WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 429,310: 71,706 124,587 67,304 256,989 185,284 395,999 377,175: 33,311 52,135
Old : 254,174: 56,143 119,140 19,719 158,241 83,306 234,103 222,165: 20,071 32,009
Other: 175,136: 42,807 32,691 20,341 98,748 101,978 161,896 155,010: 13,240 20,126
: : :
: : Changes in Commitments from: January 26, 2010 :
: 27,372: -1,428 2,626 12,210 14,153 13,303 24,935 28,139: 2,437 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 29.0 15.7 59.9 43.2 92.2 87.9: 7.8 12.1
Old : 100.0: 22.1 46.9 7.8 62.3 32.8 92.1 87.4: 7.9 12.6
Other: 100.0: 24.4 18.7 11.6 56.4 58.2 92.4 88.5: 7.6 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 96 145 128 73 98 266 304:
Old : 354: 90 151 70 60 80 199 259:
Other: 258: 80 69 61 49 89 162 193:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 15.1 41.7 22.7 24.7 11.5 39.6 17.5
Old : 34.8 12.7 50.0 21.1 34.8 12.2 49.8 20.7
Other: 32.6 25.1 45.0 37.7 29.8 23.0 39.6 32.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,155,639: 275,653 145,314 163,167 603,875 577,430 1,042,695 885,911: 112,944 269,728
Old : 856,381: 209,955 185,051 85,105 472,472 410,501 767,532 680,657: 88,849 175,724
Other: 299,258: 132,240 26,805 11,520 131,403 166,929 275,163 205,254: 24,095 94,004
: : :
: : Changes in Commitments from: January 26, 2010 :
: 19,846: 1,555 14,328 7,362 7,365 -1,268 16,282 20,422: 3,564 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 12.6 14.1 52.3 50.0 90.2 76.7: 9.8 23.3
Old : 100.0: 24.5 21.6 9.9 55.2 47.9 89.6 79.5: 10.4 20.5
Other: 100.0: 44.2 9.0 3.8 43.9 55.8 91.9 68.6: 8.1 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 667: 170 137 203 186 263 480 534:
Old : 648: 159 175 167 173 249 439 495:
Other: 459: 119 75 49 79 218 219 328:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 12.9 28.3 17.7 17.6 12.5 26.5 17.0
Old : 23.0 12.8 33.8 18.8 22.9 12.6 33.2 17.9
Other: 25.1 15.8 37.8 22.9 25.0 15.7 37.4 22.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,754: 2,843 2,187 68 8,361 9,598 11,272 11,853: 2,482 1,901
Old : 10,900: 2,493 2,187 0 6,022 7,027 8,515 9,214: 2,385 1,686
Other: 2,854: 350 0 68 2,339 2,571 2,757 2,639: 97 215
: : :
: : Changes in Commitments from: January 26, 2010 :
: 495: 131 77 -57 350 37 424 57: 71 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.9 0.5 60.8 69.8 82.0 86.2: 18.0 13.8
Old : 100.0: 22.9 20.1 0.0 55.2 64.5 78.1 84.5: 21.9 15.5
Other: 100.0: 12.3 0.0 2.4 82.0 90.1 96.6 92.5: 3.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 11 1 17 16 29 28:
Old : 43: 12 11 0 15 13 27 24:
Other: 18: 3 0 1 8 11 11 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 53.3 56.6 70.4 34.2 50.6 50.1 65.7
Old : 37.5 55.8 55.3 73.8 37.0 52.4 54.8 70.0
Other: 76.4 65.8 96.2 86.7 74.0 65.8 87.8 83.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 472,953: 99,312 70,042 73,111 258,858 234,038 431,281 377,191: 41,672 95,762
Old : 369,550: 86,257 67,073 44,011 205,932 194,859 336,200 305,943: 33,350 63,607
Other: 103,403: 36,637 26,551 5,518 52,926 39,179 95,081 71,248: 8,322 32,155
: : :
: : Changes in Commitments from: January 26, 2010 :
: 15,740: -4,158 5,668 246 17,188 4,217 13,276 10,131: 2,464 5,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 14.8 15.5 54.7 49.5 91.2 79.8: 8.8 20.2
Old : 100.0: 23.3 18.1 11.9 55.7 52.7 91.0 82.8: 9.0 17.2
Other: 100.0: 35.4 25.7 5.3 51.2 37.9 92.0 68.9: 8.0 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 123 122 146 97 149 316 346:
Old : 422: 124 125 112 92 139 286 317:
Other: 260: 53 71 28 48 113 117 201:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 17.3 28.4 23.8 15.8 15.5 24.6 20.6
Old : 21.2 20.4 32.6 27.8 21.0 18.4 31.6 24.9
Other: 37.7 14.9 52.0 22.9 36.9 14.4 49.8 22.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,981: 12,465 1,135 628 28 1,581 13,121 3,344: 2,860 12,637
Old : 7,814: 5,070 1,415 311 28 336 5,409 2,062: 2,405 5,752
Other: 8,167: 7,675 0 37 0 1,245 7,712 1,282: 455 6,885
: : :
: : Changes in Commitments from: January 26, 2010 :
: 374: 405 -145 68 0 23 473 -54: -99 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 7.1 3.9 0.2 9.9 82.1 20.9: 17.9 79.1
Old : 100.0: 64.9 18.1 4.0 0.4 4.3 69.2 26.4: 30.8 73.6
Other: 100.0: 94.0 0.0 0.5 0.0 15.2 94.4 15.7: 5.6 84.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 3 8 1 5 16 15:
Old : 22: 13 4 4 1 5 14 13:
Other: 17: 12 0 5 0 5 12 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 13.4 69.0 19.3 48.8 11.7 67.3 16.8
Old : 42.9 21.6 62.1 25.7 39.9 20.4 58.9 22.3
Other: 61.5 13.3 85.1 15.6 61.5 13.3 84.8 15.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 254,212: 47,148 44,881 41,355 139,320 142,176 227,823 228,412: 26,389 25,800
Old : 224,143: 36,659 49,788 30,953 132,769 119,047 200,381 199,788: 23,762 24,355
Other: 30,069: 19,505 4,109 1,386 6,551 23,129 27,442 28,624: 2,627 1,445
: : :
: : Changes in Commitments from: January 26, 2010 :
: 23,075: 5,091 4,452 7,744 11,890 10,900 24,725 23,096: -1,650 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.7 16.3 54.8 55.9 89.6 89.9: 10.4 10.1
Old : 100.0: 16.4 22.2 13.8 59.2 53.1 89.4 89.1: 10.6 10.9
Other: 100.0: 64.9 13.7 4.6 21.8 76.9 91.3 95.2: 8.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 66 67 72 59 61 168 177:
Old : 231: 65 72 68 58 57 163 169:
Other: 69: 22 13 9 21 22 47 41:
:----------------------------------------------------------------------------------------------------
: 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 21.9 29.8 33.0 17.2 20.3 24.8 29.2
Old : 21.6 22.6 31.9 32.7 20.2 22.5 29.1 32.0
Other: 46.2 51.7 66.6 69.2 46.2 51.6 65.8 67.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 648,854: 39,833 139,575 4,524 488,255 364,757 532,612 508,856: 116,242 139,998
Old : 648,854: 39,833 139,575 4,524 488,255 364,757 532,612 508,856: 116,242 139,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,570: -2,015 3,305 -479 -5,123 3,873 -7,617 6,699: 4,047 -10,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 21.5 0.7 75.2 56.2 82.1 78.4: 17.9 21.6
Old : 100.0: 6.1 21.5 0.7 75.2 56.2 82.1 78.4: 17.9 21.6
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 : 147: 17 28 13 69 75 95 107:
Old : 147: 17 28 13 69 75 95 107:
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 : 21.2 19.8 34.5 29.7 17.7 19.6 30.9 29.3
Old : 21.2 19.8 34.5 29.7 17.7 19.6 30.9 29.3
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,364: 106 172 92 6,973 6,900 7,171 7,164: 193 200
Old : 7,364: 106 172 92 6,973 6,900 7,171 7,164: 193 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 473: 60 -14 19 399 495 478 500: -5 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.3 1.2 94.7 93.7 97.4 97.3: 2.6 2.7
Old : 100.0: 1.4 2.3 1.2 94.7 93.7 97.4 97.3: 2.6 2.7
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 : 23: 2 2 2 17 19 20 22:
Old : 23: 2 2 2 17 19 20 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 : 68.1 71.9 82.9 85.3 19.7 23.0 27.4 28.0
Old : 68.1 71.9 82.9 85.3 19.7 23.0 27.4 28.0
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 - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 187,955: 54,813 28,829 23,466 78,775 110,228 157,054 162,523: 30,901 25,432
Old : 158,423: 46,959 25,459 18,476 65,939 91,723 131,374 135,658: 27,049 22,765
Other: 29,532: 10,788 6,304 2,056 12,836 18,505 25,680 26,865: 3,852 2,667
: : :
: : Changes in Commitments from: January 26, 2010 :
: 8,779: -142 5,036 1,022 6,344 -328 7,224 5,730: 1,555 3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 15.3 12.5 41.9 58.6 83.6 86.5: 16.4 13.5
Old : 100.0: 29.6 16.1 11.7 41.6 57.9 82.9 85.6: 17.1 14.4
Other: 100.0: 36.5 21.3 7.0 43.5 62.7 87.0 91.0: 13.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 49 35 49 56 49 134 116:
Old : 160: 51 35 46 55 46 128 113:
Other: 66: 12 15 12 31 15 52 36:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 36.2 26.9 47.4 16.0 31.3 26.3 40.3
Old : 16.3 36.3 27.5 46.2 16.0 32.5 26.8 41.1
Other: 36.2 61.2 51.5 75.3 36.2 59.5 51.5 70.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,100: 4,687 1,471 431 6,953 12,133 12,071 14,035: 3,029 1,065
Old : 13,108: 4,683 1,463 234 5,567 10,714 10,484 12,411: 2,624 697
Other: 1,992: 110 114 91 1,386 1,419 1,587 1,624: 405 368
: : :
: : Changes in Commitments from: January 26, 2010 :
: 69: -487 44 235 419 205 167 484: -98 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 9.7 2.9 46.0 80.4 79.9 92.9: 20.1 7.1
Old : 100.0: 35.7 11.2 1.8 42.5 81.7 80.0 94.7: 20.0 5.3
Other: 100.0: 5.5 5.7 4.6 69.6 71.2 79.7 81.5: 20.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 10 9 30 21 65 39:
Old : 82: 31 11 5 28 19 61 34:
Other: 27: 6 2 5 9 13 17 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 : 22.0 63.4 34.9 76.1 22.0 60.0 34.5 72.0
Old : 22.4 68.0 35.6 80.2 22.4 64.6 34.9 76.1
Other: 61.1 47.5 72.9 68.2 61.1 45.8 70.4 65.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 974,817: 319,078 150,171 39,648 522,110 669,616 880,836 859,435: 93,981 115,382
Old : 974,817: 319,078 150,171 39,648 522,110 669,616 880,836 859,435: 93,981 115,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 66,301: 38,040 13,428 -395 24,253 61,012 61,898 74,045: 4,403 -7,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 15.4 4.1 53.6 68.7 90.4 88.2: 9.6 11.8
Old : 100.0: 32.7 15.4 4.1 53.6 68.7 90.4 88.2: 9.6 11.8
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 : 246: 39 58 21 77 125 128 192:
Old : 246: 39 58 21 77 125 128 192:
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 : 35.3 21.2 42.9 27.8 32.3 19.0 39.0 24.4
Old : 35.3 21.2 42.9 27.8 32.3 19.0 39.0 24.4
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,404,635: 168,508 298,318 55,185 903,169 762,394 1,126,862 1,115,897: 277,773 288,738
Old : 1,404,635: 168,508 298,318 55,185 903,169 762,394 1,126,862 1,115,897: 277,773 288,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 71,816: 33,370 12,714 6,502 10,553 70,153 50,425 89,369: 21,391 -17,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 21.2 3.9 64.3 54.3 80.2 79.4: 19.8 20.6
Old : 100.0: 12.0 21.2 3.9 64.3 54.3 80.2 79.4: 19.8 20.6
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 : 242: 32 57 38 95 117 152 187:
Old : 242: 32 57 38 95 117 152 187:
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 : 24.6 22.0 33.6 31.9 20.5 17.9 27.4 24.5
Old : 24.6 22.0 33.6 31.9 20.5 17.9 27.4 24.5
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 900,548: 112,179 120,483 19,210 567,806 541,911 699,195 681,604: 201,353 218,944
Old : 900,548: 112,179 120,483 19,210 567,806 541,911 699,195 681,604: 201,353 218,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 67,890: 28,543 23,344 -3,465 33,655 43,684 58,733 63,563: 9,157 4,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.4 2.1 63.1 60.2 77.6 75.7: 22.4 24.3
Old : 100.0: 12.5 13.4 2.1 63.1 60.2 77.6 75.7: 22.4 24.3
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 : 146: 17 29 11 65 79 88 113:
Old : 146: 17 29 11 65 79 88 113:
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 : 22.3 17.0 33.6 27.7 15.1 12.7 25.4 21.0
Old : 22.3 17.0 33.6 27.7 15.1 12.7 25.4 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 - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 535,585: 55,292 67,053 61,658 384,458 366,136 501,408 494,847: 34,177 40,738
Old : 535,585: 55,292 67,053 61,658 384,458 366,136 501,408 494,847: 34,177 40,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -36,564: -21,473 -9,449 4,586 -17,913 -28,620 -34,800 -33,483: -1,764 -3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.5 11.5 71.8 68.4 93.6 92.4: 6.4 7.6
Old : 100.0: 10.3 12.5 11.5 71.8 68.4 93.6 92.4: 6.4 7.6
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 : 115: 19 30 29 53 56 88 103:
Old : 115: 19 30 29 53 56 88 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 29.8 52.8 41.7 25.8 9.3 32.0 15.9
Old : 38.8 29.8 52.8 41.7 25.8 9.3 32.0 15.9
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,797: 2,786 1,854 0 7,791 7,861 10,577 9,715: 3,220 4,082
Old : 13,797: 2,786 1,854 0 7,791 7,861 10,577 9,715: 3,220 4,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 291: -54 172 0 0 999 -54 1,171: 345 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 13.4 0.0 56.5 57.0 76.7 70.4: 23.3 29.6
Old : 100.0: 20.2 13.4 0.0 56.5 57.0 76.7 70.4: 23.3 29.6
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 : 21: 5 4 0 5 7 10 11:
Old : 21: 5 4 0 5 7 10 11:
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 : 57.9 49.9 73.1 64.5 57.9 49.9 73.1 64.5
Old : 57.9 49.9 73.1 64.5 57.9 49.9 73.1 64.5
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 62,306: 20,835 11,245 363 27,809 38,502 49,007 50,110: 13,299 12,196
Old : 62,306: 20,835 11,245 363 27,809 38,502 49,007 50,110: 13,299 12,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,777: -5,161 2,367 -277 2,944 -7,179 -2,494 -5,089: -1,283 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 18.0 0.6 44.6 61.8 78.7 80.4: 21.3 19.6
Old : 100.0: 33.4 18.0 0.6 44.6 61.8 78.7 80.4: 21.3 19.6
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 : 92: 28 18 6 27 30 58 51:
Old : 92: 28 18 6 27 30 58 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 : 19.9 30.8 33.3 50.2 19.8 29.6 32.8 47.1
Old : 19.9 30.8 33.3 50.2 19.8 29.6 32.8 47.1
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 13,355: 9,657 12,689 0 3,105 566 12,762 13,255: 593 100
Old : 13,355: 9,657 12,689 0 3,105 566 12,762 13,255: 593 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 853: 320 871 0 931 -18 1,251 853: -398 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 95.0 0.0 23.2 4.2 95.6 99.3: 4.4 0.7
Old : 100.0: 72.3 95.0 0.0 23.2 4.2 95.6 99.3: 4.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 0 3 2 13 7:
Old : 20: 10 5 0 3 2 13 7:
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 : 78.7 97.3 92.1 99.3 78.7 97.3 92.1 99.3
Old : 78.7 97.3 92.1 99.3 78.7 97.3 92.1 99.3
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,184: 455 2,231 382 9,204 7,434 10,041 10,047: 143 137
Old : 10,184: 455 2,231 382 9,204 7,434 10,041 10,047: 143 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 179: -70 283 136 97 -166 163 253: 16 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 21.9 3.8 90.4 73.0 98.6 98.7: 1.4 1.3
Old : 100.0: 4.5 21.9 3.8 90.4 73.0 98.6 98.7: 1.4 1.3
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 : 37: 4 9 2 13 14 18 24:
Old : 37: 4 9 2 13 14 18 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 : 70.1 54.0 87.4 74.7 70.1 48.8 78.0 66.4
Old : 70.1 54.0 87.4 74.7 70.1 48.8 78.0 66.4
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 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 21,218: 5,045 349 0 15,968 20,743 21,013 21,092: 205 126
Old : 21,218: 5,045 349 0 15,968 20,743 21,013 21,092: 205 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,562: 1,582 -13 0 -3,148 -1,555 -1,566 -1,568: 4 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 1.6 0.0 75.3 97.8 99.0 99.4: 1.0 0.6
Old : 100.0: 23.8 1.6 0.0 75.3 97.8 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 : 33: 10 3 0 10 12 20 15:
Old : 33: 10 3 0 10 12 20 15:
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 : 65.4 75.5 89.3 91.5 65.4 68.3 83.7 82.9
Old : 65.4 75.5 89.3 91.5 65.4 68.3 83.7 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010