WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 9, 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 : 524,694: 118,883 110,382 73,143 280,182 280,974 472,208 464,499: 52,486 60,195
Old : 352,516: 106,992 99,048 26,709 174,733 192,523 308,434 318,280: 44,082 34,236
Other: 172,178: 34,761 34,204 23,564 105,449 88,451 163,774 146,219: 8,404 25,959
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,631: 2,397 2,757 -6,739 981 3,377 -3,361 -605: 4,992 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 21.0 13.9 53.4 53.6 90.0 88.5: 10.0 11.5
Old : 100.0: 30.4 28.1 7.6 49.6 54.6 87.5 90.3: 12.5 9.7
Other: 100.0: 20.2 19.9 13.7 61.2 51.4 95.1 84.9: 4.9 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 170 139 149 87 127 350 338:
Old : 438: 172 126 105 68 116 298 298:
Other: 273: 64 82 53 57 106 154 218:
:----------------------------------------------------------------------------------------------------
: 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 21.7 31.8 28.4 19.7 18.2 30.6 22.9
Old : 23.3 26.7 32.6 33.9 23.3 25.0 32.3 31.4
Other: 34.9 21.1 47.6 30.0 32.9 18.6 44.0 24.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 9, 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 : 1,674,251: 586,970 151,362 227,958 669,543 1,033,156 1,484,471 1,412,476: 189,780 261,775
Old : 1,370,967: 500,610 159,111 147,777 564,501 855,581 1,212,888 1,162,469: 158,079 208,498
Other: 303,284: 151,495 57,386 15,046 105,042 177,575 271,583 250,007: 31,701 53,277
: : :
: : Changes in Commitments from: November 2, 2010 :
: 56,051: 17,223 15,073 5,439 20,836 23,660 43,498 44,172: 12,553 11,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 9.0 13.6 40.0 61.7 88.7 84.4: 11.3 15.6
Old : 100.0: 36.5 11.6 10.8 41.2 62.4 88.5 84.8: 11.5 15.2
Other: 100.0: 50.0 18.9 5.0 34.6 58.6 89.5 82.4: 10.5 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 944: 296 145 229 256 413 649 725:
Old : 922: 278 160 189 236 398 601 678:
Other: 644: 125 119 33 106 344 248 486:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 9.4 20.1 15.3 11.9 8.2 18.4 13.8
Old : 14.0 9.6 21.6 15.6 13.8 8.9 21.3 13.9
Other: 22.8 13.9 31.3 19.6 22.6 13.3 30.8 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 9, 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 : 13,820: 3,912 305 128 6,460 11,640 10,500 12,073: 3,320 1,747
Old : 12,916: 3,698 305 128 5,838 10,816 9,664 11,249: 3,252 1,667
Other: 904: 214 0 0 622 824 836 824: 68 80
: : :
: : Changes in Commitments from: November 2, 2010 :
: 134: -2 36 -38 26 -2 -14 -4: 148 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 2.2 0.9 46.7 84.2 76.0 87.4: 24.0 12.6
Old : 100.0: 28.6 2.4 1.0 45.2 83.7 74.8 87.1: 25.2 12.9
Other: 100.0: 23.7 0.0 0.0 68.8 91.2 92.5 91.2: 7.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 5 3 16 11 37 18:
Old : 43: 19 5 3 13 11 33 18:
Other: 13: 5 0 0 5 3 10 3:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 66.0 47.0 80.5 27.7 53.0 42.0 67.3
Old : 31.7 67.9 49.0 79.8 29.4 56.9 44.7 68.7
Other: 80.8 91.2 91.0 91.2 80.8 91.2 91.0 91.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 9, 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 : 628,476: 245,713 40,801 58,433 264,133 441,976 568,279 541,210: 60,197 87,266
Old : 533,923: 216,154 33,555 37,505 227,308 393,507 480,967 464,567: 52,956 69,356
Other: 94,553: 46,750 24,437 3,737 36,825 48,469 87,312 76,643: 7,241 17,910
: : :
: : Changes in Commitments from: November 2, 2010 :
: 14,491: 13,663 15,574 -987 94 -1,729 12,770 12,858: 1,721 1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 6.5 9.3 42.0 70.3 90.4 86.1: 9.6 13.9
Old : 100.0: 40.5 6.3 7.0 42.6 73.7 90.1 87.0: 9.9 13.0
Other: 100.0: 49.4 25.8 4.0 38.9 51.3 92.3 81.1: 7.7 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 224 97 124 99 232 382 422:
Old : 589: 217 102 107 94 224 363 399:
Other: 340: 73 75 22 36 175 124 258:
:----------------------------------------------------------------------------------------------------
: 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 26.1 23.1 35.9 13.7 24.0 21.4 31.4
Old : 16.2 29.5 25.4 39.8 15.8 28.4 24.3 36.1
Other: 33.8 22.4 51.0 31.2 33.2 22.3 48.7 30.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 9, 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 : 23,404: 19,595 1,105 1,257 38 3,922 20,890 6,284: 2,514 17,120
Old : 14,584: 11,474 1,241 1,026 38 2,049 12,538 4,316: 2,046 10,268
Other: 8,820: 8,347 90 5 0 1,873 8,352 1,968: 468 6,852
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,228: 3,384 715 -315 38 1,338 3,107 1,738: 121 1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 4.7 5.4 0.2 16.8 89.3 26.9: 10.7 73.1
Old : 100.0: 78.7 8.5 7.0 0.3 14.0 86.0 29.6: 14.0 70.4
Other: 100.0: 94.6 1.0 0.1 0.0 21.2 94.7 22.3: 5.3 77.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 21 4 6 2 8 23 18:
Old : 33: 20 5 6 2 8 23 18:
Other: 24: 15 1 1 0 8 15 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 15.1 69.9 21.1 45.8 12.7 65.3 17.8
Old : 42.2 16.4 62.3 24.3 41.8 12.0 60.7 19.0
Other: 64.5 16.2 86.0 21.5 64.5 16.2 86.0 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 9, 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 : 374,884: 101,629 35,020 48,600 182,743 269,580 332,972 353,200: 41,912 21,684
Old : 358,789: 104,547 37,867 42,140 172,019 258,000 318,706 338,007: 40,083 20,782
Other: 16,095: 3,362 3,433 180 10,724 11,580 14,266 15,193: 1,829 902
: : :
: : Changes in Commitments from: November 2, 2010 :
: 15,579: -6,572 3,873 1,579 17,403 7,668 12,410 13,120: 3,169 2,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.3 13.0 48.7 71.9 88.8 94.2: 11.2 5.8
Old : 100.0: 29.1 10.6 11.7 47.9 71.9 88.8 94.2: 11.2 5.8
Other: 100.0: 20.9 21.3 1.1 66.6 71.9 88.6 94.4: 11.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 102 54 82 59 62 212 170:
Old : 258: 105 59 78 58 62 207 169:
Other: 58: 21 9 8 19 11 44 25:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 36.4 24.6 46.4 10.7 29.1 17.2 38.2
Old : 14.1 36.0 24.1 46.5 11.2 30.4 18.3 39.4
Other: 52.6 55.4 66.1 84.5 52.6 54.7 66.1 82.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 9, 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 : 681,718: 103,408 106,420 11,769 429,912 423,039 545,089 541,228: 136,629 140,490
Old : 681,718: 103,408 106,420 11,769 429,912 423,039 545,089 541,228: 136,629 140,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 6,226: 22,792 7,747 -3,996 -10,568 -9,361 8,228 -5,610: -2,002 11,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.6 1.7 63.1 62.1 80.0 79.4: 20.0 20.6
Old : 100.0: 15.2 15.6 1.7 63.1 62.1 80.0 79.4: 20.0 20.6
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 : 163: 34 28 22 78 72 125 109:
Old : 163: 34 28 22 78 72 125 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 19.3 28.8 30.3 18.2 17.0 26.8 26.3
Old : 19.3 19.3 28.8 30.3 18.2 17.0 26.8 26.3
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, November 9, 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 : 295,946: 36,374 42,732 644 204,447 211,659 241,465 255,035: 54,481 40,911
Old : 295,946: 36,374 42,732 644 204,447 211,659 241,465 255,035: 54,481 40,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 42,130: 1,940 6,743 55 38,777 31,407 40,772 38,205: 1,358 3,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 14.4 0.2 69.1 71.5 81.6 86.2: 18.4 13.8
Old : 100.0: 12.3 14.4 0.2 69.1 71.5 81.6 86.2: 18.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 7 1 31 30 37 37:
Old : 52: 5 7 1 31 30 37 37:
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 47.9 48.3 63.5 28.8 44.2 46.2 58.6
Old : 30.3 47.9 48.3 63.5 28.8 44.2 46.2 58.6
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, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 8,114: 1,016 940 712 6,036 6,192 7,764 7,844: 350 270
Old : 8,114: 1,016 940 712 6,036 6,192 7,764 7,844: 350 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 8: 80 215 -92 35 -124 23 -1: -15 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.6 8.8 74.4 76.3 95.7 96.7: 4.3 3.3
Old : 100.0: 12.5 11.6 8.8 74.4 76.3 95.7 96.7: 4.3 3.3
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: 9 5 5 15 19 27 26:
Old : 35: 9 5 5 15 19 27 26:
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 : 59.6 50.6 75.0 73.5 33.3 28.8 40.1 39.0
Old : 59.6 50.6 75.0 73.5 33.3 28.8 40.1 39.0
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, November 9, 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 : 198,155: 59,347 14,970 20,452 82,230 150,329 162,029 185,751: 36,126 12,404
Old : 185,447: 57,456 16,912 16,743 76,687 139,790 150,886 173,445: 34,561 12,002
Other: 12,708: 4,385 552 1,215 5,543 10,539 11,143 12,306: 1,565 402
: : :
: : Changes in Commitments from: November 2, 2010 :
: -6,556: -2,468 -4,508 -1,039 -1,510 1,917 -5,017 -3,630: -1,539 -2,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.6 10.3 41.5 75.9 81.8 93.7: 18.2 6.3
Old : 100.0: 31.0 9.1 9.0 41.4 75.4 81.4 93.5: 18.6 6.5
Other: 100.0: 34.5 4.3 9.6 43.6 82.9 87.7 96.8: 12.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 78 27 50 71 61 176 119:
Old : 200: 74 33 49 71 61 173 119:
Other: 64: 25 4 7 26 17 53 27:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 37.9 18.3 50.5 9.7 31.9 16.3 41.7
Old : 10.8 37.6 19.0 49.7 10.3 31.2 17.3 40.7
Other: 31.7 67.7 45.8 80.9 31.5 66.1 44.4 77.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 9, 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 : 18,530: 4,883 2,298 1,599 6,584 13,245 13,066 17,142: 5,464 1,388
Old : 17,998: 4,933 2,297 1,541 6,164 12,993 12,638 16,831: 5,360 1,167
Other: 532: 6 57 2 420 252 428 311: 104 221
: : :
: : Changes in Commitments from: November 2, 2010 :
: 104: -85 -2 26 308 -66 249 -42: -145 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.4 8.6 35.5 71.5 70.5 92.5: 29.5 7.5
Old : 100.0: 27.4 12.8 8.6 34.2 72.2 70.2 93.5: 29.8 6.5
Other: 100.0: 1.1 10.7 0.4 78.9 47.4 80.5 58.5: 19.5 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 38 11 12 25 18 71 37:
Old : 85: 39 11 12 23 18 69 37:
Other: 14: 1 3 1 5 5 6 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 51.2 30.9 67.3 19.8 49.1 28.6 63.6
Old : 21.2 51.9 31.6 68.1 20.4 51.8 29.3 66.5
Other: 76.1 53.4 80.5 58.3 76.1 53.4 80.1 58.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 9, 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 : 731,140: 151,266 162,391 13,145 453,428 448,092 617,839 623,628: 113,301 107,512
Old : 731,140: 151,266 162,391 13,145 453,428 448,092 617,839 623,628: 113,301 107,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 12,790: -28,189 23,798 2,306 40,999 -18,670 15,116 7,434: -2,326 5,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 22.2 1.8 62.0 61.3 84.5 85.3: 15.5 14.7
Old : 100.0: 20.7 22.2 1.8 62.0 61.3 84.5 85.3: 15.5 14.7
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 : 209: 31 47 21 81 101 129 154:
Old : 209: 31 47 21 81 101 129 154:
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 : 27.2 18.8 38.4 28.6 22.8 17.3 33.6 25.6
Old : 27.2 18.8 38.4 28.6 22.8 17.3 33.6 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 9, 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 : 1,565,838: 278,164 219,503 49,612 934,205 971,021 1,261,981 1,240,136: 303,857 325,702
Old : 1,565,838: 278,164 219,503 49,612 934,205 971,021 1,261,981 1,240,136: 303,857 325,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 15,366: 43,040 22,708 -1,312 -44,693 -13,694 -2,965 7,702: 18,331 7,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 14.0 3.2 59.7 62.0 80.6 79.2: 19.4 20.8
Old : 100.0: 17.8 14.0 3.2 59.7 62.0 80.6 79.2: 19.4 20.8
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 : 280: 47 59 37 127 119 196 193:
Old : 280: 47 59 37 127 119 196 193:
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 : 16.7 21.0 24.6 30.2 14.8 19.1 20.9 26.0
Old : 16.7 21.0 24.6 30.2 14.8 19.1 20.9 26.0
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, November 9, 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 : 1,208,127: 267,919 115,137 27,963 712,354 813,422 1,008,236 956,522: 199,891 251,605
Old : 1,208,127: 267,919 115,137 27,963 712,354 813,422 1,008,236 956,522: 199,891 251,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 129,431: 24,267 23,967 7,629 94,661 91,362 126,557 122,958: 2,874 6,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.5 2.3 59.0 67.3 83.5 79.2: 16.5 20.8
Old : 100.0: 22.2 9.5 2.3 59.0 67.3 83.5 79.2: 16.5 20.8
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 : 176: 34 32 25 70 86 117 130:
Old : 176: 34 32 25 70 86 117 130:
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 : 27.3 21.6 37.6 30.7 25.8 19.9 34.8 27.9
Old : 27.3 21.6 37.6 30.7 25.8 19.9 34.8 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 9, 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 : 593,896: 140,333 25,508 76,216 340,716 440,723 557,265 542,447: 36,631 51,449
Old : 593,896: 140,333 25,508 76,216 340,716 440,723 557,265 542,447: 36,631 51,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 35,598: 1,052 2,380 5,588 25,747 23,920 32,387 31,888: 3,211 3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.3 12.8 57.4 74.2 93.8 91.3: 6.2 8.7
Old : 100.0: 23.6 4.3 12.8 57.4 74.2 93.8 91.3: 6.2 8.7
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 : 97: 25 14 24 51 44 86 74:
Old : 97: 25 14 24 51 44 86 74:
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 : 30.0 39.9 45.0 55.0 17.1 24.1 27.9 32.3
Old : 30.0 39.9 45.0 55.0 17.1 24.1 27.9 32.3
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, November 9, 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 : 50,875: 22,612 6,753 204 21,237 38,794 44,053 45,750: 6,822 5,125
Old : 50,875: 22,612 6,753 204 21,237 38,794 44,053 45,750: 6,822 5,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 2,408: 2,661 2,623 -36 436 196 3,062 2,784: -654 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 13.3 0.4 41.7 76.3 86.6 89.9: 13.4 10.1
Old : 100.0: 44.4 13.3 0.4 41.7 76.3 86.6 89.9: 13.4 10.1
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 : 94: 32 12 5 25 32 59 47:
Old : 94: 32 12 5 25 32 59 47:
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 : 22.7 39.1 37.6 59.0 21.8 39.1 36.7 59.0
Old : 22.7 39.1 37.6 59.0 21.8 39.1 36.7 59.0
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, November 9, 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 : 101,749: 45,224 13,505 408 42,473 77,587 88,105 91,500: 13,644 10,249
Old : 101,749: 45,224 13,505 408 42,473 77,587 88,105 91,500: 13,644 10,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 4,815: 5,322 5,246 -71 872 392 6,123 5,567: -1,308 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 13.3 0.4 41.7 76.3 86.6 89.9: 13.4 10.1
Old : 100.0: 44.4 13.3 0.4 41.7 76.3 86.6 89.9: 13.4 10.1
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 : 94: 32 12 5 25 32 59 47:
Old : 94: 32 12 5 25 32 59 47:
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 : 22.7 39.1 37.6 59.0 21.8 39.1 36.7 59.0
Old : 22.7 39.1 37.6 59.0 21.8 39.1 36.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 9, 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 : 15,463: 789 2,303 0 14,407 13,066 15,196 15,369: 267 94
Old : 15,463: 789 2,303 0 14,407 13,066 15,196 15,369: 267 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,029: -135 449 0 1,142 588 1,007 1,037: 22 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 14.9 0.0 93.2 84.5 98.3 99.4: 1.7 0.6
Old : 100.0: 5.1 14.9 0.0 93.2 84.5 98.3 99.4: 1.7 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 : 31: 4 7 0 12 12 16 19:
Old : 31: 4 7 0 12 12 16 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 : 75.8 82.8 93.6 91.8 75.8 74.4 86.1 81.8
Old : 75.8 82.8 93.6 91.8 75.8 74.4 86.1 81.8
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, November 9, 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 : 44,100: 2,363 4,388 250 40,958 39,363 43,571 44,001: 529 99
Old : 44,100: 2,363 4,388 250 40,958 39,363 43,571 44,001: 529 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -1,900: 563 407 250 -2,789 -2,407 -1,976 -1,750: 76 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.0 0.6 92.9 89.3 98.8 99.8: 1.2 0.2
Old : 100.0: 5.4 10.0 0.6 92.9 89.3 98.8 99.8: 1.2 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 : 32: 7 4 1 7 18 15 22:
Old : 32: 7 4 1 7 18 15 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 : 93.0 63.5 97.4 88.6 83.5 62.6 87.8 80.8
Old : 93.0 63.5 97.4 88.6 83.5 62.6 87.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2010