WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 596,899: 106,973 79,847 141,925 301,965 312,054 550,864 533,827: 46,035 63,073
Old : 358,300: 90,268 73,190 66,316 169,402 189,452 325,986 328,958: 32,314 29,343
Other: 238,599: 43,622 33,574 48,692 132,563 122,602 224,877 204,869: 13,722 33,730
: : :
: : Changes in Commitments from: December 21, 2010 :
: 4,926: 7,503 922 -3,538 67 8,499 4,032 5,884: 894 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.4 23.8 50.6 52.3 92.3 89.4: 7.7 10.6
Old : 100.0: 25.2 20.4 18.5 47.3 52.9 91.0 91.8: 9.0 8.2
Other: 100.0: 18.3 14.1 20.4 55.6 51.4 94.2 85.9: 5.8 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 151 141 160 92 138 344 345:
Old : 424: 160 123 117 79 127 301 306:
Other: 285: 64 90 89 69 119 193 243:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 20.7 31.4 26.7 17.1 17.1 28.1 21.1
Old : 23.4 27.1 33.7 34.5 23.2 26.2 33.4 32.5
Other: 29.6 16.0 40.8 24.4 24.5 13.5 33.5 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 2,220,581: 541,652 114,899 632,585 834,252 1,182,111 2,008,488 1,929,594: 212,093 290,987
Old : 1,748,145: 432,093 105,067 492,169 653,545 937,035 1,577,807 1,534,271: 170,338 213,874
Other: 472,436: 137,897 38,171 112,077 180,707 245,076 430,681 395,323: 41,755 77,113
: : :
: : Changes in Commitments from: December 21, 2010 :
: 22,569: 7,474 -4,564 -8,448 11,239 28,314 10,265 15,302: 12,304 7,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.2 28.5 37.6 53.2 90.4 86.9: 9.6 13.1
Old : 100.0: 24.7 6.0 28.2 37.4 53.6 90.3 87.8: 9.7 12.2
Other: 100.0: 29.2 8.1 23.7 38.2 51.9 91.2 83.7: 8.8 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 905: 267 164 271 280 422 678 742:
Old : 890: 259 170 237 257 410 633 706:
Other: 653: 126 123 110 158 354 337 541:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 11.2 19.1 17.3 9.3 7.0 14.1 11.0
Old : 11.6 12.1 20.0 17.8 10.5 8.5 15.3 11.9
Other: 17.9 12.8 27.9 19.4 17.2 8.8 25.2 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 12,609: 4,332 214 562 5,228 10,751 10,122 11,527: 2,487 1,082
Old : 10,846: 4,328 166 255 3,984 9,584 8,567 10,005: 2,279 841
Other: 1,763: 7 50 304 1,244 1,168 1,555 1,522: 208 240
: : :
: : Changes in Commitments from: December 21, 2010 :
: 9: -325 26 -21 184 187 -162 192: 171 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 1.7 4.5 41.5 85.3 80.3 91.4: 19.7 8.6
Old : 100.0: 39.9 1.5 2.4 36.7 88.4 79.0 92.2: 21.0 7.8
Other: 100.0: 0.4 2.9 17.3 70.6 66.3 88.2 86.4: 11.8 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 6 7 18 13 41 23:
Old : 45: 17 8 5 15 13 36 22:
Other: 18: 4 2 5 8 9 14 14:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 67.0 45.5 81.9 28.6 61.3 44.8 74.4
Old : 31.4 73.5 50.4 85.8 31.4 71.8 50.2 83.1
Other: 60.2 62.1 83.5 80.2 54.5 56.1 61.8 59.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 927,497: 212,751 26,139 301,901 340,928 503,218 855,581 831,258: 71,916 96,239
Old : 739,660: 179,790 20,203 236,255 262,184 414,942 678,229 671,400: 61,431 68,260
Other: 187,837: 56,055 29,030 42,552 78,745 88,275 177,352 159,857: 10,485 27,980
: : :
: : Changes in Commitments from: December 21, 2010 :
: -57,223: 6,827 -1,341 -60,563 -7,826 4,468 -61,563 -57,436: 4,340 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.8 32.6 36.8 54.3 92.2 89.6: 7.8 10.4
Old : 100.0: 24.3 2.7 31.9 35.4 56.1 91.7 90.8: 8.3 9.2
Other: 100.0: 29.8 15.5 22.7 41.9 47.0 94.4 85.1: 5.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 226 101 223 144 231 480 487:
Old : 589: 215 101 201 132 227 444 467:
Other: 363: 85 83 62 68 171 188 282:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 18.6 20.1 26.7 10.2 13.9 15.3 19.5
Old : 13.4 21.1 21.8 29.4 12.2 16.7 17.9 23.8
Other: 21.2 18.6 34.3 28.8 18.0 17.0 27.5 21.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 22,484: 19,601 1,244 36 28 4,399 19,665 5,679: 2,819 16,805
Old : 10,267: 8,186 757 25 28 1,947 8,239 2,729: 2,028 7,538
Other: 12,217: 11,420 492 6 0 2,452 11,426 2,950: 791 9,267
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,192: 2,386 581 30 -11 696 2,405 1,307: -213 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 5.5 0.2 0.1 19.6 87.5 25.3: 12.5 74.7
Old : 100.0: 79.7 7.4 0.2 0.3 19.0 80.2 26.6: 19.8 73.4
Other: 100.0: 93.5 4.0 0.0 0.0 20.1 93.5 24.1: 6.5 75.9
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 17 4 4 2 9 20 16:
Old : 28: 16 3 2 2 9 18 14:
Other: 26: 14 3 2 0 9 14 14:
:----------------------------------------------------------------------------------------------------
: 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 : 55.6 15.1 75.6 20.5 55.6 15.1 75.6 20.3
Old : 51.0 18.3 67.8 24.7 50.9 18.3 67.5 24.6
Other: 66.6 14.3 87.5 20.0 66.6 14.3 87.5 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 429,409: 88,342 23,845 90,355 211,710 291,428 390,407 405,629: 39,002 23,780
Old : 394,514: 87,617 27,227 79,482 190,798 266,146 357,897 372,855: 36,617 21,659
Other: 34,895: 6,343 2,237 5,255 20,912 25,282 32,510 32,774: 2,385 2,121
: : :
: : Changes in Commitments from: December 21, 2010 :
: -14,558: -205 -852 -17,349 2,107 2,522 -15,446 -15,679: 888 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 5.6 21.0 49.3 67.9 90.9 94.5: 9.1 5.5
Old : 100.0: 22.2 6.9 20.1 48.4 67.5 90.7 94.5: 9.3 5.5
Other: 100.0: 18.2 6.4 15.1 59.9 72.5 93.2 93.9: 6.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 101 45 82 67 65 211 168:
Old : 245: 96 59 79 66 64 208 165:
Other: 69: 25 6 10 27 19 54 34:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 32.7 27.0 47.6 11.2 23.2 18.5 33.2
Old : 15.7 32.3 26.8 46.6 12.1 25.4 19.9 34.7
Other: 51.2 61.9 69.1 78.7 44.2 59.1 58.0 69.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 579,821: 43,495 67,474 28,787 377,630 337,002 449,912 433,263: 129,910 146,559
Old : 579,821: 43,495 67,474 28,787 377,630 337,002 449,912 433,263: 129,910 146,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -40,513: -339 -2,056 -19,478 -24,591 -13,585 -44,408 -35,119: 3,895 -5,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.6 5.0 65.1 58.1 77.6 74.7: 22.4 25.3
Old : 100.0: 7.5 11.6 5.0 65.1 58.1 77.6 74.7: 22.4 25.3
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 : 136: 25 24 27 72 66 108 106:
Old : 136: 25 24 27 72 66 108 106:
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 : 22.9 15.8 32.5 25.8 20.3 14.4 30.0 23.3
Old : 22.9 15.8 32.5 25.8 20.3 14.4 30.0 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 308,805: 40,314 49,166 324 207,583 216,665 248,221 266,155: 60,584 42,650
Old : 308,805: 40,314 49,166 324 207,583 216,665 248,221 266,155: 60,584 42,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,174: 1,635 623 -18 -1,444 2,660 173 3,265: 2,001 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.9 0.1 67.2 70.2 80.4 86.2: 19.6 13.8
Old : 100.0: 13.1 15.9 0.1 67.2 70.2 80.4 86.2: 19.6 13.8
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 : 53: 5 9 2 25 28 31 38:
Old : 53: 5 9 2 25 28 31 38:
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 48.6 49.0 63.8 27.6 47.8 46.9 62.4
Old : 28.1 48.6 49.0 63.8 27.6 47.8 46.9 62.4
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 28, 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 : 7,255: 969 380 546 5,519 5,938 7,034 6,864: 221 391
Old : 7,255: 969 380 546 5,519 5,938 7,034 6,864: 221 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 166: 27 10 7 89 57 123 74: 43 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.2 7.5 76.1 81.8 97.0 94.6: 3.0 5.4
Old : 100.0: 13.4 5.2 7.5 76.1 81.8 97.0 94.6: 3.0 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 : 33: 5 5 5 17 20 26 26:
Old : 33: 5 5 5 17 20 26 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 : 59.5 50.3 72.5 68.1 45.0 37.9 52.3 47.6
Old : 59.5 50.3 72.5 68.1 45.0 37.9 52.3 47.6
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 28, 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 : 232,577: 53,512 10,962 41,953 96,675 162,211 192,140 215,126: 40,437 17,451
Old : 198,887: 52,758 11,718 33,019 76,927 137,909 162,704 182,646: 36,182 16,241
Other: 33,691: 2,679 1,170 7,009 19,748 24,302 29,436 32,481: 4,255 1,210
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,189: 26 170 1,065 2,154 759 3,245 1,994: -2,057 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.7 18.0 41.6 69.7 82.6 92.5: 17.4 7.5
Old : 100.0: 26.5 5.9 16.6 38.7 69.3 81.8 91.8: 18.2 8.2
Other: 100.0: 8.0 3.5 20.8 58.6 72.1 87.4 96.4: 12.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 74 23 54 70 59 179 118:
Old : 194: 79 24 50 68 56 173 114:
Other: 82: 18 12 19 43 25 75 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 : 12.6 41.3 20.5 52.9 7.6 36.2 13.5 42.8
Old : 10.3 38.9 18.0 51.3 7.8 34.3 14.1 41.7
Other: 35.0 55.6 48.8 72.5 32.2 50.2 39.2 58.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 20,597: 4,803 2,335 3,207 7,557 13,701 15,568 19,243: 5,029 1,353
Old : 19,711: 5,016 2,335 2,857 6,951 13,339 14,825 18,531: 4,886 1,179
Other: 886: 2 215 135 606 362 743 712: 143 174
: : :
: : Changes in Commitments from: December 21, 2010 :
: -232: -175 65 285 100 -101 210 248: -442 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.3 15.6 36.7 66.5 75.6 93.4: 24.4 6.6
Old : 100.0: 25.4 11.8 14.5 35.3 67.7 75.2 94.0: 24.8 6.0
Other: 100.0: 0.2 24.3 15.3 68.4 40.8 83.9 80.4: 16.1 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 43 9 25 31 22 87 53:
Old : 98: 45 9 24 31 21 87 51:
Other: 25: 2 5 8 7 8 16 18:
:----------------------------------------------------------------------------------------------------
: 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 45.7 27.5 59.8 18.4 43.7 26.2 55.9
Old : 18.7 46.6 27.5 60.9 18.2 46.1 26.3 58.8
Other: 68.4 51.9 79.7 70.5 66.1 51.9 67.5 63.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 668,741: 66,249 108,396 17,431 501,858 412,723 585,537 538,550: 83,203 130,191
Old : 668,741: 66,249 108,396 17,431 501,858 412,723 585,537 538,550: 83,203 130,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -52,706: -7,810 -21,787 -16,005 -33,577 -27,491 -57,391 -65,283: 4,685 12,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.2 2.6 75.0 61.7 87.6 80.5: 12.4 19.5
Old : 100.0: 9.9 16.2 2.6 75.0 61.7 87.6 80.5: 12.4 19.5
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 : 165: 21 31 19 72 89 104 128:
Old : 165: 21 31 19 72 89 104 128:
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 : 30.9 19.7 42.5 29.2 27.2 19.0 38.7 27.8
Old : 30.9 19.7 42.5 29.2 27.2 19.0 38.7 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 28, 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 : 1,737,174: 113,926 252,894 196,614 1,146,935 977,162 1,457,474 1,426,670: 279,699 310,504
Old : 1,737,174: 113,926 252,894 196,614 1,146,935 977,162 1,457,474 1,426,670: 279,699 310,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -215,395: -20,012 -1,491 -100,753 -110,422 -103,906 -231,187 -206,150: 15,792 -9,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.6 11.3 66.0 56.3 83.9 82.1: 16.1 17.9
Old : 100.0: 6.6 14.6 11.3 66.0 56.3 83.9 82.1: 16.1 17.9
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 : 253: 37 62 55 123 136 196 217:
Old : 253: 37 62 55 123 136 196 217:
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 : 20.3 13.1 27.1 20.1 17.9 10.4 22.7 15.9
Old : 20.3 13.1 27.1 20.1 17.9 10.4 22.7 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 28, 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 : 1,109,583: 169,700 85,419 69,486 685,129 716,628 924,315 871,533: 185,268 238,050
Old : 1,109,583: 169,700 85,419 69,486 685,129 716,628 924,315 871,533: 185,268 238,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -52,260: 9,195 -12,444 -16,191 -53,969 -26,387 -60,966 -55,022: 8,706 2,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.7 6.3 61.7 64.6 83.3 78.5: 16.7 21.5
Old : 100.0: 15.3 7.7 6.3 61.7 64.6 83.3 78.5: 16.7 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 25 27 29 85 85 126 125:
Old : 162: 25 27 29 85 85 126 125:
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 : 19.3 21.4 29.5 32.2 17.9 17.4 25.1 26.5
Old : 19.3 21.4 29.5 32.2 17.9 17.4 25.1 26.5
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 28, 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 : 982,764: 151,903 33,318 428,405 373,403 480,083 953,711 941,806: 29,053 40,958
Old : 982,764: 151,903 33,318 428,405 373,403 480,083 953,711 941,806: 29,053 40,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 974: -43 -2,667 -688 3,067 5,450 2,336 2,095: -1,362 -1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.4 43.6 38.0 48.9 97.0 95.8: 3.0 4.2
Old : 100.0: 15.5 3.4 43.6 38.0 48.9 97.0 95.8: 3.0 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 : 114: 32 21 38 53 53 101 97:
Old : 114: 32 21 38 53 53 101 97:
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 : 34.9 28.7 52.9 48.8 15.0 11.8 18.3 17.7
Old : 34.9 28.7 52.9 48.8 15.0 11.8 18.3 17.7
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 28, 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 : 37,936: 9,806 2,631 476 21,396 30,762 31,678 33,870: 6,258 4,067
Old : 37,936: 9,806 2,631 476 21,396 30,762 31,678 33,870: 6,258 4,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -170: -300 -519 163 -75 -501 -211 -856: 41 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.9 1.3 56.4 81.1 83.5 89.3: 16.5 10.7
Old : 100.0: 25.8 6.9 1.3 56.4 81.1 83.5 89.3: 16.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 21 8 5 28 29 50 41:
Old : 78: 21 8 5 28 29 50 41:
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 41.5 39.9 58.3 26.5 41.5 39.5 57.2
Old : 26.9 41.5 39.9 58.3 26.5 41.5 39.5 57.2
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 28, 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 : 75,872: 19,612 5,263 952 42,792 61,524 63,356 67,739: 12,516 8,133
Old : 75,872: 19,612 5,263 952 42,792 61,524 63,356 67,739: 12,516 8,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -339: -599 -1,037 327 -150 -1,002 -422 -1,712: 83 1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.9 1.3 56.4 81.1 83.5 89.3: 16.5 10.7
Old : 100.0: 25.8 6.9 1.3 56.4 81.1 83.5 89.3: 16.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 21 8 5 28 29 50 41:
Old : 78: 21 8 5 28 29 50 41:
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 41.5 39.9 58.3 26.5 41.5 39.5 57.2
Old : 26.9 41.5 39.9 58.3 26.5 41.5 39.5 57.2
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 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,172: 1,775 1,954 0 12,353 12,020 14,128 13,974: 44 198
Old : 14,172: 1,775 1,954 0 12,353 12,020 14,128 13,974: 44 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 305: -53 191 0 373 135 320 326: -15 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.8 0.0 87.2 84.8 99.7 98.6: 0.3 1.4
Old : 100.0: 12.5 13.8 0.0 87.2 84.8 99.7 98.6: 0.3 1.4
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 : 34: 2 10 0 10 15 12 25:
Old : 34: 2 10 0 10 15 12 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 : 83.8 63.9 98.4 82.1 83.8 63.2 97.7 81.4
Old : 83.8 63.9 98.4 82.1 83.8 63.2 97.7 81.4
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 28, 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 : 41,158: 4,278 1,055 0 36,573 39,924 40,851 40,979: 307 179
Old : 41,158: 4,278 1,055 0 36,573 39,924 40,851 40,979: 307 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,178: 1,022 220 0 1,328 2,064 2,350 2,284: -172 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 2.6 0.0 88.9 97.0 99.3 99.6: 0.7 0.4
Old : 100.0: 10.4 2.6 0.0 88.9 97.0 99.3 99.6: 0.7 0.4
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 : 28: 2 6 0 6 16 8 22:
Old : 28: 2 6 0 6 16 8 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 : 97.3 78.1 99.3 91.7 97.3 78.1 99.1 91.7
Old : 97.3 78.1 99.3 91.7 97.3 78.1 99.1 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011