WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 546,877: 125,938 91,745 86,260 283,293 304,354 495,491 482,359: 51,386 64,518
Old : 271,826: 99,323 73,362 11,951 128,364 162,165 239,638 247,478: 32,188 24,348
Other: 275,051: 61,815 53,583 39,109 154,929 142,189 255,853 234,881: 19,198 40,170
: : :
: : Changes in Commitments from: February 8, 2011 :
: -15,321: -8,049 393 -7,438 2,347 -9,169 -13,140 -16,214: -2,181 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.8 15.8 51.8 55.7 90.6 88.2: 9.4 11.8
Old : 100.0: 36.5 27.0 4.4 47.2 59.7 88.2 91.0: 11.8 9.0
Other: 100.0: 22.5 19.5 14.2 56.3 51.7 93.0 85.4: 7.0 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 163 131 157 89 131 356 334:
Old : 401: 169 104 62 61 103 258 242:
Other: 334: 91 101 98 69 119 222 268:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 21.4 32.6 27.9 18.1 18.1 29.6 22.3
Old : 25.7 29.7 34.9 37.3 23.5 29.3 32.5 36.6
Other: 26.1 18.5 38.8 26.4 25.1 15.7 36.7 20.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,719,874: 614,859 131,535 232,738 689,418 1,097,213 1,537,015 1,461,486: 182,859 258,388
Old : 1,274,482: 457,908 131,499 164,897 516,098 803,249 1,138,903 1,099,645: 135,579 174,837
Other: 445,392: 196,886 39,971 27,906 173,320 293,964 398,112 361,841: 47,280 83,551
: : :
: : Changes in Commitments from: February 8, 2011 :
: 29,748: -5,829 3,580 23,445 11,532 11,157 29,148 38,182: 600 -8,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.6 13.5 40.1 63.8 89.4 85.0: 10.6 15.0
Old : 100.0: 35.9 10.3 12.9 40.5 63.0 89.4 86.3: 10.6 13.7
Other: 100.0: 44.2 9.0 6.3 38.9 66.0 89.4 81.2: 10.6 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 930: 301 126 253 250 389 681 695:
Old : 901: 288 139 196 221 377 608 648:
Other: 678: 166 104 57 121 338 318 479:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.0 20.5 18.2 10.8 8.9 15.9 14.0
Old : 13.9 15.0 21.2 21.1 12.6 11.5 17.7 16.7
Other: 23.3 11.7 33.3 17.8 22.2 11.3 32.1 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,505: 5,037 190 613 4,917 12,333 10,567 13,136: 3,938 1,369
Old : 11,564: 4,656 296 138 3,496 10,032 8,290 10,466: 3,274 1,098
Other: 2,941: 817 330 39 1,421 2,301 2,277 2,670: 664 271
: : :
: : Changes in Commitments from: February 8, 2011 :
: 140: 143 -62 -290 -119 249 -266 -103: 406 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 1.3 4.2 33.9 85.0 72.9 90.6: 27.1 9.4
Old : 100.0: 40.3 2.6 1.2 30.2 86.8 71.7 90.5: 28.3 9.5
Other: 100.0: 27.8 11.2 1.3 48.3 78.2 77.4 90.8: 22.6 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 3 7 14 11 44 19:
Old : 45: 23 4 3 9 11 33 17:
Other: 26: 8 4 2 10 10 19 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 : 23.1 65.9 38.5 81.8 23.1 61.2 37.7 75.8
Old : 26.9 73.7 41.4 84.1 26.9 73.7 41.4 83.8
Other: 46.8 59.1 63.7 78.8 39.9 55.5 53.5 68.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 698,766: 262,195 55,405 100,756 268,220 445,794 631,171 601,955: 67,595 96,811
Old : 490,281: 200,807 47,233 54,467 189,530 331,562 444,804 433,262: 45,477 57,019
Other: 208,485: 89,031 35,815 18,646 78,690 114,232 186,367 168,693: 22,118 39,792
: : :
: : Changes in Commitments from: February 8, 2011 :
: 672: -8,308 9,649 4,705 4,135 -20,299 532 -5,945: 140 6,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 7.9 14.4 38.4 63.8 90.3 86.1: 9.7 13.9
Old : 100.0: 41.0 9.6 11.1 38.7 67.6 90.7 88.4: 9.3 11.6
Other: 100.0: 42.7 17.2 8.9 37.7 54.8 89.4 80.9: 10.6 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 612: 228 102 197 140 212 474 454:
Old : 580: 213 111 145 113 194 402 400:
Other: 422: 128 84 53 88 176 253 282:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 21.5 20.5 29.1 10.8 19.8 17.4 25.8
Old : 16.1 26.6 24.6 36.5 15.0 26.3 23.1 34.7
Other: 20.4 18.8 32.5 29.0 19.5 18.1 30.5 27.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,616: 24,034 4,337 133 24 5,211 24,191 9,681: 2,425 16,935
Old : 9,162: 7,337 3,082 99 24 939 7,460 4,120: 1,702 5,042
Other: 17,454: 16,722 1,280 9 0 4,272 16,731 5,561: 723 11,893
: : :
: : Changes in Commitments from: February 8, 2011 :
: -190: -201 263 13 -2 82 -190 358: 0 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 16.3 0.5 0.1 19.6 90.9 36.4: 9.1 63.6
Old : 100.0: 80.1 33.6 1.1 0.3 10.2 81.4 45.0: 18.6 55.0
Other: 100.0: 95.8 7.3 0.1 0.0 24.5 95.9 31.9: 4.1 68.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 12 8 1 14 22 33:
Old : 44: 18 12 5 1 14 19 31:
Other: 35: 16 5 3 0 14 17 21:
:----------------------------------------------------------------------------------------------------
: 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 : 54.6 14.7 76.7 20.7 54.5 14.7 76.5 20.6
Old : 40.1 21.4 64.4 30.9 40.1 21.4 63.9 30.9
Other: 64.8 13.4 85.7 20.0 64.8 13.4 85.7 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 398,449: 117,012 36,938 42,359 201,119 292,542 360,490 371,839: 37,959 26,610
Old : 339,743: 111,544 45,366 24,586 169,076 246,092 305,206 316,044: 34,537 23,699
Other: 58,706: 19,534 5,638 3,707 32,043 46,450 55,284 55,795: 3,422 2,911
: : :
: : Changes in Commitments from: February 8, 2011 :
: -9,710: -10,184 8,920 -3,540 4,714 -21,307 -9,010 -15,927: -700 6,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.3 10.6 50.5 73.4 90.5 93.3: 9.5 6.7
Old : 100.0: 32.8 13.4 7.2 49.8 72.4 89.8 93.0: 10.2 7.0
Other: 100.0: 33.3 9.6 6.3 54.6 79.1 94.2 95.0: 5.8 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 99 55 75 71 63 216 167:
Old : 263: 100 65 64 68 62 204 163:
Other: 99: 37 14 12 39 20 78 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 35.8 23.5 48.7 11.4 25.4 18.7 37.3
Old : 14.6 34.6 25.8 46.7 13.1 26.3 22.0 37.5
Other: 33.7 57.0 52.1 74.1 32.2 56.0 49.9 73.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 591,848: 57,188 96,115 4,997 401,228 328,950 463,413 430,062: 128,435 161,786
Old : 591,848: 57,188 96,115 4,997 401,228 328,950 463,413 430,062: 128,435 161,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 5,878: -10,336 5,438 -1,496 18,930 -4,321 7,098 -379: -1,220 6,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 16.2 0.8 67.8 55.6 78.3 72.7: 21.7 27.3
Old : 100.0: 9.7 16.2 0.8 67.8 55.6 78.3 72.7: 21.7 27.3
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 : 156: 23 34 21 75 69 110 112:
Old : 156: 23 34 21 75 69 110 112:
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 : 22.8 16.6 33.8 26.6 20.8 15.9 30.9 25.5
Old : 22.8 16.6 33.8 26.6 20.8 15.9 30.9 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 323,620: 43,228 60,708 1,886 212,651 213,328 257,765 275,922: 65,855 47,698
Old : 323,620: 43,228 60,708 1,886 212,651 213,328 257,765 275,922: 65,855 47,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 10,747: 1,557 3,282 1,604 8,011 6,283 11,172 11,169: -425 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.8 0.6 65.7 65.9 79.7 85.3: 20.3 14.7
Old : 100.0: 13.4 18.8 0.6 65.7 65.9 79.7 85.3: 20.3 14.7
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 : 60: 5 13 6 29 29 38 44:
Old : 60: 5 13 6 29 29 38 44:
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 : 23.6 44.2 43.4 59.6 23.3 41.8 41.9 56.7
Old : 23.6 44.2 43.4 59.6 23.3 41.8 41.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,447: 593 407 410 6,228 6,290 7,231 7,107: 216 340
Old : 7,447: 593 407 410 6,228 6,290 7,231 7,107: 216 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -294: -684 79 -8 415 -321 -277 -250: -17 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.5 5.5 83.6 84.5 97.1 95.4: 2.9 4.6
Old : 100.0: 8.0 5.5 5.5 83.6 84.5 97.1 95.4: 2.9 4.6
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 : 34: 4 3 5 20 25 27 30:
Old : 34: 4 3 5 20 25 27 30:
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 : 60.2 47.7 79.0 66.4 39.2 24.5 45.7 33.0
Old : 60.2 47.7 79.0 66.4 39.2 24.5 45.7 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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,541: 71,633 19,164 20,047 87,963 160,204 179,643 199,415: 38,898 19,126
Old : 177,049: 60,647 19,865 11,265 72,331 129,170 144,243 160,300: 32,806 16,749
Other: 41,492: 12,623 936 7,145 15,632 31,034 35,400 39,115: 6,092 2,377
: : :
: : Changes in Commitments from: February 8, 2011 :
: -2,443: -2,982 3,644 -4,146 6,846 -3,155 -282 -3,657: -2,161 1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 8.8 9.2 40.3 73.3 82.2 91.2: 17.8 8.8
Old : 100.0: 34.3 11.2 6.4 40.9 73.0 81.5 90.5: 18.5 9.5
Other: 100.0: 30.4 2.3 17.2 37.7 74.8 85.3 94.3: 14.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 71 27 40 65 65 161 120:
Old : 185: 68 29 35 65 63 153 115:
Other: 92: 25 10 11 40 25 72 43:
:----------------------------------------------------------------------------------------------------
: 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 38.2 19.9 49.6 9.1 34.2 15.2 42.6
Old : 13.2 36.6 21.3 50.2 11.0 33.0 18.6 43.3
Other: 24.7 50.1 39.1 70.4 19.9 50.0 31.7 63.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,876: 9,905 2,791 1,233 7,116 20,663 18,254 24,687: 7,622 1,189
Old : 23,125: 9,753 2,789 872 5,939 18,453 16,564 22,114: 6,561 1,011
Other: 2,751: 430 280 83 1,177 2,210 1,690 2,573: 1,061 178
: : :
: : Changes in Commitments from: February 8, 2011 :
: 854: 329 -133 49 130 865 508 781: 346 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.8 4.8 27.5 79.9 70.5 95.4: 29.5 4.6
Old : 100.0: 42.2 12.1 3.8 25.7 79.8 71.6 95.6: 28.4 4.4
Other: 100.0: 15.6 10.2 3.0 42.8 80.3 61.4 93.5: 38.6 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 64 19 17 23 20 100 50:
Old : 120: 65 20 10 18 19 91 44:
Other: 43: 14 7 6 12 14 29 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 58.2 22.8 71.7 14.3 55.6 22.7 67.7
Old : 15.9 60.9 25.1 74.1 15.9 60.8 25.1 72.7
Other: 34.5 64.0 47.7 77.3 34.0 62.2 44.3 75.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 928,551: 180,645 215,731 20,132 640,204 546,281 840,981 782,144: 87,570 146,407
Old : 928,551: 180,645 215,731 20,132 640,204 546,281 840,981 782,144: 87,570 146,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 62,925: 30,199 30,842 10,015 27,247 15,232 67,461 56,089: -4,536 6,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.2 2.2 68.9 58.8 90.6 84.2: 9.4 15.8
Old : 100.0: 19.5 23.2 2.2 68.9 58.8 90.6 84.2: 9.4 15.8
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 : 227: 29 54 22 82 111 124 174:
Old : 227: 29 54 22 82 111 124 174:
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 : 34.3 16.3 47.6 26.4 32.0 15.2 42.0 23.9
Old : 34.3 16.3 47.6 26.4 32.0 15.2 42.0 23.9
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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,562,735: 182,412 298,916 45,941 1,083,587 887,085 1,311,940 1,231,942: 250,795 330,793
Old : 1,562,735: 182,412 298,916 45,941 1,083,587 887,085 1,311,940 1,231,942: 250,795 330,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 55,832: 6,229 26,578 15,325 48,803 30,211 70,357 72,114: -14,525 -16,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.1 2.9 69.3 56.8 84.0 78.8: 16.0 21.2
Old : 100.0: 11.7 19.1 2.9 69.3 56.8 84.0 78.8: 16.0 21.2
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 : 272: 50 58 47 114 129 184 214:
Old : 272: 50 58 47 114 129 184 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 12.8 35.7 22.7 24.8 11.1 30.9 17.6
Old : 29.3 12.8 35.7 22.7 24.8 11.1 30.9 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,360,754: 329,563 147,836 27,457 836,891 886,551 1,193,911 1,061,844: 166,843 298,910
Old : 1,360,754: 329,563 147,836 27,457 836,891 886,551 1,193,911 1,061,844: 166,843 298,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 70,427: -6,218 17,359 8,312 54,753 37,921 56,847 63,592: 13,580 6,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.9 2.0 61.5 65.2 87.7 78.0: 12.3 22.0
Old : 100.0: 24.2 10.9 2.0 61.5 65.2 87.7 78.0: 12.3 22.0
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 : 194: 34 35 22 86 95 124 148:
Old : 194: 34 35 22 86 95 124 148:
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 : 21.6 16.8 32.8 28.7 21.3 14.3 30.9 24.4
Old : 21.6 16.8 32.8 28.7 21.3 14.3 30.9 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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 598,736: 113,537 39,900 64,196 384,604 451,334 562,337 555,430: 36,399 43,306
Old : 598,736: 113,537 39,900 64,196 384,604 451,334 562,337 555,430: 36,399 43,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 27,927: -5,893 4,679 5,785 20,204 13,335 20,096 23,799: 7,831 4,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.7 10.7 64.2 75.4 93.9 92.8: 6.1 7.2
Old : 100.0: 19.0 6.7 10.7 64.2 75.4 93.9 92.8: 6.1 7.2
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 : 111: 27 21 29 57 53 95 93:
Old : 111: 27 21 29 57 53 95 93:
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 : 36.8 37.2 49.8 51.2 23.0 18.1 28.2 26.5
Old : 36.8 37.2 49.8 51.2 23.0 18.1 28.2 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,212: 17,051 4,130 2,254 29,737 43,501 49,042 49,885: 9,170 8,327
Old : 58,212: 17,051 4,130 2,254 29,737 43,501 49,042 49,885: 9,170 8,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,583: 1,515 -1,268 235 286 3,494 2,035 2,460: 549 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.1 3.9 51.1 74.7 84.2 85.7: 15.8 14.3
Old : 100.0: 29.3 7.1 3.9 51.1 74.7 84.2 85.7: 15.8 14.3
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 : 102: 30 11 6 32 33 67 49:
Old : 102: 30 11 6 32 33 67 49:
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 : 27.8 36.4 39.7 52.3 27.3 36.3 38.0 50.6
Old : 27.8 36.4 39.7 52.3 27.3 36.3 38.0 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,537: 3,050 513 0 6,574 8,839 9,624 9,352: 1,913 2,185
Old : 11,537: 3,050 513 0 6,574 8,839 9,624 9,352: 1,913 2,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 766: 253 37 0 383 795 636 832: 130 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.4 0.0 57.0 76.6 83.4 81.1: 16.6 18.9
Old : 100.0: 26.4 4.4 0.0 57.0 76.6 83.4 81.1: 16.6 18.9
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 : 22: 6 2 0 7 8 13 10:
Old : 22: 6 2 0 7 8 13 10:
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 : 45.7 64.9 68.1 77.4 44.2 64.9 66.6 77.4
Old : 45.7 64.9 68.1 77.4 44.2 64.9 66.6 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,349: 32,165 11,397 344 46,326 69,324 78,835 81,065: 14,514 12,284
Old : 93,349: 32,165 11,397 344 46,326 69,324 78,835 81,065: 14,514 12,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,634: 3,350 -1,783 -358 -195 5,397 2,797 3,256: 837 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.2 0.4 49.6 74.3 84.5 86.8: 15.5 13.2
Old : 100.0: 34.5 12.2 0.4 49.6 74.3 84.5 86.8: 15.5 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 : 97: 29 13 1 29 32 58 46:
Old : 97: 29 13 1 29 32 58 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 34.5 42.0 51.6 29.4 34.5 41.7 51.5
Old : 29.8 34.5 42.0 51.6 29.4 34.5 41.7 51.5
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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,613: 3,783 2,157 37 1,721 3,419 5,541 5,613: 72 0
Old : 5,613: 3,783 2,157 37 1,721 3,419 5,541 5,613: 72 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 149: 172 78 0 0 71 172 149: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 38.4 0.7 30.7 60.9 98.7 100.0: 1.3 0.0
Old : 100.0: 67.4 38.4 0.7 30.7 60.9 98.7 100.0: 1.3 0.0
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 : 23: 13 5 1 1 4 14 10:
Old : 23: 13 5 1 1 4 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 91.0 90.0 98.5 70.5 91.0 90.0 98.5
Old : 70.5 91.0 90.0 98.5 70.5 91.0 90.0 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,430: 195 1,442 0 14,173 12,769 14,368 14,211: 62 219
Old : 14,430: 195 1,442 0 14,173 12,769 14,368 14,211: 62 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,272: -1,032 131 0 -220 -1,397 -1,252 -1,266: -20 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 10.0 0.0 98.2 88.5 99.6 98.5: 0.4 1.5
Old : 100.0: 1.4 10.0 0.0 98.2 88.5 99.6 98.5: 0.4 1.5
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 : 30: 2 7 0 9 15 11 22:
Old : 30: 2 7 0 9 15 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 : 87.4 65.2 98.9 81.8 81.2 64.8 91.5 77.2
Old : 87.4 65.2 98.9 81.8 81.2 64.8 91.5 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,316: 191 1,009 16 48,732 48,109 48,939 49,134: 377 182
Old : 49,316: 191 1,009 16 48,732 48,109 48,939 49,134: 377 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -4,582: -1,424 -268 16 -3,310 -4,385 -4,718 -4,637: 136 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.0 0.0 98.8 97.6 99.2 99.6: 0.8 0.4
Old : 100.0: 0.4 2.0 0.0 98.8 97.6 99.2 99.6: 0.8 0.4
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 : 28: 2 5 1 6 17 9 22:
Old : 28: 2 5 1 6 17 9 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 : 98.4 74.4 99.2 92.2 69.8 53.6 70.0 63.9
Old : 98.4 74.4 99.2 92.2 69.8 53.6 70.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011