WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 669,836: 116,817 82,111 176,027 323,606 344,345 616,450 602,483: 53,385 67,352
Old : 371,315: 97,741 72,252 79,110 155,917 190,802 332,768 342,164: 38,547 29,151
Other: 298,521: 51,575 42,358 64,418 167,689 153,543 283,682 260,320: 14,838 38,201
: : :
: : Changes in Commitments from: January 18, 2011 :
: 36,627: 12,868 3,237 9,573 9,278 20,945 31,719 33,755: 4,909 2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.3 26.3 48.3 51.4 92.0 89.9: 8.0 10.1
Old : 100.0: 26.3 19.5 21.3 42.0 51.4 89.6 92.1: 10.4 7.9
Other: 100.0: 17.3 14.2 21.6 56.2 51.4 95.0 87.2: 5.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 167 156 187 95 141 382 377:
Old : 450: 174 131 136 85 129 332 326:
Other: 324: 81 107 111 76 125 228 277:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 18.6 28.0 24.8 14.9 14.7 23.9 18.3
Old : 19.5 24.7 27.8 31.5 19.3 24.0 27.3 29.6
Other: 27.8 16.2 39.3 23.8 21.2 11.8 30.1 16.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,381,171: 520,116 106,426 766,025 866,466 1,195,964 2,152,607 2,068,415: 228,564 312,756
Old : 1,810,753: 390,467 100,551 595,116 650,539 895,640 1,636,122 1,591,306: 174,631 219,447
Other: 570,417: 166,554 42,781 134,003 215,927 300,325 516,485 477,109: 53,933 93,309
: : :
: : Changes in Commitments from: January 18, 2011 :
: -60,798: -21,595 -4,792 -33,779 -7,430 -33,594 -62,804 -72,164: 2,006 11,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.5 32.2 36.4 50.2 90.4 86.9: 9.6 13.1
Old : 100.0: 21.6 5.6 32.9 35.9 49.5 90.4 87.9: 9.6 12.1
Other: 100.0: 29.2 7.5 23.5 37.9 52.6 90.5 83.6: 9.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 923: 290 147 308 300 419 723 770:
Old : 896: 266 160 263 274 407 660 728:
Other: 678: 154 111 132 167 357 384 548:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.2 18.2 16.7 8.5 6.7 12.3 10.3
Old : 11.2 12.3 18.9 17.6 8.9 8.4 13.1 11.4
Other: 16.5 12.0 26.8 18.9 15.6 9.2 22.9 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,727: 3,426 179 2,065 6,192 11,530 11,683 13,774: 3,044 953
Old : 12,072: 3,507 82 1,426 4,579 9,805 9,512 11,313: 2,560 759
Other: 2,655: 13 191 545 1,613 1,724 2,171 2,461: 484 194
: : :
: : Changes in Commitments from: January 18, 2011 :
: -194: -633 102 89 217 -267 -328 -76: 134 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 1.2 14.0 42.0 78.3 79.3 93.5: 20.7 6.5
Old : 100.0: 29.0 0.7 11.8 37.9 81.2 78.8 93.7: 21.2 6.3
Other: 100.0: 0.5 7.2 20.5 60.7 64.9 81.8 92.7: 18.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 6 9 16 14 40 27:
Old : 47: 20 5 7 14 14 37 24:
Other: 23: 4 4 7 9 13 16 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 62.1 42.8 79.8 23.1 52.5 35.1 62.6
Old : 26.0 70.4 45.6 85.9 25.4 65.5 39.9 71.7
Other: 58.3 48.9 71.8 68.9 41.0 42.6 41.8 51.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 935,166: 198,223 27,284 323,776 344,481 489,652 866,480 840,712: 68,686 94,454
Old : 691,176: 161,269 22,870 233,748 243,682 374,640 638,699 631,258: 52,477 59,918
Other: 243,990: 66,450 33,910 60,532 100,798 115,012 227,781 209,454: 16,209 34,536
: : :
: : Changes in Commitments from: January 18, 2011 :
: -30,413: -10,259 2,083 -10,825 -7,947 -24,415 -29,032 -33,157: -1,381 2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 2.9 34.6 36.8 52.4 92.7 89.9: 7.3 10.1
Old : 100.0: 23.3 3.3 33.8 35.3 54.2 92.4 91.3: 7.6 8.7
Other: 100.0: 27.2 13.9 24.8 41.3 47.1 93.4 85.8: 6.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 595: 235 102 225 134 226 458 487:
Old : 571: 231 101 193 116 220 409 458:
Other: 413: 105 97 77 87 182 235 317:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 17.4 20.3 25.6 10.0 12.5 14.4 18.2
Old : 13.5 20.4 22.1 29.0 12.4 15.9 18.1 23.4
Other: 19.5 16.6 31.5 26.6 16.5 15.7 26.1 22.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 466,701: 82,551 30,430 102,995 248,065 313,315 433,611 446,739: 33,091 19,962
Old : 420,259: 82,882 33,016 89,027 217,897 280,140 389,806 402,184: 30,453 18,075
Other: 46,443: 7,291 5,035 6,346 30,168 33,174 43,805 44,555: 2,638 1,887
: : :
: : Changes in Commitments from: January 18, 2011 :
: 6,111: -6,841 4,766 3,114 12,448 -2,350 8,721 5,529: -2,610 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.5 22.1 53.2 67.1 92.9 95.7: 7.1 4.3
Old : 100.0: 19.7 7.9 21.2 51.8 66.7 92.8 95.7: 7.2 4.3
Other: 100.0: 15.7 10.8 13.7 65.0 71.4 94.3 95.9: 5.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 93 64 93 67 74 217 194:
Old : 264: 89 76 87 65 73 211 189:
Other: 92: 30 14 20 34 23 71 52:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 33.7 26.1 46.6 8.9 20.6 15.3 28.6
Old : 17.3 34.4 27.8 45.9 10.2 23.9 17.1 31.6
Other: 41.6 54.9 62.2 73.1 37.6 53.8 52.2 67.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 620,475: 60,079 64,567 27,537 390,361 375,427 477,977 467,532: 142,498 152,943
Old : 620,475: 60,079 64,567 27,537 390,361 375,427 477,977 467,532: 142,498 152,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -2,031: 3,147 -1,477 -9,937 -2,130 14,948 -8,919 3,535: 6,888 -5,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.4 4.4 62.9 60.5 77.0 75.4: 23.0 24.6
Old : 100.0: 9.7 10.4 4.4 62.9 60.5 77.0 75.4: 23.0 24.6
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 : 149: 25 30 26 73 76 111 119:
Old : 149: 25 30 26 73 76 111 119:
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 : 21.5 16.9 31.5 25.7 19.3 15.8 28.3 24.3
Old : 21.5 16.9 31.5 25.7 19.3 15.8 28.3 24.3
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, 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 : 303,965: 43,223 56,308 438 195,802 197,275 239,463 254,021: 64,502 49,944
Old : 303,965: 43,223 56,308 438 195,802 197,275 239,463 254,021: 64,502 49,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -3,669: -30 -815 -210 -3,926 -6,987 -4,166 -8,012: 498 4,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 18.5 0.1 64.4 64.9 78.8 83.6: 21.2 16.4
Old : 100.0: 14.2 18.5 0.1 64.4 64.9 78.8 83.6: 21.2 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 : 54: 5 11 2 27 28 33 40:
Old : 54: 5 11 2 27 28 33 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 : 26.7 43.6 47.4 59.8 26.5 43.2 46.1 58.8
Old : 26.7 43.6 47.4 59.8 26.5 43.2 46.1 58.8
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 251,553: 54,584 14,960 46,957 105,709 169,799 207,250 231,715: 44,303 19,838
Old : 213,862: 53,698 14,101 35,725 85,372 145,919 174,796 195,745: 39,066 18,116
Other: 37,692: 2,757 2,729 9,360 20,337 23,880 32,454 35,970: 5,238 1,722
: : :
: : Changes in Commitments from: January 18, 2011 :
: 239: -587 3,558 -1,339 2,198 -3,414 272 -1,195: -33 1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 5.9 18.7 42.0 67.5 82.4 92.1: 17.6 7.9
Old : 100.0: 25.1 6.6 16.7 39.9 68.2 81.7 91.5: 18.3 8.5
Other: 100.0: 7.3 7.2 24.8 54.0 63.4 86.1 95.4: 13.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 72 28 54 72 66 176 130:
Old : 195: 70 31 51 72 63 171 125:
Other: 89: 15 17 20 43 28 75 52:
:----------------------------------------------------------------------------------------------------
: 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 38.7 19.7 48.8 6.6 33.0 12.1 39.2
Old : 11.7 37.8 19.0 47.6 7.5 32.0 13.5 39.0
Other: 28.6 48.2 40.6 65.3 26.3 40.9 32.9 53.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 22,208: 6,905 2,393 2,019 6,722 16,368 15,646 20,780: 6,562 1,429
Old : 20,238: 6,937 2,388 1,660 5,621 15,018 14,218 19,067: 6,019 1,171
Other: 1,971: 157 194 169 1,101 1,350 1,428 1,713: 543 258
: : :
: : Changes in Commitments from: January 18, 2011 :
: 1,411: 828 -239 -346 138 2,002 619 1,416: 792 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.8 9.1 30.3 73.7 70.5 93.6: 29.5 6.4
Old : 100.0: 34.3 11.8 8.2 27.8 74.2 70.3 94.2: 29.7 5.8
Other: 100.0: 8.0 9.8 8.6 55.9 68.5 72.4 86.9: 27.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 46 13 20 27 22 84 49:
Old : 98: 49 12 18 26 22 82 47:
Other: 33: 8 6 6 9 12 21 21:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 53.6 26.4 67.9 16.4 50.3 26.0 62.8
Old : 17.7 54.7 27.7 69.0 17.7 54.4 27.4 67.1
Other: 49.9 55.7 61.0 68.1 48.0 55.7 55.8 67.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 765,146: 142,045 119,335 22,929 494,973 492,032 659,946 634,296: 105,200 130,850
Old : 765,146: 142,045 119,335 22,929 494,973 492,032 659,946 634,296: 105,200 130,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 14,473: 3,593 -6,364 -2,381 12,454 25,284 13,667 16,540: 806 -2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.6 3.0 64.7 64.3 86.3 82.9: 13.7 17.1
Old : 100.0: 18.6 15.6 3.0 64.7 64.3 86.3 82.9: 13.7 17.1
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 : 194: 33 31 23 79 105 125 146:
Old : 194: 33 31 23 79 105 125 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 16.9 41.5 26.6 25.4 13.5 35.1 21.8
Old : 29.7 16.9 41.5 26.6 25.4 13.5 35.1 21.8
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, 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 : 1,699,653: 122,378 232,819 148,958 1,144,173 969,783 1,415,509 1,351,560: 284,144 348,092
Old : 1,699,653: 122,378 232,819 148,958 1,144,173 969,783 1,415,509 1,351,560: 284,144 348,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -46,386: -14,495 -2,378 -45,480 11,363 -3,939 -48,612 -51,797: 2,225 5,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.7 8.8 67.3 57.1 83.3 79.5: 16.7 20.5
Old : 100.0: 7.2 13.7 8.8 67.3 57.1 83.3 79.5: 16.7 20.5
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 : 248: 46 52 63 121 133 197 218:
Old : 248: 46 52 63 121 133 197 218:
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 : 25.9 11.7 32.3 17.8 21.5 8.4 26.1 12.8
Old : 25.9 11.7 32.3 17.8 21.5 8.4 26.1 12.8
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 with Delta-adjusted Options and Futures Combined, 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 : 1,229,991: 256,794 78,884 63,758 714,730 826,324 1,035,282 968,966: 194,709 261,025
Old : 1,229,991: 256,794 78,884 63,758 714,730 826,324 1,035,282 968,966: 194,709 261,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 21,529: 16,721 17,578 -5,120 634 3,021 12,234 15,478: 9,295 6,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.4 5.2 58.1 67.2 84.2 78.8: 15.8 21.2
Old : 100.0: 20.9 6.4 5.2 58.1 67.2 84.2 78.8: 15.8 21.2
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 : 189: 39 30 31 92 95 143 144:
Old : 189: 39 30 31 92 95 143 144:
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 : 17.4 19.0 27.9 31.0 16.9 16.1 25.3 25.5
Old : 17.4 19.0 27.9 31.0 16.9 16.1 25.3 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, 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 : 851,742: 120,272 39,979 296,947 400,183 466,800 817,401 803,726: 34,341 48,016
Old : 851,742: 120,272 39,979 296,947 400,183 466,800 817,401 803,726: 34,341 48,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 25,035: 3,643 2,042 1,468 18,744 22,418 23,855 25,928: 1,181 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.7 34.9 47.0 54.8 96.0 94.4: 4.0 5.6
Old : 100.0: 14.1 4.7 34.9 47.0 54.8 96.0 94.4: 4.0 5.6
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 : 112: 26 24 30 53 55 97 93:
Old : 112: 26 24 30 53 55 97 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 28.9 51.5 45.6 17.2 12.4 20.7 16.9
Old : 33.4 28.9 51.5 45.6 17.2 12.4 20.7 16.9
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, 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 : 51,533: 18,569 6,502 928 24,802 38,754 44,298 46,184: 7,235 5,349
Old : 51,533: 18,569 6,502 928 24,802 38,754 44,298 46,184: 7,235 5,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 4,384: 2,469 1,477 273 1,625 2,308 4,367 4,058: 16 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 12.6 1.8 48.1 75.2 86.0 89.6: 14.0 10.4
Old : 100.0: 36.0 12.6 1.8 48.1 75.2 86.0 89.6: 14.0 10.4
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 : 100: 28 17 6 29 35 60 55:
Old : 100: 28 17 6 29 35 60 55:
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 : 26.5 36.3 41.0 50.6 26.2 35.6 40.7 49.2
Old : 26.5 36.3 41.0 50.6 26.2 35.6 40.7 49.2
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, 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 : 103,066: 37,138 13,004 1,855 49,603 77,508 88,597 92,368: 14,469 10,698
Old : 103,066: 37,138 13,004 1,855 49,603 77,508 88,597 92,368: 14,469 10,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 8,767: 4,939 2,954 547 3,249 4,616 8,735 8,116: 32 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 12.6 1.8 48.1 75.2 86.0 89.6: 14.0 10.4
Old : 100.0: 36.0 12.6 1.8 48.1 75.2 86.0 89.6: 14.0 10.4
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 : 100: 28 17 6 29 35 60 55:
Old : 100: 28 17 6 29 35 60 55:
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 : 26.5 36.3 41.0 50.6 26.2 35.6 40.7 49.2
Old : 26.5 36.3 41.0 50.6 26.2 35.6 40.7 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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