WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 616,141: 93,923 94,981 158,921 313,761 292,021 566,605 545,923: 49,536 70,218
Old : 472,358: 84,316 87,066 117,599 229,442 221,815 431,356 426,480: 41,002 45,878
Other: 143,783: 25,755 24,063 25,174 84,320 70,206 135,249 119,443: 8,534 24,340
: : :
: : Changes in Commitments from: September 21, 2010 :
: -4,056: -6,528 4,538 -1,733 5,861 -6,934 -2,399 -4,129: -1,657 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.4 25.8 50.9 47.4 92.0 88.6: 8.0 11.4
Old : 100.0: 17.9 18.4 24.9 48.6 47.0 91.3 90.3: 8.7 9.7
Other: 100.0: 17.9 16.7 17.5 58.6 48.8 94.1 83.1: 5.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 148 168 186 104 135 371 380:
Old : 454: 153 156 165 94 131 344 359:
Other: 247: 52 70 59 60 107 150 207:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 15.0 28.7 22.4 16.3 10.2 25.5 14.7
Old : 19.9 18.1 29.5 26.1 19.2 14.9 26.3 20.0
Other: 35.8 19.5 49.3 27.8 33.3 15.8 42.8 21.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 2,096,043: 553,500 95,043 632,252 710,990 1,067,469 1,896,741 1,794,763: 199,301 301,279
Old : 1,848,122: 508,978 110,889 538,840 625,809 941,863 1,673,626 1,591,591: 174,495 256,530
Other: 247,921: 89,700 29,332 48,234 85,181 125,606 223,115 203,172: 24,806 44,749
: : :
: : Changes in Commitments from: September 21, 2010 :
: -29,794: 14,906 -79 -42,870 -5,470 9,814 -33,434 -33,135: 3,640 3,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.5 30.2 33.9 50.9 90.5 85.6: 9.5 14.4
Old : 100.0: 27.5 6.0 29.2 33.9 51.0 90.6 86.1: 9.4 13.9
Other: 100.0: 36.2 11.8 19.5 34.4 50.7 90.0 82.0: 10.0 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 945: 318 152 300 252 423 670 791:
Old : 938: 298 177 282 248 420 651 778:
Other: 595: 115 120 68 94 324 242 481:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.1 17.7 16.6 10.2 8.6 15.8 13.7
Old : 11.0 10.2 18.0 16.7 10.4 9.5 16.3 14.3
Other: 22.5 16.8 32.5 25.5 21.7 14.4 29.0 19.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,680: 3,491 240 954 6,277 10,953 10,721 12,147: 2,958 1,532
Old : 13,245: 3,441 244 753 6,115 10,761 10,309 11,758: 2,936 1,487
Other: 435: 53 0 198 162 192 413 390: 22 45
: : :
: : Changes in Commitments from: September 21, 2010 :
: 15: 10 1 -90 187 49 107 -41: -92 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 1.8 7.0 45.9 80.1 78.4 88.8: 21.6 11.2
Old : 100.0: 26.0 1.8 5.7 46.2 81.2 77.8 88.8: 22.2 11.2
Other: 100.0: 12.3 0.0 45.4 37.2 44.2 94.9 89.6: 5.1 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 4 7 15 13 38 21:
Old : 43: 17 5 6 15 13 37 20:
Other: 10: 5 0 5 2 3 7 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 : 26.4 61.4 41.6 75.7 25.7 54.7 39.6 67.6
Old : 27.3 63.4 42.0 76.2 26.6 57.7 41.0 69.8
Other: 90.5 82.7 94.9 89.6 48.5 44.2 49.5 44.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 812,023: 203,601 29,970 245,015 298,219 443,599 746,835 718,584: 65,187 93,438
Old : 758,296: 197,101 41,267 221,359 279,326 412,823 697,787 675,449: 60,509 82,847
Other: 53,727: 23,908 6,111 6,248 18,893 30,777 49,049 43,135: 4,678 10,592
: : :
: : Changes in Commitments from: September 21, 2010 :
: 57,147: 16,303 1,282 27,282 8,859 23,481 52,444 52,044: 4,703 5,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.7 30.2 36.7 54.6 92.0 88.5: 8.0 11.5
Old : 100.0: 26.0 5.4 29.2 36.8 54.4 92.0 89.1: 8.0 10.9
Other: 100.0: 44.5 11.4 11.6 35.2 57.3 91.3 80.3: 8.7 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 221 124 201 118 210 444 457:
Old : 589: 209 151 191 114 208 431 454:
Other: 252: 68 39 28 39 131 118 188:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 21.0 17.8 28.7 10.6 16.1 16.3 21.7
Old : 11.4 21.3 17.8 29.3 10.7 16.5 16.4 22.1
Other: 30.1 25.3 43.8 33.7 30.0 21.6 41.8 29.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 28,984: 25,274 2,773 794 19 7,132 26,087 10,699: 2,897 18,285
Old : 24,947: 21,780 3,158 392 19 6,049 22,191 9,599: 2,756 15,348
Other: 4,037: 3,891 12 5 0 1,083 3,896 1,100: 141 2,937
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,819: 1,400 499 428 0 310 1,828 1,237: -9 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 9.6 2.7 0.1 24.6 90.0 36.9: 10.0 63.1
Old : 100.0: 87.3 12.7 1.6 0.1 24.2 89.0 38.5: 11.0 61.5
Other: 100.0: 96.4 0.3 0.1 0.0 26.8 96.5 27.2: 3.5 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 20 7 11 1 15 23 31:
Old : 42: 17 9 11 1 15 23 31:
Other: 27: 12 1 1 0 14 12 16:
:----------------------------------------------------------------------------------------------------
: 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 : 63.2 12.7 78.8 20.6 63.1 12.7 77.5 20.6
Old : 66.0 12.1 80.3 20.8 65.9 12.1 80.2 20.7
Other: 73.2 19.9 90.6 24.1 73.2 19.9 90.6 24.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 396,789: 105,571 31,424 85,918 167,546 261,645 359,035 378,987: 37,755 17,802
Old : 386,532: 105,493 32,291 84,407 159,479 252,773 349,379 369,470: 37,154 17,062
Other: 10,257: 1,326 382 263 8,067 8,872 9,656 9,517: 601 740
: : :
: : Changes in Commitments from: September 21, 2010 :
: 14,787: 18,014 1,669 1,917 -3,513 11,045 16,418 14,631: -1,631 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 7.9 21.7 42.2 65.9 90.5 95.5: 9.5 4.5
Old : 100.0: 27.3 8.4 21.8 41.3 65.4 90.4 95.6: 9.6 4.4
Other: 100.0: 12.9 3.7 2.6 78.6 86.5 94.1 92.8: 5.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 109 51 103 65 69 239 192:
Old : 283: 110 55 102 65 69 238 192:
Other: 37: 13 4 6 13 8 30 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 : 13.9 33.5 23.8 44.9 11.5 27.1 18.5 36.0
Old : 13.6 32.6 23.2 44.0 11.8 27.1 18.9 36.3
Other: 70.8 80.0 83.4 89.9 70.8 78.5 83.4 86.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 786,877: 83,025 82,778 62,906 475,516 504,268 621,448 649,951: 165,429 136,925
Old : 786,877: 83,025 82,778 62,906 475,516 504,268 621,448 649,951: 165,429 136,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -4,346: -314 10,718 -9,936 3,864 -12,653 -6,386 -11,870: 2,040 7,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.5 8.0 60.4 64.1 79.0 82.6: 21.0 17.4
Old : 100.0: 10.6 10.5 8.0 60.4 64.1 79.0 82.6: 21.0 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 : 168: 31 30 39 86 84 138 132:
Old : 168: 31 30 39 86 84 138 132:
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 : 17.8 21.3 25.9 34.7 16.3 19.7 24.2 32.9
Old : 17.8 21.3 25.9 34.7 16.3 19.7 24.2 32.9
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 with Delta-adjusted Options and Futures Combined, September 28, 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 : 227,173: 39,348 22,277 1,304 139,638 173,986 180,290 197,567: 46,883 29,606
Old : 227,173: 39,348 22,277 1,304 139,638 173,986 180,290 197,567: 46,883 29,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 3,494: 3,275 -1,287 61 -203 8,849 3,133 7,623: 360 -4,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 9.8 0.6 61.5 76.6 79.4 87.0: 20.6 13.0
Old : 100.0: 17.3 9.8 0.6 61.5 76.6 79.4 87.0: 20.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 5 3 22 25 32 31:
Old : 47: 8 5 3 22 25 32 31:
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 : 32.1 54.7 49.1 68.5 29.3 53.3 46.3 66.8
Old : 32.1 54.7 49.1 68.5 29.3 53.3 46.3 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 with Delta-adjusted Options and Futures Combined, September 28, 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 : 10,138: 995 1,228 307 8,686 8,494 9,988 10,029: 150 109
Old : 10,138: 995 1,228 307 8,686 8,494 9,988 10,029: 150 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 409: 9 117 10 476 295 495 422: -86 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.1 3.0 85.7 83.8 98.5 98.9: 1.5 1.1
Old : 100.0: 9.8 12.1 3.0 85.7 83.8 98.5 98.9: 1.5 1.1
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 : 36: 7 4 4 22 22 32 27:
Old : 36: 7 4 4 22 22 32 27:
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 : 61.4 60.1 77.1 79.6 20.8 23.6 28.2 31.6
Old : 61.4 60.1 77.1 79.6 20.8 23.6 28.2 31.6
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, September 28, 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 : 239,829: 77,155 13,206 39,253 80,840 167,791 197,248 220,250: 42,581 19,579
Old : 232,512: 76,427 14,289 36,505 77,874 162,339 190,807 213,134: 41,706 19,379
Other: 7,316: 2,594 782 882 2,965 5,452 6,441 7,116: 875 200
: : :
: : Changes in Commitments from: September 21, 2010 :
: -6,868: -3,626 1,602 925 -5,998 -10,601 -8,700 -8,075: 1,832 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 5.5 16.4 33.7 70.0 82.2 91.8: 17.8 8.2
Old : 100.0: 32.9 6.1 15.7 33.5 69.8 82.1 91.7: 17.9 8.3
Other: 100.0: 35.5 10.7 12.1 40.5 74.5 88.0 97.3: 12.0 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 84 28 59 63 63 175 133:
Old : 204: 84 30 58 63 63 174 133:
Other: 38: 8 9 10 15 10 31 23:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 44.4 18.7 55.3 9.0 38.7 15.8 45.7
Old : 11.0 44.1 18.9 54.8 9.3 38.7 16.3 45.6
Other: 45.9 70.4 65.8 84.5 43.1 68.2 62.2 76.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 20,393: 5,862 3,286 3,025 6,095 12,197 14,982 18,508: 5,411 1,885
Old : 20,325: 5,904 3,286 2,981 6,030 12,176 14,915 18,443: 5,410 1,882
Other: 68: 2 44 0 65 21 67 65: 1 3
: : :
: : Changes in Commitments from: September 21, 2010 :
: 342: 323 -272 118 143 752 584 597: -241 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.1 14.8 29.9 59.8 73.5 90.8: 26.5 9.2
Old : 100.0: 29.1 16.2 14.7 29.7 59.9 73.4 90.7: 26.6 9.3
Other: 100.0: 3.3 64.8 0.0 95.2 30.8 98.5 95.6: 1.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 51 12 13 28 22 84 46:
Old : 101: 52 12 13 28 22 84 46:
Other: 7: 2 2 0 2 1 4 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 : 20.6 34.8 30.9 52.7 20.5 34.3 28.3 51.9
Old : 20.7 34.9 31.0 52.9 20.6 34.6 28.3 52.3
Other: 98.5 95.6 98.5 95.6 98.5 95.6 98.5 95.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 743,751: 176,634 145,697 22,070 429,416 459,989 628,120 627,756: 115,631 115,995
Old : 743,751: 176,634 145,697 22,070 429,416 459,989 628,120 627,756: 115,631 115,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -11,465: 16,580 -8,013 -19,258 -12,626 19,616 -15,304 -7,654: 3,838 -3,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 19.6 3.0 57.7 61.8 84.5 84.4: 15.5 15.6
Old : 100.0: 23.7 19.6 3.0 57.7 61.8 84.5 84.4: 15.5 15.6
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 : 210: 35 42 26 79 104 129 158:
Old : 210: 35 42 26 79 104 129 158:
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 : 19.8 18.8 31.7 27.8 17.1 17.2 27.0 24.7
Old : 19.8 18.8 31.7 27.8 17.1 17.2 27.0 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 2,106,654: 208,157 180,356 203,614 1,375,997 1,378,719 1,787,768 1,762,690: 318,886 343,964
Old : 2,106,654: 208,157 180,356 203,614 1,375,997 1,378,719 1,787,768 1,762,690: 318,886 343,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -80,032: -5,659 13,956 -80,359 3,949 -23,802 -82,068 -90,205: 2,037 10,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.6 9.7 65.3 65.4 84.9 83.7: 15.1 16.3
Old : 100.0: 9.9 8.6 9.7 65.3 65.4 84.9 83.7: 15.1 16.3
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 : 267: 50 42 62 143 148 220 225:
Old : 267: 50 42 62 143 148 220 225:
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 : 25.0 19.6 34.7 28.8 22.5 15.4 29.6 22.8
Old : 25.0 19.6 34.7 28.8 22.5 15.4 29.6 22.8
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, September 28, 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 : 1,052,998: 200,648 66,652 51,562 562,790 683,002 815,000 801,216: 237,999 251,782
Old : 1,052,998: 200,648 66,652 51,562 562,790 683,002 815,000 801,216: 237,999 251,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,002: 1,243 3,175 -12,261 7,874 125 -3,144 -8,961: 5,147 10,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.3 4.9 53.4 64.9 77.4 76.1: 22.6 23.9
Old : 100.0: 19.1 6.3 4.9 53.4 64.9 77.4 76.1: 22.6 23.9
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 : 154: 39 16 28 71 86 116 124:
Old : 154: 39 16 28 71 86 116 124:
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 : 19.2 19.2 29.7 27.6 16.2 15.5 25.7 22.8
Old : 19.2 19.2 29.7 27.6 16.2 15.5 25.7 22.8
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, September 28, 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 : 1,319,132: 146,200 22,560 716,760 417,186 526,823 1,280,147 1,266,143: 38,986 52,989
Old : 1,319,132: 146,200 22,560 716,760 417,186 526,823 1,280,147 1,266,143: 38,986 52,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 42,528: -467 1,408 22,783 18,391 21,916 40,707 46,107: 1,821 -3,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.7 54.3 31.6 39.9 97.0 96.0: 3.0 4.0
Old : 100.0: 11.1 1.7 54.3 31.6 39.9 97.0 96.0: 3.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 39 17 44 58 59 111 106:
Old : 120: 39 17 44 58 59 111 106:
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 : 44.9 38.2 61.0 59.9 11.7 11.8 15.4 15.7
Old : 44.9 38.2 61.0 59.9 11.7 11.8 15.4 15.7
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 with Delta-adjusted Options and Futures Combined, September 28, 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 : 45,773: 17,776 3,794 925 20,920 34,690 39,621 39,409: 6,153 6,365
Old : 45,773: 17,776 3,794 925 20,920 34,690 39,621 39,409: 6,153 6,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5,450: 5,605 -2,008 500 -1,255 6,824 4,850 5,317: 599 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 8.3 2.0 45.7 75.8 86.6 86.1: 13.4 13.9
Old : 100.0: 38.8 8.3 2.0 45.7 75.8 86.6 86.1: 13.4 13.9
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 : 88: 24 10 9 27 38 53 55:
Old : 88: 24 10 9 27 38 53 55:
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 : 25.3 30.3 39.8 49.7 24.3 30.3 38.8 49.7
Old : 25.3 30.3 39.8 49.7 24.3 30.3 38.8 49.7
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, September 28, 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 : 91,547: 35,553 7,589 1,849 41,840 69,379 79,242 78,817: 12,305 12,730
Old : 91,547: 35,553 7,589 1,849 41,840 69,379 79,242 78,817: 12,305 12,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 10,899: 11,210 -4,015 1,000 -2,510 13,648 9,700 10,634: 1,199 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 8.3 2.0 45.7 75.8 86.6 86.1: 13.4 13.9
Old : 100.0: 38.8 8.3 2.0 45.7 75.8 86.6 86.1: 13.4 13.9
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 : 88: 24 10 9 27 38 53 55:
Old : 88: 24 10 9 27 38 53 55:
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 : 25.3 30.3 39.8 49.7 24.3 30.3 38.8 49.7
Old : 25.3 30.3 39.8 49.7 24.3 30.3 38.8 49.7
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, September 28, 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 : 11,111: 1,006 2,445 0 9,825 8,541 10,831 10,986: 280 125
Old : 11,111: 1,006 2,445 0 9,825 8,541 10,831 10,986: 280 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,246: 12 1,736 -48 1,286 -443 1,250 1,245: -4 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 22.0 0.0 88.4 76.9 97.5 98.9: 2.5 1.1
Old : 100.0: 9.1 22.0 0.0 88.4 76.9 97.5 98.9: 2.5 1.1
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 : 30: 4 5 0 10 13 14 18:
Old : 30: 4 5 0 10 13 14 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 : 77.7 72.1 92.0 87.5 71.9 60.4 82.1 75.1
Old : 77.7 72.1 92.0 87.5 71.9 60.4 82.1 75.1
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, September 28, 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 : 35,851: 1,630 2,615 0 33,938 33,047 35,568 35,662: 283 189
Old : 35,851: 1,630 2,615 0 33,938 33,047 35,568 35,662: 283 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 794: -86 14 0 839 666 753 680: 41 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.3 0.0 94.7 92.2 99.2 99.5: 0.8 0.5
Old : 100.0: 4.5 7.3 0.0 94.7 92.2 99.2 99.5: 0.8 0.5
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 : 33: 6 3 0 6 20 12 23:
Old : 33: 6 3 0 6 20 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 : 95.1 68.6 98.5 86.7 92.8 68.6 96.2 86.7
Old : 95.1 68.6 98.5 86.7 92.8 68.6 96.2 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010