WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 17, 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 : 507,278: 123,830 90,387 68,839 271,729 288,142 464,398 447,368: 42,880 59,910
Old : 404,527: 117,378 82,751 47,283 203,386 235,675 368,047 365,709: 36,480 38,818
Other: 102,751: 17,744 18,928 10,264 68,343 52,467 96,351 81,659: 6,400 21,092
: : :
: : Changes in Commitments from: August 10, 2010 :
: -2,525: 7,377 891 -1,121 -6,459 4,242 -203 4,012: -2,322 -6,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.8 13.6 53.6 56.8 91.5 88.2: 8.5 11.8
Old : 100.0: 29.0 20.5 11.7 50.3 58.3 91.0 90.4: 9.0 9.6
Other: 100.0: 17.3 18.4 10.0 66.5 51.1 93.8 79.5: 6.2 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 172 117 154 92 127 361 328:
Old : 444: 172 117 136 77 123 337 310:
Other: 218: 38 64 27 54 101 112 176:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 18.8 33.8 27.2 19.5 15.8 31.1 22.4
Old : 23.3 22.8 34.7 32.2 22.9 21.1 32.1 28.5
Other: 39.6 17.2 55.3 25.8 36.3 12.3 46.9 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 17, 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 : 1,342,765: 459,690 112,455 182,278 567,978 787,479 1,209,946 1,082,212: 132,819 260,553
Old : 181,221: 88,794 41,272 2,220 64,641 111,913 155,655 155,405: 25,566 25,816
Other: 1,161,544: 409,792 110,079 141,162 503,337 675,566 1,054,291 926,807: 107,253 234,737
: : :
: : Changes in Commitments from: August 10, 2010 :
: 46,155: 34,883 -1,886 15,472 -11,174 39,985 39,181 53,571: 6,974 -7,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 8.4 13.6 42.3 58.6 90.1 80.6: 9.9 19.4
Old : 100.0: 49.0 22.8 1.2 35.7 61.8 85.9 85.8: 14.1 14.2
Other: 100.0: 35.3 9.5 12.2 43.3 58.2 90.8 79.8: 9.2 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 832: 253 142 190 191 364 540 633:
Old : 554: 116 93 4 99 265 218 359:
Other: 822: 252 156 140 150 360 468 601:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 14.2 24.4 20.3 15.5 13.8 23.7 19.1
Old : 23.1 19.6 35.0 28.6 23.1 18.7 35.0 27.6
Other: 17.2 14.2 25.8 20.7 17.1 13.6 25.6 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 17, 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 : 11,141: 2,547 457 340 5,424 8,837 8,311 9,634: 2,830 1,507
Old : 11,141: 2,547 457 340 5,424 8,837 8,311 9,634: 2,830 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 362: 404 35 -92 122 410 434 353: -72 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.1 3.1 48.7 79.3 74.6 86.5: 25.4 13.5
Old : 100.0: 22.9 4.1 3.1 48.7 79.3 74.6 86.5: 25.4 13.5
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 : 41: 16 4 6 14 11 33 20:
Old : 41: 16 4 6 14 11 33 20:
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 : 32.5 63.4 50.3 76.1 31.5 54.8 46.0 67.1
Old : 32.5 63.4 50.3 76.1 31.5 54.8 46.0 67.1
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, August 17, 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 : 525,866: 175,528 39,734 67,347 233,267 340,369 476,142 447,450: 49,724 78,416
Old : 499,513: 171,796 46,996 54,738 224,985 325,326 451,519 427,060: 47,994 72,453
Other: 26,353: 16,120 5,126 221 8,282 15,043 24,623 20,390: 1,730 5,963
: : :
: : Changes in Commitments from: August 10, 2010 :
: 17,097: 9,005 1,285 4,393 3,163 14,372 16,561 20,050: 536 -2,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 7.6 12.8 44.4 64.7 90.5 85.1: 9.5 14.9
Old : 100.0: 34.4 9.4 11.0 45.0 65.1 90.4 85.5: 9.6 14.5
Other: 100.0: 61.2 19.5 0.8 31.4 57.1 93.4 77.4: 6.6 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 197 100 116 99 193 354 370:
Old : 528: 194 107 110 98 191 348 366:
Other: 214: 29 47 5 23 127 53 178:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 22.8 24.5 32.1 14.6 21.0 23.9 29.1
Old : 15.4 23.1 25.4 32.3 15.0 21.4 24.7 29.2
Other: 57.0 29.6 72.9 39.8 56.6 29.3 72.3 39.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 17, 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 : 26,637: 23,740 1,908 205 5 5,782 23,950 7,895: 2,687 18,742
Old : 24,382: 21,848 1,914 189 5 5,120 22,042 7,223: 2,340 17,159
Other: 2,255: 1,903 5 5 0 662 1,908 672: 347 1,583
: : :
: : Changes in Commitments from: August 10, 2010 :
: 701: 616 196 -22 0 368 594 542: 107 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 7.2 0.8 0.0 21.7 89.9 29.6: 10.1 70.4
Old : 100.0: 89.6 7.9 0.8 0.0 21.0 90.4 29.6: 9.6 70.4
Other: 100.0: 84.4 0.2 0.2 0.0 29.4 84.6 29.8: 15.4 70.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 21 7 6 1 14 22 27:
Old : 42: 20 8 6 1 14 22 27:
Other: 25: 10 2 1 0 13 10 16:
:----------------------------------------------------------------------------------------------------
: 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 11.5 73.1 17.7 57.9 11.5 72.7 17.7
Old : 60.0 10.6 74.5 17.1 59.8 10.6 74.3 17.1
Other: 67.7 23.1 81.5 27.7 67.7 23.1 81.3 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 17, 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 : 313,294: 89,543 40,060 51,300 136,216 201,262 277,059 292,622: 36,235 20,672
Old : 41,886: 17,057 5,510 3,193 17,030 28,528 37,280 37,231: 4,606 4,655
Other: 271,408: 85,811 47,875 34,782 119,186 172,734 239,779 255,391: 31,629 16,017
: : :
: : Changes in Commitments from: August 10, 2010 :
: 4,820: 5,154 -7,233 4,137 -5,588 9,420 3,703 6,324: 1,117 -1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.8 16.4 43.5 64.2 88.4 93.4: 11.6 6.6
Old : 100.0: 40.7 13.2 7.6 40.7 68.1 89.0 88.9: 11.0 11.1
Other: 100.0: 31.6 17.6 12.8 43.9 63.6 88.3 94.1: 11.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 96 54 82 58 55 211 163:
Old : 149: 53 34 4 30 37 83 75:
Other: 247: 95 72 61 54 49 191 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 33.4 24.8 45.7 14.3 30.4 24.0 40.2
Old : 29.6 34.8 41.7 46.7 26.2 30.7 36.8 41.3
Other: 15.3 36.5 26.0 46.7 15.0 34.4 25.5 43.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 17, 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 : 715,278: 81,336 92,935 7,372 453,834 485,445 542,542 585,752: 172,736 129,526
Old : 715,278: 81,336 92,935 7,372 453,834 485,445 542,542 585,752: 172,736 129,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -14,303: -11,099 -8,026 3,119 -11,582 -12,126 -19,562 -17,033: 5,259 2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.0 1.0 63.4 67.9 75.9 81.9: 24.1 18.1
Old : 100.0: 11.4 13.0 1.0 63.4 67.9 75.9 81.9: 24.1 18.1
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 : 164: 34 26 17 71 74 113 109:
Old : 164: 34 26 17 71 74 113 109:
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 : 20.6 23.2 31.1 38.8 19.2 21.8 29.7 36.6
Old : 20.6 23.2 31.1 38.8 19.2 21.8 29.7 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, August 17, 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 : 197,029: 21,879 30,536 47 126,616 132,899 148,542 163,482: 48,487 33,547
Old : 197,029: 21,879 30,536 47 126,616 132,899 148,542 163,482: 48,487 33,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 25,251: 1,449 365 -10 21,420 13,826 22,859 14,181: 2,392 11,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.5 0.0 64.3 67.5 75.4 83.0: 24.6 17.0
Old : 100.0: 11.1 15.5 0.0 64.3 67.5 75.4 83.0: 24.6 17.0
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 : 40: 4 6 1 21 22 26 28:
Old : 40: 4 6 1 21 22 26 28:
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 : 35.6 49.2 51.9 66.4 33.3 48.3 49.6 65.4
Old : 35.6 49.2 51.9 66.4 33.3 48.3 49.6 65.4
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 17, 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 : 10,941: 1,081 316 659 8,905 9,769 10,645 10,744: 296 197
Old : 10,941: 1,081 316 659 8,905 9,769 10,645 10,744: 296 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -401: -1,029 -106 215 497 -469 -317 -360: -84 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.9 6.0 81.4 89.3 97.3 98.2: 2.7 1.8
Old : 100.0: 9.9 2.9 6.0 81.4 89.3 97.3 98.2: 2.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 9 4 4 18 18 29 24:
Old : 34: 9 4 4 18 18 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 : 61.8 68.1 77.2 80.7 18.5 22.2 24.6 27.5
Old : 61.8 68.1 77.2 80.7 18.5 22.2 24.6 27.5
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, August 17, 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 : 203,643: 82,648 13,951 15,264 67,377 153,517 165,289 182,732: 38,354 20,911
Old : 28,239: 8,340 3,030 0 13,211 19,238 21,551 22,268: 6,688 5,971
Other: 175,404: 76,468 13,081 13,104 54,166 134,279 143,738 160,464: 31,666 14,940
: : :
: : Changes in Commitments from: August 10, 2010 :
: 6,166: 4,465 1,128 746 1,454 3,427 6,665 5,301: -499 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 6.9 7.5 33.1 75.4 81.2 89.7: 18.8 10.3
Old : 100.0: 29.5 10.7 0.0 46.8 68.1 76.3 78.9: 23.7 21.1
Other: 100.0: 43.6 7.5 7.5 30.9 76.6 81.9 91.5: 18.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 81 25 37 61 53 164 100:
Old : 107: 24 18 0 36 33 60 51:
Other: 178: 74 27 36 58 49 156 94:
:----------------------------------------------------------------------------------------------------
: 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 46.4 19.9 58.8 10.7 42.1 19.2 51.4
Old : 26.8 36.5 40.9 47.6 26.0 36.5 38.8 47.4
Other: 12.2 50.9 21.9 63.8 12.0 47.1 21.7 57.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 17, 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 : 18,704: 4,709 3,644 2,799 6,591 10,311 14,099 16,754: 4,605 1,950
Old : 18,704: 4,709 3,644 2,799 6,591 10,311 14,099 16,754: 4,605 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 181: 410 -435 194 -454 571 150 330: 31 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.5 15.0 35.2 55.1 75.4 89.6: 24.6 10.4
Old : 100.0: 25.2 19.5 15.0 35.2 55.1 75.4 89.6: 24.6 10.4
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 : 88: 34 17 13 18 22 63 45:
Old : 88: 34 17 13 18 22 63 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 : 23.8 31.1 33.7 47.8 23.8 30.8 32.9 47.4
Old : 23.8 31.1 33.7 47.8 23.8 30.8 32.9 47.4
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, August 17, 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 : 822,184: 197,600 189,921 16,303 497,434 505,026 711,337 711,250: 110,847 110,934
Old : 822,184: 197,600 189,921 16,303 497,434 505,026 711,337 711,250: 110,847 110,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -7,763: -1,285 6,330 1,401 -4,336 -10,780 -4,220 -3,049: -3,543 -4,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 23.1 2.0 60.5 61.4 86.5 86.5: 13.5 13.5
Old : 100.0: 24.0 23.1 2.0 60.5 61.4 86.5 86.5: 13.5 13.5
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 : 223: 31 54 20 77 109 123 169:
Old : 223: 31 54 20 77 109 123 169:
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 : 22.0 15.3 35.7 24.9 21.3 13.9 32.2 22.0
Old : 22.0 15.3 35.7 24.9 21.3 13.9 32.2 22.0
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 17, 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 : 1,992,026: 196,506 244,083 52,488 1,449,496 1,392,685 1,698,490 1,689,256: 293,536 302,770
Old : 1,992,026: 196,506 244,083 52,488 1,449,496 1,392,685 1,698,490 1,689,256: 293,536 302,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 9,023: 9,313 5,002 1,682 8,718 10,362 19,713 17,046: -10,690 -8,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.3 2.6 72.8 69.9 85.3 84.8: 14.7 15.2
Old : 100.0: 9.9 12.3 2.6 72.8 69.9 85.3 84.8: 14.7 15.2
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 : 259: 32 52 43 113 137 172 205:
Old : 259: 32 52 43 113 137 172 205:
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 : 41.7 23.1 49.0 33.0 39.2 21.6 45.7 28.8
Old : 41.7 23.1 49.0 33.0 39.2 21.6 45.7 28.8
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 17, 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 : 1,093,081: 183,490 123,546 26,466 680,196 700,909 890,152 850,921: 202,929 242,160
Old : 1,093,081: 183,490 123,546 26,466 680,196 700,909 890,152 850,921: 202,929 242,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 19,262: -26,966 20,378 4,310 41,063 3,224 18,407 27,912: 855 -8,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.3 2.4 62.2 64.1 81.4 77.8: 18.6 22.2
Old : 100.0: 16.8 11.3 2.4 62.2 64.1 81.4 77.8: 18.6 22.2
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 : 159: 21 33 23 71 86 108 126:
Old : 159: 21 33 23 71 86 108 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 21.0 37.3 29.3 26.2 18.0 35.2 24.1
Old : 27.6 21.0 37.3 29.3 26.2 18.0 35.2 24.1
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 17, 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 : 597,316: 153,034 8,297 54,434 345,347 477,465 552,815 540,196: 44,501 57,120
Old : 597,316: 153,034 8,297 54,434 345,347 477,465 552,815 540,196: 44,501 57,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 3,615: 4,097 580 -718 -991 5,289 2,388 5,151: 1,227 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 1.4 9.1 57.8 79.9 92.5 90.4: 7.5 9.6
Old : 100.0: 25.6 1.4 9.1 57.8 79.9 92.5 90.4: 7.5 9.6
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 : 106: 33 9 28 54 51 95 83:
Old : 106: 33 9 28 54 51 95 83:
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 : 31.6 43.3 48.4 55.6 24.3 26.9 33.4 35.2
Old : 31.6 43.3 48.4 55.6 24.3 26.9 33.4 35.2
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 17, 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 : 48,402: 13,638 4,416 206 27,064 38,455 40,907 43,076: 7,496 5,326
Old : 48,402: 13,638 4,416 206 27,064 38,455 40,907 43,076: 7,496 5,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 2,126: 4,009 482 -422 -1,909 3,205 1,679 3,266: 447 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 9.1 0.4 55.9 79.4 84.5 89.0: 15.5 11.0
Old : 100.0: 28.2 9.1 0.4 55.9 79.4 84.5 89.0: 15.5 11.0
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 : 98: 35 7 6 30 35 67 46:
Old : 98: 35 7 6 30 35 67 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 41.6 43.2 61.4 30.4 41.6 42.8 60.6
Old : 30.8 41.6 43.2 61.4 30.4 41.6 42.8 60.6
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 17, 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 : 96,804: 27,275 8,832 411 54,127 76,909 81,813 86,152: 14,991 10,652
Old : 96,804: 27,275 8,832 411 54,127 76,909 81,813 86,152: 14,991 10,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 4,251: 8,018 964 -843 -3,817 6,410 3,358 6,531: 893 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 9.1 0.4 55.9 79.4 84.5 89.0: 15.5 11.0
Old : 100.0: 28.2 9.1 0.4 55.9 79.4 84.5 89.0: 15.5 11.0
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 : 98: 35 7 6 30 35 67 46:
Old : 98: 35 7 6 30 35 67 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 41.6 43.2 61.4 30.4 41.6 42.8 60.6
Old : 30.8 41.6 43.2 61.4 30.4 41.6 42.8 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 17, 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 : 5,155: 3,248 1,454 0 1,819 3,664 5,067 5,118: 88 37
Old : 5,155: 3,248 1,454 0 1,819 3,664 5,067 5,118: 88 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 4: -7 -414 0 0 418 -7 4: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 28.2 0.0 35.3 71.1 98.3 99.3: 1.7 0.7
Old : 100.0: 63.0 28.2 0.0 35.3 71.1 98.3 99.3: 1.7 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 : 20: 10 5 0 3 2 13 7:
Old : 20: 10 5 0 3 2 13 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 94.6 88.9 99.3 63.4 94.6 88.9 99.3
Old : 63.4 94.6 88.9 99.3 63.4 94.6 88.9 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 17, 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 : 11,857: 1,563 899 156 9,906 10,622 11,625 11,677: 232 180
Old : 11,857: 1,563 899 156 9,906 10,622 11,625 11,677: 232 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -2,916: -34 -2 0 -2,845 -2,959 -2,879 -2,961: -37 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 7.6 1.3 83.5 89.6 98.0 98.5: 2.0 1.5
Old : 100.0: 13.2 7.6 1.3 83.5 89.6 98.0 98.5: 2.0 1.5
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 : 36: 5 7 1 9 17 14 25:
Old : 36: 5 7 1 9 17 14 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 : 72.7 55.6 90.3 77.3 65.5 55.6 81.8 71.4
Old : 72.7 55.6 90.3 77.3 65.5 55.6 81.8 71.4
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 17, 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 : 40,560: 1,657 3,505 250 38,408 36,723 40,315 40,478: 245 82
Old : 40,560: 1,657 3,505 250 38,408 36,723 40,315 40,478: 245 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -793: -355 1,152 230 -554 -2,142 -679 -760: -114 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.6 0.6 94.7 90.5 99.4 99.8: 0.6 0.2
Old : 100.0: 4.1 8.6 0.6 94.7 90.5 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 95.8 69.9 98.5 88.0 94.5 69.3 96.8 87.4
Old : 95.8 69.9 98.5 88.0 94.5 69.3 96.8 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010