WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 525,597: 77,030 99,832 113,085 294,877 245,674 484,992 458,591: 40,605 67,006
Old : 331,341: 63,752 82,051 59,057 178,836 154,334 301,645 295,443: 29,696 35,898
Other: 194,256: 32,263 36,766 35,043 116,041 91,340 183,347 163,148: 10,909 31,108
: : :
: : Changes in Commitments from: November 23, 2010 :
: -100,816: -4,218 -3,533 -55,908 -39,888 -41,205 -100,014 -100,646: -802 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.0 21.5 56.1 46.7 92.3 87.3: 7.7 12.7
Old : 100.0: 19.2 24.8 17.8 54.0 46.6 91.0 89.2: 9.0 10.8
Other: 100.0: 16.6 18.9 18.0 59.7 47.0 94.4 84.0: 5.6 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 119 163 171 92 134 324 365:
Old : 416: 115 158 132 82 127 282 335:
Other: 273: 62 88 73 63 109 169 230:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 17.7 33.6 24.2 19.4 13.1 31.7 17.2
Old : 25.0 24.3 36.2 30.7 24.8 22.6 35.8 28.6
Other: 33.2 17.4 45.6 25.6 31.2 15.2 42.4 21.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 2,043,404: 480,675 117,172 585,865 766,630 1,059,712 1,833,171 1,762,749: 210,233 280,655
Old : 1,610,289: 406,238 116,585 432,955 600,615 846,432 1,439,808 1,395,973: 170,481 214,315
Other: 433,116: 136,374 62,523 90,974 166,016 213,279 393,363 366,776: 39,752 66,340
: : :
: : Changes in Commitments from: November 23, 2010 :
: -430,417: -9,061 -6,453 -298,461 -111,830 -116,099 -419,351 -421,014: -11,066 -9,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.7 28.7 37.5 51.9 89.7 86.3: 10.3 13.7
Old : 100.0: 25.2 7.2 26.9 37.3 52.6 89.4 86.7: 10.6 13.3
Other: 100.0: 31.5 14.4 21.0 38.3 49.2 90.8 84.7: 9.2 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 929: 270 147 307 290 434 691 794:
Old : 911: 254 159 270 268 419 642 754:
Other: 645: 102 137 100 147 357 311 538:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.0 19.1 16.0 9.8 6.5 14.7 10.4
Old : 11.9 10.8 19.9 16.2 11.0 7.7 15.9 11.2
Other: 19.1 12.7 28.3 19.8 18.9 10.5 26.3 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 12,689: 2,593 219 711 6,902 10,001 10,207 10,931: 2,482 1,757
Old : 11,200: 2,684 199 372 5,786 9,062 8,841 9,632: 2,358 1,568
Other: 1,489: 8 119 241 1,117 939 1,365 1,299: 124 190
: : :
: : Changes in Commitments from: November 23, 2010 :
: -2,112: -362 -168 -499 -744 -982 -1,605 -1,650: -507 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 1.7 5.6 54.4 78.8 80.4 86.1: 19.6 13.9
Old : 100.0: 24.0 1.8 3.3 51.7 80.9 78.9 86.0: 21.1 14.0
Other: 100.0: 0.5 8.0 16.2 75.0 63.1 91.7 87.2: 8.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 4 5 16 12 33 20:
Old : 38: 16 3 4 14 12 30 19:
Other: 14: 2 3 5 6 5 11 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 63.4 48.2 77.6 28.3 52.2 43.0 64.4
Old : 34.0 71.1 52.5 80.3 31.0 62.5 46.4 71.1
Other: 67.7 74.7 89.4 85.6 62.6 66.1 70.9 66.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 907,072: 189,369 26,929 300,825 354,119 486,122 844,313 813,877: 62,759 93,195
Old : 754,618: 165,377 23,205 246,967 286,680 413,125 699,024 683,297: 55,594 71,322
Other: 152,454: 45,820 25,553 32,030 67,439 72,998 145,289 130,580: 7,165 21,874
: : :
: : Changes in Commitments from: November 23, 2010 :
: -5,902: -2,852 -2,381 -3,466 -4,773 -3,500 -11,091 -9,347: 5,188 3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.0 33.2 39.0 53.6 93.1 89.7: 6.9 10.3
Old : 100.0: 21.9 3.1 32.7 38.0 54.7 92.6 90.5: 7.4 9.5
Other: 100.0: 30.1 16.8 21.0 44.2 47.9 95.3 85.7: 4.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 210 89 198 130 218 416 454:
Old : 541: 202 91 186 125 212 399 437:
Other: 325: 75 73 52 52 161 155 258:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 18.6 19.9 26.4 9.8 12.4 14.7 17.6
Old : 12.4 20.8 20.8 28.7 11.3 14.5 16.8 20.3
Other: 22.8 18.7 37.7 29.0 20.2 18.2 32.8 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,517: 19,597 3,198 303 36 3,897 19,936 7,398: 2,581 15,119
Old : 13,189: 10,873 2,951 293 36 1,940 11,202 5,184: 1,987 8,005
Other: 9,328: 8,729 252 5 0 1,957 8,734 2,214: 594 7,114
: : :
: : Changes in Commitments from: November 23, 2010 :
: 560: 832 1,163 -80 0 -229 752 854: -192 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 14.2 1.3 0.2 17.3 88.5 32.9: 11.5 67.1
Old : 100.0: 82.4 22.4 2.2 0.3 14.7 84.9 39.3: 15.1 60.7
Other: 100.0: 93.6 2.7 0.1 0.0 21.0 93.6 23.7: 6.4 76.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 11 3 2 8 24 22:
Old : 40: 21 11 3 2 8 23 22:
Other: 25: 13 4 1 0 8 14 12:
:----------------------------------------------------------------------------------------------------
: 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 : 48.7 13.1 68.3 20.1 48.0 13.1 67.3 20.1
Old : 42.2 14.6 59.2 24.5 42.1 14.6 58.0 24.5
Other: 66.4 15.9 87.5 21.5 66.4 15.9 87.5 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 398,807: 71,723 25,443 92,206 196,754 253,389 360,683 371,037: 38,124 27,769
Old : 378,497: 72,664 26,965 86,226 183,905 238,560 342,794 351,751: 35,703 26,747
Other: 20,309: 2,615 2,033 2,425 12,848 14,829 17,888 19,287: 2,421 1,022
: : :
: : Changes in Commitments from: November 23, 2010 :
: -80,348: -932 -842 -36,899 -47,669 -46,186 -85,499 -83,928: 5,152 3,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.4 23.1 49.3 63.5 90.4 93.0: 9.6 7.0
Old : 100.0: 19.2 7.1 22.8 48.6 63.0 90.6 92.9: 9.4 7.1
Other: 100.0: 12.9 10.0 11.9 63.3 73.0 88.1 95.0: 11.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 85 67 94 67 67 212 183:
Old : 251: 87 71 91 65 67 209 181:
Other: 56: 12 10 10 24 13 42 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 : 16.2 31.4 25.4 45.5 11.0 23.0 17.5 30.9
Old : 15.4 31.6 25.0 44.7 11.6 23.7 18.1 31.4
Other: 51.6 56.0 64.1 77.0 48.1 53.8 58.1 69.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 691,752: 63,014 75,943 30,406 449,304 431,821 542,724 538,170: 149,028 153,582
Old : 691,752: 63,014 75,943 30,406 449,304 431,821 542,724 538,170: 149,028 153,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -45,947: 4,372 5,023 -43,170 -5,787 -2,552 -44,585 -40,699: -1,361 -5,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.0 4.4 65.0 62.4 78.5 77.8: 21.5 22.2
Old : 100.0: 9.1 11.0 4.4 65.0 62.4 78.5 77.8: 21.5 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 : 147: 21 30 30 82 77 120 120:
Old : 147: 21 30 30 82 77 120 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 21.4 29.3 31.9 17.3 16.2 25.4 23.8
Old : 20.0 21.4 29.3 31.9 17.3 16.2 25.4 23.8
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 30, 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 : 333,397: 34,886 45,295 373 238,247 239,121 273,505 284,789: 59,891 48,608
Old : 333,397: 34,886 45,295 373 238,247 239,121 273,505 284,789: 59,891 48,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -12,177: 1,582 -3,627 -3,384 -430 -3,993 -2,232 -11,004: -9,945 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.6 0.1 71.5 71.7 82.0 85.4: 18.0 14.6
Old : 100.0: 10.5 13.6 0.1 71.5 71.7 82.0 85.4: 18.0 14.6
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 : 49: 5 7 3 28 27 36 34:
Old : 49: 5 7 3 28 27 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 53.0 45.9 67.5 25.9 43.5 41.4 57.7
Old : 27.2 53.0 45.9 67.5 25.9 43.5 41.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 7,412: 1,046 784 444 5,639 5,886 7,129 7,114: 283 298
Old : 7,412: 1,046 784 444 5,639 5,886 7,129 7,114: 283 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -535: 40 -83 -219 -361 -293 -540 -595: 5 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.6 6.0 76.1 79.4 96.2 96.0: 3.8 4.0
Old : 100.0: 14.1 10.6 6.0 76.1 79.4 96.2 96.0: 3.8 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 : 28: 6 4 4 15 17 24 22:
Old : 28: 6 4 4 15 17 24 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 : 60.3 48.7 73.9 72.1 45.6 38.4 52.5 50.2
Old : 60.3 48.7 73.9 72.1 45.6 38.4 52.5 50.2
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 30, 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 : 227,793: 48,275 9,761 39,639 102,285 160,095 190,198 209,494: 37,595 18,299
Old : 200,539: 46,737 11,272 31,172 88,145 140,782 166,054 183,227: 34,485 17,313
Other: 27,254: 3,505 456 6,500 14,140 19,312 24,144 26,268: 3,110 986
: : :
: : Changes in Commitments from: November 23, 2010 :
: -28,944: -580 1,280 -15,778 -10,916 -14,246 -27,273 -28,744: -1,671 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.3 17.4 44.9 70.3 83.5 92.0: 16.5 8.0
Old : 100.0: 23.3 5.6 15.5 44.0 70.2 82.8 91.4: 17.2 8.6
Other: 100.0: 12.9 1.7 23.8 51.9 70.9 88.6 96.4: 11.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 61 24 62 73 68 173 136:
Old : 191: 63 27 62 72 65 171 133:
Other: 74: 17 10 16 40 25 68 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 : 13.5 39.9 21.7 51.0 8.2 31.0 14.0 39.3
Old : 12.6 38.0 20.7 49.5 7.9 29.5 14.2 38.4
Other: 30.2 55.1 46.3 72.2 24.8 50.1 34.3 57.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 20,061: 4,202 2,269 2,703 8,171 13,301 15,076 18,273: 4,985 1,788
Old : 19,394: 4,262 2,277 2,577 7,723 13,005 14,562 17,859: 4,832 1,534
Other: 668: 11 63 55 448 296 514 414: 153 254
: : :
: : Changes in Commitments from: November 23, 2010 :
: 143: 168 -114 -157 69 189 79 -82: 64 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 11.3 13.5 40.7 66.3 75.2 91.1: 24.8 8.9
Old : 100.0: 22.0 11.7 13.3 39.8 67.1 75.1 92.1: 24.9 7.9
Other: 100.0: 1.7 9.4 8.3 67.1 44.3 77.1 62.0: 22.9 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 36 10 14 29 20 71 41:
Old : 82: 37 10 14 29 20 71 41:
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 : 19.7 46.3 29.1 60.9 18.8 44.1 27.5 56.7
Old : 19.8 47.0 29.2 61.8 18.9 46.1 27.8 59.0
Other: 68.9 45.1 76.7 60.3 67.0 45.1 68.6 53.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 702,482: 99,476 124,194 32,528 467,465 439,457 599,469 596,179: 103,013 106,303
Old : 702,482: 99,476 124,194 32,528 467,465 439,457 599,469 596,179: 103,013 106,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -84,017: 13,710 -5,612 -34,853 -54,690 -34,243 -75,834 -74,708: -8,184 -9,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.7 4.6 66.5 62.6 85.3 84.9: 14.7 15.1
Old : 100.0: 14.2 17.7 4.6 66.5 62.6 85.3 84.9: 14.7 15.1
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 : 183: 31 37 23 75 94 120 141:
Old : 183: 31 37 23 75 94 120 141:
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 : 26.9 21.7 37.6 31.3 21.9 18.8 32.1 26.0
Old : 26.9 21.7 37.6 31.3 21.9 18.8 32.1 26.0
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 30, 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 : 1,647,817: 152,110 209,101 159,731 1,016,102 943,304 1,327,943 1,312,136: 319,874 335,681
Old : 1,647,817: 152,110 209,101 159,731 1,016,102 943,304 1,327,943 1,312,136: 319,874 335,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -375,120: -53,291 -12,104 -139,306 -211,706 -227,135 -404,302 -378,544: 29,183 3,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.7 9.7 61.7 57.2 80.6 79.6: 19.4 20.4
Old : 100.0: 9.2 12.7 9.7 61.7 57.2 80.6 79.6: 19.4 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 : 239: 47 42 60 119 129 190 207:
Old : 239: 47 42 60 119 129 190 207:
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 : 18.3 14.4 27.9 21.4 16.7 10.4 23.0 15.7
Old : 18.3 14.4 27.9 21.4 16.7 10.4 23.0 15.7
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 30, 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 : 1,106,917: 144,935 84,994 67,828 691,918 704,607 904,682 857,429: 202,235 249,488
Old : 1,106,917: 144,935 84,994 67,828 691,918 704,607 904,682 857,429: 202,235 249,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -168,939: -55,538 -25,768 -37,690 -71,822 -71,193 -165,049 -134,650: -3,890 -34,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 7.7 6.1 62.5 63.7 81.7 77.5: 18.3 22.5
Old : 100.0: 13.1 7.7 6.1 62.5 63.7 81.7 77.5: 18.3 22.5
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 : 153: 31 23 26 79 87 118 128:
Old : 153: 31 23 26 79 87 118 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 19.3 36.9 28.5 22.9 15.5 31.0 21.8
Old : 25.4 19.3 36.9 28.5 22.9 15.5 31.0 21.8
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, November 30, 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 : 1,266,260: 166,029 25,867 655,646 405,036 528,022 1,226,710 1,209,535: 39,550 56,725
Old : 1,266,260: 166,029 25,867 655,646 405,036 528,022 1,226,710 1,209,535: 39,550 56,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 20,650: 35,773 4,188 -9,143 -3,417 25,186 23,214 20,230: -2,563 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 2.0 51.8 32.0 41.7 96.9 95.5: 3.1 4.5
Old : 100.0: 13.1 2.0 51.8 32.0 41.7 96.9 95.5: 3.1 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 : 119: 39 15 39 60 54 109 98:
Old : 119: 39 15 39 60 54 109 98:
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 : 43.2 35.5 58.4 55.6 10.1 11.0 12.7 15.1
Old : 43.2 35.5 58.4 55.6 10.1 11.0 12.7 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, November 30, 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 : 50,139: 15,845 5,670 514 26,937 37,804 43,296 43,987: 6,843 6,151
Old : 50,139: 15,845 5,670 514 26,937 37,804 43,296 43,987: 6,843 6,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -2,041: -1,810 -1,338 -62 -132 -1,495 -2,004 -2,895: -37 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.3 1.0 53.7 75.4 86.4 87.7: 13.6 12.3
Old : 100.0: 31.6 11.3 1.0 53.7 75.4 86.4 87.7: 13.6 12.3
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 : 96: 30 15 14 29 32 65 55:
Old : 96: 30 15 14 29 32 65 55:
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 38.0 37.4 56.8 23.4 38.0 36.5 56.5
Old : 24.3 38.0 37.4 56.8 23.4 38.0 36.5 56.5
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 30, 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 : 100,277: 31,691 11,340 1,027 53,874 75,608 86,591 87,975: 13,686 12,303
Old : 100,277: 31,691 11,340 1,027 53,874 75,608 86,591 87,975: 13,686 12,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -4,082: -3,620 -2,676 -124 -264 -2,989 -4,008 -5,790: -74 1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.3 1.0 53.7 75.4 86.4 87.7: 13.6 12.3
Old : 100.0: 31.6 11.3 1.0 53.7 75.4 86.4 87.7: 13.6 12.3
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 : 96: 30 15 14 29 32 65 55:
Old : 96: 30 15 14 29 32 65 55:
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 38.0 37.4 56.8 23.4 38.0 36.5 56.5
Old : 24.3 38.0 37.4 56.8 23.4 38.0 36.5 56.5
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 30, 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 : 19,105: 766 1,037 955 17,261 16,934 18,982 18,926: 123 179
Old : 19,105: 766 1,037 955 17,261 16,934 18,982 18,926: 123 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,842: -52 179 808 1,107 844 1,863 1,831: -21 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.4 5.0 90.3 88.6 99.4 99.1: 0.6 0.9
Old : 100.0: 4.0 5.4 5.0 90.3 88.6 99.4 99.1: 0.6 0.9
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 : 30: 3 7 1 13 13 17 20:
Old : 30: 3 7 1 13 13 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 : 75.8 83.5 94.4 92.0 75.8 72.9 84.7 78.6
Old : 75.8 83.5 94.4 92.0 75.8 72.9 84.7 78.6
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 30, 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 : 58,174: 677 2,489 1,873 55,134 53,732 57,684 58,094: 490 80
Old : 58,174: 677 2,489 1,873 55,134 53,732 57,684 58,094: 490 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 7,473: 217 -338 1,174 5,913 6,874 7,304 7,710: 169 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.3 3.2 94.8 92.4 99.2 99.9: 0.8 0.1
Old : 100.0: 1.2 4.3 3.2 94.8 92.4 99.2 99.9: 0.8 0.1
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 : 31: 5 5 1 7 18 13 23:
Old : 31: 5 5 1 7 18 13 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.0 63.8 98.5 88.5 79.5 61.6 81.0 75.4
Old : 94.0 63.8 98.5 88.5 79.5 61.6 81.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010