WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 500,545: 102,683 98,675 66,137 291,769 276,251 460,589 441,063: 39,956 59,482
Old : 363,798: 96,453 93,766 27,446 207,577 205,889 331,476 327,101: 32,322 36,697
Other: 136,747: 27,520 26,199 17,401 84,192 70,362 129,113 113,962: 7,634 22,785
: : :
: : Changes in Commitments from: September 28, 2010 :
: 5,773: -3,703 2,588 -317 13,754 5,799 9,734 8,070: -3,961 -2,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.7 13.2 58.3 55.2 92.0 88.1: 8.0 11.9
Old : 100.0: 26.5 25.8 7.5 57.1 56.6 91.1 89.9: 8.9 10.1
Other: 100.0: 20.1 19.2 12.7 61.6 51.5 94.4 83.3: 5.6 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 150 137 135 96 124 336 319:
Old : 418: 155 128 96 79 114 291 284:
Other: 248: 48 75 41 59 107 136 204:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 18.9 35.4 27.3 20.3 13.8 32.1 19.1
Old : 25.6 23.3 38.2 32.4 24.3 21.0 34.5 27.6
Other: 37.0 20.2 51.5 29.0 34.9 16.7 46.4 22.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,439,869: 555,109 110,974 166,721 560,663 907,609 1,282,493 1,185,304: 157,376 254,565
Old : 1,243,054: 507,452 132,500 100,081 500,290 798,214 1,107,823 1,030,795: 135,231 212,259
Other: 196,815: 101,807 32,624 12,490 60,373 109,395 174,670 154,509: 22,145 42,306
: : :
: : Changes in Commitments from: September 28, 2010 :
: -9,712: -22,818 2,200 9,029 4,287 -22,325 -9,502 -11,096: -210 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 7.7 11.6 38.9 63.0 89.1 82.3: 10.9 17.7
Old : 100.0: 40.8 10.7 8.1 40.2 64.2 89.1 82.9: 10.9 17.1
Other: 100.0: 51.7 16.6 6.3 30.7 55.6 88.7 78.5: 11.3 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 889: 282 146 183 203 377 570 647:
Old : 876: 263 172 152 193 368 535 621:
Other: 560: 115 97 23 76 307 198 423:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.1 22.3 19.0 14.4 10.6 21.6 17.3
Old : 15.5 12.7 23.5 20.0 15.2 12.0 23.2 18.2
Other: 25.9 17.2 36.4 24.7 25.5 16.7 35.9 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,120: 4,265 287 90 6,136 11,226 10,491 11,603: 2,629 1,517
Old : 12,550: 4,127 287 86 5,734 10,692 9,947 11,065: 2,603 1,485
Other: 570: 142 4 0 402 534 544 538: 26 32
: : :
: : Changes in Commitments from: September 28, 2010 :
: 673: 336 31 -29 585 593 892 595: -219 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 2.2 0.7 46.8 85.6 80.0 88.4: 20.0 11.6
Old : 100.0: 32.9 2.3 0.7 45.7 85.2 79.3 88.2: 20.7 11.8
Other: 100.0: 24.9 0.7 0.0 70.5 93.7 95.4 94.4: 4.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 22 4 3 15 12 39 18:
Old : 46: 21 4 3 15 12 38 18:
Other: 10: 2 1 0 3 4 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 65.1 45.9 80.2 27.1 54.2 43.7 69.2
Old : 29.8 66.4 47.1 79.7 28.5 57.8 45.7 71.1
Other: 95.1 93.7 95.4 94.4 95.1 93.7 95.4 94.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 604,208: 208,913 41,618 80,089 259,034 399,374 548,036 521,081: 56,172 83,127
Old : 555,422: 202,379 52,919 60,644 240,620 369,484 503,643 483,047: 51,779 72,375
Other: 48,786: 25,324 7,489 655 18,414 29,890 44,393 38,034: 4,393 10,752
: : :
: : Changes in Commitments from: September 28, 2010 :
: 700: -10,804 2,100 -3,075 17,039 402 3,160 -573: -2,460 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 6.9 13.3 42.9 66.1 90.7 86.2: 9.3 13.8
Old : 100.0: 36.4 9.5 10.9 43.3 66.5 90.7 87.0: 9.3 13.0
Other: 100.0: 51.9 15.4 1.3 37.7 61.3 91.0 78.0: 9.0 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 224 91 143 110 194 409 383:
Old : 552: 217 109 127 103 192 393 373:
Other: 245: 55 47 9 33 129 91 182:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 26.4 21.8 36.4 13.1 23.9 20.8 29.8
Old : 13.9 27.3 21.8 37.4 13.6 25.0 20.7 31.1
Other: 37.7 26.0 54.8 36.7 37.7 25.9 54.6 36.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,358: 24,177 2,585 1,473 19 6,768 25,669 10,826: 2,689 17,532
Old : 24,130: 20,548 3,042 997 19 5,700 21,564 9,739: 2,566 14,391
Other: 4,228: 4,100 14 5 0 1,068 4,105 1,087: 123 3,141
: : :
: : Changes in Commitments from: September 28, 2010 :
: -626: -1,097 -188 679 0 -364 -418 127: -208 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 9.1 5.2 0.1 23.9 90.5 38.2: 9.5 61.8
Old : 100.0: 85.2 12.6 4.1 0.1 23.6 89.4 40.4: 10.6 59.6
Other: 100.0: 97.0 0.3 0.1 0.0 25.3 97.1 25.7: 2.9 74.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 8 9 1 13 18 28:
Old : 36: 12 10 9 1 13 18 28:
Other: 25: 12 1 1 0 12 12 14:
:----------------------------------------------------------------------------------------------------
: 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 : 67.1 13.6 83.0 22.2 67.0 13.6 79.5 21.2
Old : 70.6 13.1 83.5 22.8 70.5 13.1 81.9 21.4
Other: 73.3 19.6 91.0 23.6 73.3 19.6 91.0 23.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 309,013: 121,361 27,692 28,447 123,045 234,831 272,853 290,970: 36,160 18,043
Old : 298,397: 121,628 29,244 26,079 114,925 225,715 262,632 281,038: 35,765 17,359
Other: 10,616: 1,877 592 224 8,120 9,116 10,221 9,932: 395 684
: : :
: : Changes in Commitments from: September 28, 2010 :
: -10,061: 7,498 -5,432 -10,317 -6,670 5,035 -9,489 -10,714: -572 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 9.0 9.2 39.8 76.0 88.3 94.2: 11.7 5.8
Old : 100.0: 40.8 9.8 8.7 38.5 75.6 88.0 94.2: 12.0 5.8
Other: 100.0: 17.7 5.6 2.1 76.5 85.9 96.3 93.6: 3.7 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 111 51 69 54 63 214 151:
Old : 263: 112 55 67 54 63 211 151:
Other: 37: 14 3 5 12 9 29 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 : 14.2 39.1 23.5 49.7 12.5 33.4 21.2 43.8
Old : 13.1 37.9 22.6 48.7 12.8 34.7 21.8 44.4
Other: 68.9 78.9 82.0 90.4 68.9 76.7 82.0 87.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 674,322: 79,438 92,440 11,709 436,823 453,540 527,970 557,689: 146,352 116,633
Old : 674,322: 79,438 92,440 11,709 436,823 453,540 527,970 557,689: 146,352 116,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -2,546: 1,077 12,644 -8,466 8,955 -3,083 1,566 1,095: -4,112 -3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.7 1.7 64.8 67.3 78.3 82.7: 21.7 17.3
Old : 100.0: 11.8 13.7 1.7 64.8 67.3 78.3 82.7: 21.7 17.3
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 : 163: 30 25 16 78 75 119 105:
Old : 163: 30 25 16 78 75 119 105:
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 : 21.6 23.1 31.1 38.6 20.0 20.9 29.4 36.3
Old : 21.6 23.1 31.1 38.6 20.0 20.9 29.4 36.3
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,497: 35,945 23,278 230 142,000 168,974 178,175 192,482: 47,322 33,015
Old : 225,497: 35,945 23,278 230 142,000 168,974 178,175 192,482: 47,322 33,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -777: -3,403 1,134 -942 2,438 -5,012 -1,907 -4,820: 1,130 4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.3 0.1 63.0 74.9 79.0 85.4: 21.0 14.6
Old : 100.0: 15.9 10.3 0.1 63.0 74.9 79.0 85.4: 21.0 14.6
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 : 44: 7 5 2 20 22 28 28:
Old : 44: 7 5 2 20 22 28 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 : 33.0 55.8 50.7 68.4 30.1 55.5 47.8 68.1
Old : 33.0 55.8 50.7 68.4 30.1 55.5 47.8 68.1
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,651: 861 1,243 314 8,262 7,919 9,437 9,476: 214 175
Old : 9,651: 861 1,243 314 8,262 7,919 9,437 9,476: 214 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -487: -134 15 7 -424 -575 -551 -553: 64 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.9 3.3 85.6 82.1 97.8 98.2: 2.2 1.8
Old : 100.0: 8.9 12.9 3.3 85.6 82.1 97.8 98.2: 2.2 1.8
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 : 34: 6 4 3 21 21 29 26:
Old : 34: 6 4 3 21 21 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 57.2 77.4 77.2 20.8 24.3 29.6 33.0
Old : 60.7 57.2 77.4 77.2 20.8 24.3 29.6 33.0
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,127: 60,590 18,076 16,200 74,103 133,941 150,893 168,217: 36,234 18,910
Old : 180,074: 60,005 19,496 13,518 71,312 128,435 144,835 161,449: 35,239 18,625
Other: 7,053: 2,769 764 498 2,791 5,506 6,058 6,768: 995 285
: : :
: : Changes in Commitments from: September 28, 2010 :
: -20,294: -15,914 1,098 -3,144 2,999 -18,792 -16,059 -20,838: -4,235 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 9.7 8.7 39.6 71.6 80.6 89.9: 19.4 10.1
Old : 100.0: 33.3 10.8 7.5 39.6 71.3 80.4 89.7: 19.6 10.3
Other: 100.0: 39.3 10.8 7.1 39.6 78.1 85.9 96.0: 14.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 62 29 43 64 54 154 110:
Old : 184: 64 32 43 64 54 154 110:
Other: 38: 11 5 5 17 10 31 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 : 12.5 40.6 21.1 52.4 12.4 34.1 20.6 43.9
Old : 13.0 39.8 21.9 51.7 12.8 33.8 21.4 43.4
Other: 41.7 77.0 63.2 90.6 41.7 74.6 62.6 83.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,999: 4,669 3,568 1,750 6,106 10,060 12,525 15,378: 4,474 1,621
Old : 16,901: 4,715 3,570 1,702 6,016 10,011 12,433 15,283: 4,468 1,618
Other: 98: 2 46 0 90 49 92 95: 6 3
: : :
: : Changes in Commitments from: September 28, 2010 :
: -803: -880 -668 330 268 -450 -282 -788: -521 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 21.0 10.3 35.9 59.2 73.7 90.5: 26.3 9.5
Old : 100.0: 27.9 21.1 10.1 35.6 59.2 73.6 90.4: 26.4 9.6
Other: 100.0: 2.0 46.9 0.0 91.8 50.0 93.9 96.9: 6.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 35 16 10 27 18 72 39:
Old : 90: 36 16 10 26 18 71 39:
Other: 6: 1 1 0 3 1 4 2:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 39.4 33.0 57.2 23.6 38.9 32.5 55.4
Old : 23.8 39.6 33.2 57.3 23.8 39.4 32.7 55.8
Other: 93.9 96.9 93.9 96.9 93.9 96.9 93.9 96.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 733,189: 204,531 129,414 6,722 412,987 484,797 624,240 620,933: 108,949 112,256
Old : 733,189: 204,531 129,414 6,722 412,987 484,797 624,240 620,933: 108,949 112,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 9,616: 27,307 -17,996 350 -12,520 28,786 15,137 11,140: -5,521 -1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.7 0.9 56.3 66.1 85.1 84.7: 14.9 15.3
Old : 100.0: 27.9 17.7 0.9 56.3 66.1 85.1 84.7: 14.9 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 : 215: 39 42 18 81 98 133 146:
Old : 215: 39 42 18 81 98 133 146:
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 : 19.8 19.6 31.2 30.1 17.1 16.6 26.4 25.7
Old : 19.8 19.6 31.2 30.1 17.1 16.6 26.4 25.7
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,706,764: 232,628 209,031 31,840 1,145,184 1,156,777 1,409,652 1,397,648: 297,112 309,116
Old : 1,706,764: 232,628 209,031 31,840 1,145,184 1,156,777 1,409,652 1,397,648: 297,112 309,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 52,854: 16,109 27,627 15,168 18,158 24,101 49,435 66,896: 3,419 -14,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.2 1.9 67.1 67.8 82.6 81.9: 17.4 18.1
Old : 100.0: 13.6 12.2 1.9 67.1 67.8 82.6 81.9: 17.4 18.1
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 : 274: 56 44 40 109 128 185 192:
Old : 274: 56 44 40 109 128 185 192:
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 : 29.9 23.0 38.5 33.1 27.8 20.1 35.6 29.1
Old : 29.9 23.0 38.5 33.1 27.8 20.1 35.6 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 946,385: 206,620 87,770 11,570 507,235 606,607 725,425 705,947: 220,960 240,438
Old : 946,385: 206,620 87,770 11,570 507,235 606,607 725,425 705,947: 220,960 240,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 4,474: 10,631 17,807 895 -383 -14,311 11,143 4,391: -6,669 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.3 1.2 53.6 64.1 76.7 74.6: 23.3 25.4
Old : 100.0: 21.8 9.3 1.2 53.6 64.1 76.7 74.6: 23.3 25.4
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 : 161: 30 32 14 64 72 101 111:
Old : 161: 30 32 14 64 72 101 111:
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 : 15.9 20.9 27.2 29.9 15.1 17.2 26.0 25.0
Old : 15.9 20.9 27.2 29.9 15.1 17.2 26.0 25.0
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 582,320: 142,279 23,833 77,403 327,527 431,272 547,209 532,508: 35,111 49,812
Old : 582,320: 142,279 23,833 77,403 327,527 431,272 547,209 532,508: 35,111 49,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -39,841: -23,862 360 2,436 -17,951 -42,228 -39,377 -39,432: -464 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.1 13.3 56.2 74.1 94.0 91.4: 6.0 8.6
Old : 100.0: 24.4 4.1 13.3 56.2 74.1 94.0 91.4: 6.0 8.6
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 : 104: 28 19 28 47 47 89 82:
Old : 104: 28 19 28 47 47 89 82:
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 42.1 50.7 54.9 23.8 25.3 34.8 34.0
Old : 33.7 42.1 50.7 54.9 23.8 25.3 34.8 34.0
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,007: 21,368 3,873 348 19,905 39,239 41,620 43,459: 7,387 5,548
Old : 49,007: 21,368 3,873 348 19,905 39,239 41,620 43,459: 7,387 5,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 4,578: 3,645 130 -313 -84 5,425 3,248 5,242: 1,330 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 7.9 0.7 40.6 80.1 84.9 88.7: 15.1 11.3
Old : 100.0: 43.6 7.9 0.7 40.6 80.1 84.9 88.7: 15.1 11.3
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 : 90: 27 10 5 24 37 53 50:
Old : 90: 27 10 5 24 37 53 50:
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 : 27.4 33.8 41.5 53.2 26.1 33.8 40.3 52.9
Old : 27.4 33.8 41.5 53.2 26.1 33.8 40.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 98,014: 42,735 7,746 695 39,810 78,477 83,240 86,918: 14,774 11,096
Old : 98,014: 42,735 7,746 695 39,810 78,477 83,240 86,918: 14,774 11,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 9,155: 7,290 259 -626 -168 10,850 6,496 10,483: 2,659 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 7.9 0.7 40.6 80.1 84.9 88.7: 15.1 11.3
Old : 100.0: 43.6 7.9 0.7 40.6 80.1 84.9 88.7: 15.1 11.3
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 : 90: 27 10 5 24 37 53 50:
Old : 90: 27 10 5 24 37 53 50:
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 : 27.4 33.8 41.5 53.2 26.1 33.8 40.3 52.9
Old : 27.4 33.8 41.5 53.2 26.1 33.8 40.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 4,561: 2,646 2,324 41 1,578 2,159 4,265 4,524: 296 37
Old : 4,561: 2,646 2,324 41 1,578 2,159 4,265 4,524: 296 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 51.0 0.9 34.6 47.3 93.5 99.2: 6.5 0.8
Old : 100.0: 58.0 51.0 0.9 34.6 47.3 93.5 99.2: 6.5 0.8
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 : 20: 10 5 1 2 3 13 8:
Old : 20: 10 5 1 2 3 13 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 : 62.2 94.5 87.7 99.2 62.2 93.6 87.7 98.3
Old : 62.2 94.5 87.7 99.2 62.2 93.6 87.7 98.3
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,163: 1,115 2,699 0 9,707 8,361 10,822 11,060: 341 103
Old : 11,163: 1,115 2,699 0 9,707 8,361 10,822 11,060: 341 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 52: 109 254 0 -118 -180 -9 74: 61 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 24.2 0.0 87.0 74.9 96.9 99.1: 3.1 0.9
Old : 100.0: 10.0 24.2 0.0 87.0 74.9 96.9 99.1: 3.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 6 0 11 12 15 18:
Old : 30: 4 6 0 11 12 15 18:
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 : 77.4 76.9 91.4 89.5 70.5 65.3 81.6 77.1
Old : 77.4 76.9 91.4 89.5 70.5 65.3 81.6 77.1
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,080: 2,144 2,513 0 36,576 36,490 38,720 39,003: 360 77
Old : 39,080: 2,144 2,513 0 36,576 36,490 38,720 39,003: 360 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 3,229: 514 -102 0 2,638 3,443 3,152 3,341: 77 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.4 0.0 93.6 93.4 99.1 99.8: 0.9 0.2
Old : 100.0: 5.5 6.4 0.0 93.6 93.4 99.1 99.8: 0.9 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 : 32: 6 4 0 6 18 12 22:
Old : 32: 6 4 0 6 18 12 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 : 92.6 70.5 98.2 89.2 87.7 70.5 93.3 85.8
Old : 92.6 70.5 98.2 89.2 87.7 70.5 93.3 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010