WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 546,969: 78,945 117,391 145,295 283,595 224,024 507,835 486,709: 39,133 60,260
Old : 291,186: 56,772 94,872 63,175 148,038 99,704 267,985 257,750: 23,201 33,436
Other: 255,782: 44,899 45,245 59,393 135,557 124,320 239,850 228,958: 15,932 26,824
: : :
: : Changes in Commitments from: February 9, 2010 :
: 14,253: 3,382 -5,864 6,636 2,425 13,378 12,443 14,150: 1,809 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.5 26.6 51.8 41.0 92.8 89.0: 7.2 11.0
Old : 100.0: 19.5 32.6 21.7 50.8 34.2 92.0 88.5: 8.0 11.5
Other: 100.0: 17.6 17.7 23.2 53.0 48.6 93.8 89.5: 6.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 122 138 157 88 104 315 322:
Old : 366: 119 129 121 81 92 268 286:
Other: 282: 66 102 93 62 95 198 226:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 15.5 34.8 21.7 19.6 10.9 32.0 16.1
Old : 27.0 14.6 38.8 21.8 25.4 9.6 35.1 16.1
Other: 26.3 19.7 36.9 29.0 24.2 16.8 33.6 24.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,513,817: 240,291 167,179 400,792 724,696 643,284 1,365,779 1,211,255: 148,038 302,562
Old : 1,118,969: 159,444 194,141 290,975 551,654 443,211 1,002,074 928,326: 116,895 190,642
Other: 394,849: 134,105 26,297 56,559 173,042 200,073 363,706 282,929: 31,143 111,920
: : :
: : Changes in Commitments from: February 9, 2010 :
: 32,780: 26 -2,035 32,308 1,228 8,116 33,562 38,389: -783 -5,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.0 26.5 47.9 42.5 90.2 80.0: 9.8 20.0
Old : 100.0: 14.2 17.3 26.0 49.3 39.6 89.6 83.0: 10.4 17.0
Other: 100.0: 34.0 6.7 14.3 43.8 50.7 92.1 71.7: 7.9 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 708: 178 163 261 241 281 569 610:
Old : 691: 154 201 234 235 268 542 576:
Other: 483: 131 80 115 105 232 285 385:
:----------------------------------------------------------------------------------------------------
: 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 11.5 22.4 16.5 13.6 8.2 20.3 11.3
Old : 17.4 11.0 26.0 16.5 17.2 7.5 24.9 11.5
Other: 21.4 14.6 31.6 20.7 20.7 13.0 30.0 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 15,678: 1,502 2,406 1,725 9,667 9,925 12,893 14,056: 2,785 1,622
Old : 11,467: 1,398 2,147 1,421 6,019 6,520 8,838 10,087: 2,629 1,380
Other: 4,211: 104 259 304 3,647 3,405 4,055 3,968: 156 243
: : :
: : Changes in Commitments from: February 9, 2010 :
: 113: 284 77 -40 -778 -285 -534 -248: 647 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.3 11.0 61.7 63.3 82.2 89.7: 17.8 10.3
Old : 100.0: 12.2 18.7 12.4 52.5 56.9 77.1 88.0: 22.9 12.0
Other: 100.0: 2.5 6.2 7.2 86.6 80.9 96.3 94.2: 3.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 14 5 18 14 32 31:
Old : 44: 12 12 5 16 10 30 26:
Other: 21: 3 3 4 9 11 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 39.7 51.3 57.6 69.2 32.3 44.5 44.5 57.9
Old : 37.6 53.7 55.4 73.2 31.1 48.7 45.5 62.9
Other: 68.7 61.2 93.1 83.1 65.4 61.2 79.7 78.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 608,338: 92,725 79,002 173,876 289,974 249,004 556,576 501,883: 51,763 106,455
Old : 459,840: 81,324 67,830 121,050 216,329 201,913 418,703 390,793: 41,137 69,047
Other: 148,499: 39,360 39,131 24,867 73,646 47,092 137,873 111,090: 10,626 37,409
: : :
: : Changes in Commitments from: February 9, 2010 :
: -2,013: 1,707 -15,614 960 -8,995 10,182 -6,328 -4,473: 4,315 2,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.0 28.6 47.7 40.9 91.5 82.5: 8.5 17.5
Old : 100.0: 17.7 14.8 26.3 47.0 43.9 91.1 85.0: 8.9 15.0
Other: 100.0: 26.5 26.4 16.7 49.6 31.7 92.8 74.8: 7.2 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 135 146 201 113 147 378 395:
Old : 455: 138 145 173 110 144 351 378:
Other: 275: 82 66 69 59 107 173 213:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 14.7 24.6 21.3 13.5 11.0 20.4 15.1
Old : 16.6 17.2 26.4 25.3 16.1 13.1 24.2 18.2
Other: 30.0 15.7 41.9 24.2 28.7 14.5 39.3 21.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,970: 11,571 715 683 79 1,833 12,333 3,231: 2,637 11,739
Old : 6,403: 3,877 970 404 79 380 4,360 1,754: 2,043 4,649
Other: 8,567: 7,949 0 24 0 1,453 7,973 1,477: 594 7,090
: : :
: : Changes in Commitments from: February 9, 2010 :
: -215: 20 -125 111 -4 52 127 38: -342 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 4.8 4.6 0.5 12.2 82.4 21.6: 17.6 78.4
Old : 100.0: 60.5 15.1 6.3 1.2 5.9 68.1 27.4: 31.9 72.6
Other: 100.0: 92.8 0.0 0.3 0.0 17.0 93.1 17.2: 6.9 82.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 2 9 2 6 15 16:
Old : 20: 11 3 6 2 6 13 15:
Other: 18: 12 0 3 0 6 12 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 : 55.7 13.4 73.2 18.8 54.5 11.7 71.5 16.5
Old : 49.8 21.4 64.1 26.4 47.0 20.0 58.2 20.9
Other: 60.8 13.2 84.5 17.2 60.8 13.2 84.2 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 336,843: 50,806 33,348 84,188 171,507 194,983 306,501 312,519: 30,341 24,323
Old : 294,687: 41,361 38,596 69,480 157,120 164,623 267,962 272,700: 26,725 21,987
Other: 42,156: 17,367 2,674 6,785 14,387 30,360 38,540 39,820: 3,616 2,336
: : :
: : Changes in Commitments from: February 9, 2010 :
: 415: 2,064 -6,643 1,706 -2,468 8,316 1,302 3,379: -887 -2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.9 25.0 50.9 57.9 91.0 92.8: 9.0 7.2
Old : 100.0: 14.0 13.1 23.6 53.3 55.9 90.9 92.5: 9.1 7.5
Other: 100.0: 41.2 6.3 16.1 34.1 72.0 91.4 94.5: 8.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 78 61 95 65 68 201 193:
Old : 247: 75 71 91 64 65 195 188:
Other: 91: 31 19 29 29 23 72 60:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 26.0 28.3 37.4 14.2 21.0 21.5 28.8
Old : 17.4 23.4 30.0 35.2 15.7 19.0 24.9 26.6
Other: 31.0 49.4 51.0 64.7 29.5 47.2 45.6 59.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 741,119: 44,599 152,108 46,395 513,430 384,416 604,424 582,919: 136,695 158,200
Old : 741,119: 44,599 152,108 46,395 513,430 384,416 604,424 582,919: 136,695 158,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -2,763: -2,275 1,043 3,937 641 -8,700 2,303 -3,720: -5,066 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 20.5 6.3 69.3 51.9 81.6 78.7: 18.4 21.3
Old : 100.0: 6.0 20.5 6.3 69.3 51.9 81.6 78.7: 18.4 21.3
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 : 158: 28 31 36 76 80 124 127:
Old : 158: 28 31 36 76 80 124 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 19.1 31.1 27.4 15.6 18.0 27.1 25.8
Old : 18.9 19.1 31.1 27.4 15.6 18.0 27.1 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 8,274: 55 382 92 7,902 7,625 8,049 8,099: 225 175
Old : 8,274: 55 382 92 7,902 7,625 8,049 8,099: 225 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 167: 0 46 -21 203 187 182 212: -15 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.6 1.1 95.5 92.2 97.3 97.9: 2.7 2.1
Old : 100.0: 0.7 4.6 1.1 95.5 92.2 97.3 97.9: 2.7 2.1
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 : 23: 1 3 1 17 19 19 22:
Old : 23: 1 3 1 17 19 19 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 : 73.4 72.3 84.7 85.0 20.3 20.2 26.7 27.3
Old : 73.4 72.3 84.7 85.0 20.3 20.2 26.7 27.3
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, February 16, 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 : 231,600: 54,760 30,600 41,816 100,291 129,630 196,867 202,046: 34,733 29,554
Old : 195,874: 46,930 25,340 35,758 82,904 108,419 165,592 169,517: 30,282 26,357
Other: 35,726: 9,043 6,475 4,844 17,387 21,210 31,275 32,529: 4,451 3,197
: : :
: : Changes in Commitments from: February 9, 2010 :
: 2,241: 3,127 -1,352 -1,306 -463 6,538 1,357 3,880: 884 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 13.2 18.1 43.3 56.0 85.0 87.2: 15.0 12.8
Old : 100.0: 24.0 12.9 18.3 42.3 55.4 84.5 86.5: 15.5 13.5
Other: 100.0: 25.3 18.1 13.6 48.7 59.4 87.5 91.1: 12.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 51 43 60 63 58 154 137:
Old : 179: 52 46 59 62 56 150 135:
Other: 76: 19 17 21 33 17 63 46:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 35.7 25.7 46.6 14.8 29.2 24.0 36.0
Old : 14.8 34.9 25.5 44.7 14.4 27.0 24.0 34.0
Other: 29.8 52.5 47.9 66.0 29.8 48.5 46.5 61.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 17,187: 4,504 1,437 1,498 7,910 12,690 13,912 15,626: 3,276 1,562
Old : 15,089: 4,505 1,445 1,224 6,438 11,248 12,167 13,917: 2,922 1,171
Other: 2,099: 121 114 152 1,471 1,442 1,745 1,708: 354 390
: : :
: : Changes in Commitments from: February 9, 2010 :
: 450: 112 225 34 172 102 318 360: 133 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 8.4 8.7 46.0 73.8 80.9 90.9: 19.1 9.1
Old : 100.0: 29.9 9.6 8.1 42.7 74.5 80.6 92.2: 19.4 7.8
Other: 100.0: 5.8 5.4 7.3 70.1 68.7 83.1 81.4: 16.9 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 10 13 32 22 66 42:
Old : 79: 26 11 12 31 21 64 40:
Other: 28: 3 3 6 11 13 19 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 : 19.6 56.2 32.9 68.1 19.6 51.6 32.4 61.0
Old : 21.2 59.4 35.3 71.3 21.2 55.5 34.4 63.9
Other: 60.0 48.2 71.8 66.8 60.0 47.1 69.3 64.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,061,294: 316,886 124,888 87,642 555,852 718,209 960,379 930,739: 100,915 130,556
Old : 1,061,294: 316,886 124,888 87,642 555,852 718,209 960,379 930,739: 100,915 130,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 19,922: -11,721 6,395 10,877 15,473 -3,595 14,629 13,677: 5,293 6,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.8 8.3 52.4 67.7 90.5 87.7: 9.5 12.3
Old : 100.0: 29.9 11.8 8.3 52.4 67.7 90.5 87.7: 9.5 12.3
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 : 239: 46 47 36 83 129 144 197:
Old : 239: 46 47 36 83 129 144 197:
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 : 31.3 20.2 40.1 26.1 28.9 16.8 36.4 21.8
Old : 31.3 20.2 40.1 26.1 28.9 16.8 36.4 21.8
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 1,813,864: 167,669 269,736 232,204 1,130,205 1,012,898 1,530,078 1,514,838: 283,786 299,026
Old : 1,813,864: 167,669 269,736 232,204 1,130,205 1,012,898 1,530,078 1,514,838: 283,786 299,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -8,145: 20,206 30,300 -10,774 -13,502 -8,869 -4,069 10,657: -4,076 -18,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 14.9 12.8 62.3 55.8 84.4 83.5: 15.6 16.5
Old : 100.0: 9.2 14.9 12.8 62.3 55.8 84.4 83.5: 15.6 16.5
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 : 270: 44 61 69 136 144 222 232:
Old : 270: 44 61 69 136 144 222 232:
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 : 23.1 18.4 30.0 28.2 18.0 12.7 22.9 18.5
Old : 23.1 18.4 30.0 28.2 18.0 12.7 22.9 18.5
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, February 16, 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 : 1,001,345: 129,676 146,556 48,589 611,779 586,223 790,045 781,369: 211,301 219,977
Old : 1,001,345: 129,676 146,556 48,589 611,779 586,223 790,045 781,369: 211,301 219,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 11,343: -1,554 18,139 4,505 -1,807 -9,516 1,143 13,128: 10,200 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 14.6 4.9 61.1 58.5 78.9 78.0: 21.1 22.0
Old : 100.0: 13.0 14.6 4.9 61.1 58.5 78.9 78.0: 21.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 26 27 26 78 87 116 128:
Old : 157: 26 27 26 78 87 116 128:
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 : 20.7 17.3 33.1 27.1 15.4 12.8 25.4 20.2
Old : 20.7 17.3 33.1 27.1 15.4 12.8 25.4 20.2
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, February 16, 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 : 943,492: 67,673 70,905 305,147 530,207 522,960 903,026 899,012: 40,466 44,480
Old : 943,492: 67,673 70,905 305,147 530,207 522,960 903,026 899,012: 40,466 44,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 49,151: 4,724 4,269 15,759 28,605 31,954 49,088 51,982: 63 -2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.5 32.3 56.2 55.4 95.7 95.3: 4.3 4.7
Old : 100.0: 7.2 7.5 32.3 56.2 55.4 95.7 95.3: 4.3 4.7
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 : 138: 25 35 48 67 66 118 127:
Old : 138: 25 35 48 67 66 118 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 27.1 46.3 40.3 16.7 7.9 19.7 12.1
Old : 31.1 27.1 46.3 40.3 16.7 7.9 19.7 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 14,221: 2,646 1,845 3 8,978 9,123 11,627 10,971: 2,593 3,250
Old : 14,221: 2,646 1,845 3 8,978 9,123 11,627 10,971: 2,593 3,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 560: 40 19 2 500 498 542 519: 18 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.0 0.0 63.1 64.2 81.8 77.1: 18.2 22.9
Old : 100.0: 18.6 13.0 0.0 63.1 64.2 81.8 77.1: 18.2 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 : 24: 4 4 1 8 9 13 13:
Old : 24: 4 4 1 8 9 13 13:
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 : 59.7 49.0 75.3 65.3 59.7 49.0 75.3 65.3
Old : 59.7 49.0 75.3 65.3 59.7 49.0 75.3 65.3
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 68,824: 17,420 12,783 1,726 36,985 42,526 56,131 57,035: 12,692 11,789
Old : 68,824: 17,420 12,783 1,726 36,985 42,526 56,131 57,035: 12,692 11,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 3,973: -447 4,985 630 3,931 -1,623 4,114 3,992: -141 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.6 2.5 53.7 61.8 81.6 82.9: 18.4 17.1
Old : 100.0: 25.3 18.6 2.5 53.7 61.8 81.6 82.9: 18.4 17.1
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 : 96: 30 18 11 30 33 63 59:
Old : 96: 30 18 11 30 33 63 59:
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 : 22.4 29.5 35.7 46.7 22.2 27.9 34.1 43.0
Old : 22.4 29.5 35.7 46.7 22.2 27.9 34.1 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,683: 8,374 12,563 0 3,911 117 12,285 12,680: 398 3
Old : 12,683: 8,374 12,563 0 3,911 117 12,285 12,680: 398 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 12: -128 7 0 140 27 12 34: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 99.1 0.0 30.8 0.9 96.9 100.0: 3.1 0.0
Old : 100.0: 66.0 99.1 0.0 30.8 0.9 96.9 100.0: 3.1 0.0
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 : 20: 10 5 0 3 2 13 7:
Old : 20: 10 5 0 3 2 13 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 98.5 92.2 100.0 73.8 98.5 92.2 100.0
Old : 73.8 98.5 92.2 100.0 73.8 98.5 92.2 100.0
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, February 16, 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 : 10,354: 426 1,686 792 8,992 7,785 10,210 10,263: 144 91
Old : 10,354: 426 1,686 792 8,992 7,785 10,210 10,263: 144 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 972: -284 370 554 726 121 996 1,045: -24 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.3 7.6 86.8 75.2 98.6 99.1: 1.4 0.9
Old : 100.0: 4.1 16.3 7.6 86.8 75.2 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 9 2 15 15 21 25:
Old : 40: 5 9 2 15 15 21 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 : 56.7 59.6 85.0 79.5 56.7 54.4 71.5 68.0
Old : 56.7 59.6 85.0 79.5 56.7 54.4 71.5 68.0
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, February 16, 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 : 19,412: 7,039 1,568 0 12,162 17,696 19,201 19,264: 211 148
Old : 19,412: 7,039 1,568 0 12,162 17,696 19,201 19,264: 211 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 1,333: 1,651 760 0 -347 566 1,304 1,326: 29 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 8.1 0.0 62.7 91.2 98.9 99.2: 1.1 0.8
Old : 100.0: 36.3 8.1 0.0 62.7 91.2 98.9 99.2: 1.1 0.8
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 : 35: 9 4 0 9 15 18 19:
Old : 35: 9 4 0 9 15 18 19:
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 : 69.1 59.8 91.0 81.3 69.1 59.8 91.0 79.5
Old : 69.1 59.8 91.0 81.3 69.1 59.8 91.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2010