WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 21, 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 : 480,241: 107,502 86,535 63,779 269,284 273,008 440,565 423,322: 39,676 56,919
Old : 288,313: 92,709 81,026 9,944 158,452 170,304 261,105 261,274: 27,208 27,039
Other: 191,928: 43,380 34,096 25,248 110,832 102,704 179,460 162,048: 12,468 29,880
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,877: -839 -3,849 471 -4 4,393 -372 1,015: 2,249 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 18.0 13.3 56.1 56.8 91.7 88.1: 8.3 11.9
Old : 100.0: 32.2 28.1 3.4 55.0 59.1 90.6 90.6: 9.4 9.4
Other: 100.0: 22.6 17.8 13.2 57.7 53.5 93.5 84.4: 6.5 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 141 122 122 82 125 302 299:
Old : 383: 142 113 59 61 106 238 244:
Other: 274: 66 80 49 62 115 160 217:
:----------------------------------------------------------------------------------------------------
: 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 24.6 36.3 30.9 21.2 20.8 34.8 25.5
Old : 28.3 32.2 41.0 40.3 28.3 31.3 40.8 38.8
Other: 32.9 17.5 45.0 26.3 30.2 16.4 41.3 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 21, 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 : 1,518,419: 587,744 124,981 140,980 640,827 1,012,811 1,369,551 1,278,772: 148,868 239,647
Old : 1,196,742: 475,490 120,393 81,626 523,152 818,648 1,080,268 1,020,667: 116,474 176,075
Other: 321,677: 151,453 43,787 20,155 117,675 194,163 289,283 258,105: 32,394 63,572
: : :
: : Changes in Commitments from: December 14, 2010 :
: 28,403: 23,998 2,862 -5,966 11,459 31,193 29,491 28,089: -1,088 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 8.2 9.3 42.2 66.7 90.2 84.2: 9.8 15.8
Old : 100.0: 39.7 10.1 6.8 43.7 68.4 90.3 85.3: 9.7 14.7
Other: 100.0: 47.1 13.6 6.3 36.6 60.4 89.9 80.2: 10.1 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 861: 278 118 174 212 389 560 631:
Old : 842: 271 123 132 183 374 504 587:
Other: 625: 119 105 44 106 337 251 472:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 12.2 22.0 19.0 12.4 10.1 18.7 15.7
Old : 15.8 13.9 24.4 20.0 14.9 12.1 21.4 17.1
Other: 23.6 12.8 33.6 18.8 23.6 11.9 32.6 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 21, 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 : 11,771: 4,899 166 62 4,577 10,338 9,538 10,566: 2,233 1,205
Old : 10,552: 4,734 197 4 3,732 9,346 8,470 9,547: 2,082 1,005
Other: 1,219: 196 0 27 845 992 1,068 1,019: 151 200
: : :
: : Changes in Commitments from: December 14, 2010 :
: -98: 531 91 -9 -694 -170 -172 -88: 74 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 1.4 0.5 38.9 87.8 81.0 89.8: 19.0 10.2
Old : 100.0: 44.9 1.9 0.0 35.4 88.6 80.3 90.5: 19.7 9.5
Other: 100.0: 16.1 0.0 2.2 69.3 81.4 87.6 83.6: 12.4 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 23 2 3 14 11 37 16:
Old : 42: 20 3 2 11 11 32 15:
Other: 16: 6 0 2 6 6 12 8:
:----------------------------------------------------------------------------------------------------
: 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 : 33.6 71.5 50.3 86.0 33.6 67.0 50.2 81.4
Old : 35.8 76.1 54.3 87.2 35.8 74.4 54.3 85.5
Other: 64.5 75.2 84.4 83.6 59.6 75.2 78.1 75.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 21, 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 : 660,863: 257,558 41,529 86,829 258,352 445,154 602,739 573,512: 58,124 87,351
Old : 530,844: 221,325 37,343 58,130 201,798 372,355 481,253 467,828: 49,591 63,016
Other: 130,019: 58,289 26,242 6,643 56,554 72,799 121,486 105,684: 8,533 24,335
: : :
: : Changes in Commitments from: December 14, 2010 :
: 17,690: 8,493 4,063 4,175 7,047 10,739 19,715 18,977: -2,025 -1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 6.3 13.1 39.1 67.4 91.2 86.8: 8.8 13.2
Old : 100.0: 41.7 7.0 11.0 38.0 70.1 90.7 88.1: 9.3 11.9
Other: 100.0: 44.8 20.2 5.1 43.5 56.0 93.4 81.3: 6.6 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 225 89 173 117 209 438 423:
Old : 571: 213 93 147 106 204 403 400:
Other: 354: 92 73 31 51 161 166 248:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 22.3 21.6 31.2 11.5 20.5 19.0 28.6
Old : 16.4 25.5 25.1 35.2 15.3 24.5 23.9 33.6
Other: 29.2 25.1 44.5 33.5 28.3 25.0 41.6 32.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 21, 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 : 20,292: 17,215 663 6 39 3,703 17,260 4,372: 3,032 15,920
Old : 9,448: 7,151 372 5 39 1,697 7,195 2,074: 2,253 7,374
Other: 10,844: 10,064 291 1 0 2,006 10,065 2,298: 779 8,546
: : :
: : Changes in Commitments from: December 14, 2010 :
: -1,122: -1,316 -1,911 0 0 314 -1,316 -1,597: 194 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 3.3 0.0 0.2 18.2 85.1 21.5: 14.9 78.5
Old : 100.0: 75.7 3.9 0.1 0.4 18.0 76.2 22.0: 23.8 78.0
Other: 100.0: 92.8 2.7 0.0 0.0 18.5 92.8 21.2: 7.2 78.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 2 2 2 7 16 11:
Old : 22: 13 2 1 2 7 15 10:
Other: 21: 12 2 1 0 7 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 : 55.9 15.6 76.4 20.6 55.8 15.6 76.3 20.4
Old : 51.0 17.8 68.5 21.9 51.0 17.8 68.4 21.5
Other: 67.5 15.1 88.1 20.8 67.5 15.1 88.1 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 21, 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 : 354,995: 96,709 26,833 46,482 175,166 258,984 318,357 332,299: 36,638 22,696
Old : 320,997: 97,351 30,317 35,407 154,265 234,013 287,023 299,737: 33,974 21,260
Other: 33,998: 5,295 2,453 5,138 20,901 24,971 31,334 32,562: 2,664 1,436
: : :
: : Changes in Commitments from: December 14, 2010 :
: 2,260: 3,502 186 2,407 -3,317 2,042 2,592 4,635: -332 -2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.6 13.1 49.3 73.0 89.7 93.6: 10.3 6.4
Old : 100.0: 30.3 9.4 11.0 48.1 72.9 89.4 93.4: 10.6 6.6
Other: 100.0: 15.6 7.2 15.1 61.5 73.4 92.2 95.8: 7.8 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 101 46 79 61 60 210 161:
Old : 250: 100 55 75 59 59 206 157:
Other: 66: 17 11 7 27 18 47 34:
:----------------------------------------------------------------------------------------------------
: 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 35.0 25.7 48.8 13.0 28.8 20.8 40.1
Old : 14.6 34.4 25.8 47.7 14.3 31.8 22.9 43.3
Other: 53.4 65.4 70.6 81.5 46.5 62.3 59.3 72.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 21, 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 : 537,120: 48,451 74,969 3,129 376,169 319,875 427,749 397,973: 109,371 139,147
Old : 537,120: 48,451 74,969 3,129 376,169 319,875 427,749 397,973: 109,371 139,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -42,142: -26,722 6,253 -35 -7,245 -50,206 -34,002 -43,988: -8,140 1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.0 0.6 70.0 59.6 79.6 74.1: 20.4 25.9
Old : 100.0: 9.0 14.0 0.6 70.0 59.6 79.6 74.1: 20.4 25.9
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 : 137: 21 29 9 66 60 91 94:
Old : 137: 21 29 9 66 60 91 94:
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 : 24.9 17.8 35.4 28.5 22.2 16.5 32.7 26.2
Old : 24.9 17.8 35.4 28.5 22.2 16.5 32.7 26.2
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, December 21, 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 : 305,268: 38,679 48,503 294 208,226 213,353 247,199 262,150: 58,069 43,118
Old : 305,268: 38,679 48,503 294 208,226 213,353 247,199 262,150: 58,069 43,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 2,012: 45 -102 -470 2,627 3,996 2,202 3,424: -190 -1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.9 0.1 68.2 69.9 81.0 85.9: 19.0 14.1
Old : 100.0: 12.7 15.9 0.1 68.2 69.9 81.0 85.9: 19.0 14.1
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 : 53: 4 9 2 27 27 32 37:
Old : 53: 4 9 2 27 27 32 37:
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 : 28.1 49.2 49.3 64.5 27.7 48.7 47.2 63.4
Old : 28.1 49.2 49.3 64.5 27.7 48.7 47.2 63.4
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, December 21, 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 : 7,089: 942 370 539 5,430 5,881 6,911 6,790: 178 299
Old : 7,089: 942 370 539 5,430 5,881 6,911 6,790: 178 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -327: -98 -17 67 -316 -390 -347 -340: 20 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.2 7.6 76.6 83.0 97.5 95.8: 2.5 4.2
Old : 100.0: 13.3 5.2 7.6 76.6 83.0 97.5 95.8: 2.5 4.2
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 : 32: 5 5 6 17 20 27 26:
Old : 32: 5 5 6 17 20 27 26:
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 : 59.4 49.8 72.4 67.3 44.3 37.1 52.0 45.2
Old : 59.4 49.8 72.4 67.3 44.3 37.1 52.0 45.2
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, December 21, 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 : 194,131: 62,713 9,572 15,571 76,972 152,242 155,256 177,385: 38,875 16,746
Old : 167,561: 59,446 11,345 11,244 62,076 129,676 132,766 152,265: 34,795 15,296
Other: 26,570: 5,698 658 1,896 14,896 22,566 22,490 25,120: 4,080 1,450
: : :
: : Changes in Commitments from: December 14, 2010 :
: 665: 4,903 277 -470 -7,783 -2,316 -3,350 -2,509: 4,015 3,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 4.9 8.0 39.6 78.4 80.0 91.4: 20.0 8.6
Old : 100.0: 35.5 6.8 6.7 37.0 77.4 79.2 90.9: 20.8 9.1
Other: 100.0: 21.4 2.5 7.1 56.1 84.9 84.6 94.5: 15.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 80 16 38 64 53 164 99:
Old : 182: 79 19 36 61 51 157 97:
Other: 75: 22 6 6 37 21 63 31:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 48.7 19.0 57.6 10.2 43.8 16.7 52.0
Old : 10.1 45.8 18.0 55.8 9.6 40.5 16.6 49.0
Other: 36.7 66.9 48.5 81.5 36.2 64.2 46.7 77.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 21, 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 : 18,508: 4,868 2,500 1,582 6,840 12,704 13,290 16,786: 5,218 1,722
Old : 17,798: 4,943 2,495 1,428 6,330 12,366 12,701 16,289: 5,097 1,509
Other: 710: 15 95 64 510 338 589 497: 121 213
: : :
: : Changes in Commitments from: December 14, 2010 :
: 413: 135 99 30 73 -72 238 57: 175 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 13.5 8.5 37.0 68.6 71.8 90.7: 28.2 9.3
Old : 100.0: 27.8 14.0 8.0 35.6 69.5 71.4 91.5: 28.6 8.5
Other: 100.0: 2.1 13.4 9.0 71.8 47.6 83.0 70.0: 17.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 36 12 14 28 16 72 38:
Old : 85: 37 12 14 27 15 71 37:
Other: 19: 1 5 4 6 6 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 : 19.8 51.3 29.0 67.1 19.6 49.2 28.4 63.2
Old : 19.9 52.2 29.3 68.1 19.8 51.8 28.8 66.2
Other: 71.8 52.4 82.0 67.6 70.7 52.4 73.9 59.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 21, 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 : 683,291: 74,143 140,064 5,485 528,423 423,521 608,051 569,070: 75,240 114,221
Old : 683,291: 74,143 140,064 5,485 528,423 423,521 608,051 569,070: 75,240 114,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 27,375: 2,307 13,462 -1,298 30,383 8,311 31,392 20,475: -4,017 6,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 20.5 0.8 77.3 62.0 89.0 83.3: 11.0 16.7
Old : 100.0: 10.9 20.5 0.8 77.3 62.0 89.0 83.3: 11.0 16.7
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 : 178: 24 35 13 75 93 108 132:
Old : 178: 24 35 13 75 93 108 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 20.8 44.6 30.6 24.8 20.2 37.2 29.1
Old : 29.4 20.8 44.6 30.6 24.8 20.2 37.2 29.1
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, December 21, 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 : 1,355,794: 174,375 252,298 11,181 931,985 792,240 1,117,541 1,055,719: 238,253 300,075
Old : 1,355,794: 174,375 252,298 11,181 931,985 792,240 1,117,541 1,055,719: 238,253 300,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 5,061: -16,077 53,742 -2,348 55,678 -42,863 37,253 8,531: -32,192 -3,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.6 0.8 68.7 58.4 82.4 77.9: 17.6 22.1
Old : 100.0: 12.9 18.6 0.8 68.7 58.4 82.4 77.9: 17.6 22.1
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 : 246: 47 44 22 101 111 159 166:
Old : 246: 47 44 22 101 111 159 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 16.8 30.5 26.7 20.4 14.9 26.4 22.7
Old : 23.4 16.8 30.5 26.7 20.4 14.9 26.4 22.7
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, December 21, 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 : 1,034,039: 165,357 100,757 16,907 686,470 691,622 868,734 809,286: 165,305 224,753
Old : 1,034,039: 165,357 100,757 16,907 686,470 691,622 868,734 809,286: 165,305 224,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 28,226: -1,800 1,745 829 58,107 37,574 57,136 40,148: -28,910 -11,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.7 1.6 66.4 66.9 84.0 78.3: 16.0 21.7
Old : 100.0: 16.0 9.7 1.6 66.4 66.9 84.0 78.3: 16.0 21.7
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 : 173: 24 29 13 81 88 110 125:
Old : 173: 24 29 13 81 88 110 125:
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 : 24.3 22.4 35.2 34.0 22.4 18.6 31.1 28.3
Old : 24.3 22.4 35.2 34.0 22.4 18.6 31.1 28.3
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, December 21, 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 : 574,405: 170,888 35,891 61,698 313,925 436,907 546,511 534,496: 27,894 39,909
Old : 574,405: 170,888 35,891 61,698 313,925 436,907 546,511 534,496: 27,894 39,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 11,870: 1,001 6,528 87 13,927 13,705 15,015 20,320: -3,145 -8,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.2 10.7 54.7 76.1 95.1 93.1: 4.9 6.9
Old : 100.0: 29.8 6.2 10.7 54.7 76.1 95.1 93.1: 4.9 6.9
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 : 104: 28 17 28 48 46 87 83:
Old : 104: 28 17 28 48 46 87 83:
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 : 30.4 38.5 47.6 55.5 21.9 20.0 32.3 30.3
Old : 30.4 38.5 47.6 55.5 21.9 20.0 32.3 30.3
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, December 21, 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 : 36,880: 10,095 3,118 9 20,605 30,470 30,708 33,597: 6,172 3,284
Old : 36,880: 10,095 3,118 9 20,605 30,470 30,708 33,597: 6,172 3,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -10,753: -3,165 -47 -838 -5,336 -6,672 -9,339 -7,556: -1,414 -3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.5 0.0 55.9 82.6 83.3 91.1: 16.7 8.9
Old : 100.0: 27.4 8.5 0.0 55.9 82.6 83.3 91.1: 16.7 8.9
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 : 83: 22 10 1 27 30 49 41:
Old : 83: 22 10 1 27 30 49 41:
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 : 28.1 43.7 42.0 60.4 27.7 43.7 41.7 60.4
Old : 28.1 43.7 42.0 60.4 27.7 43.7 41.7 60.4
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, December 21, 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 : 73,760: 20,189 6,236 17 41,210 60,940 61,416 67,193: 12,344 6,567
Old : 73,760: 20,189 6,236 17 41,210 60,940 61,416 67,193: 12,344 6,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -21,505: -6,330 -94 -1,675 -10,672 -13,343 -18,677 -15,112: -2,828 -6,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.5 0.0 55.9 82.6 83.3 91.1: 16.7 8.9
Old : 100.0: 27.4 8.5 0.0 55.9 82.6 83.3 91.1: 16.7 8.9
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 : 83: 22 10 1 27 30 49 41:
Old : 83: 22 10 1 27 30 49 41:
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 : 28.1 43.7 42.0 60.4 27.7 43.7 41.7 60.4
Old : 28.1 43.7 42.0 60.4 27.7 43.7 41.7 60.4
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, December 21, 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 : 13,867: 1,828 1,763 0 11,980 11,885 13,808 13,648: 59 219
Old : 13,867: 1,828 1,763 0 11,980 11,885 13,808 13,648: 59 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,033: 38 522 0 1,122 550 1,160 1,072: -127 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.7 0.0 86.4 85.7 99.6 98.4: 0.4 1.6
Old : 100.0: 13.2 12.7 0.0 86.4 85.7 99.6 98.4: 0.4 1.6
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 : 32: 2 8 0 10 15 12 23:
Old : 32: 2 8 0 10 15 12 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 65.2 98.1 83.7 83.3 64.6 97.8 83.0
Old : 83.3 65.2 98.1 83.7 83.3 64.6 97.8 83.0
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, December 21, 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 : 38,980: 3,256 835 0 35,245 37,860 38,501 38,695: 479 285
Old : 38,980: 3,256 835 0 35,245 37,860 38,501 38,695: 479 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -1,108: 72 -556 0 -1,526 -530 -1,454 -1,086: 346 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.1 0.0 90.4 97.1 98.8 99.3: 1.2 0.7
Old : 100.0: 8.4 2.1 0.0 90.4 97.1 98.8 99.3: 1.2 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 : 29: 4 4 0 7 16 11 20:
Old : 29: 4 4 0 7 16 11 20:
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 : 96.5 78.4 98.6 91.9 96.5 78.4 98.5 91.9
Old : 96.5 78.4 98.6 91.9 96.5 78.4 98.5 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010