WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 22, 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 : 518,419: 109,696 90,276 78,291 277,693 287,701 465,680 456,268: 52,739 62,151
Old : 235,270: 80,926 65,949 6,217 116,735 141,990 203,878 214,156: 31,392 21,114
Other: 283,149: 60,459 56,016 40,385 160,958 145,711 261,802 242,112: 21,347 41,037
: : :
: : Changes in Commitments from: February 15, 2011 :
: -28,458: -16,242 -1,469 -7,969 -5,600 -16,653 -29,811 -26,091: 1,353 -2,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.4 15.1 53.6 55.5 89.8 88.0: 10.2 12.0
Old : 100.0: 34.4 28.0 2.6 49.6 60.4 86.7 91.0: 13.3 9.0
Other: 100.0: 21.4 19.8 14.3 56.8 51.5 92.5 85.5: 7.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 152 129 151 96 133 345 336:
Old : 378: 155 94 46 65 101 245 218:
Other: 335: 90 99 90 73 122 224 263:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 21.6 33.9 28.3 19.4 17.9 31.6 21.8
Old : 28.6 30.4 38.2 39.5 28.3 29.9 37.9 38.4
Other: 26.3 18.9 38.1 26.6 25.0 15.1 35.7 19.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 22, 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 : 1,712,941: 594,534 111,754 216,224 701,567 1,105,324 1,512,325 1,433,302: 200,616 279,639
Old : 1,263,506: 433,638 111,024 148,990 528,278 810,071 1,110,906 1,070,085: 152,600 193,421
Other: 449,435: 200,315 40,149 27,815 173,289 295,253 401,419 363,217: 48,016 86,218
: : :
: : Changes in Commitments from: February 15, 2011 :
: -6,933: -20,325 -19,781 -16,514 12,149 8,111 -24,690 -28,184: 17,757 21,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 6.5 12.6 41.0 64.5 88.3 83.7: 11.7 16.3
Old : 100.0: 34.3 8.8 11.8 41.8 64.1 87.9 84.7: 12.1 15.3
Other: 100.0: 44.6 8.9 6.2 38.6 65.7 89.3 80.8: 10.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 906: 275 134 255 249 380 653 698:
Old : 878: 260 148 201 221 368 583 653:
Other: 671: 163 110 55 121 332 312 479:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 13.4 20.5 19.4 11.0 9.4 16.4 14.4
Old : 14.6 16.9 21.8 22.7 13.1 13.0 18.4 18.1
Other: 22.2 11.5 32.6 17.6 21.0 11.2 31.4 17.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 22, 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 : 14,757: 5,282 103 575 5,132 12,870 10,989 13,548: 3,768 1,209
Old : 11,342: 4,577 6 185 3,591 10,199 8,353 10,390: 2,989 952
Other: 3,415: 872 264 223 1,541 2,671 2,636 3,158: 779 257
: : :
: : Changes in Commitments from: February 15, 2011 :
: 252: 245 -87 -38 215 537 422 412: -170 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 0.7 3.9 34.8 87.2 74.5 91.8: 25.5 8.2
Old : 100.0: 40.4 0.1 1.6 31.7 89.9 73.6 91.6: 26.4 8.4
Other: 100.0: 25.5 7.7 6.5 45.1 78.2 77.2 92.5: 22.8 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 24 2 6 14 12 42 18:
Old : 43: 22 1 5 9 12 33 17:
Other: 25: 5 4 2 10 11 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 66.3 38.6 82.9 23.0 59.3 38.3 74.5
Old : 27.6 75.6 43.4 86.9 27.6 74.9 43.4 83.8
Other: 50.6 56.4 67.0 78.7 43.8 54.3 52.8 66.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 22, 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 : 637,703: 219,963 44,021 86,438 266,560 410,223 572,961 540,682: 64,742 97,021
Old : 428,538: 158,847 38,662 40,248 188,437 294,043 387,532 372,953: 41,006 55,585
Other: 209,165: 87,810 32,053 19,496 78,123 116,180 185,429 167,729: 23,736 41,436
: : :
: : Changes in Commitments from: February 15, 2011 :
: -61,063: -42,232 -11,384 -14,318 -1,660 -35,571 -58,210 -61,273: -2,853 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 6.9 13.6 41.8 64.3 89.8 84.8: 10.2 15.2
Old : 100.0: 37.1 9.0 9.4 44.0 68.6 90.4 87.0: 9.6 13.0
Other: 100.0: 42.0 15.3 9.3 37.3 55.5 88.7 80.2: 11.3 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 567: 195 91 181 144 209 440 429:
Old : 533: 191 93 134 115 193 367 381:
Other: 414: 113 97 59 85 170 237 293:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 20.2 22.0 28.2 11.5 18.6 18.0 24.2
Old : 18.1 25.8 27.1 35.0 17.2 25.7 25.9 32.1
Other: 20.1 18.0 32.7 27.6 19.1 17.2 30.0 25.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 22, 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 : 23,684: 20,743 1,708 483 24 5,231 21,250 7,422: 2,434 16,262
Old : 5,993: 3,897 459 386 24 901 4,307 1,746: 1,686 4,247
Other: 17,691: 16,931 1,334 12 0 4,330 16,943 5,676: 748 12,015
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2,932: -3,291 -2,629 350 0 20 -2,941 -2,259: 9 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 7.2 2.0 0.1 22.1 89.7 31.3: 10.3 68.7
Old : 100.0: 65.0 7.7 6.4 0.4 15.0 71.9 29.1: 28.1 70.9
Other: 100.0: 95.7 7.5 0.1 0.0 24.5 95.8 32.1: 4.2 67.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 6 9 1 14 19 28:
Old : 34: 16 4 9 1 14 17 27:
Other: 34: 15 5 3 0 14 16 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 12.5 76.4 18.8 55.2 12.5 75.9 18.2
Old : 38.2 14.1 57.7 20.8 36.7 14.1 54.9 18.9
Other: 64.6 13.5 85.6 20.2 64.6 13.5 85.6 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 22, 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 : 373,754: 93,116 36,421 42,535 197,255 263,936 332,906 342,892: 40,848 30,862
Old : 311,600: 84,530 44,520 25,645 164,374 213,997 274,549 284,162: 37,051 27,438
Other: 62,154: 21,287 4,602 4,189 32,881 49,939 58,357 58,730: 3,797 3,424
: : :
: : Changes in Commitments from: February 15, 2011 :
: -24,695: -23,896 -517 176 -3,864 -28,606 -27,584 -28,947: 2,889 4,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.7 11.4 52.8 70.6 89.1 91.7: 10.9 8.3
Old : 100.0: 27.1 14.3 8.2 52.8 68.7 88.1 91.2: 11.9 8.8
Other: 100.0: 34.2 7.4 6.7 52.9 80.3 93.9 94.5: 6.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 88 64 82 67 66 209 181:
Old : 261: 86 77 73 64 64 198 177:
Other: 100: 38 14 14 36 22 79 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 33.3 23.7 46.6 10.9 23.7 18.5 35.5
Old : 14.5 32.8 24.8 44.6 12.8 27.2 22.2 36.8
Other: 32.3 55.6 50.0 72.4 31.0 54.6 47.8 71.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 22, 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 : 665,717: 66,349 114,277 10,056 421,284 366,094 497,689 490,427: 168,028 175,290
Old : 665,717: 66,349 114,277 10,056 421,284 366,094 497,689 490,427: 168,028 175,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 73,869: 9,161 18,162 5,059 20,056 37,144 34,276 60,365: 39,593 13,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.2 1.5 63.3 55.0 74.8 73.7: 25.2 26.3
Old : 100.0: 10.0 17.2 1.5 63.3 55.0 74.8 73.7: 25.2 26.3
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 : 143: 21 33 17 69 64 99 106:
Old : 143: 21 33 17 69 64 99 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 16.0 30.2 25.3 18.2 15.1 27.4 23.4
Old : 20.2 16.0 30.2 25.3 18.2 15.1 27.4 23.4
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, February 22, 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 : 330,946: 43,620 63,572 4,638 210,250 206,060 258,508 274,270: 72,438 56,676
Old : 330,946: 43,620 63,572 4,638 210,250 206,060 258,508 274,270: 72,438 56,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 7,326: 392 2,864 2,752 -2,401 -7,268 743 -1,652: 6,583 8,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 19.2 1.4 63.5 62.3 78.1 82.9: 21.9 17.1
Old : 100.0: 13.2 19.2 1.4 63.5 62.3 78.1 82.9: 21.9 17.1
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 : 59: 5 13 5 30 27 38 42:
Old : 59: 5 13 5 30 27 38 42:
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 : 23.4 40.7 42.9 56.3 23.0 40.2 41.3 55.2
Old : 23.4 40.7 42.9 56.3 23.0 40.2 41.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, February 22, 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 : 7,802: 719 555 435 6,422 6,536 7,576 7,526: 226 276
Old : 7,802: 719 555 435 6,422 6,536 7,576 7,526: 226 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 355: 126 148 25 194 246 345 419: 10 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.1 5.6 82.3 83.8 97.1 96.5: 2.9 3.5
Old : 100.0: 9.2 7.1 5.6 82.3 83.8 97.1 96.5: 2.9 3.5
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 : 38: 5 5 6 21 26 30 33:
Old : 38: 5 5 6 21 26 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5
Old : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5
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, February 22, 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 : 205,915: 61,930 19,967 18,963 89,030 145,089 169,923 184,019: 35,992 21,896
Old : 163,899: 51,385 20,477 10,699 72,235 113,873 134,319 145,049: 29,580 18,850
Other: 42,016: 12,084 1,029 6,725 16,795 31,216 35,604 38,970: 6,412 3,046
: : :
: : Changes in Commitments from: February 15, 2011 :
: -12,626: -9,703 803 -1,084 1,067 -15,115 -9,720 -15,396: -2,906 2,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 9.7 9.2 43.2 70.5 82.5 89.4: 17.5 10.6
Old : 100.0: 31.4 12.5 6.5 44.1 69.5 82.0 88.5: 18.0 11.5
Other: 100.0: 28.8 2.4 16.0 40.0 74.3 84.7 92.8: 15.3 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 64 24 39 71 61 162 112:
Old : 179: 65 25 34 69 59 152 108:
Other: 94: 22 9 10 45 26 75 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 36.4 19.2 46.5 8.7 32.0 14.9 40.4
Old : 11.9 34.6 20.9 46.1 11.0 29.9 18.6 39.6
Other: 23.8 48.0 39.3 68.6 19.4 47.6 31.7 61.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 22, 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 : 25,495: 9,230 2,547 1,570 7,193 20,308 17,993 24,425: 7,502 1,070
Old : 22,712: 9,116 2,532 1,168 6,027 18,106 16,311 21,806: 6,401 906
Other: 2,783: 419 320 97 1,166 2,202 1,682 2,619: 1,101 164
: : :
: : Changes in Commitments from: February 15, 2011 :
: -381: -675 -244 337 77 -355 -261 -262: -120 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 10.0 6.2 28.2 79.7 70.6 95.8: 29.4 4.2
Old : 100.0: 40.1 11.1 5.1 26.5 79.7 71.8 96.0: 28.2 4.0
Other: 100.0: 15.1 11.5 3.5 41.9 79.1 60.4 94.1: 39.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 58 12 16 23 21 90 49:
Old : 109: 58 14 11 17 20 81 44:
Other: 41: 12 7 6 12 14 27 25:
:----------------------------------------------------------------------------------------------------
: 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 56.5 23.3 70.3 14.4 54.1 23.1 66.3
Old : 16.2 59.2 25.6 72.6 16.2 59.2 25.6 71.3
Other: 34.1 63.5 47.4 77.5 33.6 61.7 43.7 75.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 22, 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 : 987,414: 198,026 233,419 24,784 662,180 578,460 884,990 836,663: 102,424 150,751
Old : 987,414: 198,026 233,419 24,784 662,180 578,460 884,990 836,663: 102,424 150,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 58,863: 17,381 17,688 4,652 21,976 32,179 44,009 54,519: 14,854 4,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.6 2.5 67.1 58.6 89.6 84.7: 10.4 15.3
Old : 100.0: 20.1 23.6 2.5 67.1 58.6 89.6 84.7: 10.4 15.3
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 : 224: 26 56 24 87 109 127 175:
Old : 224: 26 56 24 87 109 127 175:
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 : 31.4 17.2 47.1 26.3 30.3 16.8 42.4 25.3
Old : 31.4 17.2 47.1 26.3 30.3 16.8 42.4 25.3
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, February 22, 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 : 1,590,703: 171,359 319,588 25,758 1,112,164 882,553 1,309,281 1,227,899: 281,422 362,804
Old : 1,590,703: 171,359 319,588 25,758 1,112,164 882,553 1,309,281 1,227,899: 281,422 362,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 27,968: -11,053 20,672 -20,183 28,577 -4,532 -2,659 -4,043: 30,627 32,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.1 1.6 69.9 55.5 82.3 77.2: 17.7 22.8
Old : 100.0: 10.8 20.1 1.6 69.9 55.5 82.3 77.2: 17.7 22.8
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 : 239: 30 59 37 110 115 162 189:
Old : 239: 30 59 37 110 115 162 189:
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 : 28.4 13.3 35.3 23.2 24.2 11.6 30.3 18.9
Old : 28.4 13.3 35.3 23.2 24.2 11.6 30.3 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 22, 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 : 1,326,630: 326,767 131,391 24,887 786,633 866,242 1,138,287 1,022,520: 188,343 304,110
Old : 1,326,630: 326,767 131,391 24,887 786,633 866,242 1,138,287 1,022,520: 188,343 304,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -34,124: -2,796 -16,445 -2,570 -50,258 -20,309 -55,624 -39,324: 21,500 5,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.9 1.9 59.3 65.3 85.8 77.1: 14.2 22.9
Old : 100.0: 24.6 9.9 1.9 59.3 65.3 85.8 77.1: 14.2 22.9
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 : 193: 32 41 26 87 93 128 151:
Old : 193: 32 41 26 87 93 128 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 17.4 32.4 29.1 20.3 14.5 31.1 23.0
Old : 20.7 17.4 32.4 29.1 20.3 14.5 31.1 23.0
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, February 22, 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 : 611,996: 110,206 43,503 70,916 388,587 443,814 569,709 558,233: 42,287 53,763
Old : 611,996: 110,206 43,503 70,916 388,587 443,814 569,709 558,233: 42,287 53,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 13,260: -3,331 3,603 6,720 3,983 -7,520 7,372 2,803: 5,888 10,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.1 11.6 63.5 72.5 93.1 91.2: 6.9 8.8
Old : 100.0: 18.0 7.1 11.6 63.5 72.5 93.1 91.2: 6.9 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 : 114: 28 22 30 56 50 97 92:
Old : 114: 28 22 30 56 50 97 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 : 36.2 36.8 49.6 50.4 22.6 17.9 28.2 26.4
Old : 36.2 36.8 49.6 50.4 22.6 17.9 28.2 26.4
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, February 22, 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 : 57,762: 16,433 5,595 2,732 29,900 41,356 49,065 49,683: 8,698 8,079
Old : 57,762: 16,433 5,595 2,732 29,900 41,356 49,065 49,683: 8,698 8,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -450: -618 1,466 478 163 -2,145 23 -202: -473 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 9.7 4.7 51.8 71.6 84.9 86.0: 15.1 14.0
Old : 100.0: 28.4 9.7 4.7 51.8 71.6 84.9 86.0: 15.1 14.0
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 : 106: 29 15 10 34 33 70 55:
Old : 106: 29 15 10 34 33 70 55:
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 : 27.7 34.4 39.6 50.4 27.1 33.8 37.8 47.4
Old : 27.7 34.4 39.6 50.4 27.1 33.8 37.8 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 22, 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 : 11,833: 3,326 753 0 6,582 8,839 9,908 9,592: 1,925 2,241
Old : 11,833: 3,326 753 0 6,582 8,839 9,908 9,592: 1,925 2,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 296: 276 240 0 8 0 284 240: 12 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 6.4 0.0 55.6 74.7 83.7 81.1: 16.3 18.9
Old : 100.0: 28.1 6.4 0.0 55.6 74.7 83.7 81.1: 16.3 18.9
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 : 23: 6 3 0 7 8 13 11:
Old : 23: 6 3 0 7 8 13 11:
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 : 44.6 63.3 68.1 75.8 43.1 63.3 66.7 75.8
Old : 44.6 63.3 68.1 75.8 43.1 63.3 66.7 75.8
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, February 22, 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 : 91,858: 31,282 14,752 396 46,635 65,034 78,313 80,182: 13,545 11,676
Old : 91,858: 31,282 14,752 396 46,635 65,034 78,313 80,182: 13,545 11,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -1,491: -883 3,355 52 309 -4,290 -522 -883: -969 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 16.1 0.4 50.8 70.8 85.3 87.3: 14.7 12.7
Old : 100.0: 34.1 16.1 0.4 50.8 70.8 85.3 87.3: 14.7 12.7
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 : 101: 29 16 4 32 32 62 51:
Old : 101: 29 16 4 32 32 62 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 : 29.8 32.2 42.7 48.9 29.4 32.2 42.4 48.7
Old : 29.8 32.2 42.7 48.9 29.4 32.2 42.4 48.7
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, February 22, 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 : 5,634: 3,804 2,184 37 1,721 3,384 5,562 5,605: 72 29
Old : 5,634: 3,804 2,184 37 1,721 3,384 5,562 5,605: 72 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 21: 21 27 0 0 -35 21 -8: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 38.8 0.7 30.5 60.1 98.7 99.5: 1.3 0.5
Old : 100.0: 67.5 38.8 0.7 30.5 60.1 98.7 99.5: 1.3 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 : 21: 13 4 1 1 3 14 8:
Old : 21: 13 4 1 1 3 14 8:
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 : 70.2 92.0 90.0 99.5 70.2 92.0 90.0 98.8
Old : 70.2 92.0 90.0 99.5 70.2 92.0 90.0 98.8
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, February 22, 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 : 14,635: 530 1,501 255 13,788 12,629 14,573 14,385: 62 250
Old : 14,635: 530 1,501 255 13,788 12,629 14,573 14,385: 62 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 205: 335 59 255 -385 -140 205 174: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 10.3 1.7 94.2 86.3 99.6 98.3: 0.4 1.7
Old : 100.0: 3.6 10.3 1.7 94.2 86.3 99.6 98.3: 0.4 1.7
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 : 30: 2 7 1 9 15 11 23:
Old : 30: 2 7 1 9 15 11 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 : 83.1 64.3 98.7 80.4 78.3 62.4 90.2 76.5
Old : 83.1 64.3 98.7 80.4 78.3 62.4 90.2 76.5
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, February 22, 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 : 47,125: 1,316 948 0 45,361 46,064 46,677 47,012: 448 113
Old : 47,125: 1,316 948 0 45,361 46,064 46,677 47,012: 448 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2,191: 1,125 -61 -16 -3,371 -2,045 -2,262 -2,122: 71 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.0 0.0 96.3 97.7 99.0 99.8: 1.0 0.2
Old : 100.0: 2.8 2.0 0.0 96.3 97.7 99.0 99.8: 1.0 0.2
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 : 30: 4 5 0 7 17 11 22:
Old : 30: 4 5 0 7 17 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.9 77.2 98.9 94.0 66.9 54.8 68.5 64.4
Old : 95.9 77.2 98.9 94.0 66.9 54.8 68.5 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011