WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 684,217: 118,964 82,025 182,477 327,061 351,618 628,502 616,121: 55,714 68,096
Old : 375,180: 97,514 74,488 81,986 157,301 190,125 336,801 346,599: 38,379 28,581
Other: 309,036: 54,346 40,434 67,594 169,760 161,493 291,701 269,521: 17,335 39,515
: : :
: : Changes in Commitments from: January 25, 2011 :
: 14,381: 2,146 -86 6,450 3,455 7,273 12,052 13,637: 2,329 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.0 26.7 47.8 51.4 91.9 90.0: 8.1 10.0
Old : 100.0: 26.0 19.9 21.9 41.9 50.7 89.8 92.4: 10.2 7.6
Other: 100.0: 17.6 13.1 21.9 54.9 52.3 94.4 87.2: 5.6 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 173 147 202 99 145 397 388:
Old : 457: 176 130 148 86 132 342 336:
Other: 333: 90 101 116 77 126 239 279:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 18.6 27.5 24.7 14.4 14.8 23.0 18.5
Old : 18.8 23.5 27.9 31.0 18.6 23.2 26.3 28.9
Other: 26.9 17.5 38.4 25.0 20.5 12.6 29.5 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,463,395: 539,099 99,661 808,613 883,899 1,234,084 2,231,610 2,142,357: 231,785 321,038
Old : 1,875,162: 404,581 97,109 632,760 661,664 921,085 1,699,005 1,650,954: 176,157 224,208
Other: 588,233: 172,150 40,184 138,221 222,234 312,998 532,605 491,403: 55,628 96,830
: : :
: : Changes in Commitments from: January 25, 2011 :
: 82,224: 18,984 -6,765 42,588 17,433 38,119 79,004 73,942: 3,221 8,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.0 32.8 35.9 50.1 90.6 87.0: 9.4 13.0
Old : 100.0: 21.6 5.2 33.7 35.3 49.1 90.6 88.0: 9.4 12.0
Other: 100.0: 29.3 6.8 23.5 37.8 53.2 90.5 83.5: 9.5 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 932: 287 152 317 311 421 750 773:
Old : 908: 274 166 277 282 408 691 732:
Other: 690: 167 111 131 171 359 399 549:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 11.7 17.9 17.4 8.3 6.6 12.0 10.1
Old : 10.9 12.9 18.6 18.2 8.6 8.0 12.8 11.5
Other: 16.4 12.0 26.4 18.9 15.1 9.0 22.2 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,220: 4,540 178 1,632 5,850 12,237 12,022 14,047: 3,198 1,173
Old : 12,122: 4,412 161 875 4,173 10,162 9,460 11,197: 2,662 925
Other: 3,098: 285 175 599 1,677 2,075 2,562 2,850: 535 248
: : :
: : Changes in Commitments from: January 25, 2011 :
: 492: 1,114 -1 -433 -342 707 339 272: 154 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 1.2 10.7 38.4 80.4 79.0 92.3: 21.0 7.7
Old : 100.0: 36.4 1.3 7.2 34.4 83.8 78.0 92.4: 22.0 7.6
Other: 100.0: 9.2 5.6 19.3 54.1 67.0 82.7 92.0: 17.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 26 5 9 16 13 45 26:
Old : 49: 22 7 7 14 13 40 23:
Other: 26: 9 2 8 10 12 20 21:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 62.2 38.3 77.9 22.7 55.0 36.4 67.2
Old : 25.5 70.1 43.8 84.2 25.5 67.9 42.5 77.5
Other: 51.1 53.8 66.8 71.8 36.0 46.8 43.7 55.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 985,063: 217,648 32,904 352,657 342,428 502,778 912,733 888,339: 72,329 96,723
Old : 717,035: 179,140 22,051 251,022 231,456 384,146 661,618 657,219: 55,417 59,816
Other: 268,027: 71,805 44,151 68,338 110,972 118,632 251,115 231,120: 16,912 36,907
: : :
: : Changes in Commitments from: January 25, 2011 :
: 49,896: 19,425 5,621 28,881 -2,053 13,125 46,253 47,627: 3,643 2,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 3.3 35.8 34.8 51.0 92.7 90.2: 7.3 9.8
Old : 100.0: 25.0 3.1 35.0 32.3 53.6 92.3 91.7: 7.7 8.3
Other: 100.0: 26.8 16.5 25.5 41.4 44.3 93.7 86.2: 6.3 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 612: 237 110 232 136 222 479 488:
Old : 588: 230 111 207 117 214 432 461:
Other: 412: 102 101 77 87 181 233 320:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 16.9 20.0 25.2 9.8 12.9 14.5 18.6
Old : 13.0 20.0 21.3 29.1 11.8 16.7 17.3 25.0
Other: 19.2 15.9 31.6 25.6 16.0 14.8 26.5 22.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,945: 829 6,497 1,447 6,184 785 8,460 8,728: 484 216
Old : 8,945: 829 6,497 1,447 6,184 785 8,460 8,728: 484 216
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: 9.3 72.6 16.2 69.1 8.8 94.6 97.6: 5.4 2.4
Old : 100.0: 9.3 72.6 16.2 69.1 8.8 94.6 97.6: 5.4 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 : 20: 3 6 6 9 7 17 14:
Old : 20: 3 6 6 9 7 17 14:
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 : 67.3 82.9 83.9 94.1 62.4 68.6 69.1 73.8
Old : 67.3 82.9 83.9 94.1 62.4 68.6 69.1 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 491,175: 103,389 24,544 111,803 237,823 333,746 453,016 470,093: 38,159 21,083
Old : 437,428: 99,704 28,976 94,645 207,991 294,801 402,340 418,421: 35,088 19,007
Other: 53,747: 13,130 5,012 7,714 29,833 38,945 50,676 51,671: 3,071 2,075
: : :
: : Changes in Commitments from: January 25, 2011 :
: 24,474: 20,838 -5,886 8,808 -10,241 20,431 19,405 23,354: 5,069 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.0 22.8 48.4 67.9 92.2 95.7: 7.8 4.3
Old : 100.0: 22.8 6.6 21.6 47.5 67.4 92.0 95.7: 8.0 4.3
Other: 100.0: 24.4 9.3 14.4 55.5 72.5 94.3 96.1: 5.7 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 116 47 96 67 76 234 190:
Old : 272: 112 59 88 66 75 228 183:
Other: 96: 35 14 27 33 26 79 57:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 33.9 25.1 47.7 8.3 21.8 14.3 30.1
Old : 16.9 33.5 26.7 46.4 9.6 24.0 16.2 32.3
Other: 35.3 53.5 53.0 70.8 33.3 53.3 47.6 63.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 620,085: 51,032 66,619 33,194 398,313 363,657 482,539 463,470: 137,546 156,615
Old : 620,085: 51,032 66,619 33,194 398,313 363,657 482,539 463,470: 137,546 156,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -390: -9,047 2,051 5,657 7,953 -11,770 4,563 -4,061: -4,953 3,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.7 5.4 64.2 58.6 77.8 74.7: 22.2 25.3
Old : 100.0: 8.2 10.7 5.4 64.2 58.6 77.8 74.7: 22.2 25.3
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 : 148: 24 31 29 74 76 111 123:
Old : 148: 24 31 29 74 76 111 123:
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 16.7 30.8 25.8 18.4 15.1 27.2 23.6
Old : 20.7 16.7 30.8 25.8 18.4 15.1 27.2 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 307,445: 41,669 57,656 467 200,638 197,715 242,773 255,837: 64,672 51,608
Old : 307,445: 41,669 57,656 467 200,638 197,715 242,773 255,837: 64,672 51,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 3,480: -1,554 1,348 28 4,836 440 3,311 1,817: 170 1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.8 0.2 65.3 64.3 79.0 83.2: 21.0 16.8
Old : 100.0: 13.6 18.8 0.2 65.3 64.3 79.0 83.2: 21.0 16.8
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 : 53: 4 11 2 26 28 31 40:
Old : 53: 4 11 2 26 28 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 43.2 47.8 59.5 26.6 42.6 46.4 58.3
Old : 26.8 43.2 47.8 59.5 26.6 42.6 46.4 58.3
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 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 with Delta-adjusted Options and Futures Combined, 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 : 262,275: 61,522 12,289 53,321 100,562 176,931 215,406 242,542: 46,869 19,733
Old : 221,655: 59,748 12,680 39,399 81,576 152,169 180,724 204,249: 40,931 17,406
Other: 40,620: 4,076 1,912 11,619 18,986 24,762 34,682 38,293: 5,938 2,327
: : :
: : Changes in Commitments from: January 25, 2011 :
: 10,722: 6,938 -2,670 6,365 -5,147 7,133 8,156 10,827: 2,566 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.7 20.3 38.3 67.5 82.1 92.5: 17.9 7.5
Old : 100.0: 27.0 5.7 17.8 36.8 68.7 81.5 92.1: 18.5 7.9
Other: 100.0: 10.0 4.7 28.6 46.7 61.0 85.4 94.3: 14.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 87 18 55 72 73 187 133:
Old : 205: 85 21 51 72 70 181 128:
Other: 96: 25 11 21 46 30 83 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 37.4 20.4 48.9 6.3 31.4 11.3 37.7
Old : 12.7 36.7 19.7 48.0 7.4 30.5 13.0 37.8
Other: 27.9 45.6 40.2 64.4 21.7 36.5 27.5 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 25,473: 8,624 2,573 2,642 6,803 18,661 18,070 23,877: 7,404 1,597
Old : 23,087: 8,384 2,542 2,258 5,722 16,952 16,363 21,752: 6,723 1,335
Other: 2,387: 374 165 251 1,081 1,708 1,706 2,125: 680 262
: : :
: : Changes in Commitments from: January 25, 2011 :
: 3,265: 1,719 180 623 82 2,293 2,424 3,097: 841 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 10.1 10.4 26.7 73.3 70.9 93.7: 29.1 6.3
Old : 100.0: 36.3 11.0 9.8 24.8 73.4 70.9 94.2: 29.1 5.8
Other: 100.0: 15.7 6.9 10.5 45.3 71.6 71.5 89.0: 28.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 64 14 20 29 25 101 56:
Old : 118: 63 15 18 28 24 98 53:
Other: 40: 13 5 6 10 15 25 25:
:----------------------------------------------------------------------------------------------------
: 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 53.0 22.7 65.7 14.2 50.3 22.6 61.9
Old : 15.6 54.6 24.6 67.1 15.6 54.4 24.5 65.5
Other: 41.1 53.5 54.7 67.5 39.2 52.6 49.3 65.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 824,448: 202,795 133,687 27,097 487,445 528,466 717,337 689,250: 107,111 135,198
Old : 824,448: 202,795 133,687 27,097 487,445 528,466 717,337 689,250: 107,111 135,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 59,302: 60,751 14,352 4,169 -7,528 36,434 57,391 54,955: 1,911 4,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.2 3.3 59.1 64.1 87.0 83.6: 13.0 16.4
Old : 100.0: 24.6 16.2 3.3 59.1 64.1 87.0 83.6: 13.0 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 : 206: 42 35 27 76 107 132 155:
Old : 206: 42 35 27 76 107 132 155:
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 : 27.5 15.6 39.2 25.0 25.2 12.1 33.8 20.5
Old : 27.5 15.6 39.2 25.0 25.2 12.1 33.8 20.5
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 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 : 1,768,805: 133,071 260,181 184,903 1,154,459 977,826 1,472,432 1,422,910: 296,373 345,895
Old : 1,768,805: 133,071 260,181 184,903 1,154,459 977,826 1,472,432 1,422,910: 296,373 345,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 69,153: 10,693 27,362 35,945 10,285 8,043 56,923 71,350: 12,229 -2,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 14.7 10.5 65.3 55.3 83.2 80.4: 16.8 19.6
Old : 100.0: 7.5 14.7 10.5 65.3 55.3 83.2 80.4: 16.8 19.6
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 : 256: 46 57 67 124 139 205 228:
Old : 256: 46 57 67 124 139 205 228:
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 : 25.5 11.2 32.1 17.5 21.3 8.5 25.5 13.4
Old : 25.5 11.2 32.1 17.5 21.3 8.5 25.5 13.4
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 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 : 1,234,248: 279,419 74,529 73,837 671,368 819,377 1,024,623 967,742: 209,624 266,505
Old : 1,234,248: 279,419 74,529 73,837 671,368 819,377 1,024,623 967,742: 209,624 266,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 4,256: 22,625 -4,356 10,079 -43,362 -6,948 -10,658 -1,224: 14,915 5,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.0 6.0 54.4 66.4 83.0 78.4: 17.0 21.6
Old : 100.0: 22.6 6.0 6.0 54.4 66.4 83.0 78.4: 17.0 21.6
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 : 182: 40 28 33 89 91 140 141:
Old : 182: 40 28 33 89 91 140 141:
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 : 15.8 18.4 26.5 30.7 14.1 16.2 22.0 25.9
Old : 15.8 18.4 26.5 30.7 14.1 16.2 22.0 25.9
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 with Delta-adjusted Options and Futures Combined, 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 : 730,481: 106,738 35,487 222,033 373,426 428,715 702,197 686,235: 28,284 44,246
Old : 730,481: 106,738 35,487 222,033 373,426 428,715 702,197 686,235: 28,284 44,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -121,262: -13,534 -4,493 -74,913 -26,757 -38,086 -115,204 -117,492: -6,057 -3,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.9 30.4 51.1 58.7 96.1 93.9: 3.9 6.1
Old : 100.0: 14.6 4.9 30.4 51.1 58.7 96.1 93.9: 3.9 6.1
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 : 117: 30 24 34 53 54 101 96:
Old : 117: 30 24 34 53 54 101 96:
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 : 36.0 29.6 50.6 46.3 17.2 13.2 20.6 18.8
Old : 36.0 29.6 50.6 46.3 17.2 13.2 20.6 18.8
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 with Delta-adjusted Options and Futures Combined, 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 : 62,445: 21,465 4,302 2,275 30,400 48,859 54,141 55,437: 8,304 7,008
Old : 62,445: 21,465 4,302 2,275 30,400 48,859 54,141 55,437: 8,304 7,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 10,912: 2,896 -2,200 1,348 5,599 10,105 9,842 9,253: 1,070 1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 6.9 3.6 48.7 78.2 86.7 88.8: 13.3 11.2
Old : 100.0: 34.4 6.9 3.6 48.7 78.2 86.7 88.8: 13.3 11.2
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 : 112: 39 12 10 34 36 78 56:
Old : 112: 39 12 10 34 36 78 56:
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 : 28.3 36.8 40.5 51.4 27.7 36.3 39.2 49.6
Old : 28.3 36.8 40.5 51.4 27.7 36.3 39.2 49.6
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 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 : 10,639: 2,653 465 0 6,191 8,044 8,844 8,509: 1,795 2,130
Old : 10,639: 2,653 465 0 6,191 8,044 8,844 8,509: 1,795 2,130
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: 24.9 4.4 0.0 58.2 75.6 83.1 80.0: 16.9 20.0
Old : 100.0: 24.9 4.4 0.0 58.2 75.6 83.1 80.0: 16.9 20.0
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: 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 : 49.6 66.5 72.0 78.4 48.0 66.5 70.4 78.4
Old : 49.6 66.5 72.0 78.4 48.0 66.5 70.4 78.4
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 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 : 103,612: 40,736 10,786 1,439 48,419 81,631 90,593 93,855: 13,019 9,756
Old : 103,612: 40,736 10,786 1,439 48,419 81,631 90,593 93,855: 13,019 9,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 546: 3,597 -2,218 -416 -1,185 4,122 1,996 1,488: -1,450 -942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 10.4 1.4 46.7 78.8 87.4 90.6: 12.6 9.4
Old : 100.0: 39.3 10.4 1.4 46.7 78.8 87.4 90.6: 12.6 9.4
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 : 108: 36 16 4 32 35 70 53:
Old : 108: 36 16 4 32 35 70 53:
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 : 29.6 35.8 42.7 51.6 29.3 35.0 42.3 49.9
Old : 29.6 35.8 42.7 51.6 29.3 35.0 42.3 49.9
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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