WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 722,923: 126,601 83,169 202,462 333,227 365,763 662,289 651,393: 60,634 71,530
Old : 389,497: 102,370 69,506 94,504 150,479 195,827 347,353 359,837: 42,144 29,660
Other: 333,426: 57,270 46,702 74,919 182,748 169,935 314,936 291,556: 18,490 41,870
: : :
: : Changes in Commitments from: February 1, 2011 :
: 38,706: 7,637 1,144 19,984 6,165 14,144 33,787 35,272: 4,920 3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.5 28.0 46.1 50.6 91.6 90.1: 8.4 9.9
Old : 100.0: 26.3 17.8 24.3 38.6 50.3 89.2 92.4: 10.8 7.6
Other: 100.0: 17.2 14.0 22.5 54.8 51.0 94.5 87.4: 5.5 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 180 144 220 94 146 408 407:
Old : 466: 186 128 153 80 130 343 343:
Other: 347: 93 108 131 77 126 253 294:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 18.4 27.0 24.6 13.9 15.1 22.3 18.8
Old : 18.3 23.6 25.5 30.5 18.0 23.0 24.8 28.5
Other: 25.4 17.8 37.5 24.6 19.7 12.8 29.3 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 2,510,643: 539,521 107,766 822,953 909,365 1,263,059 2,271,839 2,193,778: 238,804 316,865
Old : 1,889,288: 401,523 101,528 642,404 664,344 928,885 1,708,271 1,672,818: 181,016 216,470
Other: 621,355: 177,144 45,384 141,402 245,021 334,174 563,568 520,960: 57,787 100,395
: : :
: : Changes in Commitments from: February 1, 2011 :
: 47,248: 422 8,105 14,340 25,466 28,975 40,229 51,420: 7,019 -4,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.3 32.8 36.2 50.3 90.5 87.4: 9.5 12.6
Old : 100.0: 21.3 5.4 34.0 35.2 49.2 90.4 88.5: 9.6 11.5
Other: 100.0: 28.5 7.3 22.8 39.4 53.8 90.7 83.8: 9.3 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 940: 296 145 330 309 425 754 790:
Old : 916: 281 154 291 281 412 694 752:
Other: 690: 157 116 145 172 365 398 565:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.8 18.3 17.4 8.2 6.4 11.9 9.8
Old : 11.0 13.3 18.5 18.9 8.6 8.4 12.9 11.7
Other: 18.3 11.7 29.2 18.1 16.2 8.7 25.1 12.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 15,627: 4,940 181 1,574 5,521 12,694 12,036 14,450: 3,592 1,178
Old : 12,308: 4,706 162 810 3,828 10,411 9,344 11,384: 2,963 924
Other: 3,320: 466 251 532 1,693 2,283 2,691 3,066: 629 254
: : :
: : Changes in Commitments from: February 1, 2011 :
: 408: 400 3 -58 -329 458 14 403: 394 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 1.2 10.1 35.3 81.2 77.0 92.5: 23.0 7.5
Old : 100.0: 38.2 1.3 6.6 31.1 84.6 75.9 92.5: 24.1 7.5
Other: 100.0: 14.0 7.6 16.0 51.0 68.8 81.1 92.4: 18.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 27 6 11 15 13 47 27:
Old : 49: 21 9 8 12 13 39 24:
Other: 28: 10 3 8 10 11 21 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 : 22.5 60.3 38.0 77.8 22.5 55.1 36.2 70.2
Old : 25.5 68.0 42.9 82.4 25.5 68.0 42.7 80.6
Other: 46.5 51.7 62.1 70.8 32.6 45.9 42.7 56.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 1,009,315: 220,032 31,424 365,216 346,971 513,450 932,219 910,090: 77,096 99,226
Old : 727,540: 179,101 19,809 261,766 229,178 386,066 670,044 667,641: 57,496 59,899
Other: 281,775: 71,774 42,457 72,608 117,793 127,384 262,175 242,449: 19,600 39,326
: : :
: : Changes in Commitments from: February 1, 2011 :
: 24,253: 2,384 -1,481 12,558 4,544 10,673 19,486 21,750: 4,767 2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.1 36.2 34.4 50.9 92.4 90.2: 7.6 9.8
Old : 100.0: 24.6 2.7 36.0 31.5 53.1 92.1 91.8: 7.9 8.2
Other: 100.0: 25.5 15.1 25.8 41.8 45.2 93.0 86.0: 7.0 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 639: 263 103 258 144 228 511 517:
Old : 611: 255 107 227 125 220 460 484:
Other: 432: 110 107 88 93 185 252 335:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 16.9 19.9 25.0 9.6 12.7 14.2 18.3
Old : 12.4 20.0 20.2 29.0 11.1 16.7 16.7 25.0
Other: 19.5 16.3 30.7 26.0 15.9 14.9 26.1 21.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 26,806: 24,235 4,074 120 26 5,129 24,381 9,323: 2,425 17,483
Old : 10,185: 8,252 2,870 45 26 1,220 8,323 4,135: 1,862 6,050
Other: 16,621: 16,049 1,270 9 0 3,909 16,058 5,188: 563 11,433
: : :
: : Changes in Commitments from: February 1, 2011 :
: 485: 388 622 20 0 -314 408 328: 77 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 15.2 0.4 0.1 19.1 91.0 34.8: 9.0 65.2
Old : 100.0: 81.0 28.2 0.4 0.3 12.0 81.7 40.6: 18.3 59.4
Other: 100.0: 96.6 7.6 0.1 0.0 23.5 96.6 31.2: 3.4 68.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 21 13 6 3 13 25 31:
Old : 45: 19 13 3 3 13 22 29:
Other: 35: 17 5 3 0 13 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 : 52.5 13.1 74.7 18.6 52.5 13.1 74.6 18.6
Old : 39.5 14.9 63.5 25.2 39.5 14.9 63.5 25.2
Other: 65.1 13.4 86.1 20.0 65.1 13.4 86.1 20.0
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 9,236: 741 6,892 1,394 6,587 740 8,723 9,026: 513 210
Old : 9,236: 741 6,892 1,394 6,587 740 8,723 9,026: 513 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 291: -88 395 -53 403 -45 263 298: 29 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 74.6 15.1 71.3 8.0 94.4 97.7: 5.6 2.3
Old : 100.0: 8.0 74.6 15.1 71.3 8.0 94.4 97.7: 5.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 6 6 9 7 17 14:
Old : 20: 3 6 6 9 7 17 14:
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 : 68.2 83.5 83.7 94.4 63.9 70.3 70.3 75.5
Old : 68.2 83.5 83.7 94.4 63.9 70.3 70.3 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 503,024: 113,457 24,596 115,930 232,282 340,787 461,669 481,314: 41,354 21,710
Old : 441,095: 107,659 30,423 94,715 200,826 297,343 403,200 422,481: 37,896 18,614
Other: 61,928: 19,403 7,779 7,610 31,456 43,444 58,470 58,833: 3,459 3,095
: : :
: : Changes in Commitments from: February 1, 2011 :
: 11,848: 10,067 53 4,127 -5,541 7,041 8,653 11,221: 3,195 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.9 23.0 46.2 67.7 91.8 95.7: 8.2 4.3
Old : 100.0: 24.4 6.9 21.5 45.5 67.4 91.4 95.8: 8.6 4.2
Other: 100.0: 31.3 12.6 12.3 50.8 70.2 94.4 95.0: 5.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 126 44 100 70 76 243 196:
Old : 281: 124 54 93 69 75 237 190:
Other: 98: 32 19 27 35 24 82 56:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 34.0 23.8 48.4 8.3 21.8 14.0 32.0
Old : 16.2 33.6 25.6 46.9 9.7 23.2 16.2 31.5
Other: 32.1 50.4 48.5 69.1 30.4 49.9 44.7 66.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 671,980: 60,714 87,614 47,620 415,752 366,488 524,086 501,722: 147,894 170,258
Old : 671,980: 60,714 87,614 47,620 415,752 366,488 524,086 501,722: 147,894 170,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 51,895: 9,682 20,995 14,426 17,439 2,831 41,547 38,252: 10,348 13,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 13.0 7.1 61.9 54.5 78.0 74.7: 22.0 25.3
Old : 100.0: 9.0 13.0 7.1 61.9 54.5 78.0 74.7: 22.0 25.3
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 : 162: 28 37 38 78 74 122 133:
Old : 162: 28 37 38 78 74 122 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 14.9 28.3 23.4 16.4 13.6 25.3 21.7
Old : 18.7 14.9 28.3 23.4 16.4 13.6 25.3 21.7
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, February 8, 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 : 315,191: 41,671 57,445 407 206,333 207,056 248,412 264,909: 66,779 50,282
Old : 315,191: 41,671 57,445 407 206,333 207,056 248,412 264,909: 66,779 50,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 7,745: 2 -211 -59 5,696 9,342 5,638 9,071: 2,107 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.2 0.1 65.5 65.7 78.8 84.0: 21.2 16.0
Old : 100.0: 13.2 18.2 0.1 65.5 65.7 78.8 84.0: 21.2 16.0
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 : 59: 4 11 2 27 32 32 44:
Old : 59: 4 11 2 27 32 32 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 : 25.1 42.4 45.7 57.0 24.9 41.4 44.1 55.6
Old : 25.1 42.4 45.7 57.0 24.9 41.4 44.1 55.6
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, February 8, 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 : 7,741: 1,277 328 418 5,813 6,611 7,508 7,357: 233 384
Old : 7,741: 1,277 328 418 5,813 6,611 7,508 7,357: 233 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -166: -182 28 20 -44 -412 -206 -364: 40 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.2 5.4 75.1 85.4 97.0 95.0: 3.0 5.0
Old : 100.0: 16.5 4.2 5.4 75.1 85.4 97.0 95.0: 3.0 5.0
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 : 36: 6 4 5 19 23 28 29:
Old : 36: 6 4 5 19 23 28 29:
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 : 54.6 46.3 74.2 67.0 37.9 29.9 48.4 38.5
Old : 54.6 46.3 74.2 67.0 37.9 29.9 48.4 38.5
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 with Delta-adjusted Options and Futures Combined, February 8, 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 : 265,189: 61,547 14,513 57,212 100,336 173,375 219,096 245,100: 46,093 20,089
Old : 221,407: 58,640 15,562 40,648 81,777 147,884 181,065 204,094: 40,342 17,313
Other: 43,782: 6,565 2,609 12,906 18,560 25,491 38,031 41,005: 5,751 2,776
: : :
: : Changes in Commitments from: February 1, 2011 :
: 2,914: 26 2,223 3,890 -226 -3,556 3,690 2,558: -776 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.5 21.6 37.8 65.4 82.6 92.4: 17.4 7.6
Old : 100.0: 26.5 7.0 18.4 36.9 66.8 81.8 92.2: 18.2 7.8
Other: 100.0: 15.0 6.0 29.5 42.4 58.2 86.9 93.7: 13.1 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 91 19 61 71 74 189 143:
Old : 208: 87 23 58 71 71 181 140:
Other: 98: 25 12 21 46 31 84 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 35.0 21.3 48.2 6.1 28.4 10.7 34.8
Old : 14.1 34.1 20.8 47.2 7.1 27.2 12.6 35.3
Other: 26.8 47.3 39.4 63.8 21.0 35.4 28.6 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 27,150: 9,824 2,644 2,524 7,102 20,650 19,451 25,818: 7,700 1,332
Old : 24,377: 9,647 2,662 2,041 5,971 18,600 17,660 23,304: 6,717 1,073
Other: 2,773: 407 211 253 1,131 2,050 1,791 2,514: 982 259
: : :
: : Changes in Commitments from: February 1, 2011 :
: 1,677: 1,200 70 -118 299 1,989 1,381 1,941: 296 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 9.7 9.3 26.2 76.1 71.6 95.1: 28.4 4.9
Old : 100.0: 39.6 10.9 8.4 24.5 76.3 72.4 95.6: 27.6 4.4
Other: 100.0: 14.7 7.6 9.1 40.8 73.9 64.6 90.7: 35.4 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 68 17 21 29 24 107 57:
Old : 125: 65 21 17 28 24 103 54:
Other: 42: 13 7 7 10 15 27 26:
:----------------------------------------------------------------------------------------------------
: 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 54.8 22.6 67.6 14.4 52.2 22.6 64.0
Old : 16.1 57.0 24.9 69.6 16.1 56.7 24.9 68.1
Other: 33.5 55.0 47.5 70.1 32.7 55.0 41.6 68.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 902,804: 153,018 179,088 29,114 623,383 547,465 805,515 755,666: 97,289 147,138
Old : 902,804: 153,018 179,088 29,114 623,383 547,465 805,515 755,666: 97,289 147,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 78,356: -49,777 45,401 2,017 135,939 18,999 88,178 66,416: -9,822 11,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.8 3.2 69.0 60.6 89.2 83.7: 10.8 16.3
Old : 100.0: 16.9 19.8 3.2 69.0 60.6 89.2 83.7: 10.8 16.3
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 : 214: 33 41 27 84 109 132 162:
Old : 214: 33 41 27 84 109 132 162:
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 : 29.4 16.6 38.7 26.7 24.2 15.0 32.8 23.2
Old : 29.4 16.6 38.7 26.7 24.2 15.0 32.8 23.2
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, February 8, 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 : 2,135,574: 162,131 251,289 325,747 1,353,738 1,180,570 1,841,615 1,757,606: 293,959 377,969
Old : 2,135,574: 162,131 251,289 325,747 1,353,738 1,180,570 1,841,615 1,757,606: 293,959 377,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 366,769: 29,060 -8,892 140,844 199,279 202,744 369,183 334,696: -2,414 32,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.8 15.3 63.4 55.3 86.2 82.3: 13.8 17.7
Old : 100.0: 7.6 11.8 15.3 63.4 55.3 86.2 82.3: 13.8 17.7
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 : 273: 47 67 75 131 144 224 240:
Old : 273: 47 67 75 131 144 224 240:
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 : 21.5 11.1 29.5 18.3 19.2 8.3 23.0 12.6
Old : 21.5 11.1 29.5 18.3 19.2 8.3 23.0 12.6
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, February 8, 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 : 1,472,666: 321,998 123,060 116,286 862,290 916,911 1,300,575 1,156,256: 172,091 316,409
Old : 1,472,666: 321,998 123,060 116,286 862,290 916,911 1,300,575 1,156,256: 172,091 316,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 238,418: 42,580 48,531 42,449 190,923 97,534 275,951 188,514: -37,533 49,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.4 7.9 58.6 62.3 88.3 78.5: 11.7 21.5
Old : 100.0: 21.9 8.4 7.9 58.6 62.3 88.3 78.5: 11.7 21.5
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 : 201: 36 36 31 101 105 149 160:
Old : 201: 36 36 31 101 105 149 160:
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 : 19.5 15.1 29.7 25.8 18.6 12.3 27.4 20.6
Old : 19.5 15.1 29.7 25.8 18.6 12.3 27.4 20.6
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, February 8, 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 : 768,079: 113,296 37,121 231,782 391,909 457,506 736,986 726,408: 31,093 41,671
Old : 768,079: 113,296 37,121 231,782 391,909 457,506 736,986 726,408: 31,093 41,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 37,599: 6,558 1,634 9,749 18,483 28,791 34,789 40,173: 2,809 -2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.8 30.2 51.0 59.6 96.0 94.6: 4.0 5.4
Old : 100.0: 14.8 4.8 30.2 51.0 59.6 96.0 94.6: 4.0 5.4
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 : 121: 32 23 36 57 56 107 100:
Old : 121: 32 23 36 57 56 107 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 29.1 48.9 46.2 17.5 13.3 20.8 19.7
Old : 33.7 29.1 48.9 46.2 17.5 13.3 20.8 19.7
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, February 8, 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 : 57,745: 15,432 5,320 2,882 30,745 41,209 49,059 49,411: 8,686 8,334
Old : 57,745: 15,432 5,320 2,882 30,745 41,209 49,059 49,411: 8,686 8,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -4,700: -6,033 1,018 607 344 -7,650 -5,081 -6,025: 382 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.2 5.0 53.2 71.4 85.0 85.6: 15.0 14.4
Old : 100.0: 26.7 9.2 5.0 53.2 71.4 85.0 85.6: 15.0 14.4
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 : 105: 28 16 12 35 34 72 57:
Old : 105: 28 16 12 35 34 72 57:
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 29.8 40.7 45.1 27.2 29.8 39.1 44.5
Old : 27.7 29.8 40.7 45.1 27.2 29.8 39.1 44.5
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 with Delta-adjusted Options and Futures Combined, February 8, 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 : 10,792: 2,797 476 0 6,191 8,044 8,988 8,520: 1,804 2,272
Old : 10,792: 2,797 476 0 6,191 8,044 8,988 8,520: 1,804 2,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 153: 144 11 0 0 0 144 11: 9 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 4.4 0.0 57.4 74.5 83.3 78.9: 16.7 21.1
Old : 100.0: 25.9 4.4 0.0 57.4 74.5 83.3 78.9: 16.7 21.1
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 : 20: 6 2 0 6 7 12 9:
Old : 20: 6 2 0 6 7 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 66.7 71.4 77.4 47.3 66.7 69.9 77.4
Old : 48.9 66.7 71.4 77.4 47.3 66.7 69.9 77.4
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, February 8, 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 : 93,906: 28,607 13,025 2,428 49,107 66,330 80,142 81,783: 13,764 12,123
Old : 93,906: 28,607 13,025 2,428 49,107 66,330 80,142 81,783: 13,764 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -9,706: -12,128 2,239 989 688 -15,301 -10,451 -12,073: 745 2,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 13.9 2.6 52.3 70.6 85.3 87.1: 14.7 12.9
Old : 100.0: 30.5 13.9 2.6 52.3 70.6 85.3 87.1: 14.7 12.9
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 : 101: 27 19 6 33 33 64 54:
Old : 101: 27 19 6 33 33 64 54:
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 : 29.2 29.7 43.4 44.3 28.9 29.7 43.0 43.8
Old : 29.2 29.7 43.4 44.3 28.9 29.7 43.0 43.8
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 with Delta-adjusted Options and Futures Combined, February 8, 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 : 5,464: 3,611 2,079 37 1,721 3,348 5,369 5,464: 95 0
Old : 5,464: 3,611 2,079 37 1,721 3,348 5,369 5,464: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 86: 10 44 0 52 62 62 106: 24 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 38.0 0.7 31.5 61.3 98.3 100.0: 1.7 0.0
Old : 100.0: 66.1 38.0 0.7 31.5 61.3 98.3 100.0: 1.7 0.0
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 : 21: 11 5 1 1 4 12 10:
Old : 21: 11 5 1 1 4 12 10:
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 : 72.4 91.8 92.0 98.9 72.4 91.8 92.0 98.9
Old : 72.4 91.8 92.0 98.9 72.4 91.8 92.0 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 with Delta-adjusted Options and Futures Combined, February 8, 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 : 15,702: 1,227 1,311 0 14,393 14,166 15,620 15,477: 82 225
Old : 15,702: 1,227 1,311 0 14,393 14,166 15,620 15,477: 82 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 298: -165 -110 -20 475 418 290 288: 8 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.3 0.0 91.7 90.2 99.5 98.6: 0.5 1.4
Old : 100.0: 7.8 8.3 0.0 91.7 90.2 99.5 98.6: 0.5 1.4
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 : 30: 2 7 0 9 15 11 22:
Old : 30: 2 7 0 9 15 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 : 82.2 66.8 98.8 82.8 75.9 65.8 92.3 78.9
Old : 82.2 66.8 98.8 82.8 75.9 65.8 92.3 78.9
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 with Delta-adjusted Options and Futures Combined, February 8, 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 : 53,898: 1,615 1,277 0 52,042 52,494 53,657 53,771: 241 127
Old : 53,898: 1,615 1,277 0 52,042 52,494 53,657 53,771: 241 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -1,717: -783 -783 0 -846 -882 -1,629 -1,665: -88 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.4 0.0 96.6 97.4 99.6 99.8: 0.4 0.2
Old : 100.0: 3.0 2.4 0.0 96.6 97.4 99.6 99.8: 0.4 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 : 31: 4 6 0 6 17 10 23:
Old : 31: 4 6 0 6 17 10 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 : 97.0 71.3 99.4 92.4 76.3 59.9 78.5 73.1
Old : 97.0 71.3 99.4 92.4 76.3 59.9 78.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011