WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 23, 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 : 431,598: 82,181 111,614 63,445 248,577 197,418 394,203 372,477: 37,395 59,121
Old : 349,353: 74,473 99,789 37,812 205,180 168,096 317,465 305,697: 31,888 43,656
Other: 82,245: 19,688 23,805 13,653 43,397 29,322 76,738 66,780: 5,507 15,465
: : :
: : Changes in Commitments from: August 16, 2011 :
: -3,112: 1,063 -1,997 -85 -2,542 705 -1,564 -1,377: -1,548 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.9 14.7 57.6 45.7 91.3 86.3: 8.7 13.7
Old : 100.0: 21.3 28.6 10.8 58.7 48.1 90.9 87.5: 9.1 12.5
Other: 100.0: 23.9 28.9 16.6 52.8 35.7 93.3 81.2: 6.7 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 100 147 134 87 122 282 327:
Old : 382: 105 140 106 82 113 259 297:
Other: 208: 38 65 27 37 91 97 168:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 17.3 39.7 23.7 23.3 15.1 37.9 19.7
Old : 27.1 21.2 42.6 27.1 26.3 20.3 41.9 25.6
Other: 32.1 17.4 48.9 27.5 26.1 10.3 39.8 17.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 23, 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 : 1,265,224: 471,621 102,591 117,980 523,159 803,953 1,112,760 1,024,524: 152,464 240,700
Old : 139,481: 66,197 21,573 2,048 44,322 95,190 112,567 118,811: 26,914 20,670
Other: 1,125,743: 439,476 115,070 81,880 478,837 708,763 1,000,193 905,713: 125,550 220,030
: : :
: : Changes in Commitments from: August 16, 2011 :
: 20,036: -365 3,972 3,477 10,645 4,472 13,757 11,921: 6,279 8,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 8.1 9.3 41.3 63.5 87.9 81.0: 12.1 19.0
Old : 100.0: 47.5 15.5 1.5 31.8 68.2 80.7 85.2: 19.3 14.8
Other: 100.0: 39.0 10.2 7.3 42.5 63.0 88.8 80.5: 11.2 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 857: 242 156 199 227 381 575 660:
Old : 534: 131 68 7 122 234 256 307:
Other: 847: 231 177 137 176 367 474 628:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 10.9 23.7 17.5 13.5 9.8 20.8 14.8
Old : 18.8 26.4 27.7 34.4 18.8 25.3 27.7 32.9
Other: 16.5 11.1 25.7 17.0 14.8 10.7 23.5 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 23, 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 : 13,928: 3,374 997 773 7,168 10,607 11,315 12,377: 2,613 1,551
Old : 13,896: 3,376 997 770 7,140 10,579 11,286 12,346: 2,610 1,550
Other: 32: 0 2 1 28 28 29 31: 3 1
: : :
: : Changes in Commitments from: August 16, 2011 :
: 850: 286 -108 122 684 815 1,092 829: -242 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.2 5.5 51.5 76.2 81.2 88.9: 18.8 11.1
Old : 100.0: 24.3 7.2 5.5 51.4 76.1 81.2 88.8: 18.8 11.2
Other: 100.0: 0.0 6.3 3.1 87.5 87.5 90.6 96.9: 9.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 5 3 16 10 34 18:
Old : 43: 18 5 3 16 10 34 18:
Other: 3: 0 1 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 : 33.4 60.8 51.7 80.3 32.4 53.9 46.7 70.0
Old : 33.3 61.0 51.6 80.3 32.3 54.0 46.6 70.0
Other: 90.6 96.9 90.6 96.9 87.5 93.8 87.5 93.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 23, 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 : 530,818: 197,756 50,988 51,024 223,871 358,067 472,651 460,079: 58,167 70,739
Old : 502,350: 192,185 52,352 44,193 209,948 340,034 446,326 436,579: 56,024 65,771
Other: 28,468: 12,211 5,276 191 13,923 18,033 26,325 23,500: 2,143 4,968
: : :
: : Changes in Commitments from: August 16, 2011 :
: 23,933: 32,355 -6,240 2,159 -19,702 28,489 14,812 24,408: 9,121 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 9.6 9.6 42.2 67.5 89.0 86.7: 11.0 13.3
Old : 100.0: 38.3 10.4 8.8 41.8 67.7 88.8 86.9: 11.2 13.1
Other: 100.0: 42.9 18.5 0.7 48.9 63.3 92.5 82.5: 7.5 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 211 109 146 101 188 382 394:
Old : 549: 208 113 133 99 185 371 386:
Other: 229: 37 53 7 26 125 67 182:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 22.7 21.2 31.3 12.3 19.5 19.6 25.9
Old : 13.5 23.2 22.0 31.7 13.3 20.7 21.4 27.1
Other: 43.8 39.2 59.4 51.5 35.9 35.8 51.4 42.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 23, 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 : 23,812: 20,501 2,599 123 8 5,899 20,632 8,621: 3,180 15,191
Old : 21,611: 18,583 2,502 68 8 5,102 18,659 7,672: 2,952 13,939
Other: 2,201: 1,973 152 0 0 797 1,973 949: 228 1,252
: : :
: : Changes in Commitments from: August 16, 2011 :
: 550: 254 397 -6 0 173 248 564: 302 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 10.9 0.5 0.0 24.8 86.6 36.2: 13.4 63.8
Old : 100.0: 86.0 11.6 0.3 0.0 23.6 86.3 35.5: 13.7 64.5
Other: 100.0: 89.6 6.9 0.0 0.0 36.2 89.6 43.1: 10.4 56.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 10 6 1 15 21 31:
Old : 45: 20 10 6 1 15 21 31:
Other: 27: 8 5 0 0 14 8 19:
:----------------------------------------------------------------------------------------------------
: 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 : 54.0 13.7 70.1 21.1 53.9 13.7 70.0 21.1
Old : 51.7 12.8 68.5 20.1 51.5 12.8 68.3 20.1
Other: 80.5 28.4 89.6 36.4 80.5 28.4 89.6 36.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 23, 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 : 276,864: 62,362 51,081 33,634 153,710 164,870 249,706 249,585: 27,158 27,279
Old : 31,914: 8,622 4,977 55 19,539 22,911 28,216 27,943: 3,698 3,971
Other: 244,950: 59,754 52,118 27,565 134,171 141,959 221,490 221,642: 23,460 23,308
: : :
: : Changes in Commitments from: August 16, 2011 :
: -1,032: 2,270 -7,407 4,102 -7,890 3,100 -1,518 -205: 486 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.4 12.1 55.5 59.5 90.2 90.1: 9.8 9.9
Old : 100.0: 27.0 15.6 0.2 61.2 71.8 88.4 87.6: 11.6 12.4
Other: 100.0: 24.4 21.3 11.3 54.8 58.0 90.4 90.5: 9.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 69 67 73 67 66 183 172:
Old : 120: 39 18 2 31 36 71 55:
Other: 229: 66 76 63 64 59 171 161:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 21.5 25.6 32.0 12.8 15.1 20.8 24.1
Old : 39.3 42.0 50.7 54.7 39.3 42.0 50.7 54.7
Other: 16.1 21.8 26.3 32.9 14.3 17.9 23.4 25.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 23, 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 : 656,050: 66,295 112,094 13,964 429,472 401,851 509,731 527,909: 146,319 128,141
Old : 656,050: 66,295 112,094 13,964 429,472 401,851 509,731 527,909: 146,319 128,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 13,949: 442 3,040 2,305 12,855 -606 15,602 4,739: -1,653 9,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 17.1 2.1 65.5 61.3 77.7 80.5: 22.3 19.5
Old : 100.0: 10.1 17.1 2.1 65.5 61.3 77.7 80.5: 22.3 19.5
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 : 169: 28 36 23 74 75 113 123:
Old : 169: 28 36 23 74 75 113 123:
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 : 23.7 20.3 33.4 31.1 21.0 19.8 29.2 29.8
Old : 23.7 20.3 33.4 31.1 21.0 19.8 29.2 29.8
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 23, 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 : 407,490: 52,166 57,682 2,730 280,802 307,594 335,698 368,006: 71,792 39,484
Old : 407,490: 52,166 57,682 2,730 280,802 307,594 335,698 368,006: 71,792 39,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -2,118: -3,365 -3,539 2,137 -4,109 -2,831 -5,337 -4,233: 3,219 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.2 0.7 68.9 75.5 82.4 90.3: 17.6 9.7
Old : 100.0: 12.8 14.2 0.7 68.9 75.5 82.4 90.3: 17.6 9.7
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 : 77: 6 11 2 40 38 47 50:
Old : 77: 6 11 2 40 38 47 50:
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 49.8 43.6 61.7 23.7 49.5 40.5 61.3
Old : 26.5 49.8 43.6 61.7 23.7 49.5 40.5 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 23, 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 : 10,093: 1,036 998 610 7,804 8,088 9,450 9,696: 643 397
Old : 10,093: 1,036 998 610 7,804 8,088 9,450 9,696: 643 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 457: 19 160 164 264 77 447 401: 10 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.9 6.0 77.3 80.1 93.6 96.1: 6.4 3.9
Old : 100.0: 10.3 9.9 6.0 77.3 80.1 93.6 96.1: 6.4 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 : 38: 9 3 5 20 26 31 32:
Old : 38: 9 3 5 20 26 31 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 : 58.9 44.8 71.7 65.5 32.1 24.5 38.8 36.7
Old : 58.9 44.8 71.7 65.5 32.1 24.5 38.8 36.7
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 23, 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 : 183,636: 57,954 22,804 18,233 67,740 118,750 143,927 159,787: 39,709 23,849
Old : 22,570: 7,273 3,383 0 6,972 14,867 14,245 18,250: 8,325 4,320
Other: 161,066: 57,028 25,768 11,886 60,768 103,883 129,682 141,537: 31,384 19,529
: : :
: : Changes in Commitments from: August 16, 2011 :
: 18,292: 11,864 -1,138 3,198 -6,157 14,210 8,905 16,270: 9,387 2,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 12.4 9.9 36.9 64.7 78.4 87.0: 21.6 13.0
Old : 100.0: 32.2 15.0 0.0 30.9 65.9 63.1 80.9: 36.9 19.1
Other: 100.0: 35.4 16.0 7.4 37.7 64.5 80.5 87.9: 19.5 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 69 38 44 62 64 158 132:
Old : 114: 28 22 0 31 37 59 59:
Other: 194: 66 47 36 59 56 146 121:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 31.2 21.1 42.6 9.1 24.3 15.6 33.3
Old : 17.4 33.0 27.8 43.5 14.7 32.0 23.0 41.3
Other: 13.8 32.2 23.0 44.5 10.5 25.1 17.9 35.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 23, 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 : 18,650: 4,073 2,330 2,656 7,191 12,548 13,920 17,534: 4,730 1,116
Old : 18,650: 4,073 2,330 2,656 7,191 12,548 13,920 17,534: 4,730 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 347: -200 27 429 167 19 396 475: -49 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 12.5 14.2 38.6 67.3 74.6 94.0: 25.4 6.0
Old : 100.0: 21.8 12.5 14.2 38.6 67.3 74.6 94.0: 25.4 6.0
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 : 88: 31 17 24 24 15 72 47:
Old : 88: 31 17 24 24 15 72 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 : 22.0 50.4 34.8 63.6 22.0 49.1 34.6 60.3
Old : 22.0 50.4 34.8 63.6 22.0 49.1 34.6 60.3
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 23, 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 : 956,796: 209,565 183,568 18,547 616,139 628,916 844,251 831,031: 112,545 125,765
Old : 956,796: 209,565 183,568 18,547 616,139 628,916 844,251 831,031: 112,545 125,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -17,913: 3,513 -262 3,197 -27,900 -28,531 -21,190 -25,596: 3,277 7,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.2 1.9 64.4 65.7 88.2 86.9: 11.8 13.1
Old : 100.0: 21.9 19.2 1.9 64.4 65.7 88.2 86.9: 11.8 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 : 251: 42 57 23 88 127 146 191:
Old : 251: 42 57 23 88 127 146 191:
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 : 24.1 18.4 39.3 27.3 23.5 17.2 37.8 24.0
Old : 24.1 18.4 39.3 27.3 23.5 17.2 37.8 24.0
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 23, 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 : 1,945,472: 252,568 266,166 45,319 1,365,669 1,305,309 1,663,556 1,616,794: 281,916 328,678
Old : 1,945,472: 252,568 266,166 45,319 1,365,669 1,305,309 1,663,556 1,616,794: 281,916 328,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -25,805: 283 4,194 8,187 -20,715 -38,765 -12,245 -26,384: -13,560 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.7 2.3 70.2 67.1 85.5 83.1: 14.5 16.9
Old : 100.0: 13.0 13.7 2.3 70.2 67.1 85.5 83.1: 14.5 16.9
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 : 269: 32 55 40 123 143 184 210:
Old : 269: 32 55 40 123 143 184 210:
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 : 35.5 21.2 45.2 29.4 33.9 18.8 43.1 25.3
Old : 35.5 21.2 45.2 29.4 33.9 18.8 43.1 25.3
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 23, 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 : 1,415,437: 408,230 144,469 26,015 748,242 983,713 1,182,487 1,154,197: 232,950 261,240
Old : 1,415,437: 408,230 144,469 26,015 748,242 983,713 1,182,487 1,154,197: 232,950 261,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -7,033: 82,742 -6,278 5,500 -106,151 -6,769 -17,909 -7,547: 10,876 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 10.2 1.8 52.9 69.5 83.5 81.5: 16.5 18.5
Old : 100.0: 28.8 10.2 1.8 52.9 69.5 83.5 81.5: 16.5 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 : 201: 29 39 26 80 110 126 158:
Old : 201: 29 39 26 80 110 126 158:
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 : 32.9 18.3 43.0 26.7 32.6 14.7 41.9 22.0
Old : 32.9 18.3 43.0 26.7 32.6 14.7 41.9 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 23, 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 : 809,195: 87,059 67,624 108,916 574,100 587,236 770,075 763,776: 39,120 45,419
Old : 809,195: 87,059 67,624 108,916 574,100 587,236 770,075 763,776: 39,120 45,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -20,861: 1,849 5,962 -17,075 -2,840 -6,972 -18,066 -18,085: -2,795 -2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.4 13.5 70.9 72.6 95.2 94.4: 4.8 5.6
Old : 100.0: 10.8 8.4 13.5 70.9 72.6 95.2 94.4: 4.8 5.6
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 : 134: 21 28 32 65 73 104 121:
Old : 134: 21 28 32 65 73 104 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 30.5 53.4 43.1 35.2 22.0 39.3 29.7
Old : 42.6 30.5 53.4 43.1 35.2 22.0 39.3 29.7
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 23, 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 : 52,216: 7,412 1,283 3,235 35,154 41,084 45,801 45,602: 6,415 6,614
Old : 52,216: 7,412 1,283 3,235 35,154 41,084 45,801 45,602: 6,415 6,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -1,644: -1,383 -4,803 211 -798 3,370 -1,969 -1,223: 325 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.5 6.2 67.3 78.7 87.7 87.3: 12.3 12.7
Old : 100.0: 14.2 2.5 6.2 67.3 78.7 87.7 87.3: 12.3 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 : 83: 21 5 8 37 30 62 42:
Old : 83: 21 5 8 37 30 62 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 40.3 41.4 59.2 22.3 36.0 33.7 52.3
Old : 25.7 40.3 41.4 59.2 22.3 36.0 33.7 52.3
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 23, 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 : 13,774: 2,474 2,460 34 9,002 9,711 11,510 12,205: 2,264 1,569
Old : 13,774: 2,474 2,460 34 9,002 9,711 11,510 12,205: 2,264 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 162: 64 202 1 253 253 318 456: -156 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.9 0.2 65.4 70.5 83.6 88.6: 16.4 11.4
Old : 100.0: 18.0 17.9 0.2 65.4 70.5 83.6 88.6: 16.4 11.4
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 : 22: 5 3 1 8 7 14 10:
Old : 22: 5 3 1 8 7 14 10:
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 : 44.3 70.2 66.9 86.8 44.2 70.2 66.5 86.5
Old : 44.3 70.2 66.9 86.8 44.2 70.2 66.5 86.5
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 23, 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 : 76,883: 15,906 3,676 372 52,303 62,745 68,581 66,793: 8,302 10,090
Old : 76,883: 15,906 3,676 372 52,303 62,745 68,581 66,793: 8,302 10,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -3,612: -2,783 -9,900 310 -2,101 6,233 -4,574 -3,357: 962 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.8 0.5 68.0 81.6 89.2 86.9: 10.8 13.1
Old : 100.0: 20.7 4.8 0.5 68.0 81.6 89.2 86.9: 10.8 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 : 77: 20 6 5 34 28 55 38:
Old : 77: 20 6 5 34 28 55 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 47.8 46.8 62.3 31.3 47.6 46.7 62.1
Old : 31.4 47.8 46.8 62.3 31.3 47.6 46.7 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 23, 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 : 12,255: 5,246 6,971 1,456 4,976 3,813 11,678 12,240: 577 15
Old : 12,255: 5,246 6,971 1,456 4,976 3,813 11,678 12,240: 577 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,416: -542 796 606 1,329 0 1,393 1,402: 23 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 56.9 11.9 40.6 31.1 95.3 99.9: 4.7 0.1
Old : 100.0: 42.8 56.9 11.9 40.6 31.1 95.3 99.9: 4.7 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 : 24: 9 11 2 3 1 14 12:
Old : 24: 9 11 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 : 68.6 79.2 88.7 94.2 68.6 69.5 81.3 83.1
Old : 68.6 79.2 88.7 94.2 68.6 69.5 81.3 83.1
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 23, 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 : 12,547: 2,112 412 0 10,098 12,072 12,210 12,484: 337 63
Old : 12,547: 2,112 412 0 10,098 12,072 12,210 12,484: 337 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -796: -1,068 1 -6 293 -793 -781 -798: -15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.3 0.0 80.5 96.2 97.3 99.5: 2.7 0.5
Old : 100.0: 16.8 3.3 0.0 80.5 96.2 97.3 99.5: 2.7 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 : 31: 9 3 0 7 13 16 16:
Old : 31: 9 3 0 7 13 16 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 : 71.2 84.3 91.3 95.1 71.2 84.3 91.3 95.0
Old : 71.2 84.3 91.3 95.1 71.2 84.3 91.3 95.0
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 23, 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 : 20,716: 2,858 1,316 4 17,529 19,331 20,391 20,651: 325 65
Old : 20,716: 2,858 1,316 4 17,529 19,331 20,391 20,651: 325 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -512: -163 -253 4 -437 -283 -596 -532: 84 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 6.4 0.0 84.6 93.3 98.4 99.7: 1.6 0.3
Old : 100.0: 13.8 6.4 0.0 84.6 93.3 98.4 99.7: 1.6 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: 11 4 1 6 13 17 18:
Old : 34: 11 4 1 6 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 : 90.1 77.5 96.5 91.0 90.1 77.5 96.5 91.0
Old : 90.1 77.5 96.5 91.0 90.1 77.5 96.5 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011