WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 8, 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 : 562,198: 133,987 91,352 93,698 280,946 313,523 508,631 498,573: 53,567 63,625
Old : 301,308: 111,384 80,869 18,543 135,120 177,066 265,047 276,478: 36,261 24,830
Other: 260,890: 62,225 50,105 35,533 145,826 136,457 243,584 222,095: 17,306 38,795
: : :
: : Changes in Commitments from: February 1, 2011 :
: 16,445: 9,073 1,718 2,480 695 9,977 12,248 14,175: 4,197 2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.2 16.7 50.0 55.8 90.5 88.7: 9.5 11.3
Old : 100.0: 37.0 26.8 6.2 44.8 58.8 88.0 91.8: 12.0 8.2
Other: 100.0: 23.9 19.2 13.6 55.9 52.3 93.4 85.1: 6.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 472: 169 130 170 82 134 370 347:
Old : 427: 178 110 79 60 110 282 264:
Other: 331: 92 98 89 66 120 215 262:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 22.7 31.2 29.2 18.0 19.4 29.2 23.3
Old : 23.0 29.9 32.2 37.3 22.9 29.0 31.6 36.0
Other: 26.5 19.0 39.4 26.5 25.0 15.8 36.8 20.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 8, 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 : 1,690,126: 620,688 127,955 209,293 677,886 1,086,056 1,507,867 1,423,304: 182,259 266,822
Old : 1,253,124: 464,679 119,179 146,930 504,981 805,096 1,116,590 1,071,205: 136,534 181,919
Other: 437,002: 189,298 42,065 29,074 172,905 280,960 391,277 352,099: 45,725 84,903
: : :
: : Changes in Commitments from: February 1, 2011 :
: 21,010: 5,940 11,384 -8,641 16,778 21,780 14,077 24,523: 6,933 -3,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 7.6 12.4 40.1 64.3 89.2 84.2: 10.8 15.8
Old : 100.0: 37.1 9.5 11.7 40.3 64.2 89.1 85.5: 10.9 14.5
Other: 100.0: 43.3 9.6 6.7 39.6 64.3 89.5 80.6: 10.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 901: 293 118 231 238 390 646 671:
Old : 874: 280 131 186 206 377 580 629:
Other: 655: 157 91 60 116 338 302 471:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 12.4 20.7 18.7 11.1 9.5 16.2 14.5
Old : 14.0 15.0 21.5 21.2 12.7 11.9 18.1 17.0
Other: 24.1 12.0 34.1 18.4 23.1 11.9 33.0 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 8, 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 : 14,365: 4,894 252 903 5,036 12,084 10,833 13,239: 3,532 1,126
Old : 11,643: 4,709 436 373 3,653 9,941 8,735 10,750: 2,908 893
Other: 2,722: 667 298 48 1,383 2,143 2,098 2,489: 624 233
: : :
: : Changes in Commitments from: February 1, 2011 :
: 354: 194 64 -25 -227 308 -58 347: 412 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 1.8 6.3 35.1 84.1 75.4 92.2: 24.6 7.8
Old : 100.0: 40.4 3.7 3.2 31.4 85.4 75.0 92.3: 25.0 7.7
Other: 100.0: 24.5 10.9 1.8 50.8 78.7 77.1 91.4: 22.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 26 4 7 14 11 44 20:
Old : 46: 22 6 4 9 11 33 19:
Other: 26: 8 4 3 10 9 19 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 65.6 39.6 81.8 24.4 60.8 38.9 74.5
Old : 27.0 71.9 45.2 83.5 27.0 71.9 44.5 82.8
Other: 49.0 59.8 62.3 79.5 41.1 55.1 51.9 68.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 8, 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 : 698,094: 270,503 45,756 96,051 264,085 466,093 630,639 607,900: 67,455 90,194
Old : 493,535: 216,029 35,468 50,389 176,801 353,335 443,219 439,192: 50,316 54,343
Other: 204,559: 83,743 39,557 16,393 87,284 112,758 187,420 168,708: 17,139 35,851
: : :
: : Changes in Commitments from: February 1, 2011 :
: 20,242: 4,684 -1,254 8,580 2,252 9,596 15,516 16,922: 4,726 3,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 6.6 13.8 37.8 66.8 90.3 87.1: 9.7 12.9
Old : 100.0: 43.8 7.2 10.2 35.8 71.6 89.8 89.0: 10.2 11.0
Other: 100.0: 40.9 19.3 8.0 42.7 55.1 91.6 82.5: 8.4 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 239 97 180 131 211 461 440:
Old : 590: 237 106 136 105 197 401 393:
Other: 416: 115 90 47 78 175 221 291:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 22.0 19.9 31.5 10.5 20.4 17.1 28.5
Old : 15.1 27.3 23.6 39.9 14.4 27.0 22.6 39.3
Other: 22.4 21.4 34.7 31.7 21.2 20.8 33.2 30.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 8, 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 : 26,806: 24,235 4,074 120 26 5,129 24,381 9,323: 2,425 17,483
Old : 10,185: 8,252 2,870 45 26 1,220 8,323 4,135: 1,862 6,050
Other: 16,621: 16,049 1,270 9 0 3,909 16,058 5,188: 563 11,433
: : :
: : Changes in Commitments from: February 1, 2011 :
: 485: 388 622 20 0 -314 408 328: 77 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 15.2 0.4 0.1 19.1 91.0 34.8: 9.0 65.2
Old : 100.0: 81.0 28.2 0.4 0.3 12.0 81.7 40.6: 18.3 59.4
Other: 100.0: 96.6 7.6 0.1 0.0 23.5 96.6 31.2: 3.4 68.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 21 13 6 3 13 25 31:
Old : 45: 19 13 3 3 13 22 29:
Other: 35: 17 5 3 0 13 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 13.1 74.7 18.6 52.5 13.1 74.6 18.6
Old : 39.5 14.9 63.5 25.2 39.5 14.9 63.5 25.2
Other: 65.1 13.4 86.1 20.0 65.1 13.4 86.1 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 8, 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 : 408,159: 127,196 28,018 45,899 196,405 313,849 369,500 387,766: 38,659 20,393
Old : 353,118: 123,809 35,426 28,887 165,024 271,452 317,720 335,765: 35,398 17,353
Other: 55,041: 17,291 6,496 3,108 31,381 42,397 51,780 52,001: 3,261 3,040
: : :
: : Changes in Commitments from: February 1, 2011 :
: 7,560: 8,022 -1,437 2,616 -5,931 5,947 4,707 7,126: 2,853 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 6.9 11.2 48.1 76.9 90.5 95.0: 9.5 5.0
Old : 100.0: 35.1 10.0 8.2 46.7 76.9 90.0 95.1: 10.0 4.9
Other: 100.0: 31.4 11.8 5.6 57.0 77.0 94.1 94.5: 5.9 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 119 43 84 65 65 229 171:
Old : 272: 115 56 76 62 64 220 165:
Other: 94: 33 16 12 35 20 73 44:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 38.1 22.9 52.2 10.9 27.2 18.0 40.3
Old : 14.4 37.8 24.9 51.1 12.6 28.6 21.1 40.4
Other: 36.2 56.7 54.5 74.7 35.8 56.1 51.9 74.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 8, 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 : 585,970: 67,524 90,677 6,493 382,298 333,271 456,315 430,441: 129,655 155,529
Old : 585,970: 67,524 90,677 6,493 382,298 333,271 456,315 430,441: 129,655 155,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 25,447: 14,555 19,267 1,263 4,570 -6,196 20,388 14,334: 5,059 11,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 15.5 1.1 65.2 56.9 77.9 73.5: 22.1 26.5
Old : 100.0: 11.5 15.5 1.1 65.2 56.9 77.9 73.5: 22.1 26.5
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 : 156: 23 37 19 70 66 104 111:
Old : 156: 23 37 19 70 66 104 111:
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 : 21.4 16.9 32.5 26.7 18.9 15.8 29.0 25.1
Old : 21.4 16.9 32.5 26.7 18.9 15.8 29.0 25.1
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 - Futures Only, February 8, 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 : 312,873: 41,671 57,426 282 204,640 207,045 246,593 264,753: 66,280 48,120
Old : 312,873: 41,671 57,426 282 204,640 207,045 246,593 264,753: 66,280 48,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 7,379: 2 -341 26 5,077 9,422 5,105 9,107: 2,274 -1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.4 0.1 65.4 66.2 78.8 84.6: 21.2 15.4
Old : 100.0: 13.3 18.4 0.1 65.4 66.2 78.8 84.6: 21.2 15.4
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 : 59: 4 11 2 27 32 32 44:
Old : 59: 4 11 2 27 32 32 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 : 25.3 42.7 46.0 57.3 25.1 42.3 44.5 56.5
Old : 25.3 42.7 46.0 57.3 25.1 42.3 44.5 56.5
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, February 8, 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 : 7,741: 1,277 328 418 5,813 6,611 7,508 7,357: 233 384
Old : 7,741: 1,277 328 418 5,813 6,611 7,508 7,357: 233 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -166: -182 28 20 -44 -412 -206 -364: 40 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.2 5.4 75.1 85.4 97.0 95.0: 3.0 5.0
Old : 100.0: 16.5 4.2 5.4 75.1 85.4 97.0 95.0: 3.0 5.0
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 : 36: 6 4 5 19 23 28 29:
Old : 36: 6 4 5 19 23 28 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 : 54.6 46.3 74.2 67.0 37.9 29.9 48.4 38.5
Old : 54.6 46.3 74.2 67.0 37.9 29.9 48.4 38.5
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, February 8, 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 : 220,984: 74,615 15,520 24,193 81,117 163,359 179,925 203,072: 41,059 17,912
Old : 185,305: 68,028 16,258 14,126 67,089 139,567 149,243 169,951: 36,062 15,354
Other: 35,679: 9,347 2,022 7,307 14,028 23,792 30,682 33,121: 4,997 2,558
: : :
: : Changes in Commitments from: February 1, 2011 :
: 2,895: 1,337 2,471 2,675 -635 -3,049 3,377 2,097: -482 798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.0 10.9 36.7 73.9 81.4 91.9: 18.6 8.1
Old : 100.0: 36.7 8.8 7.6 36.2 75.3 80.5 91.7: 19.5 8.3
Other: 100.0: 26.2 5.7 20.5 39.3 66.7 86.0 92.8: 14.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 84 21 47 67 66 177 124:
Old : 200: 80 25 43 66 63 167 121:
Other: 93: 26 9 10 42 24 76 39:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 40.8 20.8 51.4 7.6 35.9 13.1 43.5
Old : 14.1 39.6 21.0 51.8 9.5 33.8 15.9 43.2
Other: 28.4 52.1 42.5 72.3 24.3 46.8 35.0 61.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 8, 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 : 25,022: 9,576 2,924 1,184 6,986 19,798 17,746 23,906: 7,276 1,116
Old : 22,589: 9,431 2,891 887 5,855 17,897 16,173 21,675: 6,416 914
Other: 2,433: 326 214 116 1,131 1,901 1,573 2,231: 860 202
: : :
: : Changes in Commitments from: February 1, 2011 :
: 1,988: 1,114 273 -33 648 1,987 1,729 2,227: 259 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 11.7 4.7 27.9 79.1 70.9 95.5: 29.1 4.5
Old : 100.0: 41.8 12.8 3.9 25.9 79.2 71.6 96.0: 28.4 4.0
Other: 100.0: 13.4 8.8 4.8 46.5 78.1 64.7 91.7: 35.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 59 20 15 24 21 95 50:
Old : 118: 60 21 11 20 20 89 46:
Other: 38: 8 9 4 10 13 21 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 58.6 24.6 72.3 15.7 55.9 24.5 68.6
Old : 17.4 60.8 26.8 74.3 17.4 60.6 26.7 72.8
Other: 38.2 62.6 53.0 77.1 38.1 62.6 49.5 75.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 8, 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 : 865,626: 150,446 184,889 10,117 612,957 531,049 773,520 726,055: 92,106 139,571
Old : 865,626: 150,446 184,889 10,117 612,957 531,049 773,520 726,055: 92,106 139,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 69,513: -50,722 48,514 -422 131,393 11,716 80,249 59,808: -10,736 9,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.4 1.2 70.8 61.3 89.4 83.9: 10.6 16.1
Old : 100.0: 17.4 21.4 1.2 70.8 61.3 89.4 83.9: 10.6 16.1
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 : 212: 28 44 16 81 108 121 156:
Old : 212: 28 44 16 81 108 121 156:
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 : 30.6 17.3 40.3 27.7 25.3 15.6 34.2 24.2
Old : 30.6 17.3 40.3 27.7 25.3 15.6 34.2 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 - Futures Only, February 8, 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 : 1,506,903: 176,183 272,338 30,616 1,034,784 856,874 1,241,583 1,159,828: 265,320 347,075
Old : 1,506,903: 176,183 272,338 30,616 1,034,784 856,874 1,241,583 1,159,828: 265,320 347,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 141,367: 36,433 -1,242 17,761 94,234 95,428 148,428 111,947: -7,061 29,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.1 2.0 68.7 56.9 82.4 77.0: 17.6 23.0
Old : 100.0: 11.7 18.1 2.0 68.7 56.9 82.4 77.0: 17.6 23.0
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 : 261: 46 60 33 107 121 170 197:
Old : 261: 46 60 33 107 121 170 197:
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 : 28.7 14.9 36.0 23.3 26.4 11.8 32.2 17.8
Old : 28.7 14.9 36.0 23.3 26.4 11.8 32.2 17.8
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, February 8, 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 : 1,290,327: 335,781 130,477 19,145 782,138 848,630 1,137,064 998,252: 153,263 292,075
Old : 1,290,327: 335,781 130,477 19,145 782,138 848,630 1,137,064 998,252: 153,263 292,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 170,017: 52,548 48,407 3,510 157,284 76,342 213,342 128,259: -43,325 41,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 10.1 1.5 60.6 65.8 88.1 77.4: 11.9 22.6
Old : 100.0: 26.0 10.1 1.5 60.6 65.8 88.1 77.4: 11.9 22.6
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 : 193: 34 34 22 85 90 127 138:
Old : 193: 34 34 22 85 90 127 138:
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 : 22.2 17.2 33.4 29.4 21.5 14.4 31.5 24.1
Old : 22.2 17.2 33.4 29.4 21.5 14.4 31.5 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 8, 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 : 570,809: 119,430 35,221 58,411 364,400 437,999 542,241 531,631: 28,568 39,178
Old : 570,809: 119,430 35,221 58,411 364,400 437,999 542,241 531,631: 28,568 39,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 26,392: 10,313 4,710 -3,547 17,275 27,886 24,041 29,049: 2,351 -2,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.2 10.2 63.8 76.7 95.0 93.1: 5.0 6.9
Old : 100.0: 20.9 6.2 10.2 63.8 76.7 95.0 93.1: 5.0 6.9
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 : 111: 29 17 31 55 52 96 92:
Old : 111: 29 17 31 55 52 96 92:
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 : 37.5 39.0 50.2 53.1 22.5 18.6 27.9 27.2
Old : 37.5 39.0 50.2 53.1 22.5 18.6 27.9 27.2
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, February 8, 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 : 55,629: 15,536 5,398 2,020 29,452 40,008 47,007 47,425: 8,622 8,204
Old : 55,629: 15,536 5,398 2,020 29,452 40,008 47,007 47,425: 8,622 8,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -4,942: -6,010 1,051 464 208 -7,761 -5,339 -6,247: 397 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.7 3.6 52.9 71.9 84.5 85.3: 15.5 14.7
Old : 100.0: 27.9 9.7 3.6 52.9 71.9 84.5 85.3: 15.5 14.7
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 : 103: 29 14 8 31 31 66 51:
Old : 103: 29 14 8 31 31 66 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 : 28.8 30.9 42.2 46.3 28.2 30.9 40.6 46.2
Old : 28.8 30.9 42.2 46.3 28.2 30.9 40.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 8, 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 : 10,771: 2,797 476 0 6,191 8,044 8,988 8,520: 1,783 2,251
Old : 10,771: 2,797 476 0 6,191 8,044 8,988 8,520: 1,783 2,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 155: 144 11 0 0 0 144 11: 11 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 4.4 0.0 57.5 74.7 83.4 79.1: 16.6 20.9
Old : 100.0: 26.0 4.4 0.0 57.5 74.7 83.4 79.1: 16.6 20.9
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 : 20: 6 2 0 6 7 12 9:
Old : 20: 6 2 0 6 7 12 9:
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 : 48.9 66.8 71.6 77.5 47.4 66.8 70.0 77.5
Old : 48.9 66.8 71.6 77.5 47.4 66.8 70.0 77.5
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, February 8, 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 : 89,715: 28,815 13,180 702 46,521 63,927 76,038 77,809: 13,677 11,906
Old : 89,715: 28,815 13,180 702 46,521 63,927 76,038 77,809: 13,677 11,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -10,193: -12,082 2,305 702 415 -15,522 -10,965 -12,515: 772 2,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 14.7 0.8 51.9 71.3 84.8 86.7: 15.2 13.3
Old : 100.0: 32.1 14.7 0.8 51.9 71.3 84.8 86.7: 15.2 13.3
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 : 99: 28 17 2 29 30 58 48:
Old : 99: 28 17 2 29 30 58 48:
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 : 30.6 31.1 45.3 45.8 30.2 31.1 44.9 45.8
Old : 30.6 31.1 45.3 45.8 30.2 31.1 44.9 45.8
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, February 8, 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 : 5,464: 3,611 2,079 37 1,721 3,348 5,369 5,464: 95 0
Old : 5,464: 3,611 2,079 37 1,721 3,348 5,369 5,464: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 86: 10 44 0 52 62 62 106: 24 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 38.0 0.7 31.5 61.3 98.3 100.0: 1.7 0.0
Old : 100.0: 66.1 38.0 0.7 31.5 61.3 98.3 100.0: 1.7 0.0
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 : 21: 11 5 1 1 4 12 10:
Old : 21: 11 5 1 1 4 12 10:
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 : 72.4 91.8 92.0 98.9 72.4 91.8 92.0 98.9
Old : 72.4 91.8 92.0 98.9 72.4 91.8 92.0 98.9
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, February 8, 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 : 15,702: 1,227 1,311 0 14,393 14,166 15,620 15,477: 82 225
Old : 15,702: 1,227 1,311 0 14,393 14,166 15,620 15,477: 82 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 298: -165 -110 -20 475 418 290 288: 8 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.3 0.0 91.7 90.2 99.5 98.6: 0.5 1.4
Old : 100.0: 7.8 8.3 0.0 91.7 90.2 99.5 98.6: 0.5 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 : 30: 2 7 0 9 15 11 22:
Old : 30: 2 7 0 9 15 11 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 : 82.2 66.8 98.8 82.8 75.9 65.8 92.3 78.9
Old : 82.2 66.8 98.8 82.8 75.9 65.8 92.3 78.9
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, February 8, 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 : 53,898: 1,615 1,277 0 52,042 52,494 53,657 53,771: 241 127
Old : 53,898: 1,615 1,277 0 52,042 52,494 53,657 53,771: 241 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -1,717: -783 -783 0 -846 -882 -1,629 -1,665: -88 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.4 0.0 96.6 97.4 99.6 99.8: 0.4 0.2
Old : 100.0: 3.0 2.4 0.0 96.6 97.4 99.6 99.8: 0.4 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 : 31: 4 6 0 6 17 10 23:
Old : 31: 4 6 0 6 17 10 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 : 97.0 71.3 99.4 92.4 76.3 59.9 78.5 73.1
Old : 97.0 71.3 99.4 92.4 76.3 59.9 78.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011