WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 524,268: 103,104 105,334 75,729 303,980 283,571 482,813 464,634: 41,455 59,634
Old : 375,503: 97,051 99,862 31,847 212,524 207,004 341,422 338,713: 34,081 36,790
Other: 148,765: 30,128 29,547 19,807 91,456 76,567 141,391 125,921: 7,374 22,844
: : :
: : Changes in Commitments from: October 12, 2010 :
: 11,837: -1,728 -3,090 4,909 7,625 7,562 10,806 9,381: 1,031 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.1 14.4 58.0 54.1 92.1 88.6: 7.9 11.4
Old : 100.0: 25.8 26.6 8.5 56.6 55.1 90.9 90.2: 9.1 9.8
Other: 100.0: 20.3 19.9 13.3 61.5 51.5 95.0 84.6: 5.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 153 140 144 92 130 337 339:
Old : 427: 150 139 104 74 117 286 302:
Other: 265: 58 79 50 62 109 156 212:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 20.1 33.6 28.0 19.4 14.5 30.7 19.3
Old : 24.4 24.7 36.4 33.0 23.0 21.9 33.3 28.1
Other: 34.6 21.1 48.2 29.8 32.5 17.7 43.2 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,530,657: 558,591 127,176 190,900 612,655 959,627 1,362,146 1,277,703: 168,511 252,954
Old : 1,306,252: 487,446 147,393 124,773 551,649 825,396 1,163,868 1,097,562: 142,384 208,690
Other: 224,405: 124,266 32,904 13,006 61,006 134,231 198,278 180,141: 26,127 44,264
: : :
: : Changes in Commitments from: October 12, 2010 :
: 55,123: 2,233 3,555 22,836 27,619 25,923 52,688 52,314: 2,435 2,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 8.3 12.5 40.0 62.7 89.0 83.5: 11.0 16.5
Old : 100.0: 37.3 11.3 9.6 42.2 63.2 89.1 84.0: 10.9 16.0
Other: 100.0: 55.4 14.7 5.8 27.2 59.8 88.4 80.3: 11.6 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 892: 280 141 214 213 386 588 675:
Old : 877: 264 160 181 197 374 545 643:
Other: 604: 128 102 31 96 327 236 453:
:----------------------------------------------------------------------------------------------------
: 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 9.5 20.5 16.5 12.6 8.4 19.5 14.4
Old : 14.9 10.7 22.4 17.2 14.6 9.7 22.2 15.5
Other: 19.9 15.1 28.6 21.3 19.9 14.7 28.6 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,547: 3,762 260 88 6,736 11,603 10,586 11,951: 2,961 1,596
Old : 12,854: 3,634 260 82 6,214 10,970 9,930 11,312: 2,924 1,542
Other: 693: 128 0 6 522 633 656 639: 37 54
: : :
: : Changes in Commitments from: October 12, 2010 :
: 385: 179 54 -18 284 293 445 329: -60 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 1.9 0.6 49.7 85.6 78.1 88.2: 21.9 11.8
Old : 100.0: 28.3 2.0 0.6 48.3 85.3 77.3 88.0: 22.7 12.0
Other: 100.0: 18.5 0.0 0.9 75.3 91.3 94.7 92.2: 5.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 3 3 15 12 36 18:
Old : 43: 19 3 2 15 12 35 17:
Other: 12: 5 0 2 3 4 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 64.4 45.0 79.4 25.7 50.7 40.1 65.7
Old : 29.0 66.6 45.9 79.6 28.0 55.1 42.7 68.1
Other: 91.8 91.3 94.7 92.2 91.5 91.3 93.8 91.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 652,432: 234,735 37,584 77,529 284,386 446,972 596,650 562,085: 55,782 90,347
Old : 586,027: 217,053 46,903 58,321 260,075 403,801 535,449 509,025: 50,578 77,002
Other: 66,405: 35,818 8,817 1,072 24,311 43,171 61,201 53,060: 5,204 13,345
: : :
: : Changes in Commitments from: October 12, 2010 :
: 16,549: 24,859 662 -4,831 -1,801 14,950 18,227 10,781: -1,678 5,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 5.8 11.9 43.6 68.5 91.5 86.2: 8.5 13.8
Old : 100.0: 37.0 8.0 10.0 44.4 68.9 91.4 86.9: 8.6 13.1
Other: 100.0: 53.9 13.3 1.6 36.6 65.0 92.2 79.9: 7.8 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 231 84 140 121 213 421 406:
Old : 581: 228 93 124 115 210 404 393:
Other: 275: 49 61 12 33 150 90 216:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 25.9 22.7 35.4 12.5 24.7 20.8 31.4
Old : 14.5 27.5 24.6 36.4 13.5 26.3 22.1 33.3
Other: 45.0 30.0 63.1 38.3 45.0 29.9 62.9 37.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 19, 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 : 23,442: 19,119 723 1,221 0 3,879 20,340 5,823: 3,102 17,619
Old : 17,759: 14,320 1,226 708 0 2,827 15,028 4,761: 2,731 12,998
Other: 5,683: 5,307 5 5 0 1,052 5,312 1,062: 371 4,621
: : :
: : Changes in Commitments from: October 12, 2010 :
: -6,598: -6,282 -2,686 -811 -32 -2,606 -7,125 -6,103: 527 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 3.1 5.2 0.0 16.5 86.8 24.8: 13.2 75.2
Old : 100.0: 80.6 6.9 4.0 0.0 15.9 84.6 26.8: 15.4 73.2
Other: 100.0: 93.4 0.1 0.1 0.0 18.5 93.5 18.7: 6.5 81.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 4 7 0 7 15 18:
Old : 26: 12 6 7 0 7 15 18:
Other: 19: 12 1 1 0 6 12 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 15.2 78.5 20.8 57.0 12.9 74.1 17.5
Old : 60.0 15.3 77.5 21.5 59.9 12.2 76.0 18.4
Other: 71.0 17.3 90.1 18.7 71.0 17.3 90.1 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 327,351: 112,034 28,857 36,046 139,516 241,584 287,596 306,487: 39,755 20,864
Old : 316,397: 112,486 30,320 33,672 131,101 232,501 277,259 296,493: 39,138 19,904
Other: 10,954: 1,790 779 132 8,415 9,083 10,337 9,994: 617 960
: : :
: : Changes in Commitments from: October 12, 2010 :
: 14,072: -2,471 987 7,004 9,708 5,083 14,241 13,074: -169 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 8.8 11.0 42.6 73.8 87.9 93.6: 12.1 6.4
Old : 100.0: 35.6 9.6 10.6 41.4 73.5 87.6 93.7: 12.4 6.3
Other: 100.0: 16.3 7.1 1.2 76.8 82.9 94.4 91.2: 5.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 106 50 67 55 62 206 154:
Old : 257: 107 56 65 54 62 202 154:
Other: 39: 14 5 5 13 8 30 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 : 15.2 36.5 25.6 47.2 11.8 31.0 19.7 41.3
Old : 15.2 35.2 24.9 46.3 12.3 31.1 20.2 41.7
Other: 68.8 78.8 81.4 88.6 68.8 77.2 81.4 86.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 695,529: 98,486 96,613 10,555 442,544 462,670 551,585 569,838: 143,944 125,691
Old : 695,529: 98,486 96,613 10,555 442,544 462,670 551,585 569,838: 143,944 125,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,639: 1,915 -7,160 1,408 8,905 6,461 12,228 709: -9,589 1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 13.9 1.5 63.6 66.5 79.3 81.9: 20.7 18.1
Old : 100.0: 14.2 13.9 1.5 63.6 66.5 79.3 81.9: 20.7 18.1
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 : 169: 35 25 14 80 75 125 104:
Old : 169: 35 25 14 80 75 125 104:
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 22.3 30.8 36.3 19.4 19.0 28.2 32.7
Old : 20.6 22.3 30.8 36.3 19.4 19.0 28.2 32.7
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 240,425: 38,944 28,568 489 154,816 174,106 194,249 203,163: 46,176 37,262
Old : 240,425: 38,944 28,568 489 154,816 174,106 194,249 203,163: 46,176 37,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 8,231: 960 2,314 259 6,308 3,167 7,527 5,740: 704 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.9 0.2 64.4 72.4 80.8 84.5: 19.2 15.5
Old : 100.0: 16.2 11.9 0.2 64.4 72.4 80.8 84.5: 19.2 15.5
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 : 46: 7 5 2 21 26 29 32:
Old : 46: 7 5 2 21 26 29 32:
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 : 31.9 53.4 51.6 67.4 29.6 52.9 49.1 66.4
Old : 31.9 53.4 51.6 67.4 29.6 52.9 49.1 66.4
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,176: 847 1,191 609 7,430 7,189 8,886 8,989: 290 187
Old : 9,176: 847 1,191 609 7,430 7,189 8,886 8,989: 290 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -273: 25 -186 268 -598 -374 -305 -292: 32 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.0 6.6 81.0 78.3 96.8 98.0: 3.2 2.0
Old : 100.0: 9.2 13.0 6.6 81.0 78.3 96.8 98.0: 3.2 2.0
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 : 33: 5 6 5 20 19 30 25:
Old : 33: 5 6 5 20 19 30 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 : 59.2 53.7 74.5 77.7 24.3 26.6 32.7 36.3
Old : 59.2 53.7 74.5 77.7 24.3 26.6 32.7 36.3
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 200,156: 64,150 19,525 17,684 81,687 145,819 163,521 183,028: 36,635 17,128
Old : 191,507: 63,358 21,020 14,542 78,136 139,229 156,036 174,791: 35,471 16,716
Other: 8,649: 3,111 824 823 3,551 6,590 7,485 8,237: 1,164 412
: : :
: : Changes in Commitments from: October 12, 2010 :
: 7,578: 1,025 -988 742 3,997 7,739 5,764 7,493: 1,814 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 9.8 8.8 40.8 72.9 81.7 91.4: 18.3 8.6
Old : 100.0: 33.1 11.0 7.6 40.8 72.7 81.5 91.3: 18.5 8.7
Other: 100.0: 36.0 9.5 9.5 41.1 76.2 86.5 95.2: 13.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 71 30 41 67 62 163 116:
Old : 196: 70 34 40 67 62 161 116:
Other: 42: 16 3 6 19 11 36 19:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 38.5 19.2 50.3 10.4 31.2 17.8 40.6
Old : 11.4 37.6 20.0 49.6 10.8 30.9 18.6 41.0
Other: 41.7 74.8 61.3 87.1 41.7 73.4 58.7 80.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,906: 4,345 3,286 1,889 6,610 11,304 12,844 16,479: 5,062 1,427
Old : 17,711: 4,391 3,288 1,841 6,448 11,199 12,680 16,328: 5,031 1,383
Other: 195: 2 46 0 162 105 164 151: 31 44
: : :
: : Changes in Commitments from: October 12, 2010 :
: 492: -251 -20 57 82 309 -112 346: 604 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.4 10.5 36.9 63.1 71.7 92.0: 28.3 8.0
Old : 100.0: 24.8 18.6 10.4 36.4 63.2 71.6 92.2: 28.4 7.8
Other: 100.0: 1.0 23.6 0.0 83.1 53.8 84.1 77.4: 15.9 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 33 17 13 26 18 72 41:
Old : 87: 34 17 13 25 18 71 41:
Other: 10: 1 1 0 4 4 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 42.8 32.7 59.4 21.2 41.6 30.4 56.8
Old : 22.3 43.2 32.9 59.7 21.4 42.7 30.5 57.8
Other: 83.1 74.9 84.1 77.4 83.1 74.9 84.1 77.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 735,205: 208,383 127,788 6,977 411,341 488,200 626,701 622,965: 108,504 112,240
Old : 735,205: 208,383 127,788 6,977 411,341 488,200 626,701 622,965: 108,504 112,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -5,789: 17,236 -1,306 -794 -16,954 4,371 -512 2,271: -5,277 -8,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 17.4 0.9 55.9 66.4 85.2 84.7: 14.8 15.3
Old : 100.0: 28.3 17.4 0.9 55.9 66.4 85.2 84.7: 14.8 15.3
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 : 217: 39 42 14 80 102 129 149:
Old : 217: 39 42 14 80 102 129 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 21.5 30.7 30.6 16.0 18.2 25.2 26.2
Old : 18.9 21.5 30.7 30.6 16.0 18.2 25.2 26.2
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,597,756: 259,147 191,800 41,962 973,959 1,048,720 1,275,068 1,282,482: 322,688 315,274
Old : 1,597,756: 259,147 191,800 41,962 973,959 1,048,720 1,275,068 1,282,482: 322,688 315,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -91,855: 2,706 -8,893 13,230 -109,236 -89,378 -93,300 -85,041: 1,445 -6,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.0 2.6 61.0 65.6 79.8 80.3: 20.2 19.7
Old : 100.0: 16.2 12.0 2.6 61.0 65.6 79.8 80.3: 20.2 19.7
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 : 283: 48 57 39 117 132 184 209:
Old : 283: 48 57 39 117 132 184 209:
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 : 19.2 20.7 27.8 29.7 16.9 17.9 24.8 24.7
Old : 19.2 20.7 27.8 29.7 16.9 17.9 24.8 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,049,113: 265,586 102,801 12,468 542,187 696,587 820,241 811,856: 228,872 237,257
Old : 1,049,113: 265,586 102,801 12,468 542,187 696,587 820,241 811,856: 228,872 237,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 56,415: 64,174 4,672 474 -16,322 61,514 48,326 66,660: 8,089 -10,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 9.8 1.2 51.7 66.4 78.2 77.4: 21.8 22.6
Old : 100.0: 25.3 9.8 1.2 51.7 66.4 78.2 77.4: 21.8 22.6
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 : 174: 36 35 17 64 80 107 125:
Old : 174: 36 35 17 64 80 107 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 18.6 26.3 28.1 14.5 15.9 23.5 23.7
Old : 15.5 18.6 26.3 28.1 14.5 15.9 23.5 23.7
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 607,252: 155,652 24,522 76,415 338,987 455,931 571,054 556,868: 36,198 50,384
Old : 607,252: 155,652 24,522 76,415 338,987 455,931 571,054 556,868: 36,198 50,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 10,754: 8,576 1,253 -99 -1,987 6,397 6,490 7,551: 4,264 3,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 4.0 12.6 55.8 75.1 94.0 91.7: 6.0 8.3
Old : 100.0: 25.6 4.0 12.6 55.8 75.1 94.0 91.7: 6.0 8.3
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 : 106: 30 18 26 51 47 92 82:
Old : 106: 30 18 26 51 47 92 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 41.1 50.0 53.6 23.7 24.7 33.4 33.2
Old : 34.3 41.1 50.0 53.6 23.7 24.7 33.4 33.2
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 45,097: 16,844 4,259 372 21,575 35,606 38,791 40,237: 6,306 4,860
Old : 45,097: 16,844 4,259 372 21,575 35,606 38,791 40,237: 6,306 4,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -421: -348 -354 -139 198 63 -288 -430: -133 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 9.4 0.8 47.8 79.0 86.0 89.2: 14.0 10.8
Old : 100.0: 37.4 9.4 0.8 47.8 79.0 86.0 89.2: 14.0 10.8
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 : 94: 27 12 5 28 36 58 50:
Old : 94: 27 12 5 28 36 58 50:
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 : 27.1 37.4 42.6 57.2 26.3 37.4 41.9 57.2
Old : 27.1 37.4 42.6 57.2 26.3 37.4 41.9 57.2
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 90,193: 33,688 8,518 744 43,149 71,211 77,581 80,473: 12,612 9,720
Old : 90,193: 33,688 8,518 744 43,149 71,211 77,581 80,473: 12,612 9,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -841: -695 -707 -277 396 125 -576 -859: -265 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 9.4 0.8 47.8 79.0 86.0 89.2: 14.0 10.8
Old : 100.0: 37.4 9.4 0.8 47.8 79.0 86.0 89.2: 14.0 10.8
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 : 94: 27 12 5 28 36 58 50:
Old : 94: 27 12 5 28 36 58 50:
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 : 27.1 37.4 42.6 57.2 26.3 37.4 41.9 57.2
Old : 27.1 37.4 42.6 57.2 26.3 37.4 41.9 57.2
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,513: 1,202 1,760 0 11,001 10,677 12,203 12,437: 310 76
Old : 12,513: 1,202 1,760 0 11,001 10,677 12,203 12,437: 310 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 419: 14 -1,700 0 429 2,119 443 419: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.1 0.0 87.9 85.3 97.5 99.4: 2.5 0.6
Old : 100.0: 9.6 14.1 0.0 87.9 85.3 97.5 99.4: 2.5 0.6
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 : 33: 5 7 0 12 12 17 19:
Old : 33: 5 7 0 12 12 17 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 : 75.5 76.2 91.0 89.3 70.2 65.8 82.1 78.3
Old : 75.5 76.2 91.0 89.3 70.2 65.8 82.1 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 42,757: 2,026 1,148 0 40,365 41,430 42,391 42,578: 366 179
Old : 42,757: 2,026 1,148 0 40,365 41,430 42,391 42,578: 366 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,743: -203 148 0 1,849 1,542 1,646 1,690: 97 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.7 0.0 94.4 96.9 99.1 99.6: 0.9 0.4
Old : 100.0: 4.7 2.7 0.0 94.4 96.9 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 0 6 18 10 22:
Old : 30: 4 4 0 6 18 10 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 : 93.5 74.9 98.6 89.5 88.7 74.9 93.7 86.0
Old : 93.5 74.9 98.6 89.5 88.7 74.9 93.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010