WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 583,067: 100,787 83,125 141,378 298,096 295,523 540,260 520,026: 42,806 63,041
Old : 354,776: 83,287 75,794 69,133 171,903 178,655 324,322 323,582: 30,454 31,194
Other: 228,291: 43,131 32,961 46,614 126,193 116,868 215,938 196,444: 12,353 31,847
: : :
: : Changes in Commitments from: December 7, 2010 :
: 290: 3,500 -5,487 -494 -473 9,923 2,533 3,941: -2,243 -3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.3 24.2 51.1 50.7 92.7 89.2: 7.3 10.8
Old : 100.0: 23.5 21.4 19.5 48.5 50.4 91.4 91.2: 8.6 8.8
Other: 100.0: 18.9 14.4 20.4 55.3 51.2 94.6 86.0: 5.4 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 444: 142 151 163 94 136 342 351:
Old : 424: 138 146 124 84 126 300 318:
Other: 286: 77 80 91 63 116 190 242:
:----------------------------------------------------------------------------------------------------
: 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 20.0 31.9 25.8 17.6 16.5 28.8 20.5
Old : 23.4 25.8 33.9 32.4 23.2 24.6 33.5 30.6
Other: 30.7 16.3 40.6 24.7 25.8 13.8 34.4 19.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 2,118,708: 508,024 118,081 619,972 791,966 1,101,788 1,919,962 1,839,842: 198,746 278,866
Old : 1,667,581: 416,589 113,648 469,523 623,868 876,820 1,509,980 1,459,991: 157,601 207,589
Other: 451,127: 137,320 50,318 104,565 168,098 224,968 409,982 379,850: 41,145 71,277
: : :
: : Changes in Commitments from: December 7, 2010 :
: 37,045: 26,774 3,466 9,570 13,217 27,495 49,561 40,531: -12,516 -3,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.6 29.3 37.4 52.0 90.6 86.8: 9.4 13.2
Old : 100.0: 25.0 6.8 28.2 37.4 52.6 90.5 87.6: 9.5 12.4
Other: 100.0: 30.4 11.2 23.2 37.3 49.9 90.9 84.2: 9.1 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 890: 256 153 267 280 426 653 743:
Old : 874: 252 154 232 260 413 607 708:
Other: 645: 113 123 105 146 360 312 543:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 10.7 19.3 16.4 9.8 6.6 14.5 10.4
Old : 12.1 11.5 20.2 16.9 10.8 7.8 15.7 11.4
Other: 18.5 12.5 27.7 19.3 18.2 9.2 25.4 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 12,579: 3,966 91 602 5,754 10,605 10,323 11,299: 2,257 1,281
Old : 10,972: 4,021 84 263 4,610 9,570 8,894 9,917: 2,079 1,056
Other: 1,607: 7 69 278 1,145 1,035 1,429 1,382: 178 225
: : :
: : Changes in Commitments from: December 7, 2010 :
: -2: 735 -80 -96 -579 333 60 158: -62 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 0.7 4.8 45.7 84.3 82.1 89.8: 17.9 10.2
Old : 100.0: 36.6 0.8 2.4 42.0 87.2 81.1 90.4: 18.9 9.6
Other: 100.0: 0.4 4.3 17.3 71.2 64.4 88.9 86.0: 11.1 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 7 7 16 13 39 22:
Old : 44: 18 6 5 15 13 36 21:
Other: 16: 5 1 5 6 7 12 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 : 28.7 65.1 45.1 80.1 28.7 56.9 44.7 71.6
Old : 31.6 71.1 50.1 83.3 31.6 65.8 49.9 77.9
Other: 62.8 68.3 85.9 82.2 58.3 59.1 66.6 63.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 955,765: 197,820 25,498 350,223 338,435 482,999 886,478 858,720: 69,287 97,046
Old : 787,059: 172,579 24,763 285,889 267,741 404,535 726,208 715,187: 60,851 71,872
Other: 168,707: 51,765 27,258 37,811 70,694 78,464 160,270 143,533: 8,436 25,174
: : :
: : Changes in Commitments from: December 7, 2010 :
: 20,573: 2,931 -1,332 18,878 -1,413 3,107 20,396 20,653: 177 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 2.7 36.6 35.4 50.5 92.8 89.8: 7.2 10.2
Old : 100.0: 21.9 3.1 36.3 34.0 51.4 92.3 90.9: 7.7 9.1
Other: 100.0: 30.7 16.2 22.4 41.9 46.5 95.0 85.1: 5.0 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 228 101 229 134 219 464 482:
Old : 574: 212 110 213 125 215 436 465:
Other: 346: 85 79 63 58 163 176 273:
:----------------------------------------------------------------------------------------------------
: 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 17.4 20.3 25.7 9.9 12.1 14.4 17.4
Old : 12.6 19.1 20.9 27.5 11.3 14.1 16.4 19.8
Other: 23.4 19.8 37.6 30.2 20.1 18.5 31.3 23.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 21,414: 18,531 2,574 6 39 3,389 18,576 5,969: 2,838 15,445
Old : 11,307: 9,147 2,288 5 39 1,518 9,191 3,811: 2,116 7,496
Other: 10,107: 9,384 286 1 0 1,871 9,385 2,158: 722 7,949
: : :
: : Changes in Commitments from: December 7, 2010 :
: -1,139: -724 -23 -146 -4 -764 -874 -933: -265 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 12.0 0.0 0.2 15.8 86.7 27.9: 13.3 72.1
Old : 100.0: 80.9 20.2 0.0 0.3 13.4 81.3 33.7: 18.7 66.3
Other: 100.0: 92.8 2.8 0.0 0.0 18.5 92.9 21.4: 7.1 78.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 11 2 2 6 20 19:
Old : 35: 18 11 1 2 6 20 18:
Other: 21: 12 3 1 0 6 12 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 : 54.5 14.7 74.8 19.8 54.4 14.7 74.8 19.7
Old : 49.8 15.5 67.2 23.0 49.8 15.5 67.2 23.0
Other: 67.4 15.4 88.1 21.1 67.4 15.4 88.1 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 439,474: 85,796 24,908 103,595 211,647 285,250 401,037 413,752: 38,437 25,722
Old : 409,988: 86,018 27,725 93,339 194,298 264,641 373,654 385,705: 36,334 24,284
Other: 29,486: 4,860 2,265 5,173 17,349 20,609 27,383 28,048: 2,103 1,438
: : :
: : Changes in Commitments from: December 7, 2010 :
: 14,880: 3,963 -1,398 3,115 9,299 14,778 16,377 16,495: -1,496 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.7 23.6 48.2 64.9 91.3 94.1: 8.7 5.9
Old : 100.0: 21.0 6.8 22.8 47.4 64.5 91.1 94.1: 8.9 5.9
Other: 100.0: 16.5 7.7 17.5 58.8 69.9 92.9 95.1: 7.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 94 48 90 66 62 214 168:
Old : 244: 97 53 87 65 62 211 166:
Other: 64: 17 11 12 27 14 51 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 31.2 26.0 46.0 10.8 23.9 17.7 32.1
Old : 14.9 31.7 25.7 45.0 11.5 25.4 18.7 33.9
Other: 56.5 63.7 73.1 79.7 47.7 57.9 59.9 68.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 666,429: 70,912 63,461 49,642 409,477 402,655 530,032 515,759: 136,397 150,671
Old : 666,429: 70,912 63,461 49,642 409,477 402,655 530,032 515,759: 136,397 150,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 5,474: -550 12,803 13,402 -9,339 -15,286 3,513 10,919: 1,961 -5,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.5 7.4 61.4 60.4 79.5 77.4: 20.5 22.6
Old : 100.0: 10.6 9.5 7.4 61.4 60.4 79.5 77.4: 20.5 22.6
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 : 153: 28 27 33 79 76 123 120:
Old : 153: 28 27 33 79 76 123 120:
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 : 19.1 15.5 28.0 25.4 17.2 14.1 26.1 22.5
Old : 19.1 15.5 28.0 25.4 17.2 14.1 26.1 22.5
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 14, 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 : 304,935: 38,634 48,658 844 206,581 209,357 246,059 258,859: 58,877 46,077
Old : 304,935: 38,634 48,658 844 206,581 209,357 246,059 258,859: 58,877 46,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -11,661: 978 1,088 165 -10,000 -14,005 -8,857 -12,753: -2,804 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.0 0.3 67.7 68.7 80.7 84.9: 19.3 15.1
Old : 100.0: 12.7 16.0 0.3 67.7 68.7 80.7 84.9: 19.3 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 : 51: 4 9 4 27 27 34 37:
Old : 51: 4 9 4 27 27 34 37:
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 : 28.3 51.4 49.3 65.7 27.3 49.6 46.7 63.2
Old : 28.3 51.4 49.3 65.7 27.3 49.6 46.7 63.2
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 14, 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 : 7,416: 1,040 387 472 5,746 6,271 7,258 7,130: 158 286
Old : 7,416: 1,040 387 472 5,746 6,271 7,258 7,130: 158 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 99: -91 43 -32 222 107 99 118: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 5.2 6.4 77.5 84.6 97.9 96.1: 2.1 3.9
Old : 100.0: 14.0 5.2 6.4 77.5 84.6 97.9 96.1: 2.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 3 5 17 20 26 25:
Old : 31: 6 3 5 17 20 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 49.2 71.2 68.4 43.2 37.3 51.0 46.8
Old : 59.3 49.2 71.2 68.4 43.2 37.3 51.0 46.8
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 14, 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 : 228,335: 48,863 10,972 39,881 101,433 162,432 190,177 213,285: 38,158 15,050
Old : 197,550: 47,809 12,179 30,838 84,479 140,550 163,126 183,567: 34,425 13,984
Other: 30,785: 3,724 1,462 6,374 16,954 21,882 27,051 29,718: 3,733 1,066
: : :
: : Changes in Commitments from: December 7, 2010 :
: -254: -803 -248 -3 1,399 1,049 593 798: -846 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.8 17.5 44.4 71.1 83.3 93.4: 16.7 6.6
Old : 100.0: 24.2 6.2 15.6 42.8 71.1 82.6 92.9: 17.4 7.1
Other: 100.0: 12.1 4.8 20.7 55.1 71.1 87.9 96.5: 12.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 77 18 52 69 65 168 123:
Old : 185: 81 20 49 69 61 165 119:
Other: 75: 14 15 18 38 26 67 46:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 43.8 23.4 54.8 9.0 34.8 14.5 41.4
Old : 12.6 42.0 21.8 53.8 8.7 33.1 14.9 40.3
Other: 32.0 54.8 45.7 72.2 28.5 49.3 36.7 56.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 20,575: 4,826 2,113 2,995 7,434 13,966 15,255 19,074: 5,320 1,501
Old : 19,862: 4,897 2,113 2,847 6,924 13,614 14,668 18,574: 5,194 1,288
Other: 713: 3 74 75 510 352 587 500: 126 213
: : :
: : Changes in Commitments from: December 7, 2010 :
: 77: -110 -168 221 -207 155 -96 207: 173 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.3 14.6 36.1 67.9 74.1 92.7: 25.9 7.3
Old : 100.0: 24.7 10.6 14.3 34.9 68.5 73.8 93.5: 26.2 6.5
Other: 100.0: 0.4 10.4 10.4 71.5 49.4 82.3 70.2: 17.7 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 44 10 19 29 20 83 44:
Old : 93: 45 10 19 29 20 83 44:
Other: 20: 3 4 5 6 7 13 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 : 18.4 48.0 27.6 62.7 17.5 45.8 25.4 58.6
Old : 18.5 48.6 27.7 63.4 17.6 47.9 25.6 61.0
Other: 71.5 50.1 80.8 65.4 70.4 50.1 71.3 58.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 695,351: 73,348 116,740 35,073 504,219 433,068 612,640 584,881: 82,710 110,470
Old : 695,351: 73,348 116,740 35,073 504,219 433,068 612,640 584,881: 82,710 110,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -1,728: -17,968 5,264 5,125 33,564 -19,544 20,721 -9,155: -22,449 7,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 16.8 5.0 72.5 62.3 88.1 84.1: 11.9 15.9
Old : 100.0: 10.5 16.8 5.0 72.5 62.3 88.1 84.1: 11.9 15.9
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 : 177: 27 34 22 79 93 116 139:
Old : 177: 27 34 22 79 93 116 139:
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 : 29.3 20.9 42.8 30.3 26.0 19.6 34.7 27.8
Old : 29.3 20.9 42.8 30.3 26.0 19.6 34.7 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 1,951,995: 149,575 199,753 302,735 1,193,340 1,117,806 1,645,650 1,620,293: 306,345 331,701
Old : 1,951,995: 149,575 199,753 302,735 1,193,340 1,117,806 1,645,650 1,620,293: 306,345 331,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 215,552: -6,880 -4,788 106,820 104,563 126,927 204,503 228,959: 11,049 -13,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 10.2 15.5 61.1 57.3 84.3 83.0: 15.7 17.0
Old : 100.0: 7.7 10.2 15.5 61.1 57.3 84.3 83.0: 15.7 17.0
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 : 258: 49 49 62 131 144 213 222:
Old : 258: 49 49 62 131 144 213 222:
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 : 16.3 14.0 23.4 21.1 14.7 11.3 18.8 15.6
Old : 16.3 14.0 23.4 21.1 14.7 11.3 18.8 15.6
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 14, 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 : 1,132,345: 161,763 96,333 85,109 674,720 700,058 921,592 881,500: 210,754 250,846
Old : 1,132,345: 161,763 96,333 85,109 674,720 700,058 921,592 881,500: 210,754 250,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 26,768: 28,915 11,288 15,375 -20,924 3,201 23,366 29,864: 3,402 -3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.5 7.5 59.6 61.8 81.4 77.8: 18.6 22.2
Old : 100.0: 14.3 8.5 7.5 59.6 61.8 81.4 77.8: 18.6 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 : 160: 26 27 30 85 86 127 127:
Old : 160: 26 27 30 85 86 127 127:
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 : 21.5 19.9 32.9 30.3 19.3 16.6 28.6 24.5
Old : 21.5 19.9 32.9 30.3 19.3 16.6 28.6 24.5
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 14, 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 : 981,153: 144,643 29,803 440,468 362,650 460,612 947,761 930,882: 33,392 50,271
Old : 981,153: 144,643 29,803 440,468 362,650 460,612 947,761 930,882: 33,392 50,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 29,648: 9,917 -2,096 12,056 8,213 21,028 30,185 30,988: -537 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.0 44.9 37.0 46.9 96.6 94.9: 3.4 5.1
Old : 100.0: 14.7 3.0 44.9 37.0 46.9 96.6 94.9: 3.4 5.1
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 : 109: 34 17 38 51 50 98 93:
Old : 109: 34 17 38 51 50 98 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 : 35.5 28.8 53.1 49.7 13.7 11.4 17.0 17.2
Old : 35.5 28.8 53.1 49.7 13.7 11.4 17.0 17.2
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 14, 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 : 49,518: 13,349 3,195 1,217 27,236 38,424 41,802 42,837: 7,716 6,681
Old : 49,518: 13,349 3,195 1,217 27,236 38,424 41,802 42,837: 7,716 6,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -428: -4,891 -710 141 3,297 -1,127 -1,453 -1,696: 1,026 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.5 2.5 55.0 77.6 84.4 86.5: 15.6 13.5
Old : 100.0: 27.0 6.5 2.5 55.0 77.6 84.4 86.5: 15.6 13.5
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 : 99: 34 10 12 37 39 74 58:
Old : 99: 34 10 12 37 39 74 58:
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 : 22.2 34.2 35.7 52.1 21.4 32.0 34.0 49.9
Old : 22.2 34.2 35.7 52.1 21.4 32.0 34.0 49.9
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 14, 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 : 99,035: 26,697 6,390 2,435 54,471 76,848 83,603 85,673: 15,432 13,362
Old : 99,035: 26,697 6,390 2,435 54,471 76,848 83,603 85,673: 15,432 13,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -855: -9,782 -1,420 281 6,594 -2,253 -2,906 -3,392: 2,051 2,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.5 2.5 55.0 77.6 84.4 86.5: 15.6 13.5
Old : 100.0: 27.0 6.5 2.5 55.0 77.6 84.4 86.5: 15.6 13.5
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 : 99: 34 10 12 37 39 74 58:
Old : 99: 34 10 12 37 39 74 58:
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 : 22.2 34.2 35.7 52.1 21.4 32.0 34.0 49.9
Old : 22.2 34.2 35.7 52.1 21.4 32.0 34.0 49.9
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 14, 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 : 6,879: 3,269 3,283 41 3,155 3,209 6,465 6,533: 414 346
Old : 6,879: 3,269 3,283 41 3,155 3,209 6,465 6,533: 414 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,332: -128 144 4 1,172 895 1,048 1,043: 284 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 47.7 0.6 45.9 46.6 94.0 95.0: 6.0 5.0
Old : 100.0: 47.5 47.7 0.6 45.9 46.6 94.0 95.0: 6.0 5.0
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 2 4 2 16 7:
Old : 20: 11 4 2 4 2 16 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 : 59.9 89.7 85.2 95.0 52.4 73.9 72.1 78.5
Old : 59.9 89.7 85.2 95.0 52.4 73.9 72.1 78.5
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,834: 1,790 1,241 0 10,858 11,335 12,648 12,576: 186 258
Old : 12,834: 1,790 1,241 0 10,858 11,335 12,648 12,576: 186 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -8,528: 872 -535 -1,541 -7,926 -6,540 -8,595 -8,616: 67 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.7 0.0 84.6 88.3 98.6 98.0: 1.4 2.0
Old : 100.0: 13.9 9.7 0.0 84.6 88.3 98.6 98.0: 1.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 7 0 9 15 11 22:
Old : 31: 2 7 0 9 15 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 : 84.8 68.7 97.4 83.8 84.8 68.7 97.4 83.8
Old : 84.8 68.7 97.4 83.8 84.8 68.7 97.4 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 40,088: 3,184 1,391 0 36,771 38,390 39,955 39,781: 133 307
Old : 40,088: 3,184 1,391 0 36,771 38,390 39,955 39,781: 133 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -24,220: 2,557 -746 -3,027 -23,660 -20,604 -24,130 -24,377: -90 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.5 0.0 91.7 95.8 99.7 99.2: 0.3 0.8
Old : 100.0: 7.9 3.5 0.0 91.7 95.8 99.7 99.2: 0.3 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 : 29: 4 5 0 7 15 11 20:
Old : 29: 4 5 0 7 15 11 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 : 97.1 79.9 99.3 91.1 97.1 79.9 99.2 91.1
Old : 97.1 79.9 99.3 91.1 97.1 79.9 99.2 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010