WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 662,361: 101,350 104,082 184,536 322,151 309,052 608,038 597,670: 54,323 64,690
Old : 480,237: 85,120 93,457 128,654 220,863 220,394 434,637 442,505: 45,600 37,733
Other: 182,123: 38,758 33,154 33,354 101,288 88,657 173,401 155,166: 8,722 26,957
: : :
: : Changes in Commitments from: October 26, 2010 :
: 2,352: 8,599 780 9,559 -18,174 -3,764 -16 6,575: 2,368 -4,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.7 27.9 48.6 46.7 91.8 90.2: 8.2 9.8
Old : 100.0: 17.7 19.5 26.8 46.0 45.9 90.5 92.1: 9.5 7.9
Other: 100.0: 21.3 18.2 18.3 55.6 48.7 95.2 85.2: 4.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 509: 181 157 217 103 140 410 411:
Old : 488: 184 156 190 94 135 377 386:
Other: 291: 81 83 78 62 111 191 232:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 17.2 26.4 23.6 15.8 13.4 24.6 17.1
Old : 18.5 20.3 26.6 26.8 18.0 17.7 25.1 22.3
Other: 31.8 20.3 43.8 28.4 29.4 18.0 39.7 23.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,491,349: 557,569 123,776 853,808 844,294 1,208,314 2,255,671 2,185,899: 235,678 305,450
Old : 2,143,225: 477,032 131,703 734,840 728,711 1,027,558 1,940,583 1,894,101: 202,642 249,124
Other: 348,124: 131,303 42,838 68,203 115,583 180,757 315,088 291,798: 33,036 56,327
: : :
: : Changes in Commitments from: October 26, 2010 :
: 60,068: 12,342 10,406 25,836 20,261 27,311 58,439 63,553: 1,629 -3,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.0 34.3 33.9 48.5 90.5 87.7: 9.5 12.3
Old : 100.0: 22.3 6.1 34.3 34.0 47.9 90.5 88.4: 9.5 11.6
Other: 100.0: 37.7 12.3 19.6 33.2 51.9 90.5 83.8: 9.5 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 981: 326 160 328 301 439 745 827:
Old : 967: 304 181 304 288 433 712 805:
Other: 659: 134 135 86 133 346 313 524:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 8.7 16.4 14.4 8.7 6.3 13.2 10.1
Old : 10.0 8.7 16.8 14.4 9.2 7.0 14.0 10.2
Other: 15.3 14.1 23.8 21.0 13.9 10.5 20.9 15.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,288: 3,330 251 1,241 7,382 12,117 11,953 13,610: 3,335 1,679
Old : 14,123: 3,335 251 978 6,534 11,316 10,847 12,546: 3,276 1,577
Other: 1,165: 16 21 242 848 801 1,106 1,064: 59 101
: : :
: : Changes in Commitments from: October 26, 2010 :
: -212: -33 -2 -231 124 122 -140 -111: -72 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 1.6 8.1 48.3 79.3 78.2 89.0: 21.8 11.0
Old : 100.0: 23.6 1.8 6.9 46.3 80.1 76.8 88.8: 23.2 11.2
Other: 100.0: 1.3 1.8 20.8 72.8 68.7 94.9 91.3: 5.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 5 7 16 13 36 23:
Old : 42: 16 6 6 16 13 35 22:
Other: 14: 3 3 6 5 3 11 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 59.7 42.2 75.7 24.7 46.6 38.3 60.3
Old : 27.1 62.3 43.4 75.5 26.0 51.2 40.7 63.2
Other: 76.0 82.8 92.3 90.7 72.6 70.4 74.2 70.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 809,479: 214,660 22,179 208,657 320,214 486,035 743,531 716,871: 65,948 92,608
Old : 711,714: 186,920 24,268 178,981 286,301 432,397 652,202 635,646: 59,512 76,068
Other: 97,765: 43,753 13,925 13,662 33,914 53,638 91,329 81,225: 6,436 16,540
: : :
: : Changes in Commitments from: October 26, 2010 :
: -15,386: 1,210 -2,399 1,228 -13,497 -6,842 -11,060 -8,013: -4,326 -7,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.7 25.8 39.6 60.0 91.9 88.6: 8.1 11.4
Old : 100.0: 26.3 3.4 25.1 40.2 60.8 91.6 89.3: 8.4 10.7
Other: 100.0: 44.8 14.2 14.0 34.7 54.9 93.4 83.1: 6.6 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 222 90 170 132 239 426 452:
Old : 576: 218 94 160 124 233 407 439:
Other: 327: 68 70 44 44 175 136 266:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 22.0 19.8 30.2 11.2 17.5 17.6 23.7
Old : 13.0 24.0 21.3 32.5 12.2 19.0 19.4 25.9
Other: 31.6 20.6 45.2 30.4 30.0 20.2 42.4 27.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 467,877: 102,444 27,684 114,324 210,918 305,184 427,686 447,191: 40,191 20,685
Old : 453,504: 103,795 28,482 109,938 200,887 295,256 414,620 433,675: 38,884 19,828
Other: 14,373: 2,906 3,459 129 10,031 9,928 13,066 13,516: 1,307 857
: : :
: : Changes in Commitments from: October 26, 2010 :
: 20,315: -1,696 1,591 8,555 15,709 8,745 22,569 18,891: -2,253 1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 5.9 24.4 45.1 65.2 91.4 95.6: 8.6 4.4
Old : 100.0: 22.9 6.3 24.2 44.3 65.1 91.4 95.6: 8.6 4.4
Other: 100.0: 20.2 24.1 0.9 69.8 69.1 90.9 94.0: 9.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 116 46 95 66 75 233 190:
Old : 272: 119 53 91 66 75 228 190:
Other: 53: 17 8 6 19 9 41 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 : 15.8 33.8 25.6 44.9 10.3 25.3 16.3 32.4
Old : 15.1 33.3 25.1 44.2 10.4 25.7 16.6 32.8
Other: 56.9 65.2 70.0 89.5 56.9 63.7 70.0 87.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 770,287: 76,556 101,796 52,800 483,631 468,388 612,987 622,984: 157,300 147,304
Old : 770,287: 76,556 101,796 52,800 483,631 468,388 612,987 622,984: 157,300 147,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 20,064: 525 -1,692 4,263 20,521 22,892 25,310 25,464: -5,245 -5,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.2 6.9 62.8 60.8 79.6 80.9: 20.4 19.1
Old : 100.0: 9.9 13.2 6.9 62.8 60.8 79.6 80.9: 20.4 19.1
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 : 169: 31 31 39 91 86 144 134:
Old : 169: 31 31 39 91 86 144 134:
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 19.6 25.4 31.8 15.9 16.0 23.0 26.7
Old : 17.4 19.6 25.4 31.8 15.9 16.0 23.0 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 255,785: 34,434 36,351 679 166,809 181,016 201,922 218,046: 53,863 37,739
Old : 255,785: 34,434 36,351 679 166,809 181,016 201,922 218,046: 53,863 37,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 15,228: -4,664 4,537 112 11,074 9,951 6,522 14,599: 8,706 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.2 0.3 65.2 70.8 78.9 85.2: 21.1 14.8
Old : 100.0: 13.5 14.2 0.3 65.2 70.8 78.9 85.2: 21.1 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 : 47: 5 6 1 25 28 31 34:
Old : 47: 5 6 1 25 28 31 34:
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 : 30.6 51.9 49.3 65.6 28.7 49.3 47.3 62.2
Old : 30.6 51.9 49.3 65.6 28.7 49.3 47.3 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 with Delta-adjusted Options and Futures Combined, 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 : 248,875: 60,089 11,636 49,948 97,648 170,173 207,685 231,756: 41,189 17,118
Old : 237,005: 59,134 12,543 45,762 92,238 162,154 197,134 220,458: 39,871 16,547
Other: 11,869: 3,717 1,855 1,424 5,410 8,019 10,551 11,298: 1,318 572
: : :
: : Changes in Commitments from: October 26, 2010 :
: 4,237: -474 847 2,450 3,478 2,325 5,454 5,623: -1,217 -1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.7 20.1 39.2 68.4 83.4 93.1: 16.6 6.9
Old : 100.0: 25.0 5.3 19.3 38.9 68.4 83.2 93.0: 16.8 7.0
Other: 100.0: 31.3 15.6 12.0 45.6 67.6 88.9 95.2: 11.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 78 23 55 81 78 187 140:
Old : 210: 78 27 54 81 78 185 140:
Other: 54: 17 6 11 26 14 48 27:
:----------------------------------------------------------------------------------------------------
: 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 37.2 18.6 48.2 7.8 28.6 13.6 36.3
Old : 11.6 36.5 19.0 47.7 8.2 28.7 14.2 37.0
Other: 34.6 62.6 49.5 78.6 33.2 56.9 46.2 69.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 20,588: 5,135 2,084 2,725 6,807 14,329 14,667 19,139: 5,920 1,449
Old : 20,139: 5,196 2,086 2,660 6,434 14,098 14,290 18,844: 5,849 1,295
Other: 449: 2 62 2 373 231 377 295: 72 154
: : :
: : Changes in Commitments from: October 26, 2010 :
: -876: 3 -54 -393 -631 -382 -1,021 -829: 144 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 10.1 13.2 33.1 69.6 71.2 93.0: 28.8 7.0
Old : 100.0: 25.8 10.4 13.2 31.9 70.0 71.0 93.6: 29.0 6.4
Other: 100.0: 0.5 13.8 0.4 83.1 51.5 84.0 65.7: 16.0 34.3
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 44 10 14 29 23 81 42:
Old : 91: 45 10 14 29 23 81 42:
Other: 14: 4 1 2 5 5 9 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 46.5 28.2 61.1 18.2 44.8 25.1 57.9
Old : 19.4 47.0 28.6 61.4 18.5 46.7 25.5 59.9
Other: 79.7 63.5 84.0 65.7 79.0 63.5 82.9 64.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 763,082: 173,624 130,404 53,130 416,625 474,947 643,380 658,482: 119,702 104,599
Old : 763,082: 173,624 130,404 53,130 416,625 474,947 643,380 658,482: 119,702 104,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,990: -4,733 9,398 4,878 -6,023 -8,364 -5,878 5,913: 2,887 -8,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.1 7.0 54.6 62.2 84.3 86.3: 15.7 13.7
Old : 100.0: 22.8 17.1 7.0 54.6 62.2 84.3 86.3: 15.7 13.7
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 : 212: 39 38 26 87 105 141 155:
Old : 212: 39 38 26 87 105 141 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 22.9 28.9 31.5 15.5 19.0 23.9 25.5
Old : 19.8 22.9 28.9 31.5 15.5 19.0 23.9 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 2,147,112: 212,492 196,711 300,596 1,317,006 1,306,126 1,830,094 1,803,433: 317,018 343,679
Old : 2,147,112: 212,492 196,711 300,596 1,317,006 1,306,126 1,830,094 1,803,433: 317,018 343,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 144,254: 12,943 1,414 64,763 70,112 67,086 147,818 133,263: -3,564 10,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.2 14.0 61.3 60.8 85.2 84.0: 14.8 16.0
Old : 100.0: 9.9 9.2 14.0 61.3 60.8 85.2 84.0: 14.8 16.0
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 : 298: 58 58 81 154 156 251 256:
Old : 298: 58 58 81 154 156 251 256:
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 : 14.3 14.9 22.5 23.1 11.1 11.1 16.7 17.2
Old : 14.3 14.9 22.5 23.1 11.1 11.1 16.7 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 1,191,314: 243,475 75,746 77,470 659,428 779,439 980,373 932,655: 210,942 258,659
Old : 1,191,314: 243,475 75,746 77,470 659,428 779,439 980,373 932,655: 210,942 258,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 46,407: 28,180 -7,988 23,751 10,278 40,724 62,209 56,488: -15,802 -10,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 6.4 6.5 55.4 65.4 82.3 78.3: 17.7 21.7
Old : 100.0: 20.4 6.4 6.5 55.4 65.4 82.3 78.3: 17.7 21.7
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: 41 23 33 79 94 131 139:
Old : 172: 41 23 33 79 94 131 139:
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 : 20.0 17.7 31.4 26.2 18.7 14.5 26.4 20.9
Old : 20.0 17.7 31.4 26.2 18.7 14.5 26.4 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 1,192,799: 116,209 19,242 654,731 385,388 468,353 1,156,328 1,142,326: 36,470 50,473
Old : 1,192,799: 116,209 19,242 654,731 385,388 468,353 1,156,328 1,142,326: 36,470 50,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -133,151: -18,302 -1,878 -81,926 -31,319 -47,808 -131,546 -131,611: -1,605 -1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 1.6 54.9 32.3 39.3 96.9 95.8: 3.1 4.2
Old : 100.0: 9.7 1.6 54.9 32.3 39.3 96.9 95.8: 3.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 32 16 39 56 53 101 96:
Old : 111: 32 16 39 56 53 101 96:
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 : 44.3 37.1 60.9 57.7 10.2 10.7 13.1 14.6
Old : 44.3 37.1 60.9 57.7 10.2 10.7 13.1 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 50,130: 19,961 4,153 598 21,990 39,704 42,549 44,454: 7,581 5,676
Old : 50,130: 19,961 4,153 598 21,990 39,704 42,549 44,454: 7,581 5,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 528: 464 849 -168 18 -946 313 -266: 214 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 8.3 1.2 43.9 79.2 84.9 88.7: 15.1 11.3
Old : 100.0: 39.8 8.3 1.2 43.9 79.2 84.9 88.7: 15.1 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 : 96: 30 14 9 28 36 61 56:
Old : 96: 30 14 9 28 36 61 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 36.7 37.4 56.1 21.8 36.7 36.4 54.8
Old : 22.8 36.7 37.4 56.1 21.8 36.7 36.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 100,260: 39,922 8,305 1,196 43,979 79,407 85,097 88,909: 15,163 11,352
Old : 100,260: 39,922 8,305 1,196 43,979 79,407 85,097 88,909: 15,163 11,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,055: 928 1,698 -337 35 -1,893 627 -531: 428 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 8.3 1.2 43.9 79.2 84.9 88.7: 15.1 11.3
Old : 100.0: 39.8 8.3 1.2 43.9 79.2 84.9 88.7: 15.1 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 : 96: 30 14 9 28 36 61 56:
Old : 96: 30 14 9 28 36 61 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 36.7 37.4 56.1 21.8 36.7 36.4 54.8
Old : 22.8 36.7 37.4 56.1 21.8 36.7 36.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 with Delta-adjusted Options and Futures Combined, 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