WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 10, 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 : 509,803: 116,453 89,496 69,960 278,188 283,900 464,601 443,356: 45,202 66,447
Old : 405,411: 112,139 80,546 47,790 205,815 231,242 365,744 359,578: 39,667 45,833
Other: 104,392: 18,361 22,997 8,123 72,373 52,658 98,857 83,778: 5,535 20,614
: : :
: : Changes in Commitments from: August 3, 2010 :
: 10,689: 3,193 -3,222 12,850 -17,141 -6,044 -1,098 3,584: 11,787 7,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.6 13.7 54.6 55.7 91.1 87.0: 8.9 13.0
Old : 100.0: 27.7 19.9 11.8 50.8 57.0 90.2 88.7: 9.8 11.3
Other: 100.0: 17.6 22.0 7.8 69.3 50.4 94.7 80.3: 5.3 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 165 115 144 81 117 332 309:
Old : 416: 167 112 126 68 112 306 292:
Other: 214: 33 67 30 50 96 106 178:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 19.0 34.9 27.4 20.2 15.8 32.5 22.5
Old : 24.0 22.9 36.1 33.0 23.3 21.5 33.9 29.5
Other: 39.5 16.7 55.8 25.4 36.3 14.2 48.9 19.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 10, 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 : 1,296,610: 424,807 114,341 166,806 579,152 747,494 1,170,765 1,028,641: 125,845 267,969
Old : 263,044: 95,332 60,726 2,585 133,793 160,247 231,710 223,558: 31,334 39,486
Other: 1,033,566: 376,807 100,947 116,889 445,359 587,247 939,055 805,083: 94,511 228,483
: : :
: : Changes in Commitments from: August 3, 2010 :
: 52,499: 37,502 -13,313 4,383 2,927 58,861 44,812 49,931: 7,687 2,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 8.8 12.9 44.7 57.6 90.3 79.3: 9.7 20.7
Old : 100.0: 36.2 23.1 1.0 50.9 60.9 88.1 85.0: 11.9 15.0
Other: 100.0: 36.5 9.8 11.3 43.1 56.8 90.9 77.9: 9.1 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 227 140 193 180 347 513 612:
Old : 577: 124 107 10 96 266 224 379:
Other: 778: 234 143 133 148 340 447 566:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 14.2 25.4 19.9 16.9 13.5 25.2 18.8
Old : 25.5 16.2 37.8 24.9 25.5 16.1 37.8 24.4
Other: 17.4 14.0 25.6 19.5 17.3 13.4 25.4 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 10, 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 : 10,779: 2,143 422 432 5,302 8,427 7,877 9,281: 2,902 1,498
Old : 10,779: 2,143 422 432 5,302 8,427 7,877 9,281: 2,902 1,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -146: 294 -9 -36 -362 59 -104 14: -42 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.9 4.0 49.2 78.2 73.1 86.1: 26.9 13.9
Old : 100.0: 19.9 3.9 4.0 49.2 78.2 73.1 86.1: 26.9 13.9
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 : 40: 15 3 8 14 14 33 23:
Old : 40: 15 3 8 14 14 33 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 : 32.9 62.0 48.8 73.6 32.2 54.0 44.9 65.3
Old : 32.9 62.0 48.8 73.6 32.2 54.0 44.9 65.3
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, August 10, 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 : 508,769: 166,523 38,449 62,954 230,104 325,997 459,581 427,400: 49,188 81,369
Old : 483,514: 165,168 47,058 48,861 221,777 311,790 435,806 407,709: 47,708 75,805
Other: 25,255: 15,284 5,320 164 8,327 14,207 23,775 19,691: 1,480 5,564
: : :
: : Changes in Commitments from: August 3, 2010 :
: 18,466: 14,208 -2,211 -3 2,623 20,726 16,828 18,512: 1,638 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 7.6 12.4 45.2 64.1 90.3 84.0: 9.7 16.0
Old : 100.0: 34.2 9.7 10.1 45.9 64.5 90.1 84.3: 9.9 15.7
Other: 100.0: 60.5 21.1 0.6 33.0 56.3 94.1 78.0: 5.9 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 514: 194 97 116 97 188 347 362:
Old : 513: 194 101 111 96 185 344 355:
Other: 207: 25 49 6 22 121 49 174:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 22.1 27.1 31.3 16.4 21.1 26.3 29.2
Old : 17.4 22.5 27.8 31.6 16.9 21.4 27.0 29.4
Other: 58.5 30.3 75.9 40.5 58.1 30.0 75.3 40.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 10, 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 : 25,936: 23,124 1,712 227 5 5,414 23,356 7,353: 2,580 18,583
Old : 23,772: 21,307 1,707 222 5 4,774 21,534 6,703: 2,238 17,069
Other: 2,164: 1,817 5 5 0 640 1,822 650: 342 1,514
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,926: 2,556 31 37 -6 150 2,587 218: -661 1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 6.6 0.9 0.0 20.9 90.1 28.4: 9.9 71.6
Old : 100.0: 89.6 7.2 0.9 0.0 20.1 90.6 28.2: 9.4 71.8
Other: 100.0: 84.0 0.2 0.2 0.0 29.6 84.2 30.0: 15.8 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 7 9 1 12 23 28:
Old : 41: 22 7 9 1 12 23 28:
Other: 25: 11 2 1 0 12 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 11.7 72.7 18.0 57.8 11.7 72.1 18.0
Old : 60.1 10.8 74.1 17.2 59.8 10.8 73.7 17.2
Other: 67.2 23.6 81.1 28.3 67.2 23.6 80.9 28.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 10, 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 : 308,474: 84,389 47,293 47,163 141,804 191,842 273,356 286,298: 35,118 22,176
Old : 60,884: 20,615 5,294 10,310 23,717 39,676 54,642 55,280: 6,242 5,604
Other: 247,590: 77,960 56,185 22,667 118,087 152,166 218,714 231,018: 28,876 16,572
: : :
: : Changes in Commitments from: August 3, 2010 :
: 18,032: 15,339 2,794 1,379 -2,438 12,900 14,280 17,073: 3,752 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.3 15.3 46.0 62.2 88.6 92.8: 11.4 7.2
Old : 100.0: 33.9 8.7 16.9 39.0 65.2 89.7 90.8: 10.3 9.2
Other: 100.0: 31.5 22.7 9.2 47.7 61.5 88.3 93.3: 11.7 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 91 55 85 57 55 208 166:
Old : 150: 62 27 6 26 39 90 70:
Other: 243: 84 79 63 53 48 182 152:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 32.2 27.8 44.9 16.3 28.8 26.1 38.5
Old : 41.7 44.0 50.4 57.3 27.9 31.6 35.8 42.3
Other: 16.8 35.4 27.6 44.4 16.4 33.4 27.0 41.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 10, 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 : 729,581: 92,435 100,961 4,253 465,416 497,571 562,104 602,785: 167,477 126,796
Old : 729,581: 92,435 100,961 4,253 465,416 497,571 562,104 602,785: 167,477 126,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 36,994: -3,914 -37,111 -2,719 12,927 50,565 6,294 10,735: 30,700 26,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.8 0.6 63.8 68.2 77.0 82.6: 23.0 17.4
Old : 100.0: 12.7 13.8 0.6 63.8 68.2 77.0 82.6: 23.0 17.4
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 : 154: 29 26 15 65 71 102 104:
Old : 154: 29 26 15 65 71 102 104:
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 : 20.7 23.7 32.3 38.8 19.1 22.4 30.1 36.3
Old : 20.7 23.7 32.3 38.8 19.1 22.4 30.1 36.3
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, August 10, 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 : 171,778: 20,430 30,171 57 105,196 119,073 125,683 149,301: 46,095 22,477
Old : 171,778: 20,430 30,171 57 105,196 119,073 125,683 149,301: 46,095 22,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 6,094: -472 -8,171 -78 2,851 9,016 2,301 767: 3,793 5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 17.6 0.0 61.2 69.3 73.2 86.9: 26.8 13.1
Old : 100.0: 11.9 17.6 0.0 61.2 69.3 73.2 86.9: 26.8 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: 5 6 1 16 17 22 23:
Old : 35: 5 6 1 16 17 22 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 : 38.6 51.1 53.1 70.1 35.4 47.8 49.7 66.8
Old : 38.6 51.1 53.1 70.1 35.4 47.8 49.7 66.8
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, August 10, 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 : 11,342: 2,110 422 444 8,408 10,238 10,962 11,104: 380 238
Old : 11,342: 2,110 422 444 8,408 10,238 10,962 11,104: 380 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -333: -23 -22 -73 -220 -239 -316 -334: -17 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.7 3.9 74.1 90.3 96.6 97.9: 3.4 2.1
Old : 100.0: 18.6 3.7 3.9 74.1 90.3 96.6 97.9: 3.4 2.1
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 : 36: 9 3 2 19 20 29 24:
Old : 36: 9 3 2 19 20 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 : 59.0 67.0 75.4 82.0 18.0 22.1 26.6 30.8
Old : 59.0 67.0 75.4 82.0 18.0 22.1 26.6 30.8
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, August 10, 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 : 197,477: 78,183 12,823 14,518 65,923 150,090 158,624 177,431: 38,853 20,046
Old : 34,028: 8,965 2,718 26 16,994 24,911 25,985 27,655: 8,043 6,373
Other: 163,449: 71,452 12,339 12,258 48,929 125,179 132,639 149,776: 30,810 13,673
: : :
: : Changes in Commitments from: August 3, 2010 :
: 5,081: 1,501 -1,070 393 1,579 6,956 3,473 6,279: 1,608 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 6.5 7.4 33.4 76.0 80.3 89.8: 19.7 10.2
Old : 100.0: 26.3 8.0 0.1 49.9 73.2 76.4 81.3: 23.6 18.7
Other: 100.0: 43.7 7.5 7.5 29.9 76.6 81.2 91.6: 18.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 80 22 42 59 52 161 102:
Old : 105: 28 13 1 40 38 68 52:
Other: 172: 74 23 39 54 44 150 90:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 46.7 20.3 58.1 11.3 41.2 19.8 50.2
Old : 25.1 35.4 40.2 46.3 24.6 33.7 37.9 44.4
Other: 12.8 52.4 22.7 63.9 12.7 48.1 22.4 58.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 10, 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 : 18,523: 4,299 4,079 2,605 7,045 9,740 13,949 16,424: 4,574 2,099
Old : 18,523: 4,299 4,079 2,605 7,045 9,740 13,949 16,424: 4,574 2,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 806: 150 -151 411 -106 537 455 797: 351 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.0 14.1 38.0 52.6 75.3 88.7: 24.7 11.3
Old : 100.0: 23.2 22.0 14.1 38.0 52.6 75.3 88.7: 24.7 11.3
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 : 88: 35 19 13 17 19 63 43:
Old : 88: 35 19 13 17 19 63 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 : 28.7 29.3 38.4 46.8 28.7 29.3 36.9 46.3
Old : 28.7 29.3 38.4 46.8 28.7 29.3 36.9 46.3
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, August 10, 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 : 829,947: 198,885 183,591 14,902 501,770 515,806 715,557 714,299: 114,390 115,648
Old : 829,947: 198,885 183,591 14,902 501,770 515,806 715,557 714,299: 114,390 115,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 29,549: 15,085 -10,295 -7,530 -8,575 14,746 -1,020 -3,079: 30,569 32,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.1 1.8 60.5 62.1 86.2 86.1: 13.8 13.9
Old : 100.0: 24.0 22.1 1.8 60.5 62.1 86.2 86.1: 13.8 13.9
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 : 218: 32 51 17 72 109 116 166:
Old : 218: 32 51 17 72 109 116 166:
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 : 22.3 14.8 36.4 23.8 21.0 10.8 32.9 18.5
Old : 22.3 14.8 36.4 23.8 21.0 10.8 32.9 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 10, 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 : 1,983,003: 187,193 239,081 50,806 1,440,778 1,382,323 1,678,777 1,672,210: 304,226 310,793
Old : 1,983,003: 187,193 239,081 50,806 1,440,778 1,382,323 1,678,777 1,672,210: 304,226 310,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 175,112: 27,988 -111,276 15,407 46,214 199,724 89,609 103,855: 85,503 71,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.1 2.6 72.7 69.7 84.7 84.3: 15.3 15.7
Old : 100.0: 9.4 12.1 2.6 72.7 69.7 84.7 84.3: 15.3 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 : 260: 32 53 41 111 136 173 200:
Old : 260: 32 53 41 111 136 173 200:
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 : 41.4 23.1 48.0 32.9 39.0 21.4 44.7 29.0
Old : 41.4 23.1 48.0 32.9 39.0 21.4 44.7 29.0
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, August 10, 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 : 1,073,819: 210,456 103,168 22,156 639,133 697,685 871,745 823,009: 202,074 250,810
Old : 1,073,819: 210,456 103,168 22,156 639,133 697,685 871,745 823,009: 202,074 250,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 56,553: -54,508 2,549 -173 84,508 30,357 29,827 32,733: 26,726 23,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.6 2.1 59.5 65.0 81.2 76.6: 18.8 23.4
Old : 100.0: 19.6 9.6 2.1 59.5 65.0 81.2 76.6: 18.8 23.4
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 : 165: 25 28 17 73 92 107 128:
Old : 165: 25 28 17 73 92 107 128:
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 : 25.8 21.1 35.5 28.8 23.3 15.3 31.0 22.1
Old : 25.8 21.1 35.5 28.8 23.3 15.3 31.0 22.1
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, August 10, 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 : 593,701: 148,937 7,717 55,152 346,338 472,176 550,427 535,045: 43,274 58,656
Old : 593,701: 148,937 7,717 55,152 346,338 472,176 550,427 535,045: 43,274 58,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 5,140: -15,307 -1,486 5,089 13,969 2,570 3,751 6,173: 1,389 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 1.3 9.3 58.3 79.5 92.7 90.1: 7.3 9.9
Old : 100.0: 25.1 1.3 9.3 58.3 79.5 92.7 90.1: 7.3 9.9
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 : 103: 28 10 28 54 50 93 81:
Old : 103: 28 10 28 54 50 93 81:
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 : 31.7 42.4 48.0 54.8 24.7 26.8 33.6 34.8
Old : 31.7 42.4 48.0 54.8 24.7 26.8 33.6 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, August 10, 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 : 46,277: 9,629 3,934 627 28,972 35,250 39,228 39,811: 7,049 6,466
Old : 46,277: 9,629 3,934 627 28,972 35,250 39,228 39,811: 7,049 6,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,518: -802 -344 166 1,066 635 430 457: 1,088 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.5 1.4 62.6 76.2 84.8 86.0: 15.2 14.0
Old : 100.0: 20.8 8.5 1.4 62.6 76.2 84.8 86.0: 15.2 14.0
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 : 84: 26 7 4 28 30 57 38:
Old : 84: 26 7 4 28 30 57 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 40.1 48.3 60.3 35.7 40.1 47.9 60.3
Old : 36.1 40.1 48.3 60.3 35.7 40.1 47.9 60.3
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, August 10, 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 : 92,553: 19,257 7,868 1,254 57,944 70,499 78,455 79,621: 14,098 12,932
Old : 92,553: 19,257 7,868 1,254 57,944 70,499 78,455 79,621: 14,098 12,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 3,035: -1,603 -687 331 2,131 1,269 859 913: 2,176 2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.5 1.4 62.6 76.2 84.8 86.0: 15.2 14.0
Old : 100.0: 20.8 8.5 1.4 62.6 76.2 84.8 86.0: 15.2 14.0
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 : 84: 26 7 4 28 30 57 38:
Old : 84: 26 7 4 28 30 57 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 40.1 48.3 60.3 35.7 40.1 47.9 60.3
Old : 36.1 40.1 48.3 60.3 35.7 40.1 47.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,151: 3,255 1,868 0 1,819 3,246 5,074 5,114: 77 37
Old : 5,151: 3,255 1,868 0 1,819 3,246 5,074 5,114: 77 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 36.3 0.0 35.3 63.0 98.5 99.3: 1.5 0.7
Old : 100.0: 63.2 36.3 0.0 35.3 63.0 98.5 99.3: 1.5 0.7
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 : 21: 11 5 0 3 2 14 7:
Old : 21: 11 5 0 3 2 14 7:
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 : 63.4 96.0 88.6 99.3 63.4 96.0 88.6 99.3
Old : 63.4 96.0 88.6 99.3 63.4 96.0 88.6 99.3
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, August 10, 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 : 14,773: 1,597 901 156 12,751 13,581 14,504 14,638: 269 135
Old : 14,773: 1,597 901 156 12,751 13,581 14,504 14,638: 269 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 942: 278 -9 0 539 839 817 830: 125 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.1 1.1 86.3 91.9 98.2 99.1: 1.8 0.9
Old : 100.0: 10.8 6.1 1.1 86.3 91.9 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 : 38: 7 7 1 9 17 16 25:
Old : 38: 7 7 1 9 17 16 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 : 74.3 64.6 92.2 80.8 69.5 64.6 84.5 78.3
Old : 74.3 64.6 92.2 80.8 69.5 64.6 84.5 78.3
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, August 10, 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 : 41,353: 2,012 2,353 20 38,962 38,865 40,994 41,238: 359 115
Old : 41,353: 2,012 2,353 20 38,962 38,865 40,994 41,238: 359 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,762: 162 1,358 0 2,494 1,350 2,656 2,708: 106 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.7 0.0 94.2 94.0 99.1 99.7: 0.9 0.3
Old : 100.0: 4.9 5.7 0.0 94.2 94.0 99.1 99.7: 0.9 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: 7 2 1 6 19 14 21:
Old : 32: 7 2 1 6 19 14 21:
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 : 95.4 71.9 98.2 88.3 95.3 71.8 98.1 88.2
Old : 95.4 71.9 98.2 88.3 95.3 71.8 98.1 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010