WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 660,009: 92,751 103,302 174,977 340,326 312,816 608,054 591,095: 51,955 68,914
Old : 490,767: 81,537 93,306 124,238 241,097 230,812 446,871 448,356: 43,896 42,411
Other: 169,242: 32,003 30,785 29,950 99,229 82,003 161,183 142,739: 8,059 26,503
: : :
: : Changes in Commitments from: October 19, 2010 :
: 7,240: 5,046 -687 2,084 -4,121 4,648 3,008 6,045: 4,232 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.7 26.5 51.6 47.4 92.1 89.6: 7.9 10.4
Old : 100.0: 16.6 19.0 25.3 49.1 47.0 91.1 91.4: 8.9 8.6
Other: 100.0: 18.9 18.2 17.7 58.6 48.5 95.2 84.3: 4.8 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 157 167 209 103 138 394 397:
Old : 465: 157 163 184 93 133 359 375:
Other: 272: 69 80 73 62 107 179 220:
:----------------------------------------------------------------------------------------------------
: 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 17.3 28.0 23.6 15.7 12.2 25.1 16.0
Old : 18.4 20.4 28.2 26.8 18.1 17.3 25.8 21.8
Other: 32.6 20.9 45.3 28.8 30.2 18.0 40.6 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 2,431,281: 545,227 113,370 827,972 824,032 1,181,003 2,197,232 2,122,346: 234,049 308,936
Old : 2,102,831: 466,854 122,773 716,699 716,783 1,008,331 1,900,336 1,847,802: 202,495 255,028
Other: 328,451: 124,667 36,891 64,980 107,249 172,672 296,896 274,543: 31,555 53,907
: : :
: : Changes in Commitments from: October 19, 2010 :
: 51,209: 3,576 5,731 9,118 29,131 34,811 41,825 49,661: 9,384 1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 4.7 34.1 33.9 48.6 90.4 87.3: 9.6 12.7
Old : 100.0: 22.2 5.8 34.1 34.1 48.0 90.4 87.9: 9.6 12.1
Other: 100.0: 38.0 11.2 19.8 32.7 52.6 90.4 83.6: 9.6 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 973: 321 166 318 285 433 724 812:
Old : 959: 287 195 294 272 429 691 792:
Other: 647: 130 132 85 125 345 301 520:
:----------------------------------------------------------------------------------------------------
: 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 8.7 16.5 14.8 9.0 6.4 13.4 10.8
Old : 10.3 9.0 17.1 14.8 9.4 7.5 14.5 11.0
Other: 15.4 14.7 24.2 21.5 13.4 10.5 20.2 14.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 15,501: 3,363 253 1,472 7,259 11,996 12,093 13,721: 3,407 1,780
Old : 14,591: 3,369 256 1,278 6,582 11,355 11,230 12,889: 3,361 1,702
Other: 909: 20 23 167 676 641 863 832: 46 77
: : :
: : Changes in Commitments from: October 19, 2010 :
: 502: 186 -20 374 -365 29 195 383: 307 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.6 9.5 46.8 77.4 78.0 88.5: 22.0 11.5
Old : 100.0: 23.1 1.8 8.8 45.1 77.8 77.0 88.3: 23.0 11.7
Other: 100.0: 2.2 2.6 18.4 74.4 70.5 94.9 91.5: 5.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 5 8 16 13 39 24:
Old : 45: 18 6 7 16 13 38 23:
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 : 23.8 56.3 39.8 72.8 22.3 44.8 35.1 58.2
Old : 24.9 58.7 39.8 72.9 24.5 49.7 38.1 61.5
Other: 86.7 76.6 94.3 90.3 75.1 70.5 76.5 73.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 824,864: 213,451 24,578 207,429 333,712 492,876 754,591 724,883: 70,274 99,981
Old : 735,631: 188,730 30,595 181,466 300,913 439,665 671,110 651,725: 64,521 83,906
Other: 89,233: 38,351 7,615 12,331 32,798 53,212 83,481 73,158: 5,753 16,075
: : :
: : Changes in Commitments from: October 19, 2010 :
: -79,495: 4,756 -234 -72,780 -19,023 -4,863 -87,048 -77,878: 7,553 -1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 3.0 25.1 40.5 59.8 91.5 87.9: 8.5 12.1
Old : 100.0: 25.7 4.2 24.7 40.9 59.8 91.2 88.6: 8.8 11.4
Other: 100.0: 43.0 8.5 13.8 36.8 59.6 93.6 82.0: 6.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 214 97 180 140 226 455 444:
Old : 585: 205 106 168 132 222 435 433:
Other: 311: 73 57 41 45 165 133 249:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 23.0 18.8 31.2 10.9 17.7 17.4 24.4
Old : 12.2 23.4 20.2 32.0 11.7 18.5 18.5 25.0
Other: 33.7 26.7 46.6 34.1 32.1 26.5 44.6 33.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,838: 17,550 1,339 1,543 0 2,945 19,093 5,827: 2,745 16,011
Old : 15,511: 12,023 1,714 1,138 0 1,859 13,161 4,711: 2,350 10,800
Other: 6,327: 5,927 25 5 0 1,086 5,932 1,116: 395 5,211
: : :
: : Changes in Commitments from: October 19, 2010 :
: -1,604: -1,569 616 322 0 -934 -1,247 4: -357 -1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 6.1 7.1 0.0 13.5 87.4 26.7: 12.6 73.3
Old : 100.0: 77.5 11.1 7.3 0.0 12.0 84.8 30.4: 15.2 69.6
Other: 100.0: 93.7 0.4 0.1 0.0 17.2 93.8 17.6: 6.2 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 4 7 0 5 17 13:
Old : 22: 12 5 7 0 5 16 13:
Other: 18: 12 1 1 0 5 12 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 : 60.5 17.1 79.7 24.1 58.3 14.3 73.2 18.9
Old : 59.4 19.2 79.1 27.2 59.3 14.2 74.6 21.0
Other: 68.5 16.4 87.6 17.6 68.5 16.4 87.6 17.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 447,561: 104,140 26,093 105,769 195,208 296,439 405,117 428,300: 42,444 19,261
Old : 434,870: 106,079 27,594 101,113 185,816 287,623 393,008 416,329: 41,862 18,541
Other: 12,691: 2,587 3,025 130 9,392 8,816 12,109 11,971: 582 720
: : :
: : Changes in Commitments from: October 19, 2010 :
: 23,362: -338 1,453 8,251 13,623 16,373 21,537 26,077: 1,826 -2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.8 23.6 43.6 66.2 90.5 95.7: 9.5 4.3
Old : 100.0: 24.4 6.3 23.3 42.7 66.1 90.4 95.7: 9.6 4.3
Other: 100.0: 20.4 23.8 1.0 74.0 69.5 95.4 94.3: 4.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 121 47 85 63 74 229 181:
Old : 271: 125 51 84 63 74 227 181:
Other: 48: 17 9 5 15 8 35 20:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 34.1 25.9 45.3 10.5 26.3 16.6 34.0
Old : 15.4 33.4 25.4 44.5 10.6 27.0 17.0 34.5
Other: 62.0 72.6 75.4 89.7 62.0 70.5 75.4 87.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 750,223: 76,031 103,488 48,536 463,110 445,496 587,677 597,520: 162,546 152,703
Old : 750,223: 76,031 103,488 48,536 463,110 445,496 587,677 597,520: 162,546 152,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -43,113: -22,143 5,268 -2,645 -19,257 -54,471 -44,045 -51,848: 932 8,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 13.8 6.5 61.7 59.4 78.3 79.6: 21.7 20.4
Old : 100.0: 10.1 13.8 6.5 61.7 59.4 78.3 79.6: 21.7 20.4
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 : 164: 32 27 36 89 81 139 126:
Old : 164: 32 27 36 89 81 139 126:
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 : 17.6 21.2 26.0 33.0 16.0 18.7 23.9 29.1
Old : 17.6 21.2 26.0 33.0 16.0 18.7 23.9 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 240,557: 39,098 31,814 567 155,735 171,066 195,400 203,447: 45,157 37,110
Old : 240,557: 39,098 31,814 567 155,735 171,066 195,400 203,447: 45,157 37,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -1,071: 154 3,133 17 452 -3,040 622 110: -1,693 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.2 0.2 64.7 71.1 81.2 84.6: 18.8 15.4
Old : 100.0: 16.3 13.2 0.2 64.7 71.1 81.2 84.6: 18.8 15.4
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 : 49: 7 7 1 23 28 31 35:
Old : 49: 7 7 1 23 28 31 35:
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 : 31.9 52.6 51.4 66.1 29.5 50.6 49.0 63.3
Old : 31.9 52.6 51.4 66.1 29.5 50.6 49.0 63.3
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 26, 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 : 8,580: 886 1,030 733 6,625 6,616 8,244 8,379: 336 201
Old : 8,580: 886 1,030 733 6,625 6,616 8,244 8,379: 336 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -596: 39 -161 124 -805 -573 -642 -610: 46 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.0 8.5 77.2 77.1 96.1 97.7: 3.9 2.3
Old : 100.0: 10.3 12.0 8.5 77.2 77.1 96.1 97.7: 3.9 2.3
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 : 34: 6 6 6 19 17 30 24:
Old : 34: 6 6 6 19 17 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 52.5 73.8 77.9 27.8 27.2 35.4 38.4
Old : 59.4 52.5 73.8 77.9 27.8 27.2 35.4 38.4
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, October 26, 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 : 244,638: 60,563 10,788 47,497 94,170 167,848 202,231 226,133: 42,406 18,504
Old : 233,209: 60,174 12,395 43,242 88,832 159,884 192,248 215,522: 40,961 17,687
Other: 11,428: 3,452 1,456 1,192 5,338 7,963 9,983 10,611: 1,445 817
: : :
: : Changes in Commitments from: October 19, 2010 :
: 2,915: -2,855 -1,815 3,663 -702 1,231 107 3,079: 2,808 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.4 19.4 38.5 68.6 82.7 92.4: 17.3 7.6
Old : 100.0: 25.8 5.3 18.5 38.1 68.6 82.4 92.4: 17.6 7.6
Other: 100.0: 30.2 12.7 10.4 46.7 69.7 87.4 92.9: 12.6 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 77 24 53 79 76 178 139:
Old : 203: 77 28 52 79 76 176 139:
Other: 50: 14 7 9 24 14 43 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 37.1 19.1 48.6 8.3 29.7 14.3 36.9
Old : 12.4 36.5 19.6 47.8 8.7 29.8 14.9 37.7
Other: 36.8 65.6 52.5 80.6 36.8 60.5 50.4 70.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 21,464: 5,132 2,138 3,119 7,438 14,712 15,688 19,968: 5,776 1,496
Old : 20,983: 5,253 2,139 2,993 7,021 14,479 15,266 19,611: 5,717 1,373
Other: 481: 3 124 2 417 232 422 358: 59 123
: : :
: : Changes in Commitments from: October 19, 2010 :
: 349: 470 -129 -797 427 1,412 100 485: 249 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.0 14.5 34.7 68.5 73.1 93.0: 26.9 7.0
Old : 100.0: 25.0 10.2 14.3 33.5 69.0 72.8 93.5: 27.2 6.5
Other: 100.0: 0.7 25.8 0.4 86.7 48.3 87.8 74.4: 12.2 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 48 10 16 31 24 88 46:
Old : 99: 49 10 16 31 24 88 46:
Other: 15: 4 1 2 6 5 10 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 : 18.5 44.0 27.6 57.9 17.7 42.4 24.6 54.9
Old : 18.9 44.4 28.1 58.3 18.0 44.3 25.0 56.8
Other: 78.4 72.2 87.6 74.4 77.6 72.2 86.5 73.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 766,072: 178,357 121,006 48,252 422,648 483,311 649,258 652,569: 116,814 113,502
Old : 766,072: 178,357 121,006 48,252 422,648 483,311 649,258 652,569: 116,814 113,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -11,631: -27,119 5,477 4,092 5,617 -15,716 -17,410 -6,147: 5,778 -5,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.8 6.3 55.2 63.1 84.8 85.2: 15.2 14.8
Old : 100.0: 23.3 15.8 6.3 55.2 63.1 84.8 85.2: 15.2 14.8
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 : 207: 32 40 24 83 105 132 153:
Old : 207: 32 40 24 83 105 132 153:
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 : 18.7 22.0 29.8 31.7 15.8 19.6 24.7 27.3
Old : 18.7 22.0 29.8 31.7 15.8 19.6 24.7 27.3
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, October 26, 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 : 2,002,858: 199,549 195,297 235,833 1,246,894 1,239,040 1,682,276 1,670,171: 320,582 332,687
Old : 2,002,858: 199,549 195,297 235,833 1,246,894 1,239,040 1,682,276 1,670,171: 320,582 332,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -255,486: -48,890 24,818 -99,966 -80,671 -173,359 -229,527 -248,508: -25,958 -6,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.8 11.8 62.3 61.9 84.0 83.4: 16.0 16.6
Old : 100.0: 10.0 9.8 11.8 62.3 61.9 84.0 83.4: 16.0 16.6
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 : 293: 48 63 76 150 158 241 254:
Old : 293: 48 63 76 150 158 241 254:
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 24.5 23.4 12.6 12.4 18.4 18.1
Old : 15.9 16.1 24.5 23.4 12.6 12.4 18.4 18.1
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 26, 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 : 1,144,907: 215,295 83,734 53,719 649,149 738,714 918,164 876,167: 226,744 268,740
Old : 1,144,907: 215,295 83,734 53,719 649,149 738,714 918,164 876,167: 226,744 268,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -64,245: -64,207 1,172 -33,899 46,106 -52,009 -52,000 -84,736: -12,245 20,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 7.3 4.7 56.7 64.5 80.2 76.5: 19.8 23.5
Old : 100.0: 18.8 7.3 4.7 56.7 64.5 80.2 76.5: 19.8 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 34 25 28 75 88 120 130:
Old : 161: 34 25 28 75 88 120 130:
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 : 19.0 18.6 28.7 27.6 18.0 15.7 26.2 23.9
Old : 19.0 18.6 28.7 27.6 18.0 15.7 26.2 23.9
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 26, 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 : 1,325,950: 134,511 21,119 736,657 416,707 516,161 1,287,874 1,273,937: 38,075 52,012
Old : 1,325,950: 134,511 21,119 736,657 416,707 516,161 1,287,874 1,273,937: 38,075 52,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -161: 3,319 -1,687 -2,983 930 5,494 1,266 824: -1,427 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.6 55.6 31.4 38.9 97.1 96.1: 2.9 3.9
Old : 100.0: 10.1 1.6 55.6 31.4 38.9 97.1 96.1: 2.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 35 18 43 60 57 109 104:
Old : 118: 35 18 43 60 57 109 104:
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 : 45.6 38.6 62.3 59.3 11.0 11.2 14.0 15.1
Old : 45.6 38.6 62.3 59.3 11.0 11.2 14.0 15.1
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 26, 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 : 49,603: 19,497 3,303 766 21,972 40,650 42,235 44,720: 7,367 4,883
Old : 49,603: 19,497 3,303 766 21,972 40,650 42,235 44,720: 7,367 4,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 3,010: 2,654 -973 62 -683 4,035 2,033 3,125: 977 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 6.7 1.5 44.3 82.0 85.1 90.2: 14.9 9.8
Old : 100.0: 39.3 6.7 1.5 44.3 82.0 85.1 90.2: 14.9 9.8
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 : 93: 29 10 8 29 37 62 51:
Old : 93: 29 10 8 29 37 62 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 37.8 38.0 57.4 22.4 37.8 37.0 55.6
Old : 23.2 37.8 38.0 57.4 22.4 37.8 37.0 55.6
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 26, 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 : 99,205: 38,994 6,607 1,533 43,944 81,300 84,470 89,440: 14,735 9,765
Old : 99,205: 38,994 6,607 1,533 43,944 81,300 84,470 89,440: 14,735 9,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 6,021: 5,308 -1,946 125 -1,366 8,070 4,066 6,249: 1,954 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 6.7 1.5 44.3 82.0 85.1 90.2: 14.9 9.8
Old : 100.0: 39.3 6.7 1.5 44.3 82.0 85.1 90.2: 14.9 9.8
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 : 93: 29 10 8 29 37 62 51:
Old : 93: 29 10 8 29 37 62 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 37.8 38.0 57.4 22.4 37.8 37.0 55.6
Old : 23.2 37.8 38.0 57.4 22.4 37.8 37.0 55.6
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 26, 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 : 14,445: 1,276 1,800 0 12,869 12,550 14,145 14,350: 300 95
Old : 14,445: 1,276 1,800 0 12,869 12,550 14,145 14,350: 300 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,932: 74 40 0 1,868 1,873 1,942 1,913: -10 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 12.5 0.0 89.1 86.9 97.9 99.3: 2.1 0.7
Old : 100.0: 8.8 12.5 0.0 89.1 86.9 97.9 99.3: 2.1 0.7
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 : 34: 5 8 0 12 12 17 20:
Old : 34: 5 8 0 12 12 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 79.1 90.3 90.5 71.7 70.1 83.1 79.8
Old : 75.1 79.1 90.3 90.5 71.7 70.1 83.1 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 44,352: 2,046 2,475 0 42,017 41,647 44,063 44,122: 289 230
Old : 44,352: 2,046 2,475 0 42,017 41,647 44,063 44,122: 289 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,595: 20 1,327 0 1,652 217 1,672 1,544: -77 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.6 0.0 94.7 93.9 99.3 99.5: 0.7 0.5
Old : 100.0: 4.6 5.6 0.0 94.7 93.9 99.3 99.5: 0.7 0.5
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 : 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 : 93.7 70.9 98.8 87.1 88.6 70.9 93.7 83.9
Old : 93.7 70.9 98.8 87.1 88.6 70.9 93.7 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010