WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 492,782: 76,715 113,245 115,751 264,619 207,079 457,086 436,076: 35,696 56,707
Old : 215,209: 50,042 89,234 25,876 120,137 70,998 196,054 186,108: 19,155 29,102
Other: 277,573: 48,660 45,998 67,889 144,483 136,082 261,032 249,968: 16,541 27,605
: : :
: : Changes in Commitments from: February 16, 2010 :
: -54,186: -2,230 -4,145 -29,544 -18,976 -16,944 -50,749 -50,633: -3,437 -3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.0 23.5 53.7 42.0 92.8 88.5: 7.2 11.5
Old : 100.0: 23.3 41.5 12.0 55.8 33.0 91.1 86.5: 8.9 13.5
Other: 100.0: 17.5 16.6 24.5 52.1 49.0 94.0 90.1: 6.0 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 106 142 140 79 99 284 309:
Old : 333: 91 133 81 65 84 204 257:
Other: 285: 85 84 94 66 92 208 222:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 14.7 37.7 21.3 22.0 12.6 35.7 18.2
Old : 33.9 11.8 45.6 20.2 33.7 11.3 45.4 19.7
Other: 25.7 19.9 35.7 29.0 23.7 16.8 32.5 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,385,976: 243,167 149,482 317,507 680,282 625,122 1,240,957 1,092,111: 145,019 293,865
Old : 987,869: 161,773 180,536 207,625 507,447 420,605 876,845 808,766: 111,024 179,104
Other: 398,107: 132,196 19,748 59,081 172,835 204,517 364,112 283,346: 33,995 114,761
: : :
: : Changes in Commitments from: February 16, 2010 :
: -127,841: 2,876 -17,697 -83,285 -44,414 -18,162 -124,822 -119,144: -3,019 -8,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 10.8 22.9 49.1 45.1 89.5 78.8: 10.5 21.2
Old : 100.0: 16.4 18.3 21.0 51.4 42.6 88.8 81.9: 11.2 18.1
Other: 100.0: 33.2 5.0 14.8 43.4 51.4 91.5 71.2: 8.5 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 655: 158 137 226 232 277 524 564:
Old : 636: 134 175 194 222 264 487 529:
Other: 468: 128 66 109 106 234 270 380:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 11.6 23.9 16.8 15.1 9.4 22.4 12.9
Old : 20.2 11.8 28.8 17.4 19.9 9.5 28.4 14.2
Other: 21.4 13.8 31.6 20.1 20.8 12.3 30.1 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 15,713: 1,283 2,422 1,450 10,077 10,007 12,809 13,879: 2,903 1,834
Old : 11,056: 1,290 2,156 981 6,233 6,365 8,504 9,502: 2,552 1,554
Other: 4,657: 57 331 404 3,844 3,641 4,305 4,376: 352 280
: : :
: : Changes in Commitments from: February 16, 2010 :
: 35: -219 16 -275 410 81 -84 -177: 119 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.4 9.2 64.1 63.7 81.5 88.3: 18.5 11.7
Old : 100.0: 11.7 19.5 8.9 56.4 57.6 76.9 85.9: 23.1 14.1
Other: 100.0: 1.2 7.1 8.7 82.5 78.2 92.5 94.0: 7.5 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 15 3 18 13 28 29:
Old : 42: 9 13 3 16 9 26 24:
Other: 20: 1 4 3 9 11 13 15:
:----------------------------------------------------------------------------------------------------
: 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 : 39.2 50.0 55.8 66.9 32.1 43.0 43.7 55.1
Old : 38.3 51.2 55.0 69.9 32.3 46.0 45.5 60.6
Other: 62.4 59.9 86.0 82.1 59.0 58.1 72.9 74.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 547,226: 89,511 70,332 136,234 270,083 238,806 495,828 445,371: 51,397 101,855
Old : 392,969: 76,365 58,088 82,087 193,380 189,363 351,831 329,538: 41,137 63,431
Other: 154,257: 40,541 39,638 26,752 76,704 49,443 143,997 115,833: 10,260 38,424
: : :
: : Changes in Commitments from: February 16, 2010 :
: -61,113: -3,214 -8,671 -37,643 -19,891 -10,198 -60,747 -56,512: -365 -4,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.9 24.9 49.4 43.6 90.6 81.4: 9.4 18.6
Old : 100.0: 19.4 14.8 20.9 49.2 48.2 89.5 83.9: 10.5 16.1
Other: 100.0: 26.3 25.7 17.3 49.7 32.1 93.3 75.1: 6.7 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 135 126 169 115 151 349 372:
Old : 428: 134 125 143 104 147 314 352:
Other: 285: 76 74 70 60 115 173 227:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 14.5 27.1 22.1 15.0 12.7 22.9 16.9
Old : 19.6 17.8 30.2 27.3 19.0 16.3 28.2 22.3
Other: 30.0 15.7 41.3 23.8 28.7 14.5 39.0 21.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,470: 10,349 370 516 78 1,713 10,943 2,599: 2,527 10,871
Old : 4,606: 2,403 625 237 78 199 2,718 1,061: 1,888 3,545
Other: 8,864: 8,201 0 24 0 1,514 8,225 1,538: 639 7,326
: : :
: : Changes in Commitments from: February 16, 2010 :
: -1,500: -1,222 -345 -167 -1 -120 -1,390 -632: -110 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 2.7 3.8 0.6 12.7 81.2 19.3: 18.8 80.7
Old : 100.0: 52.2 13.6 5.1 1.7 4.3 59.0 23.0: 41.0 77.0
Other: 100.0: 92.5 0.0 0.3 0.0 17.1 92.8 17.4: 7.2 82.6
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 2 10 2 6 15 17:
Old : 19: 11 3 7 2 4 13 14:
Other: 18: 12 0 3 0 6 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 53.3 11.1 72.0 17.3 53.1 10.1 71.3 14.9
Old : 39.3 18.1 54.8 21.9 39.1 16.5 51.6 17.7
Other: 60.9 13.2 84.3 17.3 60.9 13.2 84.0 17.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 324,979: 49,339 30,217 80,541 164,296 190,184 294,176 300,942: 30,802 24,036
Old : 278,998: 40,706 36,915 63,250 147,650 157,347 251,606 257,512: 27,392 21,486
Other: 45,980: 18,323 2,990 7,602 16,646 32,837 42,570 43,430: 3,410 2,551
: : :
: : Changes in Commitments from: February 16, 2010 :
: -11,864: -1,466 -3,131 -3,647 -7,211 -4,799 -12,325 -11,577: 461 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.3 24.8 50.6 58.5 90.5 92.6: 9.5 7.4
Old : 100.0: 14.6 13.2 22.7 52.9 56.4 90.2 92.3: 9.8 7.7
Other: 100.0: 39.8 6.5 16.5 36.2 71.4 92.6 94.5: 7.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 69 61 95 61 63 197 190:
Old : 244: 69 73 88 60 61 189 184:
Other: 95: 35 18 29 29 25 77 61:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 27.4 32.6 37.8 15.8 24.3 24.4 31.9
Old : 20.6 24.5 35.2 35.6 17.6 22.3 28.4 30.5
Other: 30.7 50.1 49.4 65.5 28.0 48.4 44.0 59.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 753,585: 50,275 151,562 36,751 531,045 371,968 618,071 560,281: 135,514 193,304
Old : 753,585: 50,275 151,562 36,751 531,045 371,968 618,071 560,281: 135,514 193,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 12,466: 5,676 -546 -9,644 17,615 -12,448 13,647 -22,638: -1,181 35,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 20.1 4.9 70.5 49.4 82.0 74.3: 18.0 25.7
Old : 100.0: 6.7 20.1 4.9 70.5 49.4 82.0 74.3: 18.0 25.7
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 : 150: 27 29 34 71 76 117 120:
Old : 150: 27 29 34 71 76 117 120:
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 : 20.5 18.1 33.8 26.1 18.2 17.3 30.3 24.7
Old : 20.5 18.1 33.8 26.1 18.2 17.3 30.3 24.7
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 8,397: 93 343 131 8,016 7,808 8,240 8,282: 157 115
Old : 8,397: 93 343 131 8,016 7,808 8,240 8,282: 157 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 123: 38 -39 39 114 183 191 183: -68 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.1 1.6 95.5 93.0 98.1 98.6: 1.9 1.4
Old : 100.0: 1.1 4.1 1.6 95.5 93.0 98.1 98.6: 1.9 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 : 25: 2 4 2 18 19 22 23:
Old : 25: 2 4 2 18 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 75.9 85.1 86.3 19.9 22.1 27.7 28.4
Old : 72.7 75.9 85.1 86.3 19.9 22.1 27.7 28.4
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 224,551: 53,875 25,340 40,061 95,014 130,641 188,950 196,042: 35,601 28,509
Old : 186,033: 47,317 21,608 31,459 76,277 107,908 155,053 160,975: 30,979 25,057
Other: 38,519: 9,707 6,881 5,453 18,738 22,733 33,897 35,067: 4,622 3,452
: : :
: : Changes in Commitments from: February 16, 2010 :
: -7,049: -884 -5,260 -1,756 -5,277 1,012 -7,917 -6,004: 868 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.3 17.8 42.3 58.2 84.1 87.3: 15.9 12.7
Old : 100.0: 25.4 11.6 16.9 41.0 58.0 83.3 86.5: 16.7 13.5
Other: 100.0: 25.2 17.9 14.2 48.6 59.0 88.0 91.0: 12.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 48 43 60 61 53 154 129:
Old : 175: 53 42 57 61 51 150 126:
Other: 82: 22 17 25 34 19 70 50:
:----------------------------------------------------------------------------------------------------
: 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 39.1 24.8 49.0 14.4 31.7 23.1 39.0
Old : 14.3 38.7 25.2 47.9 13.9 29.9 23.7 37.4
Other: 27.2 50.0 45.6 63.6 27.2 46.4 44.6 58.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 17,028: 3,615 1,537 1,715 8,342 11,459 13,672 14,712: 3,355 2,316
Old : 14,820: 3,614 1,579 1,449 6,831 9,974 11,893 13,002: 2,927 1,817
Other: 2,208: 154 110 114 1,511 1,485 1,779 1,709: 428 498
: : :
: : Changes in Commitments from: February 16, 2010 :
: -160: -888 100 217 432 -1,231 -239 -914: 79 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.0 10.1 49.0 67.3 80.3 86.4: 19.7 13.6
Old : 100.0: 24.4 10.7 9.8 46.1 67.3 80.3 87.7: 19.7 12.3
Other: 100.0: 7.0 5.0 5.2 68.4 67.3 80.6 77.4: 19.4 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 28 10 19 32 21 69 47:
Old : 80: 28 11 17 30 20 66 45:
Other: 27: 6 2 5 11 12 18 19:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 49.2 34.7 62.4 21.1 45.8 33.4 55.5
Old : 20.5 52.0 34.7 64.6 20.1 49.0 33.3 57.4
Other: 59.7 45.2 69.8 67.6 59.5 44.0 68.0 64.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,003,028: 269,338 133,815 35,100 583,272 691,472 887,710 860,387: 115,317 142,641
Old : 1,003,028: 269,338 133,815 35,100 583,272 691,472 887,710 860,387: 115,317 142,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -58,267: -47,547 8,927 -52,542 27,420 -26,737 -72,669 -70,352: 14,402 12,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.3 3.5 58.2 68.9 88.5 85.8: 11.5 14.2
Old : 100.0: 26.9 13.3 3.5 58.2 68.9 88.5 85.8: 11.5 14.2
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 : 232: 41 42 28 91 128 143 187:
Old : 232: 41 42 28 91 128 143 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 19.1 38.3 25.7 29.2 17.0 36.5 22.3
Old : 30.4 19.1 38.3 25.7 29.2 17.0 36.5 22.3
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,624,418: 110,419 223,521 209,390 1,004,776 886,756 1,324,584 1,319,666: 299,833 304,751
Old : 1,624,418: 110,419 223,521 209,390 1,004,776 886,756 1,324,584 1,319,666: 299,833 304,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -189,446: -57,250 -46,215 -22,814 -125,429 -126,142 -205,494 -195,172: 16,047 5,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.8 12.9 61.9 54.6 81.5 81.2: 18.5 18.8
Old : 100.0: 6.8 13.8 12.9 61.9 54.6 81.5 81.2: 18.5 18.8
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 : 229: 37 54 62 112 119 188 198:
Old : 229: 37 54 62 112 119 188 198:
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 18.7 30.6 28.1 19.1 13.0 23.6 17.9
Old : 23.1 18.7 30.6 28.1 19.1 13.0 23.6 17.9
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 948,861: 110,834 101,085 39,096 587,182 575,932 737,112 716,113: 211,748 232,748
Old : 948,861: 110,834 101,085 39,096 587,182 575,932 737,112 716,113: 211,748 232,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -52,485: -18,842 -45,471 -9,493 -24,597 -10,292 -52,932 -65,256: 447 12,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.7 4.1 61.9 60.7 77.7 75.5: 22.3 24.5
Old : 100.0: 11.7 10.7 4.1 61.9 60.7 77.7 75.5: 22.3 24.5
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 : 140: 23 22 21 70 77 103 110:
Old : 140: 23 22 21 70 77 103 110:
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 15.7 32.5 24.8 15.1 11.0 24.2 18.1
Old : 21.1 15.7 32.5 24.8 15.1 11.0 24.2 18.1
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,015,346: 77,165 77,390 325,523 567,558 559,014 970,247 961,927: 45,099 53,419
Old : 1,015,346: 77,165 77,390 325,523 567,558 559,014 970,247 961,927: 45,099 53,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 71,854: 9,493 6,485 20,377 37,351 36,053 67,220 62,915: 4,634 8,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.6 32.1 55.9 55.1 95.6 94.7: 4.4 5.3
Old : 100.0: 7.6 7.6 32.1 55.9 55.1 95.6 94.7: 4.4 5.3
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 : 145: 27 37 48 68 69 122 131:
Old : 145: 27 37 48 68 69 122 131:
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 : 30.2 26.7 44.7 39.1 17.3 8.7 20.4 12.2
Old : 30.2 26.7 44.7 39.1 17.3 8.7 20.4 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 14,343: 3,357 1,497 3 8,668 9,633 12,028 11,133: 2,315 3,210
Old : 14,343: 3,357 1,497 3 8,668 9,633 12,028 11,133: 2,315 3,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 123: 711 -348 0 -310 511 401 163: -278 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.4 0.0 60.4 67.2 83.9 77.6: 16.1 22.4
Old : 100.0: 23.4 10.4 0.0 60.4 67.2 83.9 77.6: 16.1 22.4
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 : 23: 5 3 1 7 9 13 12:
Old : 23: 5 3 1 7 9 13 12:
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 : 62.7 49.5 77.7 68.2 62.7 49.5 77.7 68.2
Old : 62.7 49.5 77.7 68.2 62.7 49.5 77.7 68.2
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 74,239: 26,863 11,606 1,157 33,353 50,139 61,373 62,902: 12,867 11,337
Old : 74,239: 26,863 11,606 1,157 33,353 50,139 61,373 62,902: 12,867 11,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 5,416: 9,443 -1,177 -569 -3,632 7,613 5,241 5,867: 174 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.6 1.6 44.9 67.5 82.7 84.7: 17.3 15.3
Old : 100.0: 36.2 15.6 1.6 44.9 67.5 82.7 84.7: 17.3 15.3
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 : 91: 31 17 11 25 29 59 54:
Old : 91: 31 17 11 25 29 59 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 : 22.2 36.2 35.7 53.6 22.2 34.8 35.0 49.8
Old : 22.2 36.2 35.7 53.6 22.2 34.8 35.0 49.8
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 12,683: 8,418 12,563 0 3,866 117 12,284 12,680: 399 3
Old : 12,683: 8,418 12,563 0 3,866 117 12,284 12,680: 399 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 0: 44 0 0 -45 0 -1 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 99.1 0.0 30.5 0.9 96.9 100.0: 3.1 0.0
Old : 100.0: 66.4 99.1 0.0 30.5 0.9 96.9 100.0: 3.1 0.0
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 : 21: 11 5 0 3 2 14 7:
Old : 21: 11 5 0 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 : 74.3 98.5 92.0 100.0 74.3 98.5 92.0 100.0
Old : 74.3 98.5 92.0 100.0 74.3 98.5 92.0 100.0
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 11,031: 1,052 1,235 209 9,730 9,433 10,991 10,877: 40 154
Old : 11,031: 1,052 1,235 209 9,730 9,433 10,991 10,877: 40 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 677: 626 -451 -583 738 1,648 781 614: -104 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.2 1.9 88.2 85.5 99.6 98.6: 0.4 1.4
Old : 100.0: 9.5 11.2 1.9 88.2 85.5 99.6 98.6: 0.4 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 : 39: 5 8 2 14 15 19 25:
Old : 39: 5 8 2 14 15 19 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 : 64.8 63.0 88.5 80.2 55.5 58.2 70.4 68.4
Old : 64.8 63.0 88.5 80.2 55.5 58.2 70.4 68.4
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 with Delta-adjusted Options and Futures Combined, February 23, 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 : 23,144: 4,683 908 0 18,256 20,617 22,939 21,525: 205 1,619
Old : 23,144: 4,683 908 0 18,256 20,617 22,939 21,525: 205 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 3,732: -2,356 -660 0 6,094 2,921 3,738 2,261: -6 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.9 0.0 78.9 89.1 99.1 93.0: 0.9 7.0
Old : 100.0: 20.2 3.9 0.0 78.9 89.1 99.1 93.0: 0.9 7.0
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 : 33: 8 4 0 9 15 17 19:
Old : 33: 8 4 0 9 15 17 19:
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 : 73.9 54.9 93.7 77.5 67.3 51.1 83.3 67.9
Old : 73.9 54.9 93.7 77.5 67.3 51.1 83.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010