WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 433,994: 82,421 118,125 61,883 248,041 192,312 392,345 372,320: 41,649 61,674
Old : 370,530: 78,313 114,201 40,457 214,985 168,524 333,755 323,182: 36,775 47,348
Other: 63,464: 15,710 15,526 9,824 33,056 23,788 58,590 49,138: 4,874 14,326
: : :
: : Changes in Commitments from: June 28, 2011 :
: 3,712: 43 7,957 -926 6,528 -3,086 5,645 3,945: -1,933 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 27.2 14.3 57.2 44.3 90.4 85.8: 9.6 14.2
Old : 100.0: 21.1 30.8 10.9 58.0 45.5 90.1 87.2: 9.9 12.8
Other: 100.0: 24.8 24.5 15.5 52.1 37.5 92.3 77.4: 7.7 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 99 165 126 78 114 268 331:
Old : 398: 101 168 106 74 102 252 307:
Other: 182: 32 56 21 32 82 81 146:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 19.5 39.0 25.6 23.8 17.7 37.8 22.6
Old : 27.2 22.3 40.8 29.1 27.0 21.4 40.6 27.6
Other: 42.1 18.6 57.4 28.9 34.6 11.0 47.3 18.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,200,848: 390,487 98,322 99,684 565,396 780,521 1,055,567 978,527: 145,281 222,321
Old : 399,590: 142,321 54,293 4,240 207,757 288,463 354,318 346,996: 45,272 52,594
Other: 801,258: 299,861 95,724 43,749 357,639 492,058 701,249 631,531: 100,009 169,727
: : :
: : Changes in Commitments from: June 28, 2011 :
: -51,008: -19,999 9,251 -14,963 1,748 -42,525 -33,214 -48,237: -17,794 -2,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.2 8.3 47.1 65.0 87.9 81.5: 12.1 18.5
Old : 100.0: 35.6 13.6 1.1 52.0 72.2 88.7 86.8: 11.3 13.2
Other: 100.0: 37.4 11.9 5.5 44.6 61.4 87.5 78.8: 12.5 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 200 138 173 219 352 511 595:
Old : 621: 150 98 23 136 280 297 392:
Other: 726: 168 151 106 171 332 399 541:
:----------------------------------------------------------------------------------------------------
: 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 14.0 24.3 20.3 14.2 10.8 20.6 15.5
Old : 28.7 30.6 38.2 37.9 28.7 30.6 38.2 36.9
Other: 14.0 9.2 24.3 15.3 11.7 8.6 21.0 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,361: 3,605 769 416 6,059 9,769 10,080 10,954: 2,281 1,407
Old : 12,332: 3,604 769 416 6,031 9,741 10,051 10,926: 2,281 1,406
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: June 28, 2011 :
: 507: 89 172 138 499 -45 726 265: -219 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.2 3.4 49.0 79.0 81.5 88.6: 18.5 11.4
Old : 100.0: 29.2 6.2 3.4 48.9 79.0 81.5 88.6: 18.5 11.4
Other: 100.0: 3.4 0.0 0.0 96.6 96.6 100.0 96.6: 0.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 18 4 4 14 9 32 17:
Old : 41: 18 4 4 14 9 32 17:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: 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 61.8 49.9 79.6 29.5 56.7 46.2 73.5
Old : 29.6 62.0 49.8 79.5 29.3 56.9 46.1 73.4
Other: 100.0 96.6 100.0 96.6 100.0 96.6 100.0 96.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 525,466: 147,622 67,153 53,981 277,747 325,260 479,350 446,394: 46,116 79,072
Old : 74,585: 27,537 5,635 767 37,981 57,095 66,285 63,497: 8,300 11,088
Other: 450,881: 135,139 76,572 38,160 239,766 268,165 413,065 382,897: 37,816 67,984
: : :
: : Changes in Commitments from: June 28, 2011 :
: -5,319: 1,307 2,782 -5,987 866 -101 -3,814 -3,306: -1,505 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 12.8 10.3 52.9 61.9 91.2 85.0: 8.8 15.0
Old : 100.0: 36.9 7.6 1.0 50.9 76.6 88.9 85.1: 11.1 14.9
Other: 100.0: 30.0 17.0 8.5 53.2 59.5 91.6 84.9: 8.4 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 145 120 136 112 188 329 392:
Old : 289: 72 54 11 56 120 132 183:
Other: 487: 140 130 109 97 184 296 375:
:----------------------------------------------------------------------------------------------------
: 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 19.7 25.6 27.5 14.2 15.2 22.5 20.9
Old : 37.4 32.5 48.4 45.4 36.3 32.5 47.3 45.3
Other: 16.6 19.7 26.8 27.1 16.3 17.2 25.0 23.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,681: 18,855 1,623 171 6 4,958 19,032 6,752: 2,649 14,929
Old : 679: 518 46 18 6 170 542 234: 137 445
Other: 21,002: 18,380 1,620 110 0 4,788 18,490 6,518: 2,512 14,484
: : :
: : Changes in Commitments from: June 28, 2011 :
: -198: -485 348 25 0 -302 -460 71: 262 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 7.5 0.8 0.0 22.9 87.8 31.1: 12.2 68.9
Old : 100.0: 76.3 6.8 2.7 0.9 25.0 79.8 34.5: 20.2 65.5
Other: 100.0: 87.5 7.7 0.5 0.0 22.8 88.0 31.0: 12.0 69.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 5 7 2 13 17 25:
Old : 20: 8 2 2 2 8 11 11:
Other: 33: 15 5 7 0 13 15 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 13.9 76.5 20.8 59.1 13.9 76.1 20.8
Old : 69.7 30.3 78.6 33.3 69.2 28.1 76.4 31.1
Other: 59.8 13.7 76.5 20.7 59.7 13.7 76.4 20.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 285,915: 67,520 55,109 33,525 155,504 169,174 256,549 257,808: 29,366 28,107
Old : 86,360: 13,108 15,762 9,342 52,401 49,312 74,851 74,416: 11,509 11,944
Other: 199,555: 63,958 48,893 14,637 103,103 119,862 181,698 183,392: 17,857 16,163
: : :
: : Changes in Commitments from: June 28, 2011 :
: -4,544: -5,004 6,747 2,303 -2,934 -10,863 -5,635 -1,813: 1,091 -2,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.3 11.7 54.4 59.2 89.7 90.2: 10.3 9.8
Old : 100.0: 15.2 18.3 10.8 60.7 57.1 86.7 86.2: 13.3 13.8
Other: 100.0: 32.1 24.5 7.3 51.7 60.1 91.1 91.9: 8.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 61 78 78 61 62 179 185:
Old : 162: 45 43 36 45 49 109 113:
Other: 216: 62 82 45 50 50 144 147:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 26.8 25.6 37.2 13.0 19.3 21.3 27.7
Old : 26.6 22.1 39.1 34.4 22.9 19.4 32.5 29.8
Other: 16.6 31.7 28.5 42.7 16.1 28.2 27.5 38.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 598,632: 58,780 140,686 5,705 391,905 313,970 456,390 460,361: 142,242 138,271
Old : 598,632: 58,780 140,686 5,705 391,905 313,970 456,390 460,361: 142,242 138,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -43,122: -16,174 1,310 -1,000 -18,368 -46,758 -35,542 -46,448: -7,580 3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 23.5 1.0 65.5 52.4 76.2 76.9: 23.8 23.1
Old : 100.0: 9.8 23.5 1.0 65.5 52.4 76.2 76.9: 23.8 23.1
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 : 147: 22 30 9 67 67 95 100:
Old : 147: 22 30 9 67 67 95 100:
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 : 22.3 21.1 32.0 31.4 21.8 20.2 28.9 29.3
Old : 22.3 21.1 32.0 31.4 21.8 20.2 28.9 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 380,405: 58,428 61,970 358 261,926 274,252 320,712 336,580: 59,693 43,825
Old : 380,405: 58,428 61,970 358 261,926 274,252 320,712 336,580: 59,693 43,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -6,814: 5,920 644 -250 -8,571 -8,037 -2,901 -7,643: -3,913 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.3 0.1 68.9 72.1 84.3 88.5: 15.7 11.5
Old : 100.0: 15.4 16.3 0.1 68.9 72.1 84.3 88.5: 15.7 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 : 76: 8 11 1 36 36 44 48:
Old : 76: 8 11 1 36 36 44 48:
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 : 28.0 47.6 48.0 60.9 26.1 47.6 43.9 60.8
Old : 28.0 47.6 48.0 60.9 26.1 47.6 43.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,896: 651 516 308 7,575 7,868 8,534 8,692: 362 204
Old : 8,896: 651 516 308 7,575 7,868 8,534 8,692: 362 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -119: 141 51 -131 -31 82 -21 2: -98 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.8 3.5 85.2 88.4 95.9 97.7: 4.1 2.3
Old : 100.0: 7.3 5.8 3.5 85.2 88.4 95.9 97.7: 4.1 2.3
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 : 39: 6 4 4 22 28 30 34:
Old : 39: 6 4 4 22 28 30 34:
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 : 46.7 41.0 66.8 63.4 26.2 21.2 36.4 31.5
Old : 46.7 41.0 66.8 63.4 26.2 21.2 36.4 31.5
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 - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,542: 43,841 34,029 25,000 92,350 105,022 161,191 164,051: 30,351 27,491
Old : 73,853: 18,506 5,908 5,378 36,056 52,264 59,940 63,550: 13,913 10,303
Other: 117,689: 32,479 35,265 12,478 56,294 52,758 101,251 100,501: 16,438 17,188
: : :
: : Changes in Commitments from: June 28, 2011 :
: -11,813: 326 1,937 -2,553 -4,285 -8,008 -6,512 -8,624: -5,301 -3,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.8 13.1 48.2 54.8 84.2 85.6: 15.8 14.4
Old : 100.0: 25.1 8.0 7.3 48.8 70.8 81.2 86.0: 18.8 14.0
Other: 100.0: 27.6 30.0 10.6 47.8 44.8 86.0 85.4: 14.0 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 45 42 41 62 62 134 129:
Old : 130: 35 17 23 52 52 101 85:
Other: 152: 36 42 24 56 45 107 101:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 27.5 26.5 36.7 9.8 19.5 17.1 27.0
Old : 22.5 44.9 33.2 55.2 19.7 43.9 30.1 51.9
Other: 20.6 21.2 32.0 34.1 15.2 15.9 24.9 25.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,240: 4,086 2,861 1,798 7,576 10,895 13,460 15,554: 3,780 1,686
Old : 17,240: 4,086 2,861 1,798 7,576 10,895 13,460 15,554: 3,780 1,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -300: 92 212 -87 -121 -206 -116 -81: -184 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.6 10.4 43.9 63.2 78.1 90.2: 21.9 9.8
Old : 100.0: 23.7 16.6 10.4 43.9 63.2 78.1 90.2: 21.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 28 17 17 21 16 60 43:
Old : 81: 28 17 17 21 16 60 43:
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 : 28.1 41.5 40.8 55.4 28.1 41.4 40.8 55.3
Old : 28.1 41.5 40.8 55.4 28.1 41.4 40.8 55.3
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 - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 987,654: 237,343 183,621 12,799 632,699 642,453 882,841 838,873: 104,813 148,781
Old : 987,654: 237,343 183,621 12,799 632,699 642,453 882,841 838,873: 104,813 148,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -38,544: -14,102 -5,348 -1,993 -20,978 -31,452 -37,073 -38,793: -1,471 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 18.6 1.3 64.1 65.0 89.4 84.9: 10.6 15.1
Old : 100.0: 24.0 18.6 1.3 64.1 65.0 89.4 84.9: 10.6 15.1
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 : 258: 45 59 20 87 120 144 187:
Old : 258: 45 59 20 87 120 144 187:
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 : 27.2 13.3 42.7 23.3 25.8 11.6 39.8 19.7
Old : 27.2 13.3 42.7 23.3 25.8 11.6 39.8 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,764,483: 222,040 314,763 29,087 1,224,104 1,087,187 1,475,231 1,431,037: 289,252 333,446
Old : 1,764,483: 222,040 314,763 29,087 1,224,104 1,087,187 1,475,231 1,431,037: 289,252 333,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -41,190: -13,756 12,004 3,162 -20,389 -36,634 -30,983 -21,468: -10,207 -19,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 17.8 1.6 69.4 61.6 83.6 81.1: 16.4 18.9
Old : 100.0: 12.6 17.8 1.6 69.4 61.6 83.6 81.1: 16.4 18.9
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 : 280: 40 61 25 112 139 164 213:
Old : 280: 40 61 25 112 139 164 213:
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 : 26.8 18.8 36.0 27.1 25.3 14.5 33.3 21.8
Old : 26.8 18.8 36.0 27.1 25.3 14.5 33.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,454,271: 383,191 179,378 10,910 842,404 974,610 1,236,505 1,164,898: 217,766 289,373
Old : 1,454,271: 383,191 179,378 10,910 842,404 974,610 1,236,505 1,164,898: 217,766 289,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -110,325: -65,700 1,749 -3,973 -25,690 -110,660 -95,363 -112,884: -14,962 2,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.3 0.8 57.9 67.0 85.0 80.1: 15.0 19.9
Old : 100.0: 26.3 12.3 0.8 57.9 67.0 85.0 80.1: 15.0 19.9
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 : 201: 29 41 13 76 105 114 151:
Old : 201: 29 41 13 76 105 114 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 22.2 48.1 31.5 38.9 20.7 47.2 28.3
Old : 39.0 22.2 48.1 31.5 38.9 20.7 47.2 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 718,588: 64,104 62,899 114,562 509,027 492,883 687,693 670,344: 30,895 48,244
Old : 718,588: 64,104 62,899 114,562 509,027 492,883 687,693 670,344: 30,895 48,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -56,662: -19,348 -5,979 -13,178 -17,465 -29,079 -49,991 -48,236: -6,671 -8,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.8 15.9 70.8 68.6 95.7 93.3: 4.3 6.7
Old : 100.0: 8.9 8.8 15.9 70.8 68.6 95.7 93.3: 4.3 6.7
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 : 136: 24 33 35 62 73 105 126:
Old : 136: 24 33 35 62 73 105 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 25.0 50.4 33.9 30.6 13.5 33.9 19.2
Old : 39.7 25.0 50.4 33.9 30.6 13.5 33.9 19.2
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 - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,758: 18,169 4,688 258 24,978 40,882 43,404 45,827: 6,354 3,931
Old : 49,758: 18,169 4,688 258 24,978 40,882 43,404 45,827: 6,354 3,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 10,162: 7,328 2,322 -15 2,460 7,960 9,773 10,267: 389 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 9.4 0.5 50.2 82.2 87.2 92.1: 12.8 7.9
Old : 100.0: 36.5 9.4 0.5 50.2 82.2 87.2 92.1: 12.8 7.9
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 : 91: 23 13 2 33 27 57 41:
Old : 91: 23 13 2 33 27 57 41:
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 : 32.0 45.4 47.4 62.7 32.0 45.2 47.4 62.5
Old : 32.0 45.4 47.4 62.7 32.0 45.2 47.4 62.5
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 - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,515: 36,337 9,375 515 49,956 81,763 86,808 91,653: 12,707 7,862
Old : 99,515: 36,337 9,375 515 49,956 81,763 86,808 91,653: 12,707 7,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 20,324: 14,655 4,643 -29 4,920 15,920 19,546 20,534: 778 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 9.4 0.5 50.2 82.2 87.2 92.1: 12.8 7.9
Old : 100.0: 36.5 9.4 0.5 50.2 82.2 87.2 92.1: 12.8 7.9
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 : 91: 23 13 2 33 27 57 41:
Old : 91: 23 13 2 33 27 57 41:
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 : 32.0 45.4 47.4 62.7 32.0 45.2 47.4 62.5
Old : 32.0 45.4 47.4 62.7 32.0 45.2 47.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,219: 2,998 1,783 486 1,814 3,813 5,298 6,082: 921 137
Old : 6,219: 2,998 1,783 486 1,814 3,813 5,298 6,082: 921 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 58: 60 30 0 -4 0 56 30: 2 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 28.7 7.8 29.2 61.3 85.2 97.8: 14.8 2.2
Old : 100.0: 48.2 28.7 7.8 29.2 61.3 85.2 97.8: 14.8 2.2
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 : 20: 10 6 1 3 1 14 7:
Old : 20: 10 6 1 3 1 14 7:
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 : 56.5 87.6 77.0 97.8 56.5 79.8 71.6 90.0
Old : 56.5 87.6 77.0 97.8 56.5 79.8 71.6 90.0
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 - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,911: 1,402 733 16 12,211 13,112 13,629 13,861: 282 50
Old : 13,911: 1,402 733 16 12,211 13,112 13,629 13,861: 282 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 507: -1,916 -26 4 2,496 533 584 511: -77 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.3 0.1 87.8 94.3 98.0 99.6: 2.0 0.4
Old : 100.0: 10.1 5.3 0.1 87.8 94.3 98.0 99.6: 2.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 6 1 8 12 13 19:
Old : 29: 5 6 1 8 12 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 : 81.1 83.5 94.8 94.0 81.1 83.5 94.6 93.9
Old : 81.1 83.5 94.8 94.0 81.1 83.5 94.6 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,408: 4,542 1,488 0 20,608 23,850 25,150 25,338: 258 70
Old : 25,408: 4,542 1,488 0 20,608 23,850 25,150 25,338: 258 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -158: -646 655 0 546 -803 -100 -148: -58 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 5.9 0.0 81.1 93.9 99.0 99.7: 1.0 0.3
Old : 100.0: 17.9 5.9 0.0 81.1 93.9 99.0 99.7: 1.0 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: 5 7 0 8 13 13 20:
Old : 32: 5 7 0 8 13 13 20:
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 : 89.0 71.2 97.9 89.1 89.0 71.2 97.9 89.1
Old : 89.0 71.2 97.9 89.1 89.0 71.2 97.9 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011