WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 672,609: 102,812 103,889 184,812 325,927 314,985 613,551 603,686: 59,058 68,923
Old : 482,628: 86,887 89,539 129,500 216,069 223,538 432,456 442,576: 50,172 40,052
Other: 189,981: 36,476 34,901 34,761 109,858 91,447 181,095 161,110: 8,886 28,871
: : :
: : Changes in Commitments from: November 2, 2010 :
: 10,249: 1,462 -193 276 3,776 5,933 5,513 6,016: 4,736 4,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.4 27.5 48.5 46.8 91.2 89.8: 8.8 10.2
Old : 100.0: 18.0 18.6 26.8 44.8 46.3 89.6 91.7: 10.4 8.3
Other: 100.0: 19.2 18.4 18.3 57.8 48.1 95.3 84.8: 4.7 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 499: 179 162 210 100 140 401 403:
Old : 478: 185 144 177 90 136 364 376:
Other: 280: 69 84 81 62 107 182 230:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 17.7 26.4 23.9 15.8 14.5 24.6 18.0
Old : 17.9 20.7 26.0 27.4 17.4 18.5 24.1 23.2
Other: 32.9 20.3 44.4 28.5 30.3 18.0 40.5 23.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 2,572,723: 555,857 133,620 894,665 871,299 1,236,594 2,321,822 2,264,879: 250,901 307,843
Old : 2,169,635: 474,866 136,307 757,636 723,161 1,029,346 1,955,663 1,923,289: 213,973 246,346
Other: 403,087: 143,245 59,566 74,776 148,138 207,247 366,159 341,590: 36,928 61,497
: : :
: : Changes in Commitments from: November 2, 2010 :
: 81,374: -1,712 9,844 40,857 27,006 28,279 66,151 78,981: 15,223 2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.2 34.8 33.9 48.1 90.2 88.0: 9.8 12.0
Old : 100.0: 21.9 6.3 34.9 33.3 47.4 90.1 88.6: 9.9 11.4
Other: 100.0: 35.5 14.8 18.6 36.8 51.4 90.8 84.7: 9.2 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 997: 323 162 330 316 455 761 847:
Old : 981: 307 175 304 302 447 726 820:
Other: 664: 113 147 88 137 357 305 542:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 8.3 16.0 14.0 8.3 6.2 12.1 9.8
Old : 9.9 8.5 16.4 13.9 8.7 6.7 12.5 9.8
Other: 20.1 12.7 28.9 19.8 19.8 10.6 26.4 14.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 15,477: 3,415 296 1,188 7,370 12,172 11,973 13,657: 3,503 1,820
Old : 14,268: 3,409 287 942 6,482 11,318 10,833 12,547: 3,434 1,720
Other: 1,209: 14 18 237 888 854 1,140 1,109: 69 100
: : :
: : Changes in Commitments from: November 2, 2010 :
: 188: 85 45 -53 -12 55 20 47: 168 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 1.9 7.7 47.6 78.7 77.4 88.2: 22.6 11.8
Old : 100.0: 23.9 2.0 6.6 45.4 79.3 75.9 87.9: 24.1 12.1
Other: 100.0: 1.2 1.5 19.6 73.5 70.7 94.3 91.8: 5.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 8 7 16 13 38 24:
Old : 44: 18 7 6 15 13 36 23:
Other: 14: 3 3 6 5 3 11 9:
:----------------------------------------------------------------------------------------------------
: 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 59.3 43.1 74.6 25.2 47.1 38.0 60.6
Old : 28.7 61.9 44.4 74.2 26.6 51.8 40.5 63.3
Other: 76.1 83.7 91.8 91.1 73.3 72.0 74.7 72.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 878,931: 230,094 34,612 253,284 325,447 494,955 808,825 782,851: 70,106 96,080
Old : 763,113: 198,167 27,772 219,693 282,709 438,916 700,570 686,381: 62,543 76,731
Other: 115,819: 48,412 23,324 17,106 42,738 56,039 108,255 96,470: 7,563 19,349
: : :
: : Changes in Commitments from: November 2, 2010 :
: 69,452: 15,434 12,433 44,627 5,232 8,921 65,294 65,981: 4,158 3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.9 28.8 37.0 56.3 92.0 89.1: 8.0 10.9
Old : 100.0: 26.0 3.6 28.8 37.0 57.5 91.8 89.9: 8.2 10.1
Other: 100.0: 41.8 20.1 14.8 36.9 48.4 93.5 83.3: 6.5 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 221 121 191 127 246 440 491:
Old : 611: 213 125 180 122 238 421 473:
Other: 351: 79 78 55 44 180 151 286:
:----------------------------------------------------------------------------------------------------
: 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 21.7 19.0 29.3 10.7 16.6 16.5 22.2
Old : 12.7 23.7 20.6 31.8 11.8 19.2 18.1 24.9
Other: 27.7 18.5 41.8 27.3 27.1 18.1 39.7 24.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 23,404: 19,595 1,105 1,257 38 3,922 20,890 6,284: 2,514 17,120
Old : 14,584: 11,474 1,241 1,026 38 2,049 12,538 4,316: 2,046 10,268
Other: 8,820: 8,347 90 5 0 1,873 8,352 1,968: 468 6,852
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,228: 3,384 715 -315 38 1,338 3,107 1,738: 121 1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 4.7 5.4 0.2 16.8 89.3 26.9: 10.7 73.1
Old : 100.0: 78.7 8.5 7.0 0.3 14.0 86.0 29.6: 14.0 70.4
Other: 100.0: 94.6 1.0 0.1 0.0 21.2 94.7 22.3: 5.3 77.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 21 4 6 2 8 23 18:
Old : 33: 20 5 6 2 8 23 18:
Other: 24: 15 1 1 0 8 15 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 : 49.4 15.1 69.9 21.1 45.8 12.7 65.3 17.8
Old : 42.2 16.4 62.3 24.3 41.8 12.0 60.7 19.0
Other: 64.5 16.2 86.0 21.5 64.5 16.2 86.0 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 497,696: 96,613 29,379 127,165 231,246 319,175 455,024 475,720: 42,672 21,976
Old : 481,596: 98,148 30,839 122,088 220,517 307,595 440,753 460,522: 40,843 21,074
Other: 16,100: 3,360 3,435 183 10,728 11,581 14,271 15,198: 1,829 902
: : :
: : Changes in Commitments from: November 2, 2010 :
: 29,820: -5,831 1,696 12,841 20,328 13,992 27,338 28,529: 2,481 1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.9 25.6 46.5 64.1 91.4 95.6: 8.6 4.4
Old : 100.0: 20.4 6.4 25.4 45.8 63.9 91.5 95.6: 8.5 4.4
Other: 100.0: 20.9 21.3 1.1 66.6 71.9 88.6 94.4: 11.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 106 55 94 64 72 224 189:
Old : 265: 106 62 92 64 72 221 189:
Other: 59: 21 9 9 19 12 44 27:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 32.2 25.5 43.2 9.4 23.2 14.8 30.1
Old : 14.9 32.0 25.1 42.9 9.6 24.2 15.4 30.6
Other: 52.6 55.3 66.1 84.5 52.6 54.6 66.1 82.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 778,018: 103,709 105,280 55,189 464,850 458,939 623,748 619,408: 154,270 158,609
Old : 778,018: 103,709 105,280 55,189 464,850 458,939 623,748 619,408: 154,270 158,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 7,730: 27,153 3,484 2,389 -18,781 -9,448 10,761 -3,575: -3,031 11,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.5 7.1 59.7 59.0 80.2 79.6: 19.8 20.4
Old : 100.0: 13.3 13.5 7.1 59.7 59.0 80.2 79.6: 19.8 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 39 30 45 93 84 152 139:
Old : 174: 39 30 45 93 84 152 139:
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 : 16.9 17.5 25.3 27.5 15.9 15.4 23.5 23.6
Old : 16.9 17.5 25.3 27.5 15.9 15.4 23.5 23.6
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, November 9, 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 : 299,921: 36,374 43,001 1,102 206,847 213,056 244,323 257,159: 55,598 42,763
Old : 299,921: 36,374 43,001 1,102 206,847 213,056 244,323 257,159: 55,598 42,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 44,137: 1,940 6,650 423 40,038 32,039 42,401 39,112: 1,736 5,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.3 0.4 69.0 71.0 81.5 85.7: 18.5 14.3
Old : 100.0: 12.1 14.3 0.4 69.0 71.0 81.5 85.7: 18.5 14.3
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 : 52: 5 7 2 32 31 39 38:
Old : 52: 5 7 2 32 31 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 47.2 47.7 62.9 28.4 43.0 45.6 57.3
Old : 29.9 47.2 47.7 62.9 28.4 43.0 45.6 57.3
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, November 9, 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 : 8,114: 1,016 940 712 6,036 6,192 7,764 7,844: 350 270
Old : 8,114: 1,016 940 712 6,036 6,192 7,764 7,844: 350 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 8: 80 215 -92 35 -124 23 -1: -15 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.6 8.8 74.4 76.3 95.7 96.7: 4.3 3.3
Old : 100.0: 12.5 11.6 8.8 74.4 76.3 95.7 96.7: 4.3 3.3
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: 9 5 5 15 19 27 26:
Old : 35: 9 5 5 15 19 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 50.6 75.0 73.5 33.3 28.8 40.1 39.0
Old : 59.6 50.6 75.0 73.5 33.3 28.8 40.1 39.0
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, November 9, 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 : 251,173: 57,872 6,060 54,485 98,816 176,416 211,173 236,961: 40,000 14,212
Old : 237,097: 56,651 7,878 49,813 92,375 165,610 198,839 223,301: 38,258 13,796
Other: 14,076: 3,714 676 2,179 6,441 10,806 12,334 13,660: 1,742 415
: : :
: : Changes in Commitments from: November 2, 2010 :
: 2,298: -2,218 -5,575 4,537 1,168 6,243 3,488 5,205: -1,189 -2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 2.4 21.7 39.3 70.2 84.1 94.3: 15.9 5.7
Old : 100.0: 23.9 3.3 21.0 39.0 69.8 83.9 94.2: 16.1 5.8
Other: 100.0: 26.4 4.8 15.5 45.8 76.8 87.6 97.0: 12.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 88 22 58 80 74 190 140:
Old : 212: 84 28 57 80 74 187 140:
Other: 64: 23 6 13 27 19 54 35:
:----------------------------------------------------------------------------------------------------
: 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 36.8 19.7 48.2 7.6 29.1 13.0 36.6
Old : 11.2 36.6 19.2 47.6 8.0 28.7 13.6 35.9
Other: 29.9 61.1 43.5 75.1 28.9 56.8 40.6 67.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 20,982: 5,073 2,048 2,940 7,155 14,437 15,168 19,426: 5,813 1,556
Old : 20,444: 5,124 2,052 2,877 6,735 14,181 14,736 19,110: 5,708 1,335
Other: 537: 9 56 4 420 257 432 316: 105 221
: : :
: : Changes in Commitments from: November 2, 2010 :
: 394: -62 -36 215 348 108 501 287: -107 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.8 14.0 34.1 68.8 72.3 92.6: 27.7 7.4
Old : 100.0: 25.1 10.0 14.1 32.9 69.4 72.1 93.5: 27.9 6.5
Other: 100.0: 1.6 10.4 0.7 78.1 47.8 80.4 58.9: 19.6 41.1
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 42 12 14 29 22 80 42:
Old : 91: 43 12 14 29 22 80 42:
Other: 17: 5 2 3 5 6 10 11:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 46.8 27.7 61.0 17.5 44.9 24.3 57.4
Old : 18.7 47.3 28.3 61.6 17.8 47.1 24.8 59.8
Other: 75.4 52.8 80.2 58.2 74.5 52.8 78.7 57.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 777,069: 153,231 153,717 51,024 456,876 462,586 661,131 667,328: 115,938 109,741
Old : 777,069: 153,231 153,717 51,024 456,876 462,586 661,131 667,328: 115,938 109,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 13,988: -20,393 23,313 -2,106 40,251 -12,361 17,751 8,846: -3,764 5,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.8 6.6 58.8 59.5 85.1 85.9: 14.9 14.1
Old : 100.0: 19.7 19.8 6.6 58.8 59.5 85.1 85.9: 14.9 14.1
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 : 213: 36 44 28 83 105 136 162:
Old : 213: 36 44 28 83 105 136 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 17.7 36.6 27.0 21.5 16.3 31.6 24.2
Old : 25.6 17.7 36.6 27.0 21.5 16.3 31.6 24.2
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, November 9, 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 : 2,151,832: 270,043 209,329 302,731 1,247,193 1,287,749 1,819,968 1,799,809: 331,864 352,023
Old : 2,151,832: 270,043 209,329 302,731 1,247,193 1,287,749 1,819,968 1,799,809: 331,864 352,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 4,720: 57,551 12,617 2,136 -69,813 -18,378 -10,126 -3,625: 14,846 8,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.7 14.1 58.0 59.8 84.6 83.6: 15.4 16.4
Old : 100.0: 12.5 9.7 14.1 58.0 59.8 84.6 83.6: 15.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 55 62 75 157 156 248 257:
Old : 300: 55 62 75 157 156 248 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 16.6 22.7 23.8 11.8 13.4 16.7 18.6
Old : 15.0 16.6 22.7 23.8 11.8 13.4 16.7 18.6
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, November 9, 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 : 1,323,817: 270,989 110,179 84,041 756,114 862,819 1,111,144 1,057,038: 212,673 266,778
Old : 1,323,817: 270,989 110,179 84,041 756,114 862,819 1,111,144 1,057,038: 212,673 266,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 132,502: 27,514 34,433 6,571 96,687 83,380 130,771 124,383: 1,731 8,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 8.3 6.3 57.1 65.2 83.9 79.8: 16.1 20.2
Old : 100.0: 20.5 8.3 6.3 57.1 65.2 83.9 79.8: 16.1 20.2
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 : 180: 39 30 36 81 97 135 148:
Old : 180: 39 30 36 81 97 135 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 20.1 34.9 28.4 23.8 18.4 31.1 25.7
Old : 25.4 20.1 34.9 28.4 23.8 18.4 31.1 25.7
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, November 9, 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 : 1,241,634: 117,947 22,088 673,180 410,735 492,055 1,201,862 1,187,324: 39,772 54,311
Old : 1,241,634: 117,947 22,088 673,180 410,735 492,055 1,201,862 1,187,324: 39,772 54,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 48,836: 1,738 2,847 18,449 25,347 23,702 45,534 44,998: 3,302 3,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.8 54.2 33.1 39.6 96.8 95.6: 3.2 4.4
Old : 100.0: 9.5 1.8 54.2 33.1 39.6 96.8 95.6: 3.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 32 15 36 57 51 100 91:
Old : 108: 32 15 36 57 51 100 91:
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 : 42.9 36.4 58.5 57.3 9.8 10.8 13.2 14.7
Old : 42.9 36.4 58.5 57.3 9.8 10.8 13.2 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, November 9, 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 : 52,608: 22,618 6,775 567 22,486 39,940 45,671 47,282: 6,938 5,327
Old : 52,608: 22,618 6,775 567 22,486 39,940 45,671 47,282: 6,938 5,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 2,478: 2,657 2,622 -32 497 237 3,122 2,827: -644 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 12.9 1.1 42.7 75.9 86.8 89.9: 13.2 10.1
Old : 100.0: 43.0 12.9 1.1 42.7 75.9 86.8 89.9: 13.2 10.1
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 : 95: 32 13 8 27 33 63 50:
Old : 95: 32 13 8 27 33 63 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 37.8 36.3 57.1 21.1 37.8 35.5 57.1
Old : 21.9 37.8 36.3 57.1 21.1 37.8 35.5 57.1
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, November 9, 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 : 105,216: 45,236 13,550 1,133 44,972 79,881 91,341 94,563: 13,875 10,653
Old : 105,216: 45,236 13,550 1,133 44,972 79,881 91,341 94,563: 13,875 10,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 4,956: 5,314 5,245 -63 993 473 6,244 5,655: -1,288 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 12.9 1.1 42.7 75.9 86.8 89.9: 13.2 10.1
Old : 100.0: 43.0 12.9 1.1 42.7 75.9 86.8 89.9: 13.2 10.1
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 : 95: 32 13 8 27 33 63 50:
Old : 95: 32 13 8 27 33 63 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 37.8 36.3 57.1 21.1 37.8 35.5 57.1
Old : 21.9 37.8 36.3 57.1 21.1 37.8 35.5 57.1
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, November 9, 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 : 15,463: 789 2,303 0 14,407 13,066 15,196 15,369: 267 94
Old : 15,463: 789 2,303 0 14,407 13,066 15,196 15,369: 267 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,029: -135 449 0 1,142 588 1,007 1,037: 22 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 14.9 0.0 93.2 84.5 98.3 99.4: 1.7 0.6
Old : 100.0: 5.1 14.9 0.0 93.2 84.5 98.3 99.4: 1.7 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 : 31: 4 7 0 12 12 16 19:
Old : 31: 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 : 75.8 82.8 93.6 91.8 75.8 74.4 86.1 81.8
Old : 75.8 82.8 93.6 91.8 75.8 74.4 86.1 81.8
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, November 9, 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 : 44,100: 2,363 4,388 250 40,958 39,363 43,571 44,001: 529 99
Old : 44,100: 2,363 4,388 250 40,958 39,363 43,571 44,001: 529 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -1,900: 563 407 250 -2,789 -2,407 -1,976 -1,750: 76 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.0 0.6 92.9 89.3 98.8 99.8: 1.2 0.2
Old : 100.0: 5.4 10.0 0.6 92.9 89.3 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 4 1 7 18 15 22:
Old : 32: 7 4 1 7 18 15 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 : 93.0 63.5 97.4 88.6 83.5 62.6 87.8 80.8
Old : 93.0 63.5 97.4 88.6 83.5 62.6 87.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2010