WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 649,033: 90,266 106,349 175,155 337,031 301,490 602,452 582,994: 46,581 66,039
Old : 495,060: 80,292 99,398 129,570 246,605 225,309 456,467 454,278: 38,593 40,782
Other: 153,973: 28,921 25,898 26,638 90,426 76,180 145,985 128,716: 7,987 25,256
: : :
: : Changes in Commitments from: October 5, 2010 :
: 24,201: 1,444 7,884 14,647 7,231 3,071 23,323 25,602: 879 -1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.4 27.0 51.9 46.5 92.8 89.8: 7.2 10.2
Old : 100.0: 16.2 20.1 26.2 49.8 45.5 92.2 91.8: 7.8 8.2
Other: 100.0: 18.8 16.8 17.3 58.7 49.5 94.8 83.6: 5.2 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 157 164 190 105 143 376 395:
Old : 464: 151 164 168 95 137 344 374:
Other: 258: 65 64 66 62 112 166 213:
:----------------------------------------------------------------------------------------------------
: 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 15.0 28.6 22.0 15.9 10.0 25.3 13.8
Old : 19.4 17.9 29.2 25.0 18.2 14.8 25.7 19.3
Other: 34.3 20.5 47.5 28.9 31.9 17.3 42.4 22.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,357,123: 549,402 99,568 817,706 768,431 1,134,977 2,135,538 2,052,251: 221,585 304,872
Old : 2,067,312: 482,469 107,950 716,929 675,333 987,034 1,874,731 1,811,913: 192,581 255,399
Other: 289,811: 109,424 34,109 58,285 93,098 147,944 260,808 240,338: 29,004 49,473
: : :
: : Changes in Commitments from: October 5, 2010 :
: 246,336: 20,330 5,046 157,029 50,023 83,044 227,382 245,119: 18,954 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.2 34.7 32.6 48.2 90.6 87.1: 9.4 12.9
Old : 100.0: 23.3 5.2 34.7 32.7 47.7 90.7 87.6: 9.3 12.4
Other: 100.0: 37.8 11.8 20.1 32.1 51.0 90.0 82.9: 10.0 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 947: 293 176 304 273 429 687 799:
Old : 936: 273 189 284 266 424 662 782:
Other: 613: 115 122 80 110 333 266 499:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.8 16.4 15.8 9.3 8.1 13.9 12.5
Old : 10.5 9.7 16.8 16.0 9.7 8.7 14.4 13.0
Other: 19.0 14.8 28.0 22.9 17.4 12.1 24.4 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,427: 3,314 203 868 7,056 11,765 11,238 12,837: 3,189 1,590
Old : 13,587: 3,304 192 710 6,440 11,143 10,453 12,045: 3,134 1,542
Other: 840: 18 19 151 616 622 785 792: 55 48
: : :
: : Changes in Commitments from: October 5, 2010 :
: 47: -593 -78 -28 222 172 -398 67: 445 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 1.4 6.0 48.9 81.5 77.9 89.0: 22.1 11.0
Old : 100.0: 24.3 1.4 5.2 47.4 82.0 76.9 88.7: 23.1 11.3
Other: 100.0: 2.1 2.2 18.0 73.4 74.1 93.4 94.2: 6.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 4 7 16 13 39 21:
Old : 43: 19 3 6 16 13 38 20:
Other: 13: 3 3 5 3 4 8 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 : 24.6 58.7 41.3 74.2 22.2 45.2 35.8 59.9
Old : 25.4 61.3 41.3 75.1 24.5 50.3 38.9 63.3
Other: 88.6 78.7 93.4 93.0 74.7 74.1 75.5 76.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 882,934: 189,561 26,882 277,568 351,834 482,246 818,963 786,697: 63,971 96,237
Old : 809,559: 175,138 38,914 250,538 324,925 437,634 750,601 727,087: 58,958 82,472
Other: 73,375: 33,392 6,936 8,061 26,909 44,612 68,362 59,609: 5,013 13,766
: : :
: : Changes in Commitments from: October 5, 2010 :
: 80,631: 6,500 -6,497 40,819 31,556 42,222 78,875 76,544: 1,756 4,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 3.0 31.4 39.8 54.6 92.8 89.1: 7.2 10.9
Old : 100.0: 21.6 4.8 30.9 40.1 54.1 92.7 89.8: 7.3 10.2
Other: 100.0: 45.5 9.5 11.0 36.7 60.8 93.2 81.2: 6.8 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 214 132 222 135 224 471 491:
Old : 612: 208 147 213 129 221 459 484:
Other: 276: 65 48 32 43 147 118 218:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 21.5 19.1 28.6 10.1 16.8 15.4 21.4
Old : 11.8 21.6 20.2 29.1 10.8 17.5 16.4 22.3
Other: 40.6 29.1 55.3 36.2 40.6 28.9 55.1 35.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 407,654: 105,176 24,567 88,599 172,831 273,832 366,606 386,998: 41,048 20,656
Old : 397,109: 105,020 25,022 86,973 164,510 265,362 356,502 377,357: 40,607 19,752
Other: 10,544: 1,669 1,057 113 8,321 8,470 10,103 9,640: 441 904
: : :
: : Changes in Commitments from: October 5, 2010 :
: 24,515: -8,632 -1,752 15,184 13,936 9,100 20,488 22,532: 4,027 1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.0 21.7 42.4 67.2 89.9 94.9: 10.1 5.1
Old : 100.0: 26.4 6.3 21.9 41.4 66.8 89.8 95.0: 10.2 5.0
Other: 100.0: 15.8 10.0 1.1 78.9 80.3 95.8 91.4: 4.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 120 50 82 64 75 229 177:
Old : 273: 121 52 81 64 75 227 177:
Other: 39: 13 5 5 13 8 30 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 : 15.9 34.6 25.5 46.3 11.4 26.8 18.1 34.6
Old : 15.2 33.7 24.8 45.4 11.6 27.6 18.5 35.0
Other: 71.1 79.8 84.3 89.0 71.1 77.5 84.3 86.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 790,917: 97,425 105,686 49,510 473,550 494,227 620,485 649,423: 170,432 141,494
Old : 790,917: 97,425 105,686 49,510 473,550 494,227 620,485 649,423: 170,432 141,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 14,845: 15,142 9,959 -3,248 -4,877 766 7,017 7,478: 7,828 7,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.4 6.3 59.9 62.5 78.5 82.1: 21.5 17.9
Old : 100.0: 12.3 13.4 6.3 59.9 62.5 78.5 82.1: 21.5 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 : 177: 34 31 42 89 91 144 143:
Old : 177: 34 31 42 89 91 144 143:
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 19.3 27.6 31.9 17.3 17.1 25.9 29.6
Old : 18.8 19.3 27.6 31.9 17.3 17.1 25.9 29.6
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, 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 : 232,943: 37,984 26,310 284 148,546 170,939 186,814 197,533: 46,129 35,411
Old : 232,943: 37,984 26,310 284 148,546 170,939 186,814 197,533: 46,129 35,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 6,581: 2,039 2,940 -41 6,489 1,965 8,488 4,864: -1,906 1,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.3 0.1 63.8 73.4 80.2 84.8: 19.8 15.2
Old : 100.0: 16.3 11.3 0.1 63.8 73.4 80.2 84.8: 19.8 15.2
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 : 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 : 33.0 54.5 50.6 67.0 30.6 53.7 48.2 66.2
Old : 33.0 54.5 50.6 67.0 30.6 53.7 48.2 66.2
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 233,016: 63,265 13,366 42,168 90,134 159,129 195,567 214,663: 37,449 18,353
Old : 225,062: 62,559 14,318 39,353 86,564 153,351 188,476 207,022: 36,586 18,041
Other: 7,954: 2,442 784 1,079 3,570 5,778 7,091 7,642: 863 312
: : :
: : Changes in Commitments from: October 5, 2010 :
: 11,837: 4,173 -1,356 5,171 3,387 9,993 12,731 13,808: -894 -1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.7 18.1 38.7 68.3 83.9 92.1: 16.1 7.9
Old : 100.0: 27.8 6.4 17.5 38.5 68.1 83.7 92.0: 16.3 8.0
Other: 100.0: 30.7 9.9 13.6 44.9 72.7 89.1 96.1: 10.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 76 30 55 75 70 176 137:
Old : 200: 75 32 55 75 70 175 137:
Other: 42: 14 6 10 17 11 35 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 37.7 19.6 49.4 9.2 30.8 15.5 38.5
Old : 12.8 37.1 20.2 48.8 9.5 30.8 16.1 38.4
Other: 40.4 69.5 57.8 82.5 40.4 67.0 57.0 73.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 20,090: 4,941 2,293 3,573 6,637 12,736 15,152 18,602: 4,938 1,488
Old : 19,974: 4,987 2,293 3,526 6,540 12,671 15,053 18,490: 4,921 1,485
Other: 116: 1 47 1 97 65 99 113: 17 3
: : :
: : Changes in Commitments from: October 5, 2010 :
: 476: -26 -349 216 227 1,029 418 897: 58 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.4 17.8 33.0 63.4 75.4 92.6: 24.6 7.4
Old : 100.0: 25.0 11.5 17.7 32.7 63.4 75.4 92.6: 24.6 7.4
Other: 100.0: 1.1 40.6 0.5 84.0 56.3 85.6 97.4: 14.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 47 9 15 28 22 82 45:
Old : 96: 48 9 15 28 22 82 45:
Other: 11: 2 2 1 4 3 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 38.3 33.0 54.8 21.7 37.8 28.5 52.9
Old : 22.1 38.5 33.0 54.9 21.7 38.3 28.5 53.5
Other: 84.6 96.1 85.6 97.4 84.1 96.1 85.1 96.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 773,585: 188,080 123,562 35,936 433,715 491,069 657,732 650,568: 115,853 123,017
Old : 773,585: 188,080 123,562 35,936 433,715 491,069 657,732 650,568: 115,853 123,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 15,610: -14,931 -3,200 8,382 16,791 1,887 10,242 7,069: 5,368 8,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.0 4.6 56.1 63.5 85.0 84.1: 15.0 15.9
Old : 100.0: 24.3 16.0 4.6 56.1 63.5 85.0 84.1: 15.0 15.9
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 : 218: 36 43 29 84 103 138 158:
Old : 218: 36 43 29 84 103 138 158:
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 : 18.0 18.8 29.5 28.5 15.2 17.1 24.4 25.7
Old : 18.0 18.8 29.5 28.5 15.2 17.1 24.4 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,313,493: 247,911 182,956 302,783 1,415,243 1,478,643 1,965,936 1,964,382: 347,556 349,110
Old : 2,313,493: 247,911 182,956 302,783 1,415,243 1,478,643 1,965,936 1,964,382: 347,556 349,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 37,093: 9,024 -28,007 27,894 -26,815 18,467 10,103 18,354: 26,989 18,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.9 13.1 61.2 63.9 85.0 84.9: 15.0 15.1
Old : 100.0: 10.7 7.9 13.1 61.2 63.9 85.0 84.9: 15.0 15.1
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 : 299: 54 56 82 156 165 253 260:
Old : 299: 54 56 82 156 165 253 260:
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 : 20.4 18.4 30.0 26.7 17.1 14.5 23.6 20.9
Old : 20.4 18.4 30.0 26.7 17.1 14.5 23.6 20.9
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, 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 : 1,140,360: 212,982 85,113 76,845 619,801 720,035 909,628 881,993: 230,732 258,367
Old : 1,140,360: 212,982 85,113 76,845 619,801 720,035 909,628 881,993: 230,732 258,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 70,816: 1,349 3,939 13,630 53,940 44,436 68,919 62,005: 1,897 8,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 6.7 54.4 63.1 79.8 77.3: 20.2 22.7
Old : 100.0: 18.7 7.5 6.7 54.4 63.1 79.8 77.3: 20.2 22.7
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 : 168: 34 32 33 75 89 126 137:
Old : 168: 34 32 33 75 89 126 137:
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 : 16.1 16.9 25.9 25.6 13.9 13.8 22.8 21.1
Old : 16.1 16.9 25.9 25.6 13.9 13.8 22.8 21.1
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, 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 : 1,313,146: 121,130 22,424 736,280 420,521 504,648 1,277,931 1,263,352: 35,215 49,795
Old : 1,313,146: 121,130 22,424 736,280 420,521 504,648 1,277,931 1,263,352: 35,215 49,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 36,387: 905 -633 17,522 20,951 21,864 39,377 38,752: -2,990 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.7 56.1 32.0 38.4 97.3 96.2: 2.7 3.8
Old : 100.0: 9.2 1.7 56.1 32.0 38.4 97.3 96.2: 2.7 3.8
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 : 114: 33 17 40 57 57 104 101:
Old : 114: 33 17 40 57 57 104 101:
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 : 44.4 39.3 60.8 60.1 10.2 10.8 13.8 14.7
Old : 44.4 39.3 60.8 60.1 10.2 10.8 13.8 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 47,098: 17,240 4,668 794 22,532 36,596 40,566 42,058: 6,532 5,040
Old : 47,098: 17,240 4,668 794 22,532 36,596 40,566 42,058: 6,532 5,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -3,456: -4,131 775 114 1,510 -3,659 -2,507 -2,769: -949 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 9.9 1.7 47.8 77.7 86.1 89.3: 13.9 10.7
Old : 100.0: 36.6 9.9 1.7 47.8 77.7 86.1 89.3: 13.9 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 : 94: 27 11 10 29 39 59 57:
Old : 94: 27 11 10 29 39 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 30.3 41.9 49.0 26.1 30.3 40.7 49.0
Old : 27.2 30.3 41.9 49.0 26.1 30.3 40.7 49.0
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, 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 : 94,196: 34,479 9,336 1,589 45,065 73,191 81,133 84,116: 13,063 10,080
Old : 94,196: 34,479 9,336 1,589 45,065 73,191 81,133 84,116: 13,063 10,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -6,912: -8,262 1,550 228 3,020 -7,317 -5,013 -5,539: -1,899 -1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 9.9 1.7 47.8 77.7 86.1 89.3: 13.9 10.7
Old : 100.0: 36.6 9.9 1.7 47.8 77.7 86.1 89.3: 13.9 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 : 94: 27 11 10 29 39 59 57:
Old : 94: 27 11 10 29 39 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 30.3 41.9 49.0 26.1 30.3 40.7 49.0
Old : 27.2 30.3 41.9 49.0 26.1 30.3 40.7 49.0
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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