WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 12, 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 : 512,431: 104,832 108,424 70,820 296,355 276,009 472,007 455,253: 40,424 57,178
Old : 370,309: 98,038 104,117 29,698 209,840 202,060 337,576 335,875: 32,733 34,434
Other: 142,122: 29,509 27,022 18,407 86,515 73,949 134,431 119,378: 7,691 22,744
: : :
: : Changes in Commitments from: October 5, 2010 :
: 11,886: 2,149 9,749 4,683 4,586 -242 11,418 14,190: 468 -2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 21.2 13.8 57.8 53.9 92.1 88.8: 7.9 11.2
Old : 100.0: 26.5 28.1 8.0 56.7 54.6 91.2 90.7: 8.8 9.3
Other: 100.0: 20.8 19.0 13.0 60.9 52.0 94.6 84.0: 5.4 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 153 135 131 93 129 331 324:
Old : 421: 150 133 97 76 118 285 292:
Other: 253: 55 69 44 60 111 146 204:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 18.4 34.7 26.3 19.8 12.8 31.5 17.9
Old : 25.0 22.7 37.4 31.2 23.7 19.8 33.7 26.1
Other: 35.9 20.8 49.9 29.8 33.8 17.4 45.2 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 12, 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 : 1,475,534: 556,358 123,621 168,064 585,036 933,704 1,309,458 1,225,389: 166,076 250,145
Old : 1,264,395: 494,781 143,535 103,678 525,095 809,434 1,123,554 1,056,647: 140,841 207,748
Other: 211,139: 113,548 32,057 12,415 59,941 124,270 185,904 168,742: 25,235 42,397
: : :
: : Changes in Commitments from: October 5, 2010 :
: 35,665: 1,249 12,647 1,343 24,373 26,095 26,965 40,085: 8,700 -4,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 8.4 11.4 39.6 63.3 88.7 83.0: 11.3 17.0
Old : 100.0: 39.1 11.4 8.2 41.5 64.0 88.9 83.6: 11.1 16.4
Other: 100.0: 53.8 15.2 5.9 28.4 58.9 88.0 79.9: 12.0 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 891: 279 147 197 204 384 567 666:
Old : 877: 259 164 160 194 373 531 631:
Other: 593: 115 105 33 88 322 217 453:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 10.1 21.6 16.9 13.5 9.5 20.6 16.0
Old : 15.4 11.1 23.6 17.9 15.1 10.9 23.3 17.0
Other: 20.1 15.5 29.6 22.4 20.1 15.2 29.2 21.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 12, 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 : 13,162: 3,583 206 106 6,452 11,310 10,141 11,622: 3,021 1,540
Old : 12,495: 3,473 206 100 5,933 10,688 9,506 10,994: 2,989 1,501
Other: 667: 116 6 0 519 622 635 628: 32 39
: : :
: : Changes in Commitments from: October 5, 2010 :
: 42: -682 -81 16 316 84 -350 19: 392 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 1.6 0.8 49.0 85.9 77.0 88.3: 23.0 11.7
Old : 100.0: 27.8 1.6 0.8 47.5 85.5 76.1 88.0: 23.9 12.0
Other: 100.0: 17.4 0.9 0.0 77.8 93.3 95.2 94.2: 4.8 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 2 3 15 12 37 17:
Old : 43: 20 2 3 15 12 36 17:
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 : 26.2 64.0 44.5 79.4 24.4 50.0 39.2 65.3
Old : 27.6 66.2 44.9 79.6 26.6 54.3 42.3 67.7
Other: 94.5 93.3 95.2 94.2 94.5 93.3 95.2 94.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 12, 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 : 635,883: 209,876 36,922 82,360 286,187 432,022 578,423 551,304: 57,460 84,579
Old : 573,789: 198,231 48,270 60,300 262,617 393,144 521,148 501,714: 52,641 72,075
Other: 62,094: 32,853 9,860 852 23,570 38,878 57,275 49,590: 4,819 12,504
: : :
: : Changes in Commitments from: October 5, 2010 :
: 31,675: 963 -4,696 2,271 27,153 32,648 30,387 30,223: 1,288 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 5.8 13.0 45.0 67.9 91.0 86.7: 9.0 13.3
Old : 100.0: 34.5 8.4 10.5 45.8 68.5 90.8 87.4: 9.2 12.6
Other: 100.0: 52.9 15.9 1.4 38.0 62.6 92.2 79.9: 7.8 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 229 86 151 116 208 425 406:
Old : 581: 227 97 138 109 206 411 396:
Other: 268: 50 59 9 35 141 90 205:
:----------------------------------------------------------------------------------------------------
: 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 26.7 22.0 36.4 12.3 24.4 20.1 31.1
Old : 14.0 28.2 23.6 37.8 13.3 26.0 20.9 33.2
Other: 48.0 29.8 65.0 37.9 48.0 29.7 64.9 37.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 12, 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 : 30,040: 25,401 3,409 2,032 32 6,485 27,465 11,926: 2,575 18,114
Old : 25,025: 21,232 3,917 1,487 32 5,245 22,751 10,649: 2,274 14,376
Other: 5,015: 4,709 32 5 0 1,240 4,714 1,277: 301 3,738
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,682: 1,224 824 559 13 -283 1,796 1,100: -114 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 11.3 6.8 0.1 21.6 91.4 39.7: 8.6 60.3
Old : 100.0: 84.8 15.7 5.9 0.1 21.0 90.9 42.6: 9.1 57.4
Other: 100.0: 93.9 0.6 0.1 0.0 24.7 94.0 25.5: 6.0 74.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 11 10 2 13 22 31:
Old : 41: 14 13 10 2 13 22 31:
Other: 27: 12 3 1 0 12 12 16:
:----------------------------------------------------------------------------------------------------
: 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 : 67.2 14.3 83.1 22.6 67.1 13.2 78.7 19.8
Old : 71.1 14.5 83.3 23.5 71.0 12.2 80.6 20.0
Other: 70.6 19.2 89.6 23.3 70.6 19.2 89.6 23.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 12, 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 : 313,279: 114,505 27,870 29,042 129,808 236,501 273,355 293,413: 39,924 19,866
Old : 302,738: 115,185 29,165 26,580 121,490 228,031 263,255 283,776: 39,483 18,962
Other: 10,541: 1,669 1,054 113 8,318 8,470 10,100 9,637: 441 904
: : :
: : Changes in Commitments from: October 5, 2010 :
: 4,266: -6,856 178 595 6,763 1,670 502 2,443: 3,764 1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 8.9 9.3 41.4 75.5 87.3 93.7: 12.7 6.3
Old : 100.0: 38.0 9.6 8.8 40.1 75.3 87.0 93.7: 13.0 6.3
Other: 100.0: 15.8 10.0 1.1 78.9 80.4 95.8 91.4: 4.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 111 53 73 55 64 214 158:
Old : 264: 112 56 71 54 64 210 158:
Other: 37: 13 4 5 12 8 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 37.7 24.0 48.9 12.3 32.3 20.9 42.9
Old : 13.6 36.4 23.4 48.1 12.8 33.6 21.7 43.6
Other: 71.1 79.8 84.3 89.1 71.1 77.5 84.3 86.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 12, 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 : 692,890: 96,571 103,773 9,147 433,639 456,209 539,357 569,129: 153,533 123,761
Old : 692,890: 96,571 103,773 9,147 433,639 456,209 539,357 569,129: 153,533 123,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 18,568: 17,133 11,333 -2,562 -3,184 2,669 11,387 11,440: 7,181 7,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.0 1.3 62.6 65.8 77.8 82.1: 22.2 17.9
Old : 100.0: 13.9 15.0 1.3 62.6 65.8 77.8 82.1: 22.2 17.9
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: 31 26 13 76 75 116 105:
Old : 165: 31 26 13 76 75 116 105:
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 : 21.4 21.7 31.5 36.0 19.8 19.6 29.6 33.8
Old : 21.4 21.7 31.5 36.0 19.8 19.6 29.6 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, October 12, 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 : 232,194: 37,984 26,254 230 148,508 170,939 186,722 197,423: 45,472 34,771
Old : 232,194: 37,984 26,254 230 148,508 170,939 186,722 197,423: 45,472 34,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 6,697: 2,039 2,976 0 6,508 1,965 8,547 4,941: -1,850 1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.3 0.1 64.0 73.6 80.4 85.0: 19.6 15.0
Old : 100.0: 16.4 11.3 0.1 64.0 73.6 80.4 85.0: 19.6 15.0
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 : 46: 7 6 2 20 25 28 32:
Old : 46: 7 6 2 20 25 28 32:
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 : 33.1 54.7 50.8 67.2 30.7 53.9 48.4 66.4
Old : 33.1 54.7 50.8 67.2 30.7 53.9 48.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, October 12, 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 : 9,449: 822 1,377 341 8,028 7,563 9,191 9,281: 258 168
Old : 9,449: 822 1,377 341 8,028 7,563 9,191 9,281: 258 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -202: -39 134 27 -234 -356 -246 -195: 44 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.6 3.6 85.0 80.0 97.3 98.2: 2.7 1.8
Old : 100.0: 8.7 14.6 3.6 85.0 80.0 97.3 98.2: 2.7 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 : 31: 4 6 5 18 18 27 24:
Old : 31: 4 6 5 18 18 27 24:
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 : 62.3 55.8 78.5 78.1 23.9 28.1 33.8 37.2
Old : 62.3 55.8 78.5 78.1 23.9 28.1 33.8 37.2
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 12, 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 : 192,578: 63,125 20,513 16,942 77,690 138,080 157,757 175,535: 34,821 17,043
Old : 185,206: 62,364 21,738 14,356 74,432 132,381 151,152 168,475: 34,054 16,731
Other: 7,372: 2,711 725 636 3,258 5,699 6,605 7,060: 767 312
: : :
: : Changes in Commitments from: October 5, 2010 :
: 5,451: 2,535 2,437 742 3,587 4,139 6,864 7,318: -1,413 -1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 10.7 8.8 40.3 71.7 81.9 91.2: 18.1 8.8
Old : 100.0: 33.7 11.7 7.8 40.2 71.5 81.6 91.0: 18.4 9.0
Other: 100.0: 36.8 9.8 8.6 44.2 77.3 89.6 95.8: 10.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 66 34 46 69 58 164 117:
Old : 190: 66 35 46 69 58 163 117:
Other: 42: 16 4 6 17 10 35 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 : 11.9 38.4 20.0 50.4 11.1 31.7 18.8 41.0
Old : 12.3 37.6 20.8 49.6 11.6 31.5 19.6 40.8
Other: 42.4 75.0 61.2 88.1 42.4 72.2 60.3 80.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 12, 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 : 17,414: 4,596 3,306 1,832 6,528 10,995 12,956 16,133: 4,458 1,281
Old : 17,300: 4,642 3,307 1,785 6,431 10,930 12,858 16,022: 4,442 1,278
Other: 114: 1 46 0 97 65 98 111: 16 3
: : :
: : Changes in Commitments from: October 5, 2010 :
: 415: -73 -262 82 422 935 431 755: -16 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.0 10.5 37.5 63.1 74.4 92.6: 25.6 7.4
Old : 100.0: 26.8 19.1 10.3 37.2 63.2 74.3 92.6: 25.7 7.4
Other: 100.0: 0.9 40.4 0.0 85.1 57.0 86.0 97.4: 14.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 38 15 13 26 19 76 41:
Old : 91: 39 15 13 24 19 74 41:
Other: 9: 1 1 0 4 3 5 4:
:----------------------------------------------------------------------------------------------------
: 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 42.6 35.6 59.7 25.0 42.1 33.8 57.9
Old : 25.5 42.9 35.7 59.8 25.0 42.7 33.9 58.3
Other: 85.1 97.4 86.0 97.4 85.1 97.4 86.0 97.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 12, 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 : 740,994: 191,147 129,094 7,771 428,295 483,829 627,213 620,694: 113,781 120,300
Old : 740,994: 191,147 129,094 7,771 428,295 483,829 627,213 620,694: 113,781 120,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 7,805: -13,384 -320 1,049 15,308 -968 2,973 -239: 4,832 8,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.4 1.0 57.8 65.3 84.6 83.8: 15.4 16.2
Old : 100.0: 25.8 17.4 1.0 57.8 65.3 84.6 83.8: 15.4 16.2
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 : 216: 34 45 20 81 100 130 151:
Old : 216: 34 45 20 81 100 130 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 19.6 30.8 29.8 15.9 17.9 25.5 26.9
Old : 18.8 19.6 30.8 29.8 15.9 17.9 25.5 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 12, 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 : 1,689,611: 256,441 200,693 28,732 1,083,195 1,138,098 1,368,368 1,367,523: 321,243 322,088
Old : 1,689,611: 256,441 200,693 28,732 1,083,195 1,138,098 1,368,368 1,367,523: 321,243 322,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -17,153: 23,813 -8,338 -3,108 -61,989 -18,679 -41,284 -30,125: 24,131 12,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.9 1.7 64.1 67.4 81.0 80.9: 19.0 19.1
Old : 100.0: 15.2 11.9 1.7 64.1 67.4 81.0 80.9: 19.0 19.1
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 : 282: 46 53 40 120 133 191 201:
Old : 282: 46 53 40 120 133 191 201:
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 23.2 35.7 33.4 23.4 20.4 32.5 29.2
Old : 25.5 23.2 35.7 33.4 23.4 20.4 32.5 29.2
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 12, 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 : 992,698: 201,412 98,129 11,994 558,509 635,073 771,915 745,196: 220,783 247,502
Old : 992,698: 201,412 98,129 11,994 558,509 635,073 771,915 745,196: 220,783 247,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 46,313: -5,208 10,359 424 51,274 28,466 46,490 39,249: -177 7,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 9.9 1.2 56.3 64.0 77.8 75.1: 22.2 24.9
Old : 100.0: 20.3 9.9 1.2 56.3 64.0 77.8 75.1: 22.2 24.9
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: 30 36 16 64 74 102 118:
Old : 165: 30 36 16 64 74 102 118:
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 : 16.8 19.0 27.3 29.0 15.5 15.7 25.1 24.1
Old : 16.8 19.0 27.3 29.0 15.5 15.7 25.1 24.1
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 12, 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 : 596,498: 147,076 23,269 76,514 340,974 449,534 564,564 549,317: 31,934 47,181
Old : 596,498: 147,076 23,269 76,514 340,974 449,534 564,564 549,317: 31,934 47,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 14,178: 4,797 -564 -889 13,447 18,262 17,355 16,809: -3,177 -2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.9 12.8 57.2 75.4 94.6 92.1: 5.4 7.9
Old : 100.0: 24.7 3.9 12.8 57.2 75.4 94.6 92.1: 5.4 7.9
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 : 106: 28 18 27 51 49 92 84:
Old : 106: 28 18 27 51 49 92 84:
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 : 33.8 42.1 50.0 54.6 23.6 25.6 34.1 34.2
Old : 33.8 42.1 50.0 54.6 23.6 25.6 34.1 34.2
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 12, 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 : 45,517: 17,192 4,613 511 21,377 35,543 39,079 40,666: 6,439 4,851
Old : 45,517: 17,192 4,613 511 21,377 35,543 39,079 40,666: 6,439 4,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -3,490: -4,176 740 163 1,472 -3,696 -2,542 -2,793: -949 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 10.1 1.1 47.0 78.1 85.9 89.3: 14.1 10.7
Old : 100.0: 37.8 10.1 1.1 47.0 78.1 85.9 89.3: 14.1 10.7
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 : 93: 27 10 7 27 38 56 53:
Old : 93: 27 10 7 27 38 56 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 31.4 43.3 50.7 27.0 31.4 42.1 50.7
Old : 28.2 31.4 43.3 50.7 27.0 31.4 42.1 50.7
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 12, 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 : 91,034: 34,383 9,225 1,021 42,753 71,086 78,157 81,332: 12,877 9,702
Old : 91,034: 34,383 9,225 1,021 42,753 71,086 78,157 81,332: 12,877 9,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -6,980: -8,352 1,479 326 2,943 -7,391 -5,083 -5,586: -1,897 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 10.1 1.1 47.0 78.1 85.9 89.3: 14.1 10.7
Old : 100.0: 37.8 10.1 1.1 47.0 78.1 85.9 89.3: 14.1 10.7
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 : 93: 27 10 7 27 38 56 53:
Old : 93: 27 10 7 27 38 56 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 31.4 43.3 50.7 27.0 31.4 42.1 50.7
Old : 28.2 31.4 43.3 50.7 27.0 31.4 42.1 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 12, 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 : 4,679: 2,814 2,449 46 1,720 2,147 4,580 4,642: 99 37
Old : 4,679: 2,814 2,449 46 1,720 2,147 4,580 4,642: 99 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 118: 168 125 5 142 -12 315 118: -197 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 52.3 1.0 36.8 45.9 97.9 99.2: 2.1 0.8
Old : 100.0: 60.1 52.3 1.0 36.8 45.9 97.9 99.2: 2.1 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 : 63.6 94.4 89.5 99.2 63.6 94.0 89.5 98.2
Old : 63.6 94.4 89.5 99.2 63.6 94.0 89.5 98.2
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 12, 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 : 12,094: 1,188 3,460 0 10,572 8,558 11,760 12,018: 334 76
Old : 12,094: 1,188 3,460 0 10,572 8,558 11,760 12,018: 334 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 931: 73 761 0 865 197 938 958: -7 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 28.6 0.0 87.4 70.8 97.2 99.4: 2.8 0.6
Old : 100.0: 9.8 28.6 0.0 87.4 70.8 97.2 99.4: 2.8 0.6
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 : 32: 4 7 0 12 12 16 19:
Old : 32: 4 7 0 12 12 16 19:
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 : 75.6 78.6 90.0 89.8 70.1 67.9 81.4 78.4
Old : 75.6 78.6 90.0 89.8 70.1 67.9 81.4 78.4
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 12, 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 : 41,014: 2,229 1,000 0 38,516 39,888 40,745 40,888: 269 126
Old : 41,014: 2,229 1,000 0 38,516 39,888 40,745 40,888: 269 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,934: 85 -1,513 0 1,940 3,398 2,025 1,885: -91 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.4 0.0 93.9 97.3 99.3 99.7: 0.7 0.3
Old : 100.0: 5.4 2.4 0.0 93.9 97.3 99.3 99.7: 0.7 0.3
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 : 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 : 93.1 74.6 98.3 89.8 88.4 74.6 93.6 86.6
Old : 93.1 74.6 98.3 89.8 88.4 74.6 93.6 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010