WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 466,444: 87,494 104,421 60,207 284,894 240,014 432,595 404,642: 33,849 61,802
Old : 379,154: 80,791 78,613 45,479 222,740 210,142 349,010 334,234: 30,144 44,920
Other: 87,290: 15,096 34,201 6,335 62,154 29,872 83,585 70,408: 3,705 16,882
: : :
: : Changes in Commitments from: July 6, 2010 :
: 12,377: 5,517 -12,773 6,383 -441 16,447 11,459 10,057: 918 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 22.4 12.9 61.1 51.5 92.7 86.8: 7.3 13.2
Old : 100.0: 21.3 20.7 12.0 58.7 55.4 92.0 88.2: 8.0 11.8
Other: 100.0: 17.3 39.2 7.3 71.2 34.2 95.8 80.7: 4.2 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 117 141 130 69 111 282 302:
Old : 386: 122 132 117 63 105 267 287:
Other: 175: 24 54 28 37 74 85 140:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 19.0 41.2 29.9 23.2 14.5 37.2 22.0
Old : 28.8 23.3 42.9 34.7 27.6 20.2 39.3 30.1
Other: 41.7 23.5 59.7 37.3 41.2 21.2 58.7 34.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,118,799: 297,391 146,818 151,687 557,285 563,119 1,006,363 861,624: 112,436 257,175
Old : 388,823: 103,042 97,375 4,670 242,287 218,608 349,999 320,653: 38,824 68,170
Other: 729,976: 245,524 100,618 95,842 314,998 344,511 656,364 540,971: 73,612 189,005
: : :
: : Changes in Commitments from: July 6, 2010 :
: 18,102: 41,088 -36,168 2,263 -22,836 49,272 20,515 15,367: -2,413 2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.1 13.6 49.8 50.3 90.0 77.0: 10.0 23.0
Old : 100.0: 26.5 25.0 1.2 62.3 56.2 90.0 82.5: 10.0 17.5
Other: 100.0: 33.6 13.8 13.1 43.2 47.2 89.9 74.1: 10.1 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 694: 177 154 159 147 312 415 554:
Old : 552: 108 123 16 85 250 202 380:
Other: 644: 176 131 88 120 289 339 472:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 12.2 27.9 18.0 18.3 11.2 27.4 15.7
Old : 34.0 14.2 46.9 21.9 34.0 13.8 46.9 21.6
Other: 18.6 13.5 27.1 20.0 18.2 12.6 26.2 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,009: 1,854 857 124 5,688 7,722 7,666 8,703: 2,343 1,306
Old : 10,009: 1,854 857 124 5,688 7,722 7,666 8,703: 2,343 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,605: -32 -5 -319 -1,033 -1,088 -1,384 -1,412: -221 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.6 1.2 56.8 77.2 76.6 87.0: 23.4 13.0
Old : 100.0: 18.5 8.6 1.2 56.8 77.2 76.6 87.0: 23.4 13.0
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 : 36: 12 3 3 14 10 27 16:
Old : 36: 12 3 3 14 10 27 16:
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 : 35.8 58.4 53.6 74.1 35.5 49.9 49.9 65.1
Old : 35.8 58.4 53.6 74.1 35.5 49.9 49.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 468,556: 116,454 52,918 75,134 229,223 255,352 420,811 383,404: 47,745 85,152
Old : 67,084: 31,039 6,896 543 26,757 51,011 58,339 58,450: 8,745 8,634
Other: 401,472: 103,156 63,763 56,850 202,466 204,341 362,472 324,954: 39,000 76,518
: : :
: : Changes in Commitments from: July 6, 2010 :
: 18,020: 19,584 -30,929 10,369 -17,917 37,330 12,036 16,770: 5,984 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.3 16.0 48.9 54.5 89.8 81.8: 10.2 18.2
Old : 100.0: 46.3 10.3 0.8 39.9 76.0 87.0 87.1: 13.0 12.9
Other: 100.0: 25.7 15.9 14.2 50.4 50.9 90.3 80.9: 9.7 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 171 96 124 114 173 339 350:
Old : 270: 83 45 10 62 95 152 144:
Other: 459: 160 104 100 83 165 287 334:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 20.8 29.0 27.4 17.9 19.6 28.3 24.3
Old : 39.3 38.7 48.6 52.8 39.3 38.7 48.6 51.7
Other: 19.4 19.4 30.5 25.8 19.1 18.1 30.2 22.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 19,256: 15,673 795 263 16 4,019 15,952 5,077: 3,304 14,179
Old : 1,224: 742 247 5 9 125 756 377: 468 847
Other: 18,032: 15,133 750 56 7 3,894 15,196 4,700: 2,836 13,332
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,974: 1,983 65 -34 7 164 1,956 195: 18 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 4.1 1.4 0.1 20.9 82.8 26.4: 17.2 73.6
Old : 100.0: 60.6 20.2 0.4 0.7 10.2 61.8 30.8: 38.2 69.2
Other: 100.0: 83.9 4.2 0.3 0.0 21.6 84.3 26.1: 15.7 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 3 8 2 10 19 20:
Old : 17: 8 4 1 2 4 11 8:
Other: 29: 16 3 6 1 10 18 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 12.6 72.9 19.2 59.0 12.6 72.0 19.2
Old : 51.9 23.4 60.6 30.8 51.9 23.0 60.6 30.0
Other: 60.1 13.1 74.2 20.1 60.1 13.1 74.1 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 281,954: 54,275 67,437 39,429 162,121 149,098 255,825 255,964: 26,129 25,990
Old : 96,575: 22,209 11,155 13,971 51,333 62,910 87,513 88,036: 9,062 8,539
Other: 185,379: 44,231 68,447 13,293 110,788 86,188 168,312 167,928: 17,067 17,451
: : :
: : Changes in Commitments from: July 6, 2010 :
: -10,855: 602 -11,686 4,250 -17,464 1,907 -12,612 -5,529: 1,757 -5,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.9 14.0 57.5 52.9 90.7 90.8: 9.3 9.2
Old : 100.0: 23.0 11.6 14.5 53.2 65.1 90.6 91.2: 9.4 8.8
Other: 100.0: 23.9 36.9 7.2 59.8 46.5 90.8 90.6: 9.2 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 72 76 71 62 52 179 172:
Old : 154: 53 28 33 51 42 117 92:
Other: 222: 63 84 46 50 42 144 145:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 25.9 30.7 35.1 17.1 23.6 28.0 30.4
Old : 32.0 32.1 45.2 48.1 23.4 28.3 34.3 39.5
Other: 22.7 27.1 36.4 35.2 22.2 26.3 35.7 33.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 673,928: 90,323 129,685 8,522 435,265 420,116 534,110 558,323: 139,818 115,605
Old : 673,928: 90,323 129,685 8,522 435,265 420,116 534,110 558,323: 139,818 115,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 11,725: 12,822 -3,331 -318 5,051 23,628 17,555 19,979: -5,830 -8,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.2 1.3 64.6 62.3 79.3 82.8: 20.7 17.2
Old : 100.0: 13.4 19.2 1.3 64.6 62.3 79.3 82.8: 20.7 17.2
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 : 161: 31 29 13 64 74 103 108:
Old : 161: 31 29 13 64 74 103 108:
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 : 21.7 21.6 33.8 36.4 19.9 19.9 31.2 34.1
Old : 21.7 21.6 33.8 36.4 19.9 19.9 31.2 34.1
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 155,057: 13,323 30,373 67 103,130 107,015 116,520 137,455: 38,537 17,602
Old : 155,057: 13,323 30,373 67 103,130 107,015 116,520 137,455: 38,537 17,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,358: 0 5,635 -17 2,029 -3,238 2,012 2,380: 1,346 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.6 0.0 66.5 69.0 75.1 88.6: 24.9 11.4
Old : 100.0: 8.6 19.6 0.0 66.5 69.0 75.1 88.6: 24.9 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 : 36: 4 7 1 17 17 22 24:
Old : 36: 4 7 1 17 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 56.2 56.7 69.5 40.5 54.2 54.4 67.5
Old : 42.8 56.2 56.7 69.5 40.5 54.2 54.4 67.5
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,992: 1,695 239 527 9,285 10,992 11,507 11,758: 485 234
Old : 11,992: 1,695 239 527 9,285 10,992 11,507 11,758: 485 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -168: 130 -116 -207 -204 68 -281 -255: 113 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 2.0 4.4 77.4 91.7 96.0 98.0: 4.0 2.0
Old : 100.0: 14.1 2.0 4.4 77.4 91.7 96.0 98.0: 4.0 2.0
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 : 35: 9 2 2 19 21 29 24:
Old : 35: 9 2 2 19 21 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 66.4 74.6 83.2 13.5 20.5 20.8 27.2
Old : 59.6 66.4 74.6 83.2 13.5 20.5 20.8 27.2
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 195,206: 70,629 12,870 15,700 70,752 142,943 157,081 171,513: 38,125 23,693
Old : 63,316: 17,413 5,304 1,988 29,964 44,371 49,365 51,663: 13,951 11,653
Other: 131,890: 60,172 14,522 6,756 40,788 98,572 107,716 119,850: 24,174 12,040
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,914: 7,402 -1,969 -605 -4,484 7,841 2,313 5,267: 601 -2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 6.6 8.0 36.2 73.2 80.5 87.9: 19.5 12.1
Old : 100.0: 27.5 8.4 3.1 47.3 70.1 78.0 81.6: 22.0 18.4
Other: 100.0: 45.6 11.0 5.1 30.9 74.7 81.7 90.9: 18.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 73 28 40 65 60 161 111:
Old : 130: 34 22 16 52 45 92 78:
Other: 162: 63 27 28 56 43 136 86:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 46.6 20.4 56.8 9.6 40.3 17.3 48.2
Old : 25.8 32.2 36.9 44.9 25.2 32.1 36.2 43.0
Other: 13.4 56.9 23.9 67.1 13.3 53.7 23.8 62.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,677: 3,039 3,902 1,316 7,643 7,154 11,998 12,372: 2,679 2,305
Old : 14,677: 3,039 3,902 1,316 7,643 7,154 11,998 12,372: 2,679 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,069: 118 213 160 586 693 864 1,066: 205 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.6 9.0 52.1 48.7 81.7 84.3: 18.3 15.7
Old : 100.0: 20.7 26.6 9.0 52.1 48.7 81.7 84.3: 18.3 15.7
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 : 72: 16 22 10 18 21 43 47:
Old : 72: 16 22 10 18 21 43 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 : 42.7 28.9 55.7 47.5 42.7 26.7 55.1 44.4
Old : 42.7 28.9 55.7 47.5 42.7 26.7 55.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 837,816: 166,801 206,154 11,655 558,162 497,651 736,618 715,460: 101,198 122,356
Old : 837,816: 166,801 206,154 11,655 558,162 497,651 736,618 715,460: 101,198 122,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -32,564: -4,612 475 -11,872 -16,694 -23,352 -33,178 -34,749: 614 2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 24.6 1.4 66.6 59.4 87.9 85.4: 12.1 14.6
Old : 100.0: 19.9 24.6 1.4 66.6 59.4 87.9 85.4: 12.1 14.6
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 : 218: 28 60 16 61 110 99 176:
Old : 218: 28 60 16 61 110 99 176:
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 : 40.5 14.8 50.2 23.2 40.1 13.0 49.3 21.2
Old : 40.5 14.8 50.2 23.2 40.1 13.0 49.3 21.2
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,756,650: 186,513 292,670 27,849 1,253,531 1,115,197 1,467,893 1,435,716: 288,757 320,934
Old : 1,756,650: 186,513 292,670 27,849 1,253,531 1,115,197 1,467,893 1,435,716: 288,757 320,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 34,558: 7,229 -2,054 3,743 30,438 28,114 41,410 29,803: -6,852 4,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.7 1.6 71.4 63.5 83.6 81.7: 16.4 18.3
Old : 100.0: 10.6 16.7 1.6 71.4 63.5 83.6 81.7: 16.4 18.3
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 : 248: 32 53 27 98 125 150 185:
Old : 248: 32 53 27 98 125 150 185:
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 : 43.4 19.0 50.2 30.2 42.3 17.7 48.5 26.0
Old : 43.4 19.0 50.2 30.2 42.3 17.7 48.5 26.0
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 900,496: 167,600 85,504 9,163 509,779 567,374 686,542 662,041: 213,954 238,455
Old : 900,496: 167,600 85,504 9,163 509,779 567,374 686,542 662,041: 213,954 238,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -32,469: -9,140 -12,018 1,223 -14,836 -27,574 -22,753 -38,369: -9,716 5,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 9.5 1.0 56.6 63.0 76.2 73.5: 23.8 26.5
Old : 100.0: 18.6 9.5 1.0 56.6 63.0 76.2 73.5: 23.8 26.5
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 : 143: 23 24 10 63 74 90 104:
Old : 143: 23 24 10 63 74 90 104:
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 : 22.4 20.5 33.5 31.2 19.9 15.2 28.0 22.9
Old : 22.4 20.5 33.5 31.2 19.9 15.2 28.0 22.9
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 608,917: 177,014 13,617 48,279 343,715 490,066 569,008 551,962: 39,909 56,955
Old : 608,917: 177,014 13,617 48,279 343,715 490,066 569,008 551,962: 39,909 56,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 15,075: 2,427 -2,205 5,046 9,652 13,995 17,125 16,836: -2,050 -1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 2.2 7.9 56.4 80.5 93.4 90.6: 6.6 9.4
Old : 100.0: 29.1 2.2 7.9 56.4 80.5 93.4 90.6: 6.6 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 : 109: 26 13 31 51 55 92 89:
Old : 109: 26 13 31 51 55 92 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 38.8 50.7 52.5 26.4 22.0 35.7 30.6
Old : 31.1 38.8 50.7 52.5 26.4 22.0 35.7 30.6
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 39,091: 4,819 6,256 266 29,022 25,431 34,106 31,953: 4,985 7,138
Old : 39,091: 4,819 6,256 266 29,022 25,431 34,106 31,953: 4,985 7,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,692: -1,798 1,492 130 1,045 -4,449 -623 -2,828: -1,069 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.0 0.7 74.2 65.1 87.2 81.7: 12.8 18.3
Old : 100.0: 12.3 16.0 0.7 74.2 65.1 87.2 81.7: 12.8 18.3
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 : 76: 14 12 2 28 31 42 45:
Old : 76: 14 12 2 28 31 42 45:
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 : 44.8 34.7 57.1 52.2 44.5 34.7 56.8 51.7
Old : 44.8 34.7 57.1 52.2 44.5 34.7 56.8 51.7
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 78,181: 9,637 12,512 531 58,044 50,862 68,212 63,905: 9,969 14,276
Old : 78,181: 9,637 12,512 531 58,044 50,862 68,212 63,905: 9,969 14,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -3,384: -3,595 2,984 259 2,090 -8,898 -1,246 -5,655: -2,138 2,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.0 0.7 74.2 65.1 87.2 81.7: 12.8 18.3
Old : 100.0: 12.3 16.0 0.7 74.2 65.1 87.2 81.7: 12.8 18.3
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 : 76: 14 12 2 28 31 42 45:
Old : 76: 14 12 2 28 31 42 45:
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 : 44.8 34.7 57.1 52.2 44.5 34.7 56.8 51.7
Old : 44.8 34.7 57.1 52.2 44.5 34.7 56.8 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,527: 2,529 731 53 11,683 13,610 14,265 14,394: 262 133
Old : 14,527: 2,529 731 53 11,683 13,610 14,265 14,394: 262 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -259: -754 -54 0 498 -187 -256 -241: -3 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 5.0 0.4 80.4 93.7 98.2 99.1: 1.8 0.9
Old : 100.0: 17.4 5.0 0.4 80.4 93.7 98.2 99.1: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 7 1 8 17 12 25:
Old : 35: 4 7 1 8 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 : 81.3 68.2 96.0 83.0 80.9 68.2 92.5 81.6
Old : 81.3 68.2 96.0 83.0 80.9 68.2 92.5 81.6
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 31,397: 1,967 4,148 0 29,114 27,112 31,081 31,260: 316 137
Old : 31,397: 1,967 4,148 0 29,114 27,112 31,081 31,260: 316 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,301: -1,090 993 0 -222 -2,323 -1,312 -1,330: 11 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 13.2 0.0 92.7 86.4 99.0 99.6: 1.0 0.4
Old : 100.0: 6.3 13.2 0.0 92.7 86.4 99.0 99.6: 1.0 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 : 30: 5 3 0 8 15 13 18:
Old : 30: 5 3 0 8 15 13 18:
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 : 91.4 73.7 97.9 88.8 91.4 73.7 97.9 88.8
Old : 91.4 73.7 97.9 88.8 91.4 73.7 97.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010