WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 21, 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 : 491,459: 115,023 92,162 60,326 270,806 277,291 446,155 429,779: 45,304 61,680
Old : 362,587: 107,738 85,361 26,759 190,615 210,798 325,112 322,918: 37,475 39,669
Other: 128,872: 24,524 24,040 16,328 80,191 66,493 121,043 106,861: 7,829 22,011
: : :
: : Changes in Commitments from: September 14, 2010 :
: 212: -6,370 3,547 2,587 326 -7,154 -3,457 -1,020: 3,669 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 18.8 12.3 55.1 56.4 90.8 87.4: 9.2 12.6
Old : 100.0: 29.7 23.5 7.4 52.6 58.1 89.7 89.1: 10.3 10.9
Other: 100.0: 19.0 18.7 12.7 62.2 51.6 93.9 82.9: 6.1 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 163 124 116 90 127 326 300:
Old : 413: 165 112 87 73 117 287 269:
Other: 237: 42 69 36 56 108 124 196:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 19.3 34.2 26.9 20.1 14.6 31.4 20.8
Old : 24.7 23.4 36.5 32.2 24.4 20.5 33.8 28.1
Other: 38.0 18.2 52.2 26.8 35.6 13.0 45.0 18.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 21, 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 : 1,441,646: 580,978 115,264 153,600 556,103 924,119 1,290,681 1,192,983: 150,965 248,663
Old : 1,270,034: 546,058 140,201 90,629 501,551 824,074 1,138,238 1,054,904: 131,796 215,130
Other: 171,612: 86,120 26,263 11,771 54,552 100,045 152,443 138,079: 19,169 33,533
: : :
: : Changes in Commitments from: September 14, 2010 :
: 66,824: 25,099 3,474 19,650 20,611 55,114 65,360 78,238: 1,464 -11,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 8.0 10.7 38.6 64.1 89.5 82.8: 10.5 17.2
Old : 100.0: 43.0 11.0 7.1 39.5 64.9 89.6 83.1: 10.4 16.9
Other: 100.0: 50.2 15.3 6.9 31.8 58.3 88.8 80.5: 11.2 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 925: 297 148 190 187 390 569 676:
Old : 914: 283 169 160 175 380 539 643:
Other: 571: 115 101 24 74 313 197 433:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 12.8 22.8 20.3 14.9 12.1 22.4 19.3
Old : 16.2 12.9 24.6 21.0 16.0 12.7 24.4 20.3
Other: 24.5 20.5 36.5 27.5 24.0 18.4 34.0 24.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 21, 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 : 12,366: 3,911 239 166 5,389 10,538 9,466 10,943: 2,900 1,423
Old : 12,153: 3,716 239 164 5,389 10,350 9,269 10,753: 2,884 1,400
Other: 213: 197 2 0 0 188 197 190: 16 23
: : :
: : Changes in Commitments from: September 14, 2010 :
: 800: 307 -16 60 390 893 757 937: 43 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 1.9 1.3 43.6 85.2 76.5 88.5: 23.5 11.5
Old : 100.0: 30.6 2.0 1.3 44.3 85.2 76.3 88.5: 23.7 11.5
Other: 100.0: 92.5 0.9 0.0 0.0 88.3 92.5 89.2: 7.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 2 3 14 11 36 16:
Old : 43: 20 2 2 14 11 35 15:
Other: 6: 2 1 0 0 3 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 67.5 42.6 81.5 26.9 61.8 42.1 75.7
Old : 27.5 68.7 43.3 81.4 27.4 62.9 42.7 75.5
Other: 92.5 89.2 92.5 89.2 92.5 89.2 92.5 89.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 21, 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 : 560,999: 198,243 35,156 74,405 233,582 373,407 506,230 482,968: 54,769 78,031
Old : 524,061: 194,759 46,097 57,242 220,673 350,729 472,674 454,068: 51,387 69,993
Other: 36,938: 20,519 6,094 128 12,909 22,678 33,556 28,900: 3,382 8,038
: : :
: : Changes in Commitments from: September 14, 2010 :
: 28,284: 17,765 1,084 8,897 -2,034 17,669 24,628 27,650: 3,656 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 6.3 13.3 41.6 66.6 90.2 86.1: 9.8 13.9
Old : 100.0: 37.2 8.8 10.9 42.1 66.9 90.2 86.6: 9.8 13.4
Other: 100.0: 55.5 16.5 0.3 34.9 61.4 90.8 78.2: 9.2 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 217 82 116 106 206 384 365:
Old : 542: 213 95 105 101 202 370 359:
Other: 233: 43 41 7 31 132 79 176:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 25.0 22.1 34.2 13.6 23.2 21.6 30.3
Old : 14.3 26.0 22.6 35.6 14.0 24.1 22.2 31.5
Other: 42.3 29.7 55.2 39.7 42.1 27.6 55.0 37.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 27,165: 23,874 2,274 366 19 6,822 24,259 9,462: 2,906 17,703
Old : 23,943: 21,117 2,448 179 19 5,903 21,315 8,530: 2,628 15,413
Other: 3,222: 2,939 8 5 0 919 2,944 932: 278 2,290
: : :
: : Changes in Commitments from: September 14, 2010 :
: 285: -60 329 75 0 820 15 1,224: 270 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 8.4 1.3 0.1 25.1 89.3 34.8: 10.7 65.2
Old : 100.0: 88.2 10.2 0.7 0.1 24.7 89.0 35.6: 11.0 64.4
Other: 100.0: 91.2 0.2 0.2 0.0 28.5 91.4 28.9: 8.6 71.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 7 7 1 15 20 28:
Old : 40: 16 9 7 1 15 20 28:
Other: 26: 10 1 1 0 15 10 17:
:----------------------------------------------------------------------------------------------------
: 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 : 62.7 12.6 78.0 20.4 62.6 12.6 77.5 20.4
Old : 65.2 12.0 79.9 20.3 65.1 12.0 79.8 20.3
Other: 71.6 21.4 88.5 25.9 71.6 21.4 88.4 25.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 21, 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 : 310,823: 96,682 31,891 39,814 135,606 221,865 272,102 293,570: 38,721 17,253
Old : 301,541: 96,738 33,165 38,169 128,653 213,521 263,560 284,855: 37,981 16,686
Other: 9,282: 1,332 114 257 6,953 8,344 8,542 8,715: 740 567
: : :
: : Changes in Commitments from: September 14, 2010 :
: 29,929: 14,430 -6,476 8,527 3,131 27,534 26,088 29,585: 3,841 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.3 12.8 43.6 71.4 87.5 94.4: 12.5 5.6
Old : 100.0: 32.1 11.0 12.7 42.7 70.8 87.4 94.5: 12.6 5.5
Other: 100.0: 14.4 1.2 2.8 74.9 89.9 92.0 93.9: 8.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 89 56 90 59 67 211 180:
Old : 263: 92 59 87 59 67 209 179:
Other: 35: 12 4 6 11 9 26 17:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 36.5 22.3 47.4 12.4 32.4 21.0 42.4
Old : 13.3 35.2 22.8 46.3 12.7 32.2 21.5 42.7
Other: 66.4 83.5 81.2 90.7 66.4 81.8 81.0 87.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 21, 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 : 666,414: 75,122 68,467 20,712 422,012 465,336 517,846 554,515: 148,568 111,899
Old : 666,414: 75,122 68,467 20,712 422,012 465,336 517,846 554,515: 148,568 111,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,425: -10,847 -17,918 -2,049 8,936 26,126 -3,960 6,159: 5,385 -4,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.3 3.1 63.3 69.8 77.7 83.2: 22.3 16.8
Old : 100.0: 11.3 10.3 3.1 63.3 69.8 77.7 83.2: 22.3 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 31 26 16 77 73 121 103:
Old : 165: 31 26 16 77 73 121 103:
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 : 20.9 25.2 31.1 39.4 19.4 23.7 29.5 37.5
Old : 20.9 25.2 31.1 39.4 19.4 23.7 29.5 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 21, 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 : 222,962: 36,073 23,542 1,187 139,784 165,137 177,044 189,866: 45,918 33,096
Old : 222,962: 36,073 23,542 1,187 139,784 165,137 177,044 189,866: 45,918 33,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,407: 7,975 -2,783 -3,962 -4,838 6,423 -825 -322: 3,232 2,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 10.6 0.5 62.7 74.1 79.4 85.2: 20.6 14.8
Old : 100.0: 16.2 10.6 0.5 62.7 74.1 79.4 85.2: 20.6 14.8
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 : 45: 7 5 3 23 23 32 29:
Old : 45: 7 5 3 23 23 32 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 : 33.3 54.5 50.4 69.5 30.6 53.2 47.7 68.2
Old : 33.3 54.5 50.4 69.5 30.6 53.2 47.7 68.2
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, September 21, 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 : 9,729: 986 1,111 297 8,210 8,199 9,493 9,607: 236 122
Old : 9,729: 986 1,111 297 8,210 8,199 9,493 9,607: 236 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 234: 2 594 -72 395 -191 325 331: -91 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.4 3.1 84.4 84.3 97.6 98.7: 2.4 1.3
Old : 100.0: 10.1 11.4 3.1 84.4 84.3 97.6 98.7: 2.4 1.3
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 : 35: 6 5 5 21 21 31 27:
Old : 35: 6 5 5 21 21 31 27:
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 : 59.5 62.0 75.2 79.8 17.3 21.6 24.2 28.0
Old : 59.5 62.0 75.2 79.8 17.3 21.6 24.2 28.0
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, September 21, 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 : 213,118: 79,658 15,306 17,771 76,996 162,984 174,425 196,061: 38,693 17,057
Old : 206,929: 79,292 17,616 14,946 74,908 157,727 169,146 190,289: 37,783 16,640
Other: 6,189: 2,894 218 297 2,088 5,257 5,279 5,772: 910 417
: : :
: : Changes in Commitments from: September 14, 2010 :
: 8,534: 3,592 2,132 905 868 5,102 5,365 8,139: 3,169 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.2 8.3 36.1 76.5 81.8 92.0: 18.2 8.0
Old : 100.0: 38.3 8.5 7.2 36.2 76.2 81.7 92.0: 18.3 8.0
Other: 100.0: 46.8 3.5 4.8 33.7 84.9 85.3 93.3: 14.7 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 77 32 45 61 47 167 103:
Old : 189: 77 33 44 61 47 166 103:
Other: 32: 10 2 4 14 10 26 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 : 10.8 47.7 18.8 58.6 10.8 42.7 18.7 51.5
Old : 11.2 47.2 19.4 58.0 11.1 42.3 19.3 51.1
Other: 47.3 78.4 70.0 90.5 46.7 75.7 67.6 84.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 21, 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 : 17,771: 5,321 4,442 1,434 5,678 9,968 12,433 15,844: 5,338 1,927
Old : 17,742: 5,334 4,466 1,397 5,677 9,958 12,408 15,821: 5,334 1,921
Other: 29: 24 13 0 1 10 25 23: 4 6
: : :
: : Changes in Commitments from: September 14, 2010 :
: -12: -737 -174 55 219 -17 -463 -136: 451 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 25.0 8.1 32.0 56.1 70.0 89.2: 30.0 10.8
Old : 100.0: 30.1 25.2 7.9 32.0 56.1 69.9 89.2: 30.1 10.8
Other: 100.0: 82.8 44.8 0.0 3.4 34.5 86.2 79.3: 13.8 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 40 20 11 22 19 73 43:
Old : 96: 41 20 11 21 19 72 43:
Other: 4: 1 1 0 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 35.6 33.4 53.8 23.7 35.3 32.8 53.4
Old : 23.8 35.7 33.5 53.8 23.8 35.4 32.8 53.5
Other: 86.2 79.3 86.2 79.3 86.2 79.3 86.2 79.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 21, 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 : 721,699: 167,742 163,809 5,654 438,232 435,238 611,628 604,701: 110,071 116,998
Old : 721,699: 167,742 163,809 5,654 438,232 435,238 611,628 604,701: 110,071 116,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 16,617: 43,005 -17,282 2,281 -30,796 30,659 14,490 15,658: 2,127 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.7 0.8 60.7 60.3 84.7 83.8: 15.3 16.2
Old : 100.0: 23.2 22.7 0.8 60.7 60.3 84.7 83.8: 15.3 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 30 48 14 77 103 118 155:
Old : 212: 30 48 14 77 103 118 155:
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 : 24.2 18.6 35.8 28.0 20.1 17.8 30.5 25.5
Old : 24.2 18.6 35.8 28.0 20.1 17.8 30.5 25.5
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, September 21, 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 : 1,649,542: 233,397 180,062 31,914 1,100,423 1,133,638 1,365,734 1,345,614: 283,808 303,928
Old : 1,649,542: 233,397 180,062 31,914 1,100,423 1,133,638 1,365,734 1,345,614: 283,808 303,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -13,466: 24,046 -3,401 -2,813 -43,955 -1,671 -22,722 -7,885: 9,256 -5,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.9 1.9 66.7 68.7 82.8 81.6: 17.2 18.4
Old : 100.0: 14.1 10.9 1.9 66.7 68.7 82.8 81.6: 17.2 18.4
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 : 270: 58 37 25 113 127 185 175:
Old : 270: 58 37 25 113 127 185 175:
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 : 30.3 21.7 38.3 33.1 27.9 19.3 34.8 28.8
Old : 30.3 21.7 38.3 33.1 27.9 19.3 34.8 28.8
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 - Futures Only, September 21, 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 : 927,052: 198,549 65,553 9,218 497,614 625,004 705,381 699,775: 221,671 227,277
Old : 927,052: 198,549 65,553 9,218 497,614 625,004 705,381 699,775: 221,671 227,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 46,008: 32,157 -8,090 -4,359 1,435 58,094 29,233 45,645: 16,775 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 7.1 1.0 53.7 67.4 76.1 75.5: 23.9 24.5
Old : 100.0: 21.4 7.1 1.0 53.7 67.4 76.1 75.5: 23.9 24.5
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 : 149: 33 20 13 63 75 101 103:
Old : 149: 33 20 13 63 75 101 103:
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 : 20.6 23.8 30.2 33.2 19.7 20.2 28.7 28.3
Old : 20.6 23.8 30.2 33.2 19.7 20.2 28.7 28.3
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, September 21, 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 : 597,693: 161,183 21,268 71,122 331,362 451,323 563,667 543,713: 34,026 53,980
Old : 597,693: 161,183 21,268 71,122 331,362 451,323 563,667 543,713: 34,026 53,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 17,016: 8,322 4,272 3,154 5,804 4,185 17,280 11,611: -264 5,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.6 11.9 55.4 75.5 94.3 91.0: 5.7 9.0
Old : 100.0: 27.0 3.6 11.9 55.4 75.5 94.3 91.0: 5.7 9.0
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 : 106: 33 15 28 50 50 93 84:
Old : 106: 33 15 28 50 50 93 84:
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 : 32.7 42.8 48.8 54.9 21.7 26.8 32.1 34.3
Old : 32.7 42.8 48.8 54.9 21.7 26.8 32.1 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, September 21, 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 : 39,273: 12,139 5,698 262 21,383 27,178 33,784 33,137: 5,489 6,136
Old : 39,273: 12,139 5,698 262 21,383 27,178 33,784 33,137: 5,489 6,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -14,078: 949 -415 -2,544 -10,328 -11,325 -11,923 -14,284: -2,155 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 14.5 0.7 54.4 69.2 86.0 84.4: 14.0 15.6
Old : 100.0: 30.9 14.5 0.7 54.4 69.2 86.0 84.4: 14.0 15.6
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 : 86: 20 12 2 27 36 48 49:
Old : 86: 20 12 2 27 36 48 49:
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 : 28.7 31.2 44.5 49.3 28.2 31.2 44.0 48.9
Old : 28.7 31.2 44.5 49.3 28.2 31.2 44.0 48.9
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, September 21, 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 : 78,545: 24,278 11,395 524 42,765 54,355 67,567 66,274: 10,978 12,271
Old : 78,545: 24,278 11,395 524 42,765 54,355 67,567 66,274: 10,978 12,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -28,156: 1,897 -830 -5,088 -20,655 -22,650 -23,846 -28,568: -4,310 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 14.5 0.7 54.4 69.2 86.0 84.4: 14.0 15.6
Old : 100.0: 30.9 14.5 0.7 54.4 69.2 86.0 84.4: 14.0 15.6
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 : 86: 20 12 2 27 36 48 49:
Old : 86: 20 12 2 27 36 48 49:
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 : 28.7 31.2 44.5 49.3 28.2 31.2 44.0 48.9
Old : 28.7 31.2 44.5 49.3 28.2 31.2 44.0 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 21, 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 : 9,865: 994 709 48 8,539 8,984 9,581 9,741: 284 124
Old : 9,865: 994 709 48 8,539 8,984 9,581 9,741: 284 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -19: 63 -611 48 -238 446 -127 -117: 108 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.2 0.5 86.6 91.1 97.1 98.7: 2.9 1.3
Old : 100.0: 10.1 7.2 0.5 86.6 91.1 97.1 98.7: 2.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 5 1 8 15 13 20:
Old : 30: 4 5 1 8 15 13 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 : 81.4 67.2 93.2 83.0 72.6 54.0 80.4 67.1
Old : 81.4 67.2 93.2 83.0 72.6 54.0 80.4 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, September 21, 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 : 35,057: 1,716 2,601 0 33,099 32,381 34,815 34,982: 242 75
Old : 35,057: 1,716 2,601 0 33,099 32,381 34,815 34,982: 242 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,255: 46 -218 0 1,117 1,610 1,163 1,392: 92 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.4 0.0 94.4 92.4 99.3 99.8: 0.7 0.2
Old : 100.0: 4.9 7.4 0.0 94.4 92.4 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 4 0 6 20 11 24:
Old : 33: 5 4 0 6 20 11 24:
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 : 96.1 70.0 98.8 88.2 96.1 70.0 98.8 88.2
Old : 96.1 70.0 98.8 88.2 96.1 70.0 98.8 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010