
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 : 96: 30 18 8 28 32 61 55:
Old : 96: 30 18 8 28 32 61 55:
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 : 23.5 31.2 36.5 47.5 23.5 29.5 36.1 44.9
Old : 23.5 31.2 36.5 47.5 23.5 29.5 36.1 44.9
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, February 16, 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 : 12,683: 8,374 12,563 0 3,911 117 12,285 12,680: 398 3
Old : 12,683: 8,374 12,563 0 3,911 117 12,285 12,680: 398 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 12: -128 7 0 140 27 12 34: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 99.1 0.0 30.8 0.9 96.9 100.0: 3.1 0.0
Old : 100.0: 66.0 99.1 0.0 30.8 0.9 96.9 100.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 0 3 2 13 7:
Old : 20: 10 5 0 3 2 13 7:
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 : 73.8 98.5 92.2 100.0 73.8 98.5 92.2 100.0
Old : 73.8 98.5 92.2 100.0 73.8 98.5 92.2 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, February 16, 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 : 10,354: 426 1,686 792 8,992 7,785 10,210 10,263: 144 91
Old : 10,354: 426 1,686 792 8,992 7,785 10,210 10,263: 144 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 972: -284 370 554 726 121 996 1,045: -24 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.3 7.6 86.8 75.2 98.6 99.1: 1.4 0.9
Old : 100.0: 4.1 16.3 7.6 86.8 75.2 98.6 99.1: 1.4 0.9
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 : 40: 5 9 2 15 15 21 25:
Old : 40: 5 9 2 15 15 21 25:
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 : 56.7 59.6 85.0 79.5 56.7 54.4 71.5 68.0
Old : 56.7 59.6 85.0 79.5 56.7 54.4 71.5 68.0
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, February 16, 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 : 19,412: 7,039 1,568 0 12,162 17,696 19,201 19,264: 211 148
Old : 19,412: 7,039 1,568 0 12,162 17,696 19,201 19,264: 211 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 1,333: 1,651 760 0 -347 566 1,304 1,326: 29 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 8.1 0.0 62.7 91.2 98.9 99.2: 1.1 0.8
Old : 100.0: 36.3 8.1 0.0 62.7 91.2 98.9 99.2: 1.1 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 : 35: 9 4 0 9 15 18 19:
Old : 35: 9 4 0 9 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 59.8 91.0 81.3 69.1 59.8 91.0 79.5
Old : 69.1 59.8 91.0 81.3 69.1 59.8 91.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2010