WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 523,063: 116,486 107,625 79,882 279,201 277,597 475,569 465,104: 47,494 57,959
Old : 357,658: 104,165 100,138 32,138 182,120 191,694 318,423 323,970: 39,235 33,688
Other: 165,405: 36,886 32,052 23,179 97,081 85,903 157,146 141,134: 8,259 24,271
: : :
: : Changes in Commitments from: October 26, 2010 :
: -4,468: 8,842 1,410 3,391 -18,813 -6,846 -6,580 -2,045: 2,112 -2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 20.6 15.3 53.4 53.1 90.9 88.9: 9.1 11.1
Old : 100.0: 29.1 28.0 9.0 50.9 53.6 89.0 90.6: 11.0 9.4
Other: 100.0: 22.3 19.4 14.0 58.7 51.9 95.0 85.3: 5.0 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 167 142 160 91 126 363 347:
Old : 452: 167 147 117 76 113 317 307:
Other: 285: 77 81 51 57 110 169 216:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 20.9 31.9 28.3 19.7 16.9 30.7 21.8
Old : 23.7 26.1 33.2 33.3 23.7 23.9 33.1 30.0
Other: 33.7 20.8 46.8 29.8 31.9 18.6 43.0 24.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,618,200: 569,747 136,289 222,519 648,707 1,009,496 1,440,973 1,368,304: 177,227 249,896
Old : 1,363,802: 487,739 152,450 152,505 574,528 857,163 1,214,772 1,162,118: 149,030 201,684
Other: 254,398: 138,763 40,594 13,259 74,179 152,333 226,201 206,186: 28,197 48,212
: : :
: : Changes in Commitments from: October 26, 2010 :
: 37,210: 13,877 11,082 8,037 13,678 23,184 35,592 42,303: 1,618 -5,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.4 13.8 40.1 62.4 89.0 84.6: 11.0 15.4
Old : 100.0: 35.8 11.2 11.2 42.1 62.9 89.1 85.2: 10.9 14.8
Other: 100.0: 54.5 16.0 5.2 29.2 59.9 88.9 81.0: 11.1 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 934: 303 140 232 237 400 635 710:
Old : 914: 280 167 196 214 387 585 670:
Other: 641: 140 112 33 110 333 264 470:
:----------------------------------------------------------------------------------------------------
: 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 9.4 20.3 15.6 11.8 8.4 18.9 14.1
Old : 14.1 9.7 22.4 15.8 13.5 9.2 21.7 14.3
Other: 16.6 14.3 25.3 20.6 16.6 13.9 24.7 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,686: 3,914 269 166 6,434 11,642 10,514 12,077: 3,172 1,609
Old : 12,835: 3,695 269 166 5,860 10,871 9,721 11,306: 3,114 1,529
Other: 851: 219 0 0 574 771 793 771: 58 80
: : :
: : Changes in Commitments from: October 26, 2010 :
: -294: 87 1 -312 -19 120 -244 -191: -50 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.0 1.2 47.0 85.1 76.8 88.2: 23.2 11.8
Old : 100.0: 28.8 2.1 1.3 45.7 84.7 75.7 88.1: 24.3 11.9
Other: 100.0: 25.7 0.0 0.0 67.5 90.6 93.2 90.6: 6.8 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 4 3 15 11 34 17:
Old : 41: 17 4 3 15 11 33 17:
Other: 12: 5 0 0 4 3 9 3:
:----------------------------------------------------------------------------------------------------
: 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 66.3 45.5 81.1 27.1 52.4 42.3 67.1
Old : 29.9 68.1 47.7 80.5 28.6 56.1 44.8 68.4
Other: 84.0 90.6 92.9 90.6 84.0 90.6 92.9 90.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 613,985: 232,050 25,227 59,420 264,039 443,705 555,509 528,352: 58,476 85,633
Old : 532,344: 206,824 26,790 38,663 234,524 396,519 480,011 461,972: 52,333 70,372
Other: 81,641: 42,840 16,051 3,143 29,515 47,186 75,498 66,380: 6,143 15,261
: : :
: : Changes in Commitments from: October 26, 2010 :
: -37,531: 3,244 -1,736 -15,600 -19,609 -12,145 -31,965 -29,481: -5,566 -8,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 4.1 9.7 43.0 72.3 90.5 86.1: 9.5 13.9
Old : 100.0: 38.9 5.0 7.3 44.1 74.5 90.2 86.8: 9.8 13.2
Other: 100.0: 52.5 19.7 3.8 36.2 57.8 92.5 81.3: 7.5 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 220 70 116 106 222 376 391:
Old : 556: 217 78 101 99 217 359 373:
Other: 312: 57 70 16 35 166 104 241:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 26.0 24.0 36.6 14.0 24.9 22.5 32.7
Old : 16.1 29.1 25.9 40.3 15.7 27.5 25.0 36.5
Other: 37.8 24.3 53.9 34.0 35.9 24.2 51.4 33.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 20,176: 16,211 390 1,572 0 2,584 17,783 4,546: 2,393 15,630
Old : 13,270: 10,114 747 1,185 0 1,504 11,299 3,436: 1,971 9,834
Other: 6,906: 6,479 25 5 0 1,080 6,484 1,110: 422 5,796
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,662: -1,339 -949 29 0 -361 -1,310 -1,281: -352 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 1.9 7.8 0.0 12.8 88.1 22.5: 11.9 77.5
Old : 100.0: 76.2 5.6 8.9 0.0 11.3 85.1 25.9: 14.9 74.1
Other: 100.0: 93.8 0.4 0.1 0.0 15.6 93.9 16.1: 6.1 83.9
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 18 2 6 0 5 18 13:
Old : 24: 16 3 6 0 5 17 13:
Other: 18: 12 1 1 0 5 12 7:
:----------------------------------------------------------------------------------------------------
: 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 : 56.6 16.7 75.8 21.0 52.3 11.8 69.1 14.7
Old : 51.5 18.2 72.8 23.7 50.9 11.8 67.6 17.0
Other: 67.7 14.9 87.0 16.1 67.7 14.9 87.0 16.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 359,305: 108,201 31,147 47,021 165,340 261,912 320,562 340,080: 38,743 19,225
Old : 344,936: 111,336 33,733 40,851 155,313 251,984 307,500 326,568: 37,436 18,368
Other: 14,369: 2,906 3,455 129 10,027 9,928 13,062 13,512: 1,307 857
: : :
: : Changes in Commitments from: October 26, 2010 :
: 11,400: -2,051 -186 4,376 11,282 6,293 13,607 10,483: -2,207 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.7 13.1 46.0 72.9 89.2 94.6: 10.8 5.4
Old : 100.0: 32.3 9.8 11.8 45.0 73.1 89.1 94.7: 10.9 5.3
Other: 100.0: 20.2 24.0 0.9 69.8 69.1 90.9 94.0: 9.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 106 50 81 62 66 222 170:
Old : 265: 110 58 75 61 66 215 169:
Other: 51: 17 7 6 18 9 40 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 : 14.7 37.7 24.4 48.0 11.2 31.2 18.4 40.6
Old : 14.6 37.1 23.8 47.5 11.6 32.0 19.2 41.3
Other: 57.0 65.2 70.0 89.5 57.0 63.7 70.0 87.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 675,492: 80,616 98,673 15,765 440,480 432,400 536,861 546,838: 138,631 128,654
Old : 675,492: 80,616 98,673 15,765 440,480 432,400 536,861 546,838: 138,631 128,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 7,866: 3,212 -1,916 -372 11,083 17,984 13,923 15,696: -6,057 -7,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.6 2.3 65.2 64.0 79.5 81.0: 20.5 19.0
Old : 100.0: 11.9 14.6 2.3 65.2 64.0 79.5 81.0: 20.5 19.0
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 : 157: 30 25 13 78 73 118 101:
Old : 157: 30 25 13 78 73 118 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 21.6 28.8 35.5 18.2 17.9 26.2 30.3
Old : 19.9 21.6 28.8 35.5 18.2 17.9 26.2 30.3
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 - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 253,816: 34,434 35,989 589 165,670 180,252 200,693 216,830: 53,123 36,986
Old : 253,816: 34,434 35,989 589 165,670 180,252 200,693 216,830: 53,123 36,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 14,931: -4,664 4,419 165 10,713 9,198 6,214 13,782: 8,717 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.2 0.2 65.3 71.0 79.1 85.4: 20.9 14.6
Old : 100.0: 13.6 14.2 0.2 65.3 71.0 79.1 85.4: 20.9 14.6
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 : 47: 5 6 1 25 27 31 33:
Old : 47: 5 6 1 25 27 31 33:
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 : 30.8 52.3 49.7 65.9 28.9 50.0 47.6 62.8
Old : 30.8 52.3 49.7 65.9 28.9 50.0 47.6 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 8,106: 936 725 804 6,001 6,316 7,741 7,845: 365 261
Old : 8,106: 936 725 804 6,001 6,316 7,741 7,845: 365 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -474: 50 -305 71 -624 -300 -503 -534: 29 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.9 9.9 74.0 77.9 95.5 96.8: 4.5 3.2
Old : 100.0: 11.5 8.9 9.9 74.0 77.9 95.5 96.8: 4.5 3.2
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 : 33: 8 5 6 17 18 29 25:
Old : 33: 8 5 6 17 18 29 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 : 57.9 53.0 73.9 75.1 29.8 28.5 36.9 38.0
Old : 57.9 53.0 73.9 75.1 29.8 28.5 36.9 38.0
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 204,711: 61,815 19,478 21,491 83,740 148,412 167,046 189,381: 37,665 15,330
Old : 193,942: 60,395 20,734 17,953 79,150 140,491 157,498 179,178: 36,444 14,764
Other: 10,769: 4,231 1,555 727 4,590 7,921 9,548 10,203: 1,221 566
: : :
: : Changes in Commitments from: October 26, 2010 :
: 3,530: -6 1,388 1,950 2,959 1,581 4,903 4,919: -1,373 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.5 10.5 40.9 72.5 81.6 92.5: 18.4 7.5
Old : 100.0: 31.1 10.7 9.3 40.8 72.4 81.2 92.4: 18.8 7.6
Other: 100.0: 39.3 14.4 6.8 42.6 73.6 88.7 94.7: 11.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 70 27 45 74 66 174 120:
Old : 200: 70 31 44 74 66 172 120:
Other: 54: 19 4 5 26 12 48 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 : 10.3 37.6 18.2 49.6 9.5 30.1 16.5 39.2
Old : 10.8 36.8 19.1 48.9 10.0 30.0 17.4 39.8
Other: 35.8 67.5 50.6 84.4 35.8 65.4 50.1 81.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,426: 4,968 2,300 1,573 6,276 13,311 12,817 17,184: 5,609 1,242
Old : 17,981: 5,030 2,300 1,510 5,903 13,083 12,443 16,893: 5,538 1,088
Other: 445: 1 63 0 373 228 374 291: 71 154
: : :
: : Changes in Commitments from: October 26, 2010 :
: -912: 21 -73 -403 -682 -415 -1,064 -891: 152 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.5 8.5 34.1 72.2 69.6 93.3: 30.4 6.7
Old : 100.0: 28.0 12.8 8.4 32.8 72.8 69.2 93.9: 30.8 6.1
Other: 100.0: 0.2 14.2 0.0 83.8 51.2 84.0 65.4: 16.0 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 39 11 11 25 18 71 36:
Old : 85: 40 11 11 23 18 69 36:
Other: 12: 1 2 0 5 4 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 50.6 31.1 66.9 20.3 48.8 28.7 63.5
Old : 21.7 51.2 31.7 67.4 20.7 51.0 29.2 65.9
Other: 80.4 64.0 84.0 65.4 80.4 64.0 84.0 65.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 718,350: 179,455 138,593 10,839 412,429 466,762 602,723 616,194: 115,627 102,156
Old : 718,350: 179,455 138,593 10,839 412,429 466,762 602,723 616,194: 115,627 102,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -6,713: -1,116 8,349 -282 -6,830 -5,754 -8,228 2,313: 1,515 -9,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.3 1.5 57.4 65.0 83.9 85.8: 16.1 14.2
Old : 100.0: 25.0 19.3 1.5 57.4 65.0 83.9 85.8: 16.1 14.2
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 : 207: 35 39 18 85 101 132 147:
Old : 207: 35 39 18 85 101 132 147:
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 : 21.0 24.4 30.5 32.8 16.4 20.2 25.4 27.1
Old : 21.0 24.4 30.5 32.8 16.4 20.2 25.4 27.1
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 - Futures Only, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,550,472: 235,124 196,795 50,924 978,898 984,715 1,264,946 1,232,434: 285,526 318,038
Old : 1,550,472: 235,124 196,795 50,924 978,898 984,715 1,264,946 1,232,434: 285,526 318,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 35,513: 23,690 1,117 5,617 18,354 19,641 47,661 26,375: -12,148 9,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.7 3.3 63.1 63.5 81.6 79.5: 18.4 20.5
Old : 100.0: 15.2 12.7 3.3 63.1 63.5 81.6 79.5: 18.4 20.5
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 : 274: 54 50 46 120 126 193 203:
Old : 274: 54 50 46 120 126 193 203:
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 : 16.6 18.9 24.9 29.4 14.9 16.2 21.8 24.4
Old : 16.6 18.9 24.9 29.4 14.9 16.2 21.8 24.4
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,078,696: 243,652 91,170 20,334 617,693 722,060 881,679 833,564: 197,017 245,132
Old : 1,078,696: 243,652 91,170 20,334 617,693 722,060 881,679 833,564: 197,017 245,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 27,091: 32,495 822 6,521 5,536 30,074 44,552 37,417: -17,461 -10,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 8.5 1.9 57.3 66.9 81.7 77.3: 18.3 22.7
Old : 100.0: 22.6 8.5 1.9 57.3 66.9 81.7 77.3: 18.3 22.7
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 : 172: 36 28 21 70 84 116 123:
Old : 172: 36 28 21 70 84 116 123:
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 19.0 33.2 28.2 20.7 15.7 30.3 22.7
Old : 21.6 19.0 33.2 28.2 20.7 15.7 30.3 22.7
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 558,298: 139,281 23,128 70,628 314,969 416,803 524,878 510,559: 33,420 47,739
Old : 558,298: 139,281 23,128 70,628 314,969 416,803 524,878 510,559: 33,420 47,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -54,729: -20,118 -1,543 -6,056 -26,803 -45,315 -52,977 -52,914: -1,752 -1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 4.1 12.7 56.4 74.7 94.0 91.4: 6.0 8.6
Old : 100.0: 24.9 4.1 12.7 56.4 74.7 94.0 91.4: 6.0 8.6
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 : 103: 26 15 25 50 45 88 78:
Old : 103: 26 15 25 50 45 88 78:
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 : 33.3 41.0 48.8 55.2 19.4 24.4 30.0 32.9
Old : 33.3 41.0 48.8 55.2 19.4 24.4 30.0 32.9
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 48,467: 19,951 4,130 240 20,801 38,598 40,991 42,967: 7,476 5,501
Old : 48,467: 19,951 4,130 240 20,801 38,598 40,991 42,967: 7,476 5,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 413: 453 839 -192 -49 -1,006 213 -359: 201 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 8.5 0.5 42.9 79.6 84.6 88.7: 15.4 11.3
Old : 100.0: 41.2 8.5 0.5 42.9 79.6 84.6 88.7: 15.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 29 14 6 26 35 57 53:
Old : 95: 29 14 6 26 35 57 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 38.0 38.7 57.5 22.5 38.0 37.7 57.5
Old : 23.6 38.0 38.7 57.5 22.5 38.0 37.7 57.5
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 96,934: 39,902 8,259 479 41,601 77,195 81,982 85,933: 14,952 11,001
Old : 96,934: 39,902 8,259 479 41,601 77,195 81,982 85,933: 14,952 11,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 826: 906 1,678 -384 -97 -2,011 425 -717: 401 1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 8.5 0.5 42.9 79.6 84.6 88.7: 15.4 11.3
Old : 100.0: 41.2 8.5 0.5 42.9 79.6 84.6 88.7: 15.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 29 14 6 26 35 57 53:
Old : 95: 29 14 6 26 35 57 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 38.0 38.7 57.5 22.5 38.0 37.7 57.5
Old : 23.6 38.0 38.7 57.5 22.5 38.0 37.7 57.5
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,434: 924 1,854 0 13,265 12,478 14,189 14,332: 245 102
Old : 14,434: 924 1,854 0 13,265 12,478 14,189 14,332: 245 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -11: -352 54 0 396 -72 44 -18: -55 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.8 0.0 91.9 86.4 98.3 99.3: 1.7 0.7
Old : 100.0: 6.4 12.8 0.0 91.9 86.4 98.3 99.3: 1.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 8 0 12 12 16 20:
Old : 33: 4 8 0 12 12 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 78.6 93.1 90.0 73.7 69.6 85.6 79.3
Old : 75.8 78.6 93.1 90.0 73.7 69.6 85.6 79.3
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 46,000: 1,800 3,981 0 43,747 41,770 45,547 45,751: 453 249
Old : 46,000: 1,800 3,981 0 43,747 41,770 45,547 45,751: 453 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,648: -246 1,506 0 1,730 123 1,484 1,629: 164 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.7 0.0 95.1 90.8 99.0 99.5: 1.0 0.5
Old : 100.0: 3.9 8.7 0.0 95.1 90.8 99.0 99.5: 1.0 0.5
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: 4 5 0 6 18 10 23:
Old : 31: 4 5 0 6 18 10 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 : 94.2 67.3 98.7 87.3 87.6 67.3 92.0 82.7
Old : 94.2 67.3 98.7 87.3 87.6 67.3 92.0 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010