WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 626,895: 107,600 87,501 143,551 318,907 328,812 570,058 559,864: 56,837 67,031
Old : 268,210: 77,616 64,103 34,289 122,541 146,924 234,446 245,317: 33,763 22,892
Other: 358,686: 56,643 50,057 82,603 196,366 181,888 335,611 314,547: 23,074 44,138
: : :
: : Changes in Commitments from: February 15, 2011 :
: -71,363: -10,440 2,848 -46,087 -15,007 -25,457 -71,535 -68,696: 173 -2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.0 22.9 50.9 52.5 90.9 89.3: 9.1 10.7
Old : 100.0: 28.9 23.9 12.8 45.7 54.8 87.4 91.5: 12.6 8.5
Other: 100.0: 15.8 14.0 23.0 54.7 50.7 93.6 87.7: 6.4 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 158 132 187 102 138 369 367:
Old : 393: 150 109 112 76 108 282 275:
Other: 349: 94 108 127 80 127 252 295:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 18.4 30.4 25.0 15.7 14.8 25.8 18.2
Old : 25.1 26.8 33.6 34.9 24.9 26.3 33.4 33.7
Other: 23.8 17.3 35.3 25.0 18.9 11.9 27.5 15.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 2,342,713: 513,780 105,268 668,682 912,533 1,245,958 2,094,995 2,019,908: 247,718 322,806
Old : 1,693,603: 372,739 106,191 474,776 660,353 893,408 1,507,868 1,474,376: 185,735 219,228
Other: 649,110: 185,729 43,765 149,218 252,180 352,549 587,127 545,532: 61,983 103,578
: : :
: : Changes in Commitments from: February 15, 2011 :
: -230,796: -10,995 -6,669 -205,666 -23,048 -34,869 -239,709 -247,204: 8,913 16,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.5 28.5 39.0 53.2 89.4 86.2: 10.6 13.8
Old : 100.0: 22.0 6.3 28.0 39.0 52.8 89.0 87.1: 11.0 12.9
Other: 100.0: 28.6 6.7 23.0 38.9 54.3 90.5 84.0: 9.5 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 931: 282 155 327 299 415 732 789:
Old : 904: 270 156 278 268 400 659 745:
Other: 707: 153 144 137 177 364 407 575:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 12.5 19.0 18.0 8.9 6.5 12.8 10.0
Old : 11.9 14.4 20.0 20.2 9.8 9.4 14.3 12.9
Other: 16.6 10.9 27.7 17.8 15.0 8.1 23.4 11.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 15,593: 5,012 110 1,118 5,618 13,051 11,748 14,279: 3,845 1,313
Old : 11,466: 4,544 6 243 3,654 10,243 8,442 10,492: 3,025 974
Other: 4,126: 874 510 468 1,964 2,809 3,307 3,787: 820 339
: : :
: : Changes in Commitments from: February 15, 2011 :
: -140: -40 -72 -132 212 192 39 -13: -180 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 0.7 7.2 36.0 83.7 75.3 91.6: 24.7 8.4
Old : 100.0: 39.6 0.1 2.1 31.9 89.3 73.6 91.5: 26.4 8.5
Other: 100.0: 21.2 12.4 11.4 47.6 68.1 80.1 91.8: 19.9 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 6 9 14 13 43 22:
Old : 44: 22 1 7 10 13 34 20:
Other: 27: 3 7 6 10 12 19 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 : 21.8 62.8 37.6 79.4 21.8 55.0 36.3 68.9
Old : 27.3 74.7 43.0 86.0 27.3 73.7 43.0 82.4
Other: 47.9 53.2 66.2 73.1 43.3 47.8 52.1 60.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 863,916: 172,284 39,381 273,705 345,395 446,328 791,385 759,414: 72,531 104,501
Old : 574,566: 129,044 34,895 165,043 234,269 315,150 528,356 515,089: 46,210 59,477
Other: 289,350: 76,260 37,505 75,643 111,126 131,177 263,029 244,326: 26,320 45,024
: : :
: : Changes in Commitments from: February 15, 2011 :
: -139,905: -26,916 -2,007 -92,579 -16,284 -44,990 -135,779 -139,576: -4,126 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.6 31.7 40.0 51.7 91.6 87.9: 8.4 12.1
Old : 100.0: 22.5 6.1 28.7 40.8 54.9 92.0 89.6: 8.0 10.4
Other: 100.0: 26.4 13.0 26.1 38.4 45.3 90.9 84.4: 9.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 200 109 235 156 225 477 492:
Old : 560: 192 111 197 134 213 414 454:
Other: 436: 116 110 100 101 184 274 340:
:----------------------------------------------------------------------------------------------------
: 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 16.2 22.0 24.2 10.9 11.6 15.9 15.7
Old : 15.5 19.8 23.3 28.5 14.0 16.0 20.3 20.8
Other: 16.9 14.5 28.7 23.5 14.1 12.3 23.2 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 23,684: 20,743 1,708 483 24 5,231 21,250 7,422: 2,434 16,262
Old : 5,993: 3,897 459 386 24 901 4,307 1,746: 1,686 4,247
Other: 17,691: 16,931 1,334 12 0 4,330 16,943 5,676: 748 12,015
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2,932: -3,291 -2,629 350 0 20 -2,941 -2,259: 9 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 7.2 2.0 0.1 22.1 89.7 31.3: 10.3 68.7
Old : 100.0: 65.0 7.7 6.4 0.4 15.0 71.9 29.1: 28.1 70.9
Other: 100.0: 95.7 7.5 0.1 0.0 24.5 95.8 32.1: 4.2 67.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 6 9 1 14 19 28:
Old : 34: 16 4 9 1 14 17 27:
Other: 34: 15 5 3 0 14 16 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 : 55.6 12.5 76.4 18.8 55.2 12.5 75.9 18.2
Old : 38.2 14.1 57.7 20.8 36.7 14.1 54.9 18.9
Other: 64.6 13.5 85.6 20.2 64.6 13.5 85.6 20.2
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 10,812: 483 7,850 1,874 7,996 894 10,353 10,618: 459 194
Old : 10,812: 483 7,850 1,874 7,996 894 10,353 10,618: 459 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 774: -64 225 297 554 260 787 781: -13 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 72.6 17.3 74.0 8.3 95.8 98.2: 4.2 1.8
Old : 100.0: 4.5 72.6 17.3 74.0 8.3 95.8 98.2: 4.2 1.8
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 : 21: 4 6 6 9 7 18 14:
Old : 21: 4 6 6 9 7 18 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 : 72.2 84.4 85.0 95.6 61.6 68.5 67.7 73.3
Old : 72.2 84.4 85.0 95.6 61.6 68.5 67.7 73.3
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 22, 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 : 439,190: 86,950 37,492 82,167 227,510 286,857 396,626 406,516: 42,564 32,674
Old : 370,273: 77,781 44,541 60,427 193,457 236,138 331,665 341,107: 38,607 29,166
Other: 68,918: 21,862 5,645 9,046 34,052 50,719 64,961 65,410: 3,957 3,508
: : :
: : Changes in Commitments from: February 15, 2011 :
: -50,958: -13,298 1,989 -27,692 -12,562 -30,544 -53,551 -56,247: 2,593 5,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 8.5 18.7 51.8 65.3 90.3 92.6: 9.7 7.4
Old : 100.0: 21.0 12.0 16.3 52.2 63.8 89.6 92.1: 10.4 7.9
Other: 100.0: 31.7 8.2 13.1 49.4 73.6 94.3 94.9: 5.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 87 69 100 69 78 217 208:
Old : 266: 82 84 90 66 76 208 201:
Other: 107: 41 16 30 36 26 87 63:
:----------------------------------------------------------------------------------------------------
: 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 31.4 23.3 44.7 9.4 21.1 15.7 29.6
Old : 14.0 30.3 23.7 42.6 10.9 21.8 18.8 29.1
Other: 29.8 50.2 46.3 67.6 27.6 49.3 43.4 64.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 710,660: 66,908 114,240 25,313 436,354 380,987 528,575 520,540: 182,085 190,120
Old : 710,660: 66,908 114,240 25,313 436,354 380,987 528,575 520,540: 182,085 190,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 40,591: 16,179 21,737 -18,813 2,421 22,999 -213 25,923: 40,804 14,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.1 3.6 61.4 53.6 74.4 73.2: 25.6 26.8
Old : 100.0: 9.4 16.1 3.6 61.4 53.6 74.4 73.2: 25.6 26.8
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 : 145: 22 33 26 75 68 111 114:
Old : 145: 22 33 26 75 68 111 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 15.3 28.3 24.0 17.1 14.3 25.7 22.1
Old : 18.9 15.3 28.3 24.0 17.1 14.3 25.7 22.1
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 22, 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 : 332,605: 43,620 63,615 4,976 211,062 207,120 259,658 275,711: 72,947 56,893
Old : 332,605: 43,620 63,615 4,976 211,062 207,120 259,658 275,711: 72,947 56,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 5,902: 392 2,756 2,757 -3,272 -6,687 -122 -1,174: 6,025 7,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.1 1.5 63.5 62.3 78.1 82.9: 21.9 17.1
Old : 100.0: 13.1 19.1 1.5 63.5 62.3 78.1 82.9: 21.9 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 13 6 32 28 41 43:
Old : 60: 5 13 6 32 28 41 43:
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 : 23.3 40.8 42.7 56.3 22.9 40.3 41.1 55.1
Old : 23.3 40.8 42.7 56.3 22.9 40.3 41.1 55.1
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 with Delta-adjusted Options and Futures Combined, February 22, 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 : 7,802: 719 555 435 6,422 6,536 7,576 7,526: 226 276
Old : 7,802: 719 555 435 6,422 6,536 7,576 7,526: 226 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 355: 126 148 25 194 246 345 419: 10 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.1 5.6 82.3 83.8 97.1 96.5: 2.9 3.5
Old : 100.0: 9.2 7.1 5.6 82.3 83.8 97.1 96.5: 2.9 3.5
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 : 38: 5 5 6 21 26 30 33:
Old : 38: 5 5 6 21 26 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5
Old : 59.7 46.5 78.2 65.6 36.5 24.6 42.9 32.5
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 22, 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 : 241,659: 50,479 23,695 43,271 109,023 151,414 202,772 218,380: 38,887 23,279
Old : 188,038: 44,533 22,338 27,247 84,433 118,462 156,214 168,047: 31,824 19,990
Other: 53,621: 7,667 3,078 14,302 24,590 32,953 46,559 50,333: 7,063 3,289
: : :
: : Changes in Commitments from: February 15, 2011 :
: -21,865: -4,773 3,841 -10,849 -1,967 -17,350 -17,589 -24,358: -4,277 2,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 9.8 17.9 45.1 62.7 83.9 90.4: 16.1 9.6
Old : 100.0: 23.7 11.9 14.5 44.9 63.0 83.1 89.4: 16.9 10.6
Other: 100.0: 14.3 5.7 26.7 45.9 61.5 86.8 93.9: 13.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 57 35 55 76 69 172 135:
Old : 187: 62 32 49 74 64 162 127:
Other: 102: 15 19 23 51 34 86 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 31.7 19.9 43.7 7.5 24.4 13.1 31.5
Old : 11.5 30.8 19.8 42.0 9.6 24.5 16.7 32.9
Other: 23.0 42.5 37.8 62.3 15.7 33.9 25.8 44.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 26,822: 9,172 2,549 2,387 7,503 20,722 19,061 25,658: 7,761 1,164
Old : 23,685: 9,054 2,531 1,801 6,314 18,404 17,168 22,737: 6,516 948
Other: 3,137: 428 327 276 1,189 2,318 1,893 2,921: 1,245 217
: : :
: : Changes in Commitments from: February 15, 2011 :
: -949: -911 -131 -42 169 -619 -784 -793: -166 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 9.5 8.9 28.0 77.3 71.1 95.7: 28.9 4.3
Old : 100.0: 38.2 10.7 7.6 26.7 77.7 72.5 96.0: 27.5 4.0
Other: 100.0: 13.6 10.4 8.8 37.9 73.9 60.3 93.1: 39.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 58 17 19 28 23 101 53:
Old : 116: 57 19 15 24 23 93 50:
Other: 45: 13 8 9 13 15 30 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 54.0 22.1 67.2 13.7 51.6 21.9 62.8
Old : 15.5 57.0 24.5 69.9 15.5 56.3 24.5 68.0
Other: 30.6 56.8 43.3 70.9 29.8 55.2 38.8 67.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 1,014,127: 197,892 231,203 43,169 669,315 587,359 910,376 861,731: 103,751 152,396
Old : 1,014,127: 197,892 231,203 43,169 669,315 587,359 910,376 861,731: 103,751 152,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 50,595: 16,708 21,802 3,067 18,636 24,656 38,411 49,525: 12,184 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.8 4.3 66.0 57.9 89.8 85.0: 10.2 15.0
Old : 100.0: 19.5 22.8 4.3 66.0 57.9 89.8 85.0: 10.2 15.0
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 : 226: 28 55 33 92 114 140 182:
Old : 226: 28 55 33 92 114 140 182:
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 : 30.6 16.8 46.0 25.6 29.5 16.4 41.3 24.6
Old : 30.6 16.8 46.0 25.6 29.5 16.4 41.3 24.6
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 22, 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 : 1,820,681: 172,979 298,667 135,914 1,211,671 1,002,943 1,520,565 1,437,525: 300,116 383,156
Old : 1,820,681: 172,979 298,667 135,914 1,211,671 1,002,943 1,520,565 1,437,525: 300,116 383,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -266,878: 298 13,414 -141,897 -152,478 -166,482 -294,076 -294,965: 27,198 28,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.4 7.5 66.6 55.1 83.5 79.0: 16.5 21.0
Old : 100.0: 9.5 16.4 7.5 66.6 55.1 83.5 79.0: 16.5 21.0
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 : 246: 44 48 57 122 133 191 213:
Old : 246: 44 48 57 122 133 191 213:
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 : 25.1 11.7 31.7 20.3 21.1 10.1 26.4 16.5
Old : 25.1 11.7 31.7 20.3 21.1 10.1 26.4 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 1,411,692: 318,486 124,330 84,772 814,889 890,052 1,218,147 1,099,153: 193,546 312,539
Old : 1,411,692: 318,486 124,330 84,772 814,889 890,052 1,218,147 1,099,153: 193,546 312,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -128,540: -391 -15,854 -40,948 -99,149 -65,794 -140,488 -122,596: 11,948 -5,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 8.8 6.0 57.7 63.0 86.3 77.9: 13.7 22.1
Old : 100.0: 22.6 8.8 6.0 57.7 63.0 86.3 77.9: 13.7 22.1
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 : 197: 37 37 37 95 99 145 160:
Old : 197: 37 37 37 95 99 145 160:
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 : 19.5 16.4 30.5 27.4 19.1 13.6 29.3 21.6
Old : 19.5 16.4 30.5 27.4 19.1 13.6 29.3 21.6
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 22, 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 : 836,962: 103,871 47,693 265,422 422,837 467,322 792,130 780,436: 44,832 56,526
Old : 836,962: 103,871 47,693 265,422 422,837 467,322 792,130 780,436: 44,832 56,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 20,750: -3,799 4,421 13,715 5,052 -7,759 14,968 10,377: 5,782 10,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.7 31.7 50.5 55.8 94.6 93.2: 5.4 6.8
Old : 100.0: 12.4 5.7 31.7 50.5 55.8 94.6 93.2: 5.4 6.8
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 : 124: 32 26 37 58 54 108 101:
Old : 124: 32 26 37 58 54 108 101:
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 : 32.7 28.3 48.0 44.7 17.0 12.6 20.7 18.7
Old : 32.7 28.3 48.0 44.7 17.0 12.6 20.7 18.7
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 22, 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 : 59,860: 16,361 5,620 3,553 31,132 42,479 51,047 51,652: 8,813 8,208
Old : 59,860: 16,361 5,620 3,553 31,132 42,479 51,047 51,652: 8,813 8,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -583: -585 1,586 369 66 -2,274 -150 -319: -432 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.4 5.9 52.0 71.0 85.3 86.3: 14.7 13.7
Old : 100.0: 27.3 9.4 5.9 52.0 71.0 85.3 86.3: 14.7 13.7
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 : 107: 29 16 14 38 34 76 59:
Old : 107: 29 16 14 38 34 76 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 33.2 38.2 48.7 26.1 32.6 36.5 45.2
Old : 26.7 33.2 38.2 48.7 26.1 32.6 36.5 45.2
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 22, 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 : 11,854: 3,326 753 0 6,582 8,839 9,908 9,592: 1,946 2,262
Old : 11,854: 3,326 753 0 6,582 8,839 9,908 9,592: 1,946 2,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 296: 276 240 0 8 0 284 240: 12 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 6.4 0.0 55.5 74.6 83.6 80.9: 16.4 19.1
Old : 100.0: 28.1 6.4 0.0 55.5 74.6 83.6 80.9: 16.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 3 0 7 8 13 11:
Old : 23: 6 3 0 7 8 13 11:
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 : 44.5 63.2 68.0 75.7 43.1 63.2 66.6 75.7
Old : 44.5 63.2 68.0 75.7 43.1 63.2 66.6 75.7
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, February 22, 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 : 96,012: 31,139 14,802 2,038 49,100 67,280 82,277 84,120: 13,734 11,892
Old : 96,012: 31,139 14,802 2,038 49,100 67,280 82,277 84,120: 13,734 11,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -1,758: -818 3,596 -166 115 -4,549 -869 -1,119: -889 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 15.4 2.1 51.1 70.1 85.7 87.6: 14.3 12.4
Old : 100.0: 32.4 15.4 2.1 51.1 70.1 85.7 87.6: 14.3 12.4
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 : 102: 29 17 8 36 33 68 55:
Old : 102: 29 17 8 36 33 68 55:
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 30.8 41.0 47.0 28.2 30.8 40.6 46.6
Old : 28.5 30.8 41.0 47.0 28.2 30.8 40.6 46.6
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 22, 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 : 5,634: 3,804 2,184 37 1,721 3,384 5,562 5,605: 72 29
Old : 5,634: 3,804 2,184 37 1,721 3,384 5,562 5,605: 72 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 21: 21 27 0 0 -35 21 -8: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 38.8 0.7 30.5 60.1 98.7 99.5: 1.3 0.5
Old : 100.0: 67.5 38.8 0.7 30.5 60.1 98.7 99.5: 1.3 0.5
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 : 21: 13 4 1 1 3 14 8:
Old : 21: 13 4 1 1 3 14 8:
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 : 70.2 92.0 90.0 99.5 70.2 92.0 90.0 98.8
Old : 70.2 92.0 90.0 99.5 70.2 92.0 90.0 98.8
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 22, 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 : 14,635: 530 1,501 255 13,788 12,629 14,573 14,385: 62 250
Old : 14,635: 530 1,501 255 13,788 12,629 14,573 14,385: 62 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 205: 335 59 255 -385 -140 205 174: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 10.3 1.7 94.2 86.3 99.6 98.3: 0.4 1.7
Old : 100.0: 3.6 10.3 1.7 94.2 86.3 99.6 98.3: 0.4 1.7
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 : 30: 2 7 1 9 15 11 23:
Old : 30: 2 7 1 9 15 11 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 : 83.1 64.3 98.7 80.4 78.3 62.4 90.2 76.5
Old : 83.1 64.3 98.7 80.4 78.3 62.4 90.2 76.5
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 22, 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 : 47,125: 1,316 948 0 45,361 46,064 46,677 47,012: 448 113
Old : 47,125: 1,316 948 0 45,361 46,064 46,677 47,012: 448 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2,191: 1,125 -61 -16 -3,371 -2,045 -2,262 -2,122: 71 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.0 0.0 96.3 97.7 99.0 99.8: 1.0 0.2
Old : 100.0: 2.8 2.0 0.0 96.3 97.7 99.0 99.8: 1.0 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 : 30: 4 5 0 7 17 11 22:
Old : 30: 4 5 0 7 17 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.9 77.2 98.9 94.0 66.9 54.8 68.5 64.4
Old : 95.9 77.2 98.9 94.0 66.9 54.8 68.5 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011