WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 12, 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 : 434,108: 80,703 113,423 63,056 248,555 195,825 392,314 372,304: 41,794 61,804
Old : 368,901: 76,627 107,462 42,190 213,386 172,088 332,203 321,740: 36,698 47,161
Other: 65,207: 14,996 16,881 9,946 35,169 23,737 60,111 50,564: 5,096 14,643
: : :
: : Changes in Commitments from: July 5, 2011 :
: 114: -1,718 -4,702 1,173 514 3,513 -31 -16: 145 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 26.1 14.5 57.3 45.1 90.4 85.8: 9.6 14.2
Old : 100.0: 20.8 29.1 11.4 57.8 46.6 90.1 87.2: 9.9 12.8
Other: 100.0: 23.0 25.9 15.3 53.9 36.4 92.2 77.5: 7.8 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 99 156 126 73 112 262 319:
Old : 384: 99 156 108 70 100 248 296:
Other: 176: 31 52 18 31 82 76 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 18.8 39.3 24.9 23.4 16.6 37.9 21.9
Old : 26.9 21.7 40.5 28.3 26.5 20.7 40.1 27.2
Other: 42.6 19.6 57.9 29.8 35.7 12.2 47.7 19.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 12, 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 : 1,188,189: 403,287 96,337 95,408 547,026 768,505 1,045,721 960,250: 142,468 227,939
Old : 378,088: 140,751 56,999 5,434 191,550 266,467 337,735 328,900: 40,353 49,188
Other: 810,101: 311,142 87,944 41,368 355,476 502,038 707,986 631,350: 102,115 178,751
: : :
: : Changes in Commitments from: July 5, 2011 :
: -12,659: 12,800 -1,985 -4,276 -18,370 -12,016 -9,846 -18,277: -2,813 5,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.1 8.0 46.0 64.7 88.0 80.8: 12.0 19.2
Old : 100.0: 37.2 15.1 1.4 50.7 70.5 89.3 87.0: 10.7 13.0
Other: 100.0: 38.4 10.9 5.1 43.9 62.0 87.4 77.9: 12.6 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 205 145 170 205 360 492 608:
Old : 617: 143 100 22 120 281 273 394:
Other: 735: 180 148 108 160 340 398 549:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 13.2 24.7 19.5 14.3 10.8 20.9 15.3
Old : 30.1 30.2 40.8 37.0 30.1 30.2 40.8 36.9
Other: 14.0 8.9 24.6 14.8 12.1 8.6 21.8 12.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 12, 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 : 12,376: 3,193 940 560 6,255 9,569 10,008 11,069: 2,368 1,307
Old : 12,347: 3,192 940 560 6,227 9,541 9,979 11,041: 2,368 1,306
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: July 5, 2011 :
: 15: -412 171 144 196 -200 -72 115: 87 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.6 4.5 50.5 77.3 80.9 89.4: 19.1 10.6
Old : 100.0: 25.9 7.6 4.5 50.4 77.3 80.8 89.4: 19.2 10.6
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 : 43: 18 6 3 14 9 32 18:
Old : 43: 18 6 3 14 9 32 18:
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 : 31.3 60.8 51.1 79.5 30.9 55.6 47.3 72.5
Old : 31.2 60.9 51.0 79.5 30.7 55.7 47.2 72.4
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 12, 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 : 514,257: 154,023 60,125 51,083 258,221 327,837 463,327 439,045: 50,930 75,212
Old : 62,501: 23,883 5,188 27 31,768 49,483 55,678 54,698: 6,823 7,803
Other: 451,756: 143,113 67,910 38,083 226,453 278,354 407,649 384,347: 44,107 67,409
: : :
: : Changes in Commitments from: July 5, 2011 :
: -11,209: 6,401 -7,028 -2,898 -19,526 2,577 -16,023 -7,349: 4,814 -3,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 11.7 9.9 50.2 63.7 90.1 85.4: 9.9 14.6
Old : 100.0: 38.2 8.3 0.0 50.8 79.2 89.1 87.5: 10.9 12.5
Other: 100.0: 31.7 15.0 8.4 50.1 61.6 90.2 85.1: 9.8 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 158 111 128 116 188 341 379:
Old : 289: 76 49 2 67 115 144 165:
Other: 487: 152 124 110 97 184 307 367:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 20.7 25.1 28.2 14.2 16.9 22.5 23.1
Old : 31.4 33.0 42.5 46.5 30.2 30.6 40.8 43.3
Other: 16.5 19.7 26.2 27.3 15.8 17.4 24.3 23.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 12, 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 : 22,280: 19,553 1,565 112 3 5,011 19,668 6,688: 2,612 15,592
Old : 642: 407 16 0 3 180 410 196: 232 446
Other: 21,638: 19,146 1,549 112 0 4,831 19,258 6,492: 2,380 15,146
: : :
: : Changes in Commitments from: July 5, 2011 :
: 599: 698 -58 -59 -3 53 636 -64: -37 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 7.0 0.5 0.0 22.5 88.3 30.0: 11.7 70.0
Old : 100.0: 63.4 2.5 0.0 0.5 28.0 63.9 30.5: 36.1 69.5
Other: 100.0: 88.5 7.2 0.5 0.0 22.3 89.0 30.0: 11.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 5 6 1 13 18 24:
Old : 19: 9 2 0 1 7 10 9:
Other: 35: 17 5 6 0 13 17 24:
:----------------------------------------------------------------------------------------------------
: 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 : 57.7 13.6 74.0 20.4 57.6 13.6 73.9 20.4
Old : 55.3 27.4 62.6 30.2 55.3 27.4 62.6 30.2
Other: 58.1 13.4 74.4 20.2 58.1 13.4 74.3 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 12, 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 : 282,768: 71,095 44,544 31,224 150,091 180,070 252,410 255,838: 30,358 26,930
Old : 76,823: 13,822 15,195 5,887 46,698 45,406 66,407 66,488: 10,416 10,335
Other: 205,945: 65,742 37,818 16,868 103,393 134,664 186,003 189,350: 19,942 16,595
: : :
: : Changes in Commitments from: July 5, 2011 :
: -3,147: 3,575 -10,565 -2,301 -5,413 10,896 -4,139 -1,970: 992 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.8 11.0 53.1 63.7 89.3 90.5: 10.7 9.5
Old : 100.0: 18.0 19.8 7.7 60.8 59.1 86.4 86.5: 13.6 13.5
Other: 100.0: 31.9 18.4 8.2 50.2 65.4 90.3 91.9: 9.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 67 69 67 60 64 174 170:
Old : 154: 42 38 25 44 52 99 104:
Other: 210: 70 66 43 49 53 144 141:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 30.0 25.2 40.6 13.2 23.2 21.3 32.4
Old : 29.0 21.5 42.1 33.6 27.6 20.3 38.6 30.6
Other: 16.1 36.3 27.4 47.8 15.8 33.1 26.8 44.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 12, 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 : 634,944: 71,194 156,645 6,800 416,127 329,921 494,121 493,366: 140,823 141,578
Old : 634,944: 71,194 156,645 6,800 416,127 329,921 494,121 493,366: 140,823 141,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 36,312: 12,414 15,959 1,095 24,222 15,951 37,731 33,005: -1,419 3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.7 1.1 65.5 52.0 77.8 77.7: 22.2 22.3
Old : 100.0: 11.2 24.7 1.1 65.5 52.0 77.8 77.7: 22.2 22.3
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 : 160: 26 35 16 69 70 105 112:
Old : 160: 26 35 16 69 70 105 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 19.9 32.7 29.7 21.6 19.4 30.2 28.6
Old : 22.2 19.9 32.7 29.7 21.6 19.4 30.2 28.6
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 12, 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 : 368,760: 56,876 63,876 388 252,841 258,939 310,105 323,203: 58,655 45,557
Old : 368,760: 56,876 63,876 388 252,841 258,939 310,105 323,203: 58,655 45,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -11,645: -1,552 1,906 30 -9,085 -15,313 -10,607 -13,377: -1,038 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.3 0.1 68.6 70.2 84.1 87.6: 15.9 12.4
Old : 100.0: 15.4 17.3 0.1 68.6 70.2 84.1 87.6: 15.9 12.4
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 : 72: 7 11 2 36 33 44 45:
Old : 72: 7 11 2 36 33 44 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 : 27.7 48.1 47.6 60.5 24.6 48.1 43.1 59.9
Old : 27.7 48.1 47.6 60.5 24.6 48.1 43.1 59.9
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 12, 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 : 9,017: 665 473 365 7,408 7,865 8,438 8,703: 579 314
Old : 9,017: 665 473 365 7,408 7,865 8,438 8,703: 579 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 121: 14 -43 57 -167 -3 -96 11: 217 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.2 4.0 82.2 87.2 93.6 96.5: 6.4 3.5
Old : 100.0: 7.4 5.2 4.0 82.2 87.2 93.6 96.5: 6.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 4 4 20 24 28 29:
Old : 36: 5 4 4 20 24 28 29:
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 : 45.2 42.4 63.2 64.9 25.8 24.3 34.8 33.2
Old : 45.2 42.4 63.2 64.9 25.8 24.3 34.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 12, 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 : 174,134: 42,377 28,188 19,683 79,788 99,119 141,848 146,990: 32,286 27,144
Old : 64,904: 16,554 6,279 2,661 32,666 45,136 51,881 54,076: 13,023 10,828
Other: 109,230: 32,183 28,269 10,662 47,122 53,983 89,967 92,914: 19,263 16,316
: : :
: : Changes in Commitments from: July 5, 2011 :
: -17,408: -1,464 -5,841 -5,317 -12,562 -5,903 -19,343 -17,061: 1,935 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.2 11.3 45.8 56.9 81.5 84.4: 18.5 15.6
Old : 100.0: 25.5 9.7 4.1 50.3 69.5 79.9 83.3: 20.1 16.7
Other: 100.0: 29.5 25.9 9.8 43.1 49.4 82.4 85.1: 17.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 44 37 41 59 56 129 118:
Old : 118: 34 14 14 46 42 85 67:
Other: 146: 36 39 23 54 42 106 92:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 27.5 23.9 38.6 10.5 23.1 18.6 30.8
Old : 20.5 42.4 33.8 52.6 19.8 42.4 30.0 49.9
Other: 14.5 24.3 24.8 37.1 13.4 17.8 22.7 28.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 12, 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 : 16,557: 3,975 2,306 1,396 7,428 11,537 12,799 15,239: 3,758 1,318
Old : 16,557: 3,975 2,306 1,396 7,428 11,537 12,799 15,239: 3,758 1,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -683: -111 -555 -402 -148 642 -661 -315: -22 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 13.9 8.4 44.9 69.7 77.3 92.0: 22.7 8.0
Old : 100.0: 24.0 13.9 8.4 44.9 69.7 77.3 92.0: 22.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 26 16 14 20 18 56 40:
Old : 77: 26 16 14 20 18 56 40:
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 : 29.1 47.0 41.4 61.8 29.1 47.0 41.4 61.8
Old : 29.1 47.0 41.4 61.8 29.1 47.0 41.4 61.8
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 - Futures Only, July 12, 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 : 996,320: 232,230 207,207 11,834 652,290 636,409 896,354 855,450: 99,966 140,870
Old : 996,320: 232,230 207,207 11,834 652,290 636,409 896,354 855,450: 99,966 140,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 8,666: -5,113 23,586 -965 19,591 -6,044 13,513 16,577: -4,847 -7,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 20.8 1.2 65.5 63.9 90.0 85.9: 10.0 14.1
Old : 100.0: 23.3 20.8 1.2 65.5 63.9 90.0 85.9: 10.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 41 69 19 88 121 142 196:
Old : 266: 41 69 19 88 121 142 196:
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 : 26.0 13.6 41.8 23.4 24.1 11.6 38.7 20.4
Old : 26.0 13.6 41.8 23.4 24.1 11.6 38.7 20.4
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 - Futures Only, July 12, 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 : 1,814,745: 270,439 334,895 24,734 1,228,822 1,142,469 1,523,995 1,502,098: 290,750 312,647
Old : 1,814,745: 270,439 334,895 24,734 1,228,822 1,142,469 1,523,995 1,502,098: 290,750 312,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 50,262: 48,399 20,132 -4,353 4,718 55,282 48,764 71,061: 1,498 -20,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.5 1.4 67.7 63.0 84.0 82.8: 16.0 17.2
Old : 100.0: 14.9 18.5 1.4 67.7 63.0 84.0 82.8: 16.0 17.2
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 : 273: 38 57 28 114 136 166 207:
Old : 273: 38 57 28 114 136 166 207:
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 : 26.1 20.9 35.8 30.1 25.0 17.7 33.8 26.1
Old : 26.1 20.9 35.8 30.1 25.0 17.7 33.8 26.1
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 - Futures Only, July 12, 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 : 1,532,775: 386,354 229,007 28,480 897,611 994,390 1,312,445 1,251,877: 220,330 280,898
Old : 1,532,775: 386,354 229,007 28,480 897,611 994,390 1,312,445 1,251,877: 220,330 280,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 78,504: 3,163 49,629 17,570 55,207 19,780 75,940 86,979: 2,564 -8,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 14.9 1.9 58.6 64.9 85.6 81.7: 14.4 18.3
Old : 100.0: 25.2 14.9 1.9 58.6 64.9 85.6 81.7: 14.4 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 : 211: 26 50 15 79 105 115 160:
Old : 211: 26 50 15 79 105 115 160:
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 : 38.7 21.0 48.9 29.5 38.7 18.9 48.6 26.8
Old : 38.7 21.0 48.9 29.5 38.7 18.9 48.6 26.8
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 - Futures Only, July 12, 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 : 768,069: 68,835 66,757 116,251 542,253 532,483 727,339 715,491: 40,730 52,578
Old : 768,069: 68,835 66,757 116,251 542,253 532,483 727,339 715,491: 40,730 52,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 49,481: 4,731 3,858 1,689 33,226 39,600 39,646 45,147: 9,835 4,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.7 15.1 70.6 69.3 94.7 93.2: 5.3 6.8
Old : 100.0: 9.0 8.7 15.1 70.6 69.3 94.7 93.2: 5.3 6.8
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 : 138: 25 30 35 64 73 107 125:
Old : 138: 25 30 35 64 73 107 125:
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 : 38.9 23.9 49.9 33.8 29.3 13.4 31.8 18.4
Old : 38.9 23.9 49.9 33.8 29.3 13.4 31.8 18.4
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 12, 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 : 73,447: 25,474 3,138 3,684 34,236 61,296 63,393 68,117: 10,054 5,330
Old : 73,447: 25,474 3,138 3,684 34,236 61,296 63,393 68,117: 10,054 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 23,690: 7,306 -1,550 3,426 9,258 20,415 19,989 22,291: 3,701 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 4.3 5.0 46.6 83.5 86.3 92.7: 13.7 7.3
Old : 100.0: 34.7 4.3 5.0 46.6 83.5 86.3 92.7: 13.7 7.3
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 : 101: 25 15 8 36 30 68 49:
Old : 101: 25 15 8 36 30 68 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 47.9 38.8 63.2 26.7 45.1 38.3 60.4
Old : 26.7 47.9 38.8 63.2 26.7 45.1 38.3 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, July 12, 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 : 14,630: 4,281 758 31 7,758 12,412 12,070 13,201: 2,560 1,429
Old : 14,630: 4,281 758 31 7,758 12,412 12,070 13,201: 2,560 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 5.2 0.2 53.0 84.8 82.5 90.2: 17.5 9.8
Old : 100.0: 29.3 5.2 0.2 53.0 84.8 82.5 90.2: 17.5 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 : 21: 6 2 1 7 6 14 8:
Old : 21: 6 2 1 7 6 14 8:
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 : 46.9 79.7 68.2 90.2 46.9 79.7 68.2 90.0
Old : 46.9 79.7 68.2 90.2 46.9 79.7 68.2 90.0
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 - Futures Only, July 12, 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 : 117,634: 49,604 11,977 87 52,955 97,768 102,646 109,832: 14,988 7,802
Old : 117,634: 49,604 11,977 87 52,955 97,768 102,646 109,832: 14,988 7,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 18,119: 13,267 2,602 -428 2,999 16,005 15,838 18,179: 2,281 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 10.2 0.1 45.0 83.1 87.3 93.4: 12.7 6.6
Old : 100.0: 42.2 10.2 0.1 45.0 83.1 87.3 93.4: 12.7 6.6
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 : 96: 24 16 4 33 28 59 46:
Old : 96: 24 16 4 33 28 59 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 : 31.7 49.1 46.0 65.8 31.7 49.0 46.0 65.7
Old : 31.7 49.1 46.0 65.8 31.7 49.0 46.0 65.7
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 12, 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 : 6,757: 3,540 2,435 486 1,842 3,813 5,868 6,734: 889 23
Old : 6,757: 3,540 2,435 486 1,842 3,813 5,868 6,734: 889 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 538: 542 652 0 28 0 570 652: -32 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 36.0 7.2 27.3 56.4 86.8 99.7: 13.2 0.3
Old : 100.0: 52.4 36.0 7.2 27.3 56.4 86.8 99.7: 13.2 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 : 21: 11 6 1 3 1 15 7:
Old : 21: 11 6 1 3 1 15 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 : 52.4 85.4 76.6 99.7 52.4 78.2 71.9 92.5
Old : 52.4 85.4 76.6 99.7 52.4 78.2 71.9 92.5
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 - Futures Only, July 12, 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 : 14,369: 1,655 718 17 12,383 13,577 14,055 14,312: 314 57
Old : 14,369: 1,655 718 17 12,383 13,577 14,055 14,312: 314 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 458: 253 -15 1 172 465 426 451: 32 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.0 0.1 86.2 94.5 97.8 99.6: 2.2 0.4
Old : 100.0: 11.5 5.0 0.1 86.2 94.5 97.8 99.6: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 5 1 8 13 14 19:
Old : 30: 6 5 1 8 13 14 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 : 75.8 83.8 94.0 94.3 75.8 83.8 93.9 94.3
Old : 75.8 83.8 94.0 94.3 75.8 83.8 93.9 94.3
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 - Futures Only, July 12, 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 : 22,659: 5,608 957 3 16,781 21,632 22,392 22,592: 267 67
Old : 22,659: 5,608 957 3 16,781 21,632 22,392 22,592: 267 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -2,749: 1,066 -531 3 -3,827 -2,218 -2,758 -2,746: 9 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.2 0.0 74.1 95.5 98.8 99.7: 1.2 0.3
Old : 100.0: 24.7 4.2 0.0 74.1 95.5 98.8 99.7: 1.2 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 : 34: 9 4 1 8 14 17 19:
Old : 34: 9 4 1 8 14 17 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 : 85.0 72.3 93.1 89.6 85.0 72.3 93.1 89.6
Old : 85.0 72.3 93.1 89.6 85.0 72.3 93.1 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011