WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 26, 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 : 420,557: 75,214 111,378 64,340 241,629 182,751 381,183 358,469: 39,374 62,088
Old : 352,942: 69,903 105,834 42,226 206,521 158,341 318,650 306,401: 34,292 46,541
Other: 67,615: 15,890 16,123 11,535 35,108 24,410 62,533 52,068: 5,082 15,547
: : :
: : Changes in Commitments from: July 19, 2011 :
: -5,553: -3,611 5,882 -4,774 4,048 -6,354 -4,337 -5,246: -1,216 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.5 15.3 57.5 43.5 90.6 85.2: 9.4 14.8
Old : 100.0: 19.8 30.0 12.0 58.5 44.9 90.3 86.8: 9.7 13.2
Other: 100.0: 23.5 23.8 17.1 51.9 36.1 92.5 77.0: 7.5 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 93 152 123 75 114 255 315:
Old : 377: 93 150 107 70 102 239 294:
Other: 180: 34 49 22 37 82 86 143:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 15.8 39.8 22.4 23.4 13.5 38.1 19.2
Old : 27.0 18.4 41.7 25.4 26.3 17.3 41.0 24.1
Other: 40.2 18.9 56.2 29.2 33.5 11.1 45.2 18.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 26, 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 : 1,203,373: 429,771 99,765 88,898 544,362 785,850 1,063,031 974,513: 140,342 228,860
Old : 342,214: 128,684 50,401 5,397 174,176 242,717 308,257 298,515: 33,957 43,699
Other: 861,159: 340,788 89,065 43,800 370,186 543,133 754,774 675,998: 106,385 185,161
: : :
: : Changes in Commitments from: July 19, 2011 :
: 6,378: 3,907 3,337 2,691 -2,299 -5,731 4,299 297: 2,079 6,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 8.3 7.4 45.2 65.3 88.3 81.0: 11.7 19.0
Old : 100.0: 37.6 14.7 1.6 50.9 70.9 90.1 87.2: 9.9 12.8
Other: 100.0: 39.6 10.3 5.1 43.0 63.1 87.6 78.5: 12.4 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 799: 214 143 168 209 368 507 615:
Old : 614: 140 107 15 109 275 258 388:
Other: 766: 201 143 101 172 353 422 558:
:----------------------------------------------------------------------------------------------------
: 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 12.2 24.7 18.6 14.1 10.4 20.7 15.0
Old : 28.3 28.0 40.9 36.1 28.3 28.0 40.9 35.9
Other: 14.6 9.3 23.8 15.6 12.1 8.9 20.3 12.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 26, 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 : 12,267: 3,144 786 1,034 5,451 9,186 9,629 11,006: 2,638 1,261
Old : 12,238: 3,143 786 1,034 5,423 9,158 9,600 10,978: 2,638 1,260
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: July 19, 2011 :
: -151: 85 34 195 -506 -464 -226 -235: 75 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.4 8.4 44.4 74.9 78.5 89.7: 21.5 10.3
Old : 100.0: 25.7 6.4 8.4 44.3 74.8 78.4 89.7: 21.6 10.3
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 : 40: 19 4 2 12 9 31 15:
Old : 40: 19 4 2 12 9 31 15:
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 : 33.9 58.3 51.6 81.4 30.4 55.3 44.8 72.4
Old : 33.8 58.4 51.5 81.4 30.3 55.4 44.7 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 26, 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 : 537,568: 191,559 55,884 53,570 234,175 354,479 479,304 463,933: 58,264 73,635
Old : 25,958: 7,292 863 1 12,431 18,898 19,724 19,762: 6,234 6,196
Other: 511,610: 190,620 61,374 47,216 221,744 335,581 459,580 444,171: 52,030 67,439
: : :
: : Changes in Commitments from: July 19, 2011 :
: -5,539: 4,150 1,787 -5,459 -6,615 -3,802 -7,924 -7,474: 2,385 1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.4 10.0 43.6 65.9 89.2 86.3: 10.8 13.7
Old : 100.0: 28.1 3.3 0.0 47.9 72.8 76.0 76.1: 24.0 23.9
Other: 100.0: 37.3 12.0 9.2 43.3 65.6 89.8 86.8: 10.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 202 107 132 115 190 385 381:
Old : 214: 42 31 1 56 95 98 127:
Other: 535: 197 124 117 96 189 352 378:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 20.8 23.0 28.9 13.2 18.1 20.2 25.0
Old : 32.1 26.1 40.5 39.4 32.0 26.1 39.9 39.4
Other: 14.5 20.9 23.1 29.1 13.9 17.9 21.3 25.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 26, 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 : 23,871: 20,835 2,335 96 0 5,510 20,931 7,941: 2,940 15,930
Old : 790: 611 300 0 0 101 611 401: 179 389
Other: 23,081: 20,229 2,040 91 0 5,409 20,320 7,540: 2,761 15,541
: : :
: : Changes in Commitments from: July 19, 2011 :
: 268: 295 480 -22 -3 6 270 464: -2 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 9.8 0.4 0.0 23.1 87.7 33.3: 12.3 66.7
Old : 100.0: 77.3 38.0 0.0 0.0 12.8 77.3 50.8: 22.7 49.2
Other: 100.0: 87.6 8.8 0.4 0.0 23.4 88.0 32.7: 12.0 67.3
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 8 4 0 14 18 26:
Old : 20: 9 4 0 0 7 9 11:
Other: 39: 18 7 3 0 14 18 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 : 55.7 13.4 72.4 20.1 55.7 13.4 72.4 20.1
Old : 62.0 48.0 77.1 50.1 62.0 48.0 77.1 50.1
Other: 56.5 13.6 72.3 20.4 56.5 13.6 72.3 20.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 26, 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 : 278,890: 70,236 45,856 29,944 147,441 177,698 247,621 253,498: 31,269 25,392
Old : 61,250: 11,972 14,592 1,513 39,666 36,895 53,151 53,000: 8,099 8,250
Other: 217,640: 66,162 39,162 20,533 107,775 140,803 194,470 200,498: 23,170 17,142
: : :
: : Changes in Commitments from: July 19, 2011 :
: -17,800: -5,062 2,224 -3,403 -5,760 -17,408 -14,225 -18,587: -3,575 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 16.4 10.7 52.9 63.7 88.8 90.9: 11.2 9.1
Old : 100.0: 19.5 23.8 2.5 64.8 60.2 86.8 86.5: 13.2 13.5
Other: 100.0: 30.4 18.0 9.4 49.5 64.7 89.4 92.1: 10.6 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 63 68 64 62 65 173 165:
Old : 143: 40 33 12 45 46 89 88:
Other: 211: 67 66 49 54 54 155 139:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 31.9 26.7 42.8 13.8 24.5 21.9 34.1
Old : 33.0 22.1 43.5 35.8 33.0 20.7 43.2 33.5
Other: 16.6 37.3 27.1 48.8 16.3 34.3 26.4 44.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 26, 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 : 636,836: 66,183 138,531 11,089 404,563 364,130 481,835 513,750: 155,001 123,086
Old : 636,836: 66,183 138,531 11,089 404,563 364,130 481,835 513,750: 155,001 123,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -8,560: -9,818 -4,620 3,394 -10,136 -540 -16,560 -1,766: 8,000 -6,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 21.8 1.7 63.5 57.2 75.7 80.7: 24.3 19.3
Old : 100.0: 10.4 21.8 1.7 63.5 57.2 75.7 80.7: 24.3 19.3
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 : 162: 24 38 14 66 76 97 121:
Old : 162: 24 38 14 66 76 97 121:
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 : 23.9 17.6 33.6 27.1 22.5 16.8 30.1 26.0
Old : 23.9 17.6 33.6 27.1 22.5 16.8 30.1 26.0
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 26, 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 : 378,104: 58,496 66,576 569 262,226 269,690 321,291 336,835: 56,813 41,269
Old : 378,104: 58,496 66,576 569 262,226 269,690 321,291 336,835: 56,813 41,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 6,321: 1,131 976 59 9,033 2,658 10,223 3,693: -3,902 2,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.6 0.2 69.4 71.3 85.0 89.1: 15.0 10.9
Old : 100.0: 15.5 17.6 0.2 69.4 71.3 85.0 89.1: 15.0 10.9
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 : 76: 7 11 2 38 34 46 46:
Old : 76: 7 11 2 38 34 46 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 : 28.5 46.6 47.0 61.9 24.7 46.6 42.3 60.5
Old : 28.5 46.6 47.0 61.9 24.7 46.6 42.3 60.5
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 26, 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 : 9,614: 851 1,235 363 7,927 7,691 9,141 9,289: 473 325
Old : 9,614: 851 1,235 363 7,927 7,691 9,141 9,289: 473 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 759: 35 0 -10 785 783 810 773: -51 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.8 3.8 82.5 80.0 95.1 96.6: 4.9 3.4
Old : 100.0: 8.9 12.8 3.8 82.5 80.0 95.1 96.6: 4.9 3.4
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 : 43: 8 5 5 22 27 33 34:
Old : 43: 8 5 5 22 27 33 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 : 50.8 40.2 66.5 65.2 28.9 28.6 40.0 37.9
Old : 50.8 40.2 66.5 65.2 28.9 28.6 40.0 37.9
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 26, 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 : 184,730: 53,221 19,041 21,530 68,116 118,321 142,867 158,892: 41,863 25,838
Old : 53,571: 13,591 4,732 4,455 22,674 34,810 40,720 43,997: 12,851 9,574
Other: 131,159: 45,064 19,743 11,641 45,442 83,511 102,147 114,895: 29,012 16,264
: : :
: : Changes in Commitments from: July 19, 2011 :
: 9,152: 3,497 -3,699 1,974 -591 9,729 4,880 8,004: 4,272 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 10.3 11.7 36.9 64.1 77.3 86.0: 22.7 14.0
Old : 100.0: 25.4 8.8 8.3 42.3 65.0 76.0 82.1: 24.0 17.9
Other: 100.0: 34.4 15.1 8.9 34.6 63.7 77.9 87.6: 22.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 63 31 54 54 56 150 127:
Old : 129: 34 18 18 46 45 93 78:
Other: 163: 59 38 32 47 42 123 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 34.0 19.2 45.6 9.5 27.9 16.3 36.3
Old : 19.9 32.1 29.2 44.3 19.9 29.0 28.6 40.7
Other: 12.3 36.8 22.3 50.6 11.8 28.3 19.9 39.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 26, 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 : 17,390: 4,585 2,370 951 7,395 12,868 12,931 16,189: 4,459 1,201
Old : 17,390: 4,585 2,370 951 7,395 12,868 12,931 16,189: 4,459 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 167: 206 183 -232 55 422 29 373: 138 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 13.6 5.5 42.5 74.0 74.4 93.1: 25.6 6.9
Old : 100.0: 26.4 13.6 5.5 42.5 74.0 74.4 93.1: 25.6 6.9
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 : 84: 33 17 13 20 17 63 39:
Old : 84: 33 17 13 20 17 63 39:
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 50.7 39.7 64.3 27.6 50.2 39.7 63.8
Old : 27.6 50.7 39.7 64.3 27.6 50.2 39.7 63.8
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 26, 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 : 1,032,458: 221,181 207,814 13,215 696,505 668,424 930,901 889,453: 101,557 143,005
Old : 1,032,458: 221,181 207,814 13,215 696,505 668,424 930,901 889,453: 101,557 143,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 9,653: 10,541 4,368 1,761 2,039 10,277 14,341 16,406: -4,688 -6,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.1 1.3 67.5 64.7 90.2 86.1: 9.8 13.9
Old : 100.0: 21.4 20.1 1.3 67.5 64.7 90.2 86.1: 9.8 13.9
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 : 274: 43 67 19 89 127 145 200:
Old : 274: 43 67 19 89 127 145 200:
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 : 29.4 13.0 43.3 23.3 27.8 11.2 39.7 19.8
Old : 29.4 13.0 43.3 23.3 27.8 11.2 39.7 19.8
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 26, 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 : 1,900,615: 283,467 307,814 40,420 1,277,028 1,218,053 1,600,915 1,566,287: 299,700 334,328
Old : 1,900,615: 283,467 307,814 40,420 1,277,028 1,218,053 1,600,915 1,566,287: 299,700 334,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -15,048: -21,327 -35,503 14,652 -12,781 -3,640 -19,456 -24,491: 4,408 9,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.2 2.1 67.2 64.1 84.2 82.4: 15.8 17.6
Old : 100.0: 14.9 16.2 2.1 67.2 64.1 84.2 82.4: 15.8 17.6
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 : 274: 43 52 34 113 141 176 207:
Old : 274: 43 52 34 113 141 176 207:
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 : 26.4 20.9 35.3 30.4 25.8 18.3 34.3 25.5
Old : 26.4 20.9 35.3 30.4 25.8 18.3 34.3 25.5
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 26, 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 : 1,520,431: 367,054 196,599 15,067 920,921 1,032,566 1,303,042 1,244,232: 217,389 276,199
Old : 1,520,431: 367,054 196,599 15,067 920,921 1,032,566 1,303,042 1,244,232: 217,389 276,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -44,419: -40,350 -44,376 -11,358 14,685 -1,351 -37,023 -57,085: -7,396 12,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 12.9 1.0 60.6 67.9 85.7 81.8: 14.3 18.2
Old : 100.0: 24.1 12.9 1.0 60.6 67.9 85.7 81.8: 14.3 18.2
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 : 209: 28 48 22 77 105 120 160:
Old : 209: 28 48 22 77 105 120 160:
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 : 37.1 22.1 48.2 32.3 36.3 20.4 45.6 28.6
Old : 37.1 22.1 48.2 32.3 36.3 20.4 45.6 28.6
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 26, 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 : 864,924: 78,105 79,932 132,491 605,971 601,451 816,567 813,874: 48,357 51,050
Old : 864,924: 78,105 79,932 132,491 605,971 601,451 816,567 813,874: 48,357 51,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 41,289: -6,351 2,511 1,775 43,309 37,839 38,733 42,125: 2,556 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.2 15.3 70.1 69.5 94.4 94.1: 5.6 5.9
Old : 100.0: 9.0 9.2 15.3 70.1 69.5 94.4 94.1: 5.6 5.9
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 : 141: 22 35 37 63 74 108 128:
Old : 141: 22 35 37 63 74 108 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 24.5 51.2 34.9 30.2 15.1 34.1 21.8
Old : 38.0 24.5 51.2 34.9 30.2 15.1 34.1 21.8
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 26, 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 : 74,390: 19,265 2,351 4,363 42,465 62,806 66,093 69,520: 8,297 4,871
Old : 74,390: 19,265 2,351 4,363 42,465 62,806 66,093 69,520: 8,297 4,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -1,721: -5,686 184 447 3,706 -1,892 -1,533 -1,262: -188 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 3.2 5.9 57.1 84.4 88.8 93.5: 11.2 6.5
Old : 100.0: 25.9 3.2 5.9 57.1 84.4 88.8 93.5: 11.2 6.5
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 : 95: 25 9 8 43 27 73 42:
Old : 95: 25 9 8 43 27 73 42:
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 48.2 42.0 65.8 25.5 42.8 37.7 58.2
Old : 26.8 48.2 42.0 65.8 25.5 42.8 37.7 58.2
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 26, 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 : 17,771: 4,681 756 31 11,255 15,448 15,967 16,235: 1,804 1,536
Old : 17,771: 4,681 756 31 11,255 15,448 15,967 16,235: 1,804 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,052: 52 -2 0 1,999 2,014 2,051 2,012: 1 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 4.3 0.2 63.3 86.9 89.8 91.4: 10.2 8.6
Old : 100.0: 26.3 4.3 0.2 63.3 86.9 89.8 91.4: 10.2 8.6
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 : 22: 5 2 1 8 7 14 9:
Old : 22: 5 2 1 8 7 14 9:
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 : 53.2 79.6 74.7 89.9 53.2 79.6 74.7 89.7
Old : 53.2 79.6 74.7 89.9 53.2 79.6 74.7 89.7
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 26, 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 : 113,238: 37,401 11,422 431 62,420 94,716 100,252 106,569: 12,986 6,669
Old : 113,238: 37,401 11,422 431 62,420 94,716 100,252 106,569: 12,986 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -7,546: -10,937 910 355 3,414 -7,812 -7,168 -6,547: -378 -999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 10.1 0.4 55.1 83.6 88.5 94.1: 11.5 5.9
Old : 100.0: 33.0 10.1 0.4 55.1 83.6 88.5 94.1: 11.5 5.9
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: 24 11 4 39 24 64 38:
Old : 91: 24 11 4 39 24 64 38:
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 : 32.6 49.9 48.7 67.3 32.6 49.7 48.7 67.1
Old : 32.6 49.9 48.7 67.3 32.6 49.7 48.7 67.1
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 26, 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 : 6,286: 3,070 1,851 486 1,985 3,813 5,541 6,150: 745 136
Old : 6,286: 3,070 1,851 486 1,985 3,813 5,541 6,150: 745 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -481: -576 -470 0 74 0 -502 -470: 21 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 29.4 7.7 31.6 60.7 88.1 97.8: 11.9 2.2
Old : 100.0: 48.8 29.4 7.7 31.6 60.7 88.1 97.8: 11.9 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: 11 5 1 3 1 15 6:
Old : 20: 11 5 1 3 1 15 6:
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 88.0 77.9 97.8 56.5 80.3 72.5 90.1
Old : 56.5 88.0 77.9 97.8 56.5 80.3 72.5 90.1
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 26, 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 : 13,655: 1,460 744 17 11,834 12,838 13,311 13,599: 344 56
Old : 13,655: 1,460 744 17 11,834 12,838 13,311 13,599: 344 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -525: -720 15 0 191 -540 -529 -525: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.4 0.1 86.7 94.0 97.5 99.6: 2.5 0.4
Old : 100.0: 10.7 5.4 0.1 86.7 94.0 97.5 99.6: 2.5 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 : 32: 8 5 1 8 13 16 19:
Old : 32: 8 5 1 8 13 16 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 : 76.3 82.9 92.7 94.2 76.3 82.9 92.6 94.1
Old : 76.3 82.9 92.7 94.2 76.3 82.9 92.6 94.1
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 26, 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 : 24,661: 5,211 1,509 21 19,150 23,066 24,382 24,596: 279 65
Old : 24,661: 5,211 1,509 21 19,150 23,066 24,382 24,596: 279 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 216: 175 -51 18 15 256 208 223: 8 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.1 0.1 77.7 93.5 98.9 99.7: 1.1 0.3
Old : 100.0: 21.1 6.1 0.1 77.7 93.5 98.9 99.7: 1.1 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 : 35: 9 5 1 8 14 18 19:
Old : 35: 9 5 1 8 14 18 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 : 85.7 70.2 95.1 88.8 85.7 70.2 95.1 88.8
Old : 85.7 70.2 95.1 88.8 85.7 70.2 95.1 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011