WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 23, 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 : 496,414: 100,470 106,971 69,248 290,911 259,906 460,629 436,125: 35,785 60,289
Old : 326,695: 92,067 95,345 24,538 183,768 173,125 300,373 293,008: 26,322 33,687
Other: 169,719: 31,847 35,070 21,266 107,143 86,781 160,256 143,117: 9,463 26,602
: : :
: : Changes in Commitments from: November 16, 2010 :
: -5,817: -4,020 -2,311 -1,469 3,718 676 -1,771 -3,104: -4,046 -2,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 21.5 13.9 58.6 52.4 92.8 87.9: 7.2 12.1
Old : 100.0: 28.2 29.2 7.5 56.3 53.0 91.9 89.7: 8.1 10.3
Other: 100.0: 18.8 20.7 12.5 63.1 51.1 94.4 84.3: 5.6 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 144 139 144 88 127 316 344:
Old : 419: 146 134 100 73 116 271 305:
Other: 276: 60 90 44 58 111 147 222:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 19.6 35.1 26.7 20.6 15.7 32.8 20.2
Old : 25.1 24.8 36.6 31.8 24.7 22.7 35.2 29.4
Other: 35.8 19.3 48.3 28.6 33.6 17.9 45.3 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 23, 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 : 1,630,025: 545,278 152,985 231,474 682,910 998,800 1,459,662 1,383,259: 170,363 246,766
Old : 1,317,610: 458,954 154,695 154,545 564,982 816,282 1,178,481 1,125,522: 139,129 192,088
Other: 312,415: 145,205 57,171 18,048 117,928 182,518 281,181 257,737: 31,234 54,678
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,176: -14,665 2,095 12,625 -2,658 -16,434 -4,698 -1,714: 2,522 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 9.4 14.2 41.9 61.3 89.5 84.9: 10.5 15.1
Old : 100.0: 34.8 11.7 11.7 42.9 62.0 89.4 85.4: 10.6 14.6
Other: 100.0: 46.5 18.3 5.8 37.7 58.4 90.0 82.5: 10.0 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 938: 285 150 247 280 414 683 729:
Old : 922: 273 162 206 262 400 639 687:
Other: 648: 121 119 47 111 346 256 496:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 9.5 20.8 15.2 11.3 7.9 17.0 13.0
Old : 14.5 9.6 22.5 15.6 13.2 8.7 19.3 13.4
Other: 24.1 14.3 33.3 20.5 24.1 13.5 32.7 19.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 23, 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 : 13,409: 3,481 403 239 6,854 10,635 10,574 11,277: 2,835 2,132
Old : 12,396: 3,295 403 219 6,131 9,769 9,645 10,391: 2,751 2,005
Other: 1,013: 186 0 20 723 866 929 886: 84 127
: : :
: : Changes in Commitments from: November 16, 2010 :
: -180: -37 35 -14 -244 -497 -295 -476: 115 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 3.0 1.8 51.1 79.3 78.9 84.1: 21.1 15.9
Old : 100.0: 26.6 3.3 1.8 49.5 78.8 77.8 83.8: 22.2 16.2
Other: 100.0: 18.4 0.0 2.0 71.4 85.5 91.7 87.5: 8.3 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 4 2 16 10 35 16:
Old : 40: 17 4 2 13 9 31 15:
Other: 14: 5 0 1 6 4 11 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 : 31.5 65.5 49.0 78.1 29.0 55.2 43.8 66.9
Old : 33.3 70.2 51.3 79.4 30.7 62.0 46.1 71.0
Other: 74.1 85.5 88.6 87.5 69.4 82.7 83.9 82.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 23, 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 : 622,648: 237,538 38,260 61,531 273,964 440,742 573,033 540,533: 49,615 82,115
Old : 512,112: 206,681 32,365 40,127 222,218 377,393 469,026 449,885: 43,086 62,227
Other: 110,536: 48,253 23,291 4,008 51,746 63,349 104,007 90,648: 6,529 19,888
: : :
: : Changes in Commitments from: November 16, 2010 :
: 5,179: 3,930 -694 7,744 -2,428 4,321 9,246 11,371: -4,067 -6,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 6.1 9.9 44.0 70.8 92.0 86.8: 8.0 13.2
Old : 100.0: 40.4 6.3 7.8 43.4 73.7 91.6 87.8: 8.4 12.2
Other: 100.0: 43.7 21.1 3.6 46.8 57.3 94.1 82.0: 5.9 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 200 89 115 111 223 358 400:
Old : 541: 191 91 94 105 216 337 376:
Other: 329: 79 65 14 42 166 129 238:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 24.1 23.0 33.6 12.9 21.7 20.1 29.0
Old : 16.6 27.8 25.5 37.8 16.2 25.9 24.5 33.8
Other: 28.9 25.1 47.9 33.7 28.0 25.0 44.9 32.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 23, 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 : 21,957: 18,765 2,035 383 36 4,126 19,184 6,544: 2,773 15,413
Old : 12,693: 10,082 1,833 373 36 2,180 10,491 4,386: 2,202 8,307
Other: 9,264: 8,688 207 5 0 1,946 8,693 2,158: 571 7,106
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,015: -1,616 -127 -284 0 25 -1,900 -386: -115 -1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 9.3 1.7 0.2 18.8 87.4 29.8: 12.6 70.2
Old : 100.0: 79.4 14.4 2.9 0.3 17.2 82.7 34.6: 17.3 65.4
Other: 100.0: 93.8 2.2 0.1 0.0 21.0 93.8 23.3: 6.2 76.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 20 7 3 2 8 22 18:
Old : 35: 20 7 3 2 8 22 18:
Other: 24: 13 3 1 0 8 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 48.9 14.5 69.9 20.9 47.9 14.5 68.6 20.9
Old : 41.7 14.7 60.2 24.9 41.6 14.7 59.1 24.8
Other: 66.4 15.9 87.6 21.5 66.4 15.9 87.6 21.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 23, 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 : 357,167: 92,449 31,694 47,327 185,259 254,084 325,035 333,105: 32,132 24,062
Old : 337,145: 94,074 34,179 41,062 172,249 238,831 307,385 314,072: 29,760 23,073
Other: 20,022: 2,964 2,104 1,676 13,010 15,253 17,650 19,033: 2,372 989
: : :
: : Changes in Commitments from: November 16, 2010 :
: -1,320: -3,872 -1,775 11,811 -4,924 -11,566 3,015 -1,530: -4,335 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.9 13.3 51.9 71.1 91.0 93.3: 9.0 6.7
Old : 100.0: 27.9 10.1 12.2 51.1 70.8 91.2 93.2: 8.8 6.8
Other: 100.0: 14.8 10.5 8.4 65.0 76.2 88.2 95.1: 11.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 93 49 88 67 61 215 175:
Old : 257: 95 54 85 65 61 210 174:
Other: 57: 15 9 10 24 12 45 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 : 16.4 33.0 27.2 45.6 12.2 26.0 19.3 36.9
Old : 16.1 32.2 26.6 44.7 13.2 26.8 20.6 37.7
Other: 50.2 57.5 62.9 77.8 49.2 56.9 59.6 73.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 23, 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 : 626,882: 68,657 81,354 12,512 413,199 391,011 494,368 484,877: 132,514 142,005
Old : 626,882: 68,657 81,354 12,512 413,199 391,011 494,368 484,877: 132,514 142,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -20,541: -14,098 13,311 -1,806 6,132 -28,391 -9,772 -16,886: -10,769 -3,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.0 2.0 65.9 62.4 78.9 77.3: 21.1 22.7
Old : 100.0: 11.0 13.0 2.0 65.9 62.4 78.9 77.3: 21.1 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 : 164: 27 30 18 81 81 117 121:
Old : 164: 27 30 18 81 81 117 121:
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 : 22.0 21.2 31.3 31.5 20.1 18.6 29.2 27.4
Old : 22.0 21.2 31.3 31.5 20.1 18.6 29.2 27.4
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 23, 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 : 342,063: 33,304 48,466 3,425 236,201 241,866 272,930 293,757: 69,133 48,306
Old : 342,063: 33,304 48,466 3,425 236,201 241,866 272,930 293,757: 69,133 48,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 29,132: 910 3,232 2,770 15,841 14,828 19,521 20,830: 9,611 8,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.2 1.0 69.1 70.7 79.8 85.9: 20.2 14.1
Old : 100.0: 9.7 14.2 1.0 69.1 70.7 79.8 85.9: 20.2 14.1
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 : 52: 4 10 5 30 29 39 39:
Old : 52: 4 10 5 30 29 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 49.8 43.6 64.6 25.3 43.2 41.3 56.1
Old : 26.8 49.8 43.6 64.6 25.3 43.2 41.3 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 23, 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 : 7,947: 1,006 867 663 6,000 6,179 7,669 7,709: 278 238
Old : 7,947: 1,006 867 663 6,000 6,179 7,669 7,709: 278 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 85: 102 89 -2 41 -48 141 39: -56 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.9 8.3 75.5 77.8 96.5 97.0: 3.5 3.0
Old : 100.0: 12.7 10.9 8.3 75.5 77.8 96.5 97.0: 3.5 3.0
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 : 30: 7 5 6 16 17 27 24:
Old : 30: 7 5 6 16 17 27 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 : 59.9 48.1 74.2 69.4 40.9 33.4 47.6 44.2
Old : 59.9 48.1 74.2 69.4 40.9 33.4 47.6 44.2
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 23, 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 : 205,404: 51,490 12,421 23,604 94,549 153,208 169,643 189,233: 35,761 16,171
Old : 183,422: 47,831 14,508 18,624 83,834 134,922 150,289 168,054: 33,133 15,368
Other: 21,982: 6,203 457 2,436 10,715 18,286 19,354 21,179: 2,628 803
: : :
: : Changes in Commitments from: November 16, 2010 :
: 8,546: 1,041 370 1,104 3,804 5,238 5,949 6,712: 2,597 1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.0 11.5 46.0 74.6 82.6 92.1: 17.4 7.9
Old : 100.0: 26.1 7.9 10.2 45.7 73.6 81.9 91.6: 18.1 8.4
Other: 100.0: 28.2 2.1 11.1 48.7 83.2 88.0 96.3: 12.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 62 24 54 78 64 177 123:
Old : 191: 63 27 54 77 62 174 121:
Other: 69: 21 5 7 34 20 59 29:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 40.7 19.3 52.3 9.5 34.5 16.8 44.4
Old : 11.2 38.1 19.9 50.0 9.1 31.5 17.1 41.3
Other: 33.2 66.3 47.5 79.8 30.0 63.7 43.8 74.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 23, 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 : 17,276: 4,079 2,377 1,395 7,169 12,093 12,643 15,865: 4,633 1,411
Old : 16,620: 4,126 2,377 1,291 6,721 11,805 12,138 15,473: 4,482 1,147
Other: 656: 8 55 49 448 288 505 392: 151 264
: : :
: : Changes in Commitments from: November 16, 2010 :
: -209: -205 76 107 25 -401 -73 -218: -136 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 13.8 8.1 41.5 70.0 73.2 91.8: 26.8 8.2
Old : 100.0: 24.8 14.3 7.8 40.4 71.0 73.0 93.1: 27.0 6.9
Other: 100.0: 1.2 8.4 7.5 68.3 43.9 77.0 59.8: 23.0 40.2
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 31 11 13 27 16 65 38:
Old : 80: 32 11 13 26 15 64 37:
Other: 17: 1 3 3 5 8 8 13:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 51.2 32.1 68.1 22.0 49.0 31.3 64.0
Old : 22.4 52.2 32.6 69.4 22.2 51.6 31.6 67.0
Other: 69.5 44.2 77.0 58.4 68.1 44.2 69.4 51.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 23, 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 : 742,159: 88,321 139,637 27,116 518,051 463,702 633,488 630,455: 108,671 111,704
Old : 742,159: 88,321 139,637 27,116 518,051 463,702 633,488 630,455: 108,671 111,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 52,652: -16,861 -687 10,376 58,298 38,270 51,813 47,959: 839 4,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.8 3.7 69.8 62.5 85.4 84.9: 14.6 15.1
Old : 100.0: 11.9 18.8 3.7 69.8 62.5 85.4 84.9: 14.6 15.1
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 : 200: 34 38 24 84 102 131 151:
Old : 200: 34 38 24 84 102 131 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 18.5 37.8 28.1 21.0 15.6 29.6 23.3
Old : 26.2 18.5 37.8 28.1 21.0 15.6 29.6 23.3
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 23, 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 : 1,476,806: 237,822 210,541 40,951 928,020 913,183 1,206,793 1,164,675: 270,013 312,131
Old : 1,476,806: 237,822 210,541 40,951 928,020 913,183 1,206,793 1,164,675: 270,013 312,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -47,174: -52,557 17,508 -4,847 17,658 -53,870 -39,746 -41,209: -7,428 -5,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 14.3 2.8 62.8 61.8 81.7 78.9: 18.3 21.1
Old : 100.0: 16.1 14.3 2.8 62.8 61.8 81.7 78.9: 18.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 63 39 39 127 123 206 185:
Old : 272: 63 39 39 127 123 206 185:
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 : 17.5 18.2 25.8 27.6 12.4 14.5 18.9 21.7
Old : 17.5 18.2 25.8 27.6 12.4 14.5 18.9 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 23, 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 : 1,147,478: 197,215 103,397 52,737 709,769 728,600 959,721 884,734: 187,757 262,744
Old : 1,147,478: 197,215 103,397 52,737 709,769 728,600 959,721 884,734: 187,757 262,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 16,825: -16,099 -7,032 25,150 5,487 -30,306 14,538 -12,188: 2,287 29,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.0 4.6 61.9 63.5 83.6 77.1: 16.4 22.9
Old : 100.0: 17.2 9.0 4.6 61.9 63.5 83.6 77.1: 16.4 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 30 30 21 76 87 115 129:
Old : 169: 30 30 21 76 87 115 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 18.1 38.3 26.9 24.7 14.9 33.3 21.9
Old : 26.6 18.1 38.3 26.9 24.7 14.9 33.3 21.9
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 - Futures Only, November 23, 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 : 597,916: 148,915 24,737 72,179 337,851 447,584 558,945 544,500: 38,971 53,416
Old : 597,916: 148,915 24,737 72,179 337,851 447,584 558,945 544,500: 38,971 53,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 21,729: 6,484 575 4,209 8,244 11,303 18,937 16,087: 2,792 5,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 4.1 12.1 56.5 74.9 93.5 91.1: 6.5 8.9
Old : 100.0: 24.9 4.1 12.1 56.5 74.9 93.5 91.1: 6.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 21 16 23 53 46 86 75:
Old : 98: 21 16 23 53 46 86 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 39.0 45.6 54.1 17.9 23.0 27.8 31.6
Old : 29.1 39.0 45.6 54.1 17.9 23.0 27.8 31.6
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 - Futures Only, November 23, 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 : 50,667: 17,610 6,959 278 25,972 38,265 43,859 45,502: 6,808 5,165
Old : 50,667: 17,610 6,959 278 25,972 38,265 43,859 45,502: 6,808 5,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 2,862: 345 1,342 192 2,263 1,205 2,799 2,739: 63 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 13.7 0.5 51.3 75.5 86.6 89.8: 13.4 10.2
Old : 100.0: 34.8 13.7 0.5 51.3 75.5 86.6 89.8: 13.4 10.2
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 : 97: 27 17 5 31 31 62 49:
Old : 97: 27 17 5 31 31 62 49:
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 : 22.5 40.0 36.3 58.3 21.7 40.0 35.6 58.3
Old : 22.5 40.0 36.3 58.3 21.7 40.0 35.6 58.3
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 23, 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 : 101,333: 35,219 13,918 555 51,943 76,530 87,717 91,003: 13,616 10,330
Old : 101,333: 35,219 13,918 555 51,943 76,530 87,717 91,003: 13,616 10,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 5,724: 690 2,684 383 4,525 2,410 5,598 5,477: 126 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 13.7 0.5 51.3 75.5 86.6 89.8: 13.4 10.2
Old : 100.0: 34.8 13.7 0.5 51.3 75.5 86.6 89.8: 13.4 10.2
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 : 97: 27 17 5 31 31 62 49:
Old : 97: 27 17 5 31 31 62 49:
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 : 22.5 40.0 36.3 58.3 21.7 40.0 35.6 58.3
Old : 22.5 40.0 36.3 58.3 21.7 40.0 35.6 58.3
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 23, 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 : 17,263: 818 858 147 16,154 16,090 17,119 17,095: 144 168
Old : 17,263: 818 858 147 16,154 16,090 17,119 17,095: 144 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,486: -26 221 -207 1,765 1,416 1,532 1,430: -46 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.0 0.9 93.6 93.2 99.2 99.0: 0.8 1.0
Old : 100.0: 4.7 5.0 0.9 93.6 93.2 99.2 99.0: 0.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 7 1 12 13 16 20:
Old : 30: 3 7 1 12 13 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 : 78.1 83.2 94.4 91.4 78.1 75.6 87.7 81.3
Old : 78.1 83.2 94.4 91.4 78.1 75.6 87.7 81.3
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 23, 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 : 50,701: 460 2,827 699 49,221 46,858 50,380 50,384: 321 317
Old : 50,701: 460 2,827 699 49,221 46,858 50,380 50,384: 321 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,969: -269 -468 402 3,799 3,978 3,932 3,912: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.6 1.4 97.1 92.4 99.4 99.4: 0.6 0.6
Old : 100.0: 0.9 5.6 1.4 97.1 92.4 99.4 99.4: 0.6 0.6
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 : 29: 3 5 1 7 17 11 22:
Old : 29: 3 5 1 7 17 11 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 : 96.3 67.4 99.0 89.9 84.1 65.0 85.6 78.4
Old : 96.3 67.4 99.0 89.9 84.1 65.0 85.6 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010