WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 616,244: 102,682 76,303 157,846 308,919 318,065 569,447 552,214: 46,796 64,030
Old : 349,070: 87,061 74,645 66,945 161,807 179,236 315,813 320,826: 33,257 28,244
Other: 267,173: 49,380 35,417 57,142 147,112 138,828 253,635 231,388: 13,539 35,786
: : :
: : Changes in Commitments from: January 4, 2011 :
: 7,231: -1,638 -1,108 7,584 2,415 1,118 8,361 7,593: -1,130 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 12.4 25.6 50.1 51.6 92.4 89.6: 7.6 10.4
Old : 100.0: 24.9 21.4 19.2 46.4 51.3 90.5 91.9: 9.5 8.1
Other: 100.0: 18.5 13.3 21.4 55.1 52.0 94.9 86.6: 5.1 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 155 143 178 95 140 358 366:
Old : 433: 163 128 129 84 130 310 325:
Other: 304: 82 88 101 69 121 208 259:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 19.3 30.2 25.7 16.2 15.5 26.4 19.3
Old : 22.0 25.5 31.6 32.9 21.8 24.5 31.3 31.1
Other: 28.5 16.5 39.8 25.0 22.8 13.0 31.3 17.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 2,293,704: 505,557 113,158 716,955 860,945 1,177,448 2,083,457 2,007,561: 210,247 286,143
Old : 1,784,873: 390,447 104,938 563,464 666,307 912,061 1,620,218 1,580,463: 164,655 204,409
Other: 508,831: 147,767 40,877 120,833 194,639 265,388 463,239 427,098: 45,593 81,733
: : :
: : Changes in Commitments from: January 4, 2011 :
: 68,639: -10,538 -3,093 64,527 9,932 8,264 63,921 69,698: 4,718 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 4.9 31.3 37.5 51.3 90.8 87.5: 9.2 12.5
Old : 100.0: 21.9 5.9 31.6 37.3 51.1 90.8 88.5: 9.2 11.5
Other: 100.0: 29.0 8.0 23.7 38.3 52.2 91.0 83.9: 9.0 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 927: 286 157 303 292 423 706 775:
Old : 907: 267 170 266 269 412 654 740:
Other: 669: 132 127 125 162 358 356 554:
:----------------------------------------------------------------------------------------------------
: 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 11.7 18.9 16.8 9.2 6.7 13.2 10.5
Old : 11.6 12.6 19.4 17.9 10.0 8.4 14.1 11.7
Other: 16.9 12.1 27.9 18.7 16.0 8.6 23.4 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 13,170: 3,640 199 1,110 5,607 10,785 10,357 12,094: 2,813 1,076
Old : 10,876: 3,767 204 500 4,018 9,322 8,285 10,026: 2,591 850
Other: 2,294: 8 129 475 1,588 1,463 2,072 2,068: 222 226
: : :
: : Changes in Commitments from: January 4, 2011 :
: -505: -1,256 -106 287 296 -533 -673 -352: 168 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.5 8.4 42.6 81.9 78.6 91.8: 21.4 8.2
Old : 100.0: 34.6 1.9 4.6 36.9 85.7 76.2 92.2: 23.8 7.8
Other: 100.0: 0.3 5.6 20.7 69.2 63.8 90.3 90.1: 9.7 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 6 9 18 14 43 27:
Old : 49: 20 7 7 14 14 38 25:
Other: 22: 4 3 7 10 12 17 19:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 65.2 43.8 78.9 26.7 57.6 39.7 69.6
Old : 29.5 73.8 45.4 83.0 29.5 71.8 45.3 80.0
Other: 61.3 53.3 79.3 72.6 53.2 47.2 56.8 56.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 909,097: 196,565 25,989 302,082 346,448 492,610 845,096 820,681: 64,001 88,416
Old : 707,398: 161,287 20,423 233,542 260,037 394,433 654,866 648,397: 52,532 59,001
Other: 201,699: 58,646 28,935 45,172 86,411 98,177 190,230 172,284: 11,470 29,415
: : :
: : Changes in Commitments from: January 4, 2011 :
: -1,117: -2,093 -484 -1,749 3,514 2,818 -328 585: -788 -1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 2.9 33.2 38.1 54.2 93.0 90.3: 7.0 9.7
Old : 100.0: 22.8 2.9 33.0 36.8 55.8 92.6 91.7: 7.4 8.3
Other: 100.0: 29.1 14.3 22.4 42.8 48.7 94.3 85.4: 5.7 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 597: 231 103 207 136 238 447 486:
Old : 575: 225 101 182 120 230 404 460:
Other: 389: 90 90 64 79 179 205 300:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 19.0 21.7 27.3 10.4 13.1 15.4 18.5
Old : 14.6 21.9 23.5 30.1 12.5 16.6 18.1 23.6
Other: 23.6 17.5 35.8 27.1 20.6 16.0 29.0 21.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 23,264: 20,579 1,696 6 28 5,066 20,613 6,768: 2,651 16,496
Old : 9,570: 7,667 1,036 0 28 1,850 7,695 2,886: 1,875 6,684
Other: 13,694: 12,912 660 6 0 3,216 12,918 3,882: 776 9,812
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,168: 1,443 -60 -38 0 488 1,405 390: -237 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 7.3 0.0 0.1 21.8 88.6 29.1: 11.4 70.9
Old : 100.0: 80.1 10.8 0.0 0.3 19.3 80.4 30.2: 19.6 69.8
Other: 100.0: 94.3 4.8 0.0 0.0 23.5 94.3 28.3: 5.7 71.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 17 5 2 2 12 20 18:
Old : 31: 15 4 0 2 12 17 16:
Other: 29: 13 4 2 0 12 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 57.9 13.5 77.0 19.8 57.9 13.5 77.0 19.7
Old : 50.0 15.9 68.1 24.3 50.0 15.9 68.1 24.3
Other: 66.4 13.6 87.4 20.0 66.4 13.6 87.4 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 448,075: 89,257 26,573 93,322 229,146 308,219 411,725 428,114: 36,350 19,961
Old : 410,501: 88,964 30,622 81,098 206,399 280,549 376,462 392,270: 34,040 18,232
Other: 37,574: 7,447 3,105 5,070 22,747 27,670 35,264 35,844: 2,310 1,729
: : :
: : Changes in Commitments from: January 4, 2011 :
: 9,176: -1,540 2,523 1,219 10,405 8,264 10,085 12,006: -909 -2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.9 20.8 51.1 68.8 91.9 95.5: 8.1 4.5
Old : 100.0: 21.7 7.5 19.8 50.3 68.3 91.7 95.6: 8.3 4.4
Other: 100.0: 19.8 8.3 13.5 60.5 73.6 93.9 95.4: 6.1 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 90 60 79 67 72 209 172:
Old : 249: 86 71 75 66 71 205 169:
Other: 76: 23 9 13 31 23 58 42:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 32.2 26.1 48.2 10.7 21.6 17.4 31.2
Old : 15.0 31.5 26.6 47.2 11.6 24.5 18.8 33.0
Other: 44.6 59.5 66.4 78.0 36.9 59.3 53.3 71.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 609,964: 49,860 64,422 33,412 395,618 356,435 478,890 454,270: 131,074 155,695
Old : 609,964: 49,860 64,422 33,412 395,618 356,435 478,890 454,270: 131,074 155,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 13,607: -12,316 -588 3,340 10,227 5,617 1,251 8,368: 12,356 5,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.6 5.5 64.9 58.4 78.5 74.5: 21.5 25.5
Old : 100.0: 8.2 10.6 5.5 64.9 58.4 78.5 74.5: 21.5 25.5
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 : 151: 25 30 29 76 74 114 120:
Old : 151: 25 30 29 76 74 114 120:
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 : 21.9 15.7 31.5 24.9 19.5 14.8 28.9 23.3
Old : 21.9 15.7 31.5 24.9 19.5 14.8 28.9 23.3
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, January 11, 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 : 308,099: 42,865 51,457 570 204,350 209,380 247,785 261,408: 60,313 46,691
Old : 308,099: 42,865 51,457 570 204,350 209,380 247,785 261,408: 60,313 46,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -630: 1,020 2,508 140 -2,309 -3,893 -1,149 -1,245: 518 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.7 0.2 66.3 68.0 80.4 84.8: 19.6 15.2
Old : 100.0: 13.9 16.7 0.2 66.3 68.0 80.4 84.8: 19.6 15.2
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 : 57: 6 10 3 26 31 34 42:
Old : 57: 6 10 3 26 31 34 42:
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 : 26.8 45.4 47.3 60.9 26.6 44.3 46.1 59.1
Old : 26.8 45.4 47.3 60.9 26.6 44.3 46.1 59.1
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, January 11, 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 : 7,171: 967 693 437 5,532 5,887 6,936 7,017: 235 154
Old : 7,171: 967 693 437 5,532 5,887 6,936 7,017: 235 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 133: 73 239 -80 100 17 93 176: 40 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.7 6.1 77.1 82.1 96.7 97.9: 3.3 2.1
Old : 100.0: 13.5 9.7 6.1 77.1 82.1 96.7 97.9: 3.3 2.1
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 : 37: 5 7 6 22 22 32 30:
Old : 37: 5 7 6 22 22 32 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 : 58.7 45.3 73.2 65.4 46.4 33.0 52.7 43.1
Old : 58.7 45.3 73.2 65.4 46.4 33.0 52.7 43.1
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, January 11, 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 : 233,313: 55,414 12,842 39,198 96,682 165,287 191,295 217,327: 42,018 15,986
Old : 196,779: 53,846 14,206 28,641 77,158 139,458 159,645 182,305: 37,134 14,474
Other: 36,534: 3,759 827 8,366 19,524 25,829 31,650 35,022: 4,884 1,512
: : :
: : Changes in Commitments from: January 4, 2011 :
: 5,653: 625 1,611 1,882 3,466 2,720 5,973 6,213: -319 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 5.5 16.8 41.4 70.8 82.0 93.1: 18.0 6.9
Old : 100.0: 27.4 7.2 14.6 39.2 70.9 81.1 92.6: 18.9 7.4
Other: 100.0: 10.3 2.3 22.9 53.4 70.7 86.6 95.9: 13.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 70 27 49 71 63 171 122:
Old : 190: 69 32 47 70 60 166 119:
Other: 89: 18 18 19 43 27 77 49:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 42.7 20.4 53.8 8.1 37.2 13.8 44.9
Old : 10.9 40.9 18.8 52.2 7.7 35.8 14.1 44.7
Other: 30.9 53.2 44.9 71.2 26.8 48.9 33.3 56.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 19,920: 5,355 2,646 2,397 6,992 13,472 14,744 18,515: 5,176 1,406
Old : 18,617: 5,572 2,654 1,987 6,081 12,820 13,639 17,461: 4,978 1,157
Other: 1,303: 37 246 157 911 651 1,105 1,054: 198 249
: : :
: : Changes in Commitments from: January 4, 2011 :
: -396: -200 -181 -168 -72 -221 -440 -570: 45 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.3 12.0 35.1 67.6 74.0 92.9: 26.0 7.1
Old : 100.0: 29.9 14.3 10.7 32.7 68.9 73.3 93.8: 26.7 6.2
Other: 100.0: 2.9 18.9 12.0 69.9 50.0 84.8 80.9: 15.2 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 39 13 21 26 18 76 47:
Old : 87: 39 14 20 26 17 75 45:
Other: 27: 7 3 6 8 10 17 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 48.8 31.8 63.0 20.3 46.6 31.0 59.1
Old : 20.4 49.8 32.4 64.5 20.4 49.2 31.6 62.2
Other: 64.9 53.8 76.7 68.8 64.3 53.8 69.0 65.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 716,111: 104,373 133,222 25,068 491,046 428,332 620,487 586,623: 95,623 129,488
Old : 716,111: 104,373 133,222 25,068 491,046 428,332 620,487 586,623: 95,623 129,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 45,422: 27,444 16,132 4,959 1,970 19,663 34,373 40,754: 11,049 4,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 18.6 3.5 68.6 59.8 86.6 81.9: 13.4 18.1
Old : 100.0: 14.6 18.6 3.5 68.6 59.8 86.6 81.9: 13.4 18.1
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 : 188: 26 39 24 79 102 120 150:
Old : 188: 26 39 24 79 102 120 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 15.8 42.3 26.3 25.7 14.5 36.7 23.7
Old : 31.2 15.8 42.3 26.3 25.7 14.5 36.7 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 1,776,443: 144,089 234,760 199,337 1,146,826 998,106 1,490,252 1,432,203: 286,190 344,239
Old : 1,776,443: 144,089 234,760 199,337 1,146,826 998,106 1,490,252 1,432,203: 286,190 344,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 21,756: 10,383 2,597 11,854 -14,342 -15,075 7,895 -623: 13,862 22,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.2 11.2 64.6 56.2 83.9 80.6: 16.1 19.4
Old : 100.0: 8.1 13.2 11.2 64.6 56.2 83.9 80.6: 16.1 19.4
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 : 259: 39 58 67 131 142 210 227:
Old : 259: 39 58 67 131 142 210 227:
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 : 21.7 11.6 27.7 18.0 17.8 8.5 22.4 12.7
Old : 21.7 11.6 27.7 18.0 17.8 8.5 22.4 12.7
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, January 11, 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 : 1,160,208: 235,213 75,639 63,064 680,239 768,124 978,516 906,826: 181,693 253,382
Old : 1,160,208: 235,213 75,639 63,064 680,239 768,124 978,516 906,826: 181,693 253,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 68,467: 36,632 11,450 -255 27,122 53,719 63,499 64,915: 4,967 3,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.5 5.4 58.6 66.2 84.3 78.2: 15.7 21.8
Old : 100.0: 20.3 6.5 5.4 58.6 66.2 84.3 78.2: 15.7 21.8
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 : 172: 28 32 27 88 86 132 129:
Old : 172: 28 32 27 88 86 132 129:
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 : 17.4 19.9 26.9 32.1 16.6 16.7 24.1 26.5
Old : 17.4 19.9 26.9 32.1 16.6 16.7 24.1 26.5
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, January 11, 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 : 795,316: 126,329 41,896 274,417 362,961 433,971 763,707 750,284: 31,608 45,032
Old : 795,316: 126,329 41,896 274,417 362,961 433,971 763,707 750,284: 31,608 45,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 44,714: 12,550 5,199 9,544 20,317 24,987 42,411 39,731: 2,302 4,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.3 34.5 45.6 54.6 96.0 94.3: 4.0 5.7
Old : 100.0: 15.9 5.3 34.5 45.6 54.6 96.0 94.3: 4.0 5.7
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 : 106: 26 23 32 48 51 92 89:
Old : 106: 26 23 32 48 51 92 89:
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 : 33.6 27.3 51.0 45.5 18.9 12.7 22.5 17.5
Old : 33.6 27.3 51.0 45.5 18.9 12.7 22.5 17.5
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 44,227: 15,073 3,185 536 21,976 36,651 37,586 40,371: 6,641 3,855
Old : 44,227: 15,073 3,185 536 21,976 36,651 37,586 40,371: 6,641 3,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,733: 1,759 -166 -104 881 3,267 2,536 2,997: 197 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 1.2 49.7 82.9 85.0 91.3: 15.0 8.7
Old : 100.0: 34.1 7.2 1.2 49.7 82.9 85.0 91.3: 15.0 8.7
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 : 93: 26 13 4 31 33 59 48:
Old : 93: 26 13 4 31 33 59 48:
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 : 28.2 41.5 42.5 58.0 27.8 41.5 42.1 56.2
Old : 28.2 41.5 42.5 58.0 27.8 41.5 42.1 56.2
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, January 11, 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 : 88,454: 30,146 6,369 1,072 43,953 73,301 75,171 80,743: 13,282 7,711
Old : 88,454: 30,146 6,369 1,072 43,953 73,301 75,171 80,743: 13,282 7,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 5,467: 3,519 -332 -208 1,762 6,534 5,072 5,994: 394 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 1.2 49.7 82.9 85.0 91.3: 15.0 8.7
Old : 100.0: 34.1 7.2 1.2 49.7 82.9 85.0 91.3: 15.0 8.7
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 : 93: 26 13 4 31 33 59 48:
Old : 93: 26 13 4 31 33 59 48:
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 : 28.2 41.5 42.5 58.0 27.8 41.5 42.1 56.2
Old : 28.2 41.5 42.5 58.0 27.8 41.5 42.1 56.2
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, January 11, 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 : 5,065: 3,236 1,776 37 1,524 3,238 4,797 5,051: 268 14
Old : 5,065: 3,236 1,776 37 1,524 3,238 4,797 5,051: 268 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 35.1 0.7 30.1 63.9 94.7 99.7: 5.3 0.3
Old : 100.0: 63.9 35.1 0.7 30.1 63.9 94.7 99.7: 5.3 0.3
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 : 20: 11 5 1 1 3 12 9:
Old : 20: 11 5 1 1 3 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 93.3 91.1 99.1 73.9 93.3 91.1 99.0
Old : 73.9 93.3 91.1 99.1 73.9 93.3 91.1 99.0
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, January 11, 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 : 14,110: 1,575 1,742 0 12,349 12,019 13,924 13,761: 186 349
Old : 14,110: 1,575 1,742 0 12,349 12,019 13,924 13,761: 186 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 326: 529 -154 0 -339 354 190 200: 136 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.3 0.0 87.5 85.2 98.7 97.5: 1.3 2.5
Old : 100.0: 11.2 12.3 0.0 87.5 85.2 98.7 97.5: 1.3 2.5
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 : 32: 2 9 0 9 15 11 24:
Old : 32: 2 9 0 9 15 11 24:
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 : 79.2 63.6 97.4 80.3 79.2 62.1 95.9 78.7
Old : 79.2 63.6 97.4 80.3 79.2 62.1 95.9 78.7
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, January 11, 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 : 42,554: 2,630 1,724 0 39,842 40,392 42,472 42,116: 82 438
Old : 42,554: 2,630 1,724 0 39,842 40,392 42,472 42,116: 82 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -1,462: -1,507 539 0 38 -2,235 -1,469 -1,696: 7 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.1 0.0 93.6 94.9 99.8 99.0: 0.2 1.0
Old : 100.0: 6.2 4.1 0.0 93.6 94.9 99.8 99.0: 0.2 1.0
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 : 31: 3 7 0 6 18 9 25:
Old : 31: 3 7 0 6 18 9 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.9 71.4 99.7 88.2 95.1 71.4 96.7 87.1
Old : 97.9 71.4 99.7 88.2 95.1 71.4 96.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011