WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 498,538: 110,196 83,644 72,899 273,154 284,504 456,249 441,047: 42,289 57,491
Old : 296,251: 96,394 82,972 10,933 159,587 177,074 266,914 270,979: 29,337 25,272
Other: 202,287: 48,512 35,382 27,256 113,567 107,430 189,335 170,068: 12,952 32,219
: : :
: : Changes in Commitments from: December 28, 2010 :
: 10,204: -3,157 -2,098 7,280 3,940 3,601 8,063 8,783: 2,141 1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 16.8 14.6 54.8 57.1 91.5 88.5: 8.5 11.5
Old : 100.0: 32.5 28.0 3.7 53.9 59.8 90.1 91.5: 9.9 8.5
Other: 100.0: 24.0 17.5 13.5 56.1 53.1 93.6 84.1: 6.4 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 148 126 129 80 129 315 308:
Old : 401: 156 115 61 59 109 251 250:
Other: 283: 76 77 51 63 117 168 221:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 24.1 35.7 30.7 20.7 20.6 34.1 25.1
Old : 27.9 31.8 40.3 40.1 27.9 31.2 40.3 38.8
Other: 31.4 17.4 43.8 26.0 29.4 16.2 40.4 22.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,546,155: 584,256 127,786 143,908 664,808 1,031,627 1,392,972 1,303,321: 153,183 242,834
Old : 1,207,310: 463,787 122,378 87,793 537,591 822,358 1,089,171 1,032,529: 118,139 174,781
Other: 338,845: 152,526 37,465 24,058 127,217 209,269 303,801 270,792: 35,044 68,053
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,708: -15,949 8,016 9,420 16,678 -11,056 10,149 6,380: -6,441 -2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 8.3 9.3 43.0 66.7 90.1 84.3: 9.9 15.7
Old : 100.0: 38.4 10.1 7.3 44.5 68.1 90.2 85.5: 9.8 14.5
Other: 100.0: 45.0 11.1 7.1 37.5 61.8 89.7 79.9: 10.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 869: 268 132 173 221 385 570 634:
Old : 849: 264 138 133 197 372 517 595:
Other: 618: 126 101 45 113 330 263 458:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 12.5 22.3 19.5 12.7 10.2 19.2 16.0
Old : 16.2 14.1 24.8 20.5 15.3 12.2 21.7 17.4
Other: 23.2 12.6 33.7 18.8 23.2 11.7 31.7 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,563: 5,128 228 202 4,642 10,959 9,972 11,389: 2,591 1,174
Old : 10,995: 4,907 350 54 3,663 9,653 8,624 10,057: 2,371 938
Other: 1,568: 345 2 24 979 1,306 1,348 1,332: 220 236
: : :
: : Changes in Commitments from: December 28, 2010 :
: 793: 555 92 129 -77 418 607 639: 186 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 1.8 1.6 36.9 87.2 79.4 90.7: 20.6 9.3
Old : 100.0: 44.6 3.2 0.5 33.3 87.8 78.4 91.5: 21.6 8.5
Other: 100.0: 22.0 0.1 1.5 62.4 83.3 86.0 84.9: 14.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 26 3 4 17 13 44 19:
Old : 48: 23 4 3 11 13 35 19:
Other: 20: 6 1 1 8 10 15 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 : 30.1 68.7 47.7 82.9 30.1 63.1 47.0 77.1
Old : 32.4 73.5 51.7 84.4 32.4 71.7 51.7 82.6
Other: 60.8 65.6 80.2 81.5 53.4 64.6 68.4 68.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 622,611: 252,337 33,921 62,600 252,421 444,538 567,358 541,059: 55,253 81,552
Old : 481,864: 208,743 25,037 37,666 190,439 363,588 436,848 426,291: 45,016 55,573
Other: 140,747: 61,866 27,156 6,662 61,982 80,950 130,510 114,768: 10,237 25,979
: : :
: : Changes in Commitments from: December 28, 2010 :
: -23,745: -7,194 2,663 -7,962 -1,487 -12,585 -16,643 -17,884: -7,102 -5,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 5.4 10.1 40.5 71.4 91.1 86.9: 8.9 13.1
Old : 100.0: 43.3 5.2 7.8 39.5 75.5 90.7 88.5: 9.3 11.5
Other: 100.0: 44.0 19.3 4.7 44.0 57.5 92.7 81.5: 7.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 228 85 140 105 219 402 415:
Old : 570: 223 87 110 90 210 362 383:
Other: 373: 94 73 30 61 168 176 257:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 25.5 23.1 34.5 12.3 23.4 19.9 31.1
Old : 18.2 30.2 27.6 40.8 17.2 29.1 26.3 39.5
Other: 28.2 23.7 42.0 32.8 27.1 23.7 39.1 31.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,096: 19,136 1,756 44 28 4,578 19,208 6,378: 2,888 15,718
Old : 9,023: 6,892 1,122 3 28 1,673 6,923 2,798: 2,100 6,225
Other: 13,073: 12,279 669 6 0 2,905 12,285 3,580: 788 9,493
: : :
: : Changes in Commitments from: December 28, 2010 :
: -388: -465 512 8 0 179 -457 699: 69 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 7.9 0.2 0.1 20.7 86.9 28.9: 13.1 71.1
Old : 100.0: 76.4 12.4 0.0 0.3 18.5 76.7 31.0: 23.3 69.0
Other: 100.0: 93.9 5.1 0.0 0.0 22.2 94.0 27.4: 6.0 72.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 17 6 4 2 11 20 20:
Old : 32: 15 6 1 2 11 17 18:
Other: 29: 13 5 2 0 11 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 56.9 13.5 75.9 19.4 56.9 13.5 75.9 19.3
Old : 47.2 15.8 62.5 24.0 47.2 15.8 62.5 24.0
Other: 66.4 13.8 87.3 20.1 66.4 13.8 87.2 20.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 359,216: 103,513 25,200 36,198 183,515 276,135 323,226 337,533: 35,990 21,683
Old : 324,172: 104,292 29,366 23,404 163,113 251,621 290,809 304,391: 33,363 19,781
Other: 35,044: 6,516 3,129 5,499 20,402 24,514 32,417 33,142: 2,627 1,902
: : :
: : Changes in Commitments from: December 28, 2010 :
: 8,144: 4,370 -1,038 909 4,457 9,347 9,736 9,218: -1,592 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.0 10.1 51.1 76.9 90.0 94.0: 10.0 6.0
Old : 100.0: 32.2 9.1 7.2 50.3 77.6 89.7 93.9: 10.3 6.1
Other: 100.0: 18.6 8.9 15.7 58.2 70.0 92.5 94.6: 7.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 97 48 66 61 58 196 144:
Old : 238: 95 57 62 59 57 191 140:
Other: 68: 19 10 6 29 17 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 : 14.3 37.0 25.3 52.8 13.3 29.3 21.9 43.6
Old : 14.7 36.8 25.6 52.6 14.6 32.3 24.3 45.3
Other: 48.6 60.7 68.4 78.8 41.1 58.0 56.0 70.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 538,630: 63,740 69,412 3,289 364,715 327,746 431,744 400,447: 106,886 138,183
Old : 538,630: 63,740 69,412 3,289 364,715 327,746 431,744 400,447: 106,886 138,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 9,033: 19,514 -1,813 -1,658 1,677 8,073 19,533 4,602: -10,500 4,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.9 0.6 67.7 60.8 80.2 74.3: 19.8 25.7
Old : 100.0: 11.8 12.9 0.6 67.7 60.8 80.2 74.3: 19.8 25.7
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 : 133: 20 25 11 62 63 89 92:
Old : 133: 20 25 11 62 63 89 92:
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 : 25.0 17.0 36.3 27.9 22.2 16.4 33.4 26.4
Old : 25.0 17.0 36.3 27.9 22.2 16.4 33.4 26.4
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 306,838: 41,845 48,945 250 205,945 213,252 248,040 262,447: 58,798 44,391
Old : 306,838: 41,845 48,945 250 205,945 213,252 248,040 262,447: 58,798 44,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -723: 1,531 -261 0 -681 -3,413 850 -3,674: -1,573 2,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 16.0 0.1 67.1 69.5 80.8 85.5: 19.2 14.5
Old : 100.0: 13.6 16.0 0.1 67.1 69.5 80.8 85.5: 19.2 14.5
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 : 55: 6 10 1 24 28 30 39:
Old : 55: 6 10 1 24 28 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 47.7 48.6 63.0 27.6 47.5 47.2 62.3
Old : 27.8 47.7 48.6 63.0 27.6 47.5 47.2 62.3
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,038: 894 454 517 5,432 5,870 6,843 6,841: 195 197
Old : 7,038: 894 454 517 5,432 5,870 6,843 6,841: 195 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -217: -75 74 -29 -87 -68 -191 -23: -26 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.5 7.3 77.2 83.4 97.2 97.2: 2.8 2.8
Old : 100.0: 12.7 6.5 7.3 77.2 83.4 97.2 97.2: 2.8 2.8
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 : 35: 5 5 5 20 22 29 28:
Old : 35: 5 5 5 20 22 29 28:
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 : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1
Old : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 190,035: 63,792 9,940 11,736 75,876 153,123 151,404 174,799: 38,631 15,236
Old : 161,374: 59,981 11,406 6,673 59,931 129,221 126,585 147,300: 34,789 14,074
Other: 28,661: 6,437 1,160 2,437 15,945 23,902 24,819 27,499: 3,842 1,162
: : :
: : Changes in Commitments from: December 28, 2010 :
: -6,228: 1,221 343 -5,577 -3,786 -288 -8,142 -5,522: 1,914 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 5.2 6.2 39.9 80.6 79.7 92.0: 20.3 8.0
Old : 100.0: 37.2 7.1 4.1 37.1 80.1 78.4 91.3: 21.6 8.7
Other: 100.0: 22.5 4.0 8.5 55.6 83.4 86.6 95.9: 13.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 75 19 38 63 54 165 101:
Old : 183: 75 23 37 60 51 158 98:
Other: 84: 28 7 8 41 20 75 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 : 12.6 48.9 20.1 58.8 9.1 45.6 15.8 54.5
Old : 11.6 46.0 19.2 57.1 10.0 42.6 17.2 51.9
Other: 38.3 65.6 50.1 81.0 37.2 63.3 48.2 77.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,768: 5,434 2,900 1,742 6,623 12,990 13,799 17,632: 4,969 1,136
Old : 17,638: 5,671 2,903 1,375 5,763 12,421 12,809 16,699: 4,829 939
Other: 1,130: 15 249 115 860 569 990 933: 140 197
: : :
: : Changes in Commitments from: December 28, 2010 :
: -313: 739 440 -634 -507 11 -402 -183: 89 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 15.5 9.3 35.3 69.2 73.5 93.9: 26.5 6.1
Old : 100.0: 32.2 16.5 7.8 32.7 70.4 72.6 94.7: 27.4 5.3
Other: 100.0: 1.3 22.0 10.2 76.1 50.4 87.6 82.6: 12.4 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 35 15 17 21 15 68 41:
Old : 84: 37 16 15 20 14 67 38:
Other: 24: 1 7 5 7 8 12 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 : 20.3 51.8 31.7 67.8 20.1 50.2 31.3 64.3
Old : 20.5 52.8 32.4 69.2 20.3 52.7 32.0 67.7
Other: 73.0 60.6 85.7 75.4 72.6 60.6 77.2 70.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 645,108: 76,669 119,970 2,410 483,550 401,223 562,629 523,603: 82,479 121,505
Old : 645,108: 76,669 119,970 2,410 483,550 401,223 562,629 523,603: 82,479 121,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,337: 10,522 10,025 -420 -12,727 -4,735 -2,625 4,870: 1,288 -6,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.6 0.4 75.0 62.2 87.2 81.2: 12.8 18.8
Old : 100.0: 11.9 18.6 0.4 75.0 62.2 87.2 81.2: 12.8 18.8
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 : 171: 22 32 11 74 89 102 126:
Old : 171: 22 32 11 74 89 102 126:
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 : 33.7 19.8 45.7 30.0 28.8 18.9 40.7 28.1
Old : 33.7 19.8 45.7 30.0 28.8 18.9 40.7 28.1
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,357,110: 155,704 232,097 16,717 934,179 804,665 1,106,600 1,053,479: 250,510 303,631
Old : 1,357,110: 155,704 232,097 16,717 934,179 804,665 1,106,600 1,053,479: 250,510 303,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 22,408: 8,150 -21,050 7,165 18,633 27,952 33,948 14,067: -11,540 8,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 17.1 1.2 68.8 59.3 81.5 77.6: 18.5 22.4
Old : 100.0: 11.5 17.1 1.2 68.8 59.3 81.5 77.6: 18.5 22.4
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 : 245: 49 43 26 105 111 166 168:
Old : 245: 49 43 26 105 111 166 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 16.3 34.4 25.2 24.0 12.6 29.8 18.7
Old : 27.3 16.3 34.4 25.2 24.0 12.6 29.8 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 988,426: 205,497 66,405 8,357 612,126 677,207 825,980 751,969: 162,446 236,457
Old : 988,426: 205,497 66,405 8,357 612,126 677,207 825,980 751,969: 162,446 236,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -13,666: 32,251 -16,817 -5,181 -30,134 -304 -3,064 -22,302: -10,602 8,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.7 0.8 61.9 68.5 83.6 76.1: 16.4 23.9
Old : 100.0: 20.8 6.7 0.8 61.9 68.5 83.6 76.1: 16.4 23.9
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 : 161: 29 26 11 70 73 104 105:
Old : 161: 29 26 11 70 73 104 105:
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 : 17.4 23.7 28.0 36.0 16.0 19.6 24.3 29.7
Old : 17.4 23.7 28.0 36.0 16.0 19.6 24.3 29.7
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 514,212: 117,638 35,782 56,155 313,795 384,733 487,588 476,670: 26,624 37,542
Old : 514,212: 117,638 35,782 56,155 313,795 384,733 487,588 476,670: 26,624 37,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -61,066: -52,823 2,601 -4,560 -3,673 -57,694 -61,056 -59,653: -10 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.0 10.9 61.0 74.8 94.8 92.7: 5.2 7.3
Old : 100.0: 22.9 7.0 10.9 61.0 74.8 94.8 92.7: 5.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 26 17 27 44 42 81 78:
Old : 96: 26 17 27 44 42 81 78:
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 : 35.9 39.3 53.6 54.2 23.6 19.6 30.5 27.2
Old : 35.9 39.3 53.6 54.2 23.6 19.6 30.5 27.2
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,020: 13,354 3,352 187 20,114 32,502 33,655 36,041: 6,365 3,979
Old : 40,020: 13,354 3,352 187 20,114 32,502 33,655 36,041: 6,365 3,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,474: 3,510 711 141 -333 2,599 3,318 3,450: 156 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.4 0.5 50.3 81.2 84.1 90.1: 15.9 9.9
Old : 100.0: 33.4 8.4 0.5 50.3 81.2 84.1 90.1: 15.9 9.9
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 : 90: 30 9 1 24 31 54 41:
Old : 90: 30 9 1 24 31 54 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 : 26.4 41.0 40.5 57.0 26.1 41.0 40.2 57.0
Old : 26.4 41.0 40.5 57.0 26.1 41.0 40.2 57.0
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 80,039: 26,708 6,704 374 40,228 65,004 67,310 72,082: 12,729 7,957
Old : 80,039: 26,708 6,704 374 40,228 65,004 67,310 72,082: 12,729 7,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 6,947: 7,020 1,421 281 -666 5,198 6,635 6,900: 312 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.4 0.5 50.3 81.2 84.1 90.1: 15.9 9.9
Old : 100.0: 33.4 8.4 0.5 50.3 81.2 84.1 90.1: 15.9 9.9
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 : 90: 30 9 1 24 31 54 41:
Old : 90: 30 9 1 24 31 54 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 : 26.4 41.0 40.5 57.0 26.1 41.0 40.2 57.0
Old : 26.4 41.0 40.5 57.0 26.1 41.0 40.2 57.0
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,784: 1,046 1,896 0 12,688 11,665 13,734 13,561: 50 223
Old : 13,784: 1,046 1,896 0 12,688 11,665 13,734 13,561: 50 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -388: -729 -58 0 335 -355 -394 -413: 6 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.8 0.0 92.0 84.6 99.6 98.4: 0.4 1.6
Old : 100.0: 7.6 13.8 0.0 92.0 84.6 99.6 98.4: 0.4 1.6
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 : 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 : 82.8 62.9 98.2 80.8 82.8 62.1 97.3 80.0
Old : 82.8 62.9 98.2 80.8 82.8 62.1 97.3 80.0
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,016: 4,137 1,185 0 39,804 42,627 43,941 43,812: 75 204
Old : 44,016: 4,137 1,185 0 39,804 42,627 43,941 43,812: 75 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 2,858: -141 130 0 3,231 2,703 3,090 2,833: -232 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.7 0.0 90.4 96.8 99.8 99.5: 0.2 0.5
Old : 100.0: 9.4 2.7 0.0 90.4 96.8 99.8 99.5: 0.2 0.5
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 : 29: 3 5 0 7 16 10 21:
Old : 29: 3 5 0 7 16 10 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 : 97.3 75.4 99.7 91.8 97.3 75.4 99.6 91.8
Old : 97.3 75.4 99.7 91.8 97.3 75.4 99.6 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011