WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 652,769: 87,705 103,989 172,894 344,447 308,168 605,046 585,050: 47,723 67,718
Old : 491,681: 77,756 95,464 124,763 249,081 229,257 451,600 449,484: 40,080 42,197
Other: 161,088: 29,674 28,250 28,406 95,366 78,911 153,446 135,567: 7,642 25,522
: : :
: : Changes in Commitments from: October 12, 2010 :
: 3,736: -2,561 -2,361 -2,262 7,416 6,678 2,594 2,056: 1,142 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.9 26.5 52.8 47.2 92.7 89.6: 7.3 10.4
Old : 100.0: 15.8 19.4 25.4 50.7 46.6 91.8 91.4: 8.2 8.6
Other: 100.0: 18.4 17.5 17.6 59.2 49.0 95.3 84.2: 4.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 157 169 199 102 143 383 402:
Old : 469: 159 162 174 91 137 348 379:
Other: 269: 71 70 72 64 110 177 219:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 16.5 28.3 23.2 15.8 11.2 25.0 15.0
Old : 19.2 19.4 29.0 26.3 17.9 16.1 25.9 20.9
Other: 33.0 20.7 45.8 28.8 30.6 17.6 40.5 22.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 2,380,072: 541,651 107,639 818,854 794,902 1,146,192 2,155,407 2,072,685: 224,665 307,387
Old : 2,077,113: 468,552 118,360 713,971 700,158 988,998 1,882,681 1,821,329: 194,432 255,784
Other: 302,959: 118,356 34,537 59,625 94,744 157,194 272,725 251,356: 30,233 51,603
: : :
: : Changes in Commitments from: October 12, 2010 :
: 22,949: -7,750 8,071 1,148 26,471 11,215 19,869 20,434: 3,080 2,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 4.5 34.4 33.4 48.2 90.6 87.1: 9.4 12.9
Old : 100.0: 22.6 5.7 34.4 33.7 47.6 90.6 87.7: 9.4 12.3
Other: 100.0: 39.1 11.4 19.7 31.3 51.9 90.0 83.0: 10.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 951: 292 179 307 282 429 703 799:
Old : 940: 266 198 288 271 426 675 784:
Other: 620: 124 120 79 117 339 280 502:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 9.4 16.1 15.0 9.0 6.6 13.9 11.0
Old : 10.4 9.2 16.8 15.3 9.7 7.2 14.8 11.4
Other: 17.6 14.7 26.1 22.0 15.4 11.8 22.2 16.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 14,999: 3,177 273 1,098 7,623 11,966 11,898 13,338: 3,100 1,661
Old : 14,068: 3,184 249 901 6,919 11,333 11,004 12,483: 3,063 1,584
Other: 931: 12 44 177 705 633 894 854: 37 77
: : :
: : Changes in Commitments from: October 12, 2010 :
: 571: -137 70 230 567 201 660 501: -89 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.8 7.3 50.8 79.8 79.3 88.9: 20.7 11.1
Old : 100.0: 22.6 1.8 6.4 49.2 80.6 78.2 88.7: 21.8 11.3
Other: 100.0: 1.3 4.8 19.0 75.7 68.0 96.0 91.8: 4.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 5 7 16 13 38 23:
Old : 44: 19 4 6 16 13 37 22:
Other: 14: 4 2 6 4 4 10 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 : 25.4 58.4 41.5 73.8 23.2 45.2 35.9 58.8
Old : 26.5 61.1 42.0 74.2 25.6 50.5 39.1 62.7
Other: 87.8 76.1 95.4 90.2 76.2 68.0 77.0 72.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 904,359: 208,695 24,813 280,209 352,735 497,739 841,639 802,761: 62,721 101,598
Old : 824,822: 187,866 34,173 254,907 324,749 448,750 767,522 737,830: 57,300 86,992
Other: 79,537: 36,684 6,495 9,447 27,986 48,989 74,117 64,931: 5,420 14,606
: : :
: : Changes in Commitments from: October 12, 2010 :
: 21,426: 19,134 -2,070 2,641 901 15,493 22,676 16,064: -1,250 5,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.7 31.0 39.0 55.0 93.1 88.8: 6.9 11.2
Old : 100.0: 22.8 4.1 30.9 39.4 54.4 93.1 89.5: 6.9 10.5
Other: 100.0: 46.1 8.2 11.9 35.2 61.6 93.2 81.6: 6.8 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 226 121 216 142 228 475 490:
Old : 613: 217 132 206 136 224 457 483:
Other: 286: 66 51 38 42 156 121 233:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 20.9 18.7 27.8 10.3 16.6 16.0 21.5
Old : 11.9 20.9 19.9 28.1 10.9 17.3 16.7 22.0
Other: 37.6 28.5 52.9 35.5 37.6 28.4 52.6 35.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 23,442: 19,119 723 1,221 0 3,879 20,340 5,823: 3,102 17,619
Old : 17,759: 14,320 1,226 708 0 2,827 15,028 4,761: 2,731 12,998
Other: 5,683: 5,307 5 5 0 1,052 5,312 1,062: 371 4,621
: : :
: : Changes in Commitments from: October 12, 2010 :
: -6,598: -6,282 -2,686 -811 -32 -2,606 -7,125 -6,103: 527 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 3.1 5.2 0.0 16.5 86.8 24.8: 13.2 75.2
Old : 100.0: 80.6 6.9 4.0 0.0 15.9 84.6 26.8: 15.4 73.2
Other: 100.0: 93.4 0.1 0.1 0.0 18.5 93.5 18.7: 6.5 81.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 4 7 0 7 15 18:
Old : 26: 12 6 7 0 7 15 18:
Other: 19: 12 1 1 0 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 : 57.1 15.2 78.5 20.8 57.0 12.9 74.1 17.5
Old : 60.0 15.3 77.5 21.5 59.9 12.2 76.0 18.4
Other: 71.0 17.3 90.1 18.7 71.0 17.3 90.1 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 424,199: 104,478 24,640 97,518 181,585 280,066 383,581 402,223: 40,618 21,976
Old : 413,242: 104,461 25,630 95,613 173,166 270,983 373,240 392,225: 40,001 21,016
Other: 10,958: 1,790 783 132 8,419 9,083 10,341 9,998: 617 960
: : :
: : Changes in Commitments from: October 12, 2010 :
: 16,545: -698 73 8,919 8,754 6,234 16,975 15,225: -430 1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.8 23.0 42.8 66.0 90.4 94.8: 9.6 5.2
Old : 100.0: 25.3 6.2 23.1 41.9 65.6 90.3 94.9: 9.7 5.1
Other: 100.0: 16.3 7.1 1.2 76.8 82.9 94.4 91.2: 5.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 112 49 78 64 73 222 173:
Old : 265: 111 56 77 64 73 220 173:
Other: 41: 14 6 5 14 8 31 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 : 16.4 33.3 26.2 44.7 11.0 25.6 17.4 33.5
Old : 15.6 32.4 25.7 43.8 11.2 25.6 17.8 33.7
Other: 68.7 78.8 81.4 88.6 68.7 77.2 81.4 86.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 793,337: 98,174 98,219 51,182 482,367 499,967 631,723 649,368: 161,614 143,969
Old : 793,337: 98,174 98,219 51,182 482,367 499,967 631,723 649,368: 161,614 143,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,420: 749 -7,466 1,672 8,817 5,740 11,238 -55: -8,818 2,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.4 6.5 60.8 63.0 79.6 81.9: 20.4 18.1
Old : 100.0: 12.4 12.4 6.5 60.8 63.0 79.6 81.9: 20.4 18.1
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 : 184: 37 31 44 96 95 156 147:
Old : 184: 37 31 44 96 95 156 147:
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 : 18.0 20.0 27.0 32.2 17.0 16.7 24.7 28.9
Old : 18.0 20.0 27.0 32.2 17.0 16.7 24.7 28.9
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 with Delta-adjusted Options and Futures Combined, October 19, 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 : 241,628: 38,944 28,681 550 155,284 174,106 194,778 203,337: 46,850 38,291
Old : 241,628: 38,944 28,681 550 155,284 174,106 194,778 203,337: 46,850 38,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 8,684: 960 2,371 266 6,738 3,167 7,964 5,804: 721 2,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.9 0.2 64.3 72.1 80.6 84.2: 19.4 15.8
Old : 100.0: 16.1 11.9 0.2 64.3 72.1 80.6 84.2: 19.4 15.8
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 : 46: 7 5 2 22 26 30 32:
Old : 46: 7 5 2 22 26 30 32:
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 : 31.7 53.1 51.3 67.1 29.5 52.5 48.9 65.9
Old : 31.7 53.1 51.3 67.1 29.5 52.5 48.9 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 9,176: 847 1,191 609 7,430 7,189 8,886 8,989: 290 187
Old : 9,176: 847 1,191 609 7,430 7,189 8,886 8,989: 290 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -273: 25 -186 268 -598 -374 -305 -292: 32 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.0 6.6 81.0 78.3 96.8 98.0: 3.2 2.0
Old : 100.0: 9.2 13.0 6.6 81.0 78.3 96.8 98.0: 3.2 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 : 33: 5 6 5 20 19 30 25:
Old : 33: 5 6 5 20 19 30 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 : 59.2 53.7 74.5 77.7 24.3 26.6 32.7 36.3
Old : 59.2 53.7 74.5 77.7 24.3 26.6 32.7 36.3
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, October 19, 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 : 241,723: 63,418 12,603 43,834 94,872 166,617 202,124 223,054: 39,598 18,669
Old : 232,458: 62,693 13,813 40,447 90,979 159,941 194,120 214,201: 38,338 18,257
Other: 9,265: 2,881 947 1,230 3,893 6,676 8,005 8,853: 1,260 412
: : :
: : Changes in Commitments from: October 12, 2010 :
: 8,707: 153 -763 1,666 4,738 7,488 6,557 8,391: 2,149 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.2 18.1 39.2 68.9 83.6 92.3: 16.4 7.7
Old : 100.0: 27.0 5.9 17.4 39.1 68.8 83.5 92.1: 16.5 7.9
Other: 100.0: 31.1 10.2 13.3 42.0 72.1 86.4 95.6: 13.6 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 76 30 51 76 73 178 136:
Old : 206: 75 34 50 76 73 176 136:
Other: 42: 13 6 10 19 12 36 24:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 37.6 19.0 49.2 8.6 29.9 14.7 37.6
Old : 12.0 37.0 19.5 48.7 8.9 29.8 15.3 38.0
Other: 40.0 69.9 58.3 81.6 40.0 68.5 55.9 75.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 21,115: 4,662 2,268 3,916 7,011 13,300 15,588 19,483: 5,527 1,631
Old : 20,916: 4,703 2,268 3,869 6,849 13,192 15,421 19,328: 5,495 1,587
Other: 199: 5 46 1 162 109 168 155: 32 44
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,025: -279 -25 343 373 564 437 881: 589 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.7 18.5 33.2 63.0 73.8 92.3: 26.2 7.7
Old : 100.0: 22.5 10.8 18.5 32.7 63.1 73.7 92.4: 26.3 7.6
Other: 100.0: 2.4 23.1 0.3 81.3 54.5 84.1 77.9: 15.9 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 41 11 16 28 20 78 44:
Old : 91: 42 11 16 28 20 78 44:
Other: 13: 4 1 1 4 5 8 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 37.7 29.7 53.8 18.0 36.8 24.8 50.2
Old : 19.0 38.0 29.9 54.0 18.0 37.6 24.9 51.1
Other: 81.3 73.3 84.1 77.9 79.6 73.3 82.0 75.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 777,703: 205,476 115,529 44,160 417,031 499,027 666,667 658,717: 111,036 118,987
Old : 777,703: 205,476 115,529 44,160 417,031 499,027 666,667 658,717: 111,036 118,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 4,118: 17,396 -8,033 8,224 -16,684 7,958 8,935 8,149: -4,817 -4,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.9 5.7 53.6 64.2 85.7 84.7: 14.3 15.3
Old : 100.0: 26.4 14.9 5.7 53.6 64.2 85.7 84.7: 14.3 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 : 220: 43 39 27 83 106 140 159:
Old : 220: 43 39 27 83 106 140 159:
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 : 17.8 20.3 29.0 28.9 15.1 17.2 23.9 24.8
Old : 17.8 20.3 29.0 28.9 15.1 17.2 23.9 24.8
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, October 19, 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 : 2,258,344: 248,439 170,480 335,800 1,327,565 1,412,399 1,911,804 1,918,678: 346,540 339,665
Old : 2,258,344: 248,439 170,480 335,800 1,327,565 1,412,399 1,911,804 1,918,678: 346,540 339,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -55,149: 529 -12,476 33,017 -87,678 -66,244 -54,133 -45,704: -1,016 -9,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.5 14.9 58.8 62.5 84.7 85.0: 15.3 15.0
Old : 100.0: 11.0 7.5 14.9 58.8 62.5 84.7 85.0: 15.3 15.0
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 : 306: 49 66 85 157 167 256 268:
Old : 306: 49 66 85 157 167 256 268:
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 : 15.9 16.1 23.5 23.8 12.1 12.3 17.9 17.0
Old : 15.9 16.1 23.5 23.8 12.1 12.3 17.9 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 1,209,152: 279,502 82,562 87,618 603,043 790,723 970,164 960,903: 238,988 248,249
Old : 1,209,152: 279,502 82,562 87,618 603,043 790,723 970,164 960,903: 238,988 248,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 68,792: 66,521 -2,551 10,773 -16,758 70,688 60,536 78,910: 8,257 -10,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.8 7.2 49.9 65.4 80.2 79.5: 19.8 20.5
Old : 100.0: 23.1 6.8 7.2 49.9 65.4 80.2 79.5: 19.8 20.5
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 : 176: 48 23 35 76 95 133 144:
Old : 176: 48 23 35 76 95 133 144:
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 : 15.1 16.4 25.3 24.8 13.5 14.0 22.2 20.8
Old : 15.1 16.4 25.3 24.8 13.5 14.0 22.2 20.8
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, October 19, 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 : 1,326,111: 131,191 22,806 739,640 415,777 510,667 1,286,608 1,273,113: 39,502 52,998
Old : 1,326,111: 131,191 22,806 739,640 415,777 510,667 1,286,608 1,273,113: 39,502 52,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 12,964: 10,061 382 3,361 -4,744 6,019 8,677 9,761: 4,287 3,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.7 55.8 31.4 38.5 97.0 96.0: 3.0 4.0
Old : 100.0: 9.9 1.7 55.8 31.4 38.5 97.0 96.0: 3.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 17 41 57 56 106 101:
Old : 115: 36 17 41 57 56 106 101:
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 : 44.6 38.8 61.1 59.4 9.9 10.5 13.3 14.4
Old : 44.6 38.8 61.1 59.4 9.9 10.5 13.3 14.4
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 with Delta-adjusted Options and Futures Combined, October 19, 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 : 46,592: 16,843 4,277 704 22,655 36,615 40,202 41,595: 6,390 4,997
Old : 46,592: 16,843 4,277 704 22,655 36,615 40,202 41,595: 6,390 4,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -506: -397 -392 -90 123 19 -364 -463: -141 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 9.2 1.5 48.6 78.6 86.3 89.3: 13.7 10.7
Old : 100.0: 36.1 9.2 1.5 48.6 78.6 86.3 89.3: 13.7 10.7
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 : 95: 27 13 8 30 37 62 53:
Old : 95: 27 13 8 30 37 62 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 36.2 41.3 55.8 25.5 36.2 40.6 55.1
Old : 26.2 36.2 41.3 55.8 25.5 36.2 40.6 55.1
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, October 19, 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 : 93,184: 33,686 8,553 1,408 45,310 73,230 80,404 83,191: 12,780 9,994
Old : 93,184: 33,686 8,553 1,408 45,310 73,230 80,404 83,191: 12,780 9,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -1,011: -794 -783 -180 246 38 -729 -925: -283 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 9.2 1.5 48.6 78.6 86.3 89.3: 13.7 10.7
Old : 100.0: 36.1 9.2 1.5 48.6 78.6 86.3 89.3: 13.7 10.7
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 : 95: 27 13 8 30 37 62 53:
Old : 95: 27 13 8 30 37 62 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 36.2 41.3 55.8 25.5 36.2 40.6 55.1
Old : 26.2 36.2 41.3 55.8 25.5 36.2 40.6 55.1
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, October 19, 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 : 12,513: 1,202 1,760 0 11,001 10,677 12,203 12,437: 310 76
Old : 12,513: 1,202 1,760 0 11,001 10,677 12,203 12,437: 310 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 419: 14 -1,700 0 429 2,119 443 419: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.1 0.0 87.9 85.3 97.5 99.4: 2.5 0.6
Old : 100.0: 9.6 14.1 0.0 87.9 85.3 97.5 99.4: 2.5 0.6
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 : 33: 5 7 0 12 12 17 19:
Old : 33: 5 7 0 12 12 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 : 75.5 76.2 91.0 89.3 70.2 65.8 82.1 78.3
Old : 75.5 76.2 91.0 89.3 70.2 65.8 82.1 78.3
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, October 19, 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 : 42,757: 2,026 1,148 0 40,365 41,430 42,391 42,578: 366 179
Old : 42,757: 2,026 1,148 0 40,365 41,430 42,391 42,578: 366 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,743: -203 148 0 1,849 1,542 1,646 1,690: 97 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.7 0.0 94.4 96.9 99.1 99.6: 0.9 0.4
Old : 100.0: 4.7 2.7 0.0 94.4 96.9 99.1 99.6: 0.9 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 : 30: 4 4 0 6 18 10 22:
Old : 30: 4 4 0 6 18 10 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 : 93.5 74.9 98.6 89.5 88.7 74.9 93.7 86.0
Old : 93.5 74.9 98.6 89.5 88.7 74.9 93.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010