WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 30, 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 : 459,421: 84,483 103,855 60,149 278,107 234,669 422,739 398,673: 36,682 60,748
Old : 284,682: 72,906 85,828 18,815 166,616 146,913 258,337 251,556: 26,345 33,126
Other: 174,739: 30,973 37,423 21,938 111,491 87,756 164,402 147,117: 10,337 27,622
: : :
: : Changes in Commitments from: November 23, 2010 :
: -36,993: -15,987 -3,116 -9,099 -12,804 -25,237 -37,890 -37,452: 897 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 22.6 13.1 60.5 51.1 92.0 86.8: 8.0 13.2
Old : 100.0: 25.6 30.1 6.6 58.5 51.6 90.7 88.4: 9.3 11.6
Other: 100.0: 17.7 21.4 12.6 63.8 50.2 94.1 84.2: 5.9 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 119 147 134 80 123 284 329:
Old : 387: 123 134 83 62 108 231 282:
Other: 266: 57 87 41 58 108 140 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 20.0 37.4 27.4 22.2 15.2 36.1 19.7
Old : 28.7 28.1 41.7 35.2 28.7 26.6 41.5 33.4
Other: 36.0 18.5 49.5 27.4 34.2 16.6 46.5 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 30, 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 : 1,518,147: 531,645 116,899 184,757 634,980 970,712 1,351,382 1,272,368: 166,765 245,779
Old : 1,199,267: 440,988 117,265 106,292 517,813 787,100 1,065,093 1,010,657: 134,174 188,610
Other: 318,880: 151,133 60,110 17,989 117,167 183,612 286,289 261,711: 32,591 57,169
: : :
: : Changes in Commitments from: November 23, 2010 :
: -111,878: -13,633 -36,086 -46,717 -47,930 -28,088 -108,280 -110,891: -3,598 -987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.7 12.2 41.8 63.9 89.0 83.8: 11.0 16.2
Old : 100.0: 36.8 9.8 8.9 43.2 65.6 88.8 84.3: 11.2 15.7
Other: 100.0: 47.4 18.9 5.6 36.7 57.6 89.8 82.1: 10.2 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 895: 264 122 210 224 405 587 685:
Old : 873: 251 135 164 200 390 533 636:
Other: 622: 113 112 45 106 340 245 478:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 11.2 21.7 17.6 12.1 9.0 18.3 14.3
Old : 15.4 12.5 23.8 18.6 14.6 10.5 21.0 15.3
Other: 23.4 14.5 32.7 20.6 23.4 13.9 32.2 19.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 30, 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 : 11,971: 3,067 196 145 6,344 9,935 9,556 10,276: 2,415 1,695
Old : 10,874: 2,900 196 98 5,567 9,039 8,565 9,333: 2,309 1,541
Other: 1,097: 167 0 47 777 896 991 943: 106 154
: : :
: : Changes in Commitments from: November 23, 2010 :
: -1,438: -414 -207 -94 -510 -700 -1,018 -1,001: -420 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 1.6 1.2 53.0 83.0 79.8 85.8: 20.2 14.2
Old : 100.0: 26.7 1.8 0.9 51.2 83.1 78.8 85.8: 21.2 14.2
Other: 100.0: 15.2 0.0 4.3 70.8 81.7 90.3 86.0: 9.7 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 2 1 16 10 33 13:
Old : 37: 16 2 1 13 10 29 13:
Other: 14: 5 0 1 6 4 11 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 : 32.8 67.0 49.7 81.4 30.0 56.1 44.1 69.0
Old : 35.0 73.2 53.3 82.3 31.9 64.5 47.2 73.5
Other: 71.4 81.7 87.2 86.0 62.8 76.4 77.7 76.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 30, 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 : 631,522: 238,157 34,902 65,896 272,769 445,131 576,822 545,929: 54,700 85,593
Old : 518,119: 207,475 29,159 43,130 219,404 380,686 470,009 452,975: 48,110 65,144
Other: 113,403: 49,341 24,402 4,107 53,365 64,445 106,813 92,954: 6,590 20,449
: : :
: : Changes in Commitments from: November 23, 2010 :
: 8,874: 619 -3,358 4,365 -1,195 4,389 3,789 5,396: 5,085 3,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 5.5 10.4 43.2 70.5 91.3 86.4: 8.7 13.6
Old : 100.0: 40.0 5.6 8.3 42.3 73.5 90.7 87.4: 9.3 12.6
Other: 100.0: 43.5 21.5 3.6 47.1 56.8 94.2 82.0: 5.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 532: 198 79 127 104 208 358 389:
Old : 520: 187 83 109 99 201 337 368:
Other: 313: 79 59 14 39 156 126 222:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 24.1 22.9 33.9 12.3 21.7 19.5 29.2
Old : 16.2 27.9 25.0 38.1 15.7 25.9 24.1 34.1
Other: 29.6 24.7 48.1 33.7 29.2 24.6 45.2 32.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 30, 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 : 22,517: 19,597 3,198 303 36 3,897 19,936 7,398: 2,581 15,119
Old : 13,189: 10,873 2,951 293 36 1,940 11,202 5,184: 1,987 8,005
Other: 9,328: 8,729 252 5 0 1,957 8,734 2,214: 594 7,114
: : :
: : Changes in Commitments from: November 23, 2010 :
: 560: 832 1,163 -80 0 -229 752 854: -192 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 14.2 1.3 0.2 17.3 88.5 32.9: 11.5 67.1
Old : 100.0: 82.4 22.4 2.2 0.3 14.7 84.9 39.3: 15.1 60.7
Other: 100.0: 93.6 2.7 0.1 0.0 21.0 93.6 23.7: 6.4 76.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 11 3 2 8 24 22:
Old : 40: 21 11 3 2 8 23 22:
Other: 25: 13 4 1 0 8 14 12:
:----------------------------------------------------------------------------------------------------
: 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 : 48.7 13.1 68.3 20.1 48.0 13.1 67.3 20.1
Old : 42.2 14.6 59.2 24.5 42.1 14.6 58.0 24.5
Other: 66.4 15.9 87.5 21.5 66.4 15.9 87.5 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 30, 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 : 326,408: 85,383 26,570 40,100 163,827 233,153 289,310 299,823: 37,098 26,585
Old : 306,104: 87,245 29,017 33,199 150,983 218,325 271,427 280,541: 34,677 25,563
Other: 20,304: 2,615 2,030 2,424 12,844 14,828 17,883 19,282: 2,421 1,022
: : :
: : Changes in Commitments from: November 23, 2010 :
: -30,759: -7,066 -5,124 -7,227 -21,432 -20,931 -35,725 -33,282: 4,966 2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 8.1 12.3 50.2 71.4 88.6 91.9: 11.4 8.1
Old : 100.0: 28.5 9.5 10.8 49.3 71.3 88.7 91.6: 11.3 8.4
Other: 100.0: 12.9 10.0 11.9 63.3 73.0 88.1 95.0: 11.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 86 65 89 63 61 208 172:
Old : 250: 89 69 85 61 61 204 170:
Other: 54: 12 9 9 24 12 41 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 : 15.8 35.9 25.9 49.0 13.4 28.6 22.1 40.1
Old : 14.7 35.3 25.5 48.5 14.6 29.8 23.6 41.4
Other: 51.6 56.0 64.2 77.0 48.1 53.8 58.1 69.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 30, 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 : 634,661: 64,585 76,656 5,365 428,144 411,956 498,094 493,977: 136,567 140,684
Old : 634,661: 64,585 76,656 5,365 428,144 411,956 498,094 493,977: 136,567 140,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 7,779: -4,072 -4,698 -7,147 14,945 20,945 3,726 9,100: 4,053 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.1 0.8 67.5 64.9 78.5 77.8: 21.5 22.2
Old : 100.0: 10.2 12.1 0.8 67.5 64.9 78.5 77.8: 21.5 22.2
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 : 144: 21 29 12 73 72 102 105:
Old : 144: 21 29 12 73 72 102 105:
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 : 21.6 22.9 31.8 34.3 18.8 17.7 27.7 26.1
Old : 21.6 22.9 31.8 34.3 18.8 17.7 27.7 26.1
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 30, 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 : 332,705: 34,886 45,215 356 237,924 239,096 273,166 284,667: 59,539 48,038
Old : 332,705: 34,886 45,215 356 237,924 239,096 273,166 284,667: 59,539 48,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -9,358: 1,582 -3,251 -3,069 1,723 -2,770 236 -9,090: -9,594 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.6 0.1 71.5 71.9 82.1 85.6: 17.9 14.4
Old : 100.0: 10.5 13.6 0.1 71.5 71.9 82.1 85.6: 17.9 14.4
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 : 49: 5 7 3 28 27 36 34:
Old : 49: 5 7 3 28 27 36 34:
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 53.2 45.9 67.6 25.9 43.6 41.4 57.9
Old : 27.2 53.2 45.9 67.6 25.9 43.6 41.4 57.9
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 30, 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 : 7,412: 1,046 784 444 5,639 5,886 7,129 7,114: 283 298
Old : 7,412: 1,046 784 444 5,639 5,886 7,129 7,114: 283 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -535: 40 -83 -219 -361 -293 -540 -595: 5 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.6 6.0 76.1 79.4 96.2 96.0: 3.8 4.0
Old : 100.0: 14.1 10.6 6.0 76.1 79.4 96.2 96.0: 3.8 4.0
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 : 28: 6 4 4 15 17 24 22:
Old : 28: 6 4 4 15 17 24 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 : 60.3 48.7 73.9 72.1 45.6 38.4 52.5 50.2
Old : 60.3 48.7 73.9 72.1 45.6 38.4 52.5 50.2
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 30, 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 : 196,050: 56,099 8,914 18,062 87,252 152,141 161,413 179,117: 34,637 16,933
Old : 173,850: 52,697 11,144 13,060 76,200 133,622 141,957 157,826: 31,893 16,024
Other: 22,200: 6,005 373 2,399 11,052 18,519 19,456 21,291: 2,744 909
: : :
: : Changes in Commitments from: November 23, 2010 :
: -9,354: 4,609 -3,507 -5,542 -7,297 -1,067 -8,230 -10,116: -1,124 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 4.5 9.2 44.5 77.6 82.3 91.4: 17.7 8.6
Old : 100.0: 30.3 6.4 7.5 43.8 76.9 81.7 90.8: 18.3 9.2
Other: 100.0: 27.0 1.7 10.8 49.8 83.4 87.6 95.9: 12.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 67 17 49 68 59 163 118:
Old : 183: 69 20 49 65 55 159 114:
Other: 72: 23 4 7 37 20 64 28:
:----------------------------------------------------------------------------------------------------
: 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 45.2 19.9 55.8 9.3 37.5 15.9 46.9
Old : 11.7 42.9 20.3 54.1 8.9 34.7 16.1 44.7
Other: 33.5 65.3 47.5 79.1 30.8 62.4 44.7 74.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 30, 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 : 17,447: 4,145 2,381 1,236 7,394 12,210 12,775 15,827: 4,672 1,620
Old : 16,790: 4,200 2,380 1,124 6,946 11,920 12,270 15,424: 4,520 1,366
Other: 657: 8 64 49 448 290 505 403: 152 254
: : :
: : Changes in Commitments from: November 23, 2010 :
: 171: 66 4 -159 225 117 132 -38: 39 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 13.6 7.1 42.4 70.0 73.2 90.7: 26.8 9.3
Old : 100.0: 25.0 14.2 6.7 41.4 71.0 73.1 91.9: 26.9 8.1
Other: 100.0: 1.2 9.7 7.5 68.2 44.1 76.9 61.3: 23.1 38.7
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 29 11 11 26 15 61 34:
Old : 74: 30 11 11 25 14 60 33:
Other: 17: 1 3 3 5 8 8 13:
:----------------------------------------------------------------------------------------------------
: 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 51.9 32.5 68.7 21.8 49.8 31.9 64.7
Old : 22.2 52.9 32.9 70.0 22.0 52.3 32.3 67.6
Other: 69.4 45.8 76.9 60.0 68.0 45.8 69.3 53.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 30, 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 : 678,768: 102,520 133,614 9,302 465,404 430,458 577,226 573,374: 101,542 105,394
Old : 678,768: 102,520 133,614 9,302 465,404 430,458 577,226 573,374: 101,542 105,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -63,391: 14,199 -6,023 -17,814 -52,647 -33,244 -56,262 -57,081: -7,129 -6,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.7 1.4 68.6 63.4 85.0 84.5: 15.0 15.5
Old : 100.0: 15.1 19.7 1.4 68.6 63.4 85.0 84.5: 15.0 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 : 181: 30 37 17 74 92 114 137:
Old : 181: 30 37 17 74 92 114 137:
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 : 27.9 22.4 38.9 32.4 22.7 19.5 33.2 26.9
Old : 27.9 22.4 38.9 32.4 22.7 19.5 33.2 26.9
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 30, 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 : 1,353,052: 143,975 211,630 33,622 871,067 786,892 1,048,664 1,032,144: 304,388 320,908
Old : 1,353,052: 143,975 211,630 33,622 871,067 786,892 1,048,664 1,032,144: 304,388 320,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -123,754: -93,847 1,089 -7,329 -56,953 -126,291 -158,129 -132,531: 34,375 8,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.6 2.5 64.4 58.2 77.5 76.3: 22.5 23.7
Old : 100.0: 10.6 15.6 2.5 64.4 58.2 77.5 76.3: 22.5 23.7
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 : 233: 43 43 22 103 109 158 162:
Old : 233: 43 43 22 103 109 158 162:
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 : 21.4 16.8 30.5 25.3 19.3 12.8 26.0 19.3
Old : 21.4 16.8 30.5 25.3 19.3 12.8 26.0 19.3
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 30, 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 : 1,036,706: 142,748 90,473 30,042 671,214 677,302 844,004 797,817: 192,702 238,889
Old : 1,036,706: 142,748 90,473 30,042 671,214 677,302 844,004 797,817: 192,702 238,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -110,772: -54,467 -12,924 -22,695 -38,555 -51,298 -115,717 -86,917: 4,945 -23,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.7 2.9 64.7 65.3 81.4 77.0: 18.6 23.0
Old : 100.0: 13.8 8.7 2.9 64.7 65.3 81.4 77.0: 18.6 23.0
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 : 151: 25 28 16 70 84 101 122:
Old : 151: 25 28 16 70 84 101 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 20.2 38.8 30.1 24.1 16.2 32.7 23.0
Old : 26.7 20.2 38.8 30.1 24.1 16.2 32.7 23.0
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 30, 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 : 626,706: 179,367 27,985 70,422 339,847 474,024 589,636 572,431: 37,070 54,275
Old : 626,706: 179,367 27,985 70,422 339,847 474,024 589,636 572,431: 37,070 54,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 28,790: 30,452 3,248 -1,757 1,996 26,440 30,691 27,931: -1,901 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 4.5 11.2 54.2 75.6 94.1 91.3: 5.9 8.7
Old : 100.0: 28.6 4.5 11.2 54.2 75.6 94.1 91.3: 5.9 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 : 108: 34 13 25 54 47 95 79:
Old : 108: 34 13 25 54 47 95 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 38.6 45.4 54.3 18.3 23.3 27.3 31.3
Old : 28.7 38.6 45.4 54.3 18.3 23.3 27.3 31.3
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 30, 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 : 48,594: 15,798 5,617 205 25,850 36,767 41,853 42,589: 6,742 6,005
Old : 48,594: 15,798 5,617 205 25,850 36,767 41,853 42,589: 6,742 6,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -2,073: -1,812 -1,342 -73 -122 -1,498 -2,006 -2,913: -67 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.6 0.4 53.2 75.7 86.1 87.6: 13.9 12.4
Old : 100.0: 32.5 11.6 0.4 53.2 75.7 86.1 87.6: 13.9 12.4
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 : 95: 29 15 11 28 31 62 52:
Old : 95: 29 15 11 28 31 62 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 39.2 38.6 58.3 24.1 39.2 37.7 58.3
Old : 25.0 39.2 38.6 58.3 24.1 39.2 37.7 58.3
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 30, 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 : 97,188: 31,596 11,234 410 51,699 73,534 83,705 85,178: 13,483 12,010
Old : 97,188: 31,596 11,234 410 51,699 73,534 83,705 85,178: 13,483 12,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -4,145: -3,623 -2,684 -145 -244 -2,996 -4,012 -5,825: -133 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.6 0.4 53.2 75.7 86.1 87.6: 13.9 12.4
Old : 100.0: 32.5 11.6 0.4 53.2 75.7 86.1 87.6: 13.9 12.4
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 : 95: 29 15 11 28 31 62 52:
Old : 95: 29 15 11 28 31 62 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 39.2 38.6 58.3 24.1 39.2 37.7 58.3
Old : 25.0 39.2 38.6 58.3 24.1 39.2 37.7 58.3
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 30, 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 : 19,105: 766 1,037 955 17,261 16,934 18,982 18,926: 123 179
Old : 19,105: 766 1,037 955 17,261 16,934 18,982 18,926: 123 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,842: -52 179 808 1,107 844 1,863 1,831: -21 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.4 5.0 90.3 88.6 99.4 99.1: 0.6 0.9
Old : 100.0: 4.0 5.4 5.0 90.3 88.6 99.4 99.1: 0.6 0.9
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 : 30: 3 7 1 13 13 17 20:
Old : 30: 3 7 1 13 13 17 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 : 75.8 83.5 94.4 92.0 75.8 72.9 84.7 78.6
Old : 75.8 83.5 94.4 92.0 75.8 72.9 84.7 78.6
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 30, 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 : 58,174: 677 2,489 1,873 55,134 53,732 57,684 58,094: 490 80
Old : 58,174: 677 2,489 1,873 55,134 53,732 57,684 58,094: 490 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 7,473: 217 -338 1,174 5,913 6,874 7,304 7,710: 169 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.3 3.2 94.8 92.4 99.2 99.9: 0.8 0.1
Old : 100.0: 1.2 4.3 3.2 94.8 92.4 99.2 99.9: 0.8 0.1
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 : 31: 5 5 1 7 18 13 23:
Old : 31: 5 5 1 7 18 13 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 : 94.0 63.8 98.5 88.5 79.5 61.6 81.0 75.4
Old : 94.0 63.8 98.5 88.5 79.5 61.6 81.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010