WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 624,832: 88,822 98,465 160,508 329,799 298,419 579,130 557,392: 45,702 67,439
Old : 477,392: 79,829 91,462 117,522 242,190 226,146 439,541 435,130: 37,851 42,262
Other: 147,440: 27,093 25,103 24,886 87,610 72,273 139,589 122,262: 7,851 25,178
: : :
: : Changes in Commitments from: September 28, 2010 :
: 8,691: -5,100 3,485 1,586 16,038 6,398 12,524 11,469: -3,834 -2,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.8 25.7 52.8 47.8 92.7 89.2: 7.3 10.8
Old : 100.0: 16.7 19.2 24.6 50.7 47.4 92.1 91.1: 7.9 8.9
Other: 100.0: 18.4 17.0 16.9 59.4 49.0 94.7 82.9: 5.3 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 160 158 192 108 136 380 386:
Old : 459: 162 151 168 99 133 351 365:
Other: 251: 53 73 63 62 108 155 213:
:----------------------------------------------------------------------------------------------------
: 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 15.4 29.3 22.7 16.4 10.5 26.0 14.8
Old : 20.1 18.3 30.2 26.1 18.8 15.4 26.6 20.5
Other: 35.4 19.9 49.1 28.2 33.1 16.8 43.7 21.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 2,110,788: 529,072 94,522 660,677 718,408 1,051,933 1,908,157 1,807,132: 202,631 303,656
Old : 1,848,949: 478,484 107,806 562,954 630,463 923,609 1,671,901 1,594,368: 177,048 254,580
Other: 261,839: 97,101 33,229 51,210 87,945 128,324 236,256 212,763: 25,583 49,076
: : :
: : Changes in Commitments from: September 28, 2010 :
: 14,745: -24,428 -521 28,425 7,418 -15,536 11,415 12,368: 3,330 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.5 31.3 34.0 49.8 90.4 85.6: 9.6 14.4
Old : 100.0: 25.9 5.8 30.4 34.1 50.0 90.4 86.2: 9.6 13.8
Other: 100.0: 37.1 12.7 19.6 33.6 49.0 90.2 81.3: 9.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 943: 312 159 301 266 418 693 780:
Old : 934: 288 186 282 261 412 672 763:
Other: 580: 110 118 70 94 317 241 471:
:----------------------------------------------------------------------------------------------------
: 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 10.7 17.6 16.5 10.5 8.4 15.4 13.1
Old : 11.1 10.6 17.6 16.8 10.5 9.1 15.7 13.7
Other: 22.9 15.2 31.7 23.3 21.6 12.8 29.6 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 14,381: 3,906 281 896 6,834 11,593 11,636 12,770: 2,744 1,610
Old : 13,601: 3,898 273 707 6,278 11,059 10,883 12,039: 2,718 1,562
Other: 780: 10 9 188 556 534 754 731: 26 49
: : :
: : Changes in Commitments from: September 28, 2010 :
: 701: 416 41 -58 557 640 915 623: -214 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 2.0 6.2 47.5 80.6 80.9 88.8: 19.1 11.2
Old : 100.0: 28.7 2.0 5.2 46.2 81.3 80.0 88.5: 20.0 11.5
Other: 100.0: 1.3 1.1 24.1 71.3 68.5 96.7 93.7: 3.3 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 23 3 7 16 13 41 22:
Old : 46: 21 4 6 16 13 40 21:
Other: 12: 4 1 5 3 4 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 59.7 43.1 75.0 24.8 48.6 39.8 62.6
Old : 27.6 61.6 43.5 75.1 26.3 53.5 42.2 66.2
Other: 92.3 86.1 96.7 93.2 71.9 68.5 72.6 69.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 802,303: 183,061 33,379 236,749 320,278 440,024 740,088 710,153: 62,215 92,151
Old : 743,743: 174,195 44,504 213,275 298,610 405,617 686,080 663,396: 57,663 80,347
Other: 58,560: 25,296 5,306 7,043 21,668 34,407 54,008 46,757: 4,552 11,804
: : :
: : Changes in Commitments from: September 28, 2010 :
: -9,719: -20,540 3,410 -8,267 22,060 -3,575 -6,747 -8,432: -2,972 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 4.2 29.5 39.9 54.8 92.2 88.5: 7.8 11.5
Old : 100.0: 23.4 6.0 28.7 40.1 54.5 92.2 89.2: 7.8 10.8
Other: 100.0: 43.2 9.1 12.0 37.0 58.8 92.2 79.8: 7.8 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 215 129 212 128 208 455 463:
Old : 586: 211 144 203 124 205 443 459:
Other: 253: 64 42 31 41 135 117 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 21.7 18.4 29.5 11.0 16.1 16.8 21.0
Old : 12.0 22.1 18.9 30.0 11.3 16.7 16.5 21.3
Other: 31.4 24.9 46.0 34.2 31.4 24.6 45.5 33.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 28,358: 24,177 2,585 1,473 19 6,768 25,669 10,826: 2,689 17,532
Old : 24,130: 20,548 3,042 997 19 5,700 21,564 9,739: 2,566 14,391
Other: 4,228: 4,100 14 5 0 1,068 4,105 1,087: 123 3,141
: : :
: : Changes in Commitments from: September 28, 2010 :
: -626: -1,097 -188 679 0 -364 -418 127: -208 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 9.1 5.2 0.1 23.9 90.5 38.2: 9.5 61.8
Old : 100.0: 85.2 12.6 4.1 0.1 23.6 89.4 40.4: 10.6 59.6
Other: 100.0: 97.0 0.3 0.1 0.0 25.3 97.1 25.7: 2.9 74.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 8 9 1 13 18 28:
Old : 36: 12 10 9 1 13 18 28:
Other: 25: 12 1 1 0 12 12 14:
:----------------------------------------------------------------------------------------------------
: 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 : 67.1 13.6 83.0 22.2 67.0 13.6 79.5 21.2
Old : 70.6 13.1 83.5 22.8 70.5 13.1 81.9 21.4
Other: 73.3 19.6 91.0 23.6 73.3 19.6 91.0 23.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 383,139: 113,808 26,319 73,415 158,895 264,732 346,118 364,466: 37,021 18,673
Old : 372,520: 113,483 27,277 71,639 150,773 255,616 335,894 354,531: 36,626 17,989
Other: 10,619: 1,877 595 224 8,123 9,116 10,224 9,935: 395 684
: : :
: : Changes in Commitments from: September 28, 2010 :
: -13,651: 8,237 -5,105 -12,503 -8,650 3,087 -12,917 -14,521: -734 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 6.9 19.2 41.5 69.1 90.3 95.1: 9.7 4.9
Old : 100.0: 30.5 7.3 19.2 40.5 68.6 90.2 95.2: 9.8 4.8
Other: 100.0: 17.7 5.6 2.1 76.5 85.8 96.3 93.6: 3.7 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 121 46 82 64 72 231 170:
Old : 272: 120 51 81 64 72 229 170:
Other: 39: 14 4 5 13 9 30 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 : 15.1 36.2 24.9 47.1 12.3 28.8 19.3 36.8
Old : 14.2 35.1 24.1 46.2 12.5 29.4 19.8 37.2
Other: 68.9 78.8 82.0 90.4 68.9 76.7 82.0 87.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 776,072: 82,283 95,726 52,758 478,427 493,460 613,468 641,945: 162,604 134,127
Old : 776,072: 82,283 95,726 52,758 478,427 493,460 613,468 641,945: 162,604 134,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -10,805: -742 12,949 -10,148 2,910 -10,807 -7,979 -8,006: -2,826 -2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.3 6.8 61.6 63.6 79.0 82.7: 21.0 17.3
Old : 100.0: 10.6 12.3 6.8 61.6 63.6 79.0 82.7: 21.0 17.3
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 : 173: 31 31 42 90 89 144 139:
Old : 173: 31 31 42 90 89 144 139:
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 : 18.8 20.4 27.1 34.0 17.3 18.3 25.5 31.7
Old : 18.8 20.4 27.1 34.0 17.3 18.3 25.5 31.7
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, October 5, 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 : 226,362: 35,945 23,370 325 142,057 168,974 178,326 192,669: 48,036 33,694
Old : 226,362: 35,945 23,370 325 142,057 168,974 178,326 192,669: 48,036 33,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -811: -3,403 1,093 -980 2,419 -5,012 -1,964 -4,898: 1,153 4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.3 0.1 62.8 74.6 78.8 85.1: 21.2 14.9
Old : 100.0: 15.9 10.3 0.1 62.8 74.6 78.8 85.1: 21.2 14.9
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 : 44: 7 5 2 20 22 28 28:
Old : 44: 7 5 2 20 22 28 28:
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 55.5 50.5 68.1 30.0 55.3 47.6 67.8
Old : 32.9 55.5 50.5 68.1 30.0 55.3 47.6 67.8
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,651: 861 1,243 314 8,262 7,919 9,437 9,476: 214 175
Old : 9,651: 861 1,243 314 8,262 7,919 9,437 9,476: 214 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -487: -134 15 7 -424 -575 -551 -553: 64 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.9 3.3 85.6 82.1 97.8 98.2: 2.2 1.8
Old : 100.0: 8.9 12.9 3.3 85.6 82.1 97.8 98.2: 2.2 1.8
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 : 34: 6 4 3 21 21 29 26:
Old : 34: 6 4 3 21 21 29 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 : 60.7 57.2 77.4 77.2 20.8 24.3 29.6 33.0
Old : 60.7 57.2 77.4 77.2 20.8 24.3 29.6 33.0
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, October 5, 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 : 221,179: 59,092 14,721 36,997 86,747 149,137 182,836 200,855: 38,343 20,324
Old : 213,521: 58,699 15,957 33,943 83,628 143,581 176,269 193,481: 37,251 20,039
Other: 7,659: 2,400 772 1,047 3,120 5,555 6,567 7,374: 1,092 285
: : :
: : Changes in Commitments from: September 28, 2010 :
: -18,649: -18,063 1,516 -2,256 5,908 -18,655 -14,412 -19,395: -4,238 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 6.7 16.7 39.2 67.4 82.7 90.8: 17.3 9.2
Old : 100.0: 27.5 7.5 15.9 39.2 67.2 82.6 90.6: 17.4 9.4
Other: 100.0: 31.3 10.1 13.7 40.7 72.5 85.7 96.3: 14.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 69 30 55 69 64 167 131:
Old : 195: 71 33 55 69 64 167 131:
Other: 38: 8 8 9 17 10 31 22:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 39.3 20.6 50.9 10.4 31.8 17.4 39.8
Old : 12.6 38.7 21.1 50.2 10.8 31.6 18.0 39.5
Other: 40.4 70.9 60.2 84.1 40.4 68.7 58.2 76.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 19,614: 4,967 2,642 3,357 6,410 11,706 14,734 17,705: 4,880 1,909
Old : 19,515: 5,011 2,642 3,310 6,320 11,657 14,642 17,610: 4,874 1,906
Other: 99: 2 46 0 90 49 92 96: 6 3
: : :
: : Changes in Commitments from: September 28, 2010 :
: -779: -896 -644 332 316 -490 -248 -803: -530 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.5 17.1 32.7 59.7 75.1 90.3: 24.9 9.7
Old : 100.0: 25.7 13.5 17.0 32.4 59.7 75.0 90.2: 25.0 9.8
Other: 100.0: 1.9 46.9 0.5 91.0 49.6 93.4 97.0: 6.6 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 43 12 13 30 21 80 44:
Old : 96: 44 12 13 30 21 80 44:
Other: 8: 2 2 1 3 1 5 4:
:----------------------------------------------------------------------------------------------------
: 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 34.8 31.0 52.6 20.5 34.4 27.8 50.5
Old : 21.5 35.0 31.1 52.8 20.6 34.8 28.0 51.0
Other: 93.4 97.0 93.4 97.0 92.9 96.5 92.9 96.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 757,975: 203,012 126,762 27,554 416,924 489,183 647,490 643,498: 110,485 114,477
Old : 757,975: 203,012 126,762 27,554 416,924 489,183 647,490 643,498: 110,485 114,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 14,224: 26,377 -18,935 5,484 -12,492 29,194 19,370 15,742: -5,145 -1,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 16.7 3.6 55.0 64.5 85.4 84.9: 14.6 15.1
Old : 100.0: 26.8 16.7 3.6 55.0 64.5 85.4 84.9: 14.6 15.1
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 : 217: 41 41 29 84 100 142 154:
Old : 217: 41 41 29 84 100 142 154:
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 : 19.1 19.0 30.2 29.1 16.5 16.1 25.5 24.9
Old : 19.1 19.0 30.2 29.1 16.5 16.1 25.5 24.9
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, October 5, 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 : 2,276,400: 238,886 210,963 274,889 1,442,058 1,460,176 1,955,833 1,946,028: 320,567 330,372
Old : 2,276,400: 238,886 210,963 274,889 1,442,058 1,460,176 1,955,833 1,946,028: 320,567 330,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 169,746: 30,729 30,607 71,275 66,061 81,457 168,065 183,338: 1,681 -13,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.3 12.1 63.3 64.1 85.9 85.5: 14.1 14.5
Old : 100.0: 10.5 9.3 12.1 63.3 64.1 85.9 85.5: 14.1 14.5
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 : 286: 53 54 78 142 154 235 246:
Old : 286: 53 54 78 142 154 235 246:
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 : 23.9 18.4 33.3 26.9 20.7 14.6 27.3 21.3
Old : 23.9 18.4 33.3 26.9 20.7 14.6 27.3 21.3
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, October 5, 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 : 1,069,544: 211,632 81,174 63,216 565,861 675,599 840,709 819,988: 228,835 249,555
Old : 1,069,544: 211,632 81,174 63,216 565,861 675,599 840,709 819,988: 228,835 249,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 16,546: 10,984 14,522 11,654 3,072 -7,404 25,710 18,773: -9,164 -2,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 7.6 5.9 52.9 63.2 78.6 76.7: 21.4 23.3
Old : 100.0: 19.8 7.6 5.9 52.9 63.2 78.6 76.7: 21.4 23.3
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 : 164: 35 27 31 76 89 125 133:
Old : 164: 35 27 31 76 89 125 133:
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 : 15.7 18.7 26.3 26.8 13.7 15.3 23.7 22.4
Old : 15.7 18.7 26.3 26.8 13.7 15.3 23.7 22.4
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, October 5, 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 : 1,276,759: 120,225 23,057 718,758 399,571 482,784 1,238,554 1,224,600: 38,205 52,159
Old : 1,276,759: 120,225 23,057 718,758 399,571 482,784 1,238,554 1,224,600: 38,205 52,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -42,373: -25,975 498 1,998 -17,616 -44,039 -41,593 -41,543: -781 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.8 56.3 31.3 37.8 97.0 95.9: 3.0 4.1
Old : 100.0: 9.4 1.8 56.3 31.3 37.8 97.0 95.9: 3.0 4.1
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 : 113: 32 18 40 55 55 103 98:
Old : 113: 32 18 40 55 55 103 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 39.3 61.3 60.3 11.0 10.7 14.6 14.7
Old : 44.5 39.3 61.3 60.3 11.0 10.7 14.6 14.7
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, October 5, 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 : 50,554: 21,371 3,893 680 21,022 40,254 43,073 44,827: 7,481 5,727
Old : 50,554: 21,371 3,893 680 21,022 40,254 43,073 44,827: 7,481 5,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 4,780: 3,594 99 -245 102 5,565 3,452 5,419: 1,328 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 7.7 1.3 41.6 79.6 85.2 88.7: 14.8 11.3
Old : 100.0: 42.3 7.7 1.3 41.6 79.6 85.2 88.7: 14.8 11.3
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 : 91: 27 11 8 26 38 57 53:
Old : 91: 27 11 8 26 38 57 53:
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 : 26.5 32.8 40.2 51.6 25.3 32.8 39.0 51.3
Old : 26.5 32.8 40.2 51.6 25.3 32.8 39.0 51.3
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, October 5, 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 : 101,108: 42,741 7,786 1,360 42,044 80,509 86,146 89,655: 14,962 11,453
Old : 101,108: 42,741 7,786 1,360 42,044 80,509 86,146 89,655: 14,962 11,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 9,561: 7,189 197 -489 205 11,129 6,904 10,837: 2,657 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 7.7 1.3 41.6 79.6 85.2 88.7: 14.8 11.3
Old : 100.0: 42.3 7.7 1.3 41.6 79.6 85.2 88.7: 14.8 11.3
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 : 91: 27 11 8 26 38 57 53:
Old : 91: 27 11 8 26 38 57 53:
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 : 26.5 32.8 40.2 51.6 25.3 32.8 39.0 51.3
Old : 26.5 32.8 40.2 51.6 25.3 32.8 39.0 51.3
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, October 5, 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 : 4,561: 2,646 2,324 41 1,578 2,159 4,265 4,524: 296 37
Old : 4,561: 2,646 2,324 41 1,578 2,159 4,265 4,524: 296 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 51.0 0.9 34.6 47.3 93.5 99.2: 6.5 0.8
Old : 100.0: 58.0 51.0 0.9 34.6 47.3 93.5 99.2: 6.5 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 : 20: 10 5 1 2 3 13 8:
Old : 20: 10 5 1 2 3 13 8:
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 : 62.2 94.5 87.7 99.2 62.2 93.6 87.7 98.3
Old : 62.2 94.5 87.7 99.2 62.2 93.6 87.7 98.3
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, October 5, 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 : 11,163: 1,115 2,699 0 9,707 8,361 10,822 11,060: 341 103
Old : 11,163: 1,115 2,699 0 9,707 8,361 10,822 11,060: 341 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 52: 109 254 0 -118 -180 -9 74: 61 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 24.2 0.0 87.0 74.9 96.9 99.1: 3.1 0.9
Old : 100.0: 10.0 24.2 0.0 87.0 74.9 96.9 99.1: 3.1 0.9
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 : 30: 4 6 0 11 12 15 18:
Old : 30: 4 6 0 11 12 15 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 : 77.4 76.9 91.4 89.5 70.5 65.3 81.6 77.1
Old : 77.4 76.9 91.4 89.5 70.5 65.3 81.6 77.1
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, October 5, 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 : 39,080: 2,144 2,513 0 36,576 36,490 38,720 39,003: 360 77
Old : 39,080: 2,144 2,513 0 36,576 36,490 38,720 39,003: 360 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 3,229: 514 -102 0 2,638 3,443 3,152 3,341: 77 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.4 0.0 93.6 93.4 99.1 99.8: 0.9 0.2
Old : 100.0: 5.5 6.4 0.0 93.6 93.4 99.1 99.8: 0.9 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 : 32: 6 4 0 6 18 12 22:
Old : 32: 6 4 0 6 18 12 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 : 92.6 70.5 98.2 89.2 87.7 70.5 93.3 85.8
Old : 92.6 70.5 98.2 89.2 87.7 70.5 93.3 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010