WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 634,365: 85,034 108,104 169,417 332,870 285,087 587,321 562,608: 47,044 71,757
Old : 445,550: 72,709 95,841 113,718 221,494 194,189 407,922 403,748: 37,628 41,801
Other: 188,815: 34,396 34,333 33,628 111,376 90,898 179,400 158,859: 9,415 29,956
: : :
: : Changes in Commitments from: November 9, 2010 :
: -38,244: -17,778 4,215 -15,394 6,943 -29,899 -26,230 -41,078: -12,014 2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.0 26.7 52.5 44.9 92.6 88.7: 7.4 11.3
Old : 100.0: 16.3 21.5 25.5 49.7 43.6 91.6 90.6: 8.4 9.4
Other: 100.0: 18.2 18.2 17.8 59.0 48.1 95.0 84.1: 5.0 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 479: 152 168 204 102 135 381 396:
Old : 460: 149 169 171 94 131 344 373:
Other: 280: 75 77 85 62 109 182 236:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 16.2 27.8 22.4 16.1 12.4 25.2 15.9
Old : 18.7 18.6 27.4 24.9 18.1 15.6 25.4 20.2
Other: 32.7 19.1 43.8 27.6 29.9 17.2 40.4 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 2,485,904: 512,615 133,352 865,344 888,810 1,191,561 2,266,769 2,190,257: 219,135 295,648
Old : 2,071,526: 430,239 132,967 726,915 730,928 977,129 1,888,082 1,837,011: 183,445 234,515
Other: 414,378: 141,269 59,277 79,537 157,882 214,432 378,688 353,246: 35,690 61,132
: : :
: : Changes in Commitments from: November 9, 2010 :
: -86,818: -43,242 -268 -29,322 17,511 -45,033 -55,053 -74,623: -31,766 -12,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 5.4 34.8 35.8 47.9 91.2 88.1: 8.8 11.9
Old : 100.0: 20.8 6.4 35.1 35.3 47.2 91.1 88.7: 8.9 11.3
Other: 100.0: 34.1 14.3 19.2 38.1 51.7 91.4 85.2: 8.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 976: 279 186 331 327 458 759 841:
Old : 962: 270 191 306 315 448 727 814:
Other: 667: 109 145 97 147 365 310 559:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 7.9 16.4 13.5 8.4 5.4 12.8 9.0
Old : 10.0 7.9 17.0 13.1 8.8 6.0 13.3 9.1
Other: 20.1 13.0 28.4 19.9 19.8 10.2 26.9 14.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 15,180: 2,787 351 1,408 8,130 11,520 12,326 13,279: 2,854 1,901
Old : 13,824: 2,829 352 1,105 7,097 10,611 11,031 12,068: 2,793 1,756
Other: 1,356: 15 55 247 1,033 908 1,295 1,211: 61 145
: : :
: : Changes in Commitments from: November 9, 2010 :
: -297: -628 55 220 760 -653 353 -378: -650 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 2.3 9.3 53.6 75.9 81.2 87.5: 18.8 12.5
Old : 100.0: 20.5 2.5 8.0 51.3 76.8 79.8 87.3: 20.2 12.7
Other: 100.0: 1.1 4.1 18.2 76.2 67.0 95.5 89.3: 4.5 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 6 8 16 13 36 25:
Old : 41: 16 6 7 15 13 34 24:
Other: 16: 3 4 6 6 5 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 58.9 46.4 75.3 27.5 46.0 40.5 58.8
Old : 30.9 63.9 47.8 75.5 28.7 53.6 43.0 61.4
Other: 71.6 78.2 91.9 86.9 68.3 67.8 74.3 68.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 883,783: 194,449 34,016 270,673 357,938 484,057 823,060 788,746: 60,723 95,037
Old : 754,032: 170,330 28,597 228,158 302,293 422,640 700,780 679,396: 53,252 74,636
Other: 129,751: 44,747 26,047 21,887 55,645 61,417 122,279 109,351: 7,472 20,400
: : :
: : Changes in Commitments from: November 9, 2010 :
: 4,852: -35,645 -596 17,389 32,491 -10,898 14,235 5,895: -9,383 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.8 30.6 40.5 54.8 93.1 89.2: 6.9 10.8
Old : 100.0: 22.6 3.8 30.3 40.1 56.1 92.9 90.1: 7.1 9.9
Other: 100.0: 34.5 20.1 16.9 42.9 47.3 94.2 84.3: 5.8 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 214 101 187 129 239 412 475:
Old : 572: 209 103 176 121 234 393 460:
Other: 346: 76 78 51 55 176 159 277:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 19.6 19.8 27.6 10.4 12.6 16.1 18.0
Old : 12.8 21.7 21.3 30.0 11.4 14.4 17.7 20.1
Other: 24.3 17.3 38.1 25.6 23.6 16.9 34.9 22.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 23,972: 20,381 2,162 667 36 4,101 21,084 6,930: 2,888 17,042
Old : 14,765: 11,740 1,961 662 36 2,175 12,438 4,798: 2,327 9,967
Other: 9,207: 8,641 201 5 0 1,926 8,646 2,132: 561 7,075
: : :
: : Changes in Commitments from: November 9, 2010 :
: 568: 786 1,057 -590 -2 179 194 646: 374 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 9.0 2.8 0.2 17.1 88.0 28.9: 12.0 71.1
Old : 100.0: 79.5 13.3 4.5 0.2 14.7 84.2 32.5: 15.8 67.5
Other: 100.0: 93.9 2.2 0.1 0.0 20.9 93.9 23.2: 6.1 76.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 21 8 3 2 8 23 19:
Old : 37: 21 8 3 2 8 23 19:
Other: 24: 14 2 1 0 8 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 47.8 13.4 68.3 20.2 46.2 13.1 65.7 19.0
Old : 40.5 13.7 59.9 23.3 40.4 12.5 59.3 20.7
Other: 65.6 15.8 87.0 21.4 65.6 15.8 87.0 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 480,888: 79,599 26,339 119,022 245,115 311,564 443,735 456,925: 37,153 23,963
Old : 462,802: 80,395 28,563 114,323 233,055 296,998 427,773 439,884: 35,029 22,918
Other: 18,086: 3,659 2,232 243 12,060 14,566 15,962 17,041: 2,124 1,046
: : :
: : Changes in Commitments from: November 9, 2010 :
: -16,808: -17,015 -3,040 -8,143 13,869 -7,611 -11,289 -18,795: -5,519 1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 5.5 24.8 51.0 64.8 92.3 95.0: 7.7 5.0
Old : 100.0: 17.4 6.2 24.7 50.4 64.2 92.4 95.0: 7.6 5.0
Other: 100.0: 20.2 12.3 1.3 66.7 80.5 88.3 94.2: 11.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 91 49 82 72 71 207 173:
Old : 237: 92 55 79 71 71 203 172:
Other: 55: 14 9 7 24 13 43 24:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 31.3 27.9 42.6 9.6 20.5 15.0 27.0
Old : 16.5 31.5 27.6 41.7 10.0 21.0 15.4 26.9
Other: 50.1 62.4 63.0 84.9 50.1 61.8 62.8 83.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 765,395: 78,011 65,123 73,283 449,631 462,752 600,925 601,158: 164,471 164,238
Old : 765,395: 78,011 65,123 73,283 449,631 462,752 600,925 601,158: 164,471 164,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -12,622: -25,698 -40,157 18,093 -15,219 3,812 -22,823 -18,251: 10,201 5,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.5 9.6 58.7 60.5 78.5 78.5: 21.5 21.5
Old : 100.0: 10.2 8.5 9.6 58.7 60.5 78.5 78.5: 21.5 21.5
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 : 171: 31 28 45 96 91 150 142:
Old : 171: 31 28 45 96 91 150 142:
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 : 17.1 18.8 26.2 27.8 15.9 16.6 24.3 24.2
Old : 17.1 18.8 26.2 27.8 15.9 16.6 24.3 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 317,143: 32,394 45,442 1,230 223,049 228,524 256,673 275,196: 60,470 41,947
Old : 317,143: 32,394 45,442 1,230 223,049 228,524 256,673 275,196: 60,470 41,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 17,221: -3,980 2,442 128 16,202 15,468 12,350 18,037: 4,872 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.3 0.4 70.3 72.1 80.9 86.8: 19.1 13.2
Old : 100.0: 10.2 14.3 0.4 70.3 72.1 80.9 86.8: 19.1 13.2
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 : 53: 4 8 2 29 30 35 38:
Old : 53: 4 8 2 29 30 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 47.6 46.9 62.9 27.1 43.6 44.5 57.6
Old : 28.8 47.6 46.9 62.9 27.1 43.6 44.5 57.6
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, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 7,862: 904 778 665 5,959 6,227 7,528 7,670: 334 192
Old : 7,862: 904 778 665 5,959 6,227 7,528 7,670: 334 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -252: -112 -162 -47 -77 35 -236 -174: -16 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.9 8.5 75.8 79.2 95.8 97.6: 4.2 2.4
Old : 100.0: 11.5 9.9 8.5 75.8 79.2 95.8 97.6: 4.2 2.4
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 : 30: 7 4 5 17 17 27 23:
Old : 30: 7 4 5 17 17 27 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 : 58.6 49.0 74.7 70.3 35.2 31.1 42.0 41.6
Old : 58.6 49.0 74.7 70.3 35.2 31.1 42.0 41.6
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, November 16, 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 : 244,567: 47,634 8,287 52,153 108,478 168,155 208,266 228,596: 36,301 15,972
Old : 220,775: 46,250 9,971 44,368 96,099 151,183 186,718 205,522: 34,057 15,252
Other: 23,793: 3,936 867 5,234 12,379 16,973 21,549 23,073: 2,244 719
: : :
: : Changes in Commitments from: November 9, 2010 :
: -6,606: -10,237 2,227 -2,332 9,662 -8,261 -2,907 -8,366: -3,699 1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.4 21.3 44.4 68.8 85.2 93.5: 14.8 6.5
Old : 100.0: 20.9 4.5 20.1 43.5 68.5 84.6 93.1: 15.4 6.9
Other: 100.0: 16.5 3.6 22.0 52.0 71.3 90.6 97.0: 9.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 69 27 59 78 74 178 140:
Old : 199: 74 26 57 78 73 175 139:
Other: 72: 14 13 16 34 24 63 41:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 36.4 20.6 47.6 8.8 29.6 14.5 37.3
Old : 11.3 35.0 19.4 46.3 9.5 28.3 15.7 36.1
Other: 32.8 56.5 47.4 71.5 27.8 51.6 38.4 58.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 19,901: 4,290 2,334 2,582 7,966 13,431 14,838 18,347: 5,063 1,555
Old : 19,260: 4,343 2,327 2,468 7,493 13,157 14,303 17,951: 4,956 1,309
Other: 642: 3 63 59 473 274 535 396: 107 246
: : :
: : Changes in Commitments from: November 9, 2010 :
: -1,080: -783 285 -358 811 -1,007 -330 -1,079: -750 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.7 13.0 40.0 67.5 74.6 92.2: 25.4 7.8
Old : 100.0: 22.5 12.1 12.8 38.9 68.3 74.3 93.2: 25.7 6.8
Other: 100.0: 0.4 9.7 9.2 73.7 42.7 83.4 61.7: 16.6 38.3
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 38 14 16 30 22 79 45:
Old : 91: 39 14 16 30 22 79 45:
Other: 19: 4 3 4 6 6 12 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 46.8 29.1 61.3 19.1 44.6 27.0 57.2
Old : 20.0 47.5 29.2 62.2 19.3 46.9 27.3 59.7
Other: 68.1 44.6 82.2 58.9 67.5 44.6 73.4 51.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 730,473: 106,286 131,821 50,927 462,864 437,139 620,077 619,887: 110,396 110,586
Old : 730,473: 106,286 131,821 50,927 462,864 437,139 620,077 619,887: 110,396 110,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -46,596: -46,945 -21,896 -97 5,988 -25,448 -41,054 -47,440: -5,542 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 18.0 7.0 63.4 59.8 84.9 84.9: 15.1 15.1
Old : 100.0: 14.6 18.0 7.0 63.4 59.8 84.9 84.9: 15.1 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 : 202: 35 38 29 85 102 135 155:
Old : 202: 35 38 29 85 102 135 155:
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 : 27.2 18.5 36.3 28.4 23.3 16.4 31.7 24.8
Old : 27.2 18.5 36.3 28.4 23.3 16.4 31.7 24.8
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, November 16, 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 : 2,127,525: 262,741 205,607 305,861 1,250,399 1,267,998 1,819,001 1,779,466: 308,524 348,059
Old : 2,127,525: 262,741 205,607 305,861 1,250,399 1,267,998 1,819,001 1,779,466: 308,524 348,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -24,307: -7,302 -3,722 3,129 3,206 -19,751 -967 -20,343: -23,340 -3,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 9.7 14.4 58.8 59.6 85.5 83.6: 14.5 16.4
Old : 100.0: 12.3 9.7 14.4 58.8 59.6 85.5 83.6: 14.5 16.4
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 : 298: 72 43 82 159 159 260 255:
Old : 298: 72 43 82 159 159 260 255:
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 : 15.5 14.1 23.7 21.0 12.9 11.5 17.5 16.9
Old : 15.5 14.1 23.7 21.0 12.9 11.5 17.5 16.9
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, November 16, 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 : 1,270,815: 215,891 112,296 89,622 763,646 815,800 1,069,159 1,017,718: 201,657 253,098
Old : 1,270,815: 215,891 112,296 89,622 763,646 815,800 1,069,159 1,017,718: 201,657 253,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -53,001: -55,098 2,117 5,581 7,532 -47,019 -41,985 -39,321: -11,016 -13,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.8 7.1 60.1 64.2 84.1 80.1: 15.9 19.9
Old : 100.0: 17.0 8.8 7.1 60.1 64.2 84.1 80.1: 15.9 19.9
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 : 185: 37 30 37 90 102 140 156:
Old : 185: 37 30 37 90 102 140 156:
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 19.1 34.1 27.8 24.0 16.8 31.4 24.4
Old : 25.3 19.1 34.1 27.8 24.0 16.8 31.4 24.4
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, November 16, 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 : 1,226,598: 123,160 21,994 664,057 399,827 489,843 1,187,043 1,175,895: 39,554 50,703
Old : 1,226,598: 123,160 21,994 664,057 399,827 489,843 1,187,043 1,175,895: 39,554 50,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -15,037: 5,213 -94 -9,123 -10,908 -2,212 -14,819 -11,429: -218 -3,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.8 54.1 32.6 39.9 96.8 95.9: 3.2 4.1
Old : 100.0: 10.0 1.8 54.1 32.6 39.9 96.8 95.9: 3.2 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 : 111: 32 14 34 60 53 102 91:
Old : 111: 32 14 34 60 53 102 91:
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 : 43.2 36.6 58.9 57.2 9.2 10.7 12.2 14.6
Old : 43.2 36.6 58.9 57.2 9.2 10.7 12.2 14.6
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, November 16, 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 : 49,456: 17,310 5,672 404 24,841 38,151 42,555 44,227: 6,901 5,229
Old : 49,456: 17,310 5,672 404 24,841 38,151 42,555 44,227: 6,901 5,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -3,152: -5,308 -1,103 -163 2,355 -1,789 -3,115 -3,055: -37 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 11.5 0.8 50.2 77.1 86.0 89.4: 14.0 10.6
Old : 100.0: 35.0 11.5 0.8 50.2 77.1 86.0 89.4: 14.0 10.6
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 : 97: 28 17 7 32 32 65 51:
Old : 97: 28 17 7 32 32 65 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 : 21.3 39.4 35.2 58.7 20.4 39.4 34.3 58.0
Old : 21.3 39.4 35.2 58.7 20.4 39.4 34.3 58.0
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, November 16, 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 : 98,912: 34,621 11,345 807 49,682 76,302 85,110 88,454: 13,802 10,458
Old : 98,912: 34,621 11,345 807 49,682 76,302 85,110 88,454: 13,802 10,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -6,304: -10,615 -2,205 -326 4,710 -3,578 -6,231 -6,109: -73 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 11.5 0.8 50.2 77.1 86.0 89.4: 14.0 10.6
Old : 100.0: 35.0 11.5 0.8 50.2 77.1 86.0 89.4: 14.0 10.6
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 : 97: 28 17 7 32 32 65 51:
Old : 97: 28 17 7 32 32 65 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 : 21.3 39.4 35.2 58.7 20.4 39.4 34.3 58.0
Old : 21.3 39.4 35.2 58.7 20.4 39.4 34.3 58.0
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, November 16, 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 : 15,777: 844 637 354 14,389 14,674 15,587 15,665: 190 112
Old : 15,777: 844 637 354 14,389 14,674 15,587 15,665: 190 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 314: 55 -1,666 354 -18 1,608 391 296: -77 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.0 2.2 91.2 93.0 98.8 99.3: 1.2 0.7
Old : 100.0: 5.3 4.0 2.2 91.2 93.0 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 6 1 12 13 16 20:
Old : 30: 4 6 1 12 13 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 83.7 92.6 91.6 74.2 75.4 84.4 80.8
Old : 74.2 83.7 92.6 91.6 74.2 75.4 84.4 80.8
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, November 16, 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 : 46,732: 729 3,295 297 45,422 42,880 46,448 46,472: 284 260
Old : 46,732: 729 3,295 297 45,422 42,880 46,448 46,472: 284 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,632: -1,634 -1,093 47 4,464 3,517 2,877 2,471: -245 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 7.1 0.6 97.2 91.8 99.4 99.4: 0.6 0.6
Old : 100.0: 1.6 7.1 0.6 97.2 91.8 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 5 1 7 17 11 22:
Old : 29: 3 5 1 7 17 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.3 64.0 99.0 88.5 84.4 62.8 86.7 78.6
Old : 96.3 64.0 99.0 88.5 84.4 62.8 86.7 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010