WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 609,012: 104,321 77,411 150,262 306,504 316,947 561,087 544,620: 47,926 64,392
Old : 361,559: 88,233 76,023 66,833 172,315 189,716 327,381 332,572: 34,179 28,987
Other: 247,453: 47,702 33,002 51,815 134,189 127,231 233,706 212,048: 13,747 35,405
: : :
: : Changes in Commitments from: December 28, 2010 :
: 12,113: -2,653 -2,436 8,337 4,538 4,893 10,223 10,794: 1,890 1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.7 24.7 50.3 52.0 92.1 89.4: 7.9 10.6
Old : 100.0: 24.4 21.0 18.5 47.7 52.5 90.5 92.0: 9.5 8.0
Other: 100.0: 19.3 13.3 20.9 54.2 51.4 94.4 85.7: 5.6 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 166 129 171 93 142 355 356:
Old : 433: 170 120 123 81 129 308 316:
Other: 296: 73 90 91 68 122 201 248:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 20.3 31.1 26.4 17.0 16.7 27.9 20.7
Old : 23.2 26.5 33.5 33.9 23.0 25.6 33.2 32.1
Other: 28.7 16.1 40.0 24.0 24.2 13.4 32.9 18.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,225,065: 516,095 116,251 652,428 851,013 1,169,185 2,019,536 1,937,864: 205,530 287,202
Old : 1,743,743: 411,112 109,268 507,034 663,740 919,512 1,581,885 1,535,813: 161,858 207,930
Other: 481,322: 136,987 38,987 113,390 187,273 249,673 437,650 402,051: 43,672 79,272
: : :
: : Changes in Commitments from: December 28, 2010 :
: 4,484: -25,557 1,352 19,843 16,762 -12,926 11,047 8,269: -6,563 -3,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.2 29.3 38.2 52.5 90.8 87.1: 9.2 12.9
Old : 100.0: 23.6 6.3 29.1 38.1 52.7 90.7 88.1: 9.3 11.9
Other: 100.0: 28.5 8.1 23.6 38.9 51.9 90.9 83.5: 9.1 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 904: 283 147 286 285 416 684 749:
Old : 886: 267 158 250 264 405 636 714:
Other: 651: 130 120 112 157 352 343 533:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.2 19.5 17.2 9.6 7.1 14.4 11.2
Old : 11.8 12.2 20.3 17.8 10.8 8.6 15.5 12.1
Other: 17.7 12.5 28.3 19.1 17.2 8.7 25.1 13.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,675: 4,897 305 822 5,311 11,319 11,030 12,446: 2,645 1,229
Old : 11,507: 4,889 270 344 3,853 9,933 9,086 10,548: 2,421 959
Other: 2,168: 11 38 474 1,458 1,386 1,944 1,898: 224 270
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,066: 565 91 260 83 568 908 919: 158 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 2.2 6.0 38.8 82.8 80.7 91.0: 19.3 9.0
Old : 100.0: 42.5 2.3 3.0 33.5 86.3 79.0 91.7: 21.0 8.3
Other: 100.0: 0.5 1.8 21.9 67.3 63.9 89.7 87.6: 10.3 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 6 8 19 15 46 26:
Old : 51: 21 8 5 15 15 40 24:
Other: 21: 5 2 6 9 12 16 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 63.2 45.9 78.3 27.6 55.9 43.5 69.0
Old : 30.9 70.3 50.0 82.2 30.9 68.4 49.7 79.8
Other: 62.0 54.8 80.9 74.2 52.1 48.1 55.1 53.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 910,214: 198,659 26,473 303,831 342,935 489,792 845,424 820,096: 64,790 90,118
Old : 716,671: 164,628 20,258 236,945 261,794 397,553 663,367 654,756: 53,304 61,915
Other: 193,544: 57,436 29,621 43,481 81,140 92,239 182,057 165,340: 11,486 28,203
: : :
: : Changes in Commitments from: December 28, 2010 :
: -17,283: -14,093 334 1,931 2,006 -13,426 -10,156 -11,161: -7,127 -6,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.9 33.4 37.7 53.8 92.9 90.1: 7.1 9.9
Old : 100.0: 23.0 2.8 33.1 36.5 55.5 92.6 91.4: 7.4 8.6
Other: 100.0: 29.7 15.3 22.5 41.9 47.7 94.1 85.4: 5.9 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 219 114 218 133 235 457 496:
Old : 591: 210 116 194 119 228 420 471:
Other: 382: 95 81 69 76 174 202 297:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 19.2 21.1 27.6 10.6 13.6 15.7 18.9
Old : 14.3 21.9 23.2 30.0 12.8 16.7 18.6 23.4
Other: 21.5 18.6 34.3 28.6 18.3 17.1 27.4 22.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,096: 19,136 1,756 44 28 4,578 19,208 6,378: 2,888 15,718
Old : 9,023: 6,892 1,122 3 28 1,673 6,923 2,798: 2,100 6,225
Other: 13,073: 12,279 669 6 0 2,905 12,285 3,580: 788 9,493
: : :
: : Changes in Commitments from: December 28, 2010 :
: -388: -465 512 8 0 179 -457 699: 69 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 7.9 0.2 0.1 20.7 86.9 28.9: 13.1 71.1
Old : 100.0: 76.4 12.4 0.0 0.3 18.5 76.7 31.0: 23.3 69.0
Other: 100.0: 93.9 5.1 0.0 0.0 22.2 94.0 27.4: 6.0 72.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 17 6 4 2 11 20 20:
Old : 32: 15 6 1 2 11 17 18:
Other: 29: 13 5 2 0 11 14 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 13.5 75.9 19.4 56.9 13.5 75.9 19.3
Old : 47.2 15.8 62.5 24.0 47.2 15.8 62.5 24.0
Other: 66.4 13.8 87.3 20.1 66.4 13.8 87.2 20.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 438,899: 90,796 24,050 92,103 218,741 299,955 401,640 416,108: 37,259 22,791
Old : 403,438: 90,175 27,134 80,317 198,313 275,098 368,806 382,550: 34,632 20,888
Other: 35,461: 6,639 2,934 5,768 20,428 24,857 32,834 33,558: 2,627 1,903
: : :
: : Changes in Commitments from: December 28, 2010 :
: 9,491: 2,455 205 1,747 7,031 8,527 11,233 10,480: -1,743 -989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.5 21.0 49.8 68.3 91.5 94.8: 8.5 5.2
Old : 100.0: 22.4 6.7 19.9 49.2 68.2 91.4 94.8: 8.6 5.2
Other: 100.0: 18.7 8.3 16.3 57.6 70.1 92.6 94.6: 7.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 101 48 80 66 70 208 167:
Old : 243: 98 58 76 65 69 204 163:
Other: 72: 23 8 10 30 19 57 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 : 15.6 32.7 26.1 48.5 11.3 23.3 18.6 34.1
Old : 14.9 32.9 26.1 47.7 12.3 25.2 20.0 34.6
Other: 48.0 60.0 67.6 78.0 40.6 57.3 55.3 69.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 596,357: 62,176 65,010 30,072 385,391 350,819 477,639 445,901: 118,718 150,456
Old : 596,357: 62,176 65,010 30,072 385,391 350,819 477,639 445,901: 118,718 150,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 16,536: 18,681 -2,463 1,285 7,761 13,817 27,727 12,639: -11,192 3,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 10.9 5.0 64.6 58.8 80.1 74.8: 19.9 25.2
Old : 100.0: 10.4 10.9 5.0 64.6 58.8 80.1 74.8: 19.9 25.2
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 : 140: 23 28 29 71 69 109 111:
Old : 140: 23 28 29 71 69 109 111:
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 : 22.6 15.9 32.8 25.7 20.0 15.0 30.2 24.2
Old : 22.6 15.9 32.8 25.7 20.0 15.0 30.2 24.2
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 with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 308,729: 41,845 48,949 430 206,658 213,273 248,934 262,652: 59,795 46,077
Old : 308,729: 41,845 48,949 430 206,658 213,273 248,934 262,652: 59,795 46,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -76: 1,531 -217 106 -925 -3,392 713 -3,503: -789 3,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.9 0.1 66.9 69.1 80.6 85.1: 19.4 14.9
Old : 100.0: 13.6 15.9 0.1 66.9 69.1 80.6 85.1: 19.4 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 : 55: 6 10 2 25 28 32 39:
Old : 55: 6 10 2 25 28 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 47.4 48.3 62.7 27.4 47.0 46.9 61.7
Old : 27.7 47.4 48.3 62.7 27.4 47.0 46.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,038: 894 454 517 5,432 5,870 6,843 6,841: 195 197
Old : 7,038: 894 454 517 5,432 5,870 6,843 6,841: 195 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -217: -75 74 -29 -87 -68 -191 -23: -26 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.5 7.3 77.2 83.4 97.2 97.2: 2.8 2.8
Old : 100.0: 12.7 6.5 7.3 77.2 83.4 97.2 97.2: 2.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 5 5 20 22 29 28:
Old : 35: 5 5 5 20 22 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1
Old : 61.2 49.8 73.1 67.4 49.4 38.6 55.9 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 227,659: 54,789 11,231 37,316 93,217 162,567 185,322 211,114: 42,337 16,546
Old : 192,085: 53,511 12,220 27,303 73,369 137,200 154,183 176,722: 37,902 15,362
Other: 35,575: 3,455 1,188 7,836 19,847 25,367 31,139 34,391: 4,436 1,183
: : :
: : Changes in Commitments from: December 28, 2010 :
: -4,918: 1,277 269 -4,637 -3,458 356 -6,818 -4,013: 1,900 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.9 16.4 40.9 71.4 81.4 92.7: 18.6 7.3
Old : 100.0: 27.9 6.4 14.2 38.2 71.4 80.3 92.0: 19.7 8.0
Other: 100.0: 9.7 3.3 22.0 55.8 71.3 87.5 96.7: 12.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 70 25 52 70 63 174 123:
Old : 190: 73 26 51 67 60 167 120:
Other: 88: 18 17 20 45 27 80 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 41.9 20.5 53.4 7.5 36.9 13.3 44.3
Old : 10.6 39.6 18.6 51.6 8.5 35.2 14.8 43.5
Other: 33.9 54.2 47.7 71.8 30.4 49.8 37.0 58.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,316: 5,556 2,827 2,565 7,064 13,692 15,184 19,084: 5,132 1,232
Old : 19,135: 5,770 2,843 2,176 6,204 13,083 14,151 18,102: 4,984 1,032
Other: 1,181: 28 227 146 860 609 1,034 982: 147 199
: : :
: : Changes in Commitments from: December 28, 2010 :
: -281: 753 492 -642 -493 -9 -383 -159: 103 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.9 12.6 34.8 67.4 74.7 93.9: 25.3 6.1
Old : 100.0: 30.2 14.9 11.4 32.4 68.4 74.0 94.6: 26.0 5.4
Other: 100.0: 2.4 19.2 12.3 72.8 51.6 87.5 83.1: 12.5 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 43 13 23 28 19 82 50:
Old : 93: 44 14 22 28 18 81 48:
Other: 28: 6 5 7 7 9 17 19:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 48.7 29.6 63.6 18.6 46.9 28.8 60.1
Old : 19.2 49.3 30.2 64.7 18.7 49.1 29.4 62.9
Other: 70.1 58.0 82.2 72.8 69.4 58.0 74.3 69.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 670,689: 76,929 117,090 20,109 489,076 408,670 586,114 545,869: 84,575 124,820
Old : 670,689: 76,929 117,090 20,109 489,076 408,670 586,114 545,869: 84,575 124,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,948: 10,680 8,694 2,678 -12,782 -4,053 577 7,319: 1,371 -5,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 17.5 3.0 72.9 60.9 87.4 81.4: 12.6 18.6
Old : 100.0: 11.5 17.5 3.0 72.9 60.9 87.4 81.4: 12.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 21 37 23 77 92 113 137:
Old : 175: 21 37 23 77 92 113 137:
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 : 32.4 19.1 44.0 29.0 27.7 18.2 39.2 27.1
Old : 32.4 19.1 44.0 29.0 27.7 18.2 39.2 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,754,686: 133,706 232,163 187,483 1,161,168 1,013,181 1,482,358 1,432,827: 272,329 321,860
Old : 1,754,686: 133,706 232,163 187,483 1,161,168 1,013,181 1,482,358 1,432,827: 272,329 321,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 17,513: 19,781 -20,731 -9,131 14,233 36,018 24,883 6,157: -7,371 11,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.2 10.7 66.2 57.7 84.5 81.7: 15.5 18.3
Old : 100.0: 7.6 13.2 10.7 66.2 57.7 84.5 81.7: 15.5 18.3
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 : 258: 47 53 67 128 139 211 223:
Old : 258: 47 53 67 128 139 211 223:
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 : 21.7 13.1 28.0 19.9 18.7 9.0 23.2 13.7
Old : 21.7 13.1 28.0 19.9 18.7 9.0 23.2 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,091,741: 198,581 64,189 63,319 653,117 714,404 915,016 841,912: 176,725 249,830
Old : 1,091,741: 198,581 64,189 63,319 653,117 714,404 915,016 841,912: 176,725 249,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -17,842: 28,880 -21,231 -6,167 -32,012 -2,224 -9,299 -29,621: -8,543 11,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.9 5.8 59.8 65.4 83.8 77.1: 16.2 22.9
Old : 100.0: 18.2 5.9 5.8 59.8 65.4 83.8 77.1: 16.2 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 : 165: 27 29 28 81 81 124 122:
Old : 165: 27 29 28 81 81 124 122:
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 : 16.4 21.7 26.1 32.9 15.2 17.8 22.7 27.0
Old : 16.4 21.7 26.1 32.9 15.2 17.8 22.7 27.0
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 with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 750,602: 113,779 36,696 264,873 342,644 408,984 721,296 710,553: 29,306 40,049
Old : 750,602: 113,779 36,696 264,873 342,644 408,984 721,296 710,553: 29,306 40,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -232,162: -38,124 3,379 -163,532 -30,759 -71,099 -232,414 -231,253: 252 -909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 4.9 35.3 45.6 54.5 96.1 94.7: 3.9 5.3
Old : 100.0: 15.2 4.9 35.3 45.6 54.5 96.1 94.7: 3.9 5.3
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 : 103: 32 17 31 46 48 89 86:
Old : 103: 32 17 31 46 48 89 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 : 33.4 28.3 50.7 46.6 17.8 13.4 21.0 18.5
Old : 33.4 28.3 50.7 46.6 17.8 13.4 21.0 18.5
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 with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 41,494: 13,314 3,351 640 21,096 33,384 35,050 37,374: 6,444 4,119
Old : 41,494: 13,314 3,351 640 21,096 33,384 35,050 37,374: 6,444 4,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,557: 3,508 719 164 -300 2,622 3,371 3,505: 186 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.1 1.5 50.8 80.5 84.5 90.1: 15.5 9.9
Old : 100.0: 32.1 8.1 1.5 50.8 80.5 84.5 90.1: 15.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 31 8 4 28 32 59 44:
Old : 90: 31 8 4 28 32 59 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 39.6 39.1 55.4 25.1 39.6 38.8 53.4
Old : 25.5 39.6 39.1 55.4 25.1 39.6 38.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 82,987: 26,627 6,701 1,280 42,191 66,767 70,099 74,749: 12,888 8,238
Old : 82,987: 26,627 6,701 1,280 42,191 66,767 70,099 74,749: 12,888 8,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 7,115: 7,015 1,438 328 -601 5,243 6,743 7,009: 372 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.1 1.5 50.8 80.5 84.5 90.1: 15.5 9.9
Old : 100.0: 32.1 8.1 1.5 50.8 80.5 84.5 90.1: 15.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 31 8 4 28 32 59 44:
Old : 90: 31 8 4 28 32 59 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 39.6 39.1 55.4 25.1 39.6 38.8 53.4
Old : 25.5 39.6 39.1 55.4 25.1 39.6 38.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,784: 1,046 1,896 0 12,688 11,665 13,734 13,561: 50 223
Old : 13,784: 1,046 1,896 0 12,688 11,665 13,734 13,561: 50 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -388: -729 -58 0 335 -355 -394 -413: 6 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.8 0.0 92.0 84.6 99.6 98.4: 0.4 1.6
Old : 100.0: 7.6 13.8 0.0 92.0 84.6 99.6 98.4: 0.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 10 0 10 15 12 25:
Old : 34: 2 10 0 10 15 12 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 62.9 98.2 80.8 82.8 62.1 97.3 80.0
Old : 82.8 62.9 98.2 80.8 82.8 62.1 97.3 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 44,016: 4,137 1,185 0 39,804 42,627 43,941 43,812: 75 204
Old : 44,016: 4,137 1,185 0 39,804 42,627 43,941 43,812: 75 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 2,858: -141 130 0 3,231 2,703 3,090 2,833: -232 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.7 0.0 90.4 96.8 99.8 99.5: 0.2 0.5
Old : 100.0: 9.4 2.7 0.0 90.4 96.8 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 5 0 7 16 10 21:
Old : 29: 3 5 0 7 16 10 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.3 75.4 99.7 91.8 97.3 75.4 99.6 91.8
Old : 97.3 75.4 99.7 91.8 97.3 75.4 99.6 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011