WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 28, 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 : 488,334: 113,353 85,742 65,619 269,214 280,903 448,186 432,264: 40,148 56,070
Old : 293,812: 98,511 79,947 11,047 157,102 177,398 266,660 268,392: 27,152 25,420
Other: 194,522: 44,013 34,966 25,401 112,112 103,505 181,526 163,872: 12,996 30,650
: : :
: : Changes in Commitments from: December 21, 2010 :
: 8,093: 5,851 -793 1,840 -70 7,895 7,621 8,942: 472 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 17.6 13.4 55.1 57.5 91.8 88.5: 8.2 11.5
Old : 100.0: 33.5 27.2 3.8 53.5 60.4 90.8 91.3: 9.2 8.7
Other: 100.0: 22.6 18.0 13.1 57.6 53.2 93.3 84.2: 6.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 153 121 121 79 126 310 297:
Old : 393: 155 111 59 59 109 251 243:
Other: 272: 68 76 50 65 115 162 217:
:----------------------------------------------------------------------------------------------------
: 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 24.6 36.0 31.2 20.9 21.0 34.5 25.6
Old : 28.1 32.3 40.6 40.7 28.1 31.8 40.5 39.1
Other: 32.5 17.3 44.8 26.2 29.7 16.4 41.3 22.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 28, 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 : 1,542,447: 600,205 119,770 134,488 648,130 1,042,683 1,382,823 1,296,941: 159,624 245,506
Old : 1,213,397: 476,195 112,055 84,329 527,097 837,835 1,087,621 1,034,219: 125,776 179,178
Other: 329,050: 152,792 36,497 21,377 121,033 204,848 295,202 262,722: 33,848 66,328
: : :
: : Changes in Commitments from: December 21, 2010 :
: 24,028: 12,461 -5,211 -6,492 7,303 29,872 13,272 18,169: 10,756 5,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 7.8 8.7 42.0 67.6 89.7 84.1: 10.3 15.9
Old : 100.0: 39.2 9.2 6.9 43.4 69.0 89.6 85.2: 10.4 14.8
Other: 100.0: 46.4 11.1 6.5 36.8 62.3 89.7 79.8: 10.3 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 863: 278 120 166 214 389 566 623:
Old : 843: 273 123 128 184 376 511 583:
Other: 622: 122 105 44 112 334 260 466:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.5 21.7 19.4 12.3 10.2 18.6 16.0
Old : 15.8 14.0 24.2 20.4 14.9 12.1 21.3 17.2
Other: 23.6 12.7 33.4 18.7 23.6 11.8 32.7 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 28, 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 : 11,770: 4,573 136 73 4,719 10,541 9,365 10,750: 2,405 1,020
Old : 10,432: 4,407 180 1 3,790 9,429 8,198 9,610: 2,234 822
Other: 1,338: 210 0 28 929 1,112 1,167 1,140: 171 198
: : :
: : Changes in Commitments from: December 21, 2010 :
: -1: -326 -30 11 142 203 -173 184: 172 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 1.2 0.6 40.1 89.6 79.6 91.3: 20.4 8.7
Old : 100.0: 42.2 1.7 0.0 36.3 90.4 78.6 92.1: 21.4 7.9
Other: 100.0: 15.7 0.0 2.1 69.4 83.1 87.2 85.2: 12.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 23 2 3 17 11 40 16:
Old : 43: 20 3 1 12 11 32 15:
Other: 18: 6 0 2 8 8 14 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 : 30.6 71.7 47.8 86.2 30.6 66.6 47.6 80.4
Old : 32.6 76.5 51.8 88.1 32.6 74.8 51.8 86.1
Other: 62.7 71.5 82.1 84.4 57.2 71.5 72.7 72.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 28, 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 : 646,356: 259,531 31,258 70,562 253,908 457,123 584,001 558,943: 62,355 87,413
Old : 510,601: 217,437 23,374 45,605 194,565 380,014 457,607 448,993: 52,994 61,608
Other: 135,755: 60,808 26,598 6,243 59,343 77,109 126,394 109,950: 9,361 25,805
: : :
: : Changes in Commitments from: December 21, 2010 :
: -14,507: 1,973 -10,271 -16,267 -4,444 11,969 -18,738 -14,569: 4,231 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.8 10.9 39.3 70.7 90.4 86.5: 9.6 13.5
Old : 100.0: 42.6 4.6 8.9 38.1 74.4 89.6 87.9: 10.4 12.1
Other: 100.0: 44.8 19.6 4.6 43.7 56.8 93.1 81.0: 6.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 588: 234 71 161 122 215 437 412:
Old : 567: 220 76 131 108 210 396 386:
Other: 352: 88 69 24 56 165 161 245:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 24.2 21.7 33.7 11.7 22.8 18.9 31.1
Old : 16.9 28.5 25.8 39.0 16.1 28.0 24.5 38.0
Other: 27.9 23.8 42.4 32.8 27.0 23.7 39.3 32.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 28, 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 : 22,484: 19,601 1,244 36 28 4,399 19,665 5,679: 2,819 16,805
Old : 10,267: 8,186 757 25 28 1,947 8,239 2,729: 2,028 7,538
Other: 12,217: 11,420 492 6 0 2,452 11,426 2,950: 791 9,267
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,192: 2,386 581 30 -11 696 2,405 1,307: -213 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 5.5 0.2 0.1 19.6 87.5 25.3: 12.5 74.7
Old : 100.0: 79.7 7.4 0.2 0.3 19.0 80.2 26.6: 19.8 73.4
Other: 100.0: 93.5 4.0 0.0 0.0 20.1 93.5 24.1: 6.5 75.9
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 17 4 4 2 9 20 16:
Old : 28: 16 3 2 2 9 18 14:
Other: 26: 14 3 2 0 9 14 14:
:----------------------------------------------------------------------------------------------------
: 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 : 55.6 15.1 75.6 20.5 55.6 15.1 75.6 20.3
Old : 51.0 18.3 67.8 24.7 50.9 18.3 67.5 24.6
Other: 66.6 14.3 87.5 20.0 66.6 14.3 87.5 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 28, 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 : 351,072: 99,143 26,238 35,289 179,058 266,788 313,490 328,315: 37,582 22,757
Old : 316,577: 99,569 30,432 23,650 158,161 241,858 281,380 295,940: 35,197 20,637
Other: 34,495: 6,199 2,431 5,014 20,897 24,930 32,110 32,375: 2,385 2,120
: : :
: : Changes in Commitments from: December 21, 2010 :
: -3,923: 2,434 -595 -11,193 3,892 7,804 -4,867 -3,984: 944 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 7.5 10.1 51.0 76.0 89.3 93.5: 10.7 6.5
Old : 100.0: 31.5 9.6 7.5 50.0 76.4 88.9 93.5: 11.1 6.5
Other: 100.0: 18.0 7.0 14.5 60.6 72.3 93.1 93.9: 6.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 97 45 70 62 57 199 151:
Old : 240: 95 56 67 60 56 195 148:
Other: 65: 20 9 6 26 17 48 31:
:----------------------------------------------------------------------------------------------------
: 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 36.8 26.4 51.2 13.1 28.8 21.9 41.8
Old : 14.9 36.2 26.5 50.5 14.5 32.3 24.3 44.7
Other: 51.8 62.6 69.9 78.8 44.7 59.8 58.7 70.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 28, 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 : 529,597: 44,226 71,225 4,947 363,038 319,673 412,211 395,845: 117,386 133,752
Old : 529,597: 44,226 71,225 4,947 363,038 319,673 412,211 395,845: 117,386 133,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -7,523: -4,225 -3,744 1,818 -13,131 -202 -15,538 -2,128: 8,015 -5,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.4 0.9 68.5 60.4 77.8 74.7: 22.2 25.3
Old : 100.0: 8.4 13.4 0.9 68.5 60.4 77.8 74.7: 22.2 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 19 24 11 68 58 93 87:
Old : 129: 19 24 11 68 58 93 87:
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 17.0 35.6 27.9 22.3 15.5 32.8 25.4
Old : 25.0 17.0 35.6 27.9 22.3 15.5 32.8 25.4
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 28, 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 : 307,561: 40,314 49,206 250 206,626 216,665 247,190 266,121: 60,371 41,440
Old : 307,561: 40,314 49,206 250 206,626 216,665 247,190 266,121: 60,371 41,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,293: 1,635 703 -44 -1,600 3,312 -9 3,971: 2,302 -1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.0 0.1 67.2 70.4 80.4 86.5: 19.6 13.5
Old : 100.0: 13.1 16.0 0.1 67.2 70.4 80.4 86.5: 19.6 13.5
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 : 53: 5 9 1 25 28 30 38:
Old : 53: 5 9 1 25 28 30 38:
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 48.8 49.2 64.0 27.7 48.4 47.1 63.0
Old : 28.2 48.8 49.2 64.0 27.7 48.4 47.1 63.0
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 28, 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 : 7,255: 969 380 546 5,519 5,938 7,034 6,864: 221 391
Old : 7,255: 969 380 546 5,519 5,938 7,034 6,864: 221 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 166: 27 10 7 89 57 123 74: 43 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.2 7.5 76.1 81.8 97.0 94.6: 3.0 5.4
Old : 100.0: 13.4 5.2 7.5 76.1 81.8 97.0 94.6: 3.0 5.4
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 : 33: 5 5 5 17 20 26 26:
Old : 33: 5 5 5 17 20 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 50.3 72.5 68.1 45.0 37.9 52.3 47.6
Old : 59.5 50.3 72.5 68.1 45.0 37.9 52.3 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, December 28, 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 : 196,263: 62,571 9,597 17,313 79,662 153,411 159,546 180,321: 36,717 15,942
Old : 168,524: 59,902 11,047 12,422 63,321 130,223 135,645 153,692: 32,879 14,832
Other: 27,739: 5,126 1,007 2,434 16,341 23,188 23,901 26,629: 3,838 1,110
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,132: -142 25 1,742 2,690 1,169 4,290 2,936: -2,158 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.9 8.8 40.6 78.2 81.3 91.9: 18.7 8.1
Old : 100.0: 35.5 6.6 7.4 37.6 77.3 80.5 91.2: 19.5 8.8
Other: 100.0: 18.5 3.6 8.8 58.9 83.6 86.2 96.0: 13.8 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 80 16 40 65 52 171 99:
Old : 188: 82 20 36 63 49 165 95:
Other: 78: 24 6 10 39 19 70 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 : 11.7 47.8 18.7 56.7 9.1 44.4 15.6 51.9
Old : 9.5 44.8 17.2 55.1 9.2 41.3 16.2 49.3
Other: 39.4 65.8 51.0 80.5 38.5 63.2 49.1 76.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 28, 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 : 19,081: 4,695 2,460 2,376 7,130 12,979 14,201 17,815: 4,880 1,266
Old : 18,221: 4,907 2,450 2,045 6,524 12,632 13,476 17,127: 4,745 1,094
Other: 860: 0 222 119 606 347 725 688: 135 172
: : :
: : Changes in Commitments from: December 21, 2010 :
: 573: -173 -40 794 290 275 911 1,029: -338 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 12.9 12.5 37.4 68.0 74.4 93.4: 25.6 6.6
Old : 100.0: 26.9 13.4 11.2 35.8 69.3 74.0 94.0: 26.0 6.0
Other: 100.0: 0.0 25.8 13.8 70.5 40.3 84.3 80.0: 15.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 33 14 21 28 18 78 46:
Old : 91: 35 14 20 27 17 77 44:
Other: 23: 0 5 6 7 8 13 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 48.7 29.0 63.9 19.6 47.0 28.0 60.4
Old : 19.6 49.9 29.1 65.4 19.4 49.8 28.1 63.8
Other: 70.0 53.5 81.6 72.3 68.1 53.5 69.3 63.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 28, 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 : 646,445: 66,147 109,945 2,830 496,277 405,958 565,254 518,733: 81,191 127,712
Old : 646,445: 66,147 109,945 2,830 496,277 405,958 565,254 518,733: 81,191 127,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -36,846: -7,996 -30,119 -2,655 -32,146 -17,563 -42,797 -50,337: 5,951 13,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.0 0.4 76.8 62.8 87.4 80.2: 12.6 19.8
Old : 100.0: 10.2 17.0 0.4 76.8 62.8 87.4 80.2: 12.6 19.8
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 : 163: 21 29 11 68 89 95 123:
Old : 163: 21 29 11 68 89 95 123:
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 : 32.0 20.1 44.0 29.9 28.1 19.4 40.0 28.5
Old : 32.0 20.1 44.0 29.9 28.1 19.4 40.0 28.5
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 28, 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 : 1,334,702: 147,554 253,147 9,552 915,546 776,713 1,072,652 1,039,412: 262,050 295,290
Old : 1,334,702: 147,554 253,147 9,552 915,546 776,713 1,072,652 1,039,412: 262,050 295,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -21,092: -26,821 849 -1,629 -16,439 -15,527 -44,889 -16,307: 23,797 -4,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.0 0.7 68.6 58.2 80.4 77.9: 19.6 22.1
Old : 100.0: 11.1 19.0 0.7 68.6 58.2 80.4 77.9: 19.6 22.1
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 : 236: 46 42 18 98 109 154 159:
Old : 236: 46 42 18 98 109 154 159:
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 : 25.5 16.6 33.6 25.6 22.9 14.5 29.1 21.6
Old : 25.5 16.6 33.6 25.6 22.9 14.5 29.1 21.6
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 28, 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 : 1,002,092: 173,246 83,222 13,538 642,260 677,511 829,044 774,271: 173,048 227,821
Old : 1,002,092: 173,246 83,222 13,538 642,260 677,511 829,044 774,271: 173,048 227,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -31,947: 7,889 -17,535 -3,369 -44,210 -14,111 -39,690 -35,015: 7,743 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.3 1.4 64.1 67.6 82.7 77.3: 17.3 22.7
Old : 100.0: 17.3 8.3 1.4 64.1 67.6 82.7 77.3: 17.3 22.7
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 : 158: 27 23 14 75 77 108 108:
Old : 158: 27 23 14 75 77 108 108:
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 : 20.6 23.5 31.8 35.4 19.1 19.1 27.0 29.3
Old : 20.6 23.5 31.8 35.4 19.1 19.1 27.0 29.3
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 28, 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 : 575,278: 170,461 33,181 60,715 317,468 442,427 548,644 536,323: 26,634 38,955
Old : 575,278: 170,461 33,181 60,715 317,468 442,427 548,644 536,323: 26,634 38,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 873: -427 -2,710 -983 3,543 5,520 2,133 1,827: -1,260 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 5.8 10.6 55.2 76.9 95.4 93.2: 4.6 6.8
Old : 100.0: 29.6 5.8 10.6 55.2 76.9 95.4 93.2: 4.6 6.8
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 : 105: 28 18 28 49 46 88 83:
Old : 105: 28 18 28 49 46 88 83:
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 39.0 48.4 56.0 22.5 20.3 33.0 30.5
Old : 31.0 39.0 48.4 56.0 22.5 20.3 33.0 30.5
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 28, 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 : 36,546: 9,844 2,642 47 20,447 29,903 30,338 32,591: 6,209 3,955
Old : 36,546: 9,844 2,642 47 20,447 29,903 30,338 32,591: 6,209 3,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -334: -251 -477 38 -158 -567 -371 -1,006: 37 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 7.2 0.1 55.9 81.8 83.0 89.2: 17.0 10.8
Old : 100.0: 26.9 7.2 0.1 55.9 81.8 83.0 89.2: 17.0 10.8
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 : 78: 21 8 2 24 28 45 38:
Old : 78: 21 8 2 24 28 45 38:
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 43.1 41.4 59.9 27.5 43.1 41.0 59.9
Old : 27.9 43.1 41.4 59.9 27.5 43.1 41.0 59.9
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 28, 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 : 73,092: 19,688 5,283 93 40,894 59,806 60,675 65,182: 12,417 7,910
Old : 73,092: 19,688 5,283 93 40,894 59,806 60,675 65,182: 12,417 7,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -668: -501 -953 76 -316 -1,134 -741 -2,011: 73 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 7.2 0.1 55.9 81.8 83.0 89.2: 17.0 10.8
Old : 100.0: 26.9 7.2 0.1 55.9 81.8 83.0 89.2: 17.0 10.8
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 : 78: 21 8 2 24 28 45 38:
Old : 78: 21 8 2 24 28 45 38:
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 43.1 41.4 59.9 27.5 43.1 41.0 59.9
Old : 27.9 43.1 41.4 59.9 27.5 43.1 41.0 59.9
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 28, 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 : 14,172: 1,775 1,954 0 12,353 12,020 14,128 13,974: 44 198
Old : 14,172: 1,775 1,954 0 12,353 12,020 14,128 13,974: 44 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 305: -53 191 0 373 135 320 326: -15 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.8 0.0 87.2 84.8 99.7 98.6: 0.3 1.4
Old : 100.0: 12.5 13.8 0.0 87.2 84.8 99.7 98.6: 0.3 1.4
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 : 34: 2 10 0 10 15 12 25:
Old : 34: 2 10 0 10 15 12 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 : 83.8 63.9 98.4 82.1 83.8 63.2 97.7 81.4
Old : 83.8 63.9 98.4 82.1 83.8 63.2 97.7 81.4
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 28, 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 : 41,158: 4,278 1,055 0 36,573 39,924 40,851 40,979: 307 179
Old : 41,158: 4,278 1,055 0 36,573 39,924 40,851 40,979: 307 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,178: 1,022 220 0 1,328 2,064 2,350 2,284: -172 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 2.6 0.0 88.9 97.0 99.3 99.6: 0.7 0.4
Old : 100.0: 10.4 2.6 0.0 88.9 97.0 99.3 99.6: 0.7 0.4
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 : 28: 2 6 0 6 16 8 22:
Old : 28: 2 6 0 6 16 8 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 : 97.3 78.1 99.3 91.7 97.3 78.1 99.1 91.7
Old : 97.3 78.1 99.3 91.7 97.3 78.1 99.1 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011