WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 11, 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 : 496,375: 107,769 82,076 78,510 268,841 278,420 455,120 439,006: 41,255 57,369
Old : 283,709: 94,361 80,475 12,692 147,772 165,513 254,825 258,680: 28,884 25,029
Other: 212,666: 50,108 38,301 29,118 121,069 112,907 200,295 180,326: 12,371 32,340
: : :
: : Changes in Commitments from: January 4, 2011 :
: -2,163: -2,427 -1,568 5,611 -4,313 -6,084 -1,129 -2,041: -1,034 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 16.5 15.8 54.2 56.1 91.7 88.4: 8.3 11.6
Old : 100.0: 33.3 28.4 4.5 52.1 58.3 89.8 91.2: 10.2 8.8
Other: 100.0: 23.6 18.0 13.7 56.9 53.1 94.2 84.8: 5.8 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 143 131 137 83 128 317 320:
Old : 400: 151 119 68 65 106 253 257:
Other: 292: 78 83 56 63 117 175 228:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 23.3 34.7 29.9 20.1 19.4 32.9 23.9
Old : 26.6 30.9 38.4 39.4 26.6 30.3 38.3 38.0
Other: 31.3 17.6 43.1 26.1 28.5 16.1 39.5 21.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 11, 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 : 1,553,651: 587,467 126,516 167,671 644,154 1,021,248 1,399,292 1,315,435: 154,359 238,216
Old : 1,199,569: 459,016 120,080 109,213 512,997 801,211 1,081,226 1,030,504: 118,343 169,065
Other: 354,082: 161,466 39,451 25,443 131,157 220,037 318,066 284,931: 36,016 69,151
: : :
: : Changes in Commitments from: January 4, 2011 :
: 7,496: 3,211 -1,270 23,763 -20,654 -10,379 6,320 12,114: 1,176 -4,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 8.1 10.8 41.5 65.7 90.1 84.7: 9.9 15.3
Old : 100.0: 38.3 10.0 9.1 42.8 66.8 90.1 85.9: 9.9 14.1
Other: 100.0: 45.6 11.1 7.2 37.0 62.1 89.8 80.5: 10.2 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 879: 272 127 190 222 385 578 655:
Old : 852: 264 144 145 194 371 522 607:
Other: 637: 126 110 51 116 335 269 478:
:----------------------------------------------------------------------------------------------------
: 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 12.4 21.6 19.2 12.0 9.6 17.9 15.5
Old : 15.5 14.7 23.7 20.6 14.4 12.3 20.3 17.2
Other: 21.8 12.6 33.3 18.8 21.8 11.8 31.1 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 11, 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 : 12,073: 3,997 197 398 4,923 10,462 9,318 11,057: 2,755 1,016
Old : 10,372: 3,770 214 256 3,809 9,078 7,835 9,548: 2,537 824
Other: 1,701: 307 63 62 1,114 1,384 1,483 1,509: 218 192
: : :
: : Changes in Commitments from: January 4, 2011 :
: -490: -1,131 -31 196 281 -497 -654 -332: 164 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 1.6 3.3 40.8 86.7 77.2 91.6: 22.8 8.4
Old : 100.0: 36.3 2.1 2.5 36.7 87.5 75.5 92.1: 24.5 7.9
Other: 100.0: 18.0 3.7 3.6 65.5 81.4 87.2 88.7: 12.8 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 3 6 17 12 42 20:
Old : 46: 22 3 5 10 11 33 19:
Other: 21: 5 1 2 10 10 17 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 : 29.1 71.1 44.6 84.2 29.1 65.2 43.1 78.2
Old : 30.9 77.4 47.2 86.0 30.9 75.5 47.2 84.1
Other: 59.7 63.2 77.8 82.2 52.7 62.0 66.8 70.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 11, 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 : 619,456: 253,146 34,369 55,872 256,053 448,442 565,071 538,683: 54,385 80,773
Old : 472,281: 209,181 27,523 29,018 189,698 361,931 427,897 418,472: 44,384 53,809
Other: 147,175: 63,840 26,721 6,979 66,355 86,511 137,174 120,211: 10,001 26,964
: : :
: : Changes in Commitments from: January 4, 2011 :
: -3,155: 809 448 -6,728 3,632 3,904 -2,287 -2,376: -868 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.5 9.0 41.3 72.4 91.2 87.0: 8.8 13.0
Old : 100.0: 44.3 5.8 6.1 40.2 76.6 90.6 88.6: 9.4 11.4
Other: 100.0: 43.4 18.2 4.7 45.1 58.8 93.2 81.7: 6.8 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 233 74 120 103 221 387 389:
Old : 547: 229 76 84 86 208 341 349:
Other: 379: 96 73 26 63 174 177 262:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 25.5 23.4 34.7 12.1 23.1 19.7 31.0
Old : 18.1 30.8 27.5 41.7 17.0 29.7 26.0 40.5
Other: 31.0 22.6 43.8 32.1 30.2 22.3 41.1 31.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 11, 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 : 23,264: 20,579 1,696 6 28 5,066 20,613 6,768: 2,651 16,496
Old : 9,570: 7,667 1,036 0 28 1,850 7,695 2,886: 1,875 6,684
Other: 13,694: 12,912 660 6 0 3,216 12,918 3,882: 776 9,812
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,168: 1,443 -60 -38 0 488 1,405 390: -237 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 7.3 0.0 0.1 21.8 88.6 29.1: 11.4 70.9
Old : 100.0: 80.1 10.8 0.0 0.3 19.3 80.4 30.2: 19.6 69.8
Other: 100.0: 94.3 4.8 0.0 0.0 23.5 94.3 28.3: 5.7 71.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 17 5 2 2 12 20 18:
Old : 31: 15 4 0 2 12 17 16:
Other: 29: 13 4 2 0 12 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 : 57.9 13.5 77.0 19.8 57.9 13.5 77.0 19.7
Old : 50.0 15.9 68.1 24.3 50.0 15.9 68.1 24.3
Other: 66.4 13.6 87.4 20.0 66.4 13.6 87.4 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 11, 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 : 366,728: 103,692 26,964 35,678 192,528 285,068 331,898 347,710: 34,830 19,018
Old : 329,752: 104,795 31,997 22,604 169,833 257,860 297,232 312,461: 32,520 17,291
Other: 36,976: 7,342 3,412 4,629 22,695 27,208 34,666 35,249: 2,310 1,727
: : :
: : Changes in Commitments from: January 4, 2011 :
: 7,512: 179 1,764 -520 9,013 8,933 8,672 10,177: -1,160 -2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.4 9.7 52.5 77.7 90.5 94.8: 9.5 5.2
Old : 100.0: 31.8 9.7 6.9 51.5 78.2 90.1 94.8: 9.9 5.2
Other: 100.0: 19.9 9.2 12.5 61.4 73.6 93.8 95.3: 6.2 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 99 48 64 60 61 196 149:
Old : 244: 97 57 60 57 60 190 146:
Other: 72: 18 12 9 30 20 52 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 36.3 25.3 52.9 12.5 27.3 20.5 40.3
Old : 14.3 36.1 26.2 52.4 13.9 31.2 22.9 42.9
Other: 45.3 60.5 67.4 79.0 38.5 60.3 55.1 72.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 11, 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 : 548,390: 51,280 69,696 3,689 373,840 331,624 428,809 405,009: 119,581 143,381
Old : 548,390: 51,280 69,696 3,689 373,840 331,624 428,809 405,009: 119,581 143,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 9,760: -12,460 284 400 9,125 3,878 -2,935 4,562: 12,695 5,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.7 0.7 68.2 60.5 78.2 73.9: 21.8 26.1
Old : 100.0: 9.4 12.7 0.7 68.2 60.5 78.2 73.9: 21.8 26.1
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 : 145: 19 31 9 66 69 90 104:
Old : 145: 19 31 9 66 69 90 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 16.6 35.0 26.8 21.6 15.6 32.2 25.2
Old : 24.4 16.6 35.0 26.8 21.6 15.6 32.2 25.2
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 11, 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 : 306,139: 42,865 51,609 250 203,323 208,588 246,438 260,447: 59,701 45,692
Old : 306,139: 42,865 51,609 250 203,323 208,588 246,438 260,447: 59,701 45,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -699: 1,020 2,664 0 -2,622 -4,664 -1,602 -2,000: 903 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.9 0.1 66.4 68.1 80.5 85.1: 19.5 14.9
Old : 100.0: 14.0 16.9 0.1 66.4 68.1 80.5 85.1: 19.5 14.9
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 : 57: 6 10 1 25 30 31 41:
Old : 57: 6 10 1 25 30 31 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 : 27.0 45.7 47.6 61.3 26.8 44.8 46.4 59.8
Old : 27.0 45.7 47.6 61.3 26.8 44.8 46.4 59.8
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 11, 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 : 7,171: 967 693 437 5,532 5,887 6,936 7,017: 235 154
Old : 7,171: 967 693 437 5,532 5,887 6,936 7,017: 235 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 133: 73 239 -80 100 17 93 176: 40 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.7 6.1 77.1 82.1 96.7 97.9: 3.3 2.1
Old : 100.0: 13.5 9.7 6.1 77.1 82.1 96.7 97.9: 3.3 2.1
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 : 37: 5 7 6 22 22 32 30:
Old : 37: 5 7 6 22 22 32 30:
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 : 58.7 45.3 73.2 65.4 46.4 33.0 52.7 43.1
Old : 58.7 45.3 73.2 65.4 46.4 33.0 52.7 43.1
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 11, 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 : 192,977: 65,155 10,735 11,716 78,280 156,393 155,151 178,844: 37,826 14,133
Old : 163,985: 60,607 12,797 6,430 63,383 131,996 130,420 151,223: 33,565 12,762
Other: 28,992: 7,467 857 2,367 14,897 24,397 24,731 27,621: 4,261 1,371
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,942: 1,363 795 -20 2,404 3,270 3,747 4,045: -805 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 5.6 6.1 40.6 81.0 80.4 92.7: 19.6 7.3
Old : 100.0: 37.0 7.8 3.9 38.7 80.5 79.5 92.2: 20.5 7.8
Other: 100.0: 25.8 3.0 8.2 51.4 84.2 85.3 95.3: 14.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 75 20 35 65 53 162 99:
Old : 183: 74 25 33 64 50 157 96:
Other: 84: 26 9 7 39 21 70 33:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 50.4 19.6 60.3 9.6 46.5 16.2 55.7
Old : 11.5 47.9 19.0 59.1 9.2 43.8 16.3 53.6
Other: 34.8 64.4 47.1 80.9 32.9 62.9 45.2 76.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 11, 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 : 18,281: 5,285 2,681 1,482 6,526 12,814 13,293 16,977: 4,988 1,304
Old : 17,064: 5,559 2,677 1,092 5,615 12,238 12,266 16,007: 4,798 1,057
Other: 1,217: 1 279 115 911 576 1,027 970: 190 247
: : :
: : Changes in Commitments from: January 4, 2011 :
: -487: -149 -219 -260 -97 -176 -506 -655: 19 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 14.7 8.1 35.7 70.1 72.7 92.9: 27.3 7.1
Old : 100.0: 32.6 15.7 6.4 32.9 71.7 71.9 93.8: 28.1 6.2
Other: 100.0: 0.1 22.9 9.4 74.9 47.3 84.4 79.7: 15.6 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 34 12 15 20 15 63 39:
Old : 78: 36 12 13 18 14 61 36:
Other: 23: 1 6 4 8 8 12 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 : 22.1 52.9 34.2 68.2 22.1 51.0 33.7 64.6
Old : 22.3 54.1 34.9 70.1 22.3 53.9 34.4 68.2
Other: 69.2 57.6 81.6 72.0 68.9 57.6 74.0 67.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 11, 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 : 686,782: 104,685 134,930 5,819 482,710 419,986 593,214 560,735: 93,568 126,047
Old : 686,782: 104,685 134,930 5,819 482,710 419,986 593,214 560,735: 93,568 126,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 41,674: 28,016 14,960 3,409 -840 18,763 30,585 37,132: 11,089 4,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 19.6 0.8 70.3 61.2 86.4 81.6: 13.6 18.4
Old : 100.0: 15.2 19.6 0.8 70.3 61.2 86.4 81.6: 13.6 18.4
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 : 186: 24 40 14 72 100 105 145:
Old : 186: 24 40 14 72 100 105 145:
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 : 32.5 16.5 44.1 27.4 26.8 15.1 38.3 24.6
Old : 32.5 16.5 44.1 27.4 26.8 15.1 38.3 24.6
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 11, 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 : 1,350,022: 160,460 241,156 15,862 912,230 772,895 1,088,552 1,029,913: 261,470 320,109
Old : 1,350,022: 160,460 241,156 15,862 912,230 772,895 1,088,552 1,029,913: 261,470 320,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -7,088: 4,756 9,059 -855 -21,949 -31,770 -18,048 -23,566: 10,960 16,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 17.9 1.2 67.6 57.3 80.6 76.3: 19.4 23.7
Old : 100.0: 11.9 17.9 1.2 67.6 57.3 80.6 76.3: 19.4 23.7
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 : 246: 44 46 33 100 120 158 185:
Old : 246: 44 46 33 100 120 158 185:
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 : 27.6 14.7 34.5 22.7 23.4 11.2 29.5 17.1
Old : 27.6 14.7 34.5 22.7 23.4 11.2 29.5 17.1
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 11, 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 : 1,051,652: 240,403 79,783 8,625 635,075 724,630 884,103 813,038: 167,549 238,614
Old : 1,051,652: 240,403 79,783 8,625 635,075 724,630 884,103 813,038: 167,549 238,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 63,226: 34,906 13,378 268 22,949 47,423 58,123 61,069: 5,103 2,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.6 0.8 60.4 68.9 84.1 77.3: 15.9 22.7
Old : 100.0: 22.9 7.6 0.8 60.4 68.9 84.1 77.3: 15.9 22.7
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 : 169: 29 30 11 79 75 113 111:
Old : 169: 29 30 11 79 75 113 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 21.7 28.4 35.1 17.6 18.3 25.8 29.1
Old : 18.4 21.7 28.4 35.1 17.6 18.3 25.8 29.1
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 11, 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 : 549,865: 126,876 36,570 61,042 332,666 409,443 520,584 507,055: 29,281 42,810
Old : 549,865: 126,876 36,570 61,042 332,666 409,443 520,584 507,055: 29,281 42,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 35,653: 9,238 788 4,887 18,871 24,710 32,996 30,385: 2,657 5,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.7 11.1 60.5 74.5 94.7 92.2: 5.3 7.8
Old : 100.0: 23.1 6.7 11.1 60.5 74.5 94.7 92.2: 5.3 7.8
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 : 99: 23 21 30 46 46 84 84:
Old : 99: 23 21 30 46 46 84 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 37.8 54.7 52.0 24.8 18.5 30.9 25.5
Old : 36.6 37.8 54.7 52.0 24.8 18.5 30.9 25.5
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 11, 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 : 42,612: 15,079 3,129 0 20,959 35,748 36,038 38,877: 6,575 3,735
Old : 42,612: 15,079 3,129 0 20,959 35,748 36,038 38,877: 6,575 3,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,593: 1,725 -223 -187 845 3,246 2,383 2,836: 210 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.3 0.0 49.2 83.9 84.6 91.2: 15.4 8.8
Old : 100.0: 35.4 7.3 0.0 49.2 83.9 84.6 91.2: 15.4 8.8
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 : 92: 25 13 0 27 32 52 45:
Old : 92: 25 13 0 27 32 52 45:
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 43.0 44.1 59.7 28.9 43.0 43.6 59.7
Old : 29.3 43.0 44.1 59.7 28.9 43.0 43.6 59.7
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 11, 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 : 85,224: 30,158 6,258 0 41,917 71,496 72,075 77,754: 13,149 7,470
Old : 85,224: 30,158 6,258 0 41,917 71,496 72,075 77,754: 13,149 7,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 5,185: 3,450 -446 -374 1,689 6,492 4,765 5,672: 420 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.3 0.0 49.2 83.9 84.6 91.2: 15.4 8.8
Old : 100.0: 35.4 7.3 0.0 49.2 83.9 84.6 91.2: 15.4 8.8
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 : 92: 25 13 0 27 32 52 45:
Old : 92: 25 13 0 27 32 52 45:
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 43.0 44.1 59.7 28.9 43.0 43.6 59.7
Old : 29.3 43.0 44.1 59.7 28.9 43.0 43.6 59.7
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,065: 3,236 1,776 37 1,524 3,238 4,797 5,051: 268 14
Old : 5,065: 3,236 1,776 37 1,524 3,238 4,797 5,051: 268 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 35.1 0.7 30.1 63.9 94.7 99.7: 5.3 0.3
Old : 100.0: 63.9 35.1 0.7 30.1 63.9 94.7 99.7: 5.3 0.3
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 : 20: 11 5 1 1 3 12 9:
Old : 20: 11 5 1 1 3 12 9:
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 : 73.9 93.3 91.1 99.1 73.9 93.3 91.1 99.0
Old : 73.9 93.3 91.1 99.1 73.9 93.3 91.1 99.0
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 11, 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 : 14,110: 1,575 1,742 0 12,349 12,019 13,924 13,761: 186 349
Old : 14,110: 1,575 1,742 0 12,349 12,019 13,924 13,761: 186 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 326: 529 -154 0 -339 354 190 200: 136 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.3 0.0 87.5 85.2 98.7 97.5: 1.3 2.5
Old : 100.0: 11.2 12.3 0.0 87.5 85.2 98.7 97.5: 1.3 2.5
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 : 32: 2 9 0 9 15 11 24:
Old : 32: 2 9 0 9 15 11 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 63.6 97.4 80.3 79.2 62.1 95.9 78.7
Old : 79.2 63.6 97.4 80.3 79.2 62.1 95.9 78.7
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 11, 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 : 42,554: 2,630 1,724 0 39,842 40,392 42,472 42,116: 82 438
Old : 42,554: 2,630 1,724 0 39,842 40,392 42,472 42,116: 82 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -1,462: -1,507 539 0 38 -2,235 -1,469 -1,696: 7 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.1 0.0 93.6 94.9 99.8 99.0: 0.2 1.0
Old : 100.0: 6.2 4.1 0.0 93.6 94.9 99.8 99.0: 0.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 7 0 6 18 9 25:
Old : 31: 3 7 0 6 18 9 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 : 97.9 71.4 99.7 88.2 95.1 71.4 96.7 87.1
Old : 97.9 71.4 99.7 88.2 95.1 71.4 96.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011