WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 28, 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 : 494,772: 106,386 96,087 66,454 278,015 270,452 450,855 432,993: 43,917 61,779
Old : 361,549: 99,988 90,759 28,903 197,057 202,089 325,948 321,751: 35,601 39,798
Other: 133,223: 26,241 25,171 17,708 80,958 68,363 124,907 111,242: 8,316 21,981
: : :
: : Changes in Commitments from: September 21, 2010 :
: 3,313: -8,637 3,925 6,128 7,209 -6,839 4,700 3,214: -1,387 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 19.4 13.4 56.2 54.7 91.1 87.5: 8.9 12.5
Old : 100.0: 27.7 25.1 8.0 54.5 55.9 90.2 89.0: 9.8 11.0
Other: 100.0: 19.7 18.9 13.3 60.8 51.3 93.8 83.5: 6.2 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 148 137 129 93 123 325 318:
Old : 418: 155 126 95 74 113 281 286:
Other: 244: 45 73 39 57 105 133 197:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 18.3 34.5 26.5 20.2 13.7 31.4 19.2
Old : 25.3 23.1 36.8 31.5 24.6 20.6 34.0 27.2
Other: 37.5 19.7 51.8 28.6 35.1 15.7 45.4 21.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 28, 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 : 1,449,581: 577,927 108,774 157,692 556,376 929,934 1,291,995 1,196,400: 157,586 253,181
Old : 1,262,092: 534,896 130,812 94,047 497,222 822,413 1,126,165 1,047,272: 135,927 214,820
Other: 187,489: 93,282 28,213 13,394 59,154 107,521 165,830 149,128: 21,659 38,361
: : :
: : Changes in Commitments from: September 21, 2010 :
: 7,935: -3,051 -6,490 4,092 273 5,815 1,314 3,417: 6,621 4,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 7.5 10.9 38.4 64.2 89.1 82.5: 10.9 17.5
Old : 100.0: 42.4 10.4 7.5 39.4 65.2 89.2 83.0: 10.8 17.0
Other: 100.0: 49.8 15.0 7.1 31.6 57.3 88.4 79.5: 11.6 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 898: 289 142 182 187 386 550 662:
Old : 889: 269 173 148 176 379 516 636:
Other: 572: 117 102 24 77 310 204 428:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 11.8 22.1 19.2 13.9 11.1 21.6 18.3
Old : 15.0 12.7 23.9 20.0 14.8 12.5 23.5 19.3
Other: 25.9 20.2 37.1 27.2 25.5 18.1 34.9 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 28, 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 : 12,447: 3,929 256 119 5,551 10,633 9,599 11,008: 2,848 1,439
Old : 12,223: 3,734 256 117 5,546 10,441 9,397 10,814: 2,826 1,409
Other: 224: 197 2 0 5 192 202 194: 22 30
: : :
: : Changes in Commitments from: September 21, 2010 :
: 81: 18 17 -47 162 95 133 65: -52 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 2.1 1.0 44.6 85.4 77.1 88.4: 22.9 11.6
Old : 100.0: 30.5 2.1 1.0 45.4 85.4 76.9 88.5: 23.1 11.5
Other: 100.0: 87.9 0.9 0.0 2.2 85.7 90.2 86.6: 9.8 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 3 4 13 11 35 17:
Old : 43: 19 3 3 13 11 34 16:
Other: 7: 2 1 0 1 3 3 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 : 29.0 67.2 44.9 81.1 28.2 61.2 44.0 75.2
Old : 29.5 68.4 45.5 81.1 28.8 62.4 44.4 75.1
Other: 90.2 86.6 90.2 86.6 90.2 86.6 90.2 86.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 28, 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 : 603,508: 219,717 39,518 83,164 241,995 398,972 544,876 521,654: 58,632 81,854
Old : 558,937: 214,815 50,304 63,818 226,189 372,494 504,822 486,616: 54,115 72,321
Other: 44,571: 23,901 8,213 347 15,806 26,478 40,054 35,038: 4,517 9,533
: : :
: : Changes in Commitments from: September 21, 2010 :
: 42,509: 21,474 4,362 8,759 8,413 25,565 38,646 38,686: 3,863 3,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 6.5 13.8 40.1 66.1 90.3 86.4: 9.7 13.6
Old : 100.0: 38.4 9.0 11.4 40.5 66.6 90.3 87.1: 9.7 12.9
Other: 100.0: 53.6 18.4 0.8 35.5 59.4 89.9 78.6: 10.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 228 88 128 102 195 399 374:
Old : 555: 219 113 112 97 192 380 366:
Other: 245: 59 44 7 33 126 94 176:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 25.4 21.2 35.6 12.7 23.2 20.2 30.1
Old : 13.3 26.3 21.2 36.9 13.0 24.1 20.6 31.2
Other: 36.3 25.7 49.8 35.0 36.2 24.1 48.3 32.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 28, 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 : 28,984: 25,274 2,773 794 19 7,132 26,087 10,699: 2,897 18,285
Old : 24,947: 21,780 3,158 392 19 6,049 22,191 9,599: 2,756 15,348
Other: 4,037: 3,891 12 5 0 1,083 3,896 1,100: 141 2,937
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,819: 1,400 499 428 0 310 1,828 1,237: -9 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 9.6 2.7 0.1 24.6 90.0 36.9: 10.0 63.1
Old : 100.0: 87.3 12.7 1.6 0.1 24.2 89.0 38.5: 11.0 61.5
Other: 100.0: 96.4 0.3 0.1 0.0 26.8 96.5 27.2: 3.5 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 20 7 11 1 15 23 31:
Old : 42: 17 9 11 1 15 23 31:
Other: 27: 12 1 1 0 14 12 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 : 63.2 12.7 78.8 20.6 63.1 12.7 77.5 20.6
Old : 66.0 12.1 80.3 20.8 65.9 12.1 80.2 20.7
Other: 73.2 19.9 90.6 24.1 73.2 19.9 90.6 24.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 28, 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 : 319,074: 113,863 33,124 38,764 129,715 229,796 282,342 301,684: 36,732 17,390
Old : 308,820: 114,192 34,400 36,846 121,651 220,924 272,689 292,170: 36,131 16,650
Other: 10,254: 1,328 381 261 8,064 8,872 9,653 9,514: 601 740
: : :
: : Changes in Commitments from: September 21, 2010 :
: 8,251: 17,181 1,233 -1,050 -5,891 7,931 10,240 8,114: -1,989 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 10.4 12.1 40.7 72.0 88.5 94.5: 11.5 5.5
Old : 100.0: 37.0 11.1 11.9 39.4 71.5 88.3 94.6: 11.7 5.4
Other: 100.0: 13.0 3.7 2.5 78.6 86.5 94.1 92.8: 5.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 97 57 91 58 63 224 177:
Old : 276: 99 61 89 58 63 222 177:
Other: 36: 13 4 5 12 8 29 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 35.6 21.9 47.1 12.2 31.3 20.5 42.2
Old : 12.6 34.2 21.5 46.2 12.4 31.4 21.1 42.8
Other: 70.8 80.0 83.4 89.9 70.8 78.5 83.4 86.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 28, 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 : 676,868: 78,361 79,796 20,175 427,868 456,623 526,404 556,594: 150,464 120,274
Old : 676,868: 78,361 79,796 20,175 427,868 456,623 526,404 556,594: 150,464 120,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 10,454: 3,239 11,329 -537 5,856 -8,713 8,558 2,079: 1,896 8,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.8 3.0 63.2 67.5 77.8 82.2: 22.2 17.8
Old : 100.0: 11.6 11.8 3.0 63.2 67.5 77.8 82.2: 22.2 17.8
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 : 159: 30 26 16 76 68 118 98:
Old : 159: 30 26 16 76 68 118 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 23.9 30.1 39.6 19.0 22.3 28.2 37.7
Old : 20.6 23.9 30.1 39.6 19.0 22.3 28.2 37.7
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 28, 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 : 226,274: 39,348 22,144 1,172 139,562 173,986 180,082 197,302: 46,192 28,972
Old : 226,274: 39,348 22,144 1,172 139,562 173,986 180,082 197,302: 46,192 28,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 3,312: 3,275 -1,398 -15 -222 8,849 3,038 7,436: 274 -4,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.8 0.5 61.7 76.9 79.6 87.2: 20.4 12.8
Old : 100.0: 17.4 9.8 0.5 61.7 76.9 79.6 87.2: 20.4 12.8
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 : 47: 8 5 3 22 25 32 31:
Old : 47: 8 5 3 22 25 32 31:
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 : 32.2 54.9 49.3 68.7 29.4 53.5 46.5 67.1
Old : 32.2 54.9 49.3 68.7 29.4 53.5 46.5 67.1
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, September 28, 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 : 10,138: 995 1,228 307 8,686 8,494 9,988 10,029: 150 109
Old : 10,138: 995 1,228 307 8,686 8,494 9,988 10,029: 150 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 409: 9 117 10 476 295 495 422: -86 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.1 3.0 85.7 83.8 98.5 98.9: 1.5 1.1
Old : 100.0: 9.8 12.1 3.0 85.7 83.8 98.5 98.9: 1.5 1.1
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 : 36: 7 4 4 22 22 32 27:
Old : 36: 7 4 4 22 22 32 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 : 61.4 60.1 77.1 79.6 20.8 23.6 28.2 31.6
Old : 61.4 60.1 77.1 79.6 20.8 23.6 28.2 31.6
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 28, 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 : 207,421: 76,504 16,978 19,344 71,104 152,733 166,952 189,055: 40,469 18,366
Old : 200,617: 76,045 18,612 16,506 68,374 147,333 160,925 182,451: 39,692 18,166
Other: 6,804: 2,869 776 428 2,730 5,400 6,027 6,604: 777 200
: : :
: : Changes in Commitments from: September 21, 2010 :
: -5,697: -3,154 1,672 1,573 -5,892 -10,251 -7,473 -7,006: 1,776 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 8.2 9.3 34.3 73.6 80.5 91.1: 19.5 8.9
Old : 100.0: 37.9 9.3 8.2 34.1 73.4 80.2 90.9: 19.8 9.1
Other: 100.0: 42.2 11.4 6.3 40.1 79.4 88.6 97.1: 11.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 71 34 50 58 54 163 116:
Old : 191: 72 35 49 58 54 162 116:
Other: 38: 11 6 6 15 10 30 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 : 10.6 45.8 18.8 56.4 10.4 40.6 18.3 49.3
Old : 11.0 45.4 19.4 55.8 10.8 40.6 18.9 49.2
Other: 48.3 75.7 69.7 90.1 47.8 73.3 68.3 84.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 28, 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 : 17,802: 5,549 4,236 1,420 5,838 10,510 12,807 16,166: 4,995 1,636
Old : 17,734: 5,593 4,238 1,374 5,773 10,489 12,740 16,101: 4,994 1,633
Other: 68: 2 44 0 65 21 67 65: 1 3
: : :
: : Changes in Commitments from: September 21, 2010 :
: 31: 228 -206 -14 160 542 374 322: -343 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 23.8 8.0 32.8 59.0 71.9 90.8: 28.1 9.2
Old : 100.0: 31.5 23.9 7.7 32.6 59.1 71.8 90.8: 28.2 9.2
Other: 100.0: 2.9 64.7 0.0 95.6 30.9 98.5 95.6: 1.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 41 18 10 24 20 75 42:
Old : 96: 42 18 10 23 20 74 42:
Other: 5: 1 1 0 2 1 3 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 : 23.5 38.1 33.2 56.1 23.5 37.8 32.4 55.2
Old : 23.6 38.3 33.3 56.2 23.6 38.2 32.5 55.7
Other: 98.5 95.6 98.5 95.6 98.5 95.6 98.5 95.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 28, 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 : 723,573: 177,224 147,410 6,372 425,507 456,011 609,103 609,793: 114,470 113,780
Old : 723,573: 177,224 147,410 6,372 425,507 456,011 609,103 609,793: 114,470 113,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,874: 9,482 -16,399 718 -12,725 20,773 -2,525 5,092: 4,399 -3,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.4 0.9 58.8 63.0 84.2 84.3: 15.8 15.7
Old : 100.0: 24.5 20.4 0.9 58.8 63.0 84.2 84.3: 15.8 15.7
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 : 208: 32 44 15 77 101 120 150:
Old : 208: 32 44 15 77 101 120 150:
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 : 20.4 19.4 32.6 28.6 17.6 17.6 27.8 25.3
Old : 20.4 19.4 32.6 28.6 17.6 17.6 27.8 25.3
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 28, 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 : 1,653,910: 216,519 181,404 16,672 1,127,026 1,132,676 1,360,217 1,330,752: 293,693 323,158
Old : 1,653,910: 216,519 181,404 16,672 1,127,026 1,132,676 1,360,217 1,330,752: 293,693 323,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,368: -16,878 1,342 -15,242 26,603 -962 -5,517 -14,862: 9,885 19,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 11.0 1.0 68.1 68.5 82.2 80.5: 17.8 19.5
Old : 100.0: 13.1 11.0 1.0 68.1 68.5 82.2 80.5: 17.8 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 : 256: 46 41 29 107 125 169 179:
Old : 256: 46 41 29 107 125 169 179:
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 : 31.0 23.3 40.8 33.9 28.6 20.2 37.9 29.9
Old : 31.0 23.3 40.8 33.9 28.6 20.2 37.9 29.9
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, September 28, 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 : 941,911: 195,989 69,963 10,675 507,618 620,918 714,282 701,556: 227,629 240,355
Old : 941,911: 195,989 69,963 10,675 507,618 620,918 714,282 701,556: 227,629 240,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 14,859: -2,560 4,410 1,457 10,004 -4,086 8,901 1,781: 5,958 13,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.4 1.1 53.9 65.9 75.8 74.5: 24.2 25.5
Old : 100.0: 20.8 7.4 1.1 53.9 65.9 75.8 74.5: 24.2 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 : 153: 30 25 14 62 74 98 107:
Old : 153: 30 25 14 62 74 98 107:
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 : 19.0 21.2 30.0 30.0 18.5 17.1 28.8 25.3
Old : 19.0 21.2 30.0 30.0 18.5 17.1 28.8 25.3
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 28, 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 : 622,161: 166,141 23,473 74,967 345,478 473,500 586,586 571,940: 35,575 50,221
Old : 622,161: 166,141 23,473 74,967 345,478 473,500 586,586 571,940: 35,575 50,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 24,468: 4,958 2,205 3,845 14,116 22,177 22,919 28,227: 1,549 -3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.8 12.0 55.5 76.1 94.3 91.9: 5.7 8.1
Old : 100.0: 26.7 3.8 12.0 55.5 76.1 94.3 91.9: 5.7 8.1
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 : 108: 34 17 30 50 48 95 85:
Old : 108: 34 17 30 50 48 95 85:
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 : 32.4 43.4 48.7 55.5 22.1 26.4 33.7 34.7
Old : 32.4 43.4 48.7 55.5 22.1 26.4 33.7 34.7
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 28, 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 : 44,430: 17,723 3,744 661 19,989 33,814 38,372 38,218: 6,058 6,212
Old : 44,430: 17,723 3,744 661 19,989 33,814 38,372 38,218: 6,058 6,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5,157: 5,584 -1,954 399 -1,394 6,636 4,589 5,081: 569 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 8.4 1.5 45.0 76.1 86.4 86.0: 13.6 14.0
Old : 100.0: 39.9 8.4 1.5 45.0 76.1 86.4 86.0: 13.6 14.0
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 : 87: 23 10 6 25 37 49 52:
Old : 87: 23 10 6 25 37 49 52:
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 : 26.1 31.3 41.0 51.2 25.0 31.3 39.9 51.2
Old : 26.1 31.3 41.0 51.2 25.0 31.3 39.9 51.2
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 28, 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 : 88,859: 35,445 7,487 1,321 39,978 67,627 76,744 76,435: 12,115 12,424
Old : 88,859: 35,445 7,487 1,321 39,978 67,627 76,744 76,435: 12,115 12,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 10,314: 11,167 -3,908 797 -2,787 13,272 9,177 10,161: 1,137 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 8.4 1.5 45.0 76.1 86.4 86.0: 13.6 14.0
Old : 100.0: 39.9 8.4 1.5 45.0 76.1 86.4 86.0: 13.6 14.0
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 : 87: 23 10 6 25 37 49 52:
Old : 87: 23 10 6 25 37 49 52:
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 : 26.1 31.3 41.0 51.2 25.0 31.3 39.9 51.2
Old : 26.1 31.3 41.0 51.2 25.0 31.3 39.9 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 28, 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 : 11,111: 1,006 2,445 0 9,825 8,541 10,831 10,986: 280 125
Old : 11,111: 1,006 2,445 0 9,825 8,541 10,831 10,986: 280 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,246: 12 1,736 -48 1,286 -443 1,250 1,245: -4 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 22.0 0.0 88.4 76.9 97.5 98.9: 2.5 1.1
Old : 100.0: 9.1 22.0 0.0 88.4 76.9 97.5 98.9: 2.5 1.1
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 : 30: 4 5 0 10 13 14 18:
Old : 30: 4 5 0 10 13 14 18:
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 : 77.7 72.1 92.0 87.5 71.9 60.4 82.1 75.1
Old : 77.7 72.1 92.0 87.5 71.9 60.4 82.1 75.1
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 28, 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 : 35,851: 1,630 2,615 0 33,938 33,047 35,568 35,662: 283 189
Old : 35,851: 1,630 2,615 0 33,938 33,047 35,568 35,662: 283 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 794: -86 14 0 839 666 753 680: 41 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.3 0.0 94.7 92.2 99.2 99.5: 0.8 0.5
Old : 100.0: 4.5 7.3 0.0 94.7 92.2 99.2 99.5: 0.8 0.5
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 : 33: 6 3 0 6 20 12 23:
Old : 33: 6 3 0 6 20 12 23:
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 : 95.1 68.6 98.5 86.7 92.8 68.6 96.2 86.7
Old : 95.1 68.6 98.5 86.7 92.8 68.6 96.2 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010