WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 591,973: 99,470 78,925 145,463 301,899 303,555 546,832 527,943: 45,141 64,030
Old : 356,896: 81,924 72,248 71,754 171,294 181,875 324,972 325,878: 31,923 31,018
Other: 235,077: 43,568 32,697 47,688 130,604 121,680 221,860 202,065: 13,218 33,012
: : :
: : Changes in Commitments from: December 14, 2010 :
: 8,906: -1,317 -4,200 4,085 3,803 8,032 6,571 7,917: 2,335 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.3 24.6 51.0 51.3 92.4 89.2: 7.6 10.8
Old : 100.0: 23.0 20.2 20.1 48.0 51.0 91.1 91.3: 8.9 8.7
Other: 100.0: 18.5 13.9 20.3 55.6 51.8 94.4 86.0: 5.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 146 141 160 92 137 336 347:
Old : 416: 147 129 119 81 126 291 312:
Other: 284: 68 85 90 66 119 190 243:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 20.4 31.3 26.2 17.2 16.8 28.2 20.8
Old : 23.2 26.6 33.5 33.5 23.0 25.5 33.1 31.6
Other: 30.1 16.2 40.9 24.6 24.9 13.6 33.7 18.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 2,198,012: 534,178 119,463 641,033 823,012 1,153,796 1,998,223 1,914,293: 199,789 283,719
Old : 1,733,945: 434,954 112,067 492,522 646,681 919,883 1,574,157 1,524,471: 159,788 209,473
Other: 464,067: 136,770 44,943 110,965 176,331 233,913 424,067 389,821: 40,001 74,246
: : :
: : Changes in Commitments from: December 14, 2010 :
: 79,304: 26,154 1,382 21,061 31,046 52,008 78,261 74,451: 1,042 4,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.4 29.2 37.4 52.5 90.9 87.1: 9.1 12.9
Old : 100.0: 25.1 6.5 28.4 37.3 53.1 90.8 87.9: 9.2 12.1
Other: 100.0: 29.5 9.7 23.9 38.0 50.4 91.4 84.0: 8.6 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 904: 279 150 276 282 423 676 748:
Old : 890: 270 157 243 259 410 631 713:
Other: 655: 119 127 111 153 357 327 549:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 11.2 19.2 17.1 9.4 6.9 14.1 10.8
Old : 11.6 12.1 20.0 17.7 10.5 8.4 15.3 11.8
Other: 18.1 12.7 28.1 19.4 17.6 8.7 25.2 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 12,600: 4,657 188 583 5,044 10,564 10,284 11,335: 2,316 1,265
Old : 10,955: 4,697 168 247 3,883 9,515 8,827 9,930: 2,128 1,025
Other: 1,646: 8 67 289 1,161 1,049 1,457 1,406: 188 240
: : :
: : Changes in Commitments from: December 14, 2010 :
: 21: 691 97 -19 -710 -41 -39 36: 60 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 1.5 4.6 40.0 83.8 81.6 90.0: 18.4 10.0
Old : 100.0: 42.9 1.5 2.3 35.4 86.9 80.6 90.6: 19.4 9.4
Other: 100.0: 0.5 4.1 17.6 70.5 63.8 88.6 85.4: 11.4 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 8 8 15 12 39 22:
Old : 44: 18 7 6 13 12 35 21:
Other: 16: 4 2 5 6 7 12 12:
:----------------------------------------------------------------------------------------------------
: 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 : 31.4 66.8 47.8 80.9 31.4 61.8 47.3 75.5
Old : 34.5 73.3 53.1 85.1 34.5 71.7 52.8 82.7
Other: 62.6 65.9 85.7 80.9 58.2 57.7 66.0 62.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 984,720: 205,925 27,480 362,464 348,755 498,750 917,144 888,694: 67,576 96,026
Old : 806,657: 178,371 25,202 296,566 273,623 415,154 748,559 736,922: 58,097 69,735
Other: 178,063: 53,849 28,573 39,603 75,132 83,596 168,584 151,772: 9,479 26,291
: : :
: : Changes in Commitments from: December 14, 2010 :
: 28,954: 8,104 1,982 12,241 10,320 15,751 30,665 29,974: -1,711 -1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 2.8 36.8 35.4 50.6 93.1 90.2: 6.9 9.8
Old : 100.0: 22.1 3.1 36.8 33.9 51.5 92.8 91.4: 7.2 8.6
Other: 100.0: 30.2 16.0 22.2 42.2 46.9 94.7 85.2: 5.3 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 224 118 238 142 224 493 496:
Old : 600: 216 116 221 132 219 463 478:
Other: 362: 88 85 69 65 167 192 285:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 17.1 19.8 25.3 9.7 12.2 14.5 17.5
Old : 12.5 19.1 21.3 27.0 11.1 14.1 16.4 20.2
Other: 22.3 19.5 36.0 29.7 19.1 18.1 29.6 23.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 20,292: 17,215 663 6 39 3,703 17,260 4,372: 3,032 15,920
Old : 9,448: 7,151 372 5 39 1,697 7,195 2,074: 2,253 7,374
Other: 10,844: 10,064 291 1 0 2,006 10,065 2,298: 779 8,546
: : :
: : Changes in Commitments from: December 14, 2010 :
: -1,122: -1,316 -1,911 0 0 314 -1,316 -1,597: 194 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 3.3 0.0 0.2 18.2 85.1 21.5: 14.9 78.5
Old : 100.0: 75.7 3.9 0.1 0.4 18.0 76.2 22.0: 23.8 78.0
Other: 100.0: 92.8 2.7 0.0 0.0 18.5 92.8 21.2: 7.2 78.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 2 2 2 7 16 11:
Old : 22: 13 2 1 2 7 15 10:
Other: 21: 12 2 1 0 7 12 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 15.6 76.4 20.6 55.8 15.6 76.3 20.4
Old : 51.0 17.8 68.5 21.9 51.0 17.8 68.4 21.5
Other: 67.5 15.1 88.1 20.8 67.5 15.1 88.1 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 443,967: 88,546 24,697 107,704 209,603 288,906 405,853 421,307: 38,114 22,660
Old : 409,580: 88,341 27,661 97,103 188,686 263,594 374,130 388,357: 35,450 21,222
Other: 34,387: 5,434 2,265 5,372 20,917 25,312 31,723 32,950: 2,664 1,437
: : :
: : Changes in Commitments from: December 14, 2010 :
: 4,492: 2,751 -211 4,109 -2,044 3,656 4,816 7,555: -323 -3,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.6 24.3 47.2 65.1 91.4 94.9: 8.6 5.1
Old : 100.0: 21.6 6.8 23.7 46.1 64.4 91.3 94.8: 8.7 5.2
Other: 100.0: 15.8 6.6 15.6 60.8 73.6 92.3 95.8: 7.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 98 54 90 65 68 221 176:
Old : 256: 95 64 86 64 67 219 172:
Other: 70: 22 8 11 28 20 53 37:
:----------------------------------------------------------------------------------------------------
: 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 31.0 26.2 45.8 10.6 23.2 17.1 31.6
Old : 15.0 30.6 25.8 44.4 11.3 25.0 18.2 33.7
Other: 52.8 64.7 69.8 81.4 46.0 61.6 58.6 71.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 620,335: 43,833 69,530 48,265 402,222 350,587 494,320 468,382: 126,015 151,953
Old : 620,335: 43,833 69,530 48,265 402,222 350,587 494,320 468,382: 126,015 151,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -46,095: -27,079 6,069 -1,377 -7,256 -52,069 -35,712 -47,377: -10,382 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.2 7.8 64.8 56.5 79.7 75.5: 20.3 24.5
Old : 100.0: 7.1 11.2 7.8 64.8 56.5 79.7 75.5: 20.3 24.5
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 : 146: 26 30 35 77 68 121 115:
Old : 146: 26 30 35 77 68 121 115:
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 : 21.6 16.0 30.7 25.6 19.2 14.5 28.3 23.1
Old : 21.6 16.0 30.7 25.6 19.2 14.5 28.3 23.1
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, December 21, 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 : 306,631: 38,679 48,543 342 209,027 214,005 248,048 262,891: 58,583 43,740
Old : 306,631: 38,679 48,543 342 209,027 214,005 248,048 262,891: 58,583 43,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,696: 45 -114 -502 2,446 4,648 1,989 4,032: -294 -2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.8 0.1 68.2 69.8 80.9 85.7: 19.1 14.3
Old : 100.0: 12.6 15.8 0.1 68.2 69.8 80.9 85.7: 19.1 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 : 53: 4 9 2 27 28 32 38:
Old : 53: 4 9 2 27 28 32 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 : 28.0 49.0 49.1 64.2 27.6 48.3 47.0 62.9
Old : 28.0 49.0 49.1 64.2 27.6 48.3 47.0 62.9
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, December 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,089: 942 370 539 5,430 5,881 6,911 6,790: 178 299
Old : 7,089: 942 370 539 5,430 5,881 6,911 6,790: 178 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -327: -98 -17 67 -316 -390 -347 -340: 20 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.2 7.6 76.6 83.0 97.5 95.8: 2.5 4.2
Old : 100.0: 13.3 5.2 7.6 76.6 83.0 97.5 95.8: 2.5 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 : 32: 5 5 6 17 20 27 26:
Old : 32: 5 5 6 17 20 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 : 59.4 49.8 72.4 67.3 44.3 37.1 52.0 45.2
Old : 59.4 49.8 72.4 67.3 44.3 37.1 52.0 45.2
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, December 21, 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 : 231,389: 53,485 10,792 40,888 94,521 161,452 188,895 213,132: 42,494 18,257
Old : 198,819: 52,090 11,710 32,571 76,185 137,831 160,845 182,112: 37,974 16,708
Other: 32,569: 3,372 1,058 6,341 18,336 23,621 28,049 31,020: 4,520 1,549
: : :
: : Changes in Commitments from: December 14, 2010 :
: 3,054: 4,623 -180 1,007 -6,912 -980 -1,282 -153: 4,336 3,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.7 17.7 40.8 69.8 81.6 92.1: 18.4 7.9
Old : 100.0: 26.2 5.9 16.4 38.3 69.3 80.9 91.6: 19.1 8.4
Other: 100.0: 10.4 3.2 19.5 56.3 72.5 86.1 95.2: 13.9 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 73 24 49 69 63 173 117:
Old : 188: 74 25 47 68 60 168 114:
Other: 79: 16 12 15 41 27 68 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 41.8 20.9 52.3 8.9 35.4 14.5 42.3
Old : 11.0 39.4 19.2 50.7 8.1 33.4 14.2 40.9
Other: 32.8 56.1 46.8 72.7 30.0 50.3 37.0 58.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 20,829: 4,978 2,270 2,922 7,457 13,802 15,358 18,995: 5,471 1,834
Old : 20,094: 5,036 2,259 2,767 6,947 13,449 14,751 18,474: 5,343 1,619
Other: 735: 17 87 80 510 353 607 521: 128 214
: : :
: : Changes in Commitments from: December 14, 2010 :
: 254: 153 157 -73 23 -163 103 -79: 151 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.9 14.0 35.8 66.3 73.7 91.2: 26.3 8.8
Old : 100.0: 25.1 11.2 13.8 34.6 66.9 73.4 91.9: 26.6 8.1
Other: 100.0: 2.3 11.8 10.9 69.4 48.1 82.6 70.8: 17.4 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 41 13 18 31 20 82 45:
Old : 93: 42 13 18 31 20 82 45:
Other: 21: 3 5 5 6 7 14 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 : 18.0 47.2 27.0 61.1 17.2 44.8 25.1 56.9
Old : 18.1 47.7 27.1 61.9 17.3 46.9 25.3 59.4
Other: 69.9 50.6 80.5 66.4 68.3 50.6 71.1 58.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 721,447: 74,059 130,183 33,436 535,434 440,214 642,929 603,833: 78,518 117,614
Old : 721,447: 74,059 130,183 33,436 535,434 440,214 642,929 603,833: 78,518 117,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 26,096: 710 13,443 -1,638 31,216 7,146 30,288 18,952: -4,192 7,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 18.0 4.6 74.2 61.0 89.1 83.7: 10.9 16.3
Old : 100.0: 10.3 18.0 4.6 74.2 61.0 89.1 83.7: 10.9 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 : 181: 26 36 21 78 96 116 141:
Old : 181: 26 36 21 78 96 116 141:
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 : 27.8 19.9 42.3 29.2 23.5 19.3 35.3 27.7
Old : 27.8 19.9 42.3 29.2 23.5 19.3 35.3 27.7
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, December 21, 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 : 1,952,568: 133,938 254,385 297,367 1,257,357 1,081,068 1,688,661 1,632,819: 263,907 319,749
Old : 1,952,568: 133,938 254,385 297,367 1,257,357 1,081,068 1,688,661 1,632,819: 263,907 319,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 573: -15,637 54,632 -5,368 64,016 -36,738 43,011 12,526: -42,438 -11,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 13.0 15.2 64.4 55.4 86.5 83.6: 13.5 16.4
Old : 100.0: 6.9 13.0 15.2 64.4 55.4 86.5 83.6: 13.5 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 : 266: 37 67 64 134 144 215 231:
Old : 266: 37 67 64 134 144 215 231:
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 : 17.1 12.0 24.5 19.9 14.9 10.0 19.3 14.9
Old : 17.1 12.0 24.5 19.9 14.9 10.0 19.3 14.9
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, December 21, 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 : 1,161,843: 160,505 97,863 85,677 739,098 743,015 985,281 926,555: 176,562 235,288
Old : 1,161,843: 160,505 97,863 85,677 739,098 743,015 985,281 926,555: 176,562 235,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 29,498: -1,258 1,530 568 64,379 42,957 63,689 45,056: -34,192 -15,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.4 7.4 63.6 64.0 84.8 79.7: 15.2 20.3
Old : 100.0: 13.8 8.4 7.4 63.6 64.0 84.8 79.7: 15.2 20.3
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 : 181: 26 32 32 99 97 143 143:
Old : 181: 26 32 32 99 97 143 143:
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 : 22.4 20.5 32.1 30.7 20.6 16.9 28.4 25.5
Old : 22.4 20.5 32.1 30.7 20.6 16.9 28.4 25.5
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, December 21, 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 : 981,790: 151,946 35,984 429,094 370,335 474,633 951,375 939,711: 30,415 42,079
Old : 981,790: 151,946 35,984 429,094 370,335 474,633 951,375 939,711: 30,415 42,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 637: 7,302 6,182 -11,374 7,686 14,022 3,614 8,829: -2,977 -8,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.7 43.7 37.7 48.3 96.9 95.7: 3.1 4.3
Old : 100.0: 15.5 3.7 43.7 37.7 48.3 96.9 95.7: 3.1 4.3
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 : 114: 33 20 38 53 53 101 97:
Old : 114: 33 20 38 53 53 101 97:
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 : 34.9 28.6 52.8 48.7 14.7 11.7 18.0 17.5
Old : 34.9 28.6 52.8 48.7 14.7 11.7 18.0 17.5
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, December 21, 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 : 38,106: 10,106 3,150 313 21,471 31,263 31,889 34,726: 6,217 3,380
Old : 38,106: 10,106 3,150 313 21,471 31,263 31,889 34,726: 6,217 3,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -11,412: -3,243 -45 -905 -5,765 -7,161 -9,912 -8,111: -1,499 -3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.3 0.8 56.3 82.0 83.7 91.1: 16.3 8.9
Old : 100.0: 26.5 8.3 0.8 56.3 82.0 83.7 91.1: 16.3 8.9
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 : 84: 22 11 4 30 31 54 44:
Old : 84: 22 11 4 30 31 54 44:
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 42.3 40.7 58.9 26.8 42.3 40.3 57.8
Old : 27.2 42.3 40.7 58.9 26.8 42.3 40.3 57.8
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, December 21, 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 : 76,212: 20,211 6,300 626 42,942 62,526 63,779 69,451: 12,433 6,760
Old : 76,212: 20,211 6,300 626 42,942 62,526 63,779 69,451: 12,433 6,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -22,823: -6,486 -90 -1,809 -11,529 -14,323 -19,825 -16,222: -2,998 -6,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.3 0.8 56.3 82.0 83.7 91.1: 16.3 8.9
Old : 100.0: 26.5 8.3 0.8 56.3 82.0 83.7 91.1: 16.3 8.9
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 : 84: 22 11 4 30 31 54 44:
Old : 84: 22 11 4 30 31 54 44:
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 42.3 40.7 58.9 26.8 42.3 40.3 57.8
Old : 27.2 42.3 40.7 58.9 26.8 42.3 40.3 57.8
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, December 21, 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 : 13,867: 1,828 1,763 0 11,980 11,885 13,808 13,648: 59 219
Old : 13,867: 1,828 1,763 0 11,980 11,885 13,808 13,648: 59 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,033: 38 522 0 1,122 550 1,160 1,072: -127 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.7 0.0 86.4 85.7 99.6 98.4: 0.4 1.6
Old : 100.0: 13.2 12.7 0.0 86.4 85.7 99.6 98.4: 0.4 1.6
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: 2 8 0 10 15 12 23:
Old : 32: 2 8 0 10 15 12 23:
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 : 83.3 65.2 98.1 83.7 83.3 64.6 97.8 83.0
Old : 83.3 65.2 98.1 83.7 83.3 64.6 97.8 83.0
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, December 21, 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 : 38,980: 3,256 835 0 35,245 37,860 38,501 38,695: 479 285
Old : 38,980: 3,256 835 0 35,245 37,860 38,501 38,695: 479 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -1,108: 72 -556 0 -1,526 -530 -1,454 -1,086: 346 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.1 0.0 90.4 97.1 98.8 99.3: 1.2 0.7
Old : 100.0: 8.4 2.1 0.0 90.4 97.1 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 4 0 7 16 11 20:
Old : 29: 4 4 0 7 16 11 20:
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 : 96.5 78.4 98.6 91.9 96.5 78.4 98.5 91.9
Old : 96.5 78.4 98.6 91.9 96.5 78.4 98.5 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010