WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 596,686: 90,657 83,908 146,471 318,529 297,320 555,657 527,699: 41,029 68,987
Old : 492,704: 83,047 59,700 126,219 247,785 256,282 457,051 442,201: 35,653 50,503
Other: 103,981: 17,024 33,622 10,838 70,744 41,039 98,606 85,498: 5,376 18,483
: : :
: : Changes in Commitments from: July 20, 2010 :
: 12,795: 3,482 -3,001 3,386 5,161 11,579 12,028 11,964: 766 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.1 24.5 53.4 49.8 93.1 88.4: 6.9 11.6
Old : 100.0: 16.9 12.1 25.6 50.3 52.0 92.8 89.7: 7.2 10.3
Other: 100.0: 16.4 32.3 10.4 68.0 39.5 94.8 82.2: 5.2 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 144 147 182 83 117 342 349:
Old : 425: 144 143 170 78 111 328 334:
Other: 196: 42 49 40 47 81 114 152:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 17.7 31.9 26.4 18.0 13.7 28.9 18.9
Old : 21.1 20.7 32.6 31.1 20.4 18.2 30.3 25.2
Other: 35.3 19.5 52.5 33.4 33.8 17.3 48.9 29.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 1,591,725: 334,835 134,295 430,574 697,441 718,530 1,462,850 1,283,399: 128,874 308,326
Old : 482,526: 99,793 94,563 80,573 267,177 246,690 447,544 421,825: 34,983 60,701
Other: 1,109,198: 305,883 110,574 279,159 430,264 471,840 1,015,307 861,574: 93,892 247,625
: : :
: : Changes in Commitments from: July 20, 2010 :
: 32,081: 11,093 18,311 8,983 13,911 3,216 33,987 30,510: -1,906 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 8.4 27.1 43.8 45.1 91.9 80.6: 8.1 19.4
Old : 100.0: 20.7 19.6 16.7 55.4 51.1 92.8 87.4: 7.2 12.6
Other: 100.0: 27.6 10.0 25.2 38.8 42.5 91.5 77.7: 8.5 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 788: 219 171 267 212 341 567 670:
Old : 623: 125 156 117 141 274 332 481:
Other: 743: 229 146 208 170 328 482 605:
:----------------------------------------------------------------------------------------------------
: 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 11.1 22.3 16.2 14.6 9.1 21.5 12.6
Old : 27.1 14.0 37.3 20.9 27.0 12.1 37.1 18.8
Other: 14.1 11.5 20.6 16.4 13.7 9.6 19.7 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 11,561: 1,129 781 1,416 6,007 7,833 8,551 10,029: 3,010 1,532
Old : 11,561: 1,129 781 1,416 6,007 7,833 8,551 10,029: 3,010 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 490: 262 9 233 -21 46 475 287: 16 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.8 12.2 52.0 67.7 74.0 86.7: 26.0 13.3
Old : 100.0: 9.8 6.8 12.2 52.0 67.7 74.0 86.7: 26.0 13.3
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 : 36: 9 6 5 17 14 30 21:
Old : 36: 9 6 5 17 14 30 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 : 33.5 53.5 48.9 72.0 29.4 44.9 39.4 57.7
Old : 33.5 53.5 48.9 72.0 29.4 44.9 39.4 57.7
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 27, 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 : 584,787: 126,655 35,860 149,020 257,696 305,585 533,371 490,465: 51,417 94,323
Old : 27,473: 9,118 1,730 0 14,072 20,185 23,190 21,915: 4,283 5,558
Other: 557,314: 123,107 39,700 143,450 243,624 285,400 510,181 468,550: 47,134 88,765
: : :
: : Changes in Commitments from: July 20, 2010 :
: -32,603: -5,740 -639 -28,395 3,088 -3,499 -31,048 -32,533: -1,556 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 6.1 25.5 44.1 52.3 91.2 83.9: 8.8 16.1
Old : 100.0: 33.2 6.3 0.0 51.2 73.5 84.4 79.8: 15.6 20.2
Other: 100.0: 22.1 7.1 25.7 43.7 51.2 91.5 84.1: 8.5 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 171 129 189 109 184 379 421:
Old : 180: 40 30 0 44 70 84 100:
Other: 511: 166 139 181 94 182 355 418:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 18.4 24.9 24.4 15.0 16.1 23.3 20.1
Old : 21.9 35.9 34.5 48.5 21.2 35.9 33.6 48.5
Other: 16.8 17.9 25.9 23.9 15.5 15.2 24.1 20.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 21,158: 18,119 1,296 217 12 4,224 18,348 5,737: 2,810 15,421
Old : 429: 237 157 0 5 53 242 210: 187 219
Other: 20,729: 18,036 1,293 63 7 4,171 18,106 5,527: 2,623 15,202
: : :
: : Changes in Commitments from: July 20, 2010 :
: 62: 384 451 -140 0 19 244 330: -182 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 6.1 1.0 0.1 20.0 86.7 27.1: 13.3 72.9
Old : 100.0: 55.2 36.6 0.0 1.2 12.4 56.4 49.0: 43.6 51.0
Other: 100.0: 87.0 6.2 0.3 0.0 20.1 87.3 26.7: 12.7 73.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 19 5 10 2 10 21 25:
Old : 13: 5 5 0 1 3 6 8:
Other: 34: 19 5 7 1 10 20 22:
:----------------------------------------------------------------------------------------------------
: 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 : 55.8 12.4 72.7 19.0 55.8 12.4 72.4 19.0
Old : 54.1 44.3 56.4 49.0 54.1 44.3 55.2 47.8
Other: 56.1 12.4 73.1 19.2 56.1 12.4 72.8 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 327,045: 51,962 48,983 72,335 173,432 180,946 297,729 302,264: 29,316 24,781
Old : 89,666: 19,583 8,432 19,137 43,242 53,262 81,962 80,831: 7,704 8,835
Other: 237,379: 48,598 56,770 36,979 130,190 127,684 215,767 221,433: 21,612 15,946
: : :
: : Changes in Commitments from: July 20, 2010 :
: -3,193: 4,135 -9,499 -2,411 -5,959 8,188 -4,235 -3,722: 1,042 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.0 22.1 53.0 55.3 91.0 92.4: 9.0 7.6
Old : 100.0: 21.8 9.4 21.3 48.2 59.4 91.4 90.1: 8.6 9.9
Other: 100.0: 20.5 23.9 15.6 54.8 53.8 90.9 93.3: 9.1 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 70 68 91 71 61 207 186:
Old : 163: 57 35 39 49 49 128 104:
Other: 233: 66 86 62 64 52 166 167:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 26.6 28.9 38.2 15.4 22.7 24.7 29.3
Old : 32.9 33.2 42.6 44.6 21.9 22.6 28.6 32.5
Other: 19.5 30.2 30.4 39.1 18.1 27.4 28.7 34.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 748,691: 86,326 141,155 32,126 466,931 438,257 585,383 611,539: 163,308 137,152
Old : 748,691: 86,326 141,155 32,126 466,931 438,257 585,383 611,539: 163,308 137,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -23,162: 9,136 7,626 -17,207 -17,352 -3,712 -25,423 -13,293: 2,262 -9,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.9 4.3 62.4 58.5 78.2 81.7: 21.8 18.3
Old : 100.0: 11.5 18.9 4.3 62.4 58.5 78.2 81.7: 21.8 18.3
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 : 157: 28 28 29 75 77 118 119:
Old : 157: 28 28 29 75 77 118 119:
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 : 19.9 19.2 30.3 33.6 18.2 18.4 28.4 31.7
Old : 19.9 19.2 30.3 33.6 18.2 18.4 28.4 31.7
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 27, 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 : 159,294: 16,828 31,781 97 98,251 108,123 115,176 140,001: 44,118 19,293
Old : 159,294: 16,828 31,781 97 98,251 108,123 115,176 140,001: 44,118 19,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -919: -227 -1,077 22 -3,945 -1,426 -4,150 -2,481: 3,231 1,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.0 0.1 61.7 67.9 72.3 87.9: 27.7 12.1
Old : 100.0: 10.6 20.0 0.1 61.7 67.9 72.3 87.9: 27.7 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 : 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 : 41.2 52.1 54.4 66.5 38.7 50.7 51.8 65.1
Old : 41.2 52.1 54.4 66.5 38.7 50.7 51.8 65.1
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 27, 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 : 11,805: 2,205 752 448 8,801 10,477 11,454 11,677: 351 128
Old : 11,805: 2,205 752 448 8,801 10,477 11,454 11,677: 351 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -359: 156 275 -31 -502 -505 -377 -261: 18 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.4 3.8 74.6 88.8 97.0 98.9: 3.0 1.1
Old : 100.0: 18.7 6.4 3.8 74.6 88.8 97.0 98.9: 3.0 1.1
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 : 37: 9 4 3 20 21 32 25:
Old : 37: 9 4 3 20 21 32 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 : 61.7 64.7 76.0 81.5 20.4 21.2 27.9 31.6
Old : 61.7 64.7 76.0 81.5 20.4 21.2 27.9 31.6
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 27, 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 : 215,673: 72,599 12,333 24,926 76,721 151,918 174,247 189,177: 41,426 26,497
Old : 54,416: 13,208 3,002 3,120 26,916 37,694 43,244 43,816: 11,172 10,600
Other: 161,258: 63,715 13,654 17,483 49,806 114,224 131,003 145,361: 30,255 15,897
: : :
: : Changes in Commitments from: July 20, 2010 :
: -13,456: -303 -1,570 -4,559 -4,882 -7,018 -9,745 -13,147: -3,711 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 5.7 11.6 35.6 70.4 80.8 87.7: 19.2 12.3
Old : 100.0: 24.3 5.5 5.7 49.5 69.3 79.5 80.5: 20.5 19.5
Other: 100.0: 39.5 8.5 10.8 30.9 70.8 81.2 90.1: 18.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 73 35 44 67 63 170 120:
Old : 120: 31 16 23 52 50 92 81:
Other: 180: 65 41 38 60 49 155 101:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 46.4 20.6 56.8 8.9 38.2 16.1 44.9
Old : 26.4 30.9 40.6 44.4 23.7 24.0 34.7 37.0
Other: 11.2 54.5 20.7 64.4 11.1 48.4 20.4 56.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 17,201: 3,728 3,891 2,213 7,660 8,812 13,600 14,915: 3,601 2,286
Old : 17,201: 3,728 3,891 2,213 7,660 8,812 13,600 14,915: 3,601 2,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 647: 459 -17 -266 103 966 297 684: 351 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 22.6 12.9 44.5 51.2 79.1 86.7: 20.9 13.3
Old : 100.0: 21.7 22.6 12.9 44.5 51.2 79.1 86.7: 20.9 13.3
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 : 84: 30 16 15 25 26 64 50:
Old : 84: 30 16 15 25 26 64 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 : 32.3 26.9 43.8 43.7 32.3 26.2 43.1 43.0
Old : 32.3 26.9 43.8 43.7 32.3 26.2 43.1 43.0
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 27, 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 : 847,848: 162,776 181,682 52,465 526,488 497,325 741,729 731,472: 106,119 116,376
Old : 847,848: 162,776 181,682 52,465 526,488 497,325 741,729 731,472: 106,119 116,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -69,216: -10,965 -14,497 729 -63,045 -47,920 -73,281 -61,687: 4,065 -7,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 21.4 6.2 62.1 58.7 87.5 86.3: 12.5 13.7
Old : 100.0: 19.2 21.4 6.2 62.1 58.7 87.5 86.3: 12.5 13.7
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 : 234: 32 61 35 79 124 136 195:
Old : 234: 32 61 35 79 124 136 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 12.8 41.5 20.9 29.0 9.8 38.6 16.2
Old : 30.3 12.8 41.5 20.9 29.0 9.8 38.6 16.2
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 27, 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 : 2,217,370: 170,434 294,417 181,720 1,563,211 1,410,167 1,915,365 1,886,304: 302,005 331,066
Old : 2,217,370: 170,434 294,417 181,720 1,563,211 1,410,167 1,915,365 1,886,304: 302,005 331,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -182,624: -21,908 93 -88,387 -74,193 -88,416 -184,488 -176,709: 1,864 -5,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.3 8.2 70.5 63.6 86.4 85.1: 13.6 14.9
Old : 100.0: 7.7 13.3 8.2 70.5 63.6 86.4 85.1: 13.6 14.9
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 : 254: 36 48 53 132 154 196 227:
Old : 254: 36 48 53 132 154 196 227:
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 : 38.0 15.9 43.7 24.6 34.2 14.4 39.1 21.1
Old : 38.0 15.9 43.7 24.6 34.2 14.4 39.1 21.1
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 27, 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 : 994,271: 206,268 88,617 39,818 529,937 614,539 776,023 742,973: 218,248 251,298
Old : 994,271: 206,268 88,617 39,818 529,937 614,539 776,023 742,973: 218,248 251,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -6,959: 41,286 9,879 -10,747 -32,615 -10,170 -2,076 -11,038: -4,884 4,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.9 4.0 53.3 61.8 78.0 74.7: 22.0 25.3
Old : 100.0: 20.7 8.9 4.0 53.3 61.8 78.0 74.7: 22.0 25.3
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 : 159: 27 32 24 69 82 110 124:
Old : 159: 27 32 24 69 82 110 124:
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 : 23.3 19.1 34.0 27.5 22.2 15.1 30.7 21.4
Old : 23.3 19.1 34.0 27.5 22.2 15.1 30.7 21.4
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 27, 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 : 1,258,766: 178,870 12,200 611,168 417,679 564,449 1,207,717 1,187,818: 51,050 70,948
Old : 1,258,766: 178,870 12,200 611,168 417,679 564,449 1,207,717 1,187,818: 51,050 70,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 26,981: 1,953 -1,085 16,521 3,564 8,405 22,038 23,841: 4,943 3,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.0 48.6 33.2 44.8 95.9 94.4: 4.1 5.6
Old : 100.0: 14.2 1.0 48.6 33.2 44.8 95.9 94.4: 4.1 5.6
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 : 119: 34 15 42 59 60 107 104:
Old : 119: 34 15 42 59 60 107 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 35.5 58.2 54.3 13.8 12.7 17.5 17.0
Old : 42.0 35.5 58.2 54.3 13.8 12.7 17.5 17.0
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 27, 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 : 44,260: 7,557 5,066 532 29,599 30,182 37,688 35,780: 6,571 8,480
Old : 44,260: 7,557 5,066 532 29,599 30,182 37,688 35,780: 6,571 8,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 2,339: 1,044 315 -30 75 1,568 1,090 1,853: 1,249 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.4 1.2 66.9 68.2 85.2 80.8: 14.8 19.2
Old : 100.0: 17.1 11.4 1.2 66.9 68.2 85.2 80.8: 14.8 19.2
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 : 83: 22 10 7 28 32 53 46:
Old : 83: 22 10 7 28 32 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 34.9 49.5 55.1 37.6 34.9 49.0 54.0
Old : 38.1 34.9 49.5 55.1 37.6 34.9 49.0 54.0
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 27, 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 : 88,520: 15,114 10,132 1,065 59,199 60,363 75,377 71,560: 13,143 16,960
Old : 88,520: 15,114 10,132 1,065 59,199 60,363 75,377 71,560: 13,143 16,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,677: 2,088 630 -59 151 3,136 2,179 3,707: 2,498 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.4 1.2 66.9 68.2 85.2 80.8: 14.8 19.2
Old : 100.0: 17.1 11.4 1.2 66.9 68.2 85.2 80.8: 14.8 19.2
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 : 83: 22 10 7 28 32 53 46:
Old : 83: 22 10 7 28 32 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 34.9 49.5 55.1 37.6 34.9 49.0 54.0
Old : 38.1 34.9 49.5 55.1 37.6 34.9 49.0 54.0
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 27, 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 : 12,620: 885 910 156 11,337 11,388 12,378 12,454: 242 166
Old : 12,620: 885 910 156 11,337 11,388 12,378 12,454: 242 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -315: -1,248 184 0 941 -509 -307 -325: -8 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.2 1.2 89.8 90.2 98.1 98.7: 1.9 1.3
Old : 100.0: 7.0 7.2 1.2 89.8 90.2 98.1 98.7: 1.9 1.3
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 : 35: 5 7 1 9 16 14 24:
Old : 35: 5 7 1 9 16 14 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 : 75.8 66.2 92.3 80.0 74.7 66.2 88.8 79.3
Old : 75.8 66.2 92.3 80.0 74.7 66.2 88.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 34,982: 3,469 2,743 20 31,210 32,137 34,699 34,900: 283 82
Old : 34,982: 3,469 2,743 20 31,210 32,137 34,699 34,900: 283 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,655: 724 -335 0 920 2,018 1,644 1,683: 11 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.8 0.1 89.2 91.9 99.2 99.8: 0.8 0.2
Old : 100.0: 9.9 7.8 0.1 89.2 91.9 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 2 1 6 16 15 18:
Old : 31: 8 2 1 6 16 15 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 : 90.7 76.2 97.6 89.7 90.7 76.1 97.6 89.7
Old : 90.7 76.2 97.6 89.7 90.7 76.1 97.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010