WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 582,777: 97,286 88,612 141,872 298,568 285,600 537,727 516,085: 45,050 66,692
Old : 360,004: 80,245 76,266 74,550 172,568 174,650 327,363 325,466: 32,642 34,539
Other: 222,772: 39,898 35,202 44,466 126,000 110,951 210,364 190,619: 12,408 32,153
: : :
: : Changes in Commitments from: November 30, 2010 :
: 57,180: 20,256 -11,220 28,787 3,692 39,926 52,735 57,494: 4,445 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.2 24.3 51.2 49.0 92.3 88.6: 7.7 11.4
Old : 100.0: 22.3 21.2 20.7 47.9 48.5 90.9 90.4: 9.1 9.6
Other: 100.0: 17.9 15.8 20.0 56.6 49.8 94.4 85.6: 5.6 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 155 136 158 92 132 338 340:
Old : 420: 152 131 124 79 124 296 315:
Other: 280: 70 84 87 62 111 185 235:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 19.3 31.9 25.5 17.6 15.7 28.8 19.8
Old : 23.2 24.3 33.6 31.3 23.0 23.3 33.2 29.5
Other: 31.8 17.0 42.3 26.2 26.9 13.9 36.0 19.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 2,081,663: 481,250 114,615 610,402 778,748 1,074,293 1,870,400 1,799,311: 211,263 282,352
Old : 1,635,780: 397,165 114,210 454,966 613,796 854,319 1,465,927 1,423,495: 169,853 212,285
Other: 445,883: 137,672 53,993 101,849 164,952 219,974 404,473 375,816: 41,410 70,067
: : :
: : Changes in Commitments from: November 30, 2010 :
: 38,259: 575 -2,556 24,537 12,118 14,582 37,229 36,562: 1,029 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.5 29.3 37.4 51.6 89.9 86.4: 10.1 13.6
Old : 100.0: 24.3 7.0 27.8 37.5 52.2 89.6 87.0: 10.4 13.0
Other: 100.0: 30.9 12.1 22.8 37.0 49.3 90.7 84.3: 9.3 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 911: 256 159 291 281 428 669 773:
Old : 897: 249 164 260 262 415 628 740:
Other: 648: 109 134 105 145 356 313 542:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 10.4 19.5 16.1 9.8 6.5 14.6 10.3
Old : 12.3 11.2 20.6 16.6 11.0 7.7 16.0 11.2
Other: 18.7 12.4 28.3 19.7 18.5 9.8 25.6 14.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 12,581: 3,231 171 698 6,334 10,272 10,263 11,141: 2,319 1,440
Old : 11,025: 3,326 167 334 5,200 9,308 8,860 9,809: 2,165 1,216
Other: 1,556: 4 104 264 1,134 964 1,403 1,332: 153 224
: : :
: : Changes in Commitments from: November 30, 2010 :
: -108: 638 -48 -13 -569 271 56 210: -164 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 1.4 5.5 50.3 81.6 81.6 88.6: 18.4 11.4
Old : 100.0: 30.2 1.5 3.0 47.2 84.4 80.4 89.0: 19.6 11.0
Other: 100.0: 0.3 6.7 17.0 72.9 62.0 90.1 85.6: 9.9 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 6 5 16 12 34 20:
Old : 39: 16 4 4 15 12 32 19:
Other: 14: 2 3 5 6 6 11 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 : 29.8 63.7 47.7 79.9 28.9 53.3 45.0 68.9
Old : 31.6 69.9 50.3 82.2 31.6 63.7 50.1 74.2
Other: 63.4 71.7 87.2 83.1 58.8 63.0 68.0 63.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 935,192: 194,889 26,829 331,345 339,848 479,892 866,082 838,066: 69,110 97,125
Old : 771,009: 169,831 23,680 272,128 268,565 402,595 710,525 698,403: 60,484 72,606
Other: 164,183: 48,294 26,386 35,981 71,283 77,297 155,558 139,664: 8,625 24,519
: : :
: : Changes in Commitments from: November 30, 2010 :
: 28,120: 5,520 -100 30,520 -14,271 -6,230 21,769 24,190: 6,351 3,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.9 35.4 36.3 51.3 92.6 89.6: 7.4 10.4
Old : 100.0: 22.0 3.1 35.3 34.8 52.2 92.2 90.6: 7.8 9.4
Other: 100.0: 29.4 16.1 21.9 43.4 47.1 94.7 85.1: 5.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 213 108 223 133 215 445 476:
Old : 563: 205 114 207 126 211 425 458:
Other: 337: 77 80 59 58 159 168 266:
:----------------------------------------------------------------------------------------------------
: 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 17.2 20.1 25.5 9.8 11.8 14.5 17.2
Old : 12.3 19.0 20.7 27.3 11.3 13.7 16.7 19.7
Other: 23.4 19.1 37.9 30.1 20.5 18.4 32.4 23.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 22,553: 19,255 2,597 152 43 4,153 19,450 6,902: 3,103 15,651
Old : 12,837: 10,161 2,344 112 43 2,135 10,316 4,591: 2,521 8,246
Other: 9,716: 9,129 288 5 0 2,018 9,134 2,311: 582 7,405
: : :
: : Changes in Commitments from: November 30, 2010 :
: 36: -342 -601 -151 7 256 -486 -496: 522 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 11.5 0.7 0.2 18.4 86.2 30.6: 13.8 69.4
Old : 100.0: 79.2 18.3 0.9 0.3 16.6 80.4 35.8: 19.6 64.2
Other: 100.0: 94.0 3.0 0.1 0.0 20.8 94.0 23.8: 6.0 76.2
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 18 8 2 2 8 20 18:
Old : 32: 17 8 2 2 7 19 17:
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 : 51.2 14.1 71.0 21.3 51.2 14.1 70.8 21.3
Old : 46.5 16.6 63.7 26.4 46.5 16.6 63.4 26.4
Other: 66.9 15.7 87.8 21.6 66.9 15.7 87.8 21.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 424,594: 81,833 26,306 100,480 202,348 270,472 384,661 397,257: 39,933 27,337
Old : 395,885: 82,523 29,813 89,208 186,710 250,747 358,440 369,768: 37,445 26,117
Other: 28,709: 5,304 2,487 5,278 15,638 19,725 26,221 27,489: 2,488 1,219
: : :
: : Changes in Commitments from: November 30, 2010 :
: 25,787: 10,109 863 8,274 5,595 17,083 23,978 26,220: 1,809 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.2 23.7 47.7 63.7 90.6 93.6: 9.4 6.4
Old : 100.0: 20.8 7.5 22.5 47.2 63.3 90.5 93.4: 9.5 6.6
Other: 100.0: 18.5 8.7 18.4 54.5 68.7 91.3 95.8: 8.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 99 54 95 66 63 218 175:
Old : 251: 101 62 91 65 63 216 172:
Other: 61: 17 10 12 26 12 50 28:
:----------------------------------------------------------------------------------------------------
: 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 31.6 26.2 46.0 10.7 23.5 16.8 31.1
Old : 15.3 32.2 26.0 44.8 11.5 25.2 17.7 32.8
Other: 55.5 63.6 70.5 81.5 45.9 57.8 56.4 70.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 660,955: 71,462 50,658 36,240 418,816 417,941 526,519 504,840: 134,437 156,116
Old : 660,955: 71,462 50,658 36,240 418,816 417,941 526,519 504,840: 134,437 156,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -30,796: 8,448 -25,285 5,834 -30,488 -13,880 -16,205 -33,330: -14,591 2,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.7 5.5 63.4 63.2 79.7 76.4: 20.3 23.6
Old : 100.0: 10.8 7.7 5.5 63.4 63.2 79.7 76.4: 20.3 23.6
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 : 145: 19 33 33 77 74 119 117:
Old : 145: 19 33 33 77 74 119 117:
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 : 19.6 19.3 28.6 30.0 17.9 16.3 26.8 24.4
Old : 19.6 19.3 28.6 30.0 17.9 16.3 26.8 24.4
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, December 7, 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 : 316,596: 37,656 47,570 679 216,581 223,362 254,916 271,611: 61,680 44,985
Old : 316,596: 37,656 47,570 679 216,581 223,362 254,916 271,611: 61,680 44,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -16,800: 2,770 2,275 307 -21,666 -15,759 -18,589 -13,177: 1,789 -3,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.0 0.2 68.4 70.6 80.5 85.8: 19.5 14.2
Old : 100.0: 11.9 15.0 0.2 68.4 70.6 80.5 85.8: 19.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 8 3 26 26 33 34:
Old : 48: 4 8 3 26 26 33 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 : 28.1 52.5 47.3 66.8 27.0 47.7 44.5 61.6
Old : 28.1 52.5 47.3 66.8 27.0 47.7 44.5 61.6
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, December 7, 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 : 7,317: 1,131 344 504 5,524 6,164 7,159 7,012: 158 305
Old : 7,317: 1,131 344 504 5,524 6,164 7,159 7,012: 158 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -95: 85 -440 60 -115 278 30 -102: -125 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.7 6.9 75.5 84.2 97.8 95.8: 2.2 4.2
Old : 100.0: 15.5 4.7 6.9 75.5 84.2 97.8 95.8: 2.2 4.2
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 : 30: 6 4 5 17 18 26 24:
Old : 30: 6 4 5 17 18 26 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 : 55.7 47.1 68.9 68.3 40.2 36.4 49.2 46.7
Old : 55.7 47.1 68.9 68.3 40.2 36.4 49.2 46.7
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, December 7, 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 : 228,589: 49,666 11,219 39,885 100,034 161,382 189,584 212,487: 39,004 16,102
Old : 199,644: 48,593 11,951 31,623 83,605 141,134 163,821 184,709: 35,823 14,936
Other: 28,945: 2,773 969 6,561 16,429 20,248 25,763 27,778: 3,182 1,167
: : :
: : Changes in Commitments from: November 30, 2010 :
: 795: 1,391 1,458 246 -2,251 1,288 -614 2,992: 1,409 -2,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.9 17.4 43.8 70.6 82.9 93.0: 17.1 7.0
Old : 100.0: 24.3 6.0 15.8 41.9 70.7 82.1 92.5: 17.9 7.5
Other: 100.0: 9.6 3.3 22.7 56.8 70.0 89.0 96.0: 11.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 67 25 49 75 71 166 131:
Old : 189: 69 27 49 74 68 164 128:
Other: 73: 13 13 15 41 26 66 43:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 41.3 22.1 51.9 7.8 32.3 13.1 39.2
Old : 11.9 39.6 20.6 50.8 8.7 31.1 14.6 38.4
Other: 32.0 53.6 47.5 71.3 26.7 48.0 35.3 55.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 20,498: 4,936 2,281 2,774 7,641 13,811 15,351 18,867: 5,147 1,631
Old : 19,787: 5,000 2,276 2,636 7,135 13,459 14,771 18,371: 5,016 1,416
Other: 711: 2 72 71 506 353 580 496: 132 215
: : :
: : Changes in Commitments from: November 30, 2010 :
: 437: 733 12 72 -530 510 275 594: 162 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 11.1 13.5 37.3 67.4 74.9 92.0: 25.1 8.0
Old : 100.0: 25.3 11.5 13.3 36.1 68.0 74.7 92.8: 25.3 7.2
Other: 100.0: 0.3 10.1 10.0 71.2 49.6 81.5 69.7: 18.5 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 42 13 18 30 19 81 45:
Old : 93: 43 13 18 30 19 81 45:
Other: 19: 2 5 4 5 7 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 : 18.8 47.9 27.5 62.6 17.9 45.4 25.8 58.2
Old : 18.9 48.4 27.6 63.3 17.9 47.5 26.1 60.7
Other: 71.4 49.1 80.8 65.0 70.7 49.1 71.0 57.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 697,079: 91,316 111,476 29,948 470,655 452,612 591,919 594,036: 105,159 103,043
Old : 697,079: 91,316 111,476 29,948 470,655 452,612 591,919 594,036: 105,159 103,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -5,403: -8,159 -12,718 -2,580 3,190 13,156 -7,550 -2,143: 2,147 -3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.0 4.3 67.5 64.9 84.9 85.2: 15.1 14.8
Old : 100.0: 13.1 16.0 4.3 67.5 64.9 84.9 85.2: 15.1 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 : 174: 30 30 19 73 94 111 135:
Old : 174: 30 30 19 73 94 111 135:
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 22.5 37.9 32.8 23.2 20.0 31.0 27.4
Old : 25.4 22.5 37.9 32.8 23.2 20.0 31.0 27.4
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, December 7, 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 : 1,736,443: 156,455 204,541 195,915 1,088,777 990,879 1,441,147 1,391,334: 295,296 345,109
Old : 1,736,443: 156,455 204,541 195,915 1,088,777 990,879 1,441,147 1,391,334: 295,296 345,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 88,625: 4,345 -4,560 36,183 72,675 47,575 113,203 79,198: -24,578 9,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.8 11.3 62.7 57.1 83.0 80.1: 17.0 19.9
Old : 100.0: 9.0 11.8 11.3 62.7 57.1 83.0 80.1: 17.0 19.9
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 : 254: 51 43 63 130 141 208 220:
Old : 254: 51 43 63 130 141 208 220:
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 : 17.0 14.0 23.8 20.7 15.8 10.6 20.8 15.9
Old : 17.0 14.0 23.8 20.7 15.8 10.6 20.8 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 1,105,577: 132,848 85,045 69,734 695,643 696,857 898,225 851,635: 207,352 253,942
Old : 1,105,577: 132,848 85,045 69,734 695,643 696,857 898,225 851,635: 207,352 253,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,339: -12,087 51 1,905 3,725 -7,750 -6,457 -5,794: 5,117 4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 7.7 6.3 62.9 63.0 81.2 77.0: 18.8 23.0
Old : 100.0: 12.0 7.7 6.3 62.9 63.0 81.2 77.0: 18.8 23.0
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 : 160: 24 32 26 82 84 122 126:
Old : 160: 24 32 26 82 84 122 126:
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 : 26.2 18.9 37.9 28.6 25.1 16.1 33.3 23.2
Old : 26.2 18.9 37.9 28.6 25.1 16.1 33.3 23.2
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, December 7, 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 : 951,505: 134,727 31,899 428,412 354,437 439,584 917,575 899,895: 33,929 51,610
Old : 951,505: 134,727 31,899 428,412 354,437 439,584 917,575 899,895: 33,929 51,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -314,755: -31,302 6,032 -227,233 -50,599 -88,439 -309,134 -309,640: -5,620 -5,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.4 45.0 37.3 46.2 96.4 94.6: 3.6 5.4
Old : 100.0: 14.2 3.4 45.0 37.3 46.2 96.4 94.6: 3.6 5.4
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 : 107: 32 18 37 52 48 98 89:
Old : 107: 32 18 37 52 48 98 89:
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 : 36.3 30.0 53.6 51.4 12.6 11.8 15.6 17.4
Old : 36.3 30.0 53.6 51.4 12.6 11.8 15.6 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 49,945: 18,240 3,905 1,077 23,939 39,551 43,255 44,533: 6,690 5,412
Old : 49,945: 18,240 3,905 1,077 23,939 39,551 43,255 44,533: 6,690 5,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -194: 2,394 -1,765 563 -2,998 1,747 -41 546: -153 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 7.8 2.2 47.9 79.2 86.6 89.2: 13.4 10.8
Old : 100.0: 36.5 7.8 2.2 47.9 79.2 86.6 89.2: 13.4 10.8
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 : 98: 32 12 14 30 34 68 54:
Old : 98: 32 12 14 30 34 68 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 35.8 38.9 54.0 24.0 35.8 38.1 54.0
Old : 24.8 35.8 38.9 54.0 24.0 35.8 38.1 54.0
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, December 7, 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 : 99,890: 36,479 7,811 2,153 47,877 79,102 86,510 89,066: 13,381 10,824
Old : 99,890: 36,479 7,811 2,153 47,877 79,102 86,510 89,066: 13,381 10,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -387: 4,788 -3,529 1,126 -5,997 3,494 -82 1,091: -305 -1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 7.8 2.2 47.9 79.2 86.6 89.2: 13.4 10.8
Old : 100.0: 36.5 7.8 2.2 47.9 79.2 86.6 89.2: 13.4 10.8
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 : 98: 32 12 14 30 34 68 54:
Old : 98: 32 12 14 30 34 68 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 35.8 38.9 54.0 24.0 35.8 38.1 54.0
Old : 24.8 35.8 38.9 54.0 24.0 35.8 38.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,547: 3,397 3,139 37 1,983 2,314 5,417 5,490: 130 57
Old : 5,547: 3,397 3,139 37 1,983 2,314 5,417 5,490: 130 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 56.6 0.7 35.7 41.7 97.7 99.0: 2.3 1.0
Old : 100.0: 61.2 56.6 0.7 35.7 41.7 97.7 99.0: 2.3 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 : 20: 11 4 1 3 2 14 7:
Old : 20: 11 4 1 3 2 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 89.2 89.1 99.0 65.1 89.2 89.1 98.3
Old : 65.1 89.2 89.1 99.0 65.1 89.2 89.1 98.3
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, December 7, 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 : 21,362: 918 1,776 1,541 18,784 17,875 21,243 21,192: 119 170
Old : 21,362: 918 1,776 1,541 18,784 17,875 21,243 21,192: 119 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 2,257: 152 739 586 1,523 941 2,261 2,266: -4 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 8.3 7.2 87.9 83.7 99.4 99.2: 0.6 0.8
Old : 100.0: 4.3 8.3 7.2 87.9 83.7 99.4 99.2: 0.6 0.8
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 : 31: 3 7 1 12 14 16 21:
Old : 31: 3 7 1 12 14 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 83.9 95.2 92.3 72.2 68.3 81.2 75.6
Old : 72.2 83.9 95.2 92.3 72.2 68.3 81.2 75.6
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, December 7, 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 : 64,308: 627 2,137 3,027 60,431 58,994 64,085 64,158: 223 150
Old : 64,308: 627 2,137 3,027 60,431 58,994 64,085 64,158: 223 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 6,134: -50 -352 1,154 5,297 5,262 6,401 6,064: -267 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.3 4.7 94.0 91.7 99.7 99.8: 0.3 0.2
Old : 100.0: 1.0 3.3 4.7 94.0 91.7 99.7 99.8: 0.3 0.2
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 : 32: 4 6 2 7 18 12 26:
Old : 32: 4 6 2 7 18 12 26:
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 : 95.4 65.6 99.2 88.3 79.3 62.8 80.5 74.9
Old : 95.4 65.6 99.2 88.3 79.3 62.8 80.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010