WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 9, 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 : 434,580: 72,492 132,949 72,057 256,810 174,156 401,359 379,162: 33,221 55,418
Old : 238,233: 56,281 115,458 19,251 142,476 71,042 218,008 205,751: 20,225 32,482
Other: 196,347: 41,171 42,451 27,846 114,334 103,114 183,351 173,411: 12,996 22,936
: : :
: : Changes in Commitments from: February 2, 2010 :
: 5,270: 786 8,362 4,753 -179 -11,128 5,360 1,987: -90 3,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 30.6 16.6 59.1 40.1 92.4 87.2: 7.6 12.8
Old : 100.0: 23.6 48.5 8.1 59.8 29.8 91.5 86.4: 8.5 13.6
Other: 100.0: 21.0 21.6 14.2 58.2 52.5 93.4 88.3: 6.6 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 101 146 128 74 96 275 298:
Old : 352: 98 141 76 62 77 210 255:
Other: 259: 71 77 66 50 88 163 197:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 12.9 41.1 20.3 24.5 9.6 39.3 15.3
Old : 33.1 11.8 47.3 20.0 33.0 11.3 47.1 19.3
Other: 31.2 22.0 43.2 33.4 28.7 19.7 39.8 29.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 9, 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 : 1,145,635: 256,019 168,544 144,922 616,985 561,059 1,017,926 874,525: 127,709 271,110
Old : 840,485: 184,967 200,758 71,045 481,312 391,512 737,324 663,315: 103,161 177,170
Other: 305,150: 132,507 29,241 12,422 135,673 169,547 280,602 211,210: 24,548 93,940
: : :
: : Changes in Commitments from: February 2, 2010 :
: -10,004: -19,634 23,230 -18,245 13,110 -16,371 -24,769 -11,386: 14,765 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.7 12.6 53.9 49.0 88.9 76.3: 11.1 23.7
Old : 100.0: 22.0 23.9 8.5 57.3 46.6 87.7 78.9: 12.3 21.1
Other: 100.0: 43.4 9.6 4.1 44.5 55.6 92.0 69.2: 8.0 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 171 141 195 191 263 467 535:
Old : 637: 156 171 156 184 245 431 490:
Other: 453: 105 83 48 77 221 202 340:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 12.7 27.5 17.7 17.4 11.8 26.5 16.2
Old : 23.2 12.7 33.7 18.6 23.1 11.9 33.4 17.3
Other: 27.1 15.9 37.8 22.9 27.0 15.8 37.3 22.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 9, 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 : 13,733: 2,835 2,329 68 8,749 10,160 11,652 12,557: 2,081 1,176
Old : 9,913: 2,491 2,071 0 5,496 6,887 7,987 8,958: 1,926 955
Other: 3,820: 344 258 68 3,253 3,273 3,665 3,599: 155 221
: : :
: : Changes in Commitments from: February 2, 2010 :
: -21: -8 142 0 388 562 380 704: -401 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.0 0.5 63.7 74.0 84.8 91.4: 15.2 8.6
Old : 100.0: 25.1 20.9 0.0 55.4 69.5 80.6 90.4: 19.4 9.6
Other: 100.0: 9.0 6.8 1.8 85.2 85.7 95.9 94.2: 4.1 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 12 1 18 16 29 29:
Old : 41: 11 11 0 16 12 27 23:
Other: 19: 4 1 1 7 10 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 : 39.5 58.3 58.4 74.8 36.3 51.1 52.1 66.8
Old : 42.7 60.4 60.9 79.1 42.2 58.6 58.3 74.0
Other: 68.5 66.1 94.9 87.2 64.9 66.1 85.2 84.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 9, 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 : 478,719: 93,361 88,209 81,799 262,169 214,368 437,329 384,376: 41,390 94,343
Old : 365,460: 81,943 77,621 50,933 199,528 175,745 332,404 304,299: 33,056 61,161
Other: 113,259: 37,250 36,420 5,034 62,641 38,623 104,925 80,077: 8,334 33,182
: : :
: : Changes in Commitments from: February 2, 2010 :
: 5,766: -5,951 18,167 8,688 3,311 -19,670 6,048 7,185: -282 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.4 17.1 54.8 44.8 91.4 80.3: 8.6 19.7
Old : 100.0: 22.4 21.2 13.9 54.6 48.1 91.0 83.3: 9.0 16.7
Other: 100.0: 32.9 32.2 4.4 55.3 34.1 92.6 70.7: 7.4 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 114 133 151 101 140 311 354:
Old : 417: 112 137 112 96 130 279 322:
Other: 259: 63 71 30 49 104 127 192:
:----------------------------------------------------------------------------------------------------
: 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 16.2 28.8 22.3 17.3 15.0 26.1 19.6
Old : 20.9 19.6 31.8 26.7 20.7 18.3 31.3 24.2
Other: 38.5 15.0 51.2 23.6 37.8 14.3 50.3 22.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,185: 11,551 840 572 83 1,781 12,206 3,193: 2,979 11,992
Old : 6,838: 4,068 1,105 278 83 366 4,429 1,749: 2,409 5,089
Other: 8,347: 7,748 0 29 0 1,415 7,777 1,444: 570 6,903
: : :
: : Changes in Commitments from: February 2, 2010 :
: -796: -914 -295 -56 55 200 -915 -151: 119 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 5.5 3.8 0.5 11.7 80.4 21.0: 19.6 79.0
Old : 100.0: 59.5 16.2 4.1 1.2 5.4 64.8 25.6: 35.2 74.4
Other: 100.0: 92.8 0.0 0.3 0.0 17.0 93.2 17.3: 6.8 82.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 2 8 2 6 15 15:
Old : 20: 11 3 5 2 6 13 14:
Other: 17: 11 0 4 0 6 11 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 : 50.6 14.1 69.2 19.3 49.2 12.4 67.6 16.7
Old : 44.6 22.1 61.1 25.1 41.6 20.3 57.5 21.4
Other: 61.0 13.2 84.4 17.3 60.9 13.2 84.1 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 9, 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 : 289,936: 51,003 40,054 58,284 151,035 165,282 260,322 263,620: 29,614 26,316
Old : 255,272: 40,194 43,628 48,337 140,703 139,135 229,234 231,100: 26,038 24,172
Other: 34,664: 18,868 4,485 1,888 10,332 26,147 31,088 32,520: 3,576 2,144
: : :
: : Changes in Commitments from: February 2, 2010 :
: 35,724: 3,855 -4,827 16,929 11,715 23,106 32,499 35,208: 3,225 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.8 20.1 52.1 57.0 89.8 90.9: 10.2 9.1
Old : 100.0: 15.7 17.1 18.9 55.1 54.5 89.8 90.5: 10.2 9.5
Other: 100.0: 54.4 12.9 5.4 29.8 75.4 89.7 93.8: 10.3 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 69 62 88 63 58 190 180:
Old : 242: 62 76 82 63 54 182 175:
Other: 81: 34 11 17 23 22 61 48:
:----------------------------------------------------------------------------------------------------
: 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 24.9 29.3 36.6 15.2 21.5 23.7 31.3
Old : 19.4 22.5 32.0 33.5 17.9 21.9 26.7 30.8
Other: 35.9 58.2 57.6 71.6 35.2 58.1 55.9 71.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 9, 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 : 670,838: 42,554 149,750 8,269 494,487 372,497 545,310 530,516: 125,528 140,322
Old : 670,838: 42,554 149,750 8,269 494,487 372,497 545,310 530,516: 125,528 140,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 21,984: 2,721 10,175 3,745 6,232 7,740 12,698 21,660: 9,286 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.3 1.2 73.7 55.5 81.3 79.1: 18.7 20.9
Old : 100.0: 6.3 22.3 1.2 73.7 55.5 81.3 79.1: 18.7 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 19 29 14 69 76 97 110:
Old : 147: 19 29 14 69 76 97 110:
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 : 21.1 20.4 34.2 29.8 17.6 18.7 30.0 27.6
Old : 21.1 20.4 34.2 29.8 17.6 18.7 30.0 27.6
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 9, 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 : 8,107: 55 336 113 7,699 7,438 7,867 7,887: 240 220
Old : 8,107: 55 336 113 7,699 7,438 7,867 7,887: 240 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 743: -51 164 21 726 538 696 723: 47 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.1 1.4 95.0 91.7 97.0 97.3: 3.0 2.7
Old : 100.0: 0.7 4.1 1.4 95.0 91.7 97.0 97.3: 3.0 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: 1 3 1 17 19 19 22:
Old : 23: 1 3 1 17 19 19 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 : 70.6 71.3 83.9 84.4 19.4 22.1 27.1 28.3
Old : 70.6 71.3 83.9 84.4 19.4 22.1 27.1 28.3
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 9, 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 : 201,425: 53,143 31,759 27,573 90,045 113,101 170,761 172,433: 30,664 28,992
Old : 169,556: 45,166 29,190 22,652 75,245 91,658 143,063 143,500: 26,493 26,056
Other: 31,869: 9,506 4,098 3,392 14,800 21,443 27,698 28,933: 4,171 2,936
: : :
: : Changes in Commitments from: February 2, 2010 :
: 13,470: -1,670 2,930 4,107 11,270 2,873 13,707 9,910: -237 3,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 15.8 13.7 44.7 56.2 84.8 85.6: 15.2 14.4
Old : 100.0: 26.6 17.2 13.4 44.4 54.1 84.4 84.6: 15.6 15.4
Other: 100.0: 29.8 12.9 10.6 46.4 67.3 86.9 90.8: 13.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 48 44 57 60 51 144 133:
Old : 174: 48 47 55 59 48 139 129:
Other: 74: 16 14 16 35 16 61 40:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 34.7 27.3 45.3 16.3 30.2 26.6 37.5
Old : 16.8 33.5 28.1 42.2 16.2 29.0 27.2 36.8
Other: 33.6 59.2 48.5 73.4 33.6 55.8 48.5 67.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 9, 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 : 15,665: 4,715 1,211 612 7,281 12,416 12,608 14,239: 3,057 1,426
Old : 13,602: 4,708 1,212 350 5,833 10,982 10,891 12,544: 2,711 1,058
Other: 2,063: 121 113 148 1,448 1,434 1,717 1,695: 346 368
: : :
: : Changes in Commitments from: February 2, 2010 :
: 565: 28 -260 181 328 283 537 204: 28 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 7.7 3.9 46.5 79.3 80.5 90.9: 19.5 9.1
Old : 100.0: 34.6 8.9 2.6 42.9 80.7 80.1 92.2: 19.9 7.8
Other: 100.0: 5.9 5.5 7.2 70.2 69.5 83.2 82.2: 16.8 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 27 6 9 31 22 63 37:
Old : 76: 27 8 7 28 20 59 33:
Other: 28: 6 1 5 9 13 18 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 : 21.0 62.6 34.7 73.7 21.0 58.9 34.4 69.3
Old : 22.4 67.0 37.1 77.8 22.4 63.5 36.9 73.6
Other: 61.1 47.8 73.0 66.8 60.9 46.9 70.3 65.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 9, 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 : 995,263: 331,530 127,545 43,193 527,934 705,050 902,657 875,788: 92,606 119,475
Old : 995,263: 331,530 127,545 43,193 527,934 705,050 902,657 875,788: 92,606 119,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 20,446: 12,452 -22,626 3,545 5,824 35,434 21,821 16,353: -1,375 4,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 12.8 4.3 53.0 70.8 90.7 88.0: 9.3 12.0
Old : 100.0: 33.3 12.8 4.3 53.0 70.8 90.7 88.0: 9.3 12.0
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 : 241: 41 52 22 78 127 133 187:
Old : 241: 41 52 22 78 127 133 187:
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 : 34.3 21.6 43.4 27.9 32.1 19.2 40.2 24.7
Old : 34.3 21.6 43.4 27.9 32.1 19.2 40.2 24.7
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 9, 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 : 1,410,391: 146,647 287,950 57,923 934,857 770,527 1,139,427 1,116,400: 270,964 293,991
Old : 1,410,391: 146,647 287,950 57,923 934,857 770,527 1,139,427 1,116,400: 270,964 293,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 5,756: -21,861 -10,368 2,738 31,688 8,133 12,565 503: -6,809 5,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 20.4 4.1 66.3 54.6 80.8 79.2: 19.2 20.8
Old : 100.0: 10.4 20.4 4.1 66.3 54.6 80.8 79.2: 19.2 20.8
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 : 240: 32 54 39 95 117 154 183:
Old : 240: 32 54 39 95 117 154 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 22.7 36.5 32.2 23.9 17.4 31.0 24.1
Old : 28.7 22.7 36.5 32.2 23.9 17.4 31.0 24.1
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 9, 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 : 940,994: 135,843 133,802 15,784 595,453 581,066 747,080 730,652: 193,914 210,342
Old : 940,994: 135,843 133,802 15,784 595,453 581,066 747,080 730,652: 193,914 210,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 40,446: 23,664 13,319 -3,426 27,647 39,155 47,885 49,048: -7,439 -8,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.2 1.7 63.3 61.8 79.4 77.6: 20.6 22.4
Old : 100.0: 14.4 14.2 1.7 63.3 61.8 79.4 77.6: 20.6 22.4
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 : 153: 19 32 14 68 78 96 115:
Old : 153: 19 32 14 68 78 96 115:
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 : 21.3 15.8 34.1 25.7 15.3 12.8 25.8 20.9
Old : 21.3 15.8 34.1 25.7 15.3 12.8 25.8 20.9
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 9, 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 : 551,306: 62,446 68,705 60,456 391,686 379,019 514,588 508,180: 36,718 43,126
Old : 551,306: 62,446 68,705 60,456 391,686 379,019 514,588 508,180: 36,718 43,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 15,721: 7,154 1,652 -1,202 7,228 12,883 13,180 13,333: 2,541 2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.5 11.0 71.0 68.7 93.3 92.2: 6.7 7.8
Old : 100.0: 11.3 12.5 11.0 71.0 68.7 93.3 92.2: 6.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 19 33 29 56 60 95 107:
Old : 125: 19 33 29 56 60 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 : 37.7 29.8 50.4 41.2 26.4 10.4 31.6 17.2
Old : 37.7 29.8 50.4 41.2 26.4 10.4 31.6 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 9, 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 : 13,577: 2,606 1,826 1 8,476 8,617 11,083 10,444: 2,494 3,133
Old : 13,577: 2,606 1,826 1 8,476 8,617 11,083 10,444: 2,494 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -220: -180 -28 1 685 756 506 729: -726 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.4 0.0 62.4 63.5 81.6 76.9: 18.4 23.1
Old : 100.0: 19.2 13.4 0.0 62.4 63.5 81.6 76.9: 18.4 23.1
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 : 24: 4 4 1 7 9 12 13:
Old : 24: 4 4 1 7 9 12 13:
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 : 58.9 50.9 74.9 65.5 58.9 50.9 74.9 65.5
Old : 58.9 50.9 74.9 65.5 58.9 50.9 74.9 65.5
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 9, 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 : 61,310: 18,071 7,798 443 30,379 41,562 48,893 49,803: 12,417 11,507
Old : 61,310: 18,071 7,798 443 30,379 41,562 48,893 49,803: 12,417 11,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -996: -2,764 -3,447 80 2,570 3,060 -114 -307: -882 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 12.7 0.7 49.5 67.8 79.7 81.2: 20.3 18.8
Old : 100.0: 29.5 12.7 0.7 49.5 67.8 79.7 81.2: 20.3 18.8
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 : 88: 27 15 7 27 29 58 47:
Old : 88: 27 15 7 27 29 58 47:
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 35.5 35.2 52.7 22.2 33.3 34.7 50.2
Old : 22.3 35.5 35.2 52.7 22.2 33.3 34.7 50.2
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 - Futures Only, February 9, 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 : 12,671: 8,502 12,556 0 3,771 90 12,273 12,646: 398 25
Old : 12,671: 8,502 12,556 0 3,771 90 12,273 12,646: 398 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -684: -1,155 -133 0 666 -476 -489 -609: -195 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 99.1 0.0 29.8 0.7 96.9 99.8: 3.1 0.2
Old : 100.0: 67.1 99.1 0.0 29.8 0.7 96.9 99.8: 3.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 0 3 1 14 6:
Old : 20: 11 5 0 3 1 14 6:
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 : 73.3 98.6 91.4 99.8 73.3 98.6 91.4 99.8
Old : 73.3 98.6 91.4 99.8 73.3 98.6 91.4 99.8
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 9, 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 : 9,382: 710 1,316 238 8,266 7,664 9,214 9,218: 168 164
Old : 9,382: 710 1,316 238 8,266 7,664 9,214 9,218: 168 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -802: 255 -915 -144 -938 230 -827 -829: 25 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.0 2.5 88.1 81.7 98.2 98.3: 1.8 1.7
Old : 100.0: 7.6 14.0 2.5 88.1 81.7 98.2 98.3: 1.8 1.7
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 : 36: 5 8 2 11 15 16 25:
Old : 36: 5 8 2 11 15 16 25:
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 : 68.0 59.3 88.2 78.6 68.0 58.9 78.1 72.5
Old : 68.0 59.3 88.2 78.6 68.0 58.9 78.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, February 9, 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 : 18,079: 5,388 808 0 12,509 17,130 17,897 17,938: 182 141
Old : 18,079: 5,388 808 0 12,509 17,130 17,897 17,938: 182 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -3,139: 343 459 0 -3,459 -3,613 -3,116 -3,154: -23 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.5 0.0 69.2 94.8 99.0 99.2: 1.0 0.8
Old : 100.0: 29.8 4.5 0.0 69.2 94.8 99.0 99.2: 1.0 0.8
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 : 35: 11 3 0 9 13 20 16:
Old : 35: 11 3 0 9 13 20 16:
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 : 64.5 64.5 88.1 85.9 64.5 64.5 88.1 84.1
Old : 64.5 64.5 88.1 85.9 64.5 64.5 88.1 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010