WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 639,659: 91,383 79,032 179,437 330,970 313,954 601,791 572,424: 37,868 67,235
Old : 531,669: 83,143 61,480 158,167 257,950 265,713 499,260 485,359: 32,409 46,310
Other: 107,990: 17,272 26,585 12,238 73,021 48,241 102,531 87,064: 5,459 20,925
: : :
: : Changes in Commitments from: July 27, 2010 :
: 42,973: 726 -4,876 32,966 12,441 16,634 46,134 44,725: -3,161 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 12.4 28.1 51.7 49.1 94.1 89.5: 5.9 10.5
Old : 100.0: 15.6 11.6 29.7 48.5 50.0 93.9 91.3: 6.1 8.7
Other: 100.0: 16.0 24.6 11.3 67.6 44.7 94.9 80.6: 5.1 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 145 165 183 85 122 346 363:
Old : 437: 144 160 169 78 116 327 348:
Other: 204: 42 49 47 48 89 121 165:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 16.1 30.3 25.3 16.5 12.1 26.6 17.0
Old : 19.7 18.9 31.4 29.6 18.3 16.6 27.2 21.8
Other: 36.2 17.8 52.9 28.4 33.2 16.9 48.0 25.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 1,671,881: 380,952 119,098 449,936 696,306 785,890 1,527,194 1,354,924: 144,687 316,957
Old : 462,751: 91,404 77,302 88,327 245,605 239,669 425,336 405,298: 37,414 57,452
Other: 1,209,130: 345,864 98,113 305,292 450,701 546,220 1,101,858 949,626: 107,272 259,504
: : :
: : Changes in Commitments from: July 27, 2010 :
: 80,156: 46,117 -15,197 19,362 -1,135 67,360 64,344 71,525: 15,812 8,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.1 26.9 41.6 47.0 91.3 81.0: 8.7 19.0
Old : 100.0: 19.8 16.7 19.1 53.1 51.8 91.9 87.6: 8.1 12.4
Other: 100.0: 28.6 8.1 25.2 37.3 45.2 91.1 78.5: 8.9 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 811: 232 162 268 220 359 588 682:
Old : 627: 144 131 116 143 284 339 479:
Other: 781: 240 153 215 181 350 516 629:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 11.5 21.6 16.6 14.3 9.8 21.0 13.4
Old : 25.1 16.2 36.5 24.2 25.1 14.7 35.8 21.8
Other: 13.3 11.2 20.2 15.7 12.8 9.5 19.3 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 12,311: 1,222 425 1,521 6,255 8,640 8,999 10,586: 3,311 1,724
Old : 12,311: 1,222 425 1,521 6,255 8,640 8,999 10,586: 3,311 1,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 749: 93 -356 105 249 808 448 557: 302 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.5 12.4 50.8 70.2 73.1 86.0: 26.9 14.0
Old : 100.0: 9.9 3.5 12.4 50.8 70.2 73.1 86.0: 26.9 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 : 37: 11 4 9 16 16 32 26:
Old : 37: 11 4 9 16 16 32 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 : 29.7 54.8 45.3 69.4 28.2 45.7 37.3 56.6
Old : 29.7 54.8 45.3 69.4 28.2 45.7 37.3 56.6
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, August 3, 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 : 620,755: 148,913 35,251 156,333 262,136 337,032 567,383 528,616: 53,372 92,140
Old : 594,932: 147,689 42,469 142,318 253,356 323,909 543,362 508,696: 51,570 86,235
Other: 25,823: 13,377 4,933 1,863 8,781 13,123 24,021 19,919: 1,803 5,904
: : :
: : Changes in Commitments from: July 27, 2010 :
: 35,968: 22,258 -609 7,313 4,441 31,447 34,012 38,151: 1,956 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.7 25.2 42.2 54.3 91.4 85.2: 8.6 14.8
Old : 100.0: 24.8 7.1 23.9 42.6 54.4 91.3 85.5: 8.7 14.5
Other: 100.0: 51.8 19.1 7.2 34.0 50.8 93.0 77.1: 7.0 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 190 124 175 108 198 390 422:
Old : 543: 188 130 172 107 197 387 420:
Other: 197: 31 40 22 27 118 66 172:
:----------------------------------------------------------------------------------------------------
: 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 19.2 23.7 26.2 13.9 17.1 21.6 22.8
Old : 15.6 19.5 24.1 26.5 14.3 17.4 22.2 22.9
Other: 49.0 27.7 67.6 37.5 48.6 26.8 64.9 36.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 24,010: 20,568 1,681 190 11 5,264 20,769 7,135: 3,241 16,875
Old : 22,213: 19,094 1,678 185 11 4,650 19,290 6,513: 2,923 15,700
Other: 1,797: 1,474 3 5 0 614 1,479 622: 318 1,175
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,852: 2,449 385 -27 -1 1,040 2,421 1,398: 431 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 7.0 0.8 0.0 21.9 86.5 29.7: 13.5 70.3
Old : 100.0: 86.0 7.6 0.8 0.0 20.9 86.8 29.3: 13.2 70.7
Other: 100.0: 82.0 0.2 0.3 0.0 34.2 82.3 34.6: 17.7 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 7 8 2 13 21 28:
Old : 39: 19 7 8 2 13 21 28:
Other: 24: 9 2 1 0 13 9 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 11.9 72.7 18.2 56.6 11.9 72.0 18.1
Old : 58.4 11.0 74.0 17.4 58.1 11.0 73.3 17.4
Other: 67.1 25.8 81.2 32.3 67.1 25.8 81.2 32.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 348,204: 68,972 44,769 79,596 167,664 201,858 316,232 326,223: 31,972 21,982
Old : 75,577: 20,423 5,506 18,154 28,544 44,522 67,122 68,182: 8,455 7,395
Other: 272,627: 63,895 54,610 46,095 139,120 157,335 249,110 258,041: 23,517 14,586
: : :
: : Changes in Commitments from: July 27, 2010 :
: 21,159: 17,010 -4,214 7,261 -5,768 20,911 18,503 23,958: 2,656 -2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 12.9 22.9 48.2 58.0 90.8 93.7: 9.2 6.3
Old : 100.0: 27.0 7.3 24.0 37.8 58.9 88.8 90.2: 11.2 9.8
Other: 100.0: 23.4 20.0 16.9 51.0 57.7 91.4 94.6: 8.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 83 64 89 67 62 210 174:
Old : 160: 65 26 31 39 49 115 95:
Other: 233: 70 82 66 62 54 177 160:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 29.4 29.1 40.5 15.5 25.3 24.4 32.6
Old : 35.5 32.6 45.0 45.7 22.5 22.0 29.3 32.5
Other: 18.4 33.4 28.8 41.8 17.4 29.4 26.7 36.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 767,347: 92,838 139,405 42,010 478,594 467,292 613,442 648,706: 153,906 118,641
Old : 767,347: 92,838 139,405 42,010 478,594 467,292 613,442 648,706: 153,906 118,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 18,656: 6,513 -1,751 9,883 11,663 29,035 28,059 37,167: -9,403 -18,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.2 5.5 62.4 60.9 79.9 84.5: 20.1 15.5
Old : 100.0: 12.1 18.2 5.5 62.4 60.9 79.9 84.5: 20.1 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 : 159: 27 28 30 79 80 123 121:
Old : 159: 27 28 30 79 80 123 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 20.2 30.5 35.1 18.1 19.4 28.3 32.8
Old : 19.5 20.2 30.5 35.1 18.1 19.4 28.3 32.8
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, August 3, 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 : 166,255: 20,902 38,377 194 102,345 110,057 123,441 148,629: 42,814 17,626
Old : 166,255: 20,902 38,377 194 102,345 110,057 123,441 148,629: 42,814 17,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 6,961: 4,074 6,596 98 4,094 1,934 8,266 8,628: -1,305 -1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 23.1 0.1 61.6 66.2 74.2 89.4: 25.8 10.6
Old : 100.0: 12.6 23.1 0.1 61.6 66.2 74.2 89.4: 25.8 10.6
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 : 37: 5 7 2 17 18 24 25:
Old : 37: 5 7 2 17 18 24 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 : 40.2 52.5 55.0 70.7 37.4 51.3 52.2 69.3
Old : 40.2 52.5 55.0 70.7 37.4 51.3 52.2 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 11,675: 2,133 444 517 8,628 10,477 11,278 11,438: 397 237
Old : 11,675: 2,133 444 517 8,628 10,477 11,278 11,438: 397 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -130: -72 -308 69 -173 0 -176 -239: 46 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.8 4.4 73.9 89.7 96.6 98.0: 3.4 2.0
Old : 100.0: 18.3 3.8 4.4 73.9 89.7 96.6 98.0: 3.4 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 : 36: 9 4 2 19 19 30 23:
Old : 36: 9 4 2 19 19 30 23:
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 : 60.7 67.2 75.8 82.0 19.0 22.2 26.6 30.7
Old : 60.7 67.2 75.8 82.0 19.0 22.2 26.6 30.7
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, August 3, 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 : 215,277: 75,842 11,531 26,960 72,004 152,627 174,805 191,117: 40,472 24,160
Old : 42,841: 10,969 3,399 2,762 19,725 27,332 33,456 33,494: 9,385 9,347
Other: 172,436: 68,543 11,801 20,528 52,278 125,294 141,349 157,623: 31,087 14,813
: : :
: : Changes in Commitments from: July 27, 2010 :
: -396: 3,243 -802 2,034 -4,718 709 558 1,940: -954 -2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 5.4 12.5 33.4 70.9 81.2 88.8: 18.8 11.2
Old : 100.0: 25.6 7.9 6.4 46.0 63.8 78.1 78.2: 21.9 21.8
Other: 100.0: 39.7 6.8 11.9 30.3 72.7 82.0 91.4: 18.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 74 31 48 57 61 162 118:
Old : 114: 29 18 23 39 48 80 78:
Other: 176: 73 29 41 54 48 151 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 46.3 19.6 56.7 8.9 38.8 16.5 46.2
Old : 24.2 27.8 40.1 40.8 23.4 25.5 36.3 38.5
Other: 10.7 54.5 20.1 64.2 10.5 48.4 19.4 56.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,383: 4,195 3,780 3,226 7,588 10,140 15,009 17,146: 4,373 2,237
Old : 19,383: 4,195 3,780 3,226 7,588 10,140 15,009 17,146: 4,373 2,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,181: 468 -111 1,013 -72 1,328 1,409 2,231: 772 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.5 16.6 39.1 52.3 77.4 88.5: 22.6 11.5
Old : 100.0: 21.6 19.5 16.6 39.1 52.3 77.4 88.5: 22.6 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 : 89: 35 17 16 24 25 69 51:
Old : 89: 35 17 16 24 25 69 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 27.1 37.8 43.4 27.6 26.6 36.5 42.8
Old : 27.6 27.1 37.8 43.4 27.6 26.6 36.5 42.8
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, August 3, 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 : 860,058: 174,383 180,732 75,335 523,418 517,306 773,136 773,373: 86,922 86,685
Old : 860,058: 174,383 180,732 75,335 523,418 517,306 773,136 773,373: 86,922 86,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 12,211: 11,607 -950 22,870 -3,070 19,981 31,407 41,901: -19,197 -29,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 21.0 8.8 60.9 60.1 89.9 89.9: 10.1 10.1
Old : 100.0: 20.3 21.0 8.8 60.9 60.1 89.9 89.9: 10.1 10.1
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 : 229: 30 59 34 77 121 134 187:
Old : 229: 30 59 34 77 121 134 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 15.5 37.4 24.0 22.4 9.8 35.0 17.4
Old : 22.7 15.5 37.4 24.0 22.4 9.8 35.0 17.4
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, August 3, 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 : 2,292,571: 176,866 304,035 239,165 1,634,218 1,485,719 2,050,249 2,028,919: 242,323 263,653
Old : 2,292,571: 176,866 304,035 239,165 1,634,218 1,485,719 2,050,249 2,028,919: 242,323 263,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 75,201: 6,432 9,618 57,445 71,007 75,552 134,884 142,615: -59,682 -67,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.3 10.4 71.3 64.8 89.4 88.5: 10.6 11.5
Old : 100.0: 7.7 13.3 10.4 71.3 64.8 89.4 88.5: 10.6 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 : 260: 47 44 62 131 151 205 230:
Old : 260: 47 44 62 131 151 205 230:
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 : 37.2 18.1 43.1 28.2 33.0 16.9 37.8 23.7
Old : 37.2 18.1 43.1 28.2 33.0 16.9 37.8 23.7
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, August 3, 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 : 1,113,518: 266,592 74,740 70,337 584,992 730,234 921,921 875,311: 191,596 238,207
Old : 1,113,518: 266,592 74,740 70,337 584,992 730,234 921,921 875,311: 191,596 238,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 119,247: 60,324 -13,877 30,520 55,055 115,695 145,899 132,338: -26,652 -13,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.7 6.3 52.5 65.6 82.8 78.6: 17.2 21.4
Old : 100.0: 23.9 6.7 6.3 52.5 65.6 82.8 78.6: 17.2 21.4
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 : 162: 33 25 29 73 92 118 134:
Old : 162: 33 25 29 73 92 118 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 17.6 37.9 26.1 25.5 13.4 34.3 20.8
Old : 27.9 17.6 37.9 26.1 25.5 13.4 34.3 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, August 3, 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 : 1,236,408: 162,604 11,764 634,072 393,138 526,957 1,189,813 1,172,793: 46,595 63,616
Old : 1,236,408: 162,604 11,764 634,072 393,138 526,957 1,189,813 1,172,793: 46,595 63,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -22,358: -16,266 -437 22,904 -24,541 -37,492 -17,904 -15,025: -4,455 -7,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 1.0 51.3 31.8 42.6 96.2 94.9: 3.8 5.1
Old : 100.0: 13.2 1.0 51.3 31.8 42.6 96.2 94.9: 3.8 5.1
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 : 119: 31 19 43 58 60 106 105:
Old : 119: 31 19 43 58 60 106 105:
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 : 43.2 37.5 59.8 56.6 13.8 13.2 17.3 17.0
Old : 43.2 37.5 59.8 56.6 13.8 13.2 17.3 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, August 3, 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 : 45,568: 10,433 4,394 606 28,464 35,006 39,503 40,006: 6,066 5,563
Old : 45,568: 10,433 4,394 606 28,464 35,006 39,503 40,006: 6,066 5,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,309: 2,876 -672 74 -1,135 4,824 1,814 4,226: -506 -2,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 1.3 62.5 76.8 86.7 87.8: 13.3 12.2
Old : 100.0: 22.9 9.6 1.3 62.5 76.8 86.7 87.8: 13.3 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 : 89: 30 8 8 27 34 62 45:
Old : 89: 30 8 8 27 34 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 39.7 47.7 59.7 34.8 39.7 47.1 58.5
Old : 35.3 39.7 47.7 59.7 34.8 39.7 47.1 58.5
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, August 3, 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 : 91,137: 20,865 8,788 1,212 56,928 70,011 79,005 80,011: 12,132 11,126
Old : 91,137: 20,865 8,788 1,212 56,928 70,011 79,005 80,011: 12,132 11,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,617: 5,752 -1,344 147 -2,270 9,648 3,629 8,452: -1,011 -5,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 1.3 62.5 76.8 86.7 87.8: 13.3 12.2
Old : 100.0: 22.9 9.6 1.3 62.5 76.8 86.7 87.8: 13.3 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 : 89: 30 8 8 27 34 62 45:
Old : 89: 30 8 8 27 34 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 39.7 47.7 59.7 34.8 39.7 47.1 58.5
Old : 35.3 39.7 47.7 59.7 34.8 39.7 47.1 58.5
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, August 3, 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 : 13,831: 1,319 910 156 12,212 12,742 13,687 13,808: 144 23
Old : 13,831: 1,319 910 156 12,212 12,742 13,687 13,808: 144 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,211: 434 0 0 875 1,354 1,309 1,354: -98 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.6 1.1 88.3 92.1 99.0 99.8: 1.0 0.2
Old : 100.0: 9.5 6.6 1.1 88.3 92.1 99.0 99.8: 1.0 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 : 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 : 75.2 68.3 93.0 82.5 71.1 68.3 85.8 80.4
Old : 75.2 68.3 93.0 82.5 71.1 68.3 85.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 38,591: 1,850 995 20 36,468 37,515 38,338 38,530: 253 61
Old : 38,591: 1,850 995 20 36,468 37,515 38,338 38,530: 253 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 3,609: -1,619 -1,748 0 5,258 5,378 3,639 3,630: -30 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.6 0.1 94.5 97.2 99.3 99.8: 0.7 0.2
Old : 100.0: 4.8 2.6 0.1 94.5 97.2 99.3 99.8: 0.7 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 : 30: 6 2 1 6 17 13 19:
Old : 30: 6 2 1 6 17 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.7 77.5 98.6 89.7 95.7 77.5 98.6 89.6
Old : 95.7 77.5 98.6 89.7 95.7 77.5 98.6 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010