WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 14, 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 : 491,247: 121,393 88,615 57,739 270,480 284,445 449,612 430,799: 41,635 60,448
Old : 368,209: 113,995 82,853 25,926 193,495 221,127 333,416 329,906: 34,793 38,303
Other: 123,038: 23,561 21,925 15,650 76,985 63,318 116,196 100,893: 6,842 22,145
: : :
: : Changes in Commitments from: September 7, 2010 :
: 13,477: 2,981 1,840 3,651 -1,716 3,596 4,916 9,087: 8,561 4,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 18.0 11.8 55.1 57.9 91.5 87.7: 8.5 12.3
Old : 100.0: 31.0 22.5 7.0 52.6 60.1 90.6 89.6: 9.4 10.4
Other: 100.0: 19.1 17.8 12.7 62.6 51.5 94.4 82.0: 5.6 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 165 125 114 91 128 331 298:
Old : 417: 167 116 80 73 118 287 267:
Other: 236: 47 66 36 55 108 126 191:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 20.6 34.5 28.3 20.1 15.5 31.8 21.7
Old : 24.6 24.8 36.6 33.5 24.0 21.0 33.9 29.2
Other: 38.3 18.1 53.1 27.1 35.9 12.4 45.5 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 14, 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 : 1,374,822: 555,879 111,790 133,950 535,492 869,005 1,225,321 1,114,745: 149,501 260,077
Old : 1,218,993: 522,421 136,175 76,774 488,662 780,856 1,087,857 993,805: 131,136 225,188
Other: 155,829: 79,440 21,597 11,194 46,830 88,149 137,464 120,940: 18,365 34,889
: : :
: : Changes in Commitments from: September 7, 2010 :
: -6,196: 25,249 13,857 -30,751 -7,907 4,402 -13,409 -12,492: 7,213 6,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 8.1 9.7 38.9 63.2 89.1 81.1: 10.9 18.9
Old : 100.0: 42.9 11.2 6.3 40.1 64.1 89.2 81.5: 10.8 18.5
Other: 100.0: 51.0 13.9 7.2 30.1 56.6 88.2 77.6: 11.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 902: 288 155 176 174 380 546 656:
Old : 893: 282 167 145 159 370 513 624:
Other: 530: 100 96 22 69 295 175 409:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 12.6 23.8 20.0 15.6 11.9 23.5 19.0
Old : 17.2 12.9 25.7 20.8 17.1 12.7 25.6 20.1
Other: 24.7 19.7 35.5 27.0 23.6 17.6 32.9 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 14, 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 : 11,566: 3,604 255 106 4,999 9,645 8,709 10,006: 2,857 1,560
Old : 11,356: 3,395 255 106 4,999 9,458 8,500 9,819: 2,856 1,537
Other: 210: 209 0 0 0 187 209 187: 1 23
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,095: 926 -91 88 -179 764 835 761: 260 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 2.2 0.9 43.2 83.4 75.3 86.5: 24.7 13.5
Old : 100.0: 29.9 2.2 0.9 44.0 83.3 74.9 86.5: 25.1 13.5
Other: 100.0: 99.5 0.0 0.0 0.0 89.0 99.5 89.0: 0.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 2 3 13 10 35 15:
Old : 43: 21 2 3 13 9 35 14:
Other: 4: 1 0 0 0 3 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 68.5 45.4 82.2 30.2 65.3 45.0 78.8
Old : 30.8 69.8 45.5 82.1 30.8 66.5 45.0 78.7
Other: 99.5 89.0 99.5 89.0 99.5 89.0 99.5 89.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 14, 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 : 532,715: 180,478 34,072 65,508 235,616 355,738 481,602 455,318: 51,113 77,397
Old : 497,937: 177,193 45,498 48,362 224,225 333,475 449,780 427,335: 48,157 70,602
Other: 34,778: 20,259 5,548 172 11,391 22,263 31,822 27,983: 2,956 6,795
: : :
: : Changes in Commitments from: September 7, 2010 :
: 5,243: 2,444 -1,515 915 1,291 6,614 4,650 6,014: 593 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 6.4 12.3 44.2 66.8 90.4 85.5: 9.6 14.5
Old : 100.0: 35.6 9.1 9.7 45.0 67.0 90.3 85.8: 9.7 14.2
Other: 100.0: 58.3 16.0 0.5 32.8 64.0 91.5 80.5: 8.5 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 526: 206 80 105 106 200 366 351:
Old : 526: 201 91 92 103 197 354 344:
Other: 225: 37 41 4 32 130 71 173:
:----------------------------------------------------------------------------------------------------
: 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 24.2 23.8 34.3 14.4 23.0 23.3 30.7
Old : 15.0 25.0 24.7 35.4 15.0 23.7 24.1 31.7
Other: 46.3 34.8 58.6 46.7 46.1 34.6 58.4 46.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 14, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,880: 23,934 1,945 291 19 6,002 24,244 8,238: 2,636 18,642
Old : 24,230: 21,638 2,055 170 19 5,247 21,827 7,472: 2,403 16,758
Other: 2,650: 2,412 6 5 0 755 2,417 766: 233 1,884
: : :
: : Changes in Commitments from: September 7, 2010 :
: -300: -446 -107 46 0 100 -400 39: 100 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 7.2 1.1 0.1 22.3 90.2 30.6: 9.8 69.4
Old : 100.0: 89.3 8.5 0.7 0.1 21.7 90.1 30.8: 9.9 69.2
Other: 100.0: 91.0 0.2 0.2 0.0 28.5 91.2 28.9: 8.8 71.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 6 8 1 13 24 26:
Old : 41: 20 8 7 1 13 24 25:
Other: 25: 11 1 1 0 13 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 11.8 74.8 18.8 60.3 11.8 74.1 18.8
Old : 62.6 10.9 75.9 18.4 62.5 10.9 75.7 18.4
Other: 69.4 22.0 86.4 26.9 69.4 22.0 86.4 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 14, 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 : 280,894: 82,252 38,367 31,287 132,475 194,331 246,014 263,985: 34,880 16,909
Old : 275,016: 82,521 39,588 29,562 128,586 189,634 240,669 258,784: 34,347 16,232
Other: 5,878: 1,236 284 220 3,889 4,697 5,345 5,201: 533 677
: : :
: : Changes in Commitments from: September 7, 2010 :
: 18,168: 9,238 -3,221 3,493 5,075 18,824 17,806 19,096: 362 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 13.7 11.1 47.2 69.2 87.6 94.0: 12.4 6.0
Old : 100.0: 30.0 14.4 10.7 46.8 69.0 87.5 94.1: 12.5 5.9
Other: 100.0: 21.0 4.8 3.7 66.2 79.9 90.9 88.5: 9.1 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 85 55 73 65 64 200 165:
Old : 254: 87 58 72 65 64 199 165:
Other: 26: 7 4 5 9 7 20 13:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 35.3 23.9 46.7 13.2 32.2 22.5 43.1
Old : 14.1 34.6 24.2 46.2 13.3 32.0 22.9 43.0
Other: 61.7 73.8 79.2 86.9 61.7 70.7 78.9 81.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 14, 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 : 664,989: 85,969 86,385 22,761 413,076 439,210 521,806 548,356: 143,183 116,633
Old : 664,989: 85,969 86,385 22,761 413,076 439,210 521,806 548,356: 143,183 116,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -16,524: -5,284 -13,876 -1,471 -7,506 7,682 -14,261 -7,665: -2,263 -8,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.0 3.4 62.1 66.0 78.5 82.5: 21.5 17.5
Old : 100.0: 12.9 13.0 3.4 62.1 66.0 78.5 82.5: 21.5 17.5
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 : 164: 36 23 13 73 70 118 98:
Old : 164: 36 23 13 73 70 118 98:
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 : 19.7 23.2 29.8 37.4 17.8 22.0 27.7 34.9
Old : 19.7 23.2 29.8 37.4 17.8 22.0 27.7 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 14, 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 : 220,555: 28,098 26,325 5,149 144,622 158,714 177,869 190,188: 42,686 30,367
Old : 220,555: 28,098 26,325 5,149 144,622 158,714 177,869 190,188: 42,686 30,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,542: 394 -2,818 -1,198 1,796 6,939 992 2,923: 550 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.9 2.3 65.6 72.0 80.6 86.2: 19.4 13.8
Old : 100.0: 12.7 11.9 2.3 65.6 72.0 80.6 86.2: 19.4 13.8
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 : 50: 6 8 5 25 23 35 33:
Old : 50: 6 8 5 25 23 35 33:
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 : 33.3 52.9 50.0 68.0 30.8 51.8 47.5 66.8
Old : 33.3 52.9 50.0 68.0 30.8 51.8 47.5 66.8
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 - Futures Only, September 14, 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 : 9,495: 984 517 369 7,815 8,390 9,168 9,276: 327 219
Old : 9,495: 984 517 369 7,815 8,390 9,168 9,276: 327 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -418: 150 -355 -6 -550 -55 -406 -416: -12 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.4 3.9 82.3 88.4 96.6 97.7: 3.4 2.3
Old : 100.0: 10.4 5.4 3.9 82.3 88.4 96.6 97.7: 3.4 2.3
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 : 35: 5 5 4 21 23 29 29:
Old : 35: 5 5 4 21 23 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 64.1 75.5 78.3 18.1 15.1 23.8 22.7
Old : 59.5 64.1 75.5 78.3 18.1 15.1 23.8 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 14, 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 : 204,584: 76,066 13,174 16,866 76,128 157,882 169,060 187,922: 35,524 16,662
Old : 199,100: 75,760 14,735 14,669 73,764 153,298 164,193 182,702: 34,907 16,398
Other: 5,484: 2,110 243 393 2,364 4,584 4,867 5,220: 617 264
: : :
: : Changes in Commitments from: September 7, 2010 :
: -8,489: -10,115 -4,623 1,387 4,250 -4,483 -4,478 -7,719: -4,011 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 6.4 8.2 37.2 77.2 82.6 91.9: 17.4 8.1
Old : 100.0: 38.1 7.4 7.4 37.0 77.0 82.5 91.8: 17.5 8.2
Other: 100.0: 38.5 4.4 7.2 43.1 83.6 88.7 95.2: 11.3 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 77 31 45 61 48 167 106:
Old : 192: 77 34 44 61 48 166 106:
Other: 32: 9 3 6 14 10 25 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 : 11.6 48.3 20.3 58.7 11.5 44.6 19.9 52.7
Old : 11.9 47.9 20.9 58.3 11.8 44.6 20.4 52.6
Other: 45.5 77.3 69.2 90.5 44.8 74.3 67.1 83.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 14, 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 : 17,783: 6,058 4,616 1,379 5,459 9,985 12,896 15,980: 4,887 1,803
Old : 17,770: 6,058 4,624 1,371 5,458 9,975 12,887 15,970: 4,883 1,800
Other: 13: 8 0 0 1 10 9 10: 4 3
: : :
: : Changes in Commitments from: September 7, 2010 :
: 446: 261 -59 -86 172 451 347 306: 99 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 26.0 7.8 30.7 56.1 72.5 89.9: 27.5 10.1
Old : 100.0: 34.1 26.0 7.7 30.7 56.1 72.5 89.9: 27.5 10.1
Other: 100.0: 61.5 0.0 0.0 7.7 76.9 69.2 76.9: 30.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 41 20 14 21 20 76 44:
Old : 97: 41 20 14 20 20 75 44:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 35.6 32.9 53.7 23.7 35.3 32.6 53.3
Old : 23.7 35.6 32.9 53.7 23.7 35.3 32.6 53.4
Other: 69.2 76.9 69.2 76.9 69.2 76.9 69.2 76.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 14, 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 : 705,082: 124,737 181,091 3,373 469,028 404,579 597,138 589,043: 107,944 116,039
Old : 705,082: 124,737 181,091 3,373 469,028 404,579 597,138 589,043: 107,944 116,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 31,111: -2,949 26,336 -1,100 41,632 -6,246 37,583 18,990: -6,472 12,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 25.7 0.5 66.5 57.4 84.7 83.5: 15.3 16.5
Old : 100.0: 17.7 25.7 0.5 66.5 57.4 84.7 83.5: 15.3 16.5
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 : 207: 31 47 13 80 99 119 151:
Old : 207: 31 47 13 80 99 119 151:
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 : 22.7 17.7 34.1 26.9 18.7 17.7 30.0 26.3
Old : 22.7 17.7 34.1 26.9 18.7 17.7 30.0 26.3
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, September 14, 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 : 1,663,008: 209,351 183,463 34,727 1,144,378 1,135,309 1,388,456 1,353,499: 274,552 309,509
Old : 1,663,008: 209,351 183,463 34,727 1,144,378 1,135,309 1,388,456 1,353,499: 274,552 309,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -104,275: 4,425 317 -13,205 -84,672 -69,453 -93,452 -82,341: -10,823 -21,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.0 2.1 68.8 68.3 83.5 81.4: 16.5 18.6
Old : 100.0: 12.6 11.0 2.1 68.8 68.3 83.5 81.4: 16.5 18.6
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 : 264: 47 44 24 120 124 180 179:
Old : 264: 47 44 24 120 124 180 179:
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 : 33.3 21.8 41.1 32.9 31.5 19.3 38.3 28.4
Old : 33.3 21.8 41.1 32.9 31.5 19.3 38.3 28.4
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, September 14, 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 : 881,044: 166,392 73,643 13,577 496,179 566,910 676,148 654,130: 204,896 226,914
Old : 881,044: 166,392 73,643 13,577 496,179 566,910 676,148 654,130: 204,896 226,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -64,624: -29,223 -21,016 2,184 -29,943 -37,717 -56,982 -56,549: -7,642 -8,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 8.4 1.5 56.3 64.3 76.7 74.2: 23.3 25.8
Old : 100.0: 18.9 8.4 1.5 56.3 64.3 76.7 74.2: 23.3 25.8
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 : 149: 29 24 16 62 75 97 109:
Old : 149: 29 24 16 62 75 97 109:
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 : 22.4 21.3 33.4 30.2 21.8 18.1 31.8 25.7
Old : 22.4 21.3 33.4 30.2 21.8 18.1 31.8 25.7
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, September 14, 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 : 580,677: 152,861 16,996 67,968 325,558 447,138 546,387 532,102: 34,290 48,575
Old : 580,677: 152,861 16,996 67,968 325,558 447,138 546,387 532,102: 34,290 48,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 15,055: 376 480 6,228 10,490 4,983 17,094 11,691: -2,039 3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 2.9 11.7 56.1 77.0 94.1 91.6: 5.9 8.4
Old : 100.0: 26.3 2.9 11.7 56.1 77.0 94.1 91.6: 5.9 8.4
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 : 105: 33 14 28 52 48 94 82:
Old : 105: 33 14 28 52 48 94 82:
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 : 32.9 41.9 48.3 54.5 20.9 27.5 30.0 35.9
Old : 32.9 41.9 48.3 54.5 20.9 27.5 30.0 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, September 14, 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 : 53,351: 11,191 6,113 2,806 31,710 38,503 45,707 47,421: 7,644 5,930
Old : 53,351: 11,191 6,113 2,806 31,710 38,503 45,707 47,421: 7,644 5,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,714: 4,551 1,709 -2,256 -575 4,758 1,721 4,211: -7 -2,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.5 5.3 59.4 72.2 85.7 88.9: 14.3 11.1
Old : 100.0: 21.0 11.5 5.3 59.4 72.2 85.7 88.9: 14.3 11.1
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 : 104: 30 16 13 37 42 72 67:
Old : 104: 30 16 13 37 42 72 67:
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 : 31.5 36.4 44.4 51.1 29.6 30.7 40.5 45.4
Old : 31.5 36.4 44.4 51.1 29.6 30.7 40.5 45.4
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, September 14, 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 : 106,701: 22,381 12,225 5,612 63,420 77,005 91,413 94,842: 15,288 11,859
Old : 106,701: 22,381 12,225 5,612 63,420 77,005 91,413 94,842: 15,288 11,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 23,620: 5,526 1,246 4,010 10,105 15,681 19,641 20,937: 3,979 2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.5 5.3 59.4 72.2 85.7 88.9: 14.3 11.1
Old : 100.0: 21.0 11.5 5.3 59.4 72.2 85.7 88.9: 14.3 11.1
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 : 104: 30 16 13 37 42 72 67:
Old : 104: 30 16 13 37 42 72 67:
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 : 31.5 36.4 44.4 51.1 29.6 30.7 40.5 45.4
Old : 31.5 36.4 44.4 51.1 29.6 30.7 40.5 45.4
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, September 14, 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 : 9,884: 931 1,320 0 8,777 8,538 9,708 9,858: 176 26
Old : 9,884: 931 1,320 0 8,777 8,538 9,708 9,858: 176 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -7,388: -118 -1,303 -426 -6,734 -5,534 -7,278 -7,263: -110 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.4 0.0 88.8 86.4 98.2 99.7: 1.8 0.3
Old : 100.0: 9.4 13.4 0.0 88.8 86.4 98.2 99.7: 1.8 0.3
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 : 27: 3 5 0 8 13 11 18:
Old : 27: 3 5 0 8 13 11 18:
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 : 84.3 70.1 96.0 87.4 75.2 57.0 82.3 72.0
Old : 84.3 70.1 96.0 87.4 75.2 57.0 82.3 72.0
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, September 14, 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 : 33,802: 1,670 2,819 0 31,982 30,771 33,652 33,590: 150 212
Old : 33,802: 1,670 2,819 0 31,982 30,771 33,652 33,590: 150 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -7,104: 333 -656 -260 -7,135 -6,056 -7,062 -6,972: -42 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.3 0.0 94.6 91.0 99.6 99.4: 0.4 0.6
Old : 100.0: 4.9 8.3 0.0 94.6 91.0 99.6 99.4: 0.4 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 : 30: 4 3 0 6 19 10 22:
Old : 30: 4 3 0 6 19 10 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 : 96.3 73.4 99.3 88.2 95.9 73.4 98.8 88.2
Old : 96.3 73.4 99.3 88.2 95.9 73.4 98.8 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010