WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 626,413: 81,248 103,365 168,993 334,765 286,879 585,006 559,237: 41,407 67,175
Old : 438,173: 69,725 90,425 113,595 223,411 196,924 406,732 400,943: 31,441 37,230
Other: 188,240: 33,068 34,486 33,853 111,353 89,955 178,274 158,294: 9,965 29,946
: : :
: : Changes in Commitments from: November 16, 2010 :
: -7,952: -3,786 -4,739 -424 1,895 1,792 -2,315 -3,370: -5,637 -4,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.5 27.0 53.4 45.8 93.4 89.3: 6.6 10.7
Old : 100.0: 15.9 20.6 25.9 51.0 44.9 92.8 91.5: 7.2 8.5
Other: 100.0: 17.6 18.3 18.0 59.2 47.8 94.7 84.1: 5.3 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 148 172 199 102 139 375 401:
Old : 465: 153 163 167 94 133 340 376:
Other: 283: 65 90 79 63 113 175 241:
:----------------------------------------------------------------------------------------------------
: 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 15.8 29.2 22.2 16.5 11.9 26.3 15.4
Old : 19.5 18.8 28.8 25.8 18.7 16.2 26.5 20.8
Other: 33.4 18.4 44.6 26.8 30.7 16.4 41.3 22.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 2,473,822: 489,736 123,625 884,326 878,460 1,175,811 2,252,522 2,183,762: 221,299 290,059
Old : 2,052,405: 414,232 119,676 741,310 713,304 964,570 1,868,846 1,825,556: 183,560 226,850
Other: 421,416: 130,950 59,395 87,570 165,156 211,241 383,677 358,207: 37,739 63,210
: : :
: : Changes in Commitments from: November 16, 2010 :
: -12,083: -22,880 -9,727 18,983 -10,350 -15,750 -14,247 -6,494: 2,165 -5,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.0 35.7 35.5 47.5 91.1 88.3: 8.9 11.7
Old : 100.0: 20.2 5.8 36.1 34.8 47.0 91.1 88.9: 8.9 11.1
Other: 100.0: 31.1 14.1 20.8 39.2 50.1 91.0 85.0: 9.0 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 993: 312 162 360 343 453 800 858:
Old : 982: 303 172 334 331 442 770 830:
Other: 671: 109 146 104 151 363 323 557:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 9.0 16.7 14.5 8.3 5.6 12.4 8.9
Old : 10.1 9.4 17.1 14.3 8.8 6.2 12.7 9.1
Other: 19.8 12.7 28.9 20.0 19.6 10.4 27.0 14.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 14,801: 2,955 387 1,211 7,646 10,984 11,812 12,581: 2,989 2,220
Old : 13,403: 3,014 385 895 6,607 10,073 10,516 11,353: 2,887 2,050
Other: 1,398: 13 74 244 1,039 911 1,296 1,228: 102 169
: : :
: : Changes in Commitments from: November 16, 2010 :
: -379: 168 36 -198 -484 -536 -514 -698: 135 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 2.6 8.2 51.7 74.2 79.8 85.0: 20.2 15.0
Old : 100.0: 22.5 2.9 6.7 49.3 75.2 78.5 84.7: 21.5 15.3
Other: 100.0: 0.9 5.3 17.5 74.3 65.1 92.7 87.9: 7.3 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 5 7 16 12 36 23:
Old : 41: 17 5 6 15 11 34 21:
Other: 15: 3 3 6 6 5 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 60.2 45.5 73.6 26.9 49.9 40.3 60.5
Old : 30.8 66.0 48.0 76.0 28.3 58.3 43.1 66.0
Other: 70.3 76.2 89.3 85.5 66.7 67.1 72.3 67.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 912,974: 192,221 29,310 304,291 358,892 489,622 855,403 823,223: 57,571 89,751
Old : 767,374: 166,433 24,902 256,379 294,097 417,724 716,910 699,005: 50,464 68,368
Other: 145,600: 44,785 23,406 28,913 64,795 71,898 138,494 124,218: 7,107 21,383
: : :
: : Changes in Commitments from: November 16, 2010 :
: 29,191: -2,228 -4,706 33,618 954 5,565 32,344 34,477: -3,152 -5,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.2 33.3 39.3 53.6 93.7 90.2: 6.3 9.8
Old : 100.0: 21.7 3.2 33.4 38.3 54.4 93.4 91.1: 6.6 8.9
Other: 100.0: 30.8 16.1 19.9 44.5 49.4 95.1 85.3: 4.9 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 203 111 186 139 235 420 466:
Old : 562: 194 113 172 131 230 400 449:
Other: 338: 74 77 50 55 171 157 270:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 18.9 20.2 26.8 10.0 12.2 14.9 17.1
Old : 12.5 21.0 20.8 29.0 11.4 14.2 16.8 19.6
Other: 22.9 19.3 38.1 29.2 21.0 18.9 33.1 24.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 21,957: 18,765 2,035 383 36 4,126 19,184 6,544: 2,773 15,413
Old : 12,693: 10,082 1,833 373 36 2,180 10,491 4,386: 2,202 8,307
Other: 9,264: 8,688 207 5 0 1,946 8,693 2,158: 571 7,106
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,015: -1,616 -127 -284 0 25 -1,900 -386: -115 -1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 9.3 1.7 0.2 18.8 87.4 29.8: 12.6 70.2
Old : 100.0: 79.4 14.4 2.9 0.3 17.2 82.7 34.6: 17.3 65.4
Other: 100.0: 93.8 2.2 0.1 0.0 21.0 93.8 23.3: 6.2 76.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 20 7 3 2 8 22 18:
Old : 35: 20 7 3 2 8 22 18:
Other: 24: 13 3 1 0 8 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 48.9 14.5 69.9 20.9 47.9 14.5 68.6 20.9
Old : 41.7 14.7 60.2 24.9 41.6 14.7 59.1 24.8
Other: 66.4 15.9 87.6 21.5 66.4 15.9 87.6 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 479,154: 72,655 26,285 129,105 244,422 299,575 446,182 454,965: 32,972 24,189
Old : 459,127: 73,176 27,663 123,943 231,408 284,322 428,527 435,928: 30,600 23,199
Other: 20,027: 2,964 2,107 1,677 13,014 15,254 17,655 19,038: 2,372 990
: : :
: : Changes in Commitments from: November 16, 2010 :
: -1,734: -6,944 -54 10,084 -693 -11,989 2,447 -1,959: -4,181 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 5.5 26.9 51.0 62.5 93.1 95.0: 6.9 5.0
Old : 100.0: 15.9 6.0 27.0 50.4 61.9 93.3 94.9: 6.7 5.1
Other: 100.0: 14.8 10.5 8.4 65.0 76.2 88.2 95.1: 11.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 97 47 98 71 70 223 191:
Old : 259: 97 53 96 70 70 220 190:
Other: 59: 15 10 11 24 13 46 29:
:----------------------------------------------------------------------------------------------------
: 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 29.8 27.9 42.4 9.6 20.5 15.3 26.5
Old : 16.8 30.3 27.5 41.6 9.9 20.9 15.7 26.5
Other: 50.2 57.5 62.9 77.8 49.2 56.9 59.6 73.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 737,698: 58,642 70,920 73,576 455,092 434,374 587,309 578,869: 150,389 158,829
Old : 737,698: 58,642 70,920 73,576 455,092 434,374 587,309 578,869: 150,389 158,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -27,697: -19,369 5,797 293 5,461 -28,378 -13,616 -22,288: -14,082 -5,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.6 10.0 61.7 58.9 79.6 78.5: 20.4 21.5
Old : 100.0: 7.9 9.6 10.0 61.7 58.9 79.6 78.5: 20.4 21.5
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 : 174: 28 34 45 94 92 148 146:
Old : 174: 28 34 45 94 92 148 146:
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 18.5 26.6 27.6 17.0 15.7 24.8 23.3
Old : 18.7 18.5 26.6 27.6 17.0 15.7 24.8 23.3
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, November 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 : 345,574: 33,304 48,922 3,757 238,677 243,115 275,737 295,793: 69,837 49,781
Old : 345,574: 33,304 48,922 3,757 238,677 243,115 275,737 295,793: 69,837 49,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 28,431: 910 3,479 2,526 15,628 14,591 19,064 20,597: 9,367 7,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.2 1.1 69.1 70.4 79.8 85.6: 20.2 14.4
Old : 100.0: 9.6 14.2 1.1 69.1 70.4 79.8 85.6: 20.2 14.4
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 : 52: 4 10 6 30 30 40 40:
Old : 52: 4 10 6 30 30 40 40:
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 : 26.5 49.3 43.2 64.1 25.1 42.2 40.8 55.1
Old : 26.5 49.3 43.2 64.1 25.1 42.2 40.8 55.1
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, November 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 : 7,947: 1,006 867 663 6,000 6,179 7,669 7,709: 278 238
Old : 7,947: 1,006 867 663 6,000 6,179 7,669 7,709: 278 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 85: 102 89 -2 41 -48 141 39: -56 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.9 8.3 75.5 77.8 96.5 97.0: 3.5 3.0
Old : 100.0: 12.7 10.9 8.3 75.5 77.8 96.5 97.0: 3.5 3.0
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 : 30: 7 5 6 16 17 27 24:
Old : 30: 7 5 6 16 17 27 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 : 59.9 48.1 74.2 69.4 40.9 33.4 47.6 44.2
Old : 59.9 48.1 74.2 69.4 40.9 33.4 47.6 44.2
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, November 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 : 256,737: 48,854 8,481 55,416 113,201 174,341 217,471 238,239: 39,266 18,499
Old : 230,560: 47,029 9,945 47,488 99,718 155,525 194,235 212,957: 36,324 17,602
Other: 26,178: 3,767 478 5,987 13,482 18,817 23,236 25,281: 2,942 896
: : :
: : Changes in Commitments from: November 16, 2010 :
: 12,170: 1,220 194 3,263 4,722 6,186 9,205 9,643: 2,965 2,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.3 21.6 44.1 67.9 84.7 92.8: 15.3 7.2
Old : 100.0: 20.4 4.3 20.6 43.3 67.5 84.2 92.4: 15.8 7.6
Other: 100.0: 14.4 1.8 22.9 51.5 71.9 88.8 96.6: 11.2 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 71 20 61 84 76 187 142:
Old : 202: 71 24 61 84 75 185 141:
Other: 71: 18 8 15 37 25 63 41:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 36.1 20.7 48.5 7.4 28.8 13.6 37.3
Old : 12.1 34.2 19.7 46.8 7.2 27.2 13.7 35.7
Other: 30.2 56.6 46.5 72.1 25.3 51.6 34.4 58.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 19,919: 4,035 2,383 2,860 8,103 13,112 14,997 18,355: 4,922 1,564
Old : 19,253: 4,086 2,392 2,743 7,655 12,819 14,483 17,953: 4,770 1,300
Other: 666: 11 54 55 448 293 514 402: 152 264
: : :
: : Changes in Commitments from: November 16, 2010 :
: 17: -255 49 277 137 -319 159 8: -142 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 12.0 14.4 40.7 65.8 75.3 92.1: 24.7 7.9
Old : 100.0: 21.2 12.4 14.2 39.8 66.6 75.2 93.2: 24.8 6.8
Other: 100.0: 1.6 8.1 8.2 67.3 44.1 77.2 60.3: 22.8 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 36 13 16 30 21 75 45:
Old : 88: 38 12 16 30 21 75 45:
Other: 19: 5 2 4 5 8 11 13:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 45.4 29.1 60.1 19.2 42.9 27.2 55.6
Old : 20.1 46.0 29.1 60.9 19.3 44.9 27.4 57.9
Other: 69.0 43.6 76.8 58.7 67.2 43.6 68.8 51.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 786,499: 85,766 129,805 67,382 522,155 473,700 675,303 670,887: 111,196 115,612
Old : 786,499: 85,766 129,805 67,382 522,155 473,700 675,303 670,887: 111,196 115,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 56,026: -20,520 -2,016 16,454 59,292 36,561 55,226 51,000: 800 5,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.5 8.6 66.4 60.2 85.9 85.3: 14.1 14.7
Old : 100.0: 10.9 16.5 8.6 66.4 60.2 85.9 85.3: 14.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 38 35 31 87 103 138 156:
Old : 202: 38 35 31 87 103 138 156:
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 : 24.7 17.5 35.9 26.6 19.8 14.7 27.9 22.0
Old : 24.7 17.5 35.9 26.6 19.8 14.7 27.9 22.0
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, November 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 : 2,022,937: 205,401 221,205 299,037 1,227,808 1,170,439 1,732,246 1,690,680: 290,691 332,257
Old : 2,022,937: 205,401 221,205 299,037 1,227,808 1,170,439 1,732,246 1,690,680: 290,691 332,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -104,587: -57,341 15,598 -6,824 -22,591 -97,560 -86,755 -88,786: -17,832 -15,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.9 14.8 60.7 57.9 85.6 83.6: 14.4 16.4
Old : 100.0: 10.2 10.9 14.8 60.7 57.9 85.6 83.6: 14.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 67 47 83 157 155 255 254:
Old : 289: 67 47 83 157 155 255 254:
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 : 15.6 13.9 24.5 21.3 11.6 10.0 16.7 15.3
Old : 15.6 13.9 24.5 21.3 11.6 10.0 16.7 15.3
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, November 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 : 1,275,856: 200,473 110,762 105,518 763,740 775,800 1,069,731 992,079: 206,125 283,776
Old : 1,275,856: 200,473 110,762 105,518 763,740 775,800 1,069,731 992,079: 206,125 283,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 5,040: -15,418 -1,534 15,896 94 -40,001 572 -25,638: 4,468 30,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.7 8.3 59.9 60.8 83.8 77.8: 16.2 22.2
Old : 100.0: 15.7 8.7 8.3 59.9 60.8 83.8 77.8: 16.2 22.2
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 : 175: 30 35 34 90 94 137 146:
Old : 175: 30 35 34 90 94 137 146:
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 : 24.3 16.7 35.0 24.7 22.3 13.7 30.3 20.1
Old : 24.3 16.7 35.0 24.7 22.3 13.7 30.3 20.1
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, November 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 : 1,245,609: 130,255 21,679 664,789 408,452 502,837 1,203,496 1,189,304: 42,113 56,305
Old : 1,245,609: 130,255 21,679 664,789 408,452 502,837 1,203,496 1,189,304: 42,113 56,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 19,012: 7,096 -315 732 8,626 12,994 16,453 13,410: 2,559 5,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 1.7 53.4 32.8 40.4 96.6 95.5: 3.4 4.5
Old : 100.0: 10.5 1.7 53.4 32.8 40.4 96.6 95.5: 3.4 4.5
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 : 111: 29 18 36 59 53 102 93:
Old : 111: 29 18 36 59 53 102 93:
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 : 43.0 35.7 58.3 56.3 10.1 10.4 12.7 14.6
Old : 43.0 35.7 58.3 56.3 10.1 10.4 12.7 14.6
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, November 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 : 52,180: 17,656 7,008 576 27,069 39,299 45,300 46,882: 6,880 5,297
Old : 52,180: 17,656 7,008 576 27,069 39,299 45,300 46,882: 6,880 5,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 2,724: 345 1,336 172 2,227 1,147 2,745 2,655: -21 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 13.4 1.1 51.9 75.3 86.8 89.8: 13.2 10.2
Old : 100.0: 33.8 13.4 1.1 51.9 75.3 86.8 89.8: 13.2 10.2
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 : 98: 28 17 8 32 33 65 53:
Old : 98: 28 17 8 32 33 65 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 : 21.9 38.8 35.3 57.1 21.1 38.8 34.5 56.6
Old : 21.9 38.8 35.3 57.1 21.1 38.8 34.5 56.6
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, November 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 : 104,359: 35,311 14,016 1,151 54,137 78,597 90,600 93,765: 13,759 10,594
Old : 104,359: 35,311 14,016 1,151 54,137 78,597 90,600 93,765: 13,759 10,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 5,447: 691 2,672 344 4,455 2,295 5,490 5,310: -42 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 13.4 1.1 51.9 75.3 86.8 89.8: 13.2 10.2
Old : 100.0: 33.8 13.4 1.1 51.9 75.3 86.8 89.8: 13.2 10.2
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 : 98: 28 17 8 32 33 65 53:
Old : 98: 28 17 8 32 33 65 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 : 21.9 38.8 35.3 57.1 21.1 38.8 34.5 56.6
Old : 21.9 38.8 35.3 57.1 21.1 38.8 34.5 56.6
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, November 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 : 17,263: 818 858 147 16,154 16,090 17,119 17,095: 144 168
Old : 17,263: 818 858 147 16,154 16,090 17,119 17,095: 144 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,486: -26 221 -207 1,765 1,416 1,532 1,430: -46 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.0 0.9 93.6 93.2 99.2 99.0: 0.8 1.0
Old : 100.0: 4.7 5.0 0.9 93.6 93.2 99.2 99.0: 0.8 1.0
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 : 30: 3 7 1 12 13 16 20:
Old : 30: 3 7 1 12 13 16 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 : 78.1 83.2 94.4 91.4 78.1 75.6 87.7 81.3
Old : 78.1 83.2 94.4 91.4 78.1 75.6 87.7 81.3
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, November 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 : 50,701: 460 2,827 699 49,221 46,858 50,380 50,384: 321 317
Old : 50,701: 460 2,827 699 49,221 46,858 50,380 50,384: 321 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,969: -269 -468 402 3,799 3,978 3,932 3,912: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.6 1.4 97.1 92.4 99.4 99.4: 0.6 0.6
Old : 100.0: 0.9 5.6 1.4 97.1 92.4 99.4 99.4: 0.6 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 : 29: 3 5 1 7 17 11 22:
Old : 29: 3 5 1 7 17 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.3 67.4 99.0 89.9 84.1 65.0 85.6 78.4
Old : 96.3 67.4 99.0 89.9 84.1 65.0 85.6 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010