WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 20, 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 : 478,436: 99,665 97,330 55,853 286,723 263,432 442,241 416,615: 36,195 61,821
Old : 386,622: 93,016 74,853 40,215 221,835 226,895 355,066 341,963: 31,556 44,659
Other: 91,814: 14,616 30,444 7,671 64,888 36,537 87,175 74,652: 4,639 17,162
: : :
: : Changes in Commitments from: July 13, 2010 :
: 11,992: 12,171 -7,091 -4,354 1,829 23,418 9,646 11,973: 2,346 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 20.3 11.7 59.9 55.1 92.4 87.1: 7.6 12.9
Old : 100.0: 24.1 19.4 10.4 57.4 58.7 91.8 88.4: 8.2 11.6
Other: 100.0: 15.9 33.2 8.4 70.7 39.8 94.9 81.3: 5.1 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 141 115 135 75 114 303 293:
Old : 388: 140 112 125 67 107 288 278:
Other: 184: 24 53 27 42 79 91 144:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 19.9 39.4 30.5 22.6 15.9 35.7 23.8
Old : 27.6 23.7 41.0 36.7 26.3 20.9 38.2 32.0
Other: 39.5 19.4 57.7 32.4 38.6 16.8 53.7 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 20, 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 : 1,179,329: 325,530 130,157 168,065 578,873 623,319 1,072,468 921,541: 106,861 257,788
Old : 398,501: 112,213 95,036 4,526 250,223 237,797 366,962 337,359: 31,539 61,142
Other: 780,828: 277,807 99,611 99,049 328,650 385,522 705,506 584,182: 75,322 196,646
: : :
: : Changes in Commitments from: July 13, 2010 :
: 60,530: 28,139 -16,661 16,378 21,588 60,200 66,105 59,917: -5,575 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.0 14.3 49.1 52.9 90.9 78.1: 9.1 21.9
Old : 100.0: 28.2 23.8 1.1 62.8 59.7 92.1 84.7: 7.9 15.3
Other: 100.0: 35.6 12.8 12.7 42.1 49.4 90.4 74.8: 9.6 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 193 152 166 154 320 445 567:
Old : 578: 123 126 13 83 260 213 392:
Other: 676: 193 135 90 126 299 360 489:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 12.7 27.3 18.7 18.0 11.9 26.8 16.5
Old : 34.5 15.6 47.1 24.2 34.4 15.6 47.0 24.0
Other: 18.3 13.2 26.1 19.7 17.9 12.7 25.4 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 20, 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 : 9,724: 1,812 773 33 5,279 7,645 7,124 8,451: 2,600 1,273
Old : 9,724: 1,812 773 33 5,279 7,645 7,124 8,451: 2,600 1,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -285: -42 -84 -91 -409 -77 -542 -252: 257 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 7.9 0.3 54.3 78.6 73.3 86.9: 26.7 13.1
Old : 100.0: 18.6 7.9 0.3 54.3 78.6 73.3 86.9: 26.7 13.1
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 : 35: 11 3 3 15 11 27 16:
Old : 35: 11 3 3 15 11 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 : 37.3 59.3 52.4 75.9 37.1 52.6 50.6 69.2
Old : 37.3 59.3 52.4 75.9 37.1 52.6 50.6 69.2
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 20, 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 : 485,478: 140,075 44,580 76,896 221,187 280,409 438,158 401,885: 47,320 83,593
Old : 54,397: 23,721 6,140 500 22,736 41,069 46,957 47,709: 7,440 6,688
Other: 431,081: 127,943 50,029 64,807 198,451 239,340 391,201 354,176: 39,880 76,905
: : :
: : Changes in Commitments from: July 13, 2010 :
: 16,922: 23,621 -8,338 1,762 -8,036 25,057 17,347 18,481: -425 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 9.2 15.8 45.6 57.8 90.3 82.8: 9.7 17.2
Old : 100.0: 43.6 11.3 0.9 41.8 75.5 86.3 87.7: 13.7 12.3
Other: 100.0: 29.7 11.6 15.0 46.0 55.5 90.7 82.2: 9.3 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 182 103 137 109 180 361 368:
Old : 265: 87 41 5 63 84 152 128:
Other: 492: 175 114 118 80 177 314 360:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 21.4 28.0 28.0 17.2 20.6 27.4 26.0
Old : 27.8 38.7 40.3 53.9 27.8 38.1 40.3 52.5
Other: 18.0 19.8 29.1 26.3 17.9 18.9 28.5 23.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 20, 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 : 21,096: 17,735 845 357 12 4,205 18,104 5,407: 2,992 15,689
Old : 1,187: 658 325 0 5 106 663 431: 524 756
Other: 19,909: 17,402 845 32 7 4,099 17,441 4,976: 2,468 14,933
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,840: 2,062 50 94 -4 186 2,152 330: -312 1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 4.0 1.7 0.1 19.9 85.8 25.6: 14.2 74.4
Old : 100.0: 55.4 27.4 0.0 0.4 8.9 55.9 36.3: 44.1 63.7
Other: 100.0: 87.4 4.2 0.2 0.0 20.6 87.6 25.0: 12.4 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 18 3 7 2 10 20 20:
Old : 14: 6 5 0 1 3 7 8:
Other: 31: 18 3 4 1 10 19 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 12.5 72.5 19.0 55.7 12.5 71.4 18.9
Old : 52.9 30.9 55.9 36.3 52.9 30.9 55.4 35.9
Other: 56.4 12.7 73.5 19.6 56.4 12.7 73.4 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 20, 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 : 280,882: 52,268 57,776 44,536 156,412 154,989 253,216 257,301: 27,666 23,581
Old : 90,422: 24,056 9,230 16,981 40,698 55,911 81,735 82,122: 8,687 8,300
Other: 190,460: 41,891 62,225 13,876 115,714 99,078 171,481 175,179: 18,979 15,281
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,072: -2,007 -9,661 5,107 -5,709 5,891 -2,609 1,337: 1,537 -2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.6 15.9 55.7 55.2 90.2 91.6: 9.8 8.4
Old : 100.0: 26.6 10.2 18.8 45.0 61.8 90.4 90.8: 9.6 9.2
Other: 100.0: 22.0 32.7 7.3 60.8 52.0 90.0 92.0: 10.0 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 71 73 75 61 55 179 174:
Old : 155: 61 22 29 45 44 113 90:
Other: 217: 58 84 42 53 44 140 144:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 26.7 30.7 36.6 17.2 23.8 27.9 31.1
Old : 32.2 33.3 41.0 47.9 22.6 28.2 29.3 38.1
Other: 22.2 28.3 35.9 36.7 21.9 26.9 35.3 34.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 20, 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 : 682,517: 82,400 130,109 7,541 446,553 414,863 536,494 552,513: 146,023 130,004
Old : 682,517: 82,400 130,109 7,541 446,553 414,863 536,494 552,513: 146,023 130,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 8,589: -7,923 424 -981 11,288 -5,253 2,384 -5,810: 6,205 14,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.1 1.1 65.4 60.8 78.6 81.0: 21.4 19.0
Old : 100.0: 12.1 19.1 1.1 65.4 60.8 78.6 81.0: 21.4 19.0
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 : 157: 33 24 13 67 69 106 100:
Old : 157: 33 24 13 67 69 106 100:
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 : 21.9 21.0 32.5 35.8 19.8 19.9 30.1 33.7
Old : 21.9 21.0 32.5 35.8 19.8 19.9 30.1 33.7
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 20, 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 : 159,655: 17,055 32,834 28 102,179 109,549 119,262 142,411: 40,393 17,244
Old : 159,655: 17,055 32,834 28 102,179 109,549 119,262 142,411: 40,393 17,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 4,598: 3,732 2,461 -39 -951 2,534 2,742 4,956: 1,856 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 20.6 0.0 64.0 68.6 74.7 89.2: 25.3 10.8
Old : 100.0: 10.7 20.6 0.0 64.0 68.6 74.7 89.2: 25.3 10.8
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 : 38: 5 7 1 17 19 23 26:
Old : 38: 5 7 1 17 19 23 26:
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 : 41.9 55.0 55.6 68.9 39.5 52.7 53.2 66.5
Old : 41.9 55.0 55.6 68.9 39.5 52.7 53.2 66.5
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 20, 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 : 12,164: 2,049 477 479 9,303 10,982 11,831 11,938: 333 226
Old : 12,164: 2,049 477 479 9,303 10,982 11,831 11,938: 333 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 172: 354 238 -48 18 -10 324 180: -152 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.9 3.9 76.5 90.3 97.3 98.1: 2.7 1.9
Old : 100.0: 16.8 3.9 3.9 76.5 90.3 97.3 98.1: 2.7 1.9
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 : 39: 9 3 2 22 23 33 26:
Old : 39: 9 3 2 22 23 33 26:
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 : 60.4 65.3 74.3 81.7 21.0 23.7 28.3 33.5
Old : 60.4 65.3 74.3 81.7 21.0 23.7 28.3 33.5
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 - Futures Only, July 20, 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 : 203,147: 73,324 17,853 14,201 74,071 147,105 161,596 179,159: 41,551 23,988
Old : 60,403: 14,879 5,944 1,344 30,468 41,696 46,691 48,984: 13,712 11,419
Other: 142,744: 64,282 17,746 7,020 43,603 105,409 114,905 130,175: 27,839 12,569
: : :
: : Changes in Commitments from: July 13, 2010 :
: 7,941: 2,695 4,983 -1,499 3,319 4,162 4,515 7,646: 3,426 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 8.8 7.0 36.5 72.4 79.5 88.2: 20.5 11.8
Old : 100.0: 24.6 9.8 2.2 50.4 69.0 77.3 81.1: 22.7 18.9
Other: 100.0: 45.0 12.4 4.9 30.5 73.8 80.5 91.2: 19.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 71 31 37 67 58 163 109:
Old : 123: 27 22 14 54 46 91 73:
Other: 171: 67 31 26 57 44 141 88:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 46.5 19.5 57.0 9.5 40.1 17.2 48.8
Old : 23.3 32.5 36.9 44.5 22.5 28.5 34.6 39.2
Other: 12.6 55.4 23.1 66.8 12.5 52.3 23.0 62.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 20, 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 : 15,308: 3,223 4,027 1,809 7,112 7,283 12,144 13,119: 3,164 2,189
Old : 15,308: 3,223 4,027 1,809 7,112 7,283 12,144 13,119: 3,164 2,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 631: 184 125 493 -531 129 146 747: 485 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 26.3 11.8 46.5 47.6 79.3 85.7: 20.7 14.3
Old : 100.0: 21.1 26.3 11.8 46.5 47.6 79.3 85.7: 20.7 14.3
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 : 73: 18 19 12 17 21 45 47:
Old : 73: 18 19 12 17 21 45 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 : 38.6 26.5 51.3 44.9 38.6 26.5 51.0 44.6
Old : 38.6 26.5 51.3 44.9 38.6 26.5 51.0 44.6
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 20, 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 : 861,922: 175,625 203,783 9,703 575,995 527,091 761,323 740,577: 100,599 121,345
Old : 861,922: 175,625 203,783 9,703 575,995 527,091 761,323 740,577: 100,599 121,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 24,106: 8,824 -2,371 -1,952 17,833 29,440 24,705 25,117: -599 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 23.6 1.1 66.8 61.2 88.3 85.9: 11.7 14.1
Old : 100.0: 20.4 23.6 1.1 66.8 61.2 88.3 85.9: 11.7 14.1
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 : 229: 30 60 20 65 119 109 185:
Old : 229: 30 60 20 65 119 109 185:
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 : 39.1 15.1 49.0 23.3 38.7 13.4 48.4 21.2
Old : 39.1 15.1 49.0 23.3 38.7 13.4 48.4 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 20, 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 : 1,843,850: 178,256 322,785 33,420 1,352,517 1,168,628 1,564,193 1,524,833: 279,657 319,017
Old : 1,843,850: 178,256 322,785 33,420 1,352,517 1,168,628 1,564,193 1,524,833: 279,657 319,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 87,200: -8,257 30,115 5,571 98,986 53,431 96,300 89,117: -9,100 -1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 17.5 1.8 73.4 63.4 84.8 82.7: 15.2 17.3
Old : 100.0: 9.7 17.5 1.8 73.4 63.4 84.8 82.7: 15.2 17.3
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 : 254: 34 53 32 107 130 165 191:
Old : 254: 34 53 32 107 130 165 191:
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 20.1 51.1 30.0 42.1 18.8 47.9 26.5
Old : 44.5 20.1 51.1 30.0 42.1 18.8 47.9 26.5
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 - Futures Only, July 20, 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 : 933,042: 163,507 95,726 12,536 546,958 586,913 723,001 695,175: 210,041 237,867
Old : 933,042: 163,507 95,726 12,536 546,958 586,913 723,001 695,175: 210,041 237,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 32,546: -4,093 10,222 3,373 37,179 19,539 36,459 33,134: -3,913 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 10.3 1.3 58.6 62.9 77.5 74.5: 22.5 25.5
Old : 100.0: 17.5 10.3 1.3 58.6 62.9 77.5 74.5: 22.5 25.5
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 : 156: 26 28 14 59 82 90 119:
Old : 156: 26 28 14 59 82 90 119:
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 : 25.4 19.2 36.2 28.4 23.6 15.3 31.2 21.7
Old : 25.4 19.2 36.2 28.4 23.6 15.3 31.2 21.7
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 20, 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 : 616,778: 173,233 11,952 51,000 351,791 491,409 576,024 554,361: 40,754 62,417
Old : 616,778: 173,233 11,952 51,000 351,791 491,409 576,024 554,361: 40,754 62,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 7,861: -3,781 -1,665 2,721 8,076 1,343 7,016 2,399: 845 5,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 1.9 8.3 57.0 79.7 93.4 89.9: 6.6 10.1
Old : 100.0: 28.1 1.9 8.3 57.0 79.7 93.4 89.9: 6.6 10.1
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 : 109: 27 12 32 52 56 94 90:
Old : 109: 27 12 32 52 56 94 90:
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 : 31.4 39.8 50.4 52.2 26.6 23.3 35.3 32.1
Old : 31.4 39.8 50.4 52.2 26.6 23.3 35.3 32.1
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 20, 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 : 41,245: 6,482 4,700 449 29,066 28,213 35,996 33,361: 5,249 7,884
Old : 41,245: 6,482 4,700 449 29,066 28,213 35,996 33,361: 5,249 7,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 2,154: 1,663 -1,557 183 44 2,782 1,890 1,408: 265 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.4 1.1 70.5 68.4 87.3 80.9: 12.7 19.1
Old : 100.0: 15.7 11.4 1.1 70.5 68.4 87.3 80.9: 12.7 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 : 86: 22 11 5 30 30 54 44:
Old : 86: 22 11 5 30 30 54 44:
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 : 43.0 34.3 54.0 55.5 41.9 34.3 52.8 55.4
Old : 43.0 34.3 54.0 55.5 41.9 34.3 52.8 55.4
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 - Futures Only, July 20, 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 : 82,489: 12,963 9,399 897 58,131 56,425 71,991 66,721: 10,498 15,768
Old : 82,489: 12,963 9,399 897 58,131 56,425 71,991 66,721: 10,498 15,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 4,308: 3,326 -3,113 366 87 5,563 3,779 2,816: 529 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.4 1.1 70.5 68.4 87.3 80.9: 12.7 19.1
Old : 100.0: 15.7 11.4 1.1 70.5 68.4 87.3 80.9: 12.7 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 : 86: 22 11 5 30 30 54 44:
Old : 86: 22 11 5 30 30 54 44:
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 : 43.0 34.3 54.0 55.5 41.9 34.3 52.8 55.4
Old : 43.0 34.3 54.0 55.5 41.9 34.3 52.8 55.4
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 20, 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 : 12,935: 2,133 726 156 10,396 11,897 12,685 12,779: 250 156
Old : 12,935: 2,133 726 156 10,396 11,897 12,685 12,779: 250 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,592: -396 -5 103 -1,287 -1,713 -1,580 -1,615: -12 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.6 1.2 80.4 92.0 98.1 98.8: 1.9 1.2
Old : 100.0: 16.5 5.6 1.2 80.4 92.0 98.1 98.8: 1.9 1.2
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 : 35: 5 7 1 8 16 13 24:
Old : 35: 5 7 1 8 16 13 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 : 77.4 64.5 94.0 80.6 76.2 64.5 90.7 79.8
Old : 77.4 64.5 94.0 80.6 76.2 64.5 90.7 79.8
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 20, 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 : 33,327: 2,745 3,078 20 30,290 30,119 33,055 33,217: 272 110
Old : 33,327: 2,745 3,078 20 30,290 30,119 33,055 33,217: 272 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,930: 778 -1,070 20 1,176 3,007 1,974 1,957: -44 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.2 0.1 90.9 90.4 99.2 99.7: 0.8 0.3
Old : 100.0: 8.2 9.2 0.1 90.9 90.4 99.2 99.7: 0.8 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 : 32: 8 2 1 7 16 16 18:
Old : 32: 8 2 1 7 16 16 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 : 89.8 77.0 97.1 90.6 89.8 77.0 97.1 90.5
Old : 89.8 77.0 97.1 90.6 89.8 77.0 97.1 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010