WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 9, 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 : 424,160: 77,457 116,982 63,348 245,069 181,592 385,874 361,922: 38,286 62,238
Old : 347,631: 70,364 106,427 40,137 204,188 154,310 314,689 300,874: 32,942 46,757
Other: 76,529: 17,158 20,620 13,146 40,881 27,282 71,185 61,048: 5,344 15,481
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,444: 1,445 -402 -116 -6,577 -4,828 -5,248 -5,346: -2,196 -2,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.6 14.9 57.8 42.8 91.0 85.3: 9.0 14.7
Old : 100.0: 20.2 30.6 11.5 58.7 44.4 90.5 86.5: 9.5 13.5
Other: 100.0: 22.4 26.9 17.2 53.4 35.6 93.0 79.8: 7.0 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 111 138 135 84 118 286 318:
Old : 387: 112 138 114 79 107 267 295:
Other: 194: 38 54 26 36 89 91 158:
:----------------------------------------------------------------------------------------------------
: 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 14.9 38.5 21.6 22.2 12.2 36.7 17.6
Old : 25.7 17.6 40.5 24.3 24.9 16.2 39.5 22.6
Other: 34.2 17.7 50.8 27.9 28.5 10.4 41.5 17.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 9, 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 : 1,224,921: 452,171 90,796 99,897 533,871 803,769 1,085,939 994,462: 138,982 230,459
Old : 223,919: 93,921 28,632 3,367 96,328 160,597 193,616 192,596: 30,303 31,323
Other: 1,001,002: 388,674 92,588 66,106 437,543 643,172 892,323 801,866: 108,679 199,136
: : :
: : Changes in Commitments from: August 2, 2011 :
: -9,710: 3,474 -4,690 4,626 -15,884 -7,463 -7,784 -7,527: -1,926 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 7.4 8.2 43.6 65.6 88.7 81.2: 11.3 18.8
Old : 100.0: 41.9 12.8 1.5 43.0 71.7 86.5 86.0: 13.5 14.0
Other: 100.0: 38.8 9.2 6.6 43.7 64.3 89.1 80.1: 10.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 222 148 170 203 372 519 618:
Old : 580: 145 79 11 106 266 257 350:
Other: 794: 208 158 123 160 357 435 584:
:----------------------------------------------------------------------------------------------------
: 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 11.8 23.4 18.8 13.7 10.2 20.3 15.2
Old : 22.9 23.6 33.7 32.1 22.9 23.6 33.6 31.2
Other: 15.0 11.1 23.9 17.6 12.9 10.6 21.4 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 9, 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 : 12,839: 3,355 1,063 573 6,391 9,706 10,319 11,342: 2,520 1,497
Old : 12,809: 3,354 1,063 572 6,363 9,678 10,289 11,313: 2,520 1,496
Other: 30: 1 0 1 28 28 30 29: 0 1
: : :
: : Changes in Commitments from: August 2, 2011 :
: 678: 128 191 105 644 197 877 493: -199 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.3 4.5 49.8 75.6 80.4 88.3: 19.6 11.7
Old : 100.0: 26.2 8.3 4.5 49.7 75.6 80.3 88.3: 19.7 11.7
Other: 100.0: 3.3 0.0 3.3 93.3 93.3 100.0 96.7: 0.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 6 2 15 10 32 18:
Old : 43: 17 6 2 15 10 32 18:
Other: 4: 1 0 1 1 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 33.2 62.4 53.7 79.2 31.7 56.4 46.5 71.7
Old : 33.0 62.5 53.6 79.1 31.6 56.6 46.4 71.6
Other: 100.0 96.7 100.0 96.7 96.7 93.3 96.7 93.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 9, 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 : 499,834: 156,609 61,414 46,758 249,407 319,004 452,774 427,176: 47,060 72,658
Old : 474,619: 150,030 61,514 42,540 236,641 301,906 429,211 405,960: 45,408 68,659
Other: 25,215: 10,659 3,980 138 12,766 17,098 23,563 21,216: 1,652 3,999
: : :
: : Changes in Commitments from: August 2, 2011 :
: -12,548: -20,393 3,190 -1,118 13,872 -19,637 -7,639 -17,565: -4,909 5,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 12.3 9.4 49.9 63.8 90.6 85.5: 9.4 14.5
Old : 100.0: 31.6 13.0 9.0 49.9 63.6 90.4 85.5: 9.6 14.5
Other: 100.0: 42.3 15.8 0.5 50.6 67.8 93.4 84.1: 6.6 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 526: 175 121 138 104 191 344 404:
Old : 524: 173 127 126 103 188 335 396:
Other: 223: 33 52 6 23 126 61 180:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 21.9 23.6 28.6 13.6 18.7 21.2 24.5
Old : 14.9 22.2 24.5 28.9 14.7 19.9 23.1 25.9
Other: 49.4 41.6 62.9 52.2 41.1 34.9 54.5 43.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 9, 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 : 22,965: 20,027 2,044 121 8 5,771 20,156 7,936: 2,809 15,029
Old : 20,844: 18,162 2,000 66 8 5,007 18,236 7,073: 2,608 13,771
Other: 2,121: 1,920 99 0 0 764 1,920 863: 201 1,258
: : :
: : Changes in Commitments from: August 2, 2011 :
: -603: -354 -126 10 8 45 -336 -71: -267 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 8.9 0.5 0.0 25.1 87.8 34.6: 12.2 65.4
Old : 100.0: 87.1 9.6 0.3 0.0 24.0 87.5 33.9: 12.5 66.1
Other: 100.0: 90.5 4.7 0.0 0.0 36.0 90.5 40.7: 9.5 59.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 7 6 1 15 20 28:
Old : 41: 19 7 6 1 15 20 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 : 55.5 14.1 72.0 21.1 55.4 14.1 71.9 21.1
Old : 53.3 13.0 70.5 20.1 53.1 13.0 70.4 20.1
Other: 81.1 28.4 90.5 35.8 81.1 28.4 90.5 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 9, 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 : 275,689: 62,051 62,881 27,157 161,085 156,723 250,293 246,761: 25,396 28,928
Old : 46,572: 6,961 11,755 0 35,677 29,471 42,638 41,226: 3,934 5,346
Other: 229,117: 61,549 57,585 20,698 125,408 127,252 207,655 205,535: 21,462 23,582
: : :
: : Changes in Commitments from: August 2, 2011 :
: -8,675: -12,158 13,541 -2,819 12,915 -23,592 -2,062 -12,870: -6,613 4,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 22.8 9.9 58.4 56.8 90.8 89.5: 9.2 10.5
Old : 100.0: 14.9 25.2 0.0 76.6 63.3 91.6 88.5: 8.4 11.5
Other: 100.0: 26.9 25.1 9.0 54.7 55.5 90.6 89.7: 9.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 61 80 65 70 64 178 178:
Old : 136: 35 33 0 39 39 74 72:
Other: 232: 67 79 50 65 59 164 161:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 24.5 27.7 33.8 12.8 17.0 21.0 24.7
Old : 47.5 34.4 56.0 47.0 46.8 34.2 54.1 46.8
Other: 15.6 27.4 26.0 36.7 15.1 22.8 24.7 31.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 9, 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 : 647,821: 67,374 124,957 10,029 431,488 382,028 508,891 517,014: 138,930 130,807
Old : 647,821: 67,374 124,957 10,029 431,488 382,028 508,891 517,014: 138,930 130,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -3,119: -8,306 -11,125 -3,119 26,587 14,556 15,162 312: -18,281 -3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 19.3 1.5 66.6 59.0 78.6 79.8: 21.4 20.2
Old : 100.0: 10.4 19.3 1.5 66.6 59.0 78.6 79.8: 21.4 20.2
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 : 164: 25 36 17 66 77 103 118:
Old : 164: 25 36 17 66 77 103 118:
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 : 25.7 19.0 36.6 28.9 23.3 18.5 32.4 27.3
Old : 25.7 19.0 36.6 28.9 23.3 18.5 32.4 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, August 9, 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 : 401,012: 58,339 65,919 658 275,912 290,814 334,909 357,391: 66,103 43,621
Old : 401,012: 58,339 65,919 658 275,912 290,814 334,909 357,391: 66,103 43,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 10,171: -1,712 898 91 3,630 7,597 2,009 8,586: 8,162 1,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.4 0.2 68.8 72.5 83.5 89.1: 16.5 10.9
Old : 100.0: 14.5 16.4 0.2 68.8 72.5 83.5 89.1: 16.5 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 : 73: 6 11 2 37 36 44 48:
Old : 73: 6 11 2 37 36 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 48.7 45.4 62.3 23.0 48.6 40.9 61.8
Old : 26.3 48.7 45.4 62.3 23.0 48.6 40.9 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, August 9, 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 : 9,438: 1,090 967 245 7,496 7,811 8,831 9,023: 607 415
Old : 9,438: 1,090 967 245 7,496 7,811 8,831 9,023: 607 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -90: 107 -134 59 -325 -59 -159 -134: 69 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.2 2.6 79.4 82.8 93.6 95.6: 6.4 4.4
Old : 100.0: 11.5 10.2 2.6 79.4 82.8 93.6 95.6: 6.4 4.4
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 : 40: 10 3 4 20 26 32 31:
Old : 40: 10 3 4 20 26 32 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 : 56.5 43.1 69.4 66.4 30.4 26.6 39.2 39.2
Old : 56.5 43.1 69.4 66.4 30.4 26.6 39.2 39.2
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, August 9, 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 : 166,429: 49,559 21,998 11,454 74,952 108,865 135,965 142,317: 30,464 24,112
Old : 36,446: 8,429 3,072 18 21,682 28,055 30,129 31,145: 6,317 5,301
Other: 129,983: 43,720 21,516 8,846 53,270 80,810 105,836 111,172: 24,147 18,811
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,656: -2,798 1,437 -3,207 6,210 -4,402 205 -6,172: -7,861 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.2 6.9 45.0 65.4 81.7 85.5: 18.3 14.5
Old : 100.0: 23.1 8.4 0.0 59.5 77.0 82.7 85.5: 17.3 14.5
Other: 100.0: 33.6 16.6 6.8 41.0 62.2 81.4 85.5: 18.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 59 34 39 58 51 136 113:
Old : 109: 26 19 3 39 29 67 49:
Other: 168: 58 37 32 55 44 126 103:
:----------------------------------------------------------------------------------------------------
: 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 33.7 23.4 45.0 11.4 26.7 18.4 36.3
Old : 31.6 41.1 45.9 58.5 30.8 38.5 42.0 52.5
Other: 14.3 32.2 24.7 45.3 12.2 25.8 18.9 35.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 9, 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 : 17,572: 4,175 2,336 2,015 7,081 12,128 13,271 16,479: 4,301 1,093
Old : 17,572: 4,175 2,336 2,015 7,081 12,128 13,271 16,479: 4,301 1,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -297: -141 61 455 -249 -379 65 137: -362 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 13.3 11.5 40.3 69.0 75.5 93.8: 24.5 6.2
Old : 100.0: 23.8 13.3 11.5 40.3 69.0 75.5 93.8: 24.5 6.2
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 : 85: 34 16 18 20 17 65 44:
Old : 85: 34 16 18 20 17 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 : 23.5 50.3 36.6 62.8 23.5 49.2 36.6 60.9
Old : 23.5 50.3 36.6 62.8 23.5 49.2 36.6 60.9
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 9, 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 : 1,022,415: 246,750 186,848 14,001 651,467 688,212 912,218 889,061: 110,197 133,354
Old : 1,022,415: 246,750 186,848 14,001 651,467 688,212 912,218 889,061: 110,197 133,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -18,466: -12,127 -8,155 1,139 -10,290 -12,342 -21,278 -19,358: 2,812 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.3 1.4 63.7 67.3 89.2 87.0: 10.8 13.0
Old : 100.0: 24.1 18.3 1.4 63.7 67.3 89.2 87.0: 10.8 13.0
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 : 261: 45 58 24 84 130 145 196:
Old : 261: 45 58 24 84 130 145 196:
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 : 25.9 15.3 41.1 24.8 24.8 13.6 38.7 22.2
Old : 25.9 15.3 41.1 24.8 24.8 13.6 38.7 22.2
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 9, 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 : 1,888,324: 277,345 267,531 52,298 1,267,697 1,230,376 1,597,340 1,550,205: 290,984 338,119
Old : 1,888,324: 277,345 267,531 52,298 1,267,697 1,230,376 1,597,340 1,550,205: 290,984 338,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 24,696: 14,421 -68,339 9,827 5,751 57,631 29,999 -881: -5,303 25,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.2 2.8 67.1 65.2 84.6 82.1: 15.4 17.9
Old : 100.0: 14.7 14.2 2.8 67.1 65.2 84.6 82.1: 15.4 17.9
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 : 265: 31 56 41 116 142 177 209:
Old : 265: 31 56 41 116 142 177 209:
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 : 30.3 21.0 40.5 29.7 28.4 19.0 38.1 25.1
Old : 30.3 21.0 40.5 29.7 28.4 19.0 38.1 25.1
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, August 9, 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 : 1,450,881: 333,544 170,178 18,477 876,428 987,743 1,228,449 1,176,398: 222,432 274,483
Old : 1,450,881: 333,544 170,178 18,477 876,428 987,743 1,228,449 1,176,398: 222,432 274,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -11,615: -43,194 -26,851 -10,208 55,916 34,623 2,514 -2,436: -14,129 -9,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.7 1.3 60.4 68.1 84.7 81.1: 15.3 18.9
Old : 100.0: 23.0 11.7 1.3 60.4 68.1 84.7 81.1: 15.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 26 44 22 73 108 115 158:
Old : 202: 26 44 22 73 108 115 158:
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 : 36.6 19.6 46.8 27.4 34.6 16.5 44.2 23.4
Old : 36.6 19.6 46.8 27.4 34.6 16.5 44.2 23.4
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 9, 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 : 826,278: 95,361 68,331 128,930 561,123 589,592 785,414 786,853: 40,864 39,425
Old : 826,278: 95,361 68,331 128,930 561,123 589,592 785,414 786,853: 40,864 39,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -32,666: 5,337 228 -778 -33,663 -20,511 -29,104 -21,061: -3,562 -11,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.3 15.6 67.9 71.4 95.1 95.2: 4.9 4.8
Old : 100.0: 11.5 8.3 15.6 67.9 71.4 95.1 95.2: 4.9 4.8
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 : 136: 24 29 37 59 70 104 122:
Old : 136: 24 29 37 59 70 104 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 29.1 50.4 41.8 33.4 20.9 37.2 28.5
Old : 40.1 29.1 50.4 41.8 33.4 20.9 37.2 28.5
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 9, 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 : 66,231: 15,779 1,176 1,401 40,598 56,783 57,778 59,360: 8,453 6,872
Old : 66,231: 15,779 1,176 1,401 40,598 56,783 57,778 59,360: 8,453 6,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -6,665: -482 -1,771 -2,766 -2,745 -2,434 -5,992 -6,970: -673 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 1.8 2.1 61.3 85.7 87.2 89.6: 12.8 10.4
Old : 100.0: 23.8 1.8 2.1 61.3 85.7 87.2 89.6: 12.8 10.4
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 : 92: 26 6 13 40 32 70 49:
Old : 92: 26 6 13 40 32 70 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 : 26.0 50.2 39.8 64.6 22.8 43.4 35.0 57.7
Old : 26.0 50.2 39.8 64.6 22.8 43.4 35.0 57.7
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 9, 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 : 17,019: 2,843 756 33 11,752 14,242 14,628 15,031: 2,391 1,988
Old : 17,019: 2,843 756 33 11,752 14,242 14,628 15,031: 2,391 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -731: -1,835 0 0 997 -1,206 -838 -1,206: 107 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.4 0.2 69.1 83.7 86.0 88.3: 14.0 11.7
Old : 100.0: 16.7 4.4 0.2 69.1 83.7 86.0 88.3: 14.0 11.7
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 : 23: 6 2 1 8 7 15 9:
Old : 23: 6 2 1 8 7 15 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 : 52.0 77.3 70.3 86.8 52.0 77.3 70.3 86.6
Old : 52.0 77.3 70.3 86.8 52.0 77.3 70.3 86.6
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 9, 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 : 98,424: 28,058 3,026 550 57,692 85,081 86,300 88,657: 12,124 9,767
Old : 98,424: 28,058 3,026 550 57,692 85,081 86,300 88,657: 12,124 9,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -11,867: -3,267 -9,516 443 -7,483 -2,455 -10,307 -11,528: -1,560 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 3.1 0.6 58.6 86.4 87.7 90.1: 12.3 9.9
Old : 100.0: 28.5 3.1 0.6 58.6 86.4 87.7 90.1: 12.3 9.9
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 : 88: 23 8 10 37 31 62 47:
Old : 88: 23 8 10 37 31 62 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 : 29.3 48.9 45.0 63.8 29.2 48.7 44.9 63.6
Old : 29.3 48.9 45.0 63.8 29.2 48.7 44.9 63.6
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 9, 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 : 10,443: 5,713 5,737 493 3,619 3,813 9,825 10,043: 618 400
Old : 10,443: 5,713 5,737 493 3,619 3,813 9,825 10,043: 618 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 4,156: 2,190 3,886 7 1,920 0 4,117 3,893: 39 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 54.9 4.7 34.7 36.5 94.1 96.2: 5.9 3.8
Old : 100.0: 54.7 54.9 4.7 34.7 36.5 94.1 96.2: 5.9 3.8
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 : 24: 10 10 2 3 1 14 12:
Old : 24: 10 10 2 3 1 14 12:
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 : 66.6 83.0 87.1 94.3 66.6 78.3 85.5 89.6
Old : 66.6 83.0 87.1 94.3 66.6 78.3 85.5 89.6
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 9, 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 : 13,848: 1,991 412 59 11,445 13,367 13,495 13,838: 353 10
Old : 13,848: 1,991 412 59 11,445 13,367 13,495 13,838: 353 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 588: 378 -265 47 104 852 529 634: 59 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.0 0.4 82.6 96.5 97.5 99.9: 2.5 0.1
Old : 100.0: 14.4 3.0 0.4 82.6 96.5 97.5 99.9: 2.5 0.1
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 : 29: 8 3 1 7 12 15 16:
Old : 29: 8 3 1 7 12 15 16:
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 : 73.7 86.5 91.7 95.8 73.7 86.5 91.7 95.6
Old : 73.7 86.5 91.7 95.8 73.7 86.5 91.7 95.6
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 9, 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 : 21,570: 4,079 1,657 0 17,216 19,866 21,295 21,523: 275 47
Old : 21,570: 4,079 1,657 0 17,216 19,866 21,295 21,523: 275 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -1,953: -1,116 -294 0 -810 -1,638 -1,926 -1,932: -27 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.7 0.0 79.8 92.1 98.7 99.8: 1.3 0.2
Old : 100.0: 18.9 7.7 0.0 79.8 92.1 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 5 0 8 13 16 18:
Old : 33: 8 5 0 8 13 16 18:
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 : 88.6 67.8 96.4 86.8 88.6 67.8 96.4 86.8
Old : 88.6 67.8 96.4 86.8 88.6 67.8 96.4 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011