WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 545,753: 124,914 89,634 91,218 280,251 303,546 496,383 484,398: 49,370 61,355
Old : 303,380: 104,436 83,213 21,658 144,272 173,875 270,366 278,746: 33,014 24,634
Other: 242,373: 57,961 43,904 32,077 135,979 129,671 226,017 205,652: 16,356 36,721
: : :
: : Changes in Commitments from: January 25, 2011 :
: 9,809: 2,610 1,721 2,598 2,703 5,025 7,911 9,344: 1,898 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.4 16.7 51.4 55.6 91.0 88.8: 9.0 11.2
Old : 100.0: 34.4 27.4 7.1 47.6 57.3 89.1 91.9: 10.9 8.1
Other: 100.0: 23.9 18.1 13.2 56.1 53.5 93.3 84.8: 6.7 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 164 134 163 87 134 358 343:
Old : 423: 165 118 83 67 111 280 271:
Other: 320: 94 88 74 68 121 205 248:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 22.3 31.7 28.5 18.2 18.5 29.2 22.7
Old : 22.7 28.7 33.8 36.6 22.7 28.1 32.2 34.9
Other: 29.4 17.7 40.6 26.2 26.6 15.8 37.1 21.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,669,116: 614,748 116,571 217,934 661,108 1,064,276 1,493,790 1,398,781: 175,326 270,335
Old : 1,257,167: 462,452 111,704 156,426 506,837 800,952 1,125,715 1,069,082: 131,452 188,085
Other: 411,949: 184,673 37,244 29,131 154,271 263,324 368,075 329,699: 43,874 82,250
: : :
: : Changes in Commitments from: January 25, 2011 :
: 45,364: 11,353 -4,904 18,556 13,094 29,107 43,003 42,759: 2,361 2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 7.0 13.1 39.6 63.8 89.5 83.8: 10.5 16.2
Old : 100.0: 36.8 8.9 12.4 40.3 63.7 89.5 85.0: 10.5 15.0
Other: 100.0: 44.8 9.0 7.1 37.4 63.9 89.3 80.0: 10.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 891: 287 116 214 237 385 633 654:
Old : 861: 276 135 171 205 374 566 614:
Other: 658: 164 93 54 115 332 307 462:
:----------------------------------------------------------------------------------------------------
: 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 12.3 20.1 18.5 11.0 9.8 16.3 14.9
Old : 14.1 14.5 21.4 20.1 12.5 11.9 18.0 16.6
Other: 19.8 13.1 30.3 19.3 19.1 12.4 28.6 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,011: 4,700 188 928 5,263 11,776 10,891 12,892: 3,120 1,119
Old : 11,592: 4,443 325 537 4,024 9,829 9,004 10,691: 2,588 901
Other: 2,419: 599 205 49 1,239 1,947 1,887 2,201: 532 218
: : :
: : Changes in Commitments from: January 25, 2011 :
: 387: 955 -19 -421 -275 610 259 170: 128 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 1.3 6.6 37.6 84.0 77.7 92.0: 22.3 8.0
Old : 100.0: 38.3 2.8 4.6 34.7 84.8 77.7 92.2: 22.3 7.8
Other: 100.0: 24.8 8.5 2.0 51.2 80.5 78.0 91.0: 22.0 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 24 4 6 15 12 43 20:
Old : 46: 23 4 4 12 11 37 17:
Other: 24: 7 3 3 10 10 18 15:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 67.6 40.8 83.3 24.6 61.1 39.1 73.1
Old : 26.7 73.3 45.8 85.6 26.7 71.0 44.0 79.8
Other: 52.5 63.4 65.3 82.3 43.9 59.1 54.2 70.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 677,852: 265,819 47,010 87,471 261,833 456,497 615,123 590,978: 62,729 86,874
Old : 484,251: 213,540 35,724 43,450 179,246 351,655 436,236 430,829: 48,015 53,422
Other: 193,601: 82,566 41,573 13,734 82,587 104,842 178,887 160,149: 14,714 33,452
: : :
: : Changes in Commitments from: January 25, 2011 :
: 27,730: 15,136 9,523 7,636 2,334 10,299 25,106 27,458: 2,624 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 6.9 12.9 38.6 67.3 90.7 87.2: 9.3 12.8
Old : 100.0: 44.1 7.4 9.0 37.0 72.6 90.1 89.0: 9.9 11.0
Other: 100.0: 42.6 21.5 7.1 42.7 54.2 92.4 82.7: 7.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 235 88 155 120 207 429 413:
Old : 566: 229 93 120 93 193 371 373:
Other: 399: 103 89 39 70 171 201 279:
:----------------------------------------------------------------------------------------------------
: 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 22.6 20.4 32.0 10.7 21.0 17.6 29.1
Old : 16.2 28.5 24.5 40.3 15.5 27.8 23.7 39.3
Other: 23.5 20.7 37.2 32.0 22.3 20.7 35.2 30.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,321: 23,847 3,452 100 26 5,443 23,973 8,995: 2,348 17,326
Old : 10,258: 8,336 2,444 85 26 1,637 8,447 4,166: 1,811 6,092
Other: 16,063: 15,511 1,008 15 0 3,806 15,526 4,829: 537 11,234
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,309: 1,733 886 14 0 -102 1,747 798: -438 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 13.1 0.4 0.1 20.7 91.1 34.2: 8.9 65.8
Old : 100.0: 81.3 23.8 0.8 0.3 16.0 82.3 40.6: 17.7 59.4
Other: 100.0: 96.6 6.3 0.1 0.0 23.7 96.7 30.1: 3.3 69.9
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 22 13 7 3 12 26 31:
Old : 45: 21 12 5 3 12 24 29:
Other: 33: 16 5 3 0 12 17 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 : 53.6 12.6 74.7 18.9 53.6 12.6 74.6 18.9
Old : 39.5 13.7 60.5 23.6 39.5 13.7 60.5 23.6
Other: 65.8 13.8 86.3 20.3 65.8 13.8 86.3 20.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 400,599: 119,174 29,455 43,283 202,336 307,902 364,793 380,640: 35,806 19,959
Old : 351,133: 116,562 34,156 29,105 172,537 269,934 318,204 333,195: 32,929 17,938
Other: 49,466: 11,806 4,493 4,984 29,799 37,968 46,589 47,445: 2,877 2,021
: : :
: : Changes in Commitments from: January 25, 2011 :
: 15,996: 17,294 -3,637 2,146 -7,512 16,542 11,928 15,051: 4,068 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 7.4 10.8 50.5 76.9 91.1 95.0: 8.9 5.0
Old : 100.0: 33.2 9.7 8.3 49.1 76.9 90.6 94.9: 9.4 5.1
Other: 100.0: 23.9 9.1 10.1 60.2 76.8 94.2 95.9: 5.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 112 43 83 63 62 220 165:
Old : 263: 110 54 74 61 61 213 158:
Other: 90: 27 17 13 33 22 68 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 : 14.2 38.1 24.5 51.7 10.7 26.8 17.9 38.1
Old : 15.4 37.9 26.4 50.5 12.4 30.4 21.1 40.7
Other: 38.3 58.2 57.6 74.9 37.9 57.9 53.4 68.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 560,523: 52,969 71,410 5,230 377,728 339,467 435,927 416,107: 124,596 144,416
Old : 560,523: 52,969 71,410 5,230 377,728 339,467 435,927 416,107: 124,596 144,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -7,383: -7,253 1,390 1,054 6,431 -12,632 232 -10,188: -7,615 2,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.7 0.9 67.4 60.6 77.8 74.2: 22.2 25.8
Old : 100.0: 9.4 12.7 0.9 67.4 60.6 77.8 74.2: 22.2 25.8
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 : 142: 17 33 16 66 65 93 104:
Old : 142: 17 33 16 66 65 93 104:
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 : 22.9 18.2 34.0 28.3 20.3 16.8 30.1 26.0
Old : 22.9 18.2 34.0 28.3 20.3 16.8 30.1 26.0
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 305,494: 41,669 57,767 256 199,563 197,623 241,488 255,646: 64,006 49,848
Old : 305,494: 41,669 57,767 256 199,563 197,623 241,488 255,646: 64,006 49,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 3,210: -1,554 1,308 6 4,418 504 2,870 1,818: 340 1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.9 0.1 65.3 64.7 79.0 83.7: 21.0 16.3
Old : 100.0: 13.6 18.9 0.1 65.3 64.7 79.0 83.7: 21.0 16.3
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 : 53: 4 11 1 26 27 30 39:
Old : 53: 4 11 1 26 27 30 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 : 26.9 43.4 48.1 59.8 26.7 43.2 46.7 59.1
Old : 26.9 43.4 48.1 59.8 26.7 43.2 46.7 59.1
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,907: 1,459 300 398 5,857 7,023 7,714 7,721: 193 186
Old : 7,907: 1,459 300 398 5,857 7,023 7,714 7,721: 193 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -193: 81 -131 5 -289 -21 -203 -147: 10 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.8 5.0 74.1 88.8 97.6 97.6: 2.4 2.4
Old : 100.0: 18.5 3.8 5.0 74.1 88.8 97.6 97.6: 2.4 2.4
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 : 38: 7 5 5 20 24 30 31:
Old : 38: 7 5 5 20 24 30 31:
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 : 53.2 47.2 73.8 69.0 39.1 32.0 48.9 40.9
Old : 53.2 47.2 73.8 69.0 39.1 32.0 48.9 40.9
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,089: 73,278 13,049 21,518 81,752 166,408 176,548 200,975: 41,541 17,114
Old : 185,604: 68,708 13,934 13,332 67,278 143,329 149,318 170,595: 36,286 15,009
Other: 32,485: 6,784 1,329 5,972 14,474 23,079 27,230 30,380: 5,255 2,105
: : :
: : Changes in Commitments from: January 25, 2011 :
: 6,286: 7,340 -1,116 3,111 -6,155 5,003 4,296 6,998: 1,990 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.0 9.9 37.5 76.3 81.0 92.2: 19.0 7.8
Old : 100.0: 37.0 7.5 7.2 36.2 77.2 80.4 91.9: 19.6 8.1
Other: 100.0: 20.9 4.1 18.4 44.6 71.0 83.8 93.5: 16.2 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 84 18 42 67 64 177 113:
Old : 199: 82 21 39 65 62 169 110:
Other: 90: 26 8 9 41 22 74 36:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 43.7 19.7 52.5 7.3 39.2 13.0 46.8
Old : 12.6 42.6 19.4 52.6 8.6 37.4 15.0 45.6
Other: 30.0 50.7 43.1 74.0 25.9 49.9 35.8 64.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,034: 8,462 2,651 1,217 6,338 17,811 16,017 21,679: 7,017 1,355
Old : 20,925: 8,316 2,630 917 5,257 16,230 14,490 19,777: 6,435 1,148
Other: 2,109: 327 202 119 1,081 1,581 1,527 1,902: 582 207
: : :
: : Changes in Commitments from: January 25, 2011 :
: 2,742: 1,674 267 265 78 2,132 2,017 2,664: 725 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 11.5 5.3 27.5 77.3 69.5 94.1: 30.5 5.9
Old : 100.0: 39.7 12.6 4.4 25.1 77.6 69.2 94.5: 30.8 5.5
Other: 100.0: 15.5 9.6 5.6 51.3 75.0 72.4 90.2: 27.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 58 14 14 22 21 88 47:
Old : 109: 58 14 11 18 20 82 43:
Other: 38: 10 7 3 10 13 21 23:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 57.6 25.0 71.6 15.7 54.9 24.9 67.6
Old : 17.2 59.4 26.9 73.1 17.2 59.4 26.8 71.6
Other: 46.5 59.6 60.5 74.2 46.3 59.6 57.8 72.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 796,113: 201,168 136,375 10,539 481,564 519,333 693,271 666,247: 102,842 129,866
Old : 796,113: 201,168 136,375 10,539 481,564 519,333 693,271 666,247: 102,842 129,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 52,883: 59,450 15,435 912 -7,384 34,521 52,978 50,868: -95 2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.1 1.3 60.5 65.2 87.1 83.7: 12.9 16.3
Old : 100.0: 25.3 17.1 1.3 60.5 65.2 87.1 83.7: 12.9 16.3
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 : 205: 38 39 19 73 104 122 151:
Old : 205: 38 39 19 73 104 122 151:
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 : 28.5 16.2 40.5 25.6 26.1 12.6 35.0 21.0
Old : 28.5 16.2 40.5 25.6 26.1 12.6 35.0 21.0
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,365,536: 139,750 273,580 12,855 940,550 761,446 1,093,155 1,047,881: 272,381 317,655
Old : 1,365,536: 139,750 273,580 12,855 940,550 761,446 1,093,155 1,047,881: 272,381 317,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -5,312: 8,864 28,376 -3,114 -18,771 -23,726 -13,021 1,536: 7,709 -6,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 20.0 0.9 68.9 55.8 80.1 76.7: 19.9 23.3
Old : 100.0: 10.2 20.0 0.9 68.9 55.8 80.1 76.7: 19.9 23.3
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 : 244: 37 60 32 99 117 151 194:
Old : 244: 37 60 32 99 117 151 194:
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 : 31.9 14.1 38.3 21.9 27.6 11.1 33.1 17.3
Old : 31.9 14.1 38.3 21.9 27.6 11.1 33.1 17.3
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,120,310: 283,233 82,070 15,635 624,854 772,288 923,722 869,993: 196,588 250,317
Old : 1,120,310: 283,233 82,070 15,635 624,854 772,288 923,722 869,993: 196,588 250,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -12,651: 23,470 -5,707 3,016 -52,956 -13,907 -26,470 -16,598: 13,819 3,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.3 1.4 55.8 68.9 82.5 77.7: 17.5 22.3
Old : 100.0: 25.3 7.3 1.4 55.8 68.9 82.5 77.7: 17.5 22.3
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 : 176: 33 32 21 77 80 119 124:
Old : 176: 33 32 21 77 80 119 124:
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 : 17.2 20.3 28.4 33.8 15.5 18.2 24.8 28.9
Old : 17.2 20.3 28.4 33.8 15.5 18.2 24.8 28.9
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 544,417: 109,117 30,511 61,958 347,125 410,113 518,200 502,582: 26,217 41,835
Old : 544,417: 109,117 30,511 61,958 347,125 410,113 518,200 502,582: 26,217 41,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -37,999: -17,922 -7,046 3,168 -18,410 -30,797 -33,164 -34,675: -4,835 -3,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 5.6 11.4 63.8 75.3 95.2 92.3: 4.8 7.7
Old : 100.0: 20.0 5.6 11.4 63.8 75.3 95.2 92.3: 4.8 7.7
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 : 110: 26 21 31 51 51 92 92:
Old : 110: 26 21 31 51 51 92 92:
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 : 39.2 37.8 52.3 52.3 22.1 18.1 27.0 25.8
Old : 39.2 37.8 52.3 52.3 22.1 18.1 27.0 25.8
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,570: 21,546 4,347 1,556 29,244 47,769 52,346 53,671: 8,225 6,899
Old : 60,570: 21,546 4,347 1,556 29,244 47,769 52,346 53,671: 8,225 6,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 10,789: 2,888 -2,183 1,304 5,545 10,006 9,737 9,127: 1,052 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 7.2 2.6 48.3 78.9 86.4 88.6: 13.6 11.4
Old : 100.0: 35.6 7.2 2.6 48.3 78.9 86.4 88.6: 13.6 11.4
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 : 111: 39 11 6 31 33 73 50:
Old : 111: 39 11 6 31 33 73 50:
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 37.6 41.7 52.6 28.6 37.5 40.4 52.4
Old : 29.1 37.6 41.7 52.6 28.6 37.5 40.4 52.4
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 - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,616: 2,653 465 0 6,191 8,044 8,844 8,509: 1,772 2,107
Old : 10,616: 2,653 465 0 6,191 8,044 8,844 8,509: 1,772 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.4 0.0 58.3 75.8 83.3 80.2: 16.7 19.8
Old : 100.0: 25.0 4.4 0.0 58.3 75.8 83.3 80.2: 16.7 19.8
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 : 20: 6 2 0 6 7 12 9:
Old : 20: 6 2 0 6 7 12 9:
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 : 49.7 66.7 72.2 78.6 48.1 66.7 70.6 78.6
Old : 49.7 66.7 72.2 78.6 48.1 66.7 70.6 78.6
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,908: 40,897 10,875 0 46,106 79,449 87,003 90,324: 12,905 9,584
Old : 99,908: 40,897 10,875 0 46,106 79,449 87,003 90,324: 12,905 9,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 345: 3,582 -2,184 -504 -1,293 3,923 1,785 1,235: -1,440 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 10.9 0.0 46.1 79.5 87.1 90.4: 12.9 9.6
Old : 100.0: 40.9 10.9 0.0 46.1 79.5 87.1 90.4: 12.9 9.6
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 : 107: 36 15 0 29 32 65 47:
Old : 107: 36 15 0 29 32 65 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 36.7 44.1 53.1 30.4 36.7 43.8 53.0
Old : 30.7 36.7 44.1 53.1 30.4 36.7 43.8 53.0
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 - Futures Only, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,378: 3,601 2,035 37 1,669 3,286 5,307 5,358: 71 20
Old : 5,378: 3,601 2,035 37 1,669 3,286 5,307 5,358: 71 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 252: 151 269 0 81 -4 232 265: 20 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 37.8 0.7 31.0 61.1 98.7 99.6: 1.3 0.4
Old : 100.0: 67.0 37.8 0.7 31.0 61.1 98.7 99.6: 1.3 0.4
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 : 21: 12 5 1 1 3 13 9:
Old : 21: 12 5 1 1 3 13 9:
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 : 72.4 90.4 91.8 99.1 72.4 90.4 91.8 98.9
Old : 72.4 90.4 91.8 99.1 72.4 90.4 91.8 98.9
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,404: 1,392 1,421 20 13,918 13,748 15,330 15,189: 74 215
Old : 15,404: 1,392 1,421 20 13,918 13,748 15,330 15,189: 74 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 108: -188 -128 3 278 237 93 112: 15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.2 0.1 90.4 89.2 99.5 98.6: 0.5 1.4
Old : 100.0: 9.0 9.2 0.1 90.4 89.2 99.5 98.6: 0.5 1.4
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 : 31: 2 8 1 9 15 12 23:
Old : 31: 2 8 1 9 15 12 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 67.9 98.6 83.1 77.0 67.5 92.1 78.7
Old : 80.7 67.9 98.6 83.1 77.0 67.5 92.1 78.7
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, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,615: 2,398 2,060 0 52,888 53,376 55,286 55,436: 329 179
Old : 55,615: 2,398 2,060 0 52,888 53,376 55,286 55,436: 329 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 5,035: -786 362 0 5,735 4,984 4,949 5,346: 86 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.7 0.0 95.1 96.0 99.4 99.7: 0.6 0.3
Old : 100.0: 4.3 3.7 0.0 95.1 96.0 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 8 0 7 17 12 25:
Old : 34: 5 8 0 7 17 12 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 : 96.7 65.8 99.0 90.9 80.7 60.0 82.9 76.2
Old : 96.7 65.8 99.0 90.9 80.7 60.0 82.9 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011