WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 14, 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 : 478,364: 108,341 90,384 63,308 269,288 268,615 440,937 422,307: 37,427 56,057
Old : 288,998: 93,407 83,610 9,897 159,790 168,055 263,094 261,562: 25,904 27,436
Other: 189,366: 42,567 34,407 25,778 109,498 100,560 177,843 160,745: 11,523 28,621
: : :
: : Changes in Commitments from: December 7, 2010 :
: -823: 4,083 -5,386 802 -3,267 7,180 1,618 2,596: -2,441 -3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 18.9 13.2 56.3 56.2 92.2 88.3: 7.8 11.7
Old : 100.0: 32.3 28.9 3.4 55.3 58.2 91.0 90.5: 9.0 9.5
Other: 100.0: 22.5 18.2 13.6 57.8 53.1 93.9 84.9: 6.1 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 151 125 125 83 126 307 312:
Old : 396: 151 115 60 66 108 244 256:
Other: 281: 69 84 49 59 114 159 221:
:----------------------------------------------------------------------------------------------------
: 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 23.9 36.6 30.2 21.4 20.3 35.2 24.9
Old : 28.3 31.0 41.2 38.7 28.3 30.1 40.9 37.3
Other: 33.0 17.6 44.9 26.3 30.7 16.5 41.2 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 14, 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 : 1,490,016: 563,746 122,119 146,946 629,368 981,618 1,340,060 1,250,683: 149,956 239,333
Old : 1,172,422: 457,380 119,575 81,525 517,115 793,123 1,056,020 994,223: 116,402 178,199
Other: 317,594: 152,808 48,986 18,979 112,253 188,495 284,040 256,460: 33,554 61,134
: : :
: : Changes in Commitments from: December 7, 2010 :
: 154: 23,502 3,463 -16,273 6,589 18,481 13,818 5,671: -13,664 -5,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 8.2 9.9 42.2 65.9 89.9 83.9: 10.1 16.1
Old : 100.0: 39.0 10.2 7.0 44.1 67.6 90.1 84.8: 9.9 15.2
Other: 100.0: 48.1 15.4 6.0 35.3 59.4 89.4 80.8: 10.6 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 851: 260 116 165 211 395 536 634:
Old : 831: 254 120 121 185 379 482 586:
Other: 614: 111 105 41 100 340 234 472:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 11.7 22.3 18.3 12.5 9.6 18.9 15.2
Old : 16.0 13.2 24.8 19.4 15.1 11.3 21.7 16.5
Other: 23.1 13.3 32.5 19.1 23.1 12.5 32.1 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 14, 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 : 11,869: 4,368 75 71 5,271 10,508 9,710 10,654: 2,159 1,215
Old : 10,669: 4,160 75 41 4,451 9,520 8,652 9,636: 2,017 1,033
Other: 1,200: 208 0 30 820 988 1,058 1,018: 142 182
: : :
: : Changes in Commitments from: December 7, 2010 :
: -9: 711 -89 -82 -565 315 64 144: -73 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 0.6 0.6 44.4 88.5 81.8 89.8: 18.2 10.2
Old : 100.0: 39.0 0.7 0.4 41.7 89.2 81.1 90.3: 18.9 9.7
Other: 100.0: 17.3 0.0 2.5 68.3 82.3 88.2 84.8: 11.8 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 23 1 3 15 12 38 16:
Old : 42: 21 1 2 13 12 34 15:
Other: 16: 6 0 2 6 6 12 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 69.0 47.1 84.4 30.4 61.2 46.9 76.5
Old : 32.5 73.1 51.0 85.6 32.5 67.7 50.8 80.0
Other: 64.5 76.4 84.5 84.8 57.4 76.4 77.2 76.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 14, 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 : 643,173: 249,065 37,466 82,654 251,305 434,415 583,024 554,535: 60,149 88,638
Old : 520,297: 215,095 34,534 54,434 198,283 366,068 467,812 455,036: 52,485 65,261
Other: 122,876: 56,765 25,727 5,425 53,022 68,347 115,212 99,499: 7,664 23,377
: : :
: : Changes in Commitments from: December 7, 2010 :
: 11,386: 2,958 -112 11,001 -2,483 825 11,476 11,714: -90 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 5.8 12.9 39.1 67.5 90.6 86.2: 9.4 13.8
Old : 100.0: 41.3 6.6 10.5 38.1 70.4 89.9 87.5: 10.1 12.5
Other: 100.0: 46.2 20.9 4.4 43.2 55.6 93.8 81.0: 6.2 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 216 85 155 110 205 406 407:
Old : 548: 208 90 136 101 198 377 386:
Other: 333: 89 63 23 46 159 150 233:
:----------------------------------------------------------------------------------------------------
: 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 22.7 22.8 31.7 12.0 20.8 19.3 28.7
Old : 16.5 26.0 25.3 35.9 15.8 24.8 24.0 33.6
Other: 30.6 25.7 47.0 34.1 29.8 25.6 44.2 33.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 14, 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 : 21,414: 18,531 2,574 6 39 3,389 18,576 5,969: 2,838 15,445
Old : 11,307: 9,147 2,288 5 39 1,518 9,191 3,811: 2,116 7,496
Other: 10,107: 9,384 286 1 0 1,871 9,385 2,158: 722 7,949
: : :
: : Changes in Commitments from: December 7, 2010 :
: -1,139: -724 -23 -146 -4 -764 -874 -933: -265 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 12.0 0.0 0.2 15.8 86.7 27.9: 13.3 72.1
Old : 100.0: 80.9 20.2 0.0 0.3 13.4 81.3 33.7: 18.7 66.3
Other: 100.0: 92.8 2.8 0.0 0.0 18.5 92.9 21.4: 7.1 78.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 11 2 2 6 20 19:
Old : 35: 18 11 1 2 6 20 18:
Other: 21: 12 3 1 0 6 12 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 14.7 74.8 19.8 54.4 14.7 74.8 19.7
Old : 49.8 15.5 67.2 23.0 49.8 15.5 67.2 23.0
Other: 67.4 15.4 88.1 21.1 67.4 15.4 88.1 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 14, 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 : 352,735: 93,207 26,647 44,075 178,483 256,942 315,765 327,664: 36,970 25,071
Old : 323,605: 94,542 30,291 33,046 161,150 236,635 288,738 299,972: 34,867 23,633
Other: 29,130: 4,739 2,430 4,955 17,333 20,307 27,027 27,692: 2,103 1,438
: : :
: : Changes in Commitments from: December 7, 2010 :
: 9,371: 810 -1,493 1,675 8,780 10,922 11,265 11,104: -1,894 -1,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 7.6 12.5 50.6 72.8 89.5 92.9: 10.5 7.1
Old : 100.0: 29.2 9.4 10.2 49.8 73.1 89.2 92.7: 10.8 7.3
Other: 100.0: 16.3 8.3 17.0 59.5 69.7 92.8 95.1: 7.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 89 49 79 62 55 203 154:
Old : 239: 93 54 75 60 55 198 152:
Other: 59: 12 13 8 26 12 44 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 : 14.8 35.9 26.1 49.1 13.2 29.5 21.8 40.4
Old : 14.9 36.0 26.2 48.4 14.3 31.9 23.8 43.5
Other: 57.2 64.5 74.0 80.4 48.3 58.6 60.7 69.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 14, 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 : 579,262: 75,173 68,716 3,164 383,414 370,081 461,751 441,961: 117,511 137,301
Old : 579,262: 75,173 68,716 3,164 383,414 370,081 461,751 441,961: 117,511 137,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -14,207: 1,376 14,427 -204 -15,485 -23,516 -14,313 -9,293: 106 -4,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.9 0.5 66.2 63.9 79.7 76.3: 20.3 23.7
Old : 100.0: 13.0 11.9 0.5 66.2 63.9 79.7 76.3: 20.3 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 : 146: 26 25 9 67 70 98 99:
Old : 146: 26 25 9 67 70 98 99:
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 : 21.9 17.6 32.2 28.6 19.8 16.3 30.1 25.6
Old : 21.9 17.6 32.2 28.6 19.8 16.3 30.1 25.6
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 14, 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 : 303,256: 38,634 48,605 764 205,599 209,357 244,997 258,726: 58,259 44,530
Old : 303,256: 38,634 48,605 764 205,599 209,357 244,997 258,726: 58,259 44,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -12,003: 978 1,101 138 -10,214 -13,992 -9,098 -12,753: -2,905 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.0 0.3 67.8 69.0 80.8 85.3: 19.2 14.7
Old : 100.0: 12.7 16.0 0.3 67.8 69.0 80.8 85.3: 19.2 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 9 4 27 27 34 37:
Old : 51: 4 9 4 27 27 34 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 : 28.4 51.7 49.6 66.1 27.5 50.2 47.0 63.8
Old : 28.4 51.7 49.6 66.1 27.5 50.2 47.0 63.8
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 14, 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 : 7,416: 1,040 387 472 5,746 6,271 7,258 7,130: 158 286
Old : 7,416: 1,040 387 472 5,746 6,271 7,258 7,130: 158 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 99: -91 43 -32 222 107 99 118: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 5.2 6.4 77.5 84.6 97.9 96.1: 2.1 3.9
Old : 100.0: 14.0 5.2 6.4 77.5 84.6 97.9 96.1: 2.1 3.9
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 : 31: 6 3 5 17 20 26 25:
Old : 31: 6 3 5 17 20 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 49.2 71.2 68.4 43.2 37.3 51.0 46.8
Old : 59.3 49.2 71.2 68.4 43.2 37.3 51.0 46.8
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 14, 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 : 193,466: 57,810 9,295 16,041 84,755 154,558 158,606 179,894: 34,860 13,572
Old : 168,664: 55,066 11,555 10,831 71,205 133,674 137,102 156,060: 31,562 12,604
Other: 24,802: 5,769 765 2,185 13,550 20,884 21,504 23,834: 3,298 968
: : :
: : Changes in Commitments from: December 7, 2010 :
: 188: -788 -1,527 1,071 1,017 1,722 1,300 1,266: -1,112 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 4.8 8.3 43.8 79.9 82.0 93.0: 18.0 7.0
Old : 100.0: 32.6 6.9 6.4 42.2 79.3 81.3 92.5: 18.7 7.5
Other: 100.0: 23.3 3.1 8.8 54.6 84.2 86.7 96.1: 13.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 78 15 39 64 55 159 102:
Old : 177: 80 19 35 62 52 153 99:
Other: 73: 21 8 10 36 20 65 32:
:----------------------------------------------------------------------------------------------------
: 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 50.6 21.3 59.8 10.0 42.9 16.6 50.6
Old : 12.7 48.3 20.8 58.6 10.1 39.8 17.2 48.1
Other: 35.1 66.1 47.3 80.6 34.8 63.6 46.2 76.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,095: 4,733 2,401 1,552 6,767 12,776 13,052 16,729: 5,043 1,366
Old : 17,409: 4,811 2,396 1,417 6,257 12,441 12,485 16,254: 4,924 1,155
Other: 686: 0 83 57 510 335 567 475: 119 211
: : :
: : Changes in Commitments from: December 7, 2010 :
: 211: -86 -114 287 -185 155 16 328: 195 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.3 8.6 37.4 70.6 72.1 92.5: 27.9 7.5
Old : 100.0: 27.6 13.8 8.1 35.9 71.5 71.7 93.4: 28.3 6.6
Other: 100.0: 0.0 12.1 8.3 74.3 48.8 82.7 69.2: 17.3 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 37 11 15 26 16 73 37:
Old : 85: 38 11 15 25 15 72 36:
Other: 18: 0 5 3 6 6 9 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 : 20.4 52.5 29.9 69.2 20.3 50.3 29.2 65.2
Old : 20.6 53.3 30.2 70.3 20.4 52.9 29.6 68.2
Other: 73.6 52.0 82.5 66.5 73.2 52.0 74.3 60.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 14, 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 : 655,916: 71,836 126,602 6,783 498,040 415,210 576,659 548,595: 79,257 107,321
Old : 655,916: 71,836 126,602 6,783 498,040 415,210 576,659 548,595: 79,257 107,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -8,776: -19,754 5,513 2,094 32,266 -22,356 14,606 -14,749: -23,382 5,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.3 1.0 75.9 63.3 87.9 83.6: 12.1 16.4
Old : 100.0: 11.0 19.3 1.0 75.9 63.3 87.9 83.6: 12.1 16.4
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 : 175: 24 36 16 76 90 109 133:
Old : 175: 24 36 16 76 90 109 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 22.2 44.8 32.2 27.5 20.8 36.8 29.5
Old : 31.1 22.2 44.8 32.2 27.5 20.8 36.8 29.5
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 14, 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 : 1,350,733: 190,452 198,556 13,529 876,307 835,103 1,080,288 1,047,188: 270,445 303,545
Old : 1,350,733: 190,452 198,556 13,529 876,307 835,103 1,080,288 1,047,188: 270,445 303,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 32,339: 32,666 -4,604 -2,733 1,991 58,476 31,924 51,139: 415 -18,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 14.7 1.0 64.9 61.8 80.0 77.5: 20.0 22.5
Old : 100.0: 14.1 14.7 1.0 64.9 61.8 80.0 77.5: 20.0 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 : 244: 50 40 22 104 113 167 162:
Old : 244: 50 40 22 104 113 167 162:
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 : 22.1 19.8 28.7 28.7 20.2 17.4 25.7 23.8
Old : 22.1 19.8 28.7 28.7 20.2 17.4 25.7 23.8
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 14, 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 : 1,005,813: 167,157 99,012 16,078 628,363 654,048 811,598 769,138: 194,215 236,675
Old : 1,005,813: 167,157 99,012 16,078 628,363 654,048 811,598 769,138: 194,215 236,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -6,373: 34,131 9,924 -5,129 -38,119 -5,568 -9,117 -773: 2,744 -5,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.8 1.6 62.5 65.0 80.7 76.5: 19.3 23.5
Old : 100.0: 16.6 9.8 1.6 62.5 65.0 80.7 76.5: 19.3 23.5
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 : 155: 25 25 11 70 77 100 108:
Old : 155: 25 25 11 70 77 100 108:
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 : 23.5 21.9 36.4 33.6 21.1 18.3 31.5 27.3
Old : 23.5 21.9 36.4 33.6 21.1 18.3 31.5 27.3
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 14, 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 : 562,535: 169,887 29,363 61,611 299,998 423,202 531,496 514,176: 31,039 48,359
Old : 562,535: 169,887 29,363 61,611 299,998 423,202 531,496 514,176: 31,039 48,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 19,212: 15,045 -1,866 2,938 1,751 19,593 19,734 20,665: -522 -1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.2 11.0 53.3 75.2 94.5 91.4: 5.5 8.6
Old : 100.0: 30.2 5.2 11.0 53.3 75.2 94.5 91.4: 5.5 8.6
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 : 98: 29 14 27 45 44 83 79:
Old : 98: 29 14 27 45 44 83 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 : 31.0 38.7 47.4 54.9 21.5 20.1 32.7 30.7
Old : 31.0 38.7 47.4 54.9 21.5 20.1 32.7 30.7
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, December 14, 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 : 47,633: 13,260 3,165 846 25,941 37,142 40,047 41,153: 7,586 6,480
Old : 47,633: 13,260 3,165 846 25,941 37,142 40,047 41,153: 7,586 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -557: -4,968 -773 180 3,221 -1,206 -1,568 -1,799: 1,011 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.6 1.8 54.5 78.0 84.1 86.4: 15.9 13.6
Old : 100.0: 27.8 6.6 1.8 54.5 78.0 84.1 86.4: 15.9 13.6
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 : 98: 34 9 9 35 38 71 54:
Old : 98: 34 9 9 35 38 71 54:
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 : 23.1 35.6 37.1 54.1 22.2 33.3 35.4 51.8
Old : 23.1 35.6 37.1 54.1 22.2 33.3 35.4 51.8
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 14, 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 : 95,265: 26,519 6,330 1,692 51,882 74,283 80,093 82,305: 15,172 12,960
Old : 95,265: 26,519 6,330 1,692 51,882 74,283 80,093 82,305: 15,172 12,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -1,113: -9,936 -1,546 360 6,441 -2,411 -3,135 -3,597: 2,022 2,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.6 1.8 54.5 78.0 84.1 86.4: 15.9 13.6
Old : 100.0: 27.8 6.6 1.8 54.5 78.0 84.1 86.4: 15.9 13.6
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 : 98: 34 9 9 35 38 71 54:
Old : 98: 34 9 9 35 38 71 54:
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 : 23.1 35.6 37.1 54.1 22.2 33.3 35.4 51.8
Old : 23.1 35.6 37.1 54.1 22.2 33.3 35.4 51.8
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 14, 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 : 6,879: 3,269 3,283 41 3,155 3,209 6,465 6,533: 414 346
Old : 6,879: 3,269 3,283 41 3,155 3,209 6,465 6,533: 414 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,332: -128 144 4 1,172 895 1,048 1,043: 284 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 47.7 0.6 45.9 46.6 94.0 95.0: 6.0 5.0
Old : 100.0: 47.5 47.7 0.6 45.9 46.6 94.0 95.0: 6.0 5.0
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 2 4 2 16 7:
Old : 20: 11 4 2 4 2 16 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 : 59.9 89.7 85.2 95.0 52.4 73.9 72.1 78.5
Old : 59.9 89.7 85.2 95.0 52.4 73.9 72.1 78.5
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 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,834: 1,790 1,241 0 10,858 11,335 12,648 12,576: 186 258
Old : 12,834: 1,790 1,241 0 10,858 11,335 12,648 12,576: 186 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -8,528: 872 -535 -1,541 -7,926 -6,540 -8,595 -8,616: 67 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.7 0.0 84.6 88.3 98.6 98.0: 1.4 2.0
Old : 100.0: 13.9 9.7 0.0 84.6 88.3 98.6 98.0: 1.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 7 0 9 15 11 22:
Old : 31: 2 7 0 9 15 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 : 84.8 68.7 97.4 83.8 84.8 68.7 97.4 83.8
Old : 84.8 68.7 97.4 83.8 84.8 68.7 97.4 83.8
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, December 14, 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 : 40,088: 3,184 1,391 0 36,771 38,390 39,955 39,781: 133 307
Old : 40,088: 3,184 1,391 0 36,771 38,390 39,955 39,781: 133 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -24,220: 2,557 -746 -3,027 -23,660 -20,604 -24,130 -24,377: -90 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.5 0.0 91.7 95.8 99.7 99.2: 0.3 0.8
Old : 100.0: 7.9 3.5 0.0 91.7 95.8 99.7 99.2: 0.3 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 : 29: 4 5 0 7 15 11 20:
Old : 29: 4 5 0 7 15 11 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 : 97.1 79.9 99.3 91.1 97.1 79.9 99.2 91.1
Old : 97.1 79.9 99.3 91.1 97.1 79.9 99.2 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010