WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 7, 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 : 479,187: 104,258 95,770 62,506 272,555 261,435 439,319 419,711: 39,868 59,476
Old : 290,932: 90,208 84,830 11,655 160,925 163,994 262,788 260,479: 28,144 30,453
Other: 188,255: 39,039 35,929 25,862 111,630 97,441 176,531 159,232: 11,724 29,023
: : :
: : Changes in Commitments from: November 30, 2010 :
: 19,766: 19,775 -8,085 2,357 -5,552 26,766 16,580 21,038: 3,186 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.0 13.0 56.9 54.6 91.7 87.6: 8.3 12.4
Old : 100.0: 31.0 29.2 4.0 55.3 56.4 90.3 89.5: 9.7 10.5
Other: 100.0: 20.7 19.1 13.7 59.3 51.8 93.8 84.6: 6.2 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 157 119 117 82 123 308 298:
Old : 397: 154 117 58 61 107 242 256:
Other: 274: 69 80 49 58 110 157 215:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 23.0 36.6 29.9 21.4 19.3 35.1 24.0
Old : 28.3 29.4 41.1 38.0 28.3 28.9 40.9 36.4
Other: 33.7 18.1 46.0 27.2 31.3 16.4 42.3 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 7, 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 : 1,489,862: 540,244 118,656 163,219 622,779 963,137 1,326,242 1,245,012: 163,620 244,850
Old : 1,174,639: 438,199 118,314 94,127 512,290 777,425 1,044,616 989,866: 130,023 184,773
Other: 315,223: 153,610 51,907 17,527 110,489 185,712 281,626 255,146: 33,597 60,077
: : :
: : Changes in Commitments from: November 30, 2010 :
: -28,285: 8,599 1,757 -21,538 -12,201 -7,575 -25,140 -27,356: -3,145 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 8.0 11.0 41.8 64.6 89.0 83.6: 11.0 16.4
Old : 100.0: 37.3 10.1 8.0 43.6 66.2 88.9 84.3: 11.1 15.7
Other: 100.0: 48.7 16.5 5.6 35.1 58.9 89.3 80.9: 10.7 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 875: 257 127 191 211 397 555 664:
Old : 856: 251 131 151 187 383 505 621:
Other: 619: 112 110 42 103 336 237 475:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 11.2 22.2 17.8 12.4 9.3 18.8 14.8
Old : 16.0 12.6 24.9 18.7 15.1 10.9 21.9 15.9
Other: 23.4 14.0 33.2 20.0 23.4 13.3 32.3 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 7, 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 : 11,878: 3,657 164 153 5,836 10,193 9,646 10,510: 2,232 1,368
Old : 10,726: 3,492 164 97 5,024 9,275 8,613 9,536: 2,113 1,190
Other: 1,152: 165 0 56 812 918 1,033 974: 119 178
: : :
: : Changes in Commitments from: November 30, 2010 :
: -93: 590 -32 8 -508 258 90 234: -183 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 1.4 1.3 49.1 85.8 81.2 88.5: 18.8 11.5
Old : 100.0: 32.6 1.5 0.9 46.8 86.5 80.3 88.9: 19.7 11.1
Other: 100.0: 14.3 0.0 4.9 70.5 79.7 89.7 84.5: 10.3 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 2 2 15 10 33 14:
Old : 38: 17 2 1 13 10 30 13:
Other: 14: 5 0 2 6 5 11 7:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 67.4 49.1 84.0 30.6 57.2 47.2 73.7
Old : 32.5 71.8 50.9 84.4 32.5 65.5 50.9 76.5
Other: 67.7 78.6 86.0 84.5 58.8 73.9 76.1 73.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 7, 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 : 631,787: 246,107 37,578 71,653 253,788 433,590 571,548 542,821: 60,239 88,966
Old : 511,622: 212,346 32,451 47,470 199,426 365,562 459,242 445,483: 52,380 66,139
Other: 120,165: 53,333 24,699 4,611 54,362 68,028 112,306 97,338: 7,859 22,827
: : :
: : Changes in Commitments from: November 30, 2010 :
: 265: 7,950 2,676 5,757 -18,981 -11,541 -5,274 -3,108: 5,539 3,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 5.9 11.3 40.2 68.6 90.5 85.9: 9.5 14.1
Old : 100.0: 41.5 6.3 9.3 39.0 71.5 89.8 87.1: 10.2 12.9
Other: 100.0: 44.4 20.6 3.8 45.2 56.6 93.5 81.0: 6.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 216 82 149 111 201 396 398:
Old : 542: 209 89 130 104 196 374 378:
Other: 323: 84 61 19 46 154 140 226:
:----------------------------------------------------------------------------------------------------
: 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 22.5 22.9 32.2 12.1 20.6 19.5 28.7
Old : 16.6 25.8 25.6 36.0 16.1 24.4 24.8 33.4
Other: 30.7 25.6 48.2 35.0 30.0 25.3 45.3 34.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 7, 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 : 22,553: 19,255 2,597 152 43 4,153 19,450 6,902: 3,103 15,651
Old : 12,837: 10,161 2,344 112 43 2,135 10,316 4,591: 2,521 8,246
Other: 9,716: 9,129 288 5 0 2,018 9,134 2,311: 582 7,405
: : :
: : Changes in Commitments from: November 30, 2010 :
: 36: -342 -601 -151 7 256 -486 -496: 522 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 11.5 0.7 0.2 18.4 86.2 30.6: 13.8 69.4
Old : 100.0: 79.2 18.3 0.9 0.3 16.6 80.4 35.8: 19.6 64.2
Other: 100.0: 94.0 3.0 0.1 0.0 20.8 94.0 23.8: 6.0 76.2
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 18 8 2 2 8 20 18:
Old : 32: 17 8 2 2 7 19 17:
Other: 24: 13 3 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 : 51.2 14.1 71.0 21.3 51.2 14.1 70.8 21.3
Old : 46.5 16.6 63.7 26.4 46.5 16.6 63.4 26.4
Other: 66.9 15.7 87.8 21.6 66.9 15.7 87.8 21.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 7, 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 : 343,364: 92,397 28,140 42,400 169,703 246,020 304,500 316,560: 38,864 26,804
Old : 314,666: 94,672 33,236 29,549 154,069 226,296 278,290 289,081: 36,376 25,585
Other: 28,698: 5,301 2,480 5,275 15,634 19,724 26,210 27,479: 2,488 1,219
: : :
: : Changes in Commitments from: November 30, 2010 :
: 16,956: 7,014 1,570 2,300 5,876 12,867 15,190 16,737: 1,766 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.2 12.3 49.4 71.6 88.7 92.2: 11.3 7.8
Old : 100.0: 30.1 10.6 9.4 49.0 71.9 88.4 91.9: 11.6 8.1
Other: 100.0: 18.5 8.6 18.4 54.5 68.7 91.3 95.8: 8.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 94 55 84 62 56 210 159:
Old : 247: 97 63 80 60 56 206 156:
Other: 59: 16 10 11 26 11 49 26:
:----------------------------------------------------------------------------------------------------
: 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 35.9 26.0 49.7 13.2 29.2 21.3 39.9
Old : 15.0 36.4 25.8 49.1 14.7 31.8 23.4 43.1
Other: 55.5 63.6 70.5 81.5 45.9 57.8 56.4 70.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 7, 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 : 593,469: 73,797 54,289 3,368 398,899 393,597 476,064 451,254: 117,405 142,215
Old : 593,469: 73,797 54,289 3,368 398,899 393,597 476,064 451,254: 117,405 142,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -41,192: 9,212 -22,367 -1,997 -29,245 -18,359 -22,030 -42,723: -19,162 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.1 0.6 67.2 66.3 80.2 76.0: 19.8 24.0
Old : 100.0: 12.4 9.1 0.6 67.2 66.3 80.2 76.0: 19.8 24.0
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 : 142: 26 25 11 68 65 99 96:
Old : 142: 26 25 11 68 65 99 96:
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 : 21.8 21.0 31.8 33.0 20.0 17.9 29.9 27.1
Old : 21.8 21.0 31.8 33.0 20.0 17.9 29.9 27.1
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, December 7, 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 : 315,259: 37,656 47,504 626 215,813 223,349 254,095 271,479: 61,164 43,780
Old : 315,259: 37,656 47,504 626 215,813 223,349 254,095 271,479: 61,164 43,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -17,446: 2,770 2,289 270 -22,111 -15,747 -19,071 -13,188: 1,625 -4,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.1 0.2 68.5 70.8 80.6 86.1: 19.4 13.9
Old : 100.0: 11.9 15.1 0.2 68.5 70.8 80.6 86.1: 19.4 13.9
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 : 48: 4 8 3 26 26 33 34:
Old : 48: 4 8 3 26 26 33 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 : 28.2 52.7 47.5 67.1 27.1 48.1 44.7 62.1
Old : 28.2 52.7 47.5 67.1 27.1 48.1 44.7 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 7, 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 : 7,317: 1,131 344 504 5,524 6,164 7,159 7,012: 158 305
Old : 7,317: 1,131 344 504 5,524 6,164 7,159 7,012: 158 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -95: 85 -440 60 -115 278 30 -102: -125 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.7 6.9 75.5 84.2 97.8 95.8: 2.2 4.2
Old : 100.0: 15.5 4.7 6.9 75.5 84.2 97.8 95.8: 2.2 4.2
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 : 30: 6 4 5 17 18 26 24:
Old : 30: 6 4 5 17 18 26 24:
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 : 55.7 47.1 68.9 68.3 40.2 36.4 49.2 46.7
Old : 55.7 47.1 68.9 68.3 40.2 36.4 49.2 46.7
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, December 7, 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 : 193,278: 58,598 10,822 14,970 83,738 152,836 157,306 178,628: 35,972 14,650
Old : 170,458: 55,139 11,830 11,333 70,793 133,733 137,265 156,896: 33,193 13,562
Other: 22,820: 5,051 584 2,045 12,945 19,103 20,041 21,732: 2,779 1,088
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,772: 2,499 1,908 -3,092 -3,514 695 -4,107 -489: 1,335 -2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 5.6 7.7 43.3 79.1 81.4 92.4: 18.6 7.6
Old : 100.0: 32.3 6.9 6.6 41.5 78.5 80.5 92.0: 19.5 8.0
Other: 100.0: 22.1 2.6 9.0 56.7 83.7 87.8 95.2: 12.2 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 71 19 38 70 61 156 113:
Old : 181: 73 21 37 67 58 152 109:
Other: 71: 20 6 7 39 20 63 30:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 47.6 20.2 57.3 9.2 39.9 15.5 48.0
Old : 12.3 45.4 20.4 55.7 10.2 37.2 17.1 45.8
Other: 34.3 63.8 48.3 79.7 33.5 62.0 45.8 73.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 7, 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 : 17,884: 4,819 2,515 1,265 6,952 12,621 13,036 16,401: 4,848 1,483
Old : 17,195: 4,893 2,502 1,138 6,446 12,286 12,477 15,926: 4,718 1,269
Other: 689: 0 87 53 506 335 559 475: 130 214
: : :
: : Changes in Commitments from: November 30, 2010 :
: 437: 674 134 29 -442 411 261 574: 176 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.1 7.1 38.9 70.6 72.9 91.7: 27.1 8.3
Old : 100.0: 28.5 14.6 6.6 37.5 71.5 72.6 92.6: 27.4 7.4
Other: 100.0: 0.0 12.6 7.7 73.4 48.6 81.1 68.9: 18.9 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 36 13 14 27 14 71 37:
Old : 85: 37 13 14 26 13 70 36:
Other: 17: 0 5 2 5 6 7 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 : 21.0 52.9 30.2 69.7 20.9 50.4 30.0 65.4
Old : 21.2 53.8 30.6 70.9 21.1 53.1 30.4 68.5
Other: 73.0 50.7 81.1 66.0 73.0 50.7 73.4 59.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 7, 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 : 664,692: 91,590 121,089 4,689 465,774 437,566 562,053 563,344: 102,639 101,348
Old : 664,692: 91,590 121,089 4,689 465,774 437,566 562,053 563,344: 102,639 101,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -14,076: -10,930 -12,525 -4,613 370 7,108 -15,173 -10,030: 1,097 -4,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 18.2 0.7 70.1 65.8 84.6 84.8: 15.4 15.2
Old : 100.0: 13.8 18.2 0.7 70.1 65.8 84.6 84.8: 15.4 15.2
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 : 172: 27 32 14 71 92 105 131:
Old : 172: 27 32 14 71 92 105 131:
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 23.6 39.8 34.4 24.3 20.9 32.5 28.7
Old : 26.7 23.6 39.8 34.4 24.3 20.9 32.5 28.7
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, December 7, 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 : 1,318,394: 157,786 203,160 16,262 874,316 776,627 1,048,364 996,049: 270,030 322,345
Old : 1,318,394: 157,786 203,160 16,262 874,316 776,627 1,048,364 996,049: 270,030 322,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -34,658: 13,811 -8,470 -17,360 3,249 -10,265 -300 -36,095: -34,358 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.4 1.2 66.3 58.9 79.5 75.6: 20.5 24.4
Old : 100.0: 12.0 15.4 1.2 66.3 58.9 79.5 75.6: 20.5 24.4
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 : 243: 46 42 25 109 112 169 165:
Old : 243: 46 42 25 109 112 169 165:
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 : 21.1 18.0 28.5 26.5 19.5 14.9 25.8 22.0
Old : 21.1 18.0 28.5 26.5 19.5 14.9 25.8 22.0
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, December 7, 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 : 1,012,186: 133,026 89,088 21,207 666,482 659,616 820,715 769,911: 191,471 242,275
Old : 1,012,186: 133,026 89,088 21,207 666,482 659,616 820,715 769,911: 191,471 242,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -24,520: -9,722 -1,385 -8,835 -4,732 -17,686 -23,289 -27,906: -1,231 3,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.8 2.1 65.8 65.2 81.1 76.1: 18.9 23.9
Old : 100.0: 13.1 8.8 2.1 65.8 65.2 81.1 76.1: 18.9 23.9
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 : 157: 23 31 14 71 77 101 115:
Old : 157: 23 31 14 71 77 101 115:
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 : 28.1 20.2 40.8 30.8 26.9 17.3 35.9 25.0
Old : 28.1 20.2 40.8 30.8 26.9 17.3 35.9 25.0
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, December 7, 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 : 543,323: 154,842 31,229 58,673 298,247 403,609 511,762 493,511: 31,561 49,812
Old : 543,323: 154,842 31,229 58,673 298,247 403,609 511,762 493,511: 31,561 49,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -83,383: -24,525 3,244 -11,749 -41,600 -70,415 -77,874 -78,920: -5,509 -4,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.7 10.8 54.9 74.3 94.2 90.8: 5.8 9.2
Old : 100.0: 28.5 5.7 10.8 54.9 74.3 94.2 90.8: 5.8 9.2
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 : 98: 29 14 27 47 42 85 76:
Old : 98: 29 14 27 47 42 85 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 39.0 47.7 56.0 20.1 20.8 29.5 31.8
Old : 32.1 39.0 47.7 56.0 20.1 20.8 29.5 31.8
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, December 7, 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 : 48,189: 18,228 3,938 666 22,721 38,347 41,614 42,951: 6,575 5,238
Old : 48,189: 18,228 3,938 666 22,721 38,347 41,614 42,951: 6,575 5,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -405: 2,430 -1,679 461 -3,129 1,580 -239 362: -167 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 8.2 1.4 47.1 79.6 86.4 89.1: 13.6 10.9
Old : 100.0: 37.8 8.2 1.4 47.1 79.6 86.4 89.1: 13.6 10.9
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 : 97: 32 11 11 28 33 64 51:
Old : 97: 32 11 11 28 33 64 51:
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 : 25.7 37.1 40.3 56.0 24.9 37.1 39.5 56.0
Old : 25.7 37.1 40.3 56.0 24.9 37.1 39.5 56.0
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, December 7, 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 : 96,378: 36,455 7,876 1,332 45,441 76,694 83,228 85,902: 13,150 10,476
Old : 96,378: 36,455 7,876 1,332 45,441 76,694 83,228 85,902: 13,150 10,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -810: 4,859 -3,358 922 -6,258 3,160 -477 724: -333 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 8.2 1.4 47.1 79.6 86.4 89.1: 13.6 10.9
Old : 100.0: 37.8 8.2 1.4 47.1 79.6 86.4 89.1: 13.6 10.9
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 : 97: 32 11 11 28 33 64 51:
Old : 97: 32 11 11 28 33 64 51:
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 : 25.7 37.1 40.3 56.0 24.9 37.1 39.5 56.0
Old : 25.7 37.1 40.3 56.0 24.9 37.1 39.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,547: 3,397 3,139 37 1,983 2,314 5,417 5,490: 130 57
Old : 5,547: 3,397 3,139 37 1,983 2,314 5,417 5,490: 130 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 56.6 0.7 35.7 41.7 97.7 99.0: 2.3 1.0
Old : 100.0: 61.2 56.6 0.7 35.7 41.7 97.7 99.0: 2.3 1.0
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 : 20: 11 4 1 3 2 14 7:
Old : 20: 11 4 1 3 2 14 7:
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 : 65.1 89.2 89.1 99.0 65.1 89.2 89.1 98.3
Old : 65.1 89.2 89.1 99.0 65.1 89.2 89.1 98.3
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, December 7, 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 : 21,362: 918 1,776 1,541 18,784 17,875 21,243 21,192: 119 170
Old : 21,362: 918 1,776 1,541 18,784 17,875 21,243 21,192: 119 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 2,257: 152 739 586 1,523 941 2,261 2,266: -4 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 8.3 7.2 87.9 83.7 99.4 99.2: 0.6 0.8
Old : 100.0: 4.3 8.3 7.2 87.9 83.7 99.4 99.2: 0.6 0.8
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 : 31: 3 7 1 12 14 16 21:
Old : 31: 3 7 1 12 14 16 21:
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 : 72.2 83.9 95.2 92.3 72.2 68.3 81.2 75.6
Old : 72.2 83.9 95.2 92.3 72.2 68.3 81.2 75.6
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, December 7, 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 : 64,308: 627 2,137 3,027 60,431 58,994 64,085 64,158: 223 150
Old : 64,308: 627 2,137 3,027 60,431 58,994 64,085 64,158: 223 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 6,134: -50 -352 1,154 5,297 5,262 6,401 6,064: -267 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.3 4.7 94.0 91.7 99.7 99.8: 0.3 0.2
Old : 100.0: 1.0 3.3 4.7 94.0 91.7 99.7 99.8: 0.3 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: 4 6 2 7 18 12 26:
Old : 32: 4 6 2 7 18 12 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 : 95.4 65.6 99.2 88.3 79.3 62.8 80.5 74.9
Old : 95.4 65.6 99.2 88.3 79.3 62.8 80.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010