WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 583,891: 87,176 86,909 143,085 313,368 285,741 543,629 515,735: 40,262 68,156
Old : 490,064: 79,262 63,396 126,911 248,351 249,115 454,524 439,422: 35,540 50,642
Other: 93,827: 14,759 30,359 9,328 65,017 36,626 89,105 76,313: 4,723 17,514
: : :
: : Changes in Commitments from: July 13, 2010 :
: 28,660: 4,607 -9,812 14,555 5,922 22,616 25,084 27,360: 3,575 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.9 24.5 53.7 48.9 93.1 88.3: 6.9 11.7
Old : 100.0: 16.2 12.9 25.9 50.7 50.8 92.7 89.7: 7.3 10.3
Other: 100.0: 15.7 32.4 9.9 69.3 39.0 95.0 81.3: 5.0 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 135 139 169 87 121 330 337:
Old : 410: 133 137 162 81 115 317 326:
Other: 185: 36 42 39 42 80 103 146:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 16.6 33.0 26.1 18.6 12.6 29.5 17.9
Old : 22.0 19.1 33.2 30.3 20.9 16.0 30.4 23.2
Other: 38.7 20.0 56.5 32.9 37.7 17.5 52.6 29.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,559,644: 323,742 115,984 421,591 683,530 715,314 1,428,863 1,252,889: 130,781 306,755
Old : 526,284: 106,877 85,142 101,246 278,768 271,719 486,891 458,108: 39,393 68,177
Other: 1,033,359: 275,895 89,872 261,315 404,762 443,595 941,972 794,781: 91,388 238,578
: : :
: : Changes in Commitments from: July 13, 2010 :
: 77,367: 23,707 -14,425 27,660 32,467 60,731 83,834 73,966: -6,467 3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.4 27.0 43.8 45.9 91.6 80.3: 8.4 19.7
Old : 100.0: 20.3 16.2 19.2 53.0 51.6 92.5 87.0: 7.5 13.0
Other: 100.0: 26.7 8.7 25.3 39.2 42.9 91.2 76.9: 8.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 215 162 259 206 340 547 657:
Old : 616: 129 149 122 132 283 328 487:
Other: 716: 211 142 197 169 324 462 586:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 10.3 22.3 15.8 14.5 8.3 21.4 11.8
Old : 26.6 12.9 36.4 20.0 26.5 11.4 36.0 17.7
Other: 14.8 10.7 21.5 16.2 14.3 8.8 20.5 11.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,071: 867 772 1,183 6,027 7,787 8,077 9,742: 2,994 1,329
Old : 11,071: 867 772 1,183 6,027 7,787 8,077 9,742: 2,994 1,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -130: -60 -85 6 -340 -11 -395 -91: 265 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 7.0 10.7 54.4 70.3 73.0 88.0: 27.0 12.0
Old : 100.0: 7.8 7.0 10.7 54.4 70.3 73.0 88.0: 27.0 12.0
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 : 36: 10 4 5 17 14 29 21:
Old : 36: 10 4 5 17 14 29 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 : 33.1 52.1 49.4 70.3 31.3 43.8 41.5 58.5
Old : 33.1 52.1 49.4 70.3 31.3 43.8 41.5 58.5
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 617,391: 132,396 36,499 177,415 254,608 309,084 564,418 522,997: 52,972 94,394
Old : 76,931: 19,162 3,288 21,796 27,962 44,348 68,920 69,432: 8,011 7,498
Other: 540,460: 123,528 43,505 145,324 226,646 264,736 495,499 453,565: 44,961 86,895
: : :
: : Changes in Commitments from: July 13, 2010 :
: 21,241: 26,691 -9,417 4,365 -9,505 28,566 21,550 23,514: -309 -2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.9 28.7 41.2 50.1 91.4 84.7: 8.6 15.3
Old : 100.0: 24.9 4.3 28.3 36.3 57.6 89.6 90.3: 10.4 9.7
Other: 100.0: 22.9 8.0 26.9 41.9 49.0 91.7 83.9: 8.3 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 180 135 195 122 186 404 428:
Old : 281: 69 71 72 73 92 184 193:
Other: 523: 172 145 180 97 182 367 418:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 18.0 23.6 23.5 14.0 15.9 21.9 19.8
Old : 24.1 28.8 34.1 39.9 21.7 26.4 30.0 36.5
Other: 15.4 16.8 24.6 22.4 14.9 14.8 23.0 18.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,096: 17,735 845 357 12 4,205 18,104 5,407: 2,992 15,689
Old : 1,187: 658 325 0 5 106 663 431: 524 756
Other: 19,909: 17,402 845 32 7 4,099 17,441 4,976: 2,468 14,933
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,840: 2,062 50 94 -4 186 2,152 330: -312 1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 4.0 1.7 0.1 19.9 85.8 25.6: 14.2 74.4
Old : 100.0: 55.4 27.4 0.0 0.4 8.9 55.9 36.3: 44.1 63.7
Other: 100.0: 87.4 4.2 0.2 0.0 20.6 87.6 25.0: 12.4 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 18 3 7 2 10 20 20:
Old : 14: 6 5 0 1 3 7 8:
Other: 31: 18 3 4 1 10 19 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 12.5 72.5 19.0 55.7 12.5 71.4 18.9
Old : 52.9 30.9 55.9 36.3 52.9 30.9 55.4 35.9
Other: 56.4 12.7 73.5 19.6 56.4 12.7 73.4 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 330,238: 47,827 58,482 74,746 179,391 172,758 301,964 305,986: 28,273 24,252
Old : 104,993: 20,261 10,156 27,292 48,385 58,931 95,937 96,379: 9,055 8,614
Other: 225,245: 41,634 62,394 33,386 131,007 113,827 206,027 209,607: 19,218 15,638
: : :
: : Changes in Commitments from: July 13, 2010 :
: -2,872: -2,558 -10,011 5,046 -6,826 4,386 -4,338 -579: 1,465 -2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.7 22.6 54.3 52.3 91.4 92.7: 8.6 7.3
Old : 100.0: 19.3 9.7 26.0 46.1 56.1 91.4 91.8: 8.6 8.2
Other: 100.0: 18.5 27.7 14.8 58.2 50.5 91.5 93.1: 8.5 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 72 77 84 69 64 193 191:
Old : 161: 59 27 46 52 52 126 112:
Other: 225: 57 88 57 62 53 156 164:
:----------------------------------------------------------------------------------------------------
: 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 25.5 29.0 35.4 15.3 21.1 24.4 26.9
Old : 28.1 29.5 37.7 42.1 18.6 20.9 24.4 29.4
Other: 20.8 28.6 32.5 36.6 19.4 25.1 30.8 32.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 771,853: 77,190 133,530 49,333 484,283 441,969 610,806 624,832: 161,047 147,021
Old : 771,853: 77,190 133,530 49,333 484,283 441,969 610,806 624,832: 161,047 147,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 24,080: -10,312 2,957 6,360 18,678 -2,023 14,726 7,294: 9,353 16,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.3 6.4 62.7 57.3 79.1 81.0: 20.9 19.0
Old : 100.0: 10.0 17.3 6.4 62.7 57.3 79.1 81.0: 20.9 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 32 30 34 78 76 126 124:
Old : 163: 32 30 34 78 76 126 124:
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 : 19.4 18.8 28.7 32.1 17.5 17.6 26.6 30.1
Old : 19.4 18.8 28.7 32.1 17.5 17.6 26.6 30.1
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 160,213: 17,055 32,858 75 102,196 109,549 119,326 142,482: 40,887 17,731
Old : 160,213: 17,055 32,858 75 102,196 109,549 119,326 142,482: 40,887 17,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 4,708: 3,732 2,468 -76 -934 2,534 2,722 4,926: 1,986 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.5 0.0 63.8 68.4 74.5 88.9: 25.5 11.1
Old : 100.0: 10.6 20.5 0.0 63.8 68.4 74.5 88.9: 25.5 11.1
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 : 38: 5 7 1 17 19 23 26:
Old : 38: 5 7 1 17 19 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 54.9 55.4 68.7 39.4 52.5 53.0 66.2
Old : 41.8 54.9 55.4 68.7 39.4 52.5 53.0 66.2
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 12,164: 2,049 477 479 9,303 10,982 11,831 11,938: 333 226
Old : 12,164: 2,049 477 479 9,303 10,982 11,831 11,938: 333 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 172: 354 238 -48 18 -10 324 180: -152 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.9 3.9 76.5 90.3 97.3 98.1: 2.7 1.9
Old : 100.0: 16.8 3.9 3.9 76.5 90.3 97.3 98.1: 2.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 3 2 22 23 33 26:
Old : 39: 9 3 2 22 23 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 65.3 74.3 81.7 21.0 23.7 28.3 33.5
Old : 60.4 65.3 74.3 81.7 21.0 23.7 28.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 229,129: 72,903 13,903 29,485 81,603 158,936 183,992 202,324: 45,138 26,805
Old : 69,346: 14,433 3,694 7,339 32,237 45,783 54,008 56,816: 15,338 12,530
Other: 159,784: 63,960 15,700 16,657 49,367 113,152 129,984 145,508: 29,800 14,275
: : :
: : Changes in Commitments from: July 13, 2010 :
: 9,984: 2,667 3,852 -381 3,633 5,678 5,919 9,149: 4,065 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 6.1 12.9 35.6 69.4 80.3 88.3: 19.7 11.7
Old : 100.0: 20.8 5.3 10.6 46.5 66.0 77.9 81.9: 22.1 18.1
Other: 100.0: 40.0 9.8 10.4 30.9 70.8 81.3 91.1: 18.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 73 35 45 71 67 174 124:
Old : 129: 32 20 25 61 51 105 85:
Other: 178: 67 33 35 62 52 151 102:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 44.8 18.4 55.0 8.4 38.0 15.2 44.7
Old : 20.5 31.2 32.4 42.6 18.1 25.8 28.6 36.1
Other: 11.2 52.8 20.6 64.2 11.1 48.3 20.5 56.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,554: 3,268 3,908 2,478 7,557 7,845 13,303 14,231: 3,251 2,323
Old : 16,554: 3,268 3,908 2,478 7,557 7,845 13,303 14,231: 3,251 2,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 678: 194 119 519 -534 172 180 810: 499 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.6 15.0 45.6 47.4 80.4 86.0: 19.6 14.0
Old : 100.0: 19.7 23.6 15.0 45.6 47.4 80.4 86.0: 19.6 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 25 15 15 22 24 55 50:
Old : 77: 25 15 15 22 24 55 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 : 35.7 25.4 48.1 42.4 35.7 24.7 47.1 41.4
Old : 35.7 25.4 48.1 42.4 35.7 24.7 47.1 41.4
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 with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 917,064: 173,741 196,179 51,736 589,533 545,245 815,010 793,159: 102,054 123,904
Old : 917,064: 173,741 196,179 51,736 589,533 545,245 815,010 793,159: 102,054 123,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 28,923: 10,986 -402 -69 19,472 30,787 30,389 30,315: -1,465 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.4 5.6 64.3 59.5 88.9 86.5: 11.1 13.5
Old : 100.0: 18.9 21.4 5.6 64.3 59.5 88.9 86.5: 11.1 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 : 236: 31 64 37 76 126 137 197:
Old : 236: 31 64 37 76 126 137 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 15.6 46.1 23.2 36.5 12.3 45.5 19.6
Old : 36.8 15.6 46.1 23.2 36.5 12.3 45.5 19.6
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,399,993: 192,343 294,324 270,107 1,637,404 1,498,583 2,099,853 2,063,013: 300,140 336,980
Old : 2,399,993: 192,343 294,324 270,107 1,637,404 1,498,583 2,099,853 2,063,013: 300,140 336,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 209,416: -2,979 30,296 51,937 167,923 132,456 216,880 214,689: -7,464 -5,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.3 11.3 68.2 62.4 87.5 86.0: 12.5 14.0
Old : 100.0: 8.0 12.3 11.3 68.2 62.4 87.5 86.0: 12.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 47 49 59 134 157 208 238:
Old : 267: 47 49 59 134 157 208 238:
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 : 35.3 15.8 40.8 24.3 31.4 14.1 36.0 20.6
Old : 35.3 15.8 40.8 24.3 31.4 14.1 36.0 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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,001,230: 164,982 78,738 50,564 562,552 624,708 778,099 754,011: 223,132 247,219
Old : 1,001,230: 164,982 78,738 50,564 562,552 624,708 778,099 754,011: 223,132 247,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 55,407: -2,354 26 19,101 39,399 37,286 56,146 56,413: -740 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.9 5.1 56.2 62.4 77.7 75.3: 22.3 24.7
Old : 100.0: 16.5 7.9 5.1 56.2 62.4 77.7 75.3: 22.3 24.7
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 : 158: 29 25 27 66 86 106 127:
Old : 158: 29 25 27 66 86 106 127:
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 : 23.6 18.1 33.9 27.0 22.1 14.7 29.3 20.8
Old : 23.6 18.1 33.9 27.0 22.1 14.7 29.3 20.8
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,231,786: 176,917 13,285 594,647 414,115 556,045 1,185,679 1,163,977: 46,107 67,809
Old : 1,231,786: 176,917 13,285 594,647 414,115 556,045 1,185,679 1,163,977: 46,107 67,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 41,932: -11,701 -2,213 36,336 15,717 1,339 40,352 35,462: 1,580 6,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.1 48.3 33.6 45.1 96.3 94.5: 3.7 5.5
Old : 100.0: 14.4 1.1 48.3 33.6 45.1 96.3 94.5: 3.7 5.5
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 : 121: 32 18 42 57 62 106 106:
Old : 121: 32 18 42 57 62 106 106:
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 : 42.0 35.1 58.3 52.9 13.8 11.7 18.2 16.2
Old : 42.0 35.1 58.3 52.9 13.8 11.7 18.2 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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 41,921: 6,513 4,751 562 29,524 28,613 36,599 33,926: 5,323 7,995
Old : 41,921: 6,513 4,751 562 29,524 28,613 36,599 33,926: 5,323 7,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 2,060: 1,676 -1,585 198 -29 2,795 1,845 1,408: 215 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.3 1.3 70.4 68.3 87.3 80.9: 12.7 19.1
Old : 100.0: 15.5 11.3 1.3 70.4 68.3 87.3 80.9: 12.7 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 22 12 10 32 31 58 49:
Old : 87: 22 12 10 32 31 58 49:
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 : 42.3 33.7 53.1 54.9 41.2 33.7 52.0 53.8
Old : 42.3 33.7 53.1 54.9 41.2 33.7 52.0 53.8
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 83,843: 13,026 9,502 1,124 59,048 57,227 73,197 67,853: 10,645 15,990
Old : 83,843: 13,026 9,502 1,124 59,048 57,227 73,197 67,853: 10,645 15,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 4,121: 3,353 -3,170 397 -59 5,590 3,691 2,817: 430 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.3 1.3 70.4 68.3 87.3 80.9: 12.7 19.1
Old : 100.0: 15.5 11.3 1.3 70.4 68.3 87.3 80.9: 12.7 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 22 12 10 32 31 58 49:
Old : 87: 22 12 10 32 31 58 49:
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 : 42.3 33.7 53.1 54.9 41.2 33.7 52.0 53.8
Old : 42.3 33.7 53.1 54.9 41.2 33.7 52.0 53.8
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,935: 2,133 726 156 10,396 11,897 12,685 12,779: 250 156
Old : 12,935: 2,133 726 156 10,396 11,897 12,685 12,779: 250 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,592: -396 -5 103 -1,287 -1,713 -1,580 -1,615: -12 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.6 1.2 80.4 92.0 98.1 98.8: 1.9 1.2
Old : 100.0: 16.5 5.6 1.2 80.4 92.0 98.1 98.8: 1.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 7 1 8 16 13 24:
Old : 35: 5 7 1 8 16 13 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 64.5 94.0 80.6 76.2 64.5 90.7 79.8
Old : 77.4 64.5 94.0 80.6 76.2 64.5 90.7 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 33,327: 2,745 3,078 20 30,290 30,119 33,055 33,217: 272 110
Old : 33,327: 2,745 3,078 20 30,290 30,119 33,055 33,217: 272 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,930: 778 -1,070 20 1,176 3,007 1,974 1,957: -44 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.2 0.1 90.9 90.4 99.2 99.7: 0.8 0.3
Old : 100.0: 8.2 9.2 0.1 90.9 90.4 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 2 1 7 16 16 18:
Old : 32: 8 2 1 7 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.8 77.0 97.1 90.6 89.8 77.0 97.1 90.5
Old : 89.8 77.0 97.1 90.6 89.8 77.0 97.1 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010