WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 24, 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 : 505,360: 128,269 91,526 64,827 272,236 288,194 465,332 444,547: 40,028 60,813
Old : 400,551: 120,287 83,045 43,239 203,278 234,494 366,804 360,778: 33,747 39,773
Other: 104,809: 17,914 18,413 11,656 68,958 53,700 98,528 83,769: 6,281 21,040
: : :
: : Changes in Commitments from: August 17, 2010 :
: -1,918: 4,439 1,139 -4,012 507 52 934 -2,821: -2,852 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 18.1 12.8 53.9 57.0 92.1 88.0: 7.9 12.0
Old : 100.0: 30.0 20.7 10.8 50.7 58.5 91.6 90.1: 8.4 9.9
Other: 100.0: 17.1 17.6 11.1 65.8 51.2 94.0 79.9: 6.0 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 170 112 143 91 122 350 311:
Old : 426: 169 111 125 75 116 321 292:
Other: 213: 40 58 32 53 99 117 171:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 19.7 33.8 28.5 19.4 15.9 30.9 22.7
Old : 23.3 24.0 34.7 33.8 22.7 21.2 31.7 28.5
Other: 40.2 17.2 56.7 25.8 36.5 12.2 47.6 17.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 24, 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 : 1,347,806: 469,741 111,766 187,681 562,815 791,750 1,220,237 1,091,197: 127,569 256,609
Old : 127,790: 65,056 41,525 2,124 43,157 66,770 110,337 110,419: 17,453 17,371
Other: 1,220,016: 454,585 120,141 135,657 519,658 724,980 1,109,900 980,778: 110,116 239,238
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,041: 10,051 -689 5,403 -5,163 4,271 10,291 8,985: -5,250 -3,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 8.3 13.9 41.8 58.7 90.5 81.0: 9.5 19.0
Old : 100.0: 50.9 32.5 1.7 33.8 52.2 86.3 86.4: 13.7 13.6
Other: 100.0: 37.3 9.8 11.1 42.6 59.4 91.0 80.4: 9.0 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 854: 251 161 200 204 369 557 662:
Old : 510: 103 90 5 112 220 219 311:
Other: 850: 255 176 146 147 365 471 629:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 13.5 24.5 19.6 15.5 12.7 23.7 18.4
Old : 25.3 20.9 36.7 31.4 25.3 19.6 36.7 30.1
Other: 17.5 14.2 25.9 20.6 17.3 13.7 25.7 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 24, 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 : 11,199: 2,495 427 146 5,780 9,275 8,421 9,848: 2,778 1,351
Old : 11,199: 2,495 427 146 5,780 9,275 8,421 9,848: 2,778 1,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 58: -52 -30 -194 356 438 110 214: -52 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.8 1.3 51.6 82.8 75.2 87.9: 24.8 12.1
Old : 100.0: 22.3 3.8 1.3 51.6 82.8 75.2 87.9: 24.8 12.1
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 : 40: 16 4 3 14 11 31 17:
Old : 40: 16 4 3 14 11 31 17:
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 : 33.4 68.4 50.1 79.0 30.4 59.3 44.3 69.9
Old : 33.4 68.4 50.1 79.0 30.4 59.3 44.3 69.9
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 24, 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 : 524,449: 172,727 33,353 67,333 236,018 342,888 476,078 443,574: 48,371 80,875
Old : 495,680: 168,601 41,710 53,772 227,204 325,265 449,577 420,747: 46,103 74,933
Other: 28,769: 17,593 5,110 94 8,814 17,623 26,501 22,827: 2,268 5,942
: : :
: : Changes in Commitments from: August 17, 2010 :
: -1,417: -2,801 -6,381 -14 2,751 2,519 -64 -3,876: -1,353 2,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 6.4 12.8 45.0 65.4 90.8 84.6: 9.2 15.4
Old : 100.0: 34.0 8.4 10.8 45.8 65.6 90.7 84.9: 9.3 15.1
Other: 100.0: 61.2 17.8 0.3 30.6 61.3 92.1 79.3: 7.9 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 195 87 111 105 199 357 359:
Old : 518: 192 94 106 103 198 351 357:
Other: 215: 27 46 5 25 127 54 176:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 23.0 24.5 32.4 14.8 21.7 23.9 29.7
Old : 15.4 23.2 25.3 32.5 15.3 21.9 24.6 30.0
Other: 54.8 28.7 70.4 42.2 54.6 28.5 70.0 42.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 24, 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 : 26,469: 23,810 1,866 211 9 5,817 24,030 7,894: 2,439 18,575
Old : 24,177: 21,880 1,875 192 9 5,140 22,081 7,207: 2,096 16,970
Other: 2,292: 1,944 5 5 0 677 1,949 687: 343 1,605
: : :
: : Changes in Commitments from: August 17, 2010 :
: -168: 70 -42 6 4 35 80 -1: -248 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 7.0 0.8 0.0 22.0 90.8 29.8: 9.2 70.2
Old : 100.0: 90.5 7.8 0.8 0.0 21.3 91.3 29.8: 8.7 70.2
Other: 100.0: 84.8 0.2 0.2 0.0 29.5 85.0 30.0: 15.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 7 7 1 14 23 28:
Old : 43: 21 8 7 1 14 23 28:
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 : 57.6 11.6 73.2 17.9 57.5 11.6 73.0 17.9
Old : 59.5 10.6 74.8 17.1 59.3 10.6 74.5 17.1
Other: 68.1 23.2 82.0 27.8 68.1 23.2 81.8 27.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 24, 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 : 277,783: 78,463 37,821 38,677 128,130 180,855 245,270 257,353: 32,513 20,430
Old : 25,588: 9,757 5,380 286 12,444 16,392 22,487 22,058: 3,101 3,530
Other: 252,195: 78,697 42,432 28,400 115,686 164,463 222,783 235,295: 29,412 16,900
: : :
: : Changes in Commitments from: August 17, 2010 :
: -35,511: -11,080 -2,239 -12,623 -8,086 -20,407 -31,789 -35,269: -3,722 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.6 13.9 46.1 65.1 88.3 92.6: 11.7 7.4
Old : 100.0: 38.1 21.0 1.1 48.6 64.1 87.9 86.2: 12.1 13.8
Other: 100.0: 31.2 16.8 11.3 45.9 65.2 88.3 93.3: 11.7 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 86 55 84 65 55 203 167:
Old : 137: 42 33 5 35 32 80 68:
Other: 242: 87 71 64 59 50 185 153:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 32.3 24.2 43.9 13.8 29.7 22.8 39.4
Old : 24.5 32.6 36.7 45.0 24.4 30.6 36.6 43.0
Other: 15.4 34.9 25.3 45.3 14.6 32.9 23.8 42.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 24, 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 : 743,828: 96,004 101,775 14,612 472,592 494,603 583,208 610,990: 160,620 132,838
Old : 743,828: 96,004 101,775 14,612 472,592 494,603 583,208 610,990: 160,620 132,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 28,550: 14,668 8,840 7,240 18,758 9,158 40,666 25,238: -12,116 3,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.7 2.0 63.5 66.5 78.4 82.1: 21.6 17.9
Old : 100.0: 12.9 13.7 2.0 63.5 66.5 78.4 82.1: 21.6 17.9
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 : 175: 37 26 18 78 80 126 113:
Old : 175: 37 26 18 78 80 126 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 20.7 29.7 35.7 18.1 19.5 28.2 33.9
Old : 19.5 20.7 29.7 35.7 18.1 19.5 28.2 33.9
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 24, 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 : 235,402: 31,035 33,658 2,543 147,167 156,280 180,745 192,481: 54,657 42,921
Old : 235,402: 31,035 33,658 2,543 147,167 156,280 180,745 192,481: 54,657 42,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 38,373: 9,156 3,122 2,496 20,551 23,381 32,203 28,999: 6,170 9,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.3 1.1 62.5 66.4 76.8 81.8: 23.2 18.2
Old : 100.0: 13.2 14.3 1.1 62.5 66.4 76.8 81.8: 23.2 18.2
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 : 44: 5 7 3 27 22 34 30:
Old : 44: 5 7 3 27 22 34 30:
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 : 32.1 46.1 47.3 64.4 30.4 45.4 45.6 63.3
Old : 32.1 46.1 47.3 64.4 30.4 45.4 45.6 63.3
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 24, 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 : 11,206: 917 474 536 9,328 9,836 10,781 10,846: 425 360
Old : 11,206: 917 474 536 9,328 9,836 10,781 10,846: 425 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 265: -164 158 -123 423 67 136 102: 129 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 4.2 4.8 83.2 87.8 96.2 96.8: 3.8 3.2
Old : 100.0: 8.2 4.2 4.8 83.2 87.8 96.2 96.8: 3.8 3.2
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 : 34: 6 6 4 16 20 26 26:
Old : 34: 6 6 4 16 20 26 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 : 64.5 68.5 78.2 80.5 21.4 22.1 27.5 27.1
Old : 64.5 68.5 78.2 80.5 21.4 22.1 27.5 27.1
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 24, 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 : 200,331: 77,009 12,328 14,466 70,349 153,654 161,824 180,448: 38,507 19,883
Old : 20,396: 2,443 1,743 2 12,317 14,783 14,762 16,528: 5,634 3,868
Other: 179,935: 76,660 12,679 12,370 58,032 138,871 147,062 163,920: 32,873 16,015
: : :
: : Changes in Commitments from: August 17, 2010 :
: -3,312: -5,639 -1,623 -798 2,972 137 -3,465 -2,284: 153 -1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 6.2 7.2 35.1 76.7 80.8 90.1: 19.2 9.9
Old : 100.0: 12.0 8.5 0.0 60.4 72.5 72.4 81.0: 27.6 19.0
Other: 100.0: 42.6 7.0 6.9 32.3 77.2 81.7 91.1: 18.3 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 67 28 38 64 55 159 103:
Old : 97: 17 16 1 34 34 52 50:
Other: 175: 68 29 35 60 50 153 96:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 46.7 19.4 58.5 10.5 42.4 19.1 50.9
Old : 27.5 42.4 39.9 53.5 24.8 42.4 36.7 52.4
Other: 11.8 50.1 21.3 62.2 11.6 46.7 21.0 55.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 24, 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 : 19,453: 5,457 3,809 2,914 6,347 10,910 14,718 17,633: 4,735 1,820
Old : 19,450: 5,457 3,809 2,914 6,346 10,910 14,717 17,633: 4,733 1,817
Other: 3: 0 0 0 1 0 1 0: 2 3
: : :
: : Changes in Commitments from: August 17, 2010 :
: 749: 748 165 115 -244 599 619 879: 130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.6 15.0 32.6 56.1 75.7 90.6: 24.3 9.4
Old : 100.0: 28.1 19.6 15.0 32.6 56.1 75.7 90.7: 24.3 9.3
Other: 100.0: 0.0 0.0 0.0 33.3 0.0 33.3 0.0: 66.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 38 18 14 21 23 72 48:
Old : 97: 38 18 14 20 23 71 48:
Other: 1: 0 0 0 1 0 1 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 31.6 31.7 48.4 22.0 31.3 30.1 47.5
Old : 22.0 31.6 31.8 48.4 22.0 31.3 30.1 47.5
Other: 33.3 0.0 33.3 0.0 33.3 0.0 33.3 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 24, 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 : 832,020: 197,231 189,616 22,411 486,791 495,210 706,433 707,237: 125,587 124,783
Old : 832,020: 197,231 189,616 22,411 486,791 495,210 706,433 707,237: 125,587 124,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 9,836: -369 -305 6,108 -10,643 -9,816 -4,904 -4,013: 14,740 13,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 22.8 2.7 58.5 59.5 84.9 85.0: 15.1 15.0
Old : 100.0: 23.7 22.8 2.7 58.5 59.5 84.9 85.0: 15.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 33 51 16 77 109 123 163:
Old : 222: 33 51 16 77 109 123 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 16.3 32.1 24.9 17.4 13.6 28.0 20.8
Old : 19.7 16.3 32.1 24.9 17.4 13.6 28.0 20.8
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 24, 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 : 2,055,210: 204,962 224,882 62,551 1,463,528 1,448,527 1,731,041 1,735,960: 324,169 319,250
Old : 2,055,210: 204,962 224,882 62,551 1,463,528 1,448,527 1,731,041 1,735,960: 324,169 319,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 63,184: 8,456 -19,201 10,063 14,032 55,842 32,551 46,704: 30,633 16,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.9 3.0 71.2 70.5 84.2 84.5: 15.8 15.5
Old : 100.0: 10.0 10.9 3.0 71.2 70.5 84.2 84.5: 15.8 15.5
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 : 272: 38 52 47 125 137 194 205:
Old : 272: 38 52 47 125 137 194 205:
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 : 38.9 23.9 45.7 33.3 37.2 20.7 42.4 29.2
Old : 38.9 23.9 45.7 33.3 37.2 20.7 42.4 29.2
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 24, 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 : 1,176,478: 178,100 143,825 27,266 756,041 758,267 961,407 929,358: 215,071 247,120
Old : 1,176,478: 178,100 143,825 27,266 756,041 758,267 961,407 929,358: 215,071 247,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 83,397: -5,390 20,279 800 75,845 57,358 71,255 78,437: 12,142 4,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.2 2.3 64.3 64.5 81.7 79.0: 18.3 21.0
Old : 100.0: 15.1 12.2 2.3 64.3 64.5 81.7 79.0: 18.3 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 28 29 23 75 89 115 129:
Old : 168: 28 29 23 75 89 115 129:
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 : 29.4 21.1 38.7 32.0 24.8 16.6 33.6 24.5
Old : 29.4 21.1 38.7 32.0 24.8 16.6 33.6 24.5
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 24, 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 : 603,936: 149,373 14,331 65,689 346,443 469,960 561,505 549,980: 42,431 53,956
Old : 603,936: 149,373 14,331 65,689 346,443 469,960 561,505 549,980: 42,431 53,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 6,620: -3,661 6,034 11,255 1,096 -7,505 8,690 9,784: -2,070 -3,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.4 10.9 57.4 77.8 93.0 91.1: 7.0 8.9
Old : 100.0: 24.7 2.4 10.9 57.4 77.8 93.0 91.1: 7.0 8.9
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: 33 11 26 52 48 92 79:
Old : 103: 33 11 26 52 48 92 79:
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 : 32.6 43.2 49.3 55.4 23.8 26.8 32.6 34.6
Old : 32.6 43.2 49.3 55.4 23.8 26.8 32.6 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, August 24, 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 : 44,608: 9,852 4,597 393 27,173 34,368 37,417 39,358: 7,191 5,250
Old : 44,608: 9,852 4,597 393 27,173 34,368 37,417 39,358: 7,191 5,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -3,795: -3,786 181 187 109 -4,087 -3,490 -3,719: -305 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.3 0.9 60.9 77.0 83.9 88.2: 16.1 11.8
Old : 100.0: 22.1 10.3 0.9 60.9 77.0 83.9 88.2: 16.1 11.8
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 : 98: 30 12 8 30 35 63 52:
Old : 98: 30 12 8 30 35 63 52:
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 : 32.8 39.1 45.0 61.2 32.2 39.1 44.4 59.9
Old : 32.8 39.1 45.0 61.2 32.2 39.1 44.4 59.9
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 24, 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 : 89,215: 19,703 9,194 785 54,345 68,736 74,833 78,715: 14,382 10,500
Old : 89,215: 19,703 9,194 785 54,345 68,736 74,833 78,715: 14,382 10,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -7,589: -7,572 362 374 218 -8,173 -6,980 -7,437: -609 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.3 0.9 60.9 77.0 83.9 88.2: 16.1 11.8
Old : 100.0: 22.1 10.3 0.9 60.9 77.0 83.9 88.2: 16.1 11.8
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 : 98: 30 12 8 30 35 63 52:
Old : 98: 30 12 8 30 35 63 52:
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 : 32.8 39.1 45.0 61.2 32.2 39.1 44.4 59.9
Old : 32.8 39.1 45.0 61.2 32.2 39.1 44.4 59.9
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 24, 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 : 12,769: 999 1,323 296 11,238 10,953 12,533 12,572: 236 197
Old : 12,769: 999 1,323 296 11,238 10,953 12,533 12,572: 236 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 912: -564 424 140 1,332 331 908 895: 4 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.4 2.3 88.0 85.8 98.2 98.5: 1.8 1.5
Old : 100.0: 7.8 10.4 2.3 88.0 85.8 98.2 98.5: 1.8 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 : 35: 4 8 1 10 17 15 25:
Old : 35: 4 8 1 10 17 15 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 : 80.8 52.5 90.9 77.9 67.8 48.0 76.8 63.4
Old : 80.8 52.5 90.9 77.9 67.8 48.0 76.8 63.4
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 24, 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 : 41,638: 1,888 4,653 340 39,157 36,505 41,385 41,498: 253 140
Old : 41,638: 1,888 4,653 340 39,157 36,505 41,385 41,498: 253 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,078: 231 1,148 90 749 -218 1,070 1,020: 8 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 11.2 0.8 94.0 87.7 99.4 99.7: 0.6 0.3
Old : 100.0: 4.5 11.2 0.8 94.0 87.7 99.4 99.7: 0.6 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 : 29: 5 2 2 5 19 11 22:
Old : 29: 5 2 2 5 19 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.5 69.5 98.9 88.8 91.0 68.9 93.8 86.1
Old : 95.5 69.5 98.9 88.8 91.0 68.9 93.8 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010