WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 619,175: 107,883 86,475 158,044 305,894 306,073 571,821 550,592: 47,355 68,583
Old : 487,078: 97,326 78,391 122,820 226,620 241,188 446,766 442,400: 40,313 44,679
Other: 132,097: 22,960 20,487 22,821 79,274 64,885 125,055 108,193: 7,042 23,904
: : :
: : Changes in Commitments from: September 7, 2010 :
: 17,055: 498 1,129 7,397 -638 2,847 7,257 11,372: 9,799 5,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.0 25.5 49.4 49.4 92.4 88.9: 7.6 11.1
Old : 100.0: 20.0 16.1 25.2 46.5 49.5 91.7 90.8: 8.3 9.2
Other: 100.0: 17.4 15.5 17.3 60.0 49.1 94.7 81.9: 5.3 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 165 153 180 100 136 369 371:
Old : 451: 169 142 158 90 131 339 351:
Other: 240: 51 65 51 56 110 143 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 16.8 28.6 23.8 16.3 11.8 25.6 16.6
Old : 19.2 19.3 29.0 27.0 18.5 15.3 26.0 21.2
Other: 36.1 18.3 50.3 26.7 33.6 13.0 42.7 18.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 1,999,764: 531,575 99,753 594,300 684,607 994,743 1,810,482 1,688,796: 189,282 310,968
Old : 1,790,860: 496,729 120,098 510,964 614,647 889,598 1,622,340 1,520,660: 168,520 270,200
Other: 208,904: 77,835 22,644 40,347 69,960 105,145 188,142 168,136: 20,763 40,768
: : :
: : Changes in Commitments from: September 7, 2010 :
: 73,586: 21,135 4,214 39,752 -867 21,657 60,020 65,623: 13,566 7,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.0 29.7 34.2 49.7 90.5 84.4: 9.5 15.6
Old : 100.0: 27.7 6.7 28.5 34.3 49.7 90.6 84.9: 9.4 15.1
Other: 100.0: 37.3 10.8 19.3 33.5 50.3 90.1 80.5: 9.9 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 956: 290 196 299 239 418 669 794:
Old : 947: 283 202 279 232 415 647 777:
Other: 554: 98 114 61 87 310 215 457:
:----------------------------------------------------------------------------------------------------
: 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 10.3 18.7 16.5 11.5 8.8 17.1 13.8
Old : 12.4 10.2 19.2 16.6 12.0 9.7 17.9 14.6
Other: 21.0 17.5 31.8 25.6 19.8 13.8 27.5 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 12,760: 3,208 252 899 5,606 9,981 9,713 11,132: 3,047 1,628
Old : 12,364: 3,135 256 713 5,470 9,794 9,318 10,764: 3,046 1,600
Other: 396: 78 0 181 136 187 395 368: 1 28
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,445: 940 -138 318 -64 916 1,194 1,096: 251 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.0 7.0 43.9 78.2 76.1 87.2: 23.9 12.8
Old : 100.0: 25.4 2.1 5.8 44.2 79.2 75.4 87.1: 24.6 12.9
Other: 100.0: 19.7 0.0 45.7 34.3 47.2 99.7 92.9: 0.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 1 7 14 12 37 20:
Old : 43: 19 4 7 14 12 37 20:
Other: 8: 4 0 4 1 3 5 7:
:----------------------------------------------------------------------------------------------------
: 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 62.4 43.2 76.9 27.3 58.2 40.4 70.8
Old : 28.3 64.4 42.3 76.9 28.2 61.2 41.7 72.7
Other: 98.2 90.2 99.7 92.9 53.5 47.2 54.0 47.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 691,008: 169,259 27,720 181,067 284,415 395,516 634,741 604,303: 56,267 86,705
Old : 649,894: 165,979 39,362 160,399 270,347 371,096 596,725 570,857: 53,170 79,037
Other: 41,113: 20,182 5,259 3,767 14,068 24,420 38,016 33,445: 3,097 7,668
: : :
: : Changes in Commitments from: September 7, 2010 :
: 4,551: 666 -1,384 -561 4,346 8,066 4,450 6,121: 101 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.0 26.2 41.2 57.2 91.9 87.5: 8.1 12.5
Old : 100.0: 25.5 6.1 24.7 41.6 57.1 91.8 87.8: 8.2 12.2
Other: 100.0: 49.1 12.8 9.2 34.2 59.4 92.5 81.3: 7.5 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 204 116 177 125 214 418 434:
Old : 562: 202 122 169 122 212 407 432:
Other: 230: 41 39 23 39 135 92 185:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 20.3 20.4 28.4 12.4 16.5 19.4 22.6
Old : 13.2 21.1 20.9 29.2 12.7 17.1 19.7 23.3
Other: 39.1 30.0 51.7 40.4 39.0 29.3 50.7 39.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 26,880: 23,934 1,945 291 19 6,002 24,244 8,238: 2,636 18,642
Old : 24,230: 21,638 2,055 170 19 5,247 21,827 7,472: 2,403 16,758
Other: 2,650: 2,412 6 5 0 755 2,417 766: 233 1,884
: : :
: : Changes in Commitments from: September 7, 2010 :
: -300: -446 -107 46 0 100 -400 39: 100 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 7.2 1.1 0.1 22.3 90.2 30.6: 9.8 69.4
Old : 100.0: 89.3 8.5 0.7 0.1 21.7 90.1 30.8: 9.9 69.2
Other: 100.0: 91.0 0.2 0.2 0.0 28.5 91.2 28.9: 8.8 71.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 6 8 1 13 24 26:
Old : 41: 20 8 7 1 13 24 25:
Other: 25: 11 1 1 0 13 11 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 : 60.4 11.8 74.8 18.8 60.3 11.8 74.1 18.8
Old : 62.6 10.9 75.9 18.4 62.5 10.9 75.7 18.4
Other: 69.4 22.0 86.4 26.9 69.4 22.0 86.4 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 344,716: 73,956 38,393 69,602 165,287 219,252 308,845 327,246: 35,871 17,469
Old : 338,838: 73,830 39,219 68,272 161,398 214,555 303,500 322,045: 35,338 16,792
Other: 5,878: 1,236 284 220 3,889 4,697 5,345 5,201: 533 677
: : :
: : Changes in Commitments from: September 7, 2010 :
: 20,042: 8,005 -6,083 7,566 3,789 19,425 19,360 20,909: 683 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.1 20.2 47.9 63.6 89.6 94.9: 10.4 5.1
Old : 100.0: 21.8 11.6 20.1 47.6 63.3 89.6 95.0: 10.4 5.0
Other: 100.0: 21.0 4.8 3.7 66.2 79.9 90.9 88.5: 9.1 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 85 60 90 68 73 209 189:
Old : 259: 88 62 89 68 73 208 189:
Other: 26: 7 4 5 9 7 20 13:
:----------------------------------------------------------------------------------------------------
: 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 32.8 24.7 44.6 12.5 27.7 20.3 35.4
Old : 15.3 32.3 24.6 44.0 12.6 27.4 20.5 35.2
Other: 61.7 73.8 79.2 86.9 61.7 70.7 78.9 81.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 780,032: 86,833 89,733 75,131 460,032 482,528 621,996 647,391: 158,036 132,641
Old : 780,032: 86,833 89,733 75,131 460,032 482,528 621,996 647,391: 158,036 132,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -20,701: -3,798 -11,990 -6,425 -7,871 6,666 -18,094 -11,748: -2,607 -8,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.5 9.6 59.0 61.9 79.7 83.0: 20.3 17.0
Old : 100.0: 11.1 11.5 9.6 59.0 61.9 79.7 83.0: 20.3 17.0
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 : 175: 36 31 46 88 84 149 136:
Old : 175: 36 31 46 88 84 149 136:
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 20.0 25.4 32.1 15.2 18.8 23.6 29.7
Old : 16.8 20.0 25.4 32.1 15.2 18.8 23.6 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 221,176: 28,098 26,345 5,232 144,687 158,714 178,017 190,291: 43,159 30,885
Old : 221,176: 28,098 26,345 5,232 144,687 158,714 178,017 190,291: 43,159 30,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,551: 394 -2,789 -1,210 1,777 6,939 961 2,940: 590 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.9 2.4 65.4 71.8 80.5 86.0: 19.5 14.0
Old : 100.0: 12.7 11.9 2.4 65.4 71.8 80.5 86.0: 19.5 14.0
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 : 50: 6 8 5 25 23 35 33:
Old : 50: 6 8 5 25 23 35 33:
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 : 33.2 52.8 49.9 67.9 30.7 51.6 47.4 66.7
Old : 33.2 52.8 49.9 67.9 30.7 51.6 47.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 9,495: 984 517 369 7,815 8,390 9,168 9,276: 327 219
Old : 9,495: 984 517 369 7,815 8,390 9,168 9,276: 327 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -418: 150 -355 -6 -550 -55 -406 -416: -12 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.4 3.9 82.3 88.4 96.6 97.7: 3.4 2.3
Old : 100.0: 10.4 5.4 3.9 82.3 88.4 96.6 97.7: 3.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 5 4 21 23 29 29:
Old : 35: 5 5 4 21 23 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 64.1 75.5 78.3 18.1 15.1 23.8 22.7
Old : 59.5 64.1 75.5 78.3 18.1 15.1 23.8 22.7
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, September 14, 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 : 233,291: 75,694 10,652 35,334 85,088 169,666 196,116 215,652: 37,174 17,639
Old : 227,461: 74,963 11,590 33,415 82,623 165,082 191,001 210,086: 36,460 17,375
Other: 5,830: 1,916 248 734 2,465 4,584 5,116 5,566: 714 264
: : :
: : Changes in Commitments from: September 7, 2010 :
: -7,797: -10,309 -3,399 1,111 5,850 -4,167 -3,348 -6,455: -4,449 -1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.6 15.1 36.5 72.7 84.1 92.4: 15.9 7.6
Old : 100.0: 33.0 5.1 14.7 36.3 72.6 84.0 92.4: 16.0 7.6
Other: 100.0: 32.9 4.3 12.6 42.3 78.6 87.7 95.5: 12.3 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 87 25 56 64 59 176 126:
Old : 202: 86 29 55 64 59 175 126:
Other: 32: 7 5 9 14 10 27 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 46.1 19.9 56.4 10.1 41.5 17.4 48.6
Old : 11.7 45.7 20.0 56.1 10.3 41.5 17.9 48.5
Other: 44.2 72.7 66.5 86.3 41.1 69.5 62.0 78.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 19,981: 6,313 3,670 2,854 5,662 11,430 14,829 17,954: 5,152 2,027
Old : 19,968: 6,305 3,670 2,854 5,661 11,420 14,820 17,944: 5,148 2,024
Other: 13: 8 0 0 1 10 9 10: 4 3
: : :
: : Changes in Commitments from: September 7, 2010 :
: 533: 292 -81 -6 195 470 481 382: 52 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 18.4 14.3 28.3 57.2 74.2 89.9: 25.8 10.1
Old : 100.0: 31.6 18.4 14.3 28.3 57.2 74.2 89.9: 25.8 10.1
Other: 100.0: 61.9 0.8 0.0 7.6 76.3 69.5 77.1: 30.5 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 51 16 16 23 23 85 48:
Old : 105: 51 16 16 23 23 85 48:
Other: 4: 1 1 0 1 1 2 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 : 21.1 32.5 30.5 50.8 21.1 32.1 29.0 50.3
Old : 21.1 32.5 30.5 50.8 21.1 32.1 29.0 50.4
Other: 69.5 77.1 69.5 77.1 69.5 77.1 69.5 77.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 727,502: 120,213 174,605 26,184 471,699 408,012 618,095 608,801: 109,407 118,701
Old : 727,502: 120,213 174,605 26,184 471,699 408,012 618,095 608,801: 109,407 118,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 33,067: -4,075 24,691 936 42,160 -5,459 39,021 20,168: -5,954 12,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 24.0 3.6 64.8 56.1 85.0 83.7: 15.0 16.3
Old : 100.0: 16.5 24.0 3.6 64.8 56.1 85.0 83.7: 15.0 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 33 46 23 81 101 127 157:
Old : 208: 33 46 23 81 101 127 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 17.2 33.1 26.0 18.1 17.1 29.0 25.4
Old : 22.0 17.2 33.1 26.0 18.1 17.1 29.0 25.4
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, September 14, 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 : 2,135,969: 185,279 181,146 262,500 1,387,272 1,359,010 1,835,050 1,802,656: 300,918 333,313
Old : 2,135,969: 185,279 181,146 262,500 1,387,272 1,359,010 1,835,050 1,802,656: 300,918 333,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -100,889: -3,016 -2,637 -17,682 -75,084 -61,224 -95,782 -81,543: -5,107 -19,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.5 12.3 64.9 63.6 85.9 84.4: 14.1 15.6
Old : 100.0: 8.7 8.5 12.3 64.9 63.6 85.9 84.4: 14.1 15.6
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 : 273: 50 46 67 147 149 226 233:
Old : 273: 50 46 67 147 149 226 233:
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 : 26.9 17.9 34.4 26.9 24.6 14.8 29.7 21.4
Old : 26.9 17.9 34.4 26.9 24.6 14.8 29.7 21.4
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, September 14, 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 : 980,481: 163,753 72,968 55,775 545,877 613,088 765,405 741,831: 215,076 238,650
Old : 980,481: 163,753 72,968 55,775 545,877 613,088 765,405 741,831: 215,076 238,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -53,698: -27,395 -20,214 6,511 -25,239 -31,011 -46,123 -44,714: -7,575 -8,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.4 5.7 55.7 62.5 78.1 75.7: 21.9 24.3
Old : 100.0: 16.7 7.4 5.7 55.7 62.5 78.1 75.7: 21.9 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: 34 21 31 71 83 115 125:
Old : 151: 34 21 31 71 83 115 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 19.3 32.7 27.2 20.2 16.2 29.5 23.0
Old : 21.7 19.3 32.7 27.2 20.2 16.2 29.5 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 1,261,443: 139,287 19,588 687,550 396,948 501,643 1,223,785 1,208,781: 37,658 52,662
Old : 1,261,443: 139,287 19,588 687,550 396,948 501,643 1,223,785 1,208,781: 37,658 52,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 17,312: -1,058 1,851 3,982 16,224 6,883 19,148 12,716: -1,836 4,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.6 54.5 31.5 39.8 97.0 95.8: 3.0 4.2
Old : 100.0: 11.0 1.6 54.5 31.5 39.8 97.0 95.8: 3.0 4.2
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 : 119: 35 19 43 60 59 111 105:
Old : 119: 35 19 43 60 59 111 105:
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 : 44.7 39.3 61.2 59.5 11.5 12.1 14.8 15.9
Old : 44.7 39.3 61.2 59.5 11.5 12.1 14.8 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 54,258: 11,190 6,172 2,994 32,321 38,986 46,505 48,152: 7,753 6,106
Old : 54,258: 11,190 6,172 2,994 32,321 38,986 46,505 48,152: 7,753 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,682: 4,510 1,711 -2,239 -495 4,747 1,776 4,219: -95 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 11.4 5.5 59.6 71.9 85.7 88.7: 14.3 11.3
Old : 100.0: 20.6 11.4 5.5 59.6 71.9 85.7 88.7: 14.3 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 : 105: 30 17 16 38 43 75 70:
Old : 105: 30 17 16 38 43 75 70:
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 : 31.0 35.8 43.6 50.5 29.1 30.2 39.8 44.0
Old : 31.0 35.8 43.6 50.5 29.1 30.2 39.8 44.0
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, September 14, 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 : 108,515: 22,380 12,344 5,988 64,642 77,972 93,010 96,304: 15,505 12,211
Old : 108,515: 22,380 12,344 5,988 64,642 77,972 93,010 96,304: 15,505 12,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 23,690: 5,445 1,249 4,046 10,264 15,660 19,755 20,955: 3,935 2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 11.4 5.5 59.6 71.9 85.7 88.7: 14.3 11.3
Old : 100.0: 20.6 11.4 5.5 59.6 71.9 85.7 88.7: 14.3 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 : 105: 30 17 16 38 43 75 70:
Old : 105: 30 17 16 38 43 75 70:
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 : 31.0 35.8 43.6 50.5 29.1 30.2 39.8 44.0
Old : 31.0 35.8 43.6 50.5 29.1 30.2 39.8 44.0
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, September 14, 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 : 9,884: 931 1,320 0 8,777 8,538 9,708 9,858: 176 26
Old : 9,884: 931 1,320 0 8,777 8,538 9,708 9,858: 176 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -7,388: -118 -1,303 -426 -6,734 -5,534 -7,278 -7,263: -110 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.4 0.0 88.8 86.4 98.2 99.7: 1.8 0.3
Old : 100.0: 9.4 13.4 0.0 88.8 86.4 98.2 99.7: 1.8 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 : 27: 3 5 0 8 13 11 18:
Old : 27: 3 5 0 8 13 11 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 : 84.3 70.1 96.0 87.4 75.2 57.0 82.3 72.0
Old : 84.3 70.1 96.0 87.4 75.2 57.0 82.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 33,802: 1,670 2,819 0 31,982 30,771 33,652 33,590: 150 212
Old : 33,802: 1,670 2,819 0 31,982 30,771 33,652 33,590: 150 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -7,104: 333 -656 -260 -7,135 -6,056 -7,062 -6,972: -42 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.3 0.0 94.6 91.0 99.6 99.4: 0.4 0.6
Old : 100.0: 4.9 8.3 0.0 94.6 91.0 99.6 99.4: 0.4 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 : 30: 4 3 0 6 19 10 22:
Old : 30: 4 3 0 6 19 10 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 : 96.3 73.4 99.3 88.2 95.9 73.4 98.8 88.2
Old : 96.3 73.4 99.3 88.2 95.9 73.4 98.8 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010