WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 620,197: 100,451 90,443 160,654 307,900 298,955 569,005 550,052: 51,193 70,145
Old : 481,799: 89,777 81,394 123,549 225,319 230,850 438,646 435,793: 43,153 46,006
Other: 138,399: 24,029 22,405 23,749 82,581 68,105 130,359 114,259: 8,040 24,139
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,022: -7,432 3,968 2,611 2,006 -7,119 -2,816 -540: 3,838 1,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.6 25.9 49.6 48.2 91.7 88.7: 8.3 11.3
Old : 100.0: 18.6 16.9 25.6 46.8 47.9 91.0 90.5: 9.0 9.5
Other: 100.0: 17.4 16.2 17.2 59.7 49.2 94.2 82.6: 5.8 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 161 154 180 101 138 369 371:
Old : 451: 162 144 165 92 133 346 352:
Other: 242: 54 62 53 58 110 142 203:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 15.6 28.3 22.7 16.1 11.0 25.2 15.7
Old : 19.2 18.1 28.9 25.9 18.8 14.4 25.7 20.1
Other: 35.8 18.3 49.4 26.4 33.3 13.5 42.0 18.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,125,837: 538,594 95,122 675,122 716,459 1,057,655 1,930,175 1,827,899: 195,661 297,938
Old : 1,897,143: 501,398 114,291 584,367 637,598 940,104 1,723,363 1,638,762: 173,780 258,381
Other: 228,694: 83,407 27,042 44,544 78,861 117,551 206,812 189,137: 21,882 39,557
: : :
: : Changes in Commitments from: September 14, 2010 :
: 126,073: 7,019 -4,631 80,822 31,852 62,912 119,693 139,103: 6,379 -13,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.5 31.8 33.7 49.8 90.8 86.0: 9.2 14.0
Old : 100.0: 26.4 6.0 30.8 33.6 49.6 90.8 86.4: 9.2 13.6
Other: 100.0: 36.5 11.8 19.5 34.5 51.4 90.4 82.7: 9.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 971: 305 181 312 255 426 695 807:
Old : 962: 286 204 295 251 423 676 793:
Other: 593: 117 114 65 92 328 235 484:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 10.4 17.9 16.9 10.7 8.7 16.0 13.7
Old : 11.6 10.3 18.4 16.9 11.0 9.3 16.7 14.3
Other: 21.6 17.9 32.1 26.0 20.6 14.6 28.3 19.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 13,665: 3,481 240 1,044 6,090 10,905 10,615 12,188: 3,050 1,477
Old : 13,253: 3,448 263 830 5,941 10,717 10,218 11,809: 3,034 1,443
Other: 412: 56 0 191 149 188 396 379: 16 34
: : :
: : Changes in Commitments from: September 14, 2010 :
: 905: 273 -12 145 484 924 902 1,056: 3 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 1.8 7.6 44.6 79.8 77.7 89.2: 22.3 10.8
Old : 100.0: 26.0 2.0 6.3 44.8 80.9 77.1 89.1: 22.9 10.9
Other: 100.0: 13.7 0.0 46.2 36.2 45.6 96.1 91.8: 3.9 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 3 8 15 13 38 22:
Old : 43: 18 4 7 15 13 37 21:
Other: 9: 5 0 5 1 3 6 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 61.4 39.1 75.6 24.3 55.0 38.1 68.0
Old : 25.2 63.3 39.7 76.2 25.1 57.8 39.3 69.9
Other: 92.6 85.6 96.1 91.8 49.3 45.6 49.9 45.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 754,876: 187,298 28,688 217,734 289,359 420,119 694,391 666,540: 60,484 88,335
Old : 710,977: 183,557 39,522 197,087 273,363 395,041 654,006 631,650: 56,971 79,327
Other: 43,899: 20,512 5,936 3,876 15,997 25,078 40,386 34,890: 3,513 9,008
: : :
: : Changes in Commitments from: September 14, 2010 :
: 63,868: 18,039 968 36,667 4,945 24,603 59,650 62,238: 4,218 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 3.8 28.8 38.3 55.7 92.0 88.3: 8.0 11.7
Old : 100.0: 25.8 5.6 27.7 38.4 55.6 92.0 88.8: 8.0 11.2
Other: 100.0: 46.7 13.5 8.8 36.4 57.1 92.0 79.5: 8.0 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 210 123 188 125 220 436 449:
Old : 581: 203 137 181 121 217 425 446:
Other: 239: 48 39 27 38 137 100 190:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 20.1 18.7 28.2 11.4 16.2 17.4 21.6
Old : 12.2 20.6 18.8 28.9 11.6 16.6 17.7 22.3
Other: 35.6 25.6 48.7 34.3 35.5 23.3 47.3 31.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 27,165: 23,874 2,274 366 19 6,822 24,259 9,462: 2,906 17,703
Old : 23,943: 21,117 2,448 179 19 5,903 21,315 8,530: 2,628 15,413
Other: 3,222: 2,939 8 5 0 919 2,944 932: 278 2,290
: : :
: : Changes in Commitments from: September 14, 2010 :
: 285: -60 329 75 0 820 15 1,224: 270 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 8.4 1.3 0.1 25.1 89.3 34.8: 10.7 65.2
Old : 100.0: 88.2 10.2 0.7 0.1 24.7 89.0 35.6: 11.0 64.4
Other: 100.0: 91.2 0.2 0.2 0.0 28.5 91.4 28.9: 8.6 71.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 7 7 1 15 20 28:
Old : 40: 16 9 7 1 15 20 28:
Other: 26: 10 1 1 0 15 10 17:
:----------------------------------------------------------------------------------------------------
: 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 : 62.7 12.6 78.0 20.4 62.6 12.6 77.5 20.4
Old : 65.2 12.0 79.9 20.3 65.1 12.0 79.8 20.3
Other: 71.6 21.4 88.5 25.9 71.6 21.4 88.4 25.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 382,003: 87,557 29,755 84,001 171,059 250,600 342,617 364,356: 39,386 17,647
Old : 372,718: 87,462 30,875 82,507 164,103 242,256 334,072 355,638: 38,646 17,080
Other: 9,285: 1,330 115 259 6,956 8,344 8,545 8,718: 740 567
: : :
: : Changes in Commitments from: September 14, 2010 :
: 37,287: 13,601 -8,638 14,400 5,771 31,348 33,772 37,110: 3,515 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.8 22.0 44.8 65.6 89.7 95.4: 10.3 4.6
Old : 100.0: 23.5 8.3 22.1 44.0 65.0 89.6 95.4: 10.4 4.6
Other: 100.0: 14.3 1.2 2.8 74.9 89.9 92.0 93.9: 8.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 96 55 105 66 74 225 200:
Old : 271: 99 57 104 66 74 224 200:
Other: 36: 12 4 7 12 9 27 18:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 34.1 24.5 45.1 11.6 28.1 19.4 35.6
Old : 14.4 32.9 24.5 44.2 11.9 27.9 19.8 35.6
Other: 66.3 83.4 81.2 90.7 66.3 81.8 81.0 87.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 791,223: 83,340 72,059 72,842 471,653 516,921 627,834 661,822: 163,389 129,401
Old : 791,223: 83,340 72,059 72,842 471,653 516,921 627,834 661,822: 163,389 129,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 11,191: -3,494 -17,673 -2,289 11,620 34,393 5,838 14,431: 5,353 -3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.1 9.2 59.6 65.3 79.3 83.6: 20.7 16.4
Old : 100.0: 10.5 9.1 9.2 59.6 65.3 79.3 83.6: 20.7 16.4
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 : 174: 32 31 46 91 89 150 139:
Old : 174: 32 31 46 91 89 150 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 21.8 26.3 33.7 16.3 19.9 24.8 31.8
Old : 17.6 21.8 26.3 33.7 16.3 19.9 24.8 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 223,680: 36,073 23,564 1,243 139,841 165,137 177,157 189,944: 46,523 33,736
Old : 223,680: 36,073 23,564 1,243 139,841 165,137 177,157 189,944: 46,523 33,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,504: 7,975 -2,781 -3,989 -4,846 6,423 -860 -347: 3,364 2,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 10.5 0.6 62.5 73.8 79.2 84.9: 20.8 15.1
Old : 100.0: 16.1 10.5 0.6 62.5 73.8 79.2 84.9: 20.8 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 : 45: 7 5 3 23 23 32 29:
Old : 45: 7 5 3 23 23 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 54.4 50.2 69.4 30.5 53.0 47.5 68.0
Old : 33.2 54.4 50.2 69.4 30.5 53.0 47.5 68.0
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 with Delta-adjusted Options and Futures Combined, September 21, 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 : 9,729: 986 1,111 297 8,210 8,199 9,493 9,607: 236 122
Old : 9,729: 986 1,111 297 8,210 8,199 9,493 9,607: 236 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 234: 2 594 -72 395 -191 325 331: -91 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.4 3.1 84.4 84.3 97.6 98.7: 2.4 1.3
Old : 100.0: 10.1 11.4 3.1 84.4 84.3 97.6 98.7: 2.4 1.3
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 : 35: 6 5 5 21 21 31 27:
Old : 35: 6 5 5 21 21 31 27:
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 : 59.5 62.0 75.2 79.8 17.3 21.6 24.2 28.0
Old : 59.5 62.0 75.2 79.8 17.3 21.6 24.2 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 246,697: 80,782 11,604 38,328 86,838 178,393 205,947 228,325: 40,749 18,372
Old : 240,114: 79,526 12,768 36,255 84,590 173,136 200,372 222,159: 39,742 17,955
Other: 6,582: 2,660 240 669 2,247 5,257 5,576 6,165: 1,007 417
: : :
: : Changes in Commitments from: September 14, 2010 :
: 13,406: 5,087 952 2,994 1,750 8,727 9,831 12,673: 3,575 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 4.7 15.5 35.2 72.3 83.5 92.6: 16.5 7.4
Old : 100.0: 33.1 5.3 15.1 35.2 72.1 83.4 92.5: 16.6 7.5
Other: 100.0: 40.4 3.6 10.2 34.1 79.9 84.7 93.7: 15.3 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 86 29 53 65 59 178 121:
Old : 202: 87 29 52 65 59 177 121:
Other: 33: 8 5 8 14 10 28 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 : 11.3 46.0 18.5 57.1 9.3 40.5 16.2 48.2
Old : 11.1 45.5 18.5 56.6 9.6 40.2 16.6 47.8
Other: 44.7 73.8 66.9 85.8 42.3 70.3 62.7 78.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,050: 5,539 3,558 2,908 5,952 11,445 14,399 17,911: 5,652 2,139
Old : 20,021: 5,544 3,574 2,879 5,951 11,435 14,374 17,888: 5,648 2,133
Other: 29: 24 13 0 1 10 25 23: 4 6
: : :
: : Changes in Commitments from: September 14, 2010 :
: 69: -774 -111 54 290 15 -430 -43: 499 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 17.7 14.5 29.7 57.1 71.8 89.3: 28.2 10.7
Old : 100.0: 27.7 17.9 14.4 29.7 57.1 71.8 89.3: 28.2 10.7
Other: 100.0: 82.8 45.1 0.0 3.4 34.3 86.3 79.4: 13.7 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 48 16 14 25 21 81 47:
Old : 101: 48 17 14 25 21 81 47:
Other: 5: 1 2 0 1 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 32.4 31.1 50.8 21.0 31.9 29.0 50.1
Old : 21.1 32.4 31.1 50.9 21.1 32.0 29.1 50.1
Other: 86.3 79.4 86.3 79.4 86.3 79.4 86.3 79.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 755,217: 160,054 153,709 41,328 442,042 440,373 643,424 635,410: 111,792 119,806
Old : 755,217: 160,054 153,709 41,328 442,042 440,373 643,424 635,410: 111,792 119,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 27,714: 39,842 -20,896 15,144 -29,657 32,361 25,329 26,610: 2,385 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 20.4 5.5 58.5 58.3 85.2 84.1: 14.8 15.9
Old : 100.0: 21.2 20.4 5.5 58.5 58.3 85.2 84.1: 14.8 15.9
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 : 213: 32 47 26 80 105 130 161:
Old : 213: 32 47 26 80 105 130 161:
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 17.8 34.5 26.8 19.2 17.0 29.1 24.4
Old : 23.1 17.8 34.5 26.8 19.2 17.0 29.1 24.4
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,186,686: 213,816 166,400 283,973 1,372,048 1,402,521 1,869,837 1,852,894: 316,849 333,791
Old : 2,186,686: 213,816 166,400 283,973 1,372,048 1,402,521 1,869,837 1,852,894: 316,849 333,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 50,717: 28,537 -14,746 21,473 -15,224 43,512 34,786 50,238: 15,931 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.6 13.0 62.7 64.1 85.5 84.7: 14.5 15.3
Old : 100.0: 9.8 7.6 13.0 62.7 64.1 85.5 84.7: 14.5 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 : 284: 53 48 77 149 159 239 247:
Old : 284: 53 48 77 149 159 239 247:
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 : 24.1 17.5 31.2 26.3 21.1 14.3 26.1 20.9
Old : 24.1 17.5 31.2 26.3 21.1 14.3 26.1 20.9
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, September 21, 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 : 1,050,996: 199,406 63,477 63,823 554,916 682,877 818,144 810,177: 232,852 240,819
Old : 1,050,996: 199,406 63,477 63,823 554,916 682,877 818,144 810,177: 232,852 240,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 70,515: 35,653 -9,491 8,048 9,039 69,789 52,739 68,346: 17,776 2,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.0 6.1 52.8 65.0 77.8 77.1: 22.2 22.9
Old : 100.0: 19.0 6.0 6.1 52.8 65.0 77.8 77.1: 22.2 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 : 151: 35 19 29 73 84 118 122:
Old : 151: 35 19 29 73 84 118 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 21.3 29.3 29.5 17.4 17.9 25.8 25.0
Old : 20.0 21.3 29.3 29.5 17.4 17.9 25.8 25.0
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,276,605: 146,667 21,152 693,977 398,796 504,907 1,239,440 1,220,036: 37,165 56,569
Old : 1,276,605: 146,667 21,152 693,977 398,796 504,907 1,239,440 1,220,036: 37,165 56,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 15,161: 7,380 1,564 6,427 1,847 3,264 15,655 11,255: -493 3,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 1.7 54.4 31.2 39.6 97.1 95.6: 2.9 4.4
Old : 100.0: 11.5 1.7 54.4 31.2 39.6 97.1 95.6: 2.9 4.4
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 : 117: 38 16 42 57 60 108 105:
Old : 117: 38 16 42 57 60 108 105:
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 : 45.0 38.9 61.2 59.7 12.2 11.9 15.5 15.5
Old : 45.0 38.9 61.2 59.7 12.2 11.9 15.5 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 40,324: 12,171 5,802 424 22,175 27,866 34,771 34,092: 5,553 6,232
Old : 40,324: 12,171 5,802 424 22,175 27,866 34,771 34,092: 5,553 6,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -13,934: 981 -370 -2,570 -10,146 -11,120 -11,734 -14,060: -2,199 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 14.4 1.1 55.0 69.1 86.2 84.5: 13.8 15.5
Old : 100.0: 30.2 14.4 1.1 55.0 69.1 86.2 84.5: 13.8 15.5
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 : 87: 21 12 5 29 37 52 52:
Old : 87: 21 12 5 29 37 52 52:
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 : 28.0 30.4 43.3 48.0 27.5 30.4 42.8 47.7
Old : 28.0 30.4 43.3 48.0 27.5 30.4 42.8 47.7
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, September 21, 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 : 80,648: 24,343 11,604 849 44,350 55,731 69,541 68,184: 11,106 12,464
Old : 80,648: 24,343 11,604 849 44,350 55,731 69,541 68,184: 11,106 12,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -27,868: 1,962 -740 -5,140 -20,292 -22,241 -23,469 -28,120: -4,399 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 14.4 1.1 55.0 69.1 86.2 84.5: 13.8 15.5
Old : 100.0: 30.2 14.4 1.1 55.0 69.1 86.2 84.5: 13.8 15.5
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 : 87: 21 12 5 29 37 52 52:
Old : 87: 21 12 5 29 37 52 52:
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 : 28.0 30.4 43.3 48.0 27.5 30.4 42.8 47.7
Old : 28.0 30.4 43.3 48.0 27.5 30.4 42.8 47.7
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, September 21, 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 : 9,865: 994 709 48 8,539 8,984 9,581 9,741: 284 124
Old : 9,865: 994 709 48 8,539 8,984 9,581 9,741: 284 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -19: 63 -611 48 -238 446 -127 -117: 108 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.2 0.5 86.6 91.1 97.1 98.7: 2.9 1.3
Old : 100.0: 10.1 7.2 0.5 86.6 91.1 97.1 98.7: 2.9 1.3
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 : 30: 4 5 1 8 15 13 20:
Old : 30: 4 5 1 8 15 13 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 : 81.4 67.2 93.2 83.0 72.6 54.0 80.4 67.1
Old : 81.4 67.2 93.2 83.0 72.6 54.0 80.4 67.1
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, September 21, 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 : 35,057: 1,716 2,601 0 33,099 32,381 34,815 34,982: 242 75
Old : 35,057: 1,716 2,601 0 33,099 32,381 34,815 34,982: 242 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,255: 46 -218 0 1,117 1,610 1,163 1,392: 92 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.4 0.0 94.4 92.4 99.3 99.8: 0.7 0.2
Old : 100.0: 4.9 7.4 0.0 94.4 92.4 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 4 0 6 20 11 24:
Old : 33: 5 4 0 6 20 11 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 : 96.1 70.0 98.8 88.2 96.1 70.0 98.8 88.2
Old : 96.1 70.0 98.8 88.2 96.1 70.0 98.8 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010