WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 522,399: 75,177 114,341 131,076 278,858 220,230 485,110 465,648: 37,289 56,751
Old : 319,465: 60,133 110,458 62,846 173,775 111,469 296,755 284,773: 22,710 34,692
Other: 202,935: 42,584 31,424 40,689 105,082 108,762 188,356 180,875: 14,579 22,060
: : :
: : Changes in Commitments from: January 26, 2010 :
: 29,601: -2,315 3,955 13,910 16,339 13,355 27,933 31,220: 1,668 -1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.9 25.1 53.4 42.2 92.9 89.1: 7.1 10.9
Old : 100.0: 18.8 34.6 19.7 54.4 34.9 92.9 89.1: 7.1 10.9
Other: 100.0: 21.0 15.5 20.1 51.8 53.6 92.8 89.1: 7.2 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 116 139 154 85 103 304 323:
Old : 372: 108 146 111 77 92 250 290:
Other: 274: 87 73 92 60 94 199 214:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 16.4 35.9 22.9 20.3 11.1 32.7 16.5
Old : 28.1 14.4 41.5 21.9 27.8 10.0 38.1 16.9
Other: 28.7 21.9 39.5 33.3 25.6 20.0 34.2 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 1,476,113: 256,749 146,376 374,968 710,821 647,531 1,342,537 1,168,875: 133,576 307,239
Old : 1,101,555: 187,518 190,710 256,118 553,170 455,863 996,806 902,691: 104,749 198,864
Other: 374,558: 136,746 23,181 51,334 157,651 191,668 345,732 266,184: 28,827 108,375
: : :
: : Changes in Commitments from: January 26, 2010 :
: 40,974: -3,553 17,963 21,651 18,316 2,394 36,413 42,008: 4,561 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.9 25.4 48.2 43.9 91.0 79.2: 9.0 20.8
Old : 100.0: 17.0 17.3 23.3 50.2 41.4 90.5 81.9: 9.5 18.1
Other: 100.0: 36.5 6.2 13.7 42.1 51.2 92.3 71.1: 7.7 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 165 171 252 229 283 553 594:
Old : 678: 135 221 228 222 272 526 562:
Other: 480: 140 69 111 101 231 282 377:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 11.3 23.0 16.5 14.0 8.4 21.0 11.8
Old : 18.0 11.0 26.8 16.7 17.8 7.7 25.9 11.9
Other: 20.4 14.3 31.9 20.8 19.9 12.7 30.9 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 15,536: 1,308 2,187 1,681 10,009 9,688 12,997 13,556: 2,539 1,981
Old : 12,427: 1,168 2,189 1,380 7,441 7,110 9,988 10,679: 2,438 1,747
Other: 3,110: 143 1 298 2,569 2,578 3,009 2,876: 101 234
: : :
: : Changes in Commitments from: January 26, 2010 :
: 490: 129 75 -58 347 34 419 52: 71 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 14.1 10.8 64.4 62.4 83.7 87.2: 16.3 12.8
Old : 100.0: 9.4 17.6 11.1 59.9 57.2 80.4 85.9: 19.6 14.1
Other: 100.0: 4.6 0.0 9.6 82.6 82.9 96.8 92.5: 3.2 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 12 11 3 19 18 31 32:
Old : 44: 11 12 3 17 15 29 29:
Other: 18: 1 2 3 8 11 11 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 : 39.8 47.6 59.1 69.0 32.4 43.6 44.5 56.4
Old : 38.6 50.5 58.0 72.7 34.9 44.6 48.3 59.3
Other: 70.4 60.4 96.3 84.2 69.0 60.4 81.2 76.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 603,452: 97,071 76,529 164,304 293,544 257,076 554,919 497,909: 48,533 105,543
Old : 472,634: 83,579 73,735 116,718 233,370 212,663 433,666 403,115: 38,968 69,518
Other: 130,818: 37,261 26,564 23,817 60,174 44,413 121,253 94,794: 9,565 36,025
: : :
: : Changes in Commitments from: January 26, 2010 :
: 30,500: -5,096 7,518 10,859 21,273 5,238 27,036 23,614: 3,464 6,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.7 27.2 48.6 42.6 92.0 82.5: 8.0 17.5
Old : 100.0: 17.7 15.6 24.7 49.4 45.0 91.8 85.3: 8.2 14.7
Other: 100.0: 28.5 20.3 18.2 46.0 33.9 92.7 72.5: 7.3 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 149 126 193 110 159 370 391:
Old : 457: 147 133 166 107 152 347 369:
Other: 272: 73 63 68 54 119 161 220:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 15.9 24.7 22.7 12.4 10.6 19.4 15.2
Old : 16.8 18.4 27.3 25.9 16.2 12.7 24.7 17.9
Other: 30.1 14.9 43.8 23.4 28.9 13.1 39.7 19.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,981: 12,465 1,135 628 28 1,581 13,121 3,344: 2,860 12,637
Old : 7,814: 5,070 1,415 311 28 336 5,409 2,062: 2,405 5,752
Other: 8,167: 7,675 0 37 0 1,245 7,712 1,282: 455 6,885
: : :
: : Changes in Commitments from: January 26, 2010 :
: 374: 405 -145 68 0 23 473 -54: -99 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 7.1 3.9 0.2 9.9 82.1 20.9: 17.9 79.1
Old : 100.0: 64.9 18.1 4.0 0.4 4.3 69.2 26.4: 30.8 73.6
Other: 100.0: 94.0 0.0 0.5 0.0 15.2 94.4 15.7: 5.6 84.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 3 8 1 5 16 15:
Old : 22: 13 4 4 1 5 14 13:
Other: 17: 12 0 5 0 5 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 50.3 13.4 69.0 19.3 48.8 11.7 67.3 16.8
Old : 42.9 21.6 62.1 25.7 39.9 20.4 58.9 22.3
Other: 61.5 13.3 85.1 15.6 61.5 13.3 84.8 15.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 296,768: 45,114 45,178 62,227 161,539 162,814 268,881 270,219: 27,887 26,549
Old : 264,406: 34,285 50,471 50,865 154,014 137,961 239,164 239,298: 25,242 25,108
Other: 32,362: 19,676 3,553 2,516 7,526 24,852 29,717 30,921: 2,645 1,441
: : :
: : Changes in Commitments from: January 26, 2010 :
: 26,935: 5,700 4,237 9,380 13,273 13,348 28,352 26,965: -1,417 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.2 21.0 54.4 54.9 90.6 91.1: 9.4 8.9
Old : 100.0: 13.0 19.1 19.2 58.2 52.2 90.5 90.5: 9.5 9.5
Other: 100.0: 60.8 11.0 7.8 23.3 76.8 91.8 95.5: 8.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 72 65 79 63 68 179 188:
Old : 236: 71 71 77 62 66 176 183:
Other: 74: 25 13 15 24 26 54 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 22.8 27.3 33.2 14.7 18.0 21.3 25.4
Old : 18.4 21.4 29.5 31.1 17.1 18.5 24.5 26.5
Other: 42.9 49.9 61.9 66.7 42.9 49.1 61.1 64.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 712,409: 48,543 140,901 29,657 503,686 386,964 581,886 557,523: 130,522 154,886
Old : 712,409: 48,543 140,901 29,657 503,686 386,964 581,886 557,523: 130,522 154,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -718: -859 4,169 1,466 -5,880 4,207 -5,273 9,842: 4,555 -10,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 19.8 4.2 70.7 54.3 81.7 78.3: 18.3 21.7
Old : 100.0: 6.8 19.8 4.2 70.7 54.3 81.7 78.3: 18.3 21.7
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 : 155: 23 29 29 79 83 120 123:
Old : 155: 23 29 29 79 83 120 123:
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 : 19.3 18.8 31.7 27.8 16.1 18.6 28.2 27.5
Old : 19.3 18.8 31.7 27.8 16.1 18.6 28.2 27.5
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 2, 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 : 7,364: 106 172 92 6,973 6,900 7,171 7,164: 193 200
Old : 7,364: 106 172 92 6,973 6,900 7,171 7,164: 193 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 473: 60 -14 19 399 495 478 500: -5 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.3 1.2 94.7 93.7 97.4 97.3: 2.6 2.7
Old : 100.0: 1.4 2.3 1.2 94.7 93.7 97.4 97.3: 2.6 2.7
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 : 23: 2 2 2 17 19 20 22:
Old : 23: 2 2 2 17 19 20 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 : 68.1 71.9 82.9 85.3 19.7 23.0 27.4 28.0
Old : 68.1 71.9 82.9 85.3 19.7 23.0 27.4 28.0
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 with Delta-adjusted Options and Futures Combined, February 2, 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 : 211,321: 54,560 28,461 36,457 86,361 118,441 177,378 183,359: 33,943 27,962
Old : 180,019: 48,027 26,745 29,068 72,924 99,006 150,018 154,820: 30,001 25,200
Other: 31,301: 10,767 5,949 3,156 13,437 19,435 27,360 28,539: 3,941 2,762
: : :
: : Changes in Commitments from: January 26, 2010 :
: 11,510: -910 6,356 2,330 8,046 -481 9,465 8,204: 2,045 3,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.5 17.3 40.9 56.0 83.9 86.8: 16.1 13.2
Old : 100.0: 26.7 14.9 16.1 40.5 55.0 83.3 86.0: 16.7 14.0
Other: 100.0: 34.4 19.0 10.1 42.9 62.1 87.4 91.2: 12.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 55 37 56 57 51 141 126:
Old : 167: 55 39 53 56 49 135 124:
Other: 68: 17 12 18 31 16 59 38:
:----------------------------------------------------------------------------------------------------
: 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 35.6 25.2 46.1 14.2 29.1 23.7 36.7
Old : 14.5 35.1 25.5 44.1 14.1 30.6 24.0 38.3
Other: 34.1 59.2 49.4 73.9 34.1 56.3 48.4 67.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 16,349: 4,238 1,484 1,438 7,533 12,315 13,208 15,237: 3,140 1,111
Old : 14,347: 4,239 1,476 1,233 6,139 10,896 11,612 13,606: 2,735 741
Other: 2,002: 105 114 98 1,393 1,419 1,597 1,631: 405 370
: : :
: : Changes in Commitments from: January 26, 2010 :
: 126: -328 51 230 317 274 219 554: -93 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.1 8.8 46.1 75.3 80.8 93.2: 19.2 6.8
Old : 100.0: 29.5 10.3 8.6 42.8 75.9 80.9 94.8: 19.1 5.2
Other: 100.0: 5.2 5.7 4.9 69.6 70.9 79.8 81.5: 20.2 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 30 12 12 33 22 69 43:
Old : 84: 29 14 10 32 21 66 41:
Other: 28: 5 3 5 10 13 18 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 : 20.3 58.6 32.3 70.9 20.3 54.4 31.6 65.4
Old : 20.5 62.2 33.2 74.5 20.5 57.8 32.2 68.2
Other: 60.8 47.3 72.5 67.9 60.8 45.6 70.0 65.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 1,022,581: 312,523 138,886 78,579 534,119 684,632 925,221 902,097: 97,361 120,484
Old : 1,022,581: 312,523 138,886 78,579 534,119 684,632 925,221 902,097: 97,361 120,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 70,126: 34,043 8,854 7,806 22,711 60,426 64,560 77,086: 5,566 -6,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.6 7.7 52.2 67.0 90.5 88.2: 9.5 11.8
Old : 100.0: 30.6 13.6 7.7 52.2 67.0 90.5 88.2: 9.5 11.8
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 : 248: 41 58 33 82 130 140 204:
Old : 248: 41 58 33 82 130 140 204:
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 20.3 41.2 26.6 30.8 18.1 37.2 23.2
Old : 33.7 20.3 41.2 26.6 30.8 18.1 37.2 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 2, 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 : 1,752,198: 167,994 258,703 202,187 1,087,039 978,606 1,457,220 1,439,496: 294,978 312,702
Old : 1,752,198: 167,994 258,703 202,187 1,087,039 978,606 1,457,220 1,439,496: 294,978 312,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 120,305: 34,087 -346 34,499 27,609 98,041 96,196 132,194: 24,109 -11,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.8 11.5 62.0 55.9 83.2 82.2: 16.8 17.8
Old : 100.0: 9.6 14.8 11.5 62.0 55.9 83.2 82.2: 16.8 17.8
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 : 251: 46 48 65 128 139 205 221:
Old : 251: 46 48 65 128 139 205 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 18.8 28.5 28.5 14.9 13.9 20.4 19.0
Old : 20.8 18.8 28.5 28.5 14.9 13.9 20.4 19.0
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 2, 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 : 937,173: 104,751 112,607 44,125 581,663 552,862 730,540 709,594: 206,633 227,578
Old : 937,173: 104,751 112,607 44,125 581,663 552,862 730,540 709,594: 206,633 227,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 70,208: 28,654 22,280 -681 34,389 45,006 62,362 66,605: 7,847 3,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.0 4.7 62.1 59.0 78.0 75.7: 22.0 24.3
Old : 100.0: 11.2 12.0 4.7 62.1 59.0 78.0 75.7: 22.0 24.3
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 : 151: 21 27 24 77 87 112 124:
Old : 151: 21 27 24 77 87 112 124:
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 16.3 32.3 26.6 14.5 12.2 24.4 20.1
Old : 21.5 16.3 32.3 26.6 14.5 12.2 24.4 20.1
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 with Delta-adjusted Options and Futures Combined, February 2, 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 : 870,364: 53,173 65,622 286,877 492,116 472,201 832,166 824,699: 38,198 45,665
Old : 870,364: 53,173 65,622 286,877 492,116 472,201 832,166 824,699: 38,198 45,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -47,168: -21,296 -11,137 -2,115 -21,920 -31,173 -45,332 -44,425: -1,836 -2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.5 33.0 56.5 54.3 95.6 94.8: 4.4 5.2
Old : 100.0: 6.1 7.5 33.0 56.5 54.3 95.6 94.8: 4.4 5.2
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 : 128: 27 32 45 58 60 107 119:
Old : 128: 27 32 45 58 60 107 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 27.8 49.1 40.7 16.0 5.7 19.4 9.9
Old : 32.5 27.8 49.1 40.7 16.0 5.7 19.4 9.9
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 2, 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 : 13,869: 2,786 1,854 0 7,791 7,861 10,577 9,715: 3,292 4,154
Old : 13,869: 2,786 1,854 0 7,791 7,861 10,577 9,715: 3,292 4,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 291: -54 172 0 0 999 -54 1,171: 345 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 13.4 0.0 56.2 56.7 76.3 70.0: 23.7 30.0
Old : 100.0: 20.1 13.4 0.0 56.2 56.7 76.3 70.0: 23.7 30.0
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: 5 4 0 5 7 10 11:
Old : 21: 5 4 0 5 7 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 49.6 72.8 64.1 57.6 49.6 72.8 64.1
Old : 57.6 49.6 72.8 64.1 57.6 49.6 72.8 64.1
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 2, 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 : 65,604: 20,470 11,245 1,119 30,422 40,780 52,011 53,144: 13,593 12,460
Old : 65,604: 20,470 11,245 1,119 30,422 40,780 52,011 53,144: 13,593 12,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,683: -5,336 2,367 -195 3,152 -7,167 -2,379 -4,995: -1,305 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 17.1 1.7 46.4 62.2 79.3 81.0: 20.7 19.0
Old : 100.0: 31.2 17.1 1.7 46.4 62.2 79.3 81.0: 20.7 19.0
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 : 93: 29 18 10 29 31 61 56:
Old : 93: 29 18 10 29 31 61 56:
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 : 18.9 30.7 31.7 49.2 18.8 27.8 31.1 44.5
Old : 18.9 30.7 31.7 49.2 18.8 27.8 31.1 44.5
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 2, 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 : 13,355: 9,657 12,689 0 3,105 566 12,762 13,255: 593 100
Old : 13,355: 9,657 12,689 0 3,105 566 12,762 13,255: 593 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 853: 320 871 0 931 -18 1,251 853: -398 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 95.0 0.0 23.2 4.2 95.6 99.3: 4.4 0.7
Old : 100.0: 72.3 95.0 0.0 23.2 4.2 95.6 99.3: 4.4 0.7
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 : 20: 10 5 0 3 2 13 7:
Old : 20: 10 5 0 3 2 13 7:
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 : 78.7 97.3 92.1 99.3 78.7 97.3 92.1 99.3
Old : 78.7 97.3 92.1 99.3 78.7 97.3 92.1 99.3
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 with Delta-adjusted Options and Futures Combined, February 2, 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 : 10,184: 455 2,231 382 9,204 7,434 10,041 10,047: 143 137
Old : 10,184: 455 2,231 382 9,204 7,434 10,041 10,047: 143 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 179: -70 283 136 97 -166 163 253: 16 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 21.9 3.8 90.4 73.0 98.6 98.7: 1.4 1.3
Old : 100.0: 4.5 21.9 3.8 90.4 73.0 98.6 98.7: 1.4 1.3
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 : 37: 4 9 2 13 14 18 24:
Old : 37: 4 9 2 13 14 18 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 : 70.1 54.0 87.4 74.7 70.1 48.8 78.0 66.4
Old : 70.1 54.0 87.4 74.7 70.1 48.8 78.0 66.4
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 with Delta-adjusted Options and Futures Combined, February 2, 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 : 21,218: 5,045 349 0 15,968 20,743 21,013 21,092: 205 126
Old : 21,218: 5,045 349 0 15,968 20,743 21,013 21,092: 205 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,562: 1,582 -13 0 -3,148 -1,555 -1,566 -1,568: 4 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 1.6 0.0 75.3 97.8 99.0 99.4: 1.0 0.6
Old : 100.0: 23.8 1.6 0.0 75.3 97.8 99.0 99.4: 1.0 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 : 33: 10 3 0 10 12 20 15:
Old : 33: 10 3 0 10 12 20 15:
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 : 65.4 75.5 89.3 91.5 65.4 68.3 83.7 82.9
Old : 65.4 75.5 89.3 91.5 65.4 68.3 83.7 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010