WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 30, 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 : 409,734: 79,135 93,575 60,434 235,074 197,493 374,643 351,502: 35,091 58,232
Old : 326,383: 72,457 82,255 33,309 191,402 168,590 297,168 284,154: 29,215 42,229
Other: 83,351: 19,478 24,120 14,325 43,672 28,903 77,475 67,348: 5,876 16,003
: : :
: : Changes in Commitments from: August 23, 2011 :
: -21,864: -3,046 -18,039 -3,011 -13,503 75 -19,560 -20,975: -2,304 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 22.8 14.7 57.4 48.2 91.4 85.8: 8.6 14.2
Old : 100.0: 22.2 25.2 10.2 58.6 51.7 91.0 87.1: 9.0 12.9
Other: 100.0: 23.4 28.9 17.2 52.4 34.7 93.0 80.8: 7.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 100 140 125 75 110 268 308:
Old : 372: 106 133 93 67 101 236 279:
Other: 206: 38 66 29 38 88 100 166:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 17.6 41.1 24.5 24.6 15.7 39.2 20.7
Old : 29.0 21.9 44.5 28.4 28.3 21.1 43.8 27.0
Other: 31.7 17.5 47.7 28.3 26.1 10.9 38.2 17.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 30, 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 : 1,237,201: 491,717 107,548 102,399 497,222 787,716 1,091,338 997,663: 145,863 239,538
Old : 33,529: 18,133 1,154 0 4,493 25,725 22,626 26,879: 10,903 6,650
Other: 1,203,672: 489,440 122,250 86,543 492,729 761,991 1,068,712 970,784: 134,960 232,888
: : :
: : Changes in Commitments from: August 23, 2011 :
: -28,023: 20,096 4,957 -15,581 -25,937 -16,237 -21,422 -26,861: -6,601 -1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 8.7 8.3 40.2 63.7 88.2 80.6: 11.8 19.4
Old : 100.0: 54.1 3.4 0.0 13.4 76.7 67.5 80.2: 32.5 19.8
Other: 100.0: 40.7 10.2 7.2 40.9 63.3 88.8 80.7: 11.2 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 892: 262 162 176 186 380 547 658:
Old : 239: 70 16 0 35 122 105 138:
Other: 887: 253 195 139 169 373 493 648:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 11.2 24.2 17.3 13.9 10.7 21.6 15.3
Old : 7.7 24.3 14.6 35.6 7.3 24.0 14.3 35.3
Other: 16.2 11.3 24.9 17.2 14.2 10.7 22.3 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 30, 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 : 13,929: 3,298 463 541 7,304 11,890 11,143 12,894: 2,786 1,035
Old : 13,895: 3,300 463 538 7,275 11,862 11,113 12,863: 2,782 1,032
Other: 34: 0 2 1 29 28 30 31: 4 3
: : :
: : Changes in Commitments from: August 23, 2011 :
: 1: -76 -534 -232 136 1,283 -172 517: 173 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.3 3.9 52.4 85.4 80.0 92.6: 20.0 7.4
Old : 100.0: 23.7 3.3 3.9 52.4 85.4 80.0 92.6: 20.0 7.4
Other: 100.0: 0.0 5.9 2.9 85.3 82.4 88.2 91.2: 11.8 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 4 5 14 10 35 18:
Old : 43: 20 4 5 14 10 35 18:
Other: 5: 0 2 1 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 38.5 70.1 54.9 85.8 38.5 65.2 50.1 79.3
Old : 38.4 70.2 54.8 86.0 38.4 65.4 50.1 79.3
Other: 88.2 91.2 88.2 91.2 85.3 88.2 85.3 88.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 30, 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 : 579,933: 246,507 48,823 66,950 202,032 393,756 515,489 509,529: 64,444 70,404
Old : 548,072: 240,518 50,978 58,432 186,735 373,518 485,685 482,928: 62,387 65,144
Other: 31,861: 14,185 6,041 322 15,297 20,238 29,804 26,601: 2,057 5,260
: : :
: : Changes in Commitments from: August 23, 2011 :
: 49,115: 48,751 -2,165 15,926 -21,839 35,689 42,838 49,450: 6,277 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 8.4 11.5 34.8 67.9 88.9 87.9: 11.1 12.1
Old : 100.0: 43.9 9.3 10.7 34.1 68.2 88.6 88.1: 11.4 11.9
Other: 100.0: 44.5 19.0 1.0 48.0 63.5 93.5 83.5: 6.5 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 243 110 164 102 193 426 422:
Old : 600: 241 118 151 100 192 417 415:
Other: 242: 46 52 8 29 126 80 182:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 23.0 19.2 32.2 11.2 19.5 18.0 26.8
Old : 12.0 23.2 19.9 32.5 12.0 20.8 19.5 27.9
Other: 39.1 41.4 54.1 53.6 33.5 40.0 48.5 47.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 30, 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 : 25,820: 22,140 3,005 60 8 6,414 22,208 9,479: 3,612 16,341
Old : 23,427: 20,063 2,885 35 8 5,520 20,106 8,440: 3,321 14,987
Other: 2,393: 2,102 145 0 0 894 2,102 1,039: 291 1,354
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,008: 1,639 406 -63 0 515 1,576 858: 432 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 11.6 0.2 0.0 24.8 86.0 36.7: 14.0 63.3
Old : 100.0: 85.6 12.3 0.1 0.0 23.6 85.8 36.0: 14.2 64.0
Other: 100.0: 87.8 6.1 0.0 0.0 37.4 87.8 43.4: 12.2 56.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 12 5 1 16 22 33:
Old : 49: 21 12 5 1 16 22 33:
Other: 31: 8 7 0 0 16 8 23:
:----------------------------------------------------------------------------------------------------
: 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 : 51.7 13.3 68.2 20.6 51.6 13.3 68.1 20.6
Old : 49.3 12.4 66.5 19.6 49.1 12.4 66.4 19.6
Other: 79.0 27.5 87.8 35.1 79.0 27.5 87.8 35.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 30, 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 : 281,529: 73,434 35,286 38,486 136,267 183,659 248,187 257,431: 33,342 24,098
Old : 8,925: 5,698 1,501 3 1,360 5,749 7,061 7,253: 1,864 1,672
Other: 272,604: 73,710 39,759 32,509 134,907 177,910 241,126 250,178: 31,478 22,426
: : :
: : Changes in Commitments from: August 23, 2011 :
: 4,665: 11,072 -15,795 4,852 -17,443 18,789 -1,519 7,846: 6,184 -3,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.5 13.7 48.4 65.2 88.2 91.4: 11.8 8.6
Old : 100.0: 63.8 16.8 0.0 15.2 64.4 79.1 81.3: 20.9 18.7
Other: 100.0: 27.0 14.6 11.9 49.5 65.3 88.5 91.8: 11.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 84 56 69 62 64 195 162:
Old : 50: 23 5 1 7 17 30 23:
Other: 244: 82 70 61 60 62 185 158:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 24.3 21.8 37.9 12.2 19.5 20.1 30.9
Old : 21.9 49.3 39.8 66.1 21.9 48.7 39.8 62.5
Other: 13.9 24.7 22.6 38.3 12.6 20.2 20.7 31.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 30, 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 : 689,017: 61,361 92,401 9,996 459,211 445,053 530,568 547,450: 158,449 141,567
Old : 689,017: 61,361 92,401 9,996 459,211 445,053 530,568 547,450: 158,449 141,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 32,967: -4,934 -19,693 -3,968 29,739 43,202 20,837 19,541: 12,130 13,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 13.4 1.5 66.6 64.6 77.0 79.5: 23.0 20.5
Old : 100.0: 8.9 13.4 1.5 66.6 64.6 77.0 79.5: 23.0 20.5
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 : 140: 27 22 14 69 63 102 93:
Old : 140: 27 22 14 69 63 102 93:
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 : 22.2 21.7 31.1 33.5 19.5 16.9 26.7 27.6
Old : 22.2 21.7 31.1 33.5 19.5 16.9 26.7 27.6
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 30, 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 : 427,295: 50,302 46,133 16,771 287,419 324,866 354,492 387,770: 72,803 39,525
Old : 427,295: 50,302 46,133 16,771 287,419 324,866 354,492 387,770: 72,803 39,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 19,805: -1,864 -11,549 14,041 6,617 17,272 18,794 19,764: 1,011 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.8 3.9 67.3 76.0 83.0 90.7: 17.0 9.3
Old : 100.0: 11.8 10.8 3.9 67.3 76.0 83.0 90.7: 17.0 9.3
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 : 75: 7 8 3 43 39 51 49:
Old : 75: 7 8 3 43 39 51 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 : 24.6 48.6 41.0 62.2 21.9 48.1 37.5 59.7
Old : 24.6 48.6 41.0 62.2 21.9 48.1 37.5 59.7
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 30, 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 : 10,324: 943 844 801 7,954 8,283 9,698 9,928: 626 396
Old : 10,324: 943 844 801 7,954 8,283 9,698 9,928: 626 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 231: -93 -154 191 150 195 248 232: -17 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.2 7.8 77.0 80.2 93.9 96.2: 6.1 3.8
Old : 100.0: 9.1 8.2 7.8 77.0 80.2 93.9 96.2: 6.1 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 : 37: 7 3 4 23 25 32 30:
Old : 37: 7 3 4 23 25 32 30:
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 : 55.2 46.6 70.4 65.9 30.3 24.0 36.0 36.6
Old : 55.2 46.6 70.4 65.9 30.3 24.0 36.0 36.6
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 30, 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 : 200,624: 69,878 21,865 25,105 65,792 132,873 160,775 179,843: 39,849 20,781
Old : 8,988: 5,595 1,101 0 1,070 5,694 6,665 6,795: 2,323 2,193
Other: 191,636: 69,738 26,219 19,650 64,722 127,179 154,110 173,048: 37,526 18,588
: : :
: : Changes in Commitments from: August 23, 2011 :
: 16,988: 11,924 -939 6,872 -1,948 14,123 16,848 20,056: 140 -3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 10.9 12.5 32.8 66.2 80.1 89.6: 19.9 10.4
Old : 100.0: 62.2 12.2 0.0 11.9 63.4 74.2 75.6: 25.8 24.4
Other: 100.0: 36.4 13.7 10.3 33.8 66.4 80.4 90.3: 19.6 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 74 34 57 58 65 169 144:
Old : 63: 19 6 0 5 34 24 40:
Other: 211: 73 50 49 57 60 160 138:
:----------------------------------------------------------------------------------------------------
: 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 33.0 21.2 43.8 8.7 24.4 15.6 33.5
Old : 27.8 25.8 48.3 39.9 26.1 25.8 45.3 39.5
Other: 13.4 34.3 22.2 45.2 9.1 25.2 16.3 34.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 30, 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 : 19,164: 4,708 2,163 2,855 6,936 13,189 14,499 18,207: 4,665 957
Old : 19,164: 4,708 2,163 2,855 6,936 13,189 14,499 18,207: 4,665 957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 514: 635 -167 199 -255 641 579 673: -65 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.3 14.9 36.2 68.8 75.7 95.0: 24.3 5.0
Old : 100.0: 24.6 11.3 14.9 36.2 68.8 75.7 95.0: 24.3 5.0
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 : 95: 37 17 25 22 16 77 49:
Old : 95: 37 17 25 22 16 77 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 : 21.9 51.5 34.6 64.8 21.9 50.2 34.2 61.1
Old : 21.9 51.5 34.6 64.8 21.9 50.2 34.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 30, 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 : 887,138: 183,434 167,416 39,404 537,364 545,356 760,202 752,176: 126,936 134,962
Old : 887,138: 183,434 167,416 39,404 537,364 545,356 760,202 752,176: 126,936 134,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -69,658: -26,131 -16,152 20,857 -78,775 -83,560 -84,049 -78,855: 14,391 9,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 18.9 4.4 60.6 61.5 85.7 84.8: 14.3 15.2
Old : 100.0: 20.7 18.9 4.4 60.6 61.5 85.7 84.8: 14.3 15.2
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 : 232: 37 51 20 92 118 143 176:
Old : 232: 37 51 20 92 118 143 176:
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 : 20.5 17.6 32.9 26.0 20.1 15.5 30.4 22.3
Old : 20.5 17.6 32.9 26.0 20.1 15.5 30.4 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 30, 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 : 2,011,822: 231,773 231,636 61,378 1,428,479 1,401,190 1,721,630 1,694,204: 290,192 317,618
Old : 2,011,822: 231,773 231,636 61,378 1,428,479 1,401,190 1,721,630 1,694,204: 290,192 317,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 66,350: -20,795 -34,530 16,059 62,810 95,881 58,074 77,410: 8,276 -11,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.5 3.1 71.0 69.6 85.6 84.2: 14.4 15.8
Old : 100.0: 11.5 11.5 3.1 71.0 69.6 85.6 84.2: 14.4 15.8
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 : 239: 44 41 28 111 126 169 181:
Old : 239: 44 41 28 111 126 169 181:
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 : 31.7 22.3 40.4 32.8 30.5 19.2 38.0 26.3
Old : 31.7 22.3 40.4 32.8 30.5 19.2 38.0 26.3
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 30, 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 : 1,431,167: 370,595 90,719 43,947 780,801 1,017,137 1,195,343 1,151,803: 235,824 279,364
Old : 1,431,167: 370,595 90,719 43,947 780,801 1,017,137 1,195,343 1,151,803: 235,824 279,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 15,730: -37,635 -53,750 17,932 32,559 33,424 12,856 -2,394: 2,874 18,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 6.3 3.1 54.6 71.1 83.5 80.5: 16.5 19.5
Old : 100.0: 25.9 6.3 3.1 54.6 71.1 83.5 80.5: 16.5 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 : 178: 39 19 19 76 103 122 134:
Old : 178: 39 19 19 76 103 122 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 19.9 40.2 30.6 26.7 16.1 38.0 23.4
Old : 27.0 19.9 40.2 30.6 26.7 16.1 38.0 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 30, 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 : 799,502: 89,618 69,916 104,849 567,349 579,713 761,816 754,478: 37,686 45,024
Old : 799,502: 89,618 69,916 104,849 567,349 579,713 761,816 754,478: 37,686 45,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -9,693: 2,559 2,292 -4,067 -6,751 -7,523 -8,259 -9,298: -1,434 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.7 13.1 71.0 72.5 95.3 94.4: 4.7 5.6
Old : 100.0: 11.2 8.7 13.1 71.0 72.5 95.3 94.4: 4.7 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 : 132: 19 30 33 63 72 103 120:
Old : 132: 19 30 33 63 72 103 120:
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 : 43.2 30.3 54.0 43.0 35.9 22.4 40.8 31.1
Old : 43.2 30.3 54.0 43.0 35.9 22.4 40.8 31.1
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 30, 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 : 52,814: 7,037 3,844 3,177 36,657 38,333 46,871 45,353: 5,943 7,461
Old : 52,814: 7,037 3,844 3,177 36,657 38,333 46,871 45,353: 5,943 7,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 598: -375 2,561 -59 1,504 -2,751 1,070 -249: -472 847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 7.3 6.0 69.4 72.6 88.7 85.9: 11.3 14.1
Old : 100.0: 13.3 7.3 6.0 69.4 72.6 88.7 85.9: 11.3 14.1
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 : 86: 15 10 8 38 35 58 50:
Old : 86: 15 10 8 38 35 58 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 : 26.0 31.9 42.0 49.4 23.3 27.7 35.3 42.7
Old : 26.0 31.9 42.0 49.4 23.3 27.7 35.3 42.7
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 30, 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 : 13,834: 2,529 2,450 43 9,002 9,711 11,574 12,204: 2,260 1,630
Old : 13,834: 2,529 2,450 43 9,002 9,711 11,574 12,204: 2,260 1,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 60: 55 -10 9 0 0 64 -1: -4 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 17.7 0.3 65.1 70.2 83.7 88.2: 16.3 11.8
Old : 100.0: 18.3 17.7 0.3 65.1 70.2 83.7 88.2: 16.3 11.8
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 : 22: 5 3 2 8 7 15 10:
Old : 22: 5 3 2 8 7 15 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 : 44.1 73.5 66.6 86.4 44.0 73.5 66.2 86.2
Old : 44.1 73.5 66.6 86.4 44.0 73.5 66.2 86.2
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 30, 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 : 77,959: 15,156 8,927 127 55,310 57,244 70,593 66,298: 7,366 11,661
Old : 77,959: 15,156 8,927 127 55,310 57,244 70,593 66,298: 7,366 11,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 1,076: -750 5,251 -245 3,007 -5,501 2,012 -495: -936 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 11.5 0.2 70.9 73.4 90.6 85.0: 9.4 15.0
Old : 100.0: 19.4 11.5 0.2 70.9 73.4 90.6 85.0: 9.4 15.0
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 : 81: 14 10 4 36 33 51 46:
Old : 81: 14 10 4 36 33 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 34.7 47.5 51.1 31.0 34.6 47.4 51.0
Old : 31.1 34.7 47.5 51.1 31.0 34.6 47.4 51.0
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 30, 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 : 12,337: 5,364 7,012 1,512 4,907 3,813 11,783 12,337: 554 0
Old : 12,337: 5,364 7,012 1,512 4,907 3,813 11,783 12,337: 554 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 82: 118 41 56 -69 0 105 97: -23 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 56.8 12.3 39.8 30.9 95.5 100.0: 4.5 0.0
Old : 100.0: 43.5 56.8 12.3 39.8 30.9 95.5 100.0: 4.5 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 : 26: 11 11 2 3 1 16 12:
Old : 26: 11 11 2 3 1 16 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 : 69.5 79.8 89.4 94.5 69.5 69.7 80.2 83.0
Old : 69.5 79.8 89.4 94.5 69.5 69.7 80.2 83.0
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 30, 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 : 11,444: 2,349 414 4 8,761 10,947 11,114 11,365: 330 79
Old : 11,444: 2,349 414 4 8,761 10,947 11,114 11,365: 330 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -1,103: 237 2 4 -1,337 -1,125 -1,096 -1,119: -7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.6 0.0 76.6 95.7 97.1 99.3: 2.9 0.7
Old : 100.0: 20.5 3.6 0.0 76.6 95.7 97.1 99.3: 2.9 0.7
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 : 31: 9 3 1 7 14 16 18:
Old : 31: 9 3 1 7 14 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 : 72.6 82.9 89.6 94.5 72.5 82.9 89.5 94.4
Old : 72.6 82.9 89.6 94.5 72.5 82.9 89.5 94.4
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 30, 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 : 21,226: 3,313 1,253 4 17,633 19,892 20,950 21,149: 276 77
Old : 21,226: 3,313 1,253 4 17,633 19,892 20,950 21,149: 276 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 510: 455 -63 0 104 561 559 498: -49 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.9 0.0 83.1 93.7 98.7 99.6: 1.3 0.4
Old : 100.0: 15.6 5.9 0.0 83.1 93.7 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 3 1 6 13 18 17:
Old : 34: 12 3 1 6 13 18 17:
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 76.2 95.8 91.3 90.1 76.2 95.8 91.3
Old : 90.1 76.2 95.8 91.3 90.1 76.2 95.8 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011