WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, August 2, 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 : 431,604: 76,012 117,384 63,464 251,646 186,420 391,122 367,268: 40,482 64,336 Old : 359,698: 69,270 108,589 41,550 213,636 161,376 324,456 311,515: 35,242 48,183 Other: 71,906: 16,804 18,857 11,852 38,010 25,044 66,666 55,753: 5,240 16,153 : : : : : Changes in Commitments from: July 26, 2011 : : 11,047: 798 6,006 -876 10,017 3,669 9,939 8,799: 1,108 2,248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 27.2 14.7 58.3 43.2 90.6 85.1: 9.4 14.9 Old : 100.0: 19.3 30.2 11.6 59.4 44.9 90.2 86.6: 9.8 13.4 Other: 100.0: 23.4 26.2 16.5 52.9 34.8 92.7 77.5: 7.3 22.5 : : : :# Traders : Number of Traders in Each Category : All : 387: 98 149 129 82 111 271 316: Old : 380: 101 147 111 77 100 254 294: Other: 183: 35 51 26 36 83 90 147: :---------------------------------------------------------------------------------------------------- : 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 : 23.6 15.4 39.8 21.7 22.9 12.7 37.5 18.1 Old : 26.4 17.9 41.8 24.4 25.5 16.6 39.9 22.8 Other: 37.5 17.9 52.7 28.2 31.0 10.7 43.0 17.6 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, August 2, 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 : 1,234,631: 448,697 95,486 95,271 549,755 811,232 1,093,723 1,001,989: 140,908 232,642 Old : 301,417: 113,650 45,723 4,827 153,369 211,694 271,846 262,244: 29,571 39,173 Other: 933,214: 374,195 88,911 51,296 396,386 599,538 821,877 739,745: 111,337 193,469 : : : : : Changes in Commitments from: July 26, 2011 : : 31,258: 18,926 -4,279 6,373 5,393 25,382 30,692 27,476: 566 3,782 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 7.7 7.7 44.5 65.7 88.6 81.2: 11.4 18.8 Old : 100.0: 37.7 15.2 1.6 50.9 70.2 90.2 87.0: 9.8 13.0 Other: 100.0: 40.1 9.5 5.5 42.5 64.2 88.1 79.3: 11.9 20.7 : : : :# Traders : Number of Traders in Each Category : All : 822: 229 146 172 201 377 522 624: Old : 611: 135 110 13 107 279 251 393: Other: 797: 218 146 111 161 361 437 572: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.5 11.7 23.9 18.7 13.8 10.1 20.4 14.8 Old : 26.0 24.2 39.8 33.8 26.0 24.2 39.8 33.8 Other: 14.0 9.5 23.1 16.4 11.8 9.1 20.1 13.8 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, August 2, 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 : 12,161: 3,227 872 468 5,747 9,509 9,442 10,849: 2,719 1,312 Old : 12,132: 3,226 872 468 5,719 9,481 9,413 10,821: 2,719 1,311 Other: 29: 1 0 0 28 28 29 28: 0 1 : : : : : Changes in Commitments from: July 26, 2011 : : -106: 83 86 -566 296 323 -187 -157: 81 51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 7.2 3.8 47.3 78.2 77.6 89.2: 22.4 10.8 Old : 100.0: 26.6 7.2 3.9 47.1 78.1 77.6 89.2: 22.4 10.8 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: 19 5 2 11 9 30 16: Old : 41: 19 5 2 11 9 30 16: 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 : 31.4 62.0 51.6 80.7 30.9 55.9 46.0 74.0 Old : 31.3 62.1 51.5 80.7 30.8 56.1 45.8 73.9 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, August 2, 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 : 512,382: 177,002 58,224 47,876 235,535 338,641 460,413 444,741: 51,969 67,641 Old : 487,296: 171,318 58,345 42,915 222,749 322,268 436,982 423,528: 50,314 63,768 Other: 25,086: 10,488 4,683 157 12,786 16,373 23,431 21,213: 1,655 3,873 : : : : : Changes in Commitments from: July 26, 2011 : : -25,186: -14,557 2,340 -5,694 1,360 -15,838 -18,891 -19,192: -6,295 -5,994 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 11.4 9.3 46.0 66.1 89.9 86.8: 10.1 13.2 Old : 100.0: 35.2 12.0 8.8 45.7 66.1 89.7 86.9: 10.3 13.1 Other: 100.0: 41.8 18.7 0.6 51.0 65.3 93.4 84.6: 6.6 15.4 : : : :# Traders : Number of Traders in Each Category : All : 540: 189 120 141 97 188 360 399: Old : 538: 185 126 129 96 184 352 388: Other: 220: 30 55 8 24 121 59 180: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.7 21.9 23.7 28.7 13.9 18.5 21.4 25.2 Old : 15.1 22.2 24.6 29.2 14.8 19.6 23.2 26.6 Other: 49.3 41.7 62.5 52.9 40.8 35.0 54.1 43.4 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, August 2, 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 : 23,568: 20,381 2,170 111 0 5,726 20,492 8,007: 3,076 15,561 Old : 21,462: 18,520 2,126 61 0 4,973 18,581 7,160: 2,881 14,302 Other: 2,106: 1,911 94 0 0 753 1,911 847: 195 1,259 : : : : : Changes in Commitments from: July 26, 2011 : : -303: -454 -165 15 0 216 -439 66: 136 -369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 9.2 0.5 0.0 24.3 86.9 34.0: 13.1 66.0 Old : 100.0: 86.3 9.9 0.3 0.0 23.2 86.6 33.4: 13.4 66.6 Other: 100.0: 90.7 4.5 0.0 0.0 35.8 90.7 40.2: 9.3 59.8 : : : :# Traders : Number of Traders in Each Category : All : 39: 17 7 6 0 15 17 28: Old : 39: 17 7 6 0 15 17 28: Other: 25: 8 3 0 0 14 8 17: :---------------------------------------------------------------------------------------------------- : 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 : 56.0 13.5 73.0 20.5 55.9 13.5 72.9 20.5 Old : 53.9 12.6 71.6 19.8 53.8 12.6 71.5 19.8 Other: 81.5 28.3 90.7 35.5 81.5 28.3 90.7 35.5 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, August 2, 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 : 284,364: 74,209 49,340 29,976 148,170 180,315 252,355 259,631: 32,009 24,733 Old : 49,878: 10,857 12,763 980 31,746 29,564 43,583 43,307: 6,295 6,571 Other: 234,486: 72,136 45,361 20,212 116,424 150,751 208,772 216,324: 25,714 18,162 : : : : : Changes in Commitments from: July 26, 2011 : : 5,474: 3,973 3,484 32 729 2,617 4,734 6,133: 740 -659 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 17.4 10.5 52.1 63.4 88.7 91.3: 11.3 8.7 Old : 100.0: 21.8 25.6 2.0 63.6 59.3 87.4 86.8: 12.6 13.2 Other: 100.0: 30.8 19.3 8.6 49.7 64.3 89.0 92.3: 11.0 7.7 : : : :# Traders : Number of Traders in Each Category : All : 239: 69 74 67 62 64 181 168: Old : 141: 38 34 6 33 46 76 81: Other: 226: 72 71 50 59 56 165 147: :---------------------------------------------------------------------------------------------------- : 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 : 16.4 30.8 25.3 41.8 13.1 23.4 21.0 33.8 Old : 38.7 23.0 48.9 35.1 38.6 23.0 48.2 35.1 Other: 15.6 36.1 25.2 47.6 15.4 32.3 25.0 43.0 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, August 2, 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 : 650,940: 75,680 136,082 13,148 404,901 367,472 493,729 516,702: 157,211 134,238 Old : 650,940: 75,680 136,082 13,148 404,901 367,472 493,729 516,702: 157,211 134,238 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 14,104: 9,497 -2,449 2,059 338 3,342 11,894 2,952: 2,210 11,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 20.9 2.0 62.2 56.5 75.8 79.4: 24.2 20.6 Old : 100.0: 11.6 20.9 2.0 62.2 56.5 75.8 79.4: 24.2 20.6 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 : 164: 28 38 19 64 73 107 115: Old : 164: 28 38 19 64 73 107 115: 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 : 23.0 17.9 32.3 27.0 21.5 17.2 28.8 25.8 Old : 23.0 17.9 32.3 27.0 21.5 17.2 28.8 25.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 Commitments of Traders - Futures Only, August 2, 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 : 390,841: 60,051 65,021 567 272,282 283,217 332,900 348,805: 57,941 42,036 Old : 390,841: 60,051 65,021 567 272,282 283,217 332,900 348,805: 57,941 42,036 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 12,737: 1,555 -1,555 -2 10,056 13,527 11,609 11,970: 1,128 767 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 16.6 0.1 69.7 72.5 85.2 89.2: 14.8 10.8 Old : 100.0: 15.4 16.6 0.1 69.7 72.5 85.2 89.2: 14.8 10.8 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 : 76: 7 11 2 38 36 46 48: Old : 76: 7 11 2 38 36 46 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 : 27.9 48.5 46.9 62.0 24.9 48.5 43.3 61.3 Old : 27.9 48.5 46.9 62.0 24.9 48.5 43.3 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Commitments of Traders - Futures Only, August 2, 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 : 9,528: 983 1,101 186 7,821 7,870 8,990 9,157: 538 371 Old : 9,528: 983 1,101 186 7,821 7,870 8,990 9,157: 538 371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -86: 132 -134 -177 -106 179 -151 -132: 65 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 11.6 2.0 82.1 82.6 94.4 96.1: 5.6 3.9 Old : 100.0: 10.3 11.6 2.0 82.1 82.6 94.4 96.1: 5.6 3.9 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 : 40: 9 4 5 21 25 33 31: Old : 40: 9 4 5 21 25 33 31: 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 : 52.1 40.7 66.9 65.2 29.6 25.4 37.4 35.5 Old : 52.1 40.7 66.9 65.2 29.6 25.4 37.4 35.5 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, August 2, 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 : 174,085: 52,357 20,561 14,661 68,742 113,267 135,760 148,489: 38,325 25,596 Old : 41,900: 10,207 3,216 2,275 19,408 28,025 31,890 33,516: 10,010 8,384 Other: 132,185: 45,654 20,849 8,882 49,334 85,242 103,870 114,973: 28,315 17,212 : : : : : Changes in Commitments from: July 26, 2011 : : -10,645: -864 1,520 -6,869 626 -5,054 -7,107 -10,403: -3,538 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 11.8 8.4 39.5 65.1 78.0 85.3: 22.0 14.7 Old : 100.0: 24.4 7.7 5.4 46.3 66.9 76.1 80.0: 23.9 20.0 Other: 100.0: 34.5 15.8 6.7 37.3 64.5 78.6 87.0: 21.4 13.0 : : : :# Traders : Number of Traders in Each Category : All : 171: 59 30 43 54 51 139 112: Old : 110: 27 16 9 37 36 71 60: Other: 159: 56 37 29 50 43 123 94: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.2 34.3 21.5 44.9 9.9 27.7 16.9 36.2 Old : 24.9 30.6 38.0 46.8 24.9 28.1 36.2 42.6 Other: 12.9 37.1 23.5 49.6 12.0 28.6 19.2 38.8 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, August 2, 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 : 17,869: 4,316 2,275 1,560 7,330 12,507 13,206 16,342: 4,663 1,527 Old : 17,869: 4,316 2,275 1,560 7,330 12,507 13,206 16,342: 4,663 1,527 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 479: -269 -95 609 -65 -361 275 153: 204 326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 12.7 8.7 41.0 70.0 73.9 91.5: 26.1 8.5 Old : 100.0: 24.2 12.7 8.7 41.0 70.0 73.9 91.5: 26.1 8.5 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 : 82: 33 15 14 20 17 62 40: Old : 82: 33 15 14 20 17 62 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 : 25.0 50.0 37.5 62.9 24.9 49.4 37.5 61.1 Old : 25.0 50.0 37.5 62.9 24.9 49.4 37.5 61.1 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, August 2, 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 : 1,040,881: 258,877 195,003 12,862 661,757 700,554 933,496 908,419: 107,385 132,462 Old : 1,040,881: 258,877 195,003 12,862 661,757 700,554 933,496 908,419: 107,385 132,462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 8,423: 37,696 -12,811 -353 -34,748 32,130 2,595 18,966: 5,828 -10,543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 18.7 1.2 63.6 67.3 89.7 87.3: 10.3 12.7 Old : 100.0: 24.9 18.7 1.2 63.6 67.3 89.7 87.3: 10.3 12.7 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 : 275: 49 62 22 86 133 151 201: Old : 275: 49 62 22 86 133 151 201: 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 : 29.0 17.4 43.3 27.9 27.7 16.5 40.8 25.3 Old : 29.0 17.4 43.3 27.9 27.7 16.5 40.8 25.3 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, August 2, 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 : 1,863,628: 262,924 335,870 42,471 1,261,946 1,172,745 1,567,341 1,551,086: 296,287 312,542 Old : 1,863,628: 262,924 335,870 42,471 1,261,946 1,172,745 1,567,341 1,551,086: 296,287 312,542 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -36,987: -20,543 28,056 2,051 -15,082 -45,308 -33,574 -15,201: -3,413 -21,786 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 18.0 2.3 67.7 62.9 84.1 83.2: 15.9 16.8 Old : 100.0: 14.1 18.0 2.3 67.7 62.9 84.1 83.2: 15.9 16.8 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 : 278: 37 59 39 123 139 185 212: Old : 278: 37 59 39 123 139 185 212: 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 : 24.8 21.5 34.4 31.5 24.4 19.3 32.9 25.2 Old : 24.8 21.5 34.4 31.5 24.4 19.3 32.9 25.2 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, August 2, 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 : 1,462,496: 376,738 197,029 28,685 820,512 953,120 1,225,935 1,178,834: 236,561 283,662 Old : 1,462,496: 376,738 197,029 28,685 820,512 953,120 1,225,935 1,178,834: 236,561 283,662 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -57,935: 9,684 430 13,618 -100,409 -79,446 -77,107 -65,398: 19,172 7,463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 13.5 2.0 56.1 65.2 83.8 80.6: 16.2 19.4 Old : 100.0: 25.8 13.5 2.0 56.1 65.2 83.8 80.6: 16.2 19.4 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 : 210: 34 47 19 72 102 119 155: Old : 210: 34 47 19 72 102 119 155: 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 : 37.0 19.3 47.3 27.9 34.6 17.1 44.1 25.0 Old : 37.0 19.3 47.3 27.9 34.6 17.1 44.1 25.0 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, August 2, 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 : 858,944: 90,024 68,103 129,708 594,786 610,103 814,518 807,914: 44,426 51,030 Old : 858,944: 90,024 68,103 129,708 594,786 610,103 814,518 807,914: 44,426 51,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -5,980: 11,919 -11,829 -2,783 -11,185 8,652 -2,049 -5,960: -3,931 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 7.9 15.1 69.2 71.0 94.8 94.1: 5.2 5.9 Old : 100.0: 10.5 7.9 15.1 69.2 71.0 94.8 94.1: 5.2 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 : 144: 22 33 38 63 77 106 134: Old : 144: 22 33 38 63 77 106 134: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 26.2 49.9 37.4 33.2 18.1 37.2 25.7 Old : 39.4 26.2 49.9 37.4 33.2 18.1 37.2 25.7 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, August 2, 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 : 72,896: 16,261 2,947 4,167 43,343 59,216 63,770 66,330: 9,126 6,566 Old : 72,896: 16,261 2,947 4,167 43,343 59,216 63,770 66,330: 9,126 6,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,495: -3,005 597 -197 878 -3,590 -2,324 -3,190: 829 1,696 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 4.0 5.7 59.5 81.2 87.5 91.0: 12.5 9.0 Old : 100.0: 22.3 4.0 5.7 59.5 81.2 87.5 91.0: 12.5 9.0 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 : 99: 26 11 9 43 28 74 47: Old : 99: 26 11 9 43 28 74 47: 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 : 21.9 46.0 37.4 62.0 21.2 41.2 33.9 56.8 Old : 21.9 46.0 37.4 62.0 21.2 41.2 33.9 56.8 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, August 2, 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 : 17,750: 4,678 756 33 10,755 15,448 15,466 16,237: 2,284 1,513 Old : 17,750: 4,678 756 33 10,755 15,448 15,466 16,237: 2,284 1,513 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -21: -3 0 2 -500 0 -501 2: 480 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 4.3 0.2 60.6 87.0 87.1 91.5: 12.9 8.5 Old : 100.0: 26.4 4.3 0.2 60.6 87.0 87.1 91.5: 12.9 8.5 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 : 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 : 50.4 79.7 72.0 90.0 50.4 79.7 72.0 89.8 Old : 50.4 79.7 72.0 90.0 50.4 79.7 72.0 89.8 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, August 2, 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 : 110,291: 31,325 12,542 107 65,175 87,536 96,607 100,185: 13,684 10,106 Old : 110,291: 31,325 12,542 107 65,175 87,536 96,607 100,185: 13,684 10,106 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -2,947: -6,076 1,120 -324 2,755 -7,180 -3,645 -6,384: 698 3,437 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 11.4 0.1 59.1 79.4 87.6 90.8: 12.4 9.2 Old : 100.0: 28.4 11.4 0.1 59.1 79.4 87.6 90.8: 12.4 9.2 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 : 95: 25 13 5 39 26 65 44: Old : 95: 25 13 5 39 26 65 44: 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 : 27.1 45.3 43.9 63.7 27.1 45.1 43.9 63.5 Old : 27.1 45.3 43.9 63.7 27.1 45.1 43.9 63.5 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, August 2, 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 : 6,287: 3,523 1,851 486 1,699 3,813 5,708 6,150: 579 137 Old : 6,287: 3,523 1,851 486 1,699 3,813 5,708 6,150: 579 137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 1: 453 0 0 -286 0 167 0: -166 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 29.4 7.7 27.0 60.6 90.8 97.8: 9.2 2.2 Old : 100.0: 56.0 29.4 7.7 27.0 60.6 90.8 97.8: 9.2 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: 12 5 1 2 1 15 6: Old : 20: 12 5 1 2 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 80.6 97.8 56.5 80.3 75.2 90.1 Old : 56.5 88.0 80.6 97.8 56.5 80.3 75.2 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, August 2, 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 : 13,260: 1,613 677 12 11,341 12,515 12,966 13,204: 294 56 Old : 13,260: 1,613 677 12 11,341 12,515 12,966 13,204: 294 56 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -395: 153 -67 -5 -493 -323 -345 -395: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 5.1 0.1 85.5 94.4 97.8 99.6: 2.2 0.4 Old : 100.0: 12.2 5.1 0.1 85.5 94.4 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 : 33: 8 6 1 8 13 16 20: Old : 33: 8 6 1 8 13 16 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 : 74.9 82.7 92.2 93.4 74.9 82.7 92.1 93.3 Old : 74.9 82.7 92.2 93.4 74.9 82.7 92.1 93.3 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, August 2, 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 : 23,523: 5,195 1,951 0 18,026 21,504 23,221 23,455: 302 68 Old : 23,523: 5,195 1,951 0 18,026 21,504 23,221 23,455: 302 68 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,138: -16 442 -21 -1,124 -1,562 -1,161 -1,141: 23 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 8.3 0.0 76.6 91.4 98.7 99.7: 1.3 0.3 Old : 100.0: 22.1 8.3 0.0 76.6 91.4 98.7 99.7: 1.3 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: 8 5 0 8 14 16 19: Old : 34: 8 5 0 8 14 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 : 85.8 67.8 95.1 85.8 85.8 67.8 95.1 85.8 Old : 85.8 67.8 95.1 85.8 85.8 67.8 95.1 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011