WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 26, 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 : 527,531: 107,644 106,215 76,491 298,014 284,443 482,149 467,149: 45,382 60,382
Old : 372,441: 99,737 98,793 32,136 202,871 204,936 334,744 335,865: 37,697 36,576
Other: 155,090: 31,108 30,623 21,154 95,143 79,507 147,405 131,284: 7,685 23,806
: : :
: : Changes in Commitments from: October 19, 2010 :
: 3,263: 4,540 881 762 -5,966 872 -664 2,515: 3,927 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.1 14.5 56.5 53.9 91.4 88.6: 8.6 11.4
Old : 100.0: 26.8 26.5 8.6 54.5 55.0 89.9 90.2: 10.1 9.8
Other: 100.0: 20.1 19.7 13.6 61.3 51.3 95.0 84.7: 5.0 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 155 139 148 91 124 342 333:
Old : 428: 155 138 107 74 114 294 298:
Other: 266: 64 79 50 60 106 158 210:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 20.9 33.3 28.4 19.3 15.6 30.9 20.5
Old : 23.5 25.8 35.1 33.2 23.5 23.2 33.3 29.0
Other: 34.5 21.4 47.9 30.1 32.4 18.4 43.7 23.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 26, 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 : 1,580,990: 555,870 125,207 214,482 635,029 986,312 1,405,381 1,326,001: 175,609 254,989
Old : 1,339,351: 477,173 142,262 148,279 565,152 839,750 1,190,604 1,130,291: 148,747 209,060
Other: 241,639: 130,622 34,870 14,278 69,877 146,562 214,777 195,710: 26,862 45,929
: : :
: : Changes in Commitments from: October 19, 2010 :
: 50,333: -2,721 -1,969 23,582 22,374 26,685 43,235 48,298: 7,098 2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 7.9 13.6 40.2 62.4 88.9 83.9: 11.1 16.1
Old : 100.0: 35.6 10.6 11.1 42.2 62.7 88.9 84.4: 11.1 15.6
Other: 100.0: 54.1 14.4 5.9 28.9 60.7 88.9 81.0: 11.1 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 921: 297 148 220 220 393 610 695:
Old : 903: 267 181 183 200 380 563 657:
Other: 634: 138 110 35 105 333 259 469:
:----------------------------------------------------------------------------------------------------
: 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 9.9 20.4 16.6 12.1 8.8 19.2 15.0
Old : 14.4 10.6 22.6 17.0 14.1 9.7 22.2 15.4
Other: 16.6 14.3 25.7 20.6 16.5 13.8 25.3 19.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 26, 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 : 13,980: 3,827 268 478 6,453 11,522 10,758 12,268: 3,222 1,712
Old : 13,273: 3,698 268 473 5,926 10,881 10,097 11,622: 3,176 1,651
Other: 707: 129 0 5 527 641 661 646: 46 61
: : :
: : Changes in Commitments from: October 19, 2010 :
: 433: 65 8 390 -283 -81 172 317: 261 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 1.9 3.4 46.2 82.4 77.0 87.8: 23.0 12.2
Old : 100.0: 27.9 2.0 3.6 44.6 82.0 76.1 87.6: 23.9 12.4
Other: 100.0: 18.2 0.0 0.7 74.5 90.7 93.5 91.4: 6.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 4 4 15 12 37 19:
Old : 44: 19 4 4 15 12 36 19:
Other: 12: 5 0 1 3 4 8 5:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 62.1 42.4 76.5 24.8 50.1 38.9 64.5
Old : 27.4 64.2 42.8 76.7 26.9 54.3 41.9 66.7
Other: 90.8 90.7 93.5 91.4 90.8 90.7 92.8 90.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 26, 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 : 651,516: 228,806 26,963 75,020 283,648 455,850 587,474 557,833: 64,042 93,683
Old : 576,645: 205,938 31,521 57,399 254,830 408,868 518,167 497,788: 58,478 78,857
Other: 74,871: 37,471 10,045 3,018 28,818 46,982 69,307 60,045: 5,564 14,826
: : :
: : Changes in Commitments from: October 19, 2010 :
: -916: -5,929 -10,621 -2,509 -738 8,878 -9,176 -4,252: 8,260 3,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 4.1 11.5 43.5 70.0 90.2 85.6: 9.8 14.4
Old : 100.0: 35.7 5.5 10.0 44.2 70.9 89.9 86.3: 10.1 13.7
Other: 100.0: 50.0 13.4 4.0 38.5 62.8 92.6 80.2: 7.4 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 221 73 143 114 212 413 399:
Old : 568: 215 83 127 107 210 394 386:
Other: 300: 57 66 15 36 157 103 229:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 26.6 22.4 36.8 13.4 23.9 21.8 32.1
Old : 14.9 27.4 24.4 38.2 14.7 25.4 23.6 34.0
Other: 40.2 28.0 55.3 36.7 38.2 27.8 53.2 36.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 26, 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 : 21,838: 17,550 1,339 1,543 0 2,945 19,093 5,827: 2,745 16,011
Old : 15,511: 12,023 1,714 1,138 0 1,859 13,161 4,711: 2,350 10,800
Other: 6,327: 5,927 25 5 0 1,086 5,932 1,116: 395 5,211
: : :
: : Changes in Commitments from: October 19, 2010 :
: -1,604: -1,569 616 322 0 -934 -1,247 4: -357 -1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 6.1 7.1 0.0 13.5 87.4 26.7: 12.6 73.3
Old : 100.0: 77.5 11.1 7.3 0.0 12.0 84.8 30.4: 15.2 69.6
Other: 100.0: 93.7 0.4 0.1 0.0 17.2 93.8 17.6: 6.2 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 4 7 0 5 17 13:
Old : 22: 12 5 7 0 5 16 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 : 60.5 17.1 79.7 24.1 58.3 14.3 73.2 18.9
Old : 59.4 19.2 79.1 27.2 59.3 14.2 74.6 21.0
Other: 68.5 16.4 87.6 17.6 68.5 16.4 87.6 17.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 26, 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 : 347,905: 110,252 31,333 42,645 154,058 255,619 306,955 329,597: 40,950 18,308
Old : 335,218: 112,939 33,586 37,241 144,670 246,803 294,850 317,630: 40,368 17,588
Other: 12,687: 2,587 3,021 130 9,388 8,816 12,105 11,967: 582 720
: : :
: : Changes in Commitments from: October 19, 2010 :
: 20,554: -1,782 2,476 6,599 14,542 14,035 19,359 23,110: 1,195 -2,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 9.0 12.3 44.3 73.5 88.2 94.7: 11.8 5.3
Old : 100.0: 33.7 10.0 11.1 43.2 73.6 88.0 94.8: 12.0 5.2
Other: 100.0: 20.4 23.8 1.0 74.0 69.5 95.4 94.3: 4.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 110 53 72 56 65 213 165:
Old : 264: 114 59 69 54 65 208 164:
Other: 46: 17 8 5 14 8 34 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 37.6 25.2 47.8 11.2 32.1 18.7 41.5
Old : 14.6 36.7 24.6 47.4 11.6 32.9 19.6 42.4
Other: 62.0 72.6 75.5 89.7 62.0 70.5 75.5 87.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 26, 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 : 667,626: 77,404 100,589 16,137 429,397 414,416 522,938 531,142: 144,688 136,484
Old : 667,626: 77,404 100,589 16,137 429,397 414,416 522,938 531,142: 144,688 136,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -27,903: -21,082 3,976 5,582 -13,147 -48,254 -28,647 -38,696: 744 10,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.1 2.4 64.3 62.1 78.3 79.6: 21.7 20.4
Old : 100.0: 11.6 15.1 2.4 64.3 62.1 78.3 79.6: 21.7 20.4
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 : 152: 29 25 13 78 65 117 93:
Old : 152: 29 25 13 78 65 117 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 23.3 29.2 36.6 18.0 20.9 26.9 32.6
Old : 19.8 23.3 29.2 36.6 18.0 20.9 26.9 32.6
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, October 26, 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 : 238,885: 39,098 31,570 424 154,957 171,054 194,479 203,048: 44,406 35,837
Old : 238,885: 39,098 31,570 424 154,957 171,054 194,479 203,048: 44,406 35,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -1,540: 154 3,002 -65 141 -3,052 230 -115: -1,770 -1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 13.2 0.2 64.9 71.6 81.4 85.0: 18.6 15.0
Old : 100.0: 16.4 13.2 0.2 64.9 71.6 81.4 85.0: 18.6 15.0
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 : 49: 7 7 1 22 28 30 35:
Old : 49: 7 7 1 22 28 30 35:
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 : 32.1 52.9 51.7 66.4 29.8 51.3 49.4 64.0
Old : 32.1 52.9 51.7 66.4 29.8 51.3 49.4 64.0
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, October 26, 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 : 8,580: 886 1,030 733 6,625 6,616 8,244 8,379: 336 201
Old : 8,580: 886 1,030 733 6,625 6,616 8,244 8,379: 336 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -596: 39 -161 124 -805 -573 -642 -610: 46 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.0 8.5 77.2 77.1 96.1 97.7: 3.9 2.3
Old : 100.0: 10.3 12.0 8.5 77.2 77.1 96.1 97.7: 3.9 2.3
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 : 34: 6 6 6 19 17 30 24:
Old : 34: 6 6 6 19 17 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 52.5 73.8 77.9 27.8 27.2 35.4 38.4
Old : 59.4 52.5 73.8 77.9 27.8 27.2 35.4 38.4
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, October 26, 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 : 201,181: 61,821 18,090 19,541 80,781 146,831 162,143 184,462: 39,038 16,719
Old : 190,729: 60,523 19,483 16,377 76,140 138,967 153,040 174,827: 37,689 15,902
Other: 10,452: 3,967 1,276 495 4,641 7,864 9,103 9,635: 1,349 817
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,025: -2,329 -1,435 1,857 -906 1,012 -1,378 1,434: 2,403 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 9.0 9.7 40.2 73.0 80.6 91.7: 19.4 8.3
Old : 100.0: 31.7 10.2 8.6 39.9 72.9 80.2 91.7: 19.8 8.3
Other: 100.0: 38.0 12.2 4.7 44.4 75.2 87.1 92.2: 12.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 66 31 43 72 64 165 119:
Old : 193: 66 35 42 72 64 163 119:
Other: 50: 17 4 4 24 12 43 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 : 10.8 38.3 18.8 49.6 10.1 31.2 17.4 39.9
Old : 11.3 37.4 19.7 48.7 10.7 31.0 18.3 40.7
Other: 39.3 71.0 54.8 85.4 39.3 68.8 54.2 80.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 26, 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 : 19,338: 4,947 2,373 1,976 6,958 13,726 13,881 18,075: 5,457 1,263
Old : 18,862: 5,071 2,373 1,851 6,541 13,498 13,463 17,722: 5,399 1,140
Other: 476: 1 125 0 417 228 418 353: 58 123
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,432: 602 -913 87 348 2,422 1,037 1,596: 395 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 12.3 10.2 36.0 71.0 71.8 93.5: 28.2 6.5
Old : 100.0: 26.9 12.6 9.8 34.7 71.6 71.4 94.0: 28.6 6.0
Other: 100.0: 0.2 26.3 0.0 87.6 47.9 87.8 74.2: 12.2 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 43 12 14 28 21 81 42:
Old : 94: 44 12 14 26 21 79 42:
Other: 13: 1 2 0 6 4 7 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 : 20.5 47.3 30.1 62.6 19.7 45.6 27.5 59.5
Old : 21.0 47.9 30.7 63.2 20.0 47.7 28.0 61.6
Other: 79.2 72.9 87.8 74.2 79.2 72.9 87.8 74.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 26, 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 : 725,063: 180,571 130,244 11,121 419,259 472,516 610,951 613,881: 114,112 111,182
Old : 725,063: 180,571 130,244 11,121 419,259 472,516 610,951 613,881: 114,112 111,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -10,142: -27,812 2,456 4,144 7,918 -15,684 -15,750 -9,084: 5,608 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.0 1.5 57.8 65.2 84.3 84.7: 15.7 15.3
Old : 100.0: 24.9 18.0 1.5 57.8 65.2 84.3 84.7: 15.7 15.3
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 : 203: 31 39 16 80 101 121 147:
Old : 203: 31 39 16 80 101 121 147:
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 : 19.7 23.2 31.3 33.3 16.7 20.7 26.1 28.8
Old : 19.7 23.2 31.3 33.3 16.7 20.7 26.1 28.8
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, October 26, 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 : 1,514,959: 211,434 195,678 45,307 960,544 965,074 1,217,285 1,206,059: 297,674 308,900
Old : 1,514,959: 211,434 195,678 45,307 960,544 965,074 1,217,285 1,206,059: 297,674 308,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -82,797: -47,713 3,878 3,345 -13,415 -83,646 -57,783 -76,423: -25,014 -6,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 12.9 3.0 63.4 63.7 80.4 79.6: 19.6 20.4
Old : 100.0: 14.0 12.9 3.0 63.4 63.7 80.4 79.6: 19.6 20.4
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 : 274: 48 53 42 115 130 183 205:
Old : 274: 48 53 42 115 130 183 205:
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 : 18.7 19.7 26.6 29.0 16.1 16.9 23.3 24.1
Old : 18.7 19.7 26.6 29.0 16.1 16.9 23.3 24.1
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, October 26, 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 : 1,051,605: 211,157 90,348 13,813 612,157 691,986 837,127 796,147: 214,478 255,458
Old : 1,051,605: 211,157 90,348 13,813 612,157 691,986 837,127 796,147: 214,478 255,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 2,492: -54,429 -12,453 1,345 69,970 -4,601 16,886 -15,709: -14,394 18,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 8.6 1.3 58.2 65.8 79.6 75.7: 20.4 24.3
Old : 100.0: 20.1 8.6 1.3 58.2 65.8 79.6 75.7: 20.4 24.3
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 : 161: 32 27 16 68 77 108 112:
Old : 161: 32 27 16 68 77 108 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 19.8 29.6 29.5 18.5 16.8 27.4 25.6
Old : 19.1 19.8 29.6 29.5 18.5 16.8 27.4 25.6
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, October 26, 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 : 613,027: 159,399 24,671 76,684 341,772 462,118 577,855 563,473: 35,172 49,554
Old : 613,027: 159,399 24,671 76,684 341,772 462,118 577,855 563,473: 35,172 49,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 5,775: 3,747 149 269 2,785 6,187 6,801 6,605: -1,026 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 4.0 12.5 55.8 75.4 94.3 91.9: 5.7 8.1
Old : 100.0: 26.0 4.0 12.5 55.8 75.4 94.3 91.9: 5.7 8.1
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 : 109: 29 19 28 54 49 96 85:
Old : 109: 29 19 28 54 49 96 85:
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 : 34.7 40.8 49.5 53.8 23.0 25.8 33.2 34.2
Old : 34.7 40.8 49.5 53.8 23.0 25.8 33.2 34.2
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 - Futures Only, October 26, 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 : 48,054: 19,498 3,291 432 20,849 39,603 40,779 43,325: 7,276 4,729
Old : 48,054: 19,498 3,291 432 20,849 39,603 40,779 43,325: 7,276 4,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 2,958: 2,654 -969 60 -726 3,998 1,988 3,089: 970 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 6.8 0.9 43.4 82.4 84.9 90.2: 15.1 9.8
Old : 100.0: 40.6 6.8 0.9 43.4 82.4 84.9 90.2: 15.1 9.8
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 : 92: 29 9 5 27 36 58 48:
Old : 92: 29 9 5 27 36 58 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 39.0 39.3 58.8 23.1 39.0 38.2 58.8
Old : 23.9 39.0 39.3 58.8 23.1 39.0 38.2 58.8
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 - Futures Only, October 26, 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 : 96,108: 38,996 6,581 863 41,698 79,206 81,557 86,650: 14,551 9,458
Old : 96,108: 38,996 6,581 863 41,698 79,206 81,557 86,650: 14,551 9,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 5,915: 5,308 -1,937 119 -1,451 7,995 3,976 6,177: 1,939 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 6.8 0.9 43.4 82.4 84.9 90.2: 15.1 9.8
Old : 100.0: 40.6 6.8 0.9 43.4 82.4 84.9 90.2: 15.1 9.8
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 : 92: 29 9 5 27 36 58 48:
Old : 92: 29 9 5 27 36 58 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 39.0 39.3 58.8 23.1 39.0 38.2 58.8
Old : 23.9 39.0 39.3 58.8 23.1 39.0 38.2 58.8
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 - Futures Only, October 26, 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 : 14,445: 1,276 1,800 0 12,869 12,550 14,145 14,350: 300 95
Old : 14,445: 1,276 1,800 0 12,869 12,550 14,145 14,350: 300 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,932: 74 40 0 1,868 1,873 1,942 1,913: -10 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 12.5 0.0 89.1 86.9 97.9 99.3: 2.1 0.7
Old : 100.0: 8.8 12.5 0.0 89.1 86.9 97.9 99.3: 2.1 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 : 34: 5 8 0 12 12 17 20:
Old : 34: 5 8 0 12 12 17 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 : 75.1 79.1 90.3 90.5 71.7 70.1 83.1 79.8
Old : 75.1 79.1 90.3 90.5 71.7 70.1 83.1 79.8
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, October 26, 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 : 44,352: 2,046 2,475 0 42,017 41,647 44,063 44,122: 289 230
Old : 44,352: 2,046 2,475 0 42,017 41,647 44,063 44,122: 289 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,595: 20 1,327 0 1,652 217 1,672 1,544: -77 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.6 0.0 94.7 93.9 99.3 99.5: 0.7 0.5
Old : 100.0: 4.6 5.6 0.0 94.7 93.9 99.3 99.5: 0.7 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 : 30: 4 4 0 6 18 10 22:
Old : 30: 4 4 0 6 18 10 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.7 70.9 98.8 87.1 88.6 70.9 93.7 83.9
Old : 93.7 70.9 98.8 87.1 88.6 70.9 93.7 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010