WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 502,231: 104,490 109,282 70,717 287,193 259,230 462,400 439,229: 39,831 63,002
Old : 331,350: 95,777 98,602 24,740 179,925 171,465 300,442 294,807: 30,908 36,543
Other: 170,881: 32,588 34,555 22,102 107,268 87,765 161,958 144,422: 8,923 26,459
: : :
: : Changes in Commitments from: November 9, 2010 :
: -22,463: -14,393 -1,100 -2,426 7,011 -21,744 -9,808 -25,270: -12,655 2,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 21.8 14.1 57.2 51.6 92.1 87.5: 7.9 12.5
Old : 100.0: 28.9 29.8 7.5 54.3 51.7 90.7 89.0: 9.3 11.0
Other: 100.0: 19.1 20.2 12.9 62.8 51.4 94.8 84.5: 5.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 155 133 147 90 122 327 338:
Old : 420: 155 131 100 77 112 280 299:
Other: 274: 63 85 53 56 107 155 219:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 20.0 33.6 26.8 20.1 16.3 31.5 20.9
Old : 24.1 24.0 34.8 31.5 24.1 22.3 33.7 28.6
Other: 35.0 20.0 47.3 29.4 32.7 18.9 44.2 25.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,632,201: 559,943 150,890 218,849 685,568 1,015,234 1,464,360 1,384,973: 167,841 247,228
Old : 1,318,431: 467,395 153,649 142,980 570,362 827,902 1,180,737 1,124,531: 137,694 193,900
Other: 313,770: 151,766 56,459 16,651 115,206 187,332 283,623 260,442: 30,147 53,328
: : :
: : Changes in Commitments from: November 9, 2010 :
: -42,050: -27,027 -472 -9,109 16,025 -17,922 -20,111 -27,503: -21,939 -14,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 9.2 13.4 42.0 62.2 89.7 84.9: 10.3 15.1
Old : 100.0: 35.5 11.7 10.8 43.3 62.8 89.6 85.3: 10.4 14.7
Other: 100.0: 48.4 18.0 5.3 36.7 59.7 90.4 83.0: 9.6 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 927: 279 148 230 268 417 652 718:
Old : 910: 269 156 191 248 403 605 677:
Other: 644: 117 119 36 113 348 248 492:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 9.3 19.9 15.1 11.5 8.0 17.5 13.3
Old : 13.9 9.4 22.0 15.3 13.4 8.6 20.4 13.6
Other: 23.6 14.7 32.3 20.7 23.6 13.0 31.8 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,589: 3,518 368 253 7,098 11,132 10,869 11,753: 2,720 1,836
Old : 12,583: 3,330 369 231 6,362 10,266 9,923 10,866: 2,660 1,717
Other: 1,006: 189 0 21 736 866 946 887: 60 119
: : :
: : Changes in Commitments from: November 9, 2010 :
: -231: -394 63 125 638 -508 369 -320: -600 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.7 1.9 52.2 81.9 80.0 86.5: 20.0 13.5
Old : 100.0: 26.5 2.9 1.8 50.6 81.6 78.9 86.4: 21.1 13.6
Other: 100.0: 18.8 0.0 2.1 73.2 86.1 94.0 88.2: 6.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 5 3 16 11 35 18:
Old : 40: 16 5 3 14 11 32 18:
Other: 15: 6 0 1 6 4 12 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 : 32.3 65.3 49.9 80.5 30.1 51.7 45.0 65.8
Old : 34.0 69.0 51.9 80.1 31.5 57.8 46.8 67.1
Other: 75.0 86.1 90.9 88.2 70.2 83.3 86.0 83.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 617,469: 233,608 38,954 53,787 276,392 436,421 563,787 529,162: 53,682 88,307
Old : 515,236: 207,766 32,214 31,359 229,501 382,405 468,626 445,978: 46,610 69,258
Other: 102,233: 44,816 25,714 3,454 46,891 54,016 95,161 83,184: 7,072 19,049
: : :
: : Changes in Commitments from: November 9, 2010 :
: -11,007: -12,105 -1,847 -4,646 12,259 -5,555 -4,492 -12,048: -6,515 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 6.3 8.7 44.8 70.7 91.3 85.7: 8.7 14.3
Old : 100.0: 40.3 6.3 6.1 44.5 74.2 91.0 86.6: 9.0 13.4
Other: 100.0: 43.8 25.2 3.4 45.9 52.8 93.1 81.4: 6.9 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 204 90 116 99 224 346 407:
Old : 549: 194 94 101 92 216 326 386:
Other: 337: 81 65 16 43 171 133 244:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 24.5 23.5 34.7 13.5 21.9 21.5 29.5
Old : 16.3 28.0 26.5 38.6 15.9 26.0 25.3 33.9
Other: 30.7 21.6 47.6 30.0 30.0 21.5 44.7 29.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 16, 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 : 23,972: 20,381 2,162 667 36 4,101 21,084 6,930: 2,888 17,042
Old : 14,765: 11,740 1,961 662 36 2,175 12,438 4,798: 2,327 9,967
Other: 9,207: 8,641 201 5 0 1,926 8,646 2,132: 561 7,075
: : :
: : Changes in Commitments from: November 9, 2010 :
: 568: 786 1,057 -590 -2 179 194 646: 374 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 9.0 2.8 0.2 17.1 88.0 28.9: 12.0 71.1
Old : 100.0: 79.5 13.3 4.5 0.2 14.7 84.2 32.5: 15.8 67.5
Other: 100.0: 93.9 2.2 0.1 0.0 20.9 93.9 23.2: 6.1 76.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 21 8 3 2 8 23 19:
Old : 37: 21 8 3 2 8 23 19:
Other: 24: 14 2 1 0 8 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 47.8 13.4 68.3 20.2 46.2 13.1 65.7 19.0
Old : 40.5 13.7 59.9 23.3 40.4 12.5 59.3 20.7
Other: 65.6 15.8 87.0 21.4 65.6 15.8 87.0 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 358,487: 96,321 33,469 35,516 190,183 265,650 322,020 334,635: 36,467 23,852
Old : 340,406: 97,869 36,447 30,067 178,127 251,085 306,063 317,599: 34,343 22,807
Other: 18,081: 3,659 2,229 242 12,056 14,565 15,957 17,036: 2,124 1,045
: : :
: : Changes in Commitments from: November 9, 2010 :
: -16,397: -5,308 -1,551 -13,084 7,440 -3,930 -10,952 -18,565: -5,445 2,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 9.3 9.9 53.1 74.1 89.8 93.3: 10.2 6.7
Old : 100.0: 28.8 10.7 8.8 52.3 73.8 89.9 93.3: 10.1 6.7
Other: 100.0: 20.2 12.3 1.3 66.7 80.6 88.3 94.2: 11.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 87 48 72 67 61 195 158:
Old : 234: 92 53 68 66 61 191 156:
Other: 53: 14 8 6 24 12 42 22:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 34.6 27.8 45.9 11.8 26.1 19.3 36.9
Old : 16.1 34.3 27.3 45.1 12.7 27.5 20.4 37.3
Other: 50.1 62.4 63.1 84.9 50.1 61.8 62.8 83.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 647,423: 82,755 68,043 14,318 407,067 419,402 504,140 501,763: 143,283 145,660
Old : 647,423: 82,755 68,043 14,318 407,067 419,402 504,140 501,763: 143,283 145,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -34,295: -20,653 -38,377 2,549 -22,845 -3,637 -40,949 -39,465: 6,654 5,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.5 2.2 62.9 64.8 77.9 77.5: 22.1 22.5
Old : 100.0: 12.8 10.5 2.2 62.9 64.8 77.9 77.5: 22.1 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 28 27 18 76 82 115 117:
Old : 163: 28 27 18 76 82 115 117:
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 : 20.2 21.6 31.0 31.6 18.8 19.5 28.8 28.2
Old : 20.2 21.6 31.0 31.6 18.8 19.5 28.8 28.2
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 312,931: 32,394 45,234 655 220,360 227,038 253,409 272,927: 59,522 40,004
Old : 312,931: 32,394 45,234 655 220,360 227,038 253,409 272,927: 59,522 40,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 16,985: -3,980 2,502 11 15,913 15,379 11,944 17,892: 5,041 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.5 0.2 70.4 72.6 81.0 87.2: 19.0 12.8
Old : 100.0: 10.4 14.5 0.2 70.4 72.6 81.0 87.2: 19.0 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 : 53: 4 8 1 28 29 33 37:
Old : 53: 4 8 1 28 29 33 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 : 29.2 48.2 47.6 63.5 27.5 44.8 45.1 58.9
Old : 29.2 48.2 47.6 63.5 27.5 44.8 45.1 58.9
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,862: 904 778 665 5,959 6,227 7,528 7,670: 334 192
Old : 7,862: 904 778 665 5,959 6,227 7,528 7,670: 334 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -252: -112 -162 -47 -77 35 -236 -174: -16 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.9 8.5 75.8 79.2 95.8 97.6: 4.2 2.4
Old : 100.0: 11.5 9.9 8.5 75.8 79.2 95.8 97.6: 4.2 2.4
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: 7 4 5 17 17 27 23:
Old : 30: 7 4 5 17 17 27 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 : 58.6 49.0 74.7 70.3 35.2 31.1 42.0 41.6
Old : 58.6 49.0 74.7 70.3 35.2 31.1 42.0 41.6
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, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 196,858: 50,449 12,051 22,500 90,745 147,970 163,694 182,521: 33,164 14,337
Old : 176,610: 47,418 14,613 17,105 80,963 131,226 145,486 162,944: 31,124 13,666
Other: 20,248: 5,964 371 2,462 9,782 16,744 18,208 19,577: 2,040 671
: : :
: : Changes in Commitments from: November 9, 2010 :
: -1,297: -8,898 -2,919 2,048 8,515 -2,359 1,665 -3,230: -2,962 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.1 11.4 46.1 75.2 83.2 92.7: 16.8 7.3
Old : 100.0: 26.8 8.3 9.7 45.8 74.3 82.4 92.3: 17.6 7.7
Other: 100.0: 29.5 1.8 12.2 48.3 82.7 89.9 96.7: 10.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 61 30 49 71 60 165 117:
Old : 187: 64 31 47 71 58 162 115:
Other: 70: 23 4 8 31 20 60 29:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 40.4 19.8 51.1 11.0 34.6 17.6 43.7
Old : 12.1 38.0 20.5 48.8 11.9 31.9 19.1 40.9
Other: 32.0 66.4 46.8 78.4 32.0 63.8 44.9 73.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,485: 4,284 2,301 1,288 7,144 12,494 12,716 16,083: 4,769 1,402
Old : 16,848: 4,347 2,301 1,167 6,671 12,224 12,185 15,692: 4,663 1,156
Other: 637: 1 64 57 473 270 531 391: 106 246
: : :
: : Changes in Commitments from: November 9, 2010 :
: -1,045: -599 3 -311 560 -751 -350 -1,059: -695 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.2 7.4 40.9 71.5 72.7 92.0: 27.3 8.0
Old : 100.0: 25.8 13.7 6.9 39.6 72.6 72.3 93.1: 27.7 6.9
Other: 100.0: 0.2 10.0 8.9 74.3 42.4 83.4 61.4: 16.6 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 39 9 13 26 16 70 37:
Old : 85: 40 9 13 25 16 69 37:
Other: 17: 1 4 3 6 5 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 52.2 31.7 68.8 21.8 50.2 30.8 64.8
Old : 22.2 53.3 32.1 70.1 22.0 53.0 31.2 68.0
Other: 68.6 44.9 82.6 59.2 68.6 44.9 74.4 52.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 689,507: 105,182 140,324 16,740 459,753 425,432 581,675 582,496: 107,832 107,011
Old : 689,507: 105,182 140,324 16,740 459,753 425,432 581,675 582,496: 107,832 107,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -41,633: -46,084 -22,067 3,595 6,325 -22,660 -36,164 -41,132: -5,469 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.4 2.4 66.7 61.7 84.4 84.5: 15.6 15.5
Old : 100.0: 15.3 20.4 2.4 66.7 61.7 84.4 84.5: 15.6 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 : 199: 32 40 23 82 99 128 149:
Old : 199: 32 40 23 82 99 128 149:
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 : 28.8 19.6 37.9 30.1 24.6 17.3 33.6 26.2
Old : 28.8 19.6 37.9 30.1 24.6 17.3 33.6 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, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,523,980: 290,379 193,033 45,798 910,362 967,053 1,246,539 1,205,884: 277,441 318,096
Old : 1,523,980: 290,379 193,033 45,798 910,362 967,053 1,246,539 1,205,884: 277,441 318,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -41,858: 12,215 -26,470 -3,814 -23,843 -3,968 -15,442 -34,252: -26,416 -7,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.7 3.0 59.7 63.5 81.8 79.1: 18.2 20.9
Old : 100.0: 19.1 12.7 3.0 59.7 63.5 81.8 79.1: 18.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 67 37 41 129 125 214 185:
Old : 281: 67 37 41 129 125 214 185:
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 : 15.4 18.8 23.4 27.9 13.4 17.0 19.2 24.4
Old : 15.4 18.8 23.4 27.9 13.4 17.0 19.2 24.4
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,130,653: 213,314 110,429 27,587 704,282 758,906 945,183 896,922: 185,470 233,731
Old : 1,130,653: 213,314 110,429 27,587 704,282 758,906 945,183 896,922: 185,470 233,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -77,474: -54,605 -4,708 -376 -8,072 -54,516 -63,053 -59,600: -14,421 -17,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.8 2.4 62.3 67.1 83.6 79.3: 16.4 20.7
Old : 100.0: 18.9 9.8 2.4 62.3 67.1 83.6 79.3: 16.4 20.7
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 : 179: 30 33 23 75 88 115 134:
Old : 179: 30 33 23 75 88 115 134:
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 : 27.4 20.7 37.3 30.4 26.7 18.4 35.0 26.9
Old : 27.4 20.7 37.3 30.4 26.7 18.4 35.0 26.9
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 576,187: 142,431 24,162 67,970 329,607 436,281 540,008 528,413: 36,179 47,774
Old : 576,187: 142,431 24,162 67,970 329,607 436,281 540,008 528,413: 36,179 47,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -17,709: 2,098 -1,346 -8,246 -11,109 -4,442 -17,257 -14,034: -452 -3,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.2 11.8 57.2 75.7 93.7 91.7: 6.3 8.3
Old : 100.0: 24.7 4.2 11.8 57.2 75.7 93.7 91.7: 6.3 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 : 99: 23 14 22 54 44 86 73:
Old : 99: 23 14 22 54 44 86 73:
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 : 30.2 39.7 46.1 55.5 17.5 24.2 27.5 32.7
Old : 30.2 39.7 46.1 55.5 17.5 24.2 27.5 32.7
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, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 47,805: 17,265 5,617 86 23,709 37,060 41,060 42,763: 6,745 5,042
Old : 47,805: 17,265 5,617 86 23,709 37,060 41,060 42,763: 6,745 5,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -3,070: -5,348 -1,136 -118 2,473 -1,734 -2,993 -2,987: -77 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 11.7 0.2 49.6 77.5 85.9 89.5: 14.1 10.5
Old : 100.0: 36.1 11.7 0.2 49.6 77.5 85.9 89.5: 14.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 27 17 4 31 30 62 47:
Old : 96: 27 17 4 31 30 62 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 : 22.0 40.7 36.4 60.1 21.1 40.7 35.5 60.1
Old : 22.0 40.7 36.4 60.1 21.1 40.7 35.5 60.1
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 95,609: 34,529 11,234 172 47,418 74,120 82,119 85,526: 13,490 10,083
Old : 95,609: 34,529 11,234 172 47,418 74,120 82,119 85,526: 13,490 10,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -6,140: -10,695 -2,271 -236 4,945 -3,467 -5,986 -5,974: -154 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 11.7 0.2 49.6 77.5 85.9 89.5: 14.1 10.5
Old : 100.0: 36.1 11.7 0.2 49.6 77.5 85.9 89.5: 14.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 27 17 4 31 30 62 47:
Old : 96: 27 17 4 31 30 62 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 : 22.0 40.7 36.4 60.1 21.1 40.7 35.5 60.1
Old : 22.0 40.7 36.4 60.1 21.1 40.7 35.5 60.1
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 15,777: 844 637 354 14,389 14,674 15,587 15,665: 190 112
Old : 15,777: 844 637 354 14,389 14,674 15,587 15,665: 190 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 314: 55 -1,666 354 -18 1,608 391 296: -77 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.0 2.2 91.2 93.0 98.8 99.3: 1.2 0.7
Old : 100.0: 5.3 4.0 2.2 91.2 93.0 98.8 99.3: 1.2 0.7
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 : 30: 4 6 1 12 13 16 20:
Old : 30: 4 6 1 12 13 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 83.7 92.6 91.6 74.2 75.4 84.4 80.8
Old : 74.2 83.7 92.6 91.6 74.2 75.4 84.4 80.8
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 46,732: 729 3,295 297 45,422 42,880 46,448 46,472: 284 260
Old : 46,732: 729 3,295 297 45,422 42,880 46,448 46,472: 284 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,632: -1,634 -1,093 47 4,464 3,517 2,877 2,471: -245 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 7.1 0.6 97.2 91.8 99.4 99.4: 0.6 0.6
Old : 100.0: 1.6 7.1 0.6 97.2 91.8 99.4 99.4: 0.6 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 : 29: 3 5 1 7 17 11 22:
Old : 29: 3 5 1 7 17 11 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 : 96.3 64.0 99.0 88.5 84.4 62.8 86.7 78.6
Old : 96.3 64.0 99.0 88.5 84.4 62.8 86.7 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010