WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 434,710: 81,118 113,611 63,530 251,119 196,713 395,767 373,854: 38,943 60,856
Old : 353,499: 73,867 103,097 37,980 208,194 167,308 320,041 308,385: 33,458 45,114
Other: 81,211: 18,915 22,178 13,886 42,925 29,405 75,726 65,469: 5,485 15,742
: : :
: : Changes in Commitments from: August 9, 2011 :
: 10,550: 3,661 -3,371 182 6,050 15,121 9,893 11,932: 657 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 26.1 14.6 57.8 45.3 91.0 86.0: 9.0 14.0
Old : 100.0: 20.9 29.2 10.7 58.9 47.3 90.5 87.2: 9.5 12.8
Other: 100.0: 23.3 27.3 17.1 52.9 36.2 93.2 80.6: 6.8 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 110 136 129 80 119 275 316:
Old : 378: 108 137 103 75 110 252 290:
Other: 200: 38 57 28 36 91 94 163:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 16.2 38.8 22.6 22.7 14.0 36.9 19.0
Old : 26.4 19.8 41.3 26.1 25.5 18.8 40.4 24.8
Other: 32.4 17.2 49.3 27.2 26.3 10.0 40.0 17.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 16, 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 : 1,245,188: 471,986 98,619 114,503 512,514 799,481 1,099,003 1,012,603: 146,185 232,585
Old : 165,666: 84,647 18,574 2,524 50,166 122,037 137,337 143,135: 28,329 22,531
Other: 1,079,522: 422,197 114,903 77,121 462,348 677,444 961,666 869,468: 117,856 210,054
: : :
: : Changes in Commitments from: August 9, 2011 :
: 20,267: 19,815 7,823 14,606 -21,357 -4,288 13,064 18,141: 7,203 2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 7.9 9.2 41.2 64.2 88.3 81.3: 11.7 18.7
Old : 100.0: 51.1 11.2 1.5 30.3 73.7 82.9 86.4: 17.1 13.6
Other: 100.0: 39.1 10.6 7.1 42.8 62.8 89.1 80.5: 10.9 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 841: 241 147 189 214 374 556 637:
Old : 557: 141 72 9 117 249 264 324:
Other: 825: 232 163 137 167 359 461 608:
:----------------------------------------------------------------------------------------------------
: 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 11.4 23.0 18.2 13.4 10.1 20.1 15.2
Old : 21.9 22.8 31.5 31.2 21.9 22.5 31.4 30.7
Other: 15.9 11.2 24.8 17.2 14.3 10.7 22.3 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 16, 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 : 13,078: 3,088 1,105 651 6,484 9,792 10,223 11,548: 2,855 1,530
Old : 13,048: 3,088 1,105 650 6,456 9,764 10,194 11,519: 2,854 1,529
Other: 30: 0 0 1 28 28 29 29: 1 1
: : :
: : Changes in Commitments from: August 9, 2011 :
: 239: -267 42 78 93 86 -96 206: 335 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 8.4 5.0 49.6 74.9 78.2 88.3: 21.8 11.7
Old : 100.0: 23.7 8.5 5.0 49.5 74.8 78.1 88.3: 21.9 11.7
Other: 100.0: 0.0 0.0 3.3 93.3 93.3 96.7 96.7: 3.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 6 2 16 9 32 17:
Old : 42: 16 6 2 16 9 32 17:
Other: 3: 0 0 1 1 1 2 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 : 32.8 61.2 52.4 79.5 31.7 55.4 46.2 70.9
Old : 32.7 61.4 52.3 79.4 31.5 55.5 46.1 70.8
Other: 96.7 96.7 96.7 96.7 93.3 93.3 93.3 93.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 16, 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 : 506,885: 165,401 57,228 48,865 243,573 329,578 457,839 435,671: 49,046 71,214
Old : 480,132: 159,049 58,193 43,528 230,387 311,376 432,964 413,097: 47,168 67,035
Other: 26,753: 11,559 4,242 130 13,186 18,202 24,875 22,574: 1,878 4,179
: : :
: : Changes in Commitments from: August 9, 2011 :
: 7,051: 8,792 -4,186 2,107 -5,834 10,574 5,065 8,495: 1,986 -1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.3 9.6 48.1 65.0 90.3 86.0: 9.7 14.0
Old : 100.0: 33.1 12.1 9.1 48.0 64.9 90.2 86.0: 9.8 14.0
Other: 100.0: 43.2 15.9 0.5 49.3 68.0 93.0 84.4: 7.0 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 189 114 146 106 187 364 397:
Old : 531: 191 118 132 104 183 353 387:
Other: 225: 33 52 6 25 125 63 180:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 22.3 22.8 29.1 13.0 19.3 20.6 25.1
Old : 14.4 22.6 23.8 29.4 14.1 20.4 22.7 26.4
Other: 46.7 41.0 60.1 51.0 37.1 33.2 50.6 41.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 16, 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 : 23,262: 20,247 2,202 129 8 5,726 20,384 8,057: 2,878 15,205
Old : 21,108: 18,352 2,157 74 8 4,948 18,434 7,179: 2,674 13,929
Other: 2,154: 1,950 100 0 0 778 1,950 878: 204 1,276
: : :
: : Changes in Commitments from: August 9, 2011 :
: 297: 220 158 8 0 -45 228 121: 69 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 9.5 0.6 0.0 24.6 87.6 34.6: 12.4 65.4
Old : 100.0: 86.9 10.2 0.4 0.0 23.4 87.3 34.0: 12.7 66.0
Other: 100.0: 90.5 4.6 0.0 0.0 36.1 90.5 40.8: 9.5 59.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 8 5 1 15 21 28:
Old : 43: 20 8 5 1 15 21 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 : 54.5 13.8 70.8 21.0 54.5 13.8 70.8 21.0
Old : 52.2 12.7 69.2 19.9 52.2 12.7 69.2 19.9
Other: 81.2 28.3 90.5 35.7 81.2 28.3 90.5 35.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 16, 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 : 277,896: 60,092 58,488 29,532 161,600 161,770 251,224 249,790: 26,672 28,106
Old : 40,588: 8,269 7,689 17 28,607 28,798 36,893 36,504: 3,695 4,084
Other: 237,308: 57,800 56,776 23,538 132,993 132,972 214,331 213,286: 22,977 24,022
: : :
: : Changes in Commitments from: August 9, 2011 :
: 2,207: -1,959 -4,393 2,375 515 5,047 931 3,029: 1,276 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.0 10.6 58.2 58.2 90.4 89.9: 9.6 10.1
Old : 100.0: 20.4 18.9 0.0 70.5 71.0 90.9 89.9: 9.1 10.1
Other: 100.0: 24.4 23.9 9.9 56.0 56.0 90.3 89.9: 9.7 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 61 72 65 71 65 177 172:
Old : 128: 38 23 2 34 39 73 63:
Other: 226: 62 77 52 68 60 163 160:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 23.3 26.7 33.0 12.6 14.0 21.0 22.0
Old : 44.7 36.3 56.3 51.7 44.7 36.0 54.1 51.4
Other: 15.7 24.3 25.9 34.0 14.6 18.4 23.7 26.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 16, 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 : 642,101: 65,853 109,054 11,659 416,617 402,457 494,129 523,170: 147,972 118,931
Old : 642,101: 65,853 109,054 11,659 416,617 402,457 494,129 523,170: 147,972 118,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -5,720: -1,521 -15,903 1,630 -14,871 20,429 -14,762 6,156: 9,042 -11,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.0 1.8 64.9 62.7 77.0 81.5: 23.0 18.5
Old : 100.0: 10.3 17.0 1.8 64.9 62.7 77.0 81.5: 23.0 18.5
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 : 163: 25 34 19 69 75 105 117:
Old : 163: 25 34 19 69 75 105 117:
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 : 23.8 20.7 33.5 31.6 21.2 19.9 29.7 30.0
Old : 23.8 20.7 33.5 31.6 21.2 19.9 29.7 30.0
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, August 16, 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 : 409,608: 55,531 61,221 593 284,911 310,425 341,035 372,239: 68,573 37,369
Old : 409,608: 55,531 61,221 593 284,911 310,425 341,035 372,239: 68,573 37,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 8,596: -2,808 -4,698 -65 8,999 19,611 6,126 14,848: 2,470 -6,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.9 0.1 69.6 75.8 83.3 90.9: 16.7 9.1
Old : 100.0: 13.6 14.9 0.1 69.6 75.8 83.3 90.9: 16.7 9.1
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 : 74: 6 10 2 37 38 44 49:
Old : 74: 6 10 2 37 38 44 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 : 26.5 50.0 44.8 61.9 22.9 49.8 39.8 60.8
Old : 26.5 50.0 44.8 61.9 22.9 49.8 39.8 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, August 16, 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 : 9,636: 1,017 838 446 7,540 8,011 9,003 9,295: 633 341
Old : 9,636: 1,017 838 446 7,540 8,011 9,003 9,295: 633 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 198: -73 -129 201 44 200 172 272: 26 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.7 4.6 78.2 83.1 93.4 96.5: 6.6 3.5
Old : 100.0: 10.6 8.7 4.6 78.2 83.1 93.4 96.5: 6.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 3 4 21 27 33 32:
Old : 41: 10 3 4 21 27 33 32:
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 : 56.4 43.1 68.4 65.6 29.1 23.0 35.4 35.1
Old : 56.4 43.1 68.4 65.6 29.1 23.0 35.4 35.1
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 16, 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 : 165,344: 46,090 23,942 15,035 73,897 104,540 135,022 143,517: 30,322 21,827
Old : 28,454: 8,724 3,400 0 13,863 21,322 22,587 24,722: 5,867 3,732
Other: 136,890: 42,166 25,342 10,235 60,034 83,218 112,435 118,795: 24,455 18,095
: : :
: : Changes in Commitments from: August 9, 2011 :
: -1,085: -3,469 1,944 3,581 -1,055 -4,325 -943 1,200: -142 -2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.5 9.1 44.7 63.2 81.7 86.8: 18.3 13.2
Old : 100.0: 30.7 11.9 0.0 48.7 74.9 79.4 86.9: 20.6 13.1
Other: 100.0: 30.8 18.5 7.5 43.9 60.8 82.1 86.8: 17.9 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 58 36 43 59 54 136 125:
Old : 109: 28 19 0 37 30 65 49:
Other: 174: 55 44 36 58 48 128 116:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 31.4 25.0 42.2 12.0 23.7 18.7 33.0
Old : 32.9 41.0 42.2 55.2 26.8 36.6 35.0 48.6
Other: 14.6 30.7 24.6 42.6 11.9 23.2 19.1 32.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 16, 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 : 18,303: 4,273 2,303 2,227 7,024 12,529 13,524 17,059: 4,779 1,244
Old : 18,303: 4,273 2,303 2,227 7,024 12,529 13,524 17,059: 4,779 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 731: 98 -33 212 -57 401 253 580: 478 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.6 12.2 38.4 68.5 73.9 93.2: 26.1 6.8
Old : 100.0: 23.3 12.6 12.2 38.4 68.5 73.9 93.2: 26.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 33 17 21 21 16 69 44:
Old : 86: 33 17 21 21 16 69 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 : 22.1 51.6 34.4 64.3 22.1 50.3 34.4 61.8
Old : 22.1 51.6 34.4 64.3 22.1 50.3 34.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 16, 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 : 974,709: 206,052 183,830 15,350 644,039 657,447 865,441 856,627: 109,268 118,082
Old : 974,709: 206,052 183,830 15,350 644,039 657,447 865,441 856,627: 109,268 118,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -47,706: -40,698 -3,018 1,349 -7,428 -30,765 -46,777 -32,434: -929 -15,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 18.9 1.6 66.1 67.5 88.8 87.9: 11.2 12.1
Old : 100.0: 21.1 18.9 1.6 66.1 67.5 88.8 87.9: 11.2 12.1
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 : 256: 40 56 18 89 131 141 193:
Old : 256: 40 56 18 89 131 141 193:
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 17.6 41.4 25.8 25.6 16.0 39.6 23.0
Old : 25.9 17.6 41.4 25.8 25.6 16.0 39.6 23.0
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 16, 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 : 1,971,277: 252,285 261,972 37,132 1,386,384 1,344,074 1,675,801 1,643,178: 295,476 328,099
Old : 1,971,277: 252,285 261,972 37,132 1,386,384 1,344,074 1,675,801 1,643,178: 295,476 328,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 82,953: -25,060 -5,559 -15,166 118,687 113,698 78,461 92,973: 4,492 -10,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 13.3 1.9 70.3 68.2 85.0 83.4: 15.0 16.6
Old : 100.0: 12.8 13.3 1.9 70.3 68.2 85.0 83.4: 15.0 16.6
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 : 262: 27 55 38 120 136 178 199:
Old : 262: 27 55 38 120 136 178 199:
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 : 37.7 23.3 46.8 31.9 36.0 20.8 44.4 26.7
Old : 37.7 23.3 46.8 31.9 36.0 20.8 44.4 26.7
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 16, 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 : 1,422,470: 325,488 150,747 20,515 854,393 990,482 1,200,396 1,161,744: 222,074 260,726
Old : 1,422,470: 325,488 150,747 20,515 854,393 990,482 1,200,396 1,161,744: 222,074 260,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -28,411: -8,056 -19,431 2,038 -22,035 2,739 -28,053 -14,654: -358 -13,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.6 1.4 60.1 69.6 84.4 81.7: 15.6 18.3
Old : 100.0: 22.9 10.6 1.4 60.1 69.6 84.4 81.7: 15.6 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 25 40 23 78 110 119 157:
Old : 203: 25 40 23 78 110 119 157:
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 : 38.4 18.7 47.8 26.8 38.1 14.8 46.2 22.0
Old : 38.4 18.7 47.8 26.8 38.1 14.8 46.2 22.0
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 16, 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 : 830,056: 85,210 61,662 125,991 576,940 594,208 788,141 781,861: 41,915 48,195
Old : 830,056: 85,210 61,662 125,991 576,940 594,208 788,141 781,861: 41,915 48,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 3,778: -10,151 -6,669 -2,939 15,817 4,616 2,727 -4,992: 1,051 8,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.4 15.2 69.5 71.6 95.0 94.2: 5.0 5.8
Old : 100.0: 10.3 7.4 15.2 69.5 71.6 95.0 94.2: 5.0 5.8
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 : 134: 22 30 35 61 73 104 122:
Old : 134: 22 30 35 61 73 104 122:
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 : 41.2 28.7 51.4 41.3 33.2 20.2 36.6 27.1
Old : 41.2 28.7 51.4 41.3 33.2 20.2 36.6 27.1
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 16, 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 : 53,860: 8,795 6,086 3,024 35,951 37,714 47,770 46,824: 6,090 7,036
Old : 53,860: 8,795 6,086 3,024 35,951 37,714 47,770 46,824: 6,090 7,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -12,372: -6,985 4,910 1,623 -4,647 -19,069 -10,009 -12,536: -2,363 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.3 5.6 66.7 70.0 88.7 86.9: 11.3 13.1
Old : 100.0: 16.3 11.3 5.6 66.7 70.0 88.7 86.9: 11.3 13.1
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 : 82: 17 10 8 34 31 56 47:
Old : 82: 17 10 8 34 31 56 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 : 26.7 31.3 41.5 50.1 22.7 28.0 35.5 45.7
Old : 26.7 31.3 41.5 50.1 22.7 28.0 35.5 45.7
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 16, 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 : 13,612: 2,410 2,258 33 8,749 9,458 11,192 11,749: 2,420 1,863
Old : 13,612: 2,410 2,258 33 8,749 9,458 11,192 11,749: 2,420 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -3,407: -433 1,502 0 -3,003 -4,784 -3,436 -3,282: 29 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.6 0.2 64.3 69.5 82.2 86.3: 17.8 13.7
Old : 100.0: 17.7 16.6 0.2 64.3 69.5 82.2 86.3: 17.8 13.7
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 : 21: 5 2 1 8 6 14 8:
Old : 21: 5 2 1 8 6 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 71.1 65.8 86.3 43.0 71.1 65.8 86.1
Old : 43.0 71.1 65.8 86.3 43.0 71.1 65.8 86.1
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 16, 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 : 80,495: 18,689 13,576 62 54,404 56,512 73,155 70,150: 7,340 10,345
Old : 80,495: 18,689 13,576 62 54,404 56,512 73,155 70,150: 7,340 10,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -17,929: -9,369 10,550 -488 -3,288 -28,569 -13,145 -18,507: -4,784 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.9 0.1 67.6 70.2 90.9 87.1: 9.1 12.9
Old : 100.0: 23.2 16.9 0.1 67.6 70.2 90.9 87.1: 9.1 12.9
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 : 78: 16 12 5 32 29 50 44:
Old : 78: 16 12 5 32 29 50 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 : 32.0 36.8 48.2 57.0 32.0 36.6 48.2 56.8
Old : 32.0 36.8 48.2 57.0 32.0 36.6 48.2 56.8
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 16, 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 : 10,839: 5,788 6,175 850 3,647 3,813 10,285 10,838: 554 1
Old : 10,839: 5,788 6,175 850 3,647 3,813 10,285 10,838: 554 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 396: 75 438 357 28 0 460 795: -64 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 57.0 7.8 33.6 35.2 94.9 100.0: 5.1 0.0
Old : 100.0: 53.4 57.0 7.8 33.6 35.2 94.9 100.0: 5.1 0.0
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 : 27: 10 13 2 3 1 14 15:
Old : 27: 10 13 2 3 1 14 15:
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 : 69.1 75.8 90.8 91.1 69.1 72.0 84.3 85.3
Old : 69.1 75.8 90.8 91.1 69.1 72.0 84.3 85.3
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 16, 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 : 13,343: 3,180 411 6 9,805 12,865 12,991 13,282: 352 61
Old : 13,343: 3,180 411 6 9,805 12,865 12,991 13,282: 352 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -505: 1,189 -1 -53 -1,640 -502 -504 -556: -1 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.1 0.0 73.5 96.4 97.4 99.5: 2.6 0.5
Old : 100.0: 23.8 3.1 0.0 73.5 96.4 97.4 99.5: 2.6 0.5
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 : 29: 9 3 1 6 12 15 16:
Old : 29: 9 3 1 6 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 : 71.9 85.4 92.6 95.6 71.9 85.4 92.6 95.5
Old : 71.9 85.4 92.6 95.6 71.9 85.4 92.6 95.5
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 16, 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 : 21,228: 3,021 1,569 0 17,966 19,614 20,987 21,183: 241 45
Old : 21,228: 3,021 1,569 0 17,966 19,614 20,987 21,183: 241 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -342: -1,058 -88 0 750 -252 -308 -340: -34 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.4 0.0 84.6 92.4 98.9 99.8: 1.1 0.2
Old : 100.0: 14.2 7.4 0.0 84.6 92.4 98.9 99.8: 1.1 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 : 34: 9 5 0 8 13 17 18:
Old : 34: 9 5 0 8 13 17 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 71.2 96.4 89.2 88.6 71.2 96.3 89.2
Old : 88.6 71.2 96.4 89.2 88.6 71.2 96.3 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011