WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 698,258: 118,040 84,653 189,639 333,914 354,269 641,593 628,561: 56,665 69,697
Old : 349,908: 90,060 64,780 80,782 142,787 177,724 313,629 323,286: 36,280 26,623
Other: 348,349: 56,325 48,218 80,512 191,127 176,545 327,964 305,275: 20,385 43,074
: : :
: : Changes in Commitments from: February 8, 2011 :
: -24,665: -8,560 1,484 -12,823 687 -11,494 -20,696 -22,832: -3,969 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.1 27.2 47.8 50.7 91.9 90.0: 8.1 10.0
Old : 100.0: 25.7 18.5 23.1 40.8 50.8 89.6 92.4: 10.4 7.6
Other: 100.0: 16.2 13.8 23.1 54.9 50.7 94.1 87.6: 5.9 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 167 151 205 100 142 389 395:
Old : 436: 166 131 139 81 122 317 323:
Other: 349: 95 110 136 78 125 255 299:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 18.0 28.2 23.7 14.0 14.6 22.8 18.1
Old : 20.4 23.7 27.6 30.5 18.6 23.2 25.6 29.2
Other: 24.0 16.9 36.6 24.2 19.1 12.8 28.8 17.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 2,573,509: 524,775 111,937 874,348 935,581 1,280,827 2,334,704 2,267,112: 238,805 306,398
Old : 1,933,737: 387,488 113,079 683,063 684,603 930,766 1,755,154 1,726,908: 178,583 206,829
Other: 639,773: 180,350 41,921 148,222 250,978 350,061 579,550 540,204: 60,223 99,568
: : :
: : Changes in Commitments from: February 8, 2011 :
: 62,867: -14,746 4,171 51,395 26,216 17,768 62,865 73,334: 2 -10,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 4.3 34.0 36.4 49.8 90.7 88.1: 9.3 11.9
Old : 100.0: 20.0 5.8 35.3 35.4 48.1 90.8 89.3: 9.2 10.7
Other: 100.0: 28.2 6.6 23.2 39.2 54.7 90.6 84.4: 9.4 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 963: 292 163 347 309 424 771 810:
Old : 937: 284 166 295 281 412 702 766:
Other: 719: 160 140 144 182 367 423 578:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 11.7 18.3 17.1 8.0 5.9 11.7 9.2
Old : 11.1 13.1 18.5 18.6 8.5 7.9 12.5 11.0
Other: 17.5 11.0 28.5 18.0 15.3 8.2 23.9 11.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 15,733: 5,053 183 1,250 5,406 12,859 11,709 14,292: 4,024 1,441
Old : 12,158: 4,644 80 519 3,655 10,420 8,818 11,019: 3,340 1,139
Other: 3,575: 609 303 531 1,751 2,440 2,891 3,273: 684 301
: : :
: : Changes in Commitments from: February 8, 2011 :
: 105: 112 1 -324 -115 165 -327 -158: 432 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 1.2 7.9 34.4 81.7 74.4 90.8: 25.6 9.2
Old : 100.0: 38.2 0.7 4.3 30.1 85.7 72.5 90.6: 27.5 9.4
Other: 100.0: 17.0 8.5 14.8 49.0 68.3 80.9 91.6: 19.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 25 7 10 15 13 46 26:
Old : 48: 22 7 7 12 13 38 23:
Other: 28: 8 5 7 10 11 21 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 : 21.3 60.8 36.4 78.6 21.3 55.6 35.3 71.1
Old : 25.6 72.4 39.8 83.2 25.6 72.2 39.8 82.0
Other: 43.0 49.6 62.3 70.5 37.1 46.3 46.2 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 1,003,821: 199,200 41,388 366,285 361,679 491,318 927,164 898,990: 76,657 104,831
Old : 715,392: 154,454 32,889 258,692 250,128 362,310 663,273 653,890: 52,119 61,502
Other: 288,429: 77,277 41,031 75,061 111,552 129,008 263,890 245,100: 24,539 43,329
: : :
: : Changes in Commitments from: February 8, 2011 :
: -5,494: -20,832 9,964 1,069 14,708 -22,132 -5,055 -11,099: -439 5,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.1 36.5 36.0 48.9 92.4 89.6: 7.6 10.4
Old : 100.0: 21.6 4.6 36.2 35.0 50.6 92.7 91.4: 7.3 8.6
Other: 100.0: 26.8 14.2 26.0 38.7 44.7 91.5 85.0: 8.5 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 244 116 267 153 227 519 526:
Old : 606: 220 127 228 133 214 458 486:
Other: 437: 124 98 95 102 189 282 329:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 16.6 20.6 24.8 9.8 11.9 14.4 16.1
Old : 13.2 19.7 21.3 28.3 11.6 15.4 17.0 21.0
Other: 17.1 15.0 28.9 24.0 14.4 12.9 23.7 19.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 26,616: 24,034 4,337 133 24 5,211 24,191 9,681: 2,425 16,935
Old : 9,162: 7,337 3,082 99 24 939 7,460 4,120: 1,702 5,042
Other: 17,454: 16,722 1,280 9 0 4,272 16,731 5,561: 723 11,893
: : :
: : Changes in Commitments from: February 8, 2011 :
: -190: -201 263 13 -2 82 -190 358: 0 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 16.3 0.5 0.1 19.6 90.9 36.4: 9.1 63.6
Old : 100.0: 80.1 33.6 1.1 0.3 10.2 81.4 45.0: 18.6 55.0
Other: 100.0: 95.8 7.3 0.1 0.0 24.5 95.9 31.9: 4.1 68.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 12 8 1 14 22 33:
Old : 44: 18 12 5 1 14 19 31:
Other: 35: 16 5 3 0 14 17 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 : 54.6 14.7 76.7 20.7 54.5 14.7 76.5 20.6
Old : 40.1 21.4 64.4 30.9 40.1 21.4 63.9 30.9
Other: 64.8 13.4 85.7 20.0 64.8 13.4 85.7 20.0
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 10,038: 547 7,626 1,578 7,441 634 9,566 9,837: 472 201
Old : 10,038: 547 7,626 1,578 7,441 634 9,566 9,837: 472 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 802: -194 733 183 854 -106 843 811: -42 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 76.0 15.7 74.1 6.3 95.3 98.0: 4.7 2.0
Old : 100.0: 5.5 76.0 15.7 74.1 6.3 95.3 98.0: 4.7 2.0
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 : 20: 3 6 6 9 7 17 14:
Old : 20: 3 6 6 9 7 17 14:
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 : 69.3 85.8 84.1 94.9 64.7 71.6 71.4 76.7
Old : 69.3 85.8 84.1 94.9 64.7 71.6 71.4 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 490,148: 100,248 35,503 109,858 240,071 317,402 450,177 462,763: 39,971 27,385
Old : 424,923: 92,299 42,070 88,386 207,869 270,059 388,554 400,515: 36,369 24,408
Other: 65,226: 20,804 6,288 8,617 32,203 47,343 61,624 62,248: 3,602 2,977
: : :
: : Changes in Commitments from: February 8, 2011 :
: -12,875: -13,209 10,907 -6,072 7,789 -23,386 -11,492 -18,551: -1,383 5,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 7.2 22.4 49.0 64.8 91.8 94.4: 8.2 5.6
Old : 100.0: 21.7 9.9 20.8 48.9 63.6 91.4 94.3: 8.6 5.7
Other: 100.0: 31.9 9.6 13.2 49.4 72.6 94.5 95.4: 5.5 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 99 62 95 75 74 227 196:
Old : 270: 94 76 83 73 73 218 189:
Other: 106: 42 14 29 39 24 88 60:
:----------------------------------------------------------------------------------------------------
: 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 32.0 23.9 45.6 8.6 20.2 14.3 29.0
Old : 15.6 30.8 25.7 44.2 10.2 20.0 16.9 27.8
Other: 30.3 51.3 46.9 69.0 28.1 50.4 43.8 65.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 670,069: 50,729 92,502 44,126 433,933 357,988 528,789 494,616: 141,281 175,453
Old : 670,069: 50,729 92,502 44,126 433,933 357,988 528,789 494,616: 141,281 175,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,911: -9,984 4,888 -3,494 18,181 -8,500 4,702 -7,106: -6,613 5,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.8 6.6 64.8 53.4 78.9 73.8: 21.1 26.2
Old : 100.0: 7.6 13.8 6.6 64.8 53.4 78.9 73.8: 21.1 26.2
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 : 162: 21 41 40 85 77 132 132:
Old : 162: 21 41 40 85 77 132 132:
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 : 20.1 15.0 29.9 23.8 18.4 13.8 27.3 22.3
Old : 20.1 15.0 29.9 23.8 18.4 13.8 27.3 22.3
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, February 15, 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 : 326,702: 43,228 60,859 2,219 214,333 213,807 259,780 276,885: 66,922 49,817
Old : 326,702: 43,228 60,859 2,219 214,333 213,807 259,780 276,885: 66,922 49,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 11,512: 1,557 3,414 1,812 8,000 6,751 11,368 11,977: 143 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.6 0.7 65.6 65.4 79.5 84.8: 20.5 15.2
Old : 100.0: 13.2 18.6 0.7 65.6 65.4 79.5 84.8: 20.5 15.2
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 : 61: 5 13 6 31 30 40 45:
Old : 61: 5 13 6 31 30 40 45:
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 : 23.4 43.9 43.0 59.2 23.1 41.0 41.5 55.8
Old : 23.4 43.9 43.0 59.2 23.1 41.0 41.5 55.8
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, February 15, 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 : 7,447: 593 407 410 6,228 6,290 7,231 7,107: 216 340
Old : 7,447: 593 407 410 6,228 6,290 7,231 7,107: 216 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -294: -684 79 -8 415 -321 -277 -250: -17 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.5 5.5 83.6 84.5 97.1 95.4: 2.9 4.6
Old : 100.0: 8.0 5.5 5.5 83.6 84.5 97.1 95.4: 2.9 4.6
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 : 34: 4 3 5 20 25 27 30:
Old : 34: 4 3 5 20 25 27 30:
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 : 60.2 47.7 79.0 66.4 39.2 24.5 45.7 33.0
Old : 60.2 47.7 79.0 66.4 39.2 24.5 45.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 263,524: 55,252 19,854 54,119 110,989 168,765 220,361 242,738: 43,163 20,786
Old : 211,136: 48,974 19,430 37,495 88,209 135,942 174,677 192,867: 36,459 18,270
Other: 52,388: 8,094 2,240 14,809 22,781 32,822 45,684 49,871: 6,704 2,517
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,664: -6,295 5,342 -3,093 10,653 -4,611 1,265 -2,362: -2,930 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 7.5 20.5 42.1 64.0 83.6 92.1: 16.4 7.9
Old : 100.0: 23.2 9.2 17.8 41.8 64.4 82.7 91.3: 17.3 8.7
Other: 100.0: 15.5 4.3 28.3 43.5 62.7 87.2 95.2: 12.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 68 34 57 72 73 177 140:
Old : 194: 69 32 53 72 69 169 134:
Other: 100: 21 17 24 46 32 84 60:
:----------------------------------------------------------------------------------------------------
: 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 32.5 20.3 46.3 7.0 25.7 12.3 32.5
Old : 12.8 31.6 20.3 45.6 9.0 26.6 15.7 34.6
Other: 23.8 42.8 38.3 63.6 16.8 35.8 25.5 46.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 27,772: 10,082 2,680 2,429 7,333 21,342 19,845 26,451: 7,927 1,321
Old : 24,645: 9,895 2,696 1,868 6,156 19,002 17,919 23,567: 6,725 1,078
Other: 3,127: 480 276 269 1,177 2,339 1,925 2,884: 1,201 243
: : :
: : Changes in Commitments from: February 8, 2011 :
: 622: 259 36 -95 231 692 394 633: 227 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 9.6 8.7 26.4 76.8 71.5 95.2: 28.5 4.8
Old : 100.0: 40.1 10.9 7.6 25.0 77.1 72.7 95.6: 27.3 4.4
Other: 100.0: 15.3 8.8 8.6 37.6 74.8 61.6 92.2: 38.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 71 18 23 28 24 112 59:
Old : 129: 69 21 18 26 24 106 55:
Other: 47: 16 8 9 12 15 32 29:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 54.9 21.3 67.7 13.3 52.2 21.2 63.5
Old : 14.9 57.8 23.6 70.3 14.9 57.3 23.6 68.5
Other: 30.5 56.3 43.4 70.1 29.9 54.7 38.9 67.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 963,532: 181,185 209,401 40,102 650,679 562,703 871,965 812,206: 91,567 151,327
Old : 963,532: 181,185 209,401 40,102 650,679 562,703 871,965 812,206: 91,567 151,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 60,728: 28,166 30,313 10,988 27,296 15,238 66,450 56,539: -5,721 4,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.7 4.2 67.5 58.4 90.5 84.3: 9.5 15.7
Old : 100.0: 18.8 21.7 4.2 67.5 58.4 90.5 84.3: 9.5 15.7
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 : 230: 32 53 31 87 115 137 181:
Old : 230: 32 53 31 87 115 137 181:
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 : 33.0 15.7 45.9 25.4 30.9 14.6 40.4 23.0
Old : 33.0 15.7 45.9 25.4 30.9 14.6 40.4 23.0
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, February 15, 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 : 2,087,559: 172,681 285,253 277,811 1,364,149 1,169,425 1,814,641 1,732,490: 272,918 355,070
Old : 2,087,559: 172,681 285,253 277,811 1,364,149 1,169,425 1,814,641 1,732,490: 272,918 355,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -48,015: 10,550 33,965 -47,936 10,411 -11,145 -26,974 -25,116: -21,041 -22,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.7 13.3 65.3 56.0 86.9 83.0: 13.1 17.0
Old : 100.0: 8.3 13.7 13.3 65.3 56.0 86.9 83.0: 13.1 17.0
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 : 283: 50 64 77 136 153 230 250:
Old : 283: 50 64 77 136 153 230 250:
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 : 22.9 10.1 30.1 17.6 18.8 8.3 23.3 13.0
Old : 22.9 10.1 30.1 17.6 18.8 8.3 23.3 13.0
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, February 15, 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 : 1,540,233: 318,877 140,184 125,719 914,039 955,846 1,358,635 1,221,749: 181,598 318,483
Old : 1,540,233: 318,877 140,184 125,719 914,039 955,846 1,358,635 1,221,749: 181,598 318,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 67,567: -3,121 17,124 9,433 51,748 38,936 58,060 65,493: 9,507 2,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.1 8.2 59.3 62.1 88.2 79.3: 11.8 20.7
Old : 100.0: 20.7 9.1 8.2 59.3 62.1 88.2 79.3: 11.8 20.7
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 : 200: 31 41 32 101 108 146 167:
Old : 200: 31 41 32 101 108 146 167:
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 : 19.2 14.9 29.3 25.4 18.8 12.4 27.3 21.0
Old : 19.2 14.9 29.3 25.4 18.8 12.4 27.3 21.0
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, February 15, 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 : 816,212: 107,670 43,271 251,707 417,785 475,081 777,162 770,059: 39,050 46,152
Old : 816,212: 107,670 43,271 251,707 417,785 475,081 777,162 770,059: 39,050 46,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 48,132: -5,626 6,151 19,925 25,876 17,575 40,175 43,651: 7,957 4,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.3 30.8 51.2 58.2 95.2 94.3: 4.8 5.7
Old : 100.0: 13.2 5.3 30.8 51.2 58.2 95.2 94.3: 4.8 5.7
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 : 121: 31 24 36 59 57 106 102:
Old : 121: 31 24 36 59 57 106 102:
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 : 32.7 27.9 48.0 44.7 17.5 12.7 20.6 18.8
Old : 32.7 27.9 48.0 44.7 17.5 12.7 20.6 18.8
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 with Delta-adjusted Options and Futures Combined, February 15, 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 : 60,443: 16,947 4,034 3,184 31,067 44,753 51,197 51,971: 9,246 8,471
Old : 60,443: 16,947 4,034 3,184 31,067 44,753 51,197 51,971: 9,246 8,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,698: 1,514 -1,286 301 322 3,544 2,138 2,560: 560 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 6.7 5.3 51.4 74.0 84.7 86.0: 15.3 14.0
Old : 100.0: 28.0 6.7 5.3 51.4 74.0 84.7 86.0: 15.3 14.0
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 : 104: 31 11 10 37 35 74 54:
Old : 104: 31 11 10 37 35 74 54:
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 : 26.8 35.0 38.2 50.8 26.3 34.9 36.6 47.5
Old : 26.8 35.0 38.2 50.8 26.3 34.9 36.6 47.5
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 with Delta-adjusted Options and Futures Combined, February 15, 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 : 11,558: 3,050 513 0 6,574 8,839 9,624 9,352: 1,934 2,206
Old : 11,558: 3,050 513 0 6,574 8,839 9,624 9,352: 1,934 2,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 766: 253 37 0 383 795 636 832: 130 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.4 0.0 56.9 76.5 83.3 80.9: 16.7 19.1
Old : 100.0: 26.4 4.4 0.0 56.9 76.5 83.3 80.9: 16.7 19.1
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 : 22: 6 2 0 7 8 13 10:
Old : 22: 6 2 0 7 8 13 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 : 45.6 64.8 67.9 77.3 44.2 64.8 66.5 77.3
Old : 45.6 64.8 67.9 77.3 44.2 64.8 66.5 77.3
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, February 15, 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 : 97,769: 31,957 11,206 2,204 48,985 71,829 83,146 85,239: 14,623 12,531
Old : 97,769: 31,957 11,206 2,204 48,985 71,829 83,146 85,239: 14,623 12,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,863: 3,350 -1,819 -224 -122 5,499 3,004 3,456: 860 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.5 2.3 50.1 73.5 85.0 87.2: 15.0 12.8
Old : 100.0: 32.7 11.5 2.3 50.1 73.5 85.0 87.2: 15.0 12.8
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 : 99: 30 13 5 34 34 65 51:
Old : 99: 30 13 5 34 34 65 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 : 28.5 32.9 40.4 49.8 28.1 32.9 39.8 48.4
Old : 28.5 32.9 40.4 49.8 28.1 32.9 39.8 48.4
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, February 15, 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 : 5,613: 3,783 2,157 37 1,721 3,419 5,541 5,613: 72 0
Old : 5,613: 3,783 2,157 37 1,721 3,419 5,541 5,613: 72 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 149: 172 78 0 0 71 172 149: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 38.4 0.7 30.7 60.9 98.7 100.0: 1.3 0.0
Old : 100.0: 67.4 38.4 0.7 30.7 60.9 98.7 100.0: 1.3 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 : 23: 13 5 1 1 4 14 10:
Old : 23: 13 5 1 1 4 14 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 : 70.5 91.0 90.0 98.5 70.5 91.0 90.0 98.5
Old : 70.5 91.0 90.0 98.5 70.5 91.0 90.0 98.5
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, February 15, 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 : 14,430: 195 1,442 0 14,173 12,769 14,368 14,211: 62 219
Old : 14,430: 195 1,442 0 14,173 12,769 14,368 14,211: 62 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,272: -1,032 131 0 -220 -1,397 -1,252 -1,266: -20 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 10.0 0.0 98.2 88.5 99.6 98.5: 0.4 1.5
Old : 100.0: 1.4 10.0 0.0 98.2 88.5 99.6 98.5: 0.4 1.5
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 : 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 : 87.4 65.2 98.9 81.8 81.2 64.8 91.5 77.2
Old : 87.4 65.2 98.9 81.8 81.2 64.8 91.5 77.2
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, February 15, 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 : 49,316: 191 1,009 16 48,732 48,109 48,939 49,134: 377 182
Old : 49,316: 191 1,009 16 48,732 48,109 48,939 49,134: 377 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -4,582: -1,424 -268 16 -3,310 -4,385 -4,718 -4,637: 136 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.0 0.0 98.8 97.6 99.2 99.6: 0.8 0.4
Old : 100.0: 0.4 2.0 0.0 98.8 97.6 99.2 99.6: 0.8 0.4
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 : 28: 2 5 1 6 17 9 22:
Old : 28: 2 5 1 6 17 9 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 : 98.4 74.4 99.2 92.2 69.8 53.6 70.0 63.9
Old : 98.4 74.4 99.2 92.2 69.8 53.6 70.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011