WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 633,208: 103,950 78,874 166,454 314,328 323,400 584,732 568,729: 48,476 64,480
Old : 351,983: 87,861 73,125 73,103 155,622 177,666 316,586 323,895: 35,397 28,088
Other: 281,226: 47,919 37,579 61,521 158,706 145,734 268,146 244,834: 13,080 36,392
: : :
: : Changes in Commitments from: January 11, 2011 :
: 16,965: 1,267 2,571 8,608 5,409 5,336 15,284 16,515: 1,680 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.5 26.3 49.6 51.1 92.3 89.8: 7.7 10.2
Old : 100.0: 25.0 20.8 20.8 44.2 50.5 89.9 92.0: 10.1 8.0
Other: 100.0: 17.0 13.4 21.9 56.4 51.8 95.3 87.1: 4.7 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 479: 156 159 192 95 142 379 381:
Old : 450: 172 134 143 85 131 333 333:
Other: 318: 79 102 110 72 123 221 272:
:----------------------------------------------------------------------------------------------------
: 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 18.4 29.3 25.0 15.8 14.5 25.3 18.2
Old : 20.6 24.8 29.5 31.7 20.4 23.5 29.2 29.7
Other: 28.7 16.7 40.2 25.0 21.8 12.3 30.3 16.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 2,441,969: 541,711 111,218 799,804 873,896 1,229,558 2,215,411 2,140,579: 226,558 301,389
Old : 1,901,742: 421,568 106,720 634,842 669,700 944,287 1,726,111 1,685,849: 175,631 215,893
Other: 540,227: 157,597 41,951 127,508 204,196 285,271 489,300 454,730: 50,927 85,497
: : :
: : Changes in Commitments from: January 11, 2011 :
: 148,265: 36,154 -1,940 82,849 12,951 52,110 131,954 133,018: 16,311 15,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.6 32.8 35.8 50.4 90.7 87.7: 9.3 12.3
Old : 100.0: 22.2 5.6 33.4 35.2 49.7 90.8 88.6: 9.2 11.4
Other: 100.0: 29.2 7.8 23.6 37.8 52.8 90.6 84.2: 9.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 948: 277 174 311 296 430 723 792:
Old : 924: 266 179 270 271 420 664 755:
Other: 687: 147 121 128 167 361 378 557:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 11.6 18.3 17.0 8.6 7.0 12.3 10.5
Old : 11.3 12.6 18.9 17.9 9.0 8.5 13.2 11.5
Other: 16.5 12.5 26.9 19.4 15.5 9.3 22.6 13.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 14,921: 4,059 77 1,976 5,975 11,796 12,011 13,850: 2,910 1,071
Old : 12,555: 4,099 89 1,452 4,442 10,149 9,993 11,690: 2,562 865
Other: 2,366: 38 66 447 1,533 1,647 2,018 2,160: 348 206
: : :
: : Changes in Commitments from: January 11, 2011 :
: 1,751: 419 -122 867 369 1,011 1,654 1,756: 97 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 0.5 13.2 40.0 79.1 80.5 92.8: 19.5 7.2
Old : 100.0: 32.6 0.7 11.6 35.4 80.8 79.6 93.1: 20.4 6.9
Other: 100.0: 1.6 2.8 18.9 64.8 69.6 85.3 91.3: 14.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 23 4 9 17 14 43 26:
Old : 49: 21 6 7 14 14 39 24:
Other: 23: 5 2 7 9 13 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 61.1 41.1 79.1 22.5 52.0 36.1 62.8
Old : 24.7 67.8 44.0 85.8 24.1 63.2 40.3 72.7
Other: 56.5 51.2 73.8 70.7 45.8 46.5 48.4 53.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 965,579: 208,482 25,200 334,602 352,428 514,067 895,512 873,869: 70,068 91,710
Old : 735,806: 171,513 18,530 252,947 254,900 404,597 679,360 676,073: 56,446 59,732
Other: 229,773: 61,710 31,412 56,913 97,528 109,470 216,152 197,796: 13,622 31,978
: : :
: : Changes in Commitments from: January 11, 2011 :
: 56,482: 11,917 -789 32,519 5,979 21,457 50,416 53,188: 6,066 3,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 2.6 34.7 36.5 53.2 92.7 90.5: 7.3 9.5
Old : 100.0: 23.3 2.5 34.4 34.6 55.0 92.3 91.9: 7.7 8.1
Other: 100.0: 26.9 13.7 24.8 42.4 47.6 94.1 86.1: 5.9 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 232 114 216 135 232 459 484:
Old : 583: 222 110 188 113 227 410 458:
Other: 405: 101 90 73 85 182 228 308:
:----------------------------------------------------------------------------------------------------
: 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 18.5 21.0 26.9 9.7 13.0 14.6 18.5
Old : 13.9 21.6 22.4 30.2 11.7 17.0 17.4 24.6
Other: 22.2 16.9 34.2 27.1 18.6 16.0 27.4 22.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 25,357: 22,704 2,355 12 21 5,729 22,737 8,096: 2,620 17,261
Old : 10,438: 8,349 1,561 3 21 2,122 8,373 3,686: 2,065 6,752
Other: 14,919: 14,355 794 9 0 3,607 14,364 4,410: 555 10,509
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,093: 2,125 659 6 -7 663 2,124 1,328: -31 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 9.3 0.0 0.1 22.6 89.7 31.9: 10.3 68.1
Old : 100.0: 80.0 15.0 0.0 0.2 20.3 80.2 35.3: 19.8 64.7
Other: 100.0: 96.2 5.3 0.1 0.0 24.2 96.3 29.6: 3.7 70.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 8 3 2 13 22 23:
Old : 38: 18 7 1 2 13 20 21:
Other: 33: 15 5 3 0 13 16 20:
:----------------------------------------------------------------------------------------------------
: 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 : 57.1 12.6 76.5 19.3 57.1 12.6 76.5 19.3
Old : 48.5 13.6 66.3 22.3 48.5 13.6 66.3 22.3
Other: 66.0 13.5 86.5 19.9 66.0 13.5 86.5 19.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 460,591: 89,393 25,664 99,881 235,616 315,665 424,890 441,210: 35,701 19,381
Old : 420,944: 88,857 28,674 87,915 210,878 286,884 387,650 403,472: 33,294 17,472
Other: 39,646: 7,071 3,525 5,431 24,738 28,781 37,240 37,737: 2,406 1,909
: : :
: : Changes in Commitments from: January 11, 2011 :
: 12,516: 136 -909 6,559 6,470 7,446 13,165 13,096: -649 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.6 21.7 51.2 68.5 92.2 95.8: 7.8 4.2
Old : 100.0: 21.1 6.8 20.9 50.1 68.2 92.1 95.8: 7.9 4.2
Other: 100.0: 17.8 8.9 13.7 62.4 72.6 93.9 95.2: 6.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 104 51 81 69 72 221 173:
Old : 261: 102 61 76 67 71 215 169:
Other: 83: 26 8 14 33 26 65 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 : 15.8 33.0 25.8 48.0 9.5 20.5 16.0 29.9
Old : 16.2 32.6 27.0 47.1 10.5 23.3 17.7 31.5
Other: 43.8 57.6 64.6 77.1 37.6 56.3 52.2 69.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 622,506: 56,932 66,044 37,474 392,490 360,479 486,896 463,997: 135,610 158,509
Old : 622,506: 56,932 66,044 37,474 392,490 360,479 486,896 463,997: 135,610 158,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 12,542: 7,072 1,622 4,062 -3,128 4,043 8,006 9,727: 4,536 2,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.6 6.0 63.1 57.9 78.2 74.5: 21.8 25.5
Old : 100.0: 9.1 10.6 6.0 63.1 57.9 78.2 74.5: 21.8 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 : 157: 31 30 34 73 76 117 127:
Old : 157: 31 30 34 73 76 117 127:
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 : 21.4 15.7 30.7 24.4 19.1 14.8 28.2 22.8
Old : 21.4 15.7 30.7 24.4 19.1 14.8 28.2 22.8
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 18, 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 : 307,633: 43,253 57,123 648 199,728 204,261 243,629 262,033: 64,004 45,601
Old : 307,633: 43,253 57,123 648 199,728 204,261 243,629 262,033: 64,004 45,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -465: 388 5,665 78 -4,622 -5,119 -4,156 625: 3,691 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.6 0.2 64.9 66.4 79.2 85.2: 20.8 14.8
Old : 100.0: 14.1 18.6 0.2 64.9 66.4 79.2 85.2: 20.8 14.8
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 : 58: 5 12 3 27 31 34 44:
Old : 58: 5 12 3 27 31 34 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 : 26.8 44.3 47.2 60.0 26.6 43.4 46.0 58.7
Old : 26.8 44.3 47.2 60.0 26.6 43.4 46.0 58.7
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 with Delta-adjusted Options and Futures Combined, January 18, 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 : 7,773: 1,357 497 459 5,759 6,623 7,575 7,579: 198 194
Old : 7,773: 1,357 497 459 5,759 6,623 7,575 7,579: 198 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 602: 390 -196 22 227 736 639 562: -37 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 6.4 5.9 74.1 85.2 97.5 97.5: 2.5 2.5
Old : 100.0: 17.5 6.4 5.9 74.1 85.2 97.5 97.5: 2.5 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 : 39: 7 6 6 21 23 32 31:
Old : 39: 7 6 6 21 23 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 46.7 72.1 67.8 40.7 33.6 50.1 43.9
Old : 52.5 46.7 72.1 67.8 40.7 33.6 50.1 43.9
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 18, 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 : 251,314: 55,171 11,402 48,295 103,511 173,213 206,978 232,910: 44,336 18,404
Old : 215,876: 54,150 10,604 39,072 83,498 149,925 176,720 199,601: 39,156 16,275
Other: 35,438: 2,798 2,574 7,447 20,013 23,288 30,258 33,309: 5,180 2,129
: : :
: : Changes in Commitments from: January 11, 2011 :
: 18,001: -244 -1,440 9,097 6,829 7,926 15,683 15,584: 2,318 2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 4.5 19.2 41.2 68.9 82.4 92.7: 17.6 7.3
Old : 100.0: 25.1 4.9 18.1 38.7 69.4 81.9 92.5: 18.1 7.5
Other: 100.0: 7.9 7.3 21.0 56.5 65.7 85.4 94.0: 14.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 74 25 53 70 65 174 126:
Old : 190: 72 27 52 69 62 169 123:
Other: 84: 16 13 18 41 29 71 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 : 12.9 38.9 19.9 49.7 6.7 33.5 12.2 40.4
Old : 11.4 37.7 18.8 48.6 7.2 32.5 13.2 39.9
Other: 30.1 49.3 43.5 68.1 28.3 42.9 35.0 55.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 20,797: 6,077 2,632 2,365 6,584 14,366 15,027 19,364: 5,770 1,433
Old : 19,204: 6,305 2,648 1,889 5,634 13,422 13,828 17,960: 5,375 1,244
Other: 1,594: 87 299 161 950 944 1,199 1,404: 395 189
: : :
: : Changes in Commitments from: January 11, 2011 :
: 877: 722 -14 -32 -408 895 282 849: 594 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 12.7 11.4 31.7 69.1 72.3 93.1: 27.7 6.9
Old : 100.0: 32.8 13.8 9.8 29.3 69.9 72.0 93.5: 28.0 6.5
Other: 100.0: 5.5 18.8 10.1 59.6 59.2 75.2 88.1: 24.8 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 42 12 23 28 19 80 50:
Old : 91: 41 15 20 26 19 77 47:
Other: 34: 9 5 7 10 11 22 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 49.6 27.8 63.5 18.2 46.7 27.6 59.1
Old : 18.5 50.4 28.6 64.8 18.5 49.7 28.3 62.6
Other: 48.3 53.7 60.7 68.0 47.6 53.7 56.5 68.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 750,673: 138,451 125,699 25,309 482,518 466,748 646,279 617,756: 104,394 132,917
Old : 750,673: 138,451 125,699 25,309 482,518 466,748 646,279 617,756: 104,394 132,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 34,562: 34,078 -7,524 241 -8,528 38,415 25,792 31,133: 8,770 3,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.7 3.4 64.3 62.2 86.1 82.3: 13.9 17.7
Old : 100.0: 18.4 16.7 3.4 64.3 62.2 86.1 82.3: 13.9 17.7
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 : 193: 36 36 27 76 100 127 148:
Old : 193: 36 36 27 76 100 127 148:
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 : 29.7 17.0 41.6 26.3 24.8 12.7 34.4 21.1
Old : 29.7 17.0 41.6 26.3 24.8 12.7 34.4 21.1
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 18, 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 : 1,746,039: 136,873 235,197 194,437 1,132,810 973,723 1,464,120 1,403,357: 281,918 342,682
Old : 1,746,039: 136,873 235,197 194,437 1,132,810 973,723 1,464,120 1,403,357: 281,918 342,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -30,404: -7,217 437 -4,900 -14,016 -24,383 -26,132 -28,846: -4,272 -1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.5 11.1 64.9 55.8 83.9 80.4: 16.1 19.6
Old : 100.0: 7.8 13.5 11.1 64.9 55.8 83.9 80.4: 16.1 19.6
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 : 256: 40 60 66 128 139 208 225:
Old : 256: 40 60 66 128 139 208 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 11.2 30.2 18.0 18.9 9.3 23.4 14.0
Old : 23.3 11.2 30.2 18.0 18.9 9.3 23.4 14.0
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 18, 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 : 1,208,462: 240,073 61,307 68,878 714,096 823,303 1,023,048 953,488: 185,414 254,974
Old : 1,208,462: 240,073 61,307 68,878 714,096 823,303 1,023,048 953,488: 185,414 254,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 48,254: 4,860 -14,332 5,815 33,857 55,179 44,532 46,662: 3,722 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.1 5.7 59.1 68.1 84.7 78.9: 15.3 21.1
Old : 100.0: 19.9 5.1 5.7 59.1 68.1 84.7 78.9: 15.3 21.1
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 : 181: 36 25 32 95 93 144 137:
Old : 181: 36 25 32 95 93 144 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 19.4 28.2 31.6 17.6 16.3 25.0 26.8
Old : 18.5 19.4 28.2 31.6 17.6 16.3 25.0 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 826,707: 116,629 37,937 295,479 381,439 444,382 793,547 777,798: 33,160 48,908
Old : 826,707: 116,629 37,937 295,479 381,439 444,382 793,547 777,798: 33,160 48,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 31,391: -9,701 -3,958 21,062 18,478 10,411 29,839 27,514: 1,552 3,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.6 35.7 46.1 53.8 96.0 94.1: 4.0 5.9
Old : 100.0: 14.1 4.6 35.7 46.1 53.8 96.0 94.1: 4.0 5.9
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 : 110: 26 23 31 51 52 95 90:
Old : 110: 26 23 31 51 52 95 90:
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 : 34.2 28.5 52.0 45.4 17.1 12.8 20.6 17.2
Old : 34.2 28.5 52.0 45.4 17.1 12.8 20.6 17.2
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 18, 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 : 47,149: 16,100 5,025 654 23,177 36,446 39,931 42,126: 7,218 5,024
Old : 47,149: 16,100 5,025 654 23,177 36,446 39,931 42,126: 7,218 5,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,923: 1,027 1,841 118 1,201 -204 2,345 1,754: 577 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 10.7 1.4 49.2 77.3 84.7 89.3: 15.3 10.7
Old : 100.0: 34.1 10.7 1.4 49.2 77.3 84.7 89.3: 15.3 10.7
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 : 101: 30 17 6 30 34 63 54:
Old : 101: 30 17 6 30 34 63 54:
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 : 27.6 35.7 38.7 51.4 27.3 35.6 38.4 49.7
Old : 27.6 35.7 38.7 51.4 27.3 35.6 38.4 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 94,299: 32,200 10,051 1,308 46,354 72,893 79,862 84,252: 14,437 10,047
Old : 94,299: 32,200 10,051 1,308 46,354 72,893 79,862 84,252: 14,437 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 5,845: 2,054 3,681 236 2,401 -409 4,691 3,509: 1,154 2,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 10.7 1.4 49.2 77.3 84.7 89.3: 15.3 10.7
Old : 100.0: 34.1 10.7 1.4 49.2 77.3 84.7 89.3: 15.3 10.7
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 : 101: 30 17 6 30 34 63 54:
Old : 101: 30 17 6 30 34 63 54:
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 : 27.6 35.7 38.7 51.4 27.3 35.6 38.4 49.7
Old : 27.6 35.7 38.7 51.4 27.3 35.6 38.4 49.7
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 18, 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 : 5,092: 3,464 1,776 37 1,510 3,260 5,011 5,073: 81 19
Old : 5,092: 3,464 1,776 37 1,510 3,260 5,011 5,073: 81 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 27: 228 0 0 -14 22 214 22: -187 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 34.9 0.7 29.7 64.0 98.4 99.6: 1.6 0.4
Old : 100.0: 68.0 34.9 0.7 29.7 64.0 98.4 99.6: 1.6 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 : 21: 12 5 1 1 3 13 9:
Old : 21: 12 5 1 1 3 13 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 : 73.3 92.7 91.9 99.0 73.3 92.7 91.9 98.9
Old : 73.3 92.7 91.9 99.0 73.3 92.7 91.9 98.9
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 18, 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 : 14,645: 1,448 1,594 17 13,095 12,809 14,560 14,420: 85 225
Old : 14,645: 1,448 1,594 17 13,095 12,809 14,560 14,420: 85 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 535: -127 -148 17 746 790 636 659: -101 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.9 0.1 89.4 87.5 99.4 98.5: 0.6 1.5
Old : 100.0: 9.9 10.9 0.1 89.4 87.5 99.4 98.5: 0.6 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 : 31: 2 9 1 9 14 12 23:
Old : 31: 2 9 1 9 14 12 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 65.9 98.0 82.4 76.0 64.7 91.6 77.9
Old : 76.0 65.9 98.0 82.4 76.0 64.7 91.6 77.9
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 18, 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 : 48,263: 3,213 1,934 0 44,480 45,908 47,693 47,842: 570 421
Old : 48,263: 3,213 1,934 0 44,480 45,908 47,693 47,842: 570 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 5,709: 583 210 0 4,638 5,516 5,221 5,726: 488 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.0 0.0 92.2 95.1 98.8 99.1: 1.2 0.9
Old : 100.0: 6.7 4.0 0.0 92.2 95.1 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 9 0 7 17 10 26:
Old : 33: 3 9 0 7 17 10 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.1 64.7 98.6 89.1 85.0 63.9 87.5 79.7
Old : 96.1 64.7 98.6 89.1 85.0 63.9 87.5 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011