WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 532,716: 75,563 123,255 138,659 281,170 210,645 495,392 472,559: 37,324 60,157
Old : 305,196: 59,787 106,830 63,529 159,033 99,605 282,349 269,964: 22,847 35,231
Other: 227,520: 40,818 41,467 50,088 122,137 111,040 213,043 202,595: 14,477 24,925
: : :
: : Changes in Commitments from: February 2, 2010 :
: 10,317: 387 8,914 7,583 2,312 -9,585 10,281 6,911: 35 3,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 23.1 26.0 52.8 39.5 93.0 88.7: 7.0 11.3
Old : 100.0: 19.6 35.0 20.8 52.1 32.6 92.5 88.5: 7.5 11.5
Other: 100.0: 17.9 18.2 22.0 53.7 48.8 93.6 89.0: 6.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 119 141 158 88 102 312 323:
Old : 371: 118 132 123 79 91 261 293:
Other: 274: 72 87 94 60 95 196 219:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 14.5 35.1 20.7 20.1 9.4 32.3 14.4
Old : 27.2 14.3 38.7 21.5 25.8 9.1 35.3 15.8
Other: 27.9 19.5 38.2 29.7 24.8 17.2 34.4 25.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,481,038: 240,265 169,214 368,484 723,468 635,168 1,332,217 1,172,866: 148,821 308,172
Old : 1,096,165: 165,136 205,241 252,020 559,875 439,991 977,031 897,252: 119,134 198,913
Other: 384,873: 136,742 25,587 54,851 163,593 195,176 355,186 275,614: 29,687 109,259
: : :
: : Changes in Commitments from: February 2, 2010 :
: 4,925: -16,484 22,838 -6,483 12,647 -12,363 -10,320 3,991: 15,245 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.4 24.9 48.8 42.9 90.0 79.2: 10.0 20.8
Old : 100.0: 15.1 18.7 23.0 51.1 40.1 89.1 81.9: 10.9 18.1
Other: 100.0: 35.5 6.6 14.3 42.5 50.7 92.3 71.6: 7.7 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 692: 178 164 240 234 284 542 594:
Old : 674: 146 208 213 229 274 515 563:
Other: 476: 132 73 113 100 231 275 382:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 11.1 22.9 16.1 13.9 8.0 20.8 11.1
Old : 18.0 10.8 26.7 16.2 17.8 7.1 25.8 11.2
Other: 21.8 14.1 32.1 20.5 21.3 12.6 30.6 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,565: 1,218 2,329 1,765 10,445 10,210 13,427 14,304: 2,138 1,262
Old : 11,485: 1,087 2,071 1,461 6,958 6,931 9,506 10,463: 1,979 1,022
Other: 4,080: 134 261 301 3,487 3,279 3,922 3,841: 159 240
: : :
: : Changes in Commitments from: February 2, 2010 :
: 29: -90 142 84 435 522 430 748: -401 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 15.0 11.3 67.1 65.6 86.3 91.9: 13.7 8.1
Old : 100.0: 9.5 18.0 12.7 60.6 60.3 82.8 91.1: 17.2 8.9
Other: 100.0: 3.3 6.4 7.4 85.5 80.4 96.1 94.1: 3.9 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 12 3 19 16 30 31:
Old : 41: 11 11 3 18 12 29 26:
Other: 19: 2 3 3 7 11 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 : 40.7 54.9 59.6 73.0 34.2 44.1 46.3 57.0
Old : 39.1 55.2 58.5 78.1 33.6 47.9 47.7 61.3
Other: 69.9 61.9 94.7 84.0 66.3 61.9 81.1 78.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 610,352: 91,019 94,617 172,916 298,969 238,823 562,904 506,356: 47,447 103,996
Old : 468,752: 79,512 83,882 122,986 228,356 194,873 430,855 401,741: 37,898 67,012
Other: 141,599: 37,679 36,907 23,758 70,613 43,949 132,049 104,615: 9,550 36,984
: : :
: : Changes in Commitments from: February 2, 2010 :
: 6,900: -6,053 18,087 8,613 5,425 -18,253 7,985 8,447: -1,085 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.5 28.3 49.0 39.1 92.2 83.0: 7.8 17.0
Old : 100.0: 17.0 17.9 26.2 48.7 41.6 91.9 85.7: 8.1 14.3
Other: 100.0: 26.6 26.1 16.8 49.9 31.0 93.3 73.9: 6.7 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 145 136 190 112 147 360 393:
Old : 452: 137 144 163 109 143 336 374:
Other: 269: 82 60 72 57 109 173 209:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 15.1 24.9 21.0 13.6 10.4 20.5 14.4
Old : 16.5 17.6 26.6 24.6 15.9 12.2 24.7 17.2
Other: 31.3 14.6 44.1 23.2 30.1 13.3 41.3 20.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 336,428: 48,742 39,991 82,482 173,975 186,667 305,200 309,140: 31,228 27,287
Old : 297,294: 39,604 45,153 69,020 161,032 157,979 269,656 272,152: 27,638 25,142
Other: 39,134: 18,541 4,240 4,059 12,943 28,689 35,544 36,988: 3,590 2,146
: : :
: : Changes in Commitments from: February 2, 2010 :
: 39,660: 3,628 -5,187 20,255 12,436 23,854 36,319 38,922: 3,341 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 11.9 24.5 51.7 55.5 90.7 91.9: 9.3 8.1
Old : 100.0: 13.3 15.2 23.2 54.2 53.1 90.7 91.5: 9.3 8.5
Other: 100.0: 47.4 10.8 10.4 33.1 73.3 90.8 94.5: 9.2 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 76 62 97 66 65 203 193:
Old : 250: 70 76 93 66 62 198 189:
Other: 86: 33 14 29 27 26 69 61:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 24.8 26.3 35.8 13.3 19.3 20.5 26.9
Old : 16.8 22.2 28.2 33.1 15.4 18.6 23.0 26.0
Other: 31.8 53.3 52.4 65.7 31.2 52.5 49.3 64.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 743,882: 46,874 151,065 42,458 512,789 393,116 602,121 586,639: 141,761 157,243
Old : 743,882: 46,874 151,065 42,458 512,789 393,116 602,121 586,639: 141,761 157,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 31,473: -1,669 10,163 12,801 9,103 6,151 20,235 29,116: 11,238 2,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 20.3 5.7 68.9 52.8 80.9 78.9: 19.1 21.1
Old : 100.0: 6.3 20.3 5.7 68.9 52.8 80.9 78.9: 19.1 21.1
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 : 157: 25 32 35 75 82 121 128:
Old : 157: 25 32 35 75 82 121 128:
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 : 19.0 18.8 30.8 27.4 15.8 17.3 27.0 25.4
Old : 19.0 18.8 30.8 27.4 15.8 17.3 27.0 25.4
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 229,359: 51,633 31,952 43,123 100,754 123,091 195,510 198,167: 33,849 31,193
Old : 195,137: 43,970 29,450 36,814 84,848 100,712 165,631 166,975: 29,506 28,162
Other: 34,222: 9,310 4,149 4,663 15,907 22,379 29,879 31,191: 4,343 3,031
: : :
: : Changes in Commitments from: February 2, 2010 :
: 18,038: -2,927 3,492 6,666 14,393 4,650 18,132 14,808: -93 3,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.9 18.8 43.9 53.7 85.2 86.4: 14.8 13.6
Old : 100.0: 22.5 15.1 18.9 43.5 51.6 84.9 85.6: 15.1 14.4
Other: 100.0: 27.2 12.1 13.6 46.5 65.4 87.3 91.1: 12.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 45 54 64 61 56 151 145:
Old : 182: 47 54 62 60 54 146 142:
Other: 76: 16 16 22 35 17 66 44:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 34.0 25.9 44.2 14.2 27.5 23.7 33.8
Old : 15.1 32.8 26.1 41.1 14.4 26.8 24.1 33.9
Other: 31.3 58.1 46.8 71.4 31.3 53.3 45.3 63.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,737: 4,392 1,212 1,464 7,738 12,588 13,594 15,265: 3,143 1,472
Old : 14,664: 4,391 1,213 1,195 6,282 11,154 11,867 13,562: 2,797 1,102
Other: 2,073: 116 113 156 1,456 1,434 1,727 1,703: 346 370
: : :
: : Changes in Commitments from: February 2, 2010 :
: 388: 154 -271 26 205 273 386 28: 3 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.2 8.7 46.2 75.2 81.2 91.2: 18.8 8.8
Old : 100.0: 29.9 8.3 8.1 42.8 76.1 80.9 92.5: 19.1 7.5
Other: 100.0: 5.6 5.5 7.5 70.2 69.2 83.3 82.1: 16.7 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 29 7 13 34 23 68 42:
Old : 79: 29 8 12 33 22 66 40:
Other: 29: 5 2 6 10 13 19 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 58.6 32.6 69.2 19.6 54.3 32.2 63.9
Old : 20.8 62.2 34.5 72.6 20.8 57.9 34.1 67.3
Other: 60.8 47.6 72.6 66.5 60.6 46.6 69.9 64.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,041,372: 328,606 118,493 76,765 540,379 721,804 945,751 917,061: 95,622 124,311
Old : 1,041,372: 328,606 118,493 76,765 540,379 721,804 945,751 917,061: 95,622 124,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 18,791: 16,083 -20,393 -1,814 6,261 37,172 20,530 14,964: -1,739 3,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.4 7.4 51.9 69.3 90.8 88.1: 9.2 11.9
Old : 100.0: 31.6 11.4 7.4 51.9 69.3 90.8 88.1: 9.2 11.9
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 : 243: 45 50 34 85 131 145 200:
Old : 243: 45 50 34 85 131 145 200:
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 20.7 41.7 26.7 30.7 18.4 38.4 23.6
Old : 32.9 20.7 41.7 26.7 30.7 18.4 38.4 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 1,822,009: 147,463 239,436 242,978 1,143,707 1,021,766 1,534,147 1,504,181: 287,862 317,829
Old : 1,822,009: 147,463 239,436 242,978 1,143,707 1,021,766 1,534,147 1,504,181: 287,862 317,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 69,811: -20,531 -19,266 40,791 56,668 43,161 76,927 64,685: -7,116 5,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.1 13.3 62.8 56.1 84.2 82.6: 15.8 17.4
Old : 100.0: 8.1 13.1 13.3 62.8 56.1 84.2 82.6: 15.8 17.4
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 : 257: 43 54 67 133 139 213 223:
Old : 257: 43 54 67 133 139 213 223:
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 : 23.2 18.8 29.7 29.0 16.4 12.9 21.9 18.2
Old : 23.2 18.8 29.7 29.0 16.4 12.9 21.9 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 990,002: 131,231 128,417 44,085 613,587 595,739 788,902 768,240: 201,101 221,762
Old : 990,002: 131,231 128,417 44,085 613,587 595,739 788,902 768,240: 201,101 221,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 52,830: 26,480 15,809 -41 31,923 42,878 58,362 58,646: -5,532 -5,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.0 4.5 62.0 60.2 79.7 77.6: 20.3 22.4
Old : 100.0: 13.3 13.0 4.5 62.0 60.2 79.7 77.6: 20.3 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 : 159: 28 25 26 79 88 118 128:
Old : 159: 28 25 26 79 88 118 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 15.0 32.4 24.5 14.5 12.1 24.6 19.8
Old : 20.2 15.0 32.4 24.5 14.5 12.1 24.6 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 894,341: 62,949 66,636 289,388 501,602 491,006 853,939 847,030: 40,403 47,311
Old : 894,341: 62,949 66,636 289,388 501,602 491,006 853,939 847,030: 40,403 47,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 23,977: 9,776 1,014 2,511 9,486 18,805 21,773 22,331: 2,204 1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.5 32.4 56.1 54.9 95.5 94.7: 4.5 5.3
Old : 100.0: 7.0 7.5 32.4 56.1 54.9 95.5 94.7: 4.5 5.3
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 : 138: 27 35 48 63 65 116 126:
Old : 138: 27 35 48 63 65 116 126:
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 : 31.0 26.9 47.2 40.2 15.7 6.5 19.2 10.8
Old : 31.0 26.9 47.2 40.2 15.7 6.5 19.2 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 13,661: 2,606 1,826 1 8,479 8,624 11,086 10,451: 2,575 3,210
Old : 13,661: 2,606 1,826 1 8,479 8,624 11,086 10,451: 2,575 3,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -208: -180 -28 1 688 763 509 736: -717 -944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 13.4 0.0 62.1 63.1 81.1 76.5: 18.9 23.5
Old : 100.0: 19.1 13.4 0.0 62.1 63.1 81.1 76.5: 18.9 23.5
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 : 24: 4 4 1 8 9 13 13:
Old : 24: 4 4 1 8 9 13 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 : 58.5 50.5 74.4 65.1 58.5 50.5 74.4 65.1
Old : 58.5 50.5 74.4 65.1 58.5 50.5 74.4 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 64,851: 17,866 7,798 1,096 33,055 44,149 52,017 53,043: 12,834 11,807
Old : 64,851: 17,866 7,798 1,096 33,055 44,149 52,017 53,043: 12,834 11,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -753: -2,604 -3,447 -23 2,633 3,369 6 -101: -759 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.0 1.7 51.0 68.1 80.2 81.8: 19.8 18.2
Old : 100.0: 27.6 12.0 1.7 51.0 68.1 80.2 81.8: 19.8 18.2
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 : 88: 27 15 10 29 30 60 51:
Old : 88: 27 15 10 29 30 60 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 35.4 34.1 52.2 21.0 31.7 32.8 48.1
Old : 21.1 35.4 34.1 52.2 21.0 31.7 32.8 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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