WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 535,944: 122,304 87,913 88,620 277,548 298,521 488,472 475,054: 47,472 60,890
Old : 301,417: 105,422 80,647 20,035 142,460 175,330 267,917 276,012: 33,500 25,405
Other: 234,527: 53,667 44,051 31,800 135,088 123,191 220,555 199,042: 13,972 35,485
: : :
: : Changes in Commitments from: January 18, 2011 :
: 29,838: 11,105 2,136 6,807 7,537 18,699 25,449 27,642: 4,389 2,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 16.4 16.5 51.8 55.7 91.1 88.6: 8.9 11.4
Old : 100.0: 35.0 26.8 6.6 47.3 58.2 88.9 91.6: 11.1 8.4
Other: 100.0: 22.9 18.8 13.6 57.6 52.5 94.0 84.9: 6.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 163 139 150 84 131 344 338:
Old : 420: 168 120 75 66 110 274 268:
Other: 311: 90 89 69 66 120 193 246:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 22.3 32.0 28.5 18.7 18.2 30.2 22.4
Old : 23.4 30.0 33.4 37.5 23.4 29.0 33.2 35.6
Other: 30.5 16.0 41.7 24.8 27.4 14.9 38.0 20.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,623,752: 603,395 121,475 199,378 648,014 1,035,169 1,450,787 1,356,022: 172,965 267,730
Old : 1,222,478: 457,221 113,886 136,928 498,026 783,235 1,092,175 1,034,049: 130,303 188,429
Other: 401,274: 178,956 40,371 29,668 149,988 251,934 358,612 321,973: 42,662 79,301
: : :
: : Changes in Commitments from: January 18, 2011 :
: 13,563: -3,345 -5,546 16,953 -5,438 -14,495 8,170 -3,088: 5,393 16,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.5 12.3 39.9 63.8 89.3 83.5: 10.7 16.5
Old : 100.0: 37.4 9.3 11.2 40.7 64.1 89.3 84.6: 10.7 15.4
Other: 100.0: 44.6 10.1 7.4 37.4 62.8 89.4 80.2: 10.6 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 874: 271 125 198 228 381 598 646:
Old : 841: 258 134 152 197 369 528 604:
Other: 643: 145 96 57 118 330 296 463:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.8 20.6 18.2 11.2 9.8 16.7 15.2
Old : 14.4 13.9 22.1 19.3 13.0 12.3 18.4 16.9
Other: 20.2 13.4 30.8 19.8 19.8 12.9 28.9 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,624: 3,745 207 1,349 5,538 11,166 10,632 12,722: 2,992 902
Old : 11,598: 3,491 124 1,190 4,405 9,546 9,086 10,860: 2,512 738
Other: 2,026: 371 200 42 1,133 1,620 1,546 1,862: 480 164
: : :
: : Changes in Commitments from: January 18, 2011 :
: -216: -494 98 13 118 -211 -363 -100: 147 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 1.5 9.9 40.6 82.0 78.0 93.4: 22.0 6.6
Old : 100.0: 30.1 1.1 10.3 38.0 82.3 78.3 93.6: 21.7 6.4
Other: 100.0: 18.3 9.9 2.1 55.9 80.0 76.3 91.9: 23.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 4 6 15 13 39 21:
Old : 44: 20 3 4 11 12 33 18:
Other: 22: 5 3 1 9 11 15 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 67.1 44.2 83.4 25.0 58.6 37.7 69.5
Old : 26.4 73.3 46.4 88.2 26.4 68.3 41.2 74.8
Other: 56.2 59.1 69.8 79.5 46.8 54.6 53.8 68.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 650,122: 250,683 37,487 79,835 259,499 446,198 590,017 563,520: 60,105 86,602
Old : 473,251: 203,019 33,599 40,062 184,426 344,699 427,507 418,360: 45,744 54,891
Other: 176,871: 74,799 31,023 12,638 75,073 101,499 162,510 145,160: 14,361 31,711
: : :
: : Changes in Commitments from: January 18, 2011 :
: -4,256: -12,929 -537 15,872 -6,835 -23,396 -3,892 -8,061: -364 3,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 5.8 12.3 39.9 68.6 90.8 86.7: 9.2 13.3
Old : 100.0: 42.9 7.1 8.5 39.0 72.8 90.3 88.4: 9.7 11.6
Other: 100.0: 42.3 17.5 7.1 42.4 57.4 91.9 82.1: 8.1 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 576: 225 93 149 110 208 405 409:
Old : 546: 219 95 102 90 197 346 364:
Other: 405: 110 84 41 70 174 207 279:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 22.7 21.2 32.3 11.0 21.1 17.7 29.2
Old : 17.1 27.8 25.6 39.2 16.2 27.3 24.7 38.1
Other: 24.2 21.9 38.4 32.8 23.1 21.9 36.4 31.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,012: 22,114 2,566 86 26 5,545 22,226 8,197: 2,786 16,815
Old : 9,600: 7,321 1,765 69 26 1,803 7,416 3,637: 2,184 5,963
Other: 15,412: 14,800 808 10 0 3,742 14,810 4,560: 602 10,852
: : :
: : Changes in Commitments from: January 18, 2011 :
: -345: -590 211 74 5 -184 -511 101: 166 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 10.3 0.3 0.1 22.2 88.9 32.8: 11.1 67.2
Old : 100.0: 76.3 18.4 0.7 0.3 18.8 77.3 37.9: 22.8 62.1
Other: 100.0: 96.0 5.2 0.1 0.0 24.3 96.1 29.6: 3.9 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 10 5 3 13 22 28:
Old : 41: 17 11 4 3 13 21 27:
Other: 32: 15 4 2 0 13 15 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 12.9 75.8 18.9 54.8 12.9 75.7 18.9
Old : 41.9 15.1 61.6 24.3 41.9 15.1 61.4 24.3
Other: 66.0 13.6 86.5 20.2 66.0 13.6 86.5 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 384,603: 101,880 33,092 41,137 209,848 291,360 352,865 365,589: 31,738 19,014
Old : 339,491: 104,159 36,899 26,448 179,730 259,015 310,337 322,362: 29,154 17,129
Other: 45,112: 7,054 5,526 5,356 30,118 32,345 42,528 43,227: 2,584 1,885
: : :
: : Changes in Commitments from: January 18, 2011 :
: 11,355: -4,970 5,391 6,691 11,927 -1,221 13,648 10,861: -2,293 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.6 10.7 54.6 75.8 91.7 95.1: 8.3 4.9
Old : 100.0: 30.7 10.9 7.8 52.9 76.3 91.4 95.0: 8.6 5.0
Other: 100.0: 15.6 12.2 11.9 66.8 71.7 94.3 95.8: 5.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 97 54 82 64 61 205 173:
Old : 256: 96 63 72 61 60 197 165:
Other: 89: 20 23 10 34 19 61 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 37.9 25.8 50.0 11.2 25.9 18.9 36.5
Old : 15.7 38.2 27.8 49.7 13.3 31.3 22.5 41.8
Other: 42.8 56.5 64.0 74.9 40.3 55.4 55.3 69.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 567,906: 60,222 70,020 4,176 371,297 352,099 435,695 426,295: 132,211 141,611
Old : 567,906: 60,222 70,020 4,176 371,297 352,099 435,695 426,295: 132,211 141,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 7,916: 311 -916 -2,098 1,012 16,984 -775 13,970: 8,691 -6,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.3 0.7 65.4 62.0 76.7 75.1: 23.3 24.9
Old : 100.0: 10.6 12.3 0.7 65.4 62.0 76.7 75.1: 23.3 24.9
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 : 145: 21 31 10 63 68 89 104:
Old : 145: 21 31 10 63 68 89 104:
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 : 23.5 18.0 34.4 27.6 21.1 16.9 30.9 26.2
Old : 23.5 18.0 34.4 27.6 21.1 16.9 30.9 26.2
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 302,284: 43,223 56,459 250 195,145 197,119 238,618 253,828: 63,666 48,456
Old : 302,284: 43,223 56,459 250 195,145 197,119 238,618 253,828: 63,666 48,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -3,008: -30 -958 0 -3,263 -6,272 -3,293 -7,230: 285 4,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.7 0.1 64.6 65.2 78.9 84.0: 21.1 16.0
Old : 100.0: 14.3 18.7 0.1 64.6 65.2 78.9 84.0: 21.1 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 11 1 26 28 31 40:
Old : 54: 5 11 1 26 28 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 43.8 47.7 60.1 26.7 43.6 46.4 59.4
Old : 26.9 43.8 47.7 60.1 26.7 43.6 46.4 59.4
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,100: 1,378 431 393 6,146 7,044 7,917 7,868: 183 232
Old : 8,100: 1,378 431 393 6,146 7,044 7,917 7,868: 183 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 327: 21 -66 -66 387 421 342 289: -15 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 5.3 4.9 75.9 87.0 97.7 97.1: 2.3 2.9
Old : 100.0: 17.0 5.3 4.9 75.9 87.0 97.7 97.1: 2.3 2.9
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 : 37: 7 4 5 20 23 30 29:
Old : 37: 7 4 5 20 23 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 47.1 73.8 68.1 41.5 33.0 50.8 43.7
Old : 55.2 47.1 73.8 68.1 41.5 33.0 50.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 211,803: 65,938 14,165 18,407 87,907 161,405 172,252 193,977: 39,551 17,826
Old : 181,914: 62,967 14,708 11,852 72,121 139,079 146,940 165,639: 34,974 16,275
Other: 29,889: 5,356 1,842 4,170 15,786 22,326 25,312 28,338: 4,577 1,551
: : :
: : Changes in Commitments from: January 18, 2011 :
: 4,039: 1,283 3,627 418 2,410 -1,987 4,111 2,058: -72 1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 6.7 8.7 41.5 76.2 81.3 91.6: 18.7 8.4
Old : 100.0: 34.6 8.1 6.5 39.6 76.5 80.8 91.1: 19.2 8.9
Other: 100.0: 17.9 6.2 14.0 52.8 74.7 84.7 94.8: 15.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 73 24 40 69 56 168 108:
Old : 189: 72 26 38 67 54 161 105:
Other: 83: 20 10 8 39 21 67 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 : 11.9 45.0 19.1 53.9 7.8 40.7 13.6 48.2
Old : 11.6 43.5 18.6 53.1 8.6 38.7 14.7 46.9
Other: 32.1 54.3 44.1 73.7 31.9 53.4 42.7 68.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,292: 6,788 2,384 952 6,260 15,679 14,000 19,015: 6,292 1,277
Old : 18,485: 6,882 2,384 643 5,159 14,420 12,684 17,447: 5,801 1,038
Other: 1,807: 125 219 90 1,101 1,259 1,316 1,568: 491 239
: : :
: : Changes in Commitments from: January 18, 2011 :
: 1,334: 836 -287 -397 173 2,048 612 1,364: 722 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 11.7 4.7 30.8 77.3 69.0 93.7: 31.0 6.3
Old : 100.0: 37.2 12.9 3.5 27.9 78.0 68.6 94.4: 31.4 5.6
Other: 100.0: 6.9 12.1 5.0 60.9 69.7 72.8 86.8: 27.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 44 10 13 23 18 74 39:
Old : 89: 46 10 10 19 18 69 36:
Other: 30: 6 6 4 9 10 18 18:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 58.0 28.8 73.4 17.9 54.7 28.4 68.3
Old : 19.3 59.3 30.3 74.8 19.3 59.2 30.0 73.1
Other: 54.0 60.7 66.1 73.1 54.0 60.7 61.6 73.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 743,230: 141,718 120,940 9,627 488,948 484,812 640,293 615,379: 102,937 127,851
Old : 743,230: 141,718 120,940 9,627 488,948 484,812 640,293 615,379: 102,937 127,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 22,578: 1,697 -8,214 4,860 15,202 27,515 21,759 24,161: 819 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.3 1.3 65.8 65.2 86.2 82.8: 13.8 17.2
Old : 100.0: 19.1 16.3 1.3 65.8 65.2 86.2 82.8: 13.8 17.2
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 : 193: 31 33 15 77 102 117 141:
Old : 193: 31 33 15 77 102 117 141:
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 : 30.5 17.3 42.7 27.3 26.2 13.9 36.1 22.3
Old : 30.5 17.3 42.7 27.3 26.2 13.9 36.1 22.3
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,370,848: 130,886 245,204 15,969 959,321 785,172 1,106,176 1,046,345: 264,672 324,503
Old : 1,370,848: 130,886 245,204 15,969 959,321 785,172 1,106,176 1,046,345: 264,672 324,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 44,149: -19,364 8,392 366 57,057 31,857 38,059 40,615: 6,090 3,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 17.9 1.2 70.0 57.3 80.7 76.3: 19.3 23.7
Old : 100.0: 9.5 17.9 1.2 70.0 57.3 80.7 76.3: 19.3 23.7
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 : 238: 41 51 29 95 114 150 180:
Old : 238: 41 51 29 95 114 150 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 14.2 38.0 21.3 26.5 10.4 32.3 15.9
Old : 31.2 14.2 38.0 21.3 26.5 10.4 32.3 15.9
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,132,961: 259,763 87,777 12,619 677,810 786,195 950,192 886,591: 182,769 246,370
Old : 1,132,961: 259,763 87,777 12,619 677,810 786,195 950,192 886,591: 182,769 246,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 34,813: 14,964 18,215 -437 10,027 9,832 24,554 27,610: 10,259 7,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.7 1.1 59.8 69.4 83.9 78.3: 16.1 21.7
Old : 100.0: 22.9 7.7 1.1 59.8 69.4 83.9 78.3: 16.1 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 33 33 17 79 86 120 128:
Old : 184: 33 33 17 79 86 120 128:
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 : 18.2 20.6 29.0 33.6 17.7 17.6 27.2 27.7
Old : 18.2 20.6 29.0 33.6 17.7 17.6 27.2 27.7
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 582,416: 127,039 37,557 58,790 365,535 440,910 551,364 537,257: 31,052 45,159
Old : 582,416: 127,039 37,557 58,790 365,535 440,910 551,364 537,257: 31,052 45,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 20,029: 5,706 3,700 -4,105 17,734 21,368 19,335 20,963: 694 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.4 10.1 62.8 75.7 94.7 92.2: 5.3 7.8
Old : 100.0: 21.8 6.4 10.1 62.8 75.7 94.7 92.2: 5.3 7.8
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 : 104: 25 19 29 50 51 88 89:
Old : 104: 25 19 29 50 51 88 89:
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 : 38.3 38.3 55.3 52.2 24.6 18.3 29.9 24.8
Old : 38.3 38.3 55.3 52.2 24.6 18.3 29.9 24.8
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,782: 18,658 6,530 252 23,700 37,763 42,609 44,545: 7,173 5,237
Old : 49,782: 18,658 6,530 252 23,700 37,763 42,609 44,545: 7,173 5,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 4,363: 2,513 1,496 238 1,602 2,289 4,352 4,022: 11 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 13.1 0.5 47.6 75.9 85.6 89.5: 14.4 10.5
Old : 100.0: 37.5 13.1 0.5 47.6 75.9 85.6 89.5: 14.4 10.5
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 : 99: 28 16 2 25 34 54 51:
Old : 99: 28 16 2 25 34 54 51:
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 : 27.4 37.1 42.4 51.9 27.1 37.1 42.1 51.9
Old : 27.4 37.1 42.4 51.9 27.1 37.1 42.1 51.9
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,563: 37,315 13,059 504 47,399 75,526 85,218 89,089: 14,345 10,474
Old : 99,563: 37,315 13,059 504 47,399 75,526 85,218 89,089: 14,345 10,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 8,726: 5,025 2,991 475 3,204 4,577 8,704 8,043: 22 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 13.1 0.5 47.6 75.9 85.6 89.5: 14.4 10.5
Old : 100.0: 37.5 13.1 0.5 47.6 75.9 85.6 89.5: 14.4 10.5
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 : 99: 28 16 2 25 34 54 51:
Old : 99: 28 16 2 25 34 54 51:
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 : 27.4 37.1 42.4 51.9 27.1 37.1 42.1 51.9
Old : 27.4 37.1 42.4 51.9 27.1 37.1 42.1 51.9
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,126: 3,450 1,766 37 1,588 3,290 5,075 5,093: 51 33
Old : 5,126: 3,450 1,766 37 1,588 3,290 5,075 5,093: 51 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 34: -14 -10 0 78 30 64 20: -30 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 34.5 0.7 31.0 64.2 99.0 99.4: 1.0 0.6
Old : 100.0: 67.3 34.5 0.7 31.0 64.2 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 5 1 1 2 13 8:
Old : 20: 12 5 1 1 2 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 : 74.3 91.8 92.8 99.4 74.3 91.8 92.8 98.6
Old : 74.3 91.8 92.8 99.4 74.3 91.8 92.8 98.6
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,296: 1,580 1,549 17 13,640 13,511 15,237 15,077: 59 219
Old : 15,296: 1,580 1,549 17 13,640 13,511 15,237 15,077: 59 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 651: 132 -45 0 545 702 677 657: -26 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.1 0.1 89.2 88.3 99.6 98.6: 0.4 1.4
Old : 100.0: 10.3 10.1 0.1 89.2 88.3 99.6 98.6: 0.4 1.4
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 : 32: 2 9 1 10 14 13 23:
Old : 32: 2 9 1 10 14 13 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 : 77.0 67.1 98.2 84.0 77.0 67.1 91.4 79.5
Old : 77.0 67.1 98.2 84.0 77.0 67.1 91.4 79.5
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 - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,580: 3,184 1,698 0 47,153 48,392 50,337 50,090: 243 490
Old : 50,580: 3,184 1,698 0 47,153 48,392 50,337 50,090: 243 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 2,317: -29 -236 0 2,673 2,484 2,644 2,248: -327 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.4 0.0 93.2 95.7 99.5 99.0: 0.5 1.0
Old : 100.0: 6.3 3.4 0.0 93.2 95.7 99.5 99.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 7 0 7 17 12 24:
Old : 33: 5 7 0 7 17 12 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 : 96.4 62.7 99.0 89.8 81.5 57.9 84.0 76.4
Old : 96.4 62.7 99.0 89.8 81.5 57.9 84.0 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011