WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 555,231: 82,569 96,720 128,530 307,446 263,125 518,545 488,376: 36,687 66,856
Old : 466,304: 75,280 70,486 113,027 245,167 233,166 433,473 416,679: 32,831 49,625
Other: 88,927: 15,233 34,178 7,559 62,279 29,959 85,071 71,696: 3,856 17,230
: : :
: : Changes in Commitments from: July 6, 2010 :
: 28,295: 2,706 -13,713 19,731 4,494 18,645 26,931 24,663: 1,364 3,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.4 23.1 55.4 47.4 93.4 88.0: 6.6 12.0
Old : 100.0: 16.1 15.1 24.2 52.6 50.0 93.0 89.4: 7.0 10.6
Other: 100.0: 17.1 38.4 8.5 70.0 33.7 95.7 80.6: 4.3 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 122 152 170 84 116 321 339:
Old : 406: 125 147 160 79 110 307 328:
Other: 176: 36 43 40 37 75 97 142:
:----------------------------------------------------------------------------------------------------
: 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 16.4 35.3 25.9 19.5 11.5 31.3 17.5
Old : 23.6 19.4 35.5 29.7 22.5 15.7 32.1 23.1
Other: 41.0 24.1 58.6 37.6 40.4 21.8 57.6 34.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,482,277: 300,035 130,409 393,931 651,064 654,583 1,345,029 1,178,923: 137,248 303,354
Old : 513,831: 96,947 85,764 99,084 269,437 253,580 465,468 438,428: 48,363 75,403
Other: 968,446: 248,627 90,184 249,308 381,626 401,003 879,562 740,495: 88,884 227,951
: : :
: : Changes in Commitments from: July 6, 2010 :
: 39,959: 39,675 -35,375 16,457 -15,053 53,269 41,079 34,351: -1,120 5,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.8 26.6 43.9 44.2 90.7 79.5: 9.3 20.5
Old : 100.0: 18.9 16.7 19.3 52.4 49.4 90.6 85.3: 9.4 14.7
Other: 100.0: 25.7 9.3 25.7 39.4 41.4 90.8 76.5: 9.2 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 212 152 250 198 326 518 634:
Old : 591: 127 133 121 134 275 322 468:
Other: 680: 195 137 199 163 309 439 570:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 9.8 22.5 15.4 14.6 8.1 21.6 11.4
Old : 26.3 11.3 36.1 17.7 26.1 10.4 35.9 16.2
Other: 15.0 10.8 22.5 16.5 14.4 9.1 21.4 12.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,201: 927 857 1,177 6,367 7,798 8,471 9,832: 2,729 1,368
Old : 11,201: 927 857 1,177 6,367 7,798 8,471 9,832: 2,729 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,639: 1 -6 -351 -1,057 -1,090 -1,407 -1,447: -232 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.7 10.5 56.8 69.6 75.6 87.8: 24.4 12.2
Old : 100.0: 8.3 7.7 10.5 56.8 69.6 75.6 87.8: 24.4 12.2
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 : 37: 10 5 6 15 12 28 21:
Old : 37: 10 5 6 15 12 28 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 : 33.2 52.2 52.6 69.3 31.4 42.4 43.1 55.9
Old : 33.2 52.2 52.6 69.3 31.4 42.4 43.1 55.9
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 596,150: 105,705 45,916 173,050 264,113 280,517 542,868 499,483: 53,281 96,667
Old : 90,106: 25,922 4,437 21,884 32,628 53,820 80,435 80,141: 9,671 9,965
Other: 506,043: 95,647 57,344 135,301 231,485 226,697 462,433 419,342: 43,610 86,702
: : :
: : Changes in Commitments from: July 6, 2010 :
: 35,792: 22,726 -35,368 27,655 -21,492 41,575 28,889 33,862: 6,903 1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 7.7 29.0 44.3 47.1 91.1 83.8: 8.9 16.2
Old : 100.0: 28.8 4.9 24.3 36.2 59.7 89.3 88.9: 10.7 11.1
Other: 100.0: 18.9 11.3 26.7 45.7 44.8 91.4 82.9: 8.6 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 164 133 185 129 179 380 417:
Old : 290: 77 67 77 72 104 189 209:
Other: 489: 158 136 164 102 172 338 400:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 17.3 24.4 23.2 14.6 14.9 22.6 18.3
Old : 31.8 29.6 40.0 40.3 30.7 27.9 37.6 37.6
Other: 16.4 16.4 25.5 22.4 15.6 14.1 24.3 17.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 19,256: 15,673 795 263 16 4,019 15,952 5,077: 3,304 14,179
Old : 1,224: 742 247 5 9 125 756 377: 468 847
Other: 18,032: 15,133 750 56 7 3,894 15,196 4,700: 2,836 13,332
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,974: 1,983 65 -34 7 164 1,956 195: 18 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 4.1 1.4 0.1 20.9 82.8 26.4: 17.2 73.6
Old : 100.0: 60.6 20.2 0.4 0.7 10.2 61.8 30.8: 38.2 69.2
Other: 100.0: 83.9 4.2 0.3 0.0 21.6 84.3 26.1: 15.7 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 3 8 2 10 19 20:
Old : 17: 8 4 1 2 4 11 8:
Other: 29: 16 3 6 1 10 18 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 12.6 72.9 19.2 59.0 12.6 72.0 19.2
Old : 51.9 23.4 60.6 30.8 51.9 23.0 60.6 30.0
Other: 60.1 13.1 74.2 20.1 60.1 13.1 74.1 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 333,110: 50,385 68,493 69,700 186,217 168,372 306,302 306,565: 26,808 26,545
Old : 113,452: 18,380 11,246 25,288 60,283 68,084 103,950 104,617: 9,502 8,835
Other: 219,658: 44,280 69,522 32,138 125,934 100,289 202,352 201,948: 17,306 17,710
: : :
: : Changes in Commitments from: July 6, 2010 :
: -6,939: 5,482 -12,692 7,804 -22,023 3,519 -8,736 -1,369: 1,797 -5,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.6 20.9 55.9 50.5 92.0 92.0: 8.0 8.0
Old : 100.0: 16.2 9.9 22.3 53.1 60.0 91.6 92.2: 8.4 7.8
Other: 100.0: 20.2 31.7 14.6 57.3 45.7 92.1 91.9: 7.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 67 87 81 67 61 191 190:
Old : 161: 53 32 45 57 49 128 110:
Other: 229: 54 96 62 57 49 158 164:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 24.6 29.2 34.5 14.8 20.7 24.4 26.4
Old : 27.4 29.4 41.1 43.0 19.6 22.0 28.0 30.7
Other: 20.7 27.8 32.8 35.6 19.4 24.6 30.9 31.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 747,773: 87,502 130,573 42,973 465,605 443,992 596,080 617,538: 151,693 130,235
Old : 747,773: 87,502 130,573 42,973 465,605 443,992 596,080 617,538: 151,693 130,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,543: 12,607 -1,212 -6,370 683 16,601 6,920 9,018: -5,376 -7,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 17.5 5.7 62.3 59.4 79.7 82.6: 20.3 17.4
Old : 100.0: 11.7 17.5 5.7 62.3 59.4 79.7 82.6: 20.3 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 : 164: 34 28 36 76 79 126 127:
Old : 164: 34 28 36 76 79 126 127:
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 : 19.6 19.8 30.5 33.5 17.9 17.9 28.2 30.9
Old : 19.6 19.8 30.5 33.5 17.9 17.9 28.2 30.9
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 155,505: 13,323 30,391 151 103,130 107,015 116,604 137,557: 38,901 17,948
Old : 155,505: 13,323 30,391 151 103,130 107,015 116,604 137,557: 38,901 17,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,248: 0 5,656 -10 2,029 -3,238 2,019 2,408: 1,229 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.5 0.1 66.3 68.8 75.0 88.5: 25.0 11.5
Old : 100.0: 8.6 19.5 0.1 66.3 68.8 75.0 88.5: 25.0 11.5
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: 4 7 1 17 17 22 24:
Old : 36: 4 7 1 17 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 56.1 56.5 69.4 40.4 54.0 54.2 67.4
Old : 42.6 56.1 56.5 69.4 40.4 54.0 54.2 67.4
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,992: 1,695 239 527 9,285 10,992 11,507 11,758: 485 234
Old : 11,992: 1,695 239 527 9,285 10,992 11,507 11,758: 485 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -168: 130 -116 -207 -204 68 -281 -255: 113 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 2.0 4.4 77.4 91.7 96.0 98.0: 4.0 2.0
Old : 100.0: 14.1 2.0 4.4 77.4 91.7 96.0 98.0: 4.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 2 2 19 21 29 24:
Old : 35: 9 2 2 19 21 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 66.4 74.6 83.2 13.5 20.5 20.8 27.2
Old : 59.6 66.4 74.6 83.2 13.5 20.5 20.8 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 219,145: 70,236 10,051 29,866 77,971 153,258 178,073 193,175: 41,072 25,970
Old : 71,569: 16,854 3,721 7,428 31,900 47,803 56,181 58,952: 15,388 12,617
Other: 147,577: 59,854 12,802 15,967 46,071 105,454 121,892 134,223: 25,685 13,353
: : :
: : Changes in Commitments from: July 6, 2010 :
: 8,633: 8,103 -4,108 3,793 -4,289 10,920 7,607 10,605: 1,026 -1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 4.6 13.6 35.6 69.9 81.3 88.1: 18.7 11.9
Old : 100.0: 23.5 5.2 10.4 44.6 66.8 78.5 82.4: 21.5 17.6
Other: 100.0: 40.6 8.7 10.8 31.2 71.5 82.6 91.0: 17.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 77 31 50 70 69 173 130:
Old : 139: 34 27 29 59 52 109 93:
Other: 173: 65 29 38 62 50 148 101:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 44.5 19.4 55.0 8.5 37.9 15.4 44.9
Old : 23.0 31.0 33.8 42.5 21.0 28.9 30.6 39.3
Other: 11.9 54.0 21.4 64.1 11.9 49.1 21.3 57.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,876: 3,074 3,788 1,959 8,091 7,674 13,124 13,421: 2,752 2,454
Old : 15,876: 3,074 3,788 1,959 8,091 7,674 13,124 13,421: 2,752 2,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,114: 157 209 172 588 724 918 1,105: 196 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.9 12.3 51.0 48.3 82.7 84.5: 17.3 15.5
Old : 100.0: 19.4 23.9 12.3 51.0 48.3 82.7 84.5: 17.3 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 : 76: 23 17 13 24 24 54 50:
Old : 76: 23 17 13 24 24 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 27.7 52.6 44.8 39.5 24.9 50.9 41.2
Old : 39.5 27.7 52.6 44.8 39.5 24.9 50.9 41.2
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 888,141: 162,755 196,581 51,805 570,061 514,458 784,621 762,844: 103,519 125,297
Old : 888,141: 162,755 196,581 51,805 570,061 514,458 784,621 762,844: 103,519 125,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -31,993: -8,658 -5,568 -6,512 -17,155 -21,804 -32,325 -33,885: 332 1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 22.1 5.8 64.2 57.9 88.3 85.9: 11.7 14.1
Old : 100.0: 18.3 22.1 5.8 64.2 57.9 88.3 85.9: 11.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 30 63 33 72 118 128 188:
Old : 226: 30 63 33 72 118 128 188:
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 : 38.2 15.2 47.4 23.1 37.8 12.2 46.5 20.0
Old : 38.2 15.2 47.4 23.1 37.8 12.2 46.5 20.0
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,190,577: 195,322 264,028 218,170 1,469,481 1,366,126 1,882,973 1,848,324: 307,604 342,253
Old : 2,190,577: 195,322 264,028 218,170 1,469,481 1,366,126 1,882,973 1,848,324: 307,604 342,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -6,226: -2,977 -4,248 -7,965 12,177 2,695 1,236 -9,518: -7,462 3,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.1 10.0 67.1 62.4 86.0 84.4: 14.0 15.6
Old : 100.0: 8.9 12.1 10.0 67.1 62.4 86.0 84.4: 14.0 15.6
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 : 256: 42 46 57 131 156 203 229:
Old : 256: 42 46 57 131 156 203 229:
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 : 35.2 15.8 40.9 25.0 33.2 14.0 38.1 20.6
Old : 35.2 15.8 40.9 25.0 33.2 14.0 38.1 20.6
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 945,824: 167,336 78,713 31,463 523,153 587,422 721,952 697,598: 223,871 248,225
Old : 945,824: 167,336 78,713 31,463 523,153 587,422 721,952 697,598: 223,871 248,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -27,284: -9,622 -9,345 1,203 -11,425 -27,200 -19,844 -35,343: -7,439 8,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.3 3.3 55.3 62.1 76.3 73.8: 23.7 26.2
Old : 100.0: 17.7 8.3 3.3 55.3 62.1 76.3 73.8: 23.7 26.2
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 : 145: 25 22 21 70 78 104 112:
Old : 145: 25 22 21 70 78 104 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 19.5 32.1 30.0 18.9 14.5 26.7 21.8
Old : 21.4 19.5 32.1 30.0 18.9 14.5 26.7 21.8
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,189,854: 188,618 15,498 558,311 398,398 554,705 1,145,326 1,128,514: 44,527 61,339
Old : 1,189,854: 188,618 15,498 558,311 398,398 554,705 1,145,326 1,128,514: 44,527 61,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 37,671: 2,507 -2,507 26,267 11,271 15,720 40,045 39,480: -2,374 -1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.3 46.9 33.5 46.6 96.3 94.8: 3.7 5.2
Old : 100.0: 15.9 1.3 46.9 33.5 46.6 96.3 94.8: 3.7 5.2
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 : 120: 29 20 42 55 61 104 105:
Old : 120: 29 20 42 55 61 104 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 34.9 59.0 51.8 15.2 11.4 19.3 16.2
Old : 42.1 34.9 59.0 51.8 15.2 11.4 19.3 16.2
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 39,861: 4,836 6,336 363 29,553 25,818 34,753 32,518: 5,108 7,343
Old : 39,861: 4,836 6,336 363 29,553 25,818 34,753 32,518: 5,108 7,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,667: -1,828 1,547 110 1,152 -4,531 -566 -2,874: -1,101 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.9 0.9 74.1 64.8 87.2 81.6: 12.8 18.4
Old : 100.0: 12.1 15.9 0.9 74.1 64.8 87.2 81.6: 12.8 18.4
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 : 77: 14 13 7 30 32 46 50:
Old : 77: 14 13 7 30 32 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 34.0 56.0 51.5 43.7 34.0 55.7 49.8
Old : 44.0 34.0 56.0 51.5 43.7 34.0 55.7 49.8
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 79,722: 9,673 12,672 727 59,107 51,637 69,507 65,036: 10,215 14,686
Old : 79,722: 9,673 12,672 727 59,107 51,637 69,507 65,036: 10,215 14,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -3,334: -3,655 3,094 220 2,304 -9,062 -1,131 -5,748: -2,202 2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.9 0.9 74.1 64.8 87.2 81.6: 12.8 18.4
Old : 100.0: 12.1 15.9 0.9 74.1 64.8 87.2 81.6: 12.8 18.4
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 : 77: 14 13 7 30 32 46 50:
Old : 77: 14 13 7 30 32 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 34.0 56.0 51.5 43.7 34.0 55.7 49.8
Old : 44.0 34.0 56.0 51.5 43.7 34.0 55.7 49.8
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 with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,527: 2,529 731 53 11,683 13,610 14,265 14,394: 262 133
Old : 14,527: 2,529 731 53 11,683 13,610 14,265 14,394: 262 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -259: -754 -54 0 498 -187 -256 -241: -3 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 5.0 0.4 80.4 93.7 98.2 99.1: 1.8 0.9
Old : 100.0: 17.4 5.0 0.4 80.4 93.7 98.2 99.1: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 7 1 8 17 12 25:
Old : 35: 4 7 1 8 17 12 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 68.2 96.0 83.0 80.9 68.2 92.5 81.6
Old : 81.3 68.2 96.0 83.0 80.9 68.2 92.5 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 31,397: 1,967 4,148 0 29,114 27,112 31,081 31,260: 316 137
Old : 31,397: 1,967 4,148 0 29,114 27,112 31,081 31,260: 316 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,301: -1,090 993 0 -222 -2,323 -1,312 -1,330: 11 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 13.2 0.0 92.7 86.4 99.0 99.6: 1.0 0.4
Old : 100.0: 6.3 13.2 0.0 92.7 86.4 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 3 0 8 15 13 18:
Old : 30: 5 3 0 8 15 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.4 73.7 97.9 88.8 91.4 73.7 97.9 88.8
Old : 91.4 73.7 97.9 88.8 91.4 73.7 97.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010