WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 18, 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 : 506,106: 111,199 85,777 81,813 270,011 279,822 463,023 447,412: 43,083 58,694
Old : 286,075: 96,760 80,755 16,377 142,111 163,817 255,248 260,949: 30,827 25,126
Other: 220,031: 49,415 39,998 30,460 127,900 116,005 207,775 186,463: 12,256 33,568
: : :
: : Changes in Commitments from: January 11, 2011 :
: 9,731: 3,430 3,701 3,303 1,170 1,402 7,903 8,406: 1,828 1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 16.9 16.2 53.4 55.3 91.5 88.4: 8.5 11.6
Old : 100.0: 33.8 28.2 5.7 49.7 57.3 89.2 91.2: 10.8 8.8
Other: 100.0: 22.5 18.2 13.8 58.1 52.7 94.4 84.7: 5.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 159 136 145 83 132 336 335:
Old : 420: 162 125 79 63 108 274 265:
Other: 307: 85 89 66 65 117 188 241:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 22.2 33.8 28.7 19.8 18.2 32.0 22.5
Old : 24.8 30.1 35.7 38.1 24.8 28.6 35.6 36.1
Other: 31.6 16.8 43.1 25.7 28.2 15.5 39.3 20.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 18, 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 : 1,610,189: 606,740 127,021 182,425 653,452 1,049,664 1,442,617 1,359,110: 167,572 251,079
Old : 1,232,478: 478,154 125,789 115,368 511,878 812,678 1,105,400 1,053,835: 127,078 178,643
Other: 377,711: 169,253 41,899 26,390 141,574 236,986 337,217 305,275: 40,494 72,436
: : :
: : Changes in Commitments from: January 11, 2011 :
: 56,538: 19,273 505 14,754 9,298 28,416 43,325 43,675: 13,213 12,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.9 11.3 40.6 65.2 89.6 84.4: 10.4 15.6
Old : 100.0: 38.8 10.2 9.4 41.5 65.9 89.7 85.5: 10.3 14.5
Other: 100.0: 44.8 11.1 7.0 37.5 62.7 89.3 80.8: 10.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 902: 285 127 189 227 390 601 655:
Old : 873: 273 139 145 198 379 539 613:
Other: 651: 136 107 50 122 335 289 473:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.1 21.2 18.5 11.8 9.7 17.3 15.2
Old : 15.1 14.0 22.9 19.8 13.7 12.1 19.2 16.9
Other: 20.9 13.5 31.8 19.5 20.7 12.8 30.0 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 18, 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 : 13,840: 4,239 109 1,336 5,420 11,377 10,995 12,822: 2,845 1,018
Old : 12,016: 4,053 158 1,188 4,275 9,832 9,516 11,178: 2,500 838
Other: 1,824: 290 55 44 1,145 1,545 1,479 1,644: 345 180
: : :
: : Changes in Commitments from: January 11, 2011 :
: 1,767: 242 -88 938 497 915 1,677 1,765: 90 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 0.8 9.7 39.2 82.2 79.4 92.6: 20.6 7.4
Old : 100.0: 33.7 1.3 9.9 35.6 81.8 79.2 93.0: 20.8 7.0
Other: 100.0: 15.9 3.0 2.4 62.8 84.7 81.1 90.1: 18.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 3 7 16 13 42 21:
Old : 46: 21 3 6 11 12 35 20:
Other: 22: 5 2 1 9 11 15 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 65.9 42.4 82.4 24.2 57.7 38.6 69.0
Old : 25.1 70.8 44.6 87.2 25.1 66.1 41.8 74.6
Other: 58.3 62.2 72.8 81.4 49.7 58.9 60.4 69.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 18, 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 : 654,378: 263,612 38,024 63,963 266,334 469,594 593,909 571,581: 60,469 82,797
Old : 488,612: 217,582 31,553 30,216 192,368 373,264 440,166 435,033: 48,446 53,579
Other: 165,766: 68,439 28,880 11,338 73,966 96,330 153,743 136,548: 12,023 29,218
: : :
: : Changes in Commitments from: January 11, 2011 :
: 34,922: 10,466 3,655 8,091 10,281 21,152 28,838 32,898: 6,084 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 5.8 9.8 40.7 71.8 90.8 87.3: 9.2 12.7
Old : 100.0: 44.5 6.5 6.2 39.4 76.4 90.1 89.0: 9.9 11.0
Other: 100.0: 41.3 17.4 6.8 44.6 58.1 92.7 82.4: 7.3 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 243 80 129 106 213 399 391:
Old : 557: 233 81 88 82 203 342 353:
Other: 394: 108 72 36 70 176 203 267:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 25.0 21.4 34.6 11.0 21.8 17.8 29.9
Old : 16.6 30.5 25.0 42.4 15.6 28.9 23.9 40.5
Other: 27.7 22.4 41.1 33.6 26.9 22.3 39.1 31.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 18, 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 : 25,357: 22,704 2,355 12 21 5,729 22,737 8,096: 2,620 17,261
Old : 10,438: 8,349 1,561 3 21 2,122 8,373 3,686: 2,065 6,752
Other: 14,919: 14,355 794 9 0 3,607 14,364 4,410: 555 10,509
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,093: 2,125 659 6 -7 663 2,124 1,328: -31 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 9.3 0.0 0.1 22.6 89.7 31.9: 10.3 68.1
Old : 100.0: 80.0 15.0 0.0 0.2 20.3 80.2 35.3: 19.8 64.7
Other: 100.0: 96.2 5.3 0.1 0.0 24.2 96.3 29.6: 3.7 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 8 3 2 13 22 23:
Old : 38: 18 7 1 2 13 20 21:
Other: 33: 15 5 3 0 13 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 57.1 12.6 76.5 19.3 57.1 12.6 76.5 19.3
Old : 48.5 13.6 66.3 22.3 48.5 13.6 66.3 22.3
Other: 66.0 13.5 86.5 19.9 66.0 13.5 86.5 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 18, 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 : 373,248: 106,850 27,701 34,446 197,921 292,581 339,217 354,728: 34,031 18,520
Old : 334,520: 108,240 32,183 21,370 173,227 264,315 302,837 317,868: 31,683 16,652
Other: 38,728: 7,008 3,916 4,678 24,694 28,266 36,380 36,860: 2,348 1,868
: : :
: : Changes in Commitments from: January 11, 2011 :
: 6,520: 3,158 737 -1,232 5,393 7,513 7,319 7,018: -799 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.4 9.2 53.0 78.4 90.9 95.0: 9.1 5.0
Old : 100.0: 32.4 9.6 6.4 51.8 79.0 90.5 95.0: 9.5 5.0
Other: 100.0: 18.1 10.1 12.1 63.8 73.0 93.9 95.2: 6.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 104 45 66 64 60 207 149:
Old : 253: 101 56 58 61 59 199 143:
Other: 79: 21 12 8 32 22 59 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 : 13.1 37.5 24.7 52.5 11.2 26.1 19.3 39.1
Old : 14.1 37.4 26.1 52.2 12.9 30.2 22.4 41.5
Other: 44.8 58.9 66.1 78.6 39.5 57.7 54.5 71.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 18, 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 : 559,990: 59,911 70,936 6,274 370,285 335,115 436,470 412,325: 123,520 147,665
Old : 559,990: 59,911 70,936 6,274 370,285 335,115 436,470 412,325: 123,520 147,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 11,600: 8,631 1,240 2,585 -3,555 3,491 7,661 7,316: 3,939 4,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.7 1.1 66.1 59.8 77.9 73.6: 22.1 26.4
Old : 100.0: 10.7 12.7 1.1 66.1 59.8 77.9 73.6: 22.1 26.4
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 : 151: 23 33 13 63 70 94 108:
Old : 151: 23 33 13 63 70 94 108:
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 : 23.8 16.9 34.1 26.4 21.2 15.9 31.4 24.8
Old : 23.8 16.9 34.1 26.4 21.2 15.9 31.4 24.8
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 18, 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 : 305,292: 43,253 57,417 250 198,408 203,391 241,911 261,058: 63,381 44,234
Old : 305,292: 43,253 57,417 250 198,408 203,391 241,911 261,058: 63,381 44,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -847: 388 5,808 0 -4,915 -5,197 -4,527 611: 3,680 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 18.8 0.1 65.0 66.6 79.2 85.5: 20.8 14.5
Old : 100.0: 14.2 18.8 0.1 65.0 66.6 79.2 85.5: 20.8 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 : 58: 5 12 1 26 30 31 43:
Old : 58: 5 12 1 26 30 31 43:
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 44.6 47.6 60.4 26.8 44.1 46.3 59.4
Old : 27.0 44.6 47.6 60.4 26.8 44.1 46.3 59.4
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 - Futures Only, January 18, 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 : 7,773: 1,357 497 459 5,759 6,623 7,575 7,579: 198 194
Old : 7,773: 1,357 497 459 5,759 6,623 7,575 7,579: 198 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 602: 390 -196 22 227 736 639 562: -37 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 6.4 5.9 74.1 85.2 97.5 97.5: 2.5 2.5
Old : 100.0: 17.5 6.4 5.9 74.1 85.2 97.5 97.5: 2.5 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 : 39: 7 6 6 21 23 32 31:
Old : 39: 7 6 6 21 23 32 31:
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 : 52.5 46.7 72.1 67.8 40.7 33.6 50.1 43.9
Old : 52.5 46.7 72.1 67.8 40.7 33.6 50.1 43.9
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 18, 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 : 207,764: 64,655 10,538 17,989 85,497 163,392 168,141 191,919: 39,623 15,845
Old : 179,893: 61,523 10,989 13,320 69,969 141,728 144,812 166,037: 35,081 13,856
Other: 27,871: 5,327 1,744 2,474 15,528 21,664 23,329 25,882: 4,542 1,989
: : :
: : Changes in Commitments from: January 11, 2011 :
: 14,787: -500 -197 6,273 7,217 6,999 12,990 13,075: 1,797 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 5.1 8.7 41.2 78.6 80.9 92.4: 19.1 7.6
Old : 100.0: 34.2 6.1 7.4 38.9 78.8 80.5 92.3: 19.5 7.7
Other: 100.0: 19.1 6.3 8.9 55.7 77.7 83.7 92.9: 16.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 78 19 39 64 54 163 104:
Old : 184: 76 21 38 62 52 157 102:
Other: 79: 20 8 6 37 23 63 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 : 12.2 45.7 19.1 55.5 8.1 41.6 14.1 50.0
Old : 11.0 43.9 18.4 54.7 8.3 39.5 14.8 48.4
Other: 34.9 57.3 46.0 77.1 34.9 56.3 45.9 72.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 18, 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 : 18,958: 5,952 2,671 1,349 6,087 13,631 13,388 17,651: 5,570 1,307
Old : 17,469: 6,254 2,674 895 5,137 12,780 12,286 16,349: 5,183 1,120
Other: 1,489: 38 337 114 950 851 1,102 1,302: 387 187
: : :
: : Changes in Commitments from: January 11, 2011 :
: 677: 667 -10 -133 -439 817 95 674: 582 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 14.1 7.1 32.1 71.9 70.6 93.1: 29.4 6.9
Old : 100.0: 35.8 15.3 5.1 29.4 73.2 70.3 93.6: 29.7 6.4
Other: 100.0: 2.6 22.6 7.7 63.8 57.2 74.0 87.4: 26.0 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 34 14 17 23 16 68 42:
Old : 82: 38 13 12 18 16 62 38:
Other: 31: 5 7 5 10 9 18 20:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 53.8 30.5 69.0 20.0 51.1 30.3 64.7
Old : 20.3 54.9 31.5 70.7 20.3 54.6 31.1 68.8
Other: 51.6 57.5 64.7 71.5 51.6 57.5 62.7 71.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 18, 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 : 720,652: 140,021 129,154 4,767 473,746 457,297 618,534 591,218: 102,118 129,434
Old : 720,652: 140,021 129,154 4,767 473,746 457,297 618,534 591,218: 102,118 129,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 33,870: 35,336 -5,776 -1,052 -8,964 37,311 25,320 30,483: 8,550 3,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.9 0.7 65.7 63.5 85.8 82.0: 14.2 18.0
Old : 100.0: 19.4 17.9 0.7 65.7 63.5 85.8 82.0: 14.2 18.0
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 : 191: 34 37 17 67 98 110 143:
Old : 191: 34 37 17 67 98 110 143:
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 : 31.0 17.7 43.3 27.3 25.8 13.2 35.9 21.9
Old : 31.0 17.7 43.3 27.3 25.8 13.2 35.9 21.9
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 18, 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 : 1,326,699: 150,250 236,812 15,603 902,264 753,315 1,068,117 1,005,730: 258,582 320,969
Old : 1,326,699: 150,250 236,812 15,603 902,264 753,315 1,068,117 1,005,730: 258,582 320,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -23,323: -10,210 -4,344 -259 -9,966 -19,580 -20,435 -24,183: -2,888 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.8 1.2 68.0 56.8 80.5 75.8: 19.5 24.2
Old : 100.0: 11.3 17.8 1.2 68.0 56.8 80.5 75.8: 19.5 24.2
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 : 241: 44 48 29 102 109 159 173:
Old : 241: 44 48 29 102 109 159 173:
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 : 29.8 14.5 36.3 22.8 24.7 12.2 30.5 18.4
Old : 29.8 14.5 36.3 22.8 24.7 12.2 30.5 18.4
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 18, 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 : 1,098,148: 244,799 69,562 13,056 667,783 776,363 925,638 858,981: 172,510 239,167
Old : 1,098,148: 244,799 69,562 13,056 667,783 776,363 925,638 858,981: 172,510 239,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 46,496: 4,396 -10,221 4,431 32,708 51,733 41,535 45,943: 4,961 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.3 1.2 60.8 70.7 84.3 78.2: 15.7 21.8
Old : 100.0: 22.3 6.3 1.2 60.8 70.7 84.3 78.2: 15.7 21.8
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 : 177: 31 28 16 82 83 119 121:
Old : 177: 31 28 16 82 83 119 121:
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 : 19.7 21.1 29.8 34.5 18.7 17.9 27.1 29.3
Old : 19.7 21.1 29.8 34.5 18.7 17.9 27.1 29.3
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 18, 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 : 562,387: 121,333 33,857 62,895 347,801 419,542 532,029 516,294: 30,358 46,093
Old : 562,387: 121,333 33,857 62,895 347,801 419,542 532,029 516,294: 30,358 46,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 12,522: -5,543 -2,713 1,853 15,135 10,099 11,445 9,239: 1,077 3,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.0 11.2 61.8 74.6 94.6 91.8: 5.4 8.2
Old : 100.0: 21.6 6.0 11.2 61.8 74.6 94.6 91.8: 5.4 8.2
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 : 103: 24 19 30 48 48 87 86:
Old : 103: 24 19 30 48 48 87 86:
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 : 39.3 36.9 55.5 51.7 23.8 18.9 29.5 25.5
Old : 39.3 36.9 55.5 51.7 23.8 18.9 29.5 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 18, 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 : 45,419: 16,145 5,034 15 22,098 35,475 38,257 40,523: 7,162 4,896
Old : 45,419: 16,145 5,034 15 22,098 35,475 38,257 40,523: 7,162 4,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,807: 1,066 1,905 15 1,139 -274 2,220 1,646: 587 1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.1 0.0 48.7 78.1 84.2 89.2: 15.8 10.8
Old : 100.0: 35.5 11.1 0.0 48.7 78.1 84.2 89.2: 15.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 30 16 2 26 33 56 51:
Old : 100: 30 16 2 26 33 56 51:
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 : 28.6 37.0 40.1 52.9 28.3 37.0 39.8 52.9
Old : 28.6 37.0 40.1 52.9 28.3 37.0 39.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 18, 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 : 90,837: 32,290 10,068 29 44,195 70,949 76,514 81,046: 14,323 9,791
Old : 90,837: 32,290 10,068 29 44,195 70,949 76,514 81,046: 14,323 9,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 5,613: 2,132 3,810 29 2,278 -547 4,439 3,292: 1,174 2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.1 0.0 48.7 78.1 84.2 89.2: 15.8 10.8
Old : 100.0: 35.5 11.1 0.0 48.7 78.1 84.2 89.2: 15.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 30 16 2 26 33 56 51:
Old : 100: 30 16 2 26 33 56 51:
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 : 28.6 37.0 40.1 52.9 28.3 37.0 39.8 52.9
Old : 28.6 37.0 40.1 52.9 28.3 37.0 39.8 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 18, 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 : 5,092: 3,464 1,776 37 1,510 3,260 5,011 5,073: 81 19
Old : 5,092: 3,464 1,776 37 1,510 3,260 5,011 5,073: 81 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 27: 228 0 0 -14 22 214 22: -187 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 34.9 0.7 29.7 64.0 98.4 99.6: 1.6 0.4
Old : 100.0: 68.0 34.9 0.7 29.7 64.0 98.4 99.6: 1.6 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 : 21: 12 5 1 1 3 13 9:
Old : 21: 12 5 1 1 3 13 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 : 73.3 92.7 91.9 99.0 73.3 92.7 91.9 98.9
Old : 73.3 92.7 91.9 99.0 73.3 92.7 91.9 98.9
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 18, 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 : 14,645: 1,448 1,594 17 13,095 12,809 14,560 14,420: 85 225
Old : 14,645: 1,448 1,594 17 13,095 12,809 14,560 14,420: 85 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 535: -127 -148 17 746 790 636 659: -101 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.9 0.1 89.4 87.5 99.4 98.5: 0.6 1.5
Old : 100.0: 9.9 10.9 0.1 89.4 87.5 99.4 98.5: 0.6 1.5
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 : 31: 2 9 1 9 14 12 23:
Old : 31: 2 9 1 9 14 12 23:
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 : 76.0 65.9 98.0 82.4 76.0 64.7 91.6 77.9
Old : 76.0 65.9 98.0 82.4 76.0 64.7 91.6 77.9
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 18, 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 : 48,263: 3,213 1,934 0 44,480 45,908 47,693 47,842: 570 421
Old : 48,263: 3,213 1,934 0 44,480 45,908 47,693 47,842: 570 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 5,709: 583 210 0 4,638 5,516 5,221 5,726: 488 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.0 0.0 92.2 95.1 98.8 99.1: 1.2 0.9
Old : 100.0: 6.7 4.0 0.0 92.2 95.1 98.8 99.1: 1.2 0.9
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 : 33: 3 9 0 7 17 10 26:
Old : 33: 3 9 0 7 17 10 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 : 96.1 64.7 98.6 89.1 85.0 63.9 87.5 79.7
Old : 96.1 64.7 98.6 89.1 85.0 63.9 87.5 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011