WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 536,561: 82,243 106,024 134,374 274,392 230,958 491,009 471,356: 45,553 65,205
Old : 472,188: 78,318 102,474 112,116 241,148 206,904 431,582 421,495: 40,605 50,693
Other: 64,373: 15,796 15,421 10,387 33,243 24,053 59,426 49,861: 4,947 14,512
: : :
: : Changes in Commitments from: June 28, 2011 :
: 13,739: 635 7,043 10,049 4,541 -3,345 15,224 13,747: -1,485 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 19.8 25.0 51.1 43.0 91.5 87.8: 8.5 12.2
Old : 100.0: 16.6 21.7 23.7 51.1 43.8 91.4 89.3: 8.6 10.7
Other: 100.0: 24.5 24.0 16.1 51.6 37.4 92.3 77.5: 7.7 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 132 151 172 91 122 321 364:
Old : 424: 138 151 160 87 118 309 353:
Other: 185: 37 54 30 35 82 93 149:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 16.2 32.9 21.8 19.0 14.7 30.4 19.1
Old : 21.6 18.1 33.5 24.2 21.0 17.2 31.8 22.5
Other: 41.5 18.3 56.6 28.4 34.1 10.8 46.6 18.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 1,719,396: 325,765 93,911 468,943 733,143 889,453 1,527,852 1,452,307: 191,544 267,089
Old : 552,933: 109,216 52,282 127,284 256,401 313,030 492,902 492,597: 60,031 60,336
Other: 1,166,463: 264,523 89,603 293,684 476,742 576,423 1,034,950 959,710: 131,513 206,752
: : :
: : Changes in Commitments from: June 28, 2011 :
: -60,511: -26,163 10,005 -13,438 2,780 -48,283 -36,822 -51,716: -23,690 -8,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.5 27.3 42.6 51.7 88.9 84.5: 11.1 15.5
Old : 100.0: 19.8 9.5 23.0 46.4 56.6 89.1 89.1: 10.9 10.9
Other: 100.0: 22.7 7.7 25.2 40.9 49.4 88.7 82.3: 11.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 821: 230 157 274 287 386 639 707:
Old : 668: 168 117 142 186 312 401 524:
Other: 784: 198 166 225 252 369 565 652:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 12.3 21.3 17.9 11.0 7.2 15.6 10.3
Old : 21.1 23.9 30.0 30.2 21.0 21.9 28.3 26.3
Other: 13.3 9.5 21.6 14.8 8.8 6.1 15.6 8.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 13,844: 3,067 769 1,474 6,933 10,084 11,474 12,327: 2,370 1,517
Old : 13,815: 3,066 769 1,474 6,905 10,056 11,445 12,299: 2,370 1,516
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: June 28, 2011 :
: 699: 168 170 197 534 82 899 450: -201 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.6 10.6 50.1 72.8 82.9 89.0: 17.1 11.0
Old : 100.0: 22.2 5.6 10.7 50.0 72.8 82.8 89.0: 17.2 11.0
Other: 100.0: 3.4 0.0 0.0 96.6 96.6 100.0 96.6: 0.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 5 6 15 12 33 22:
Old : 41: 17 5 6 15 12 33 22:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 55.7 50.4 74.9 26.8 48.2 42.5 63.2
Old : 30.0 55.9 50.3 74.9 26.6 48.3 42.4 63.1
Other: 100.0 96.6 100.0 96.6 100.0 96.6 100.0 96.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 701,227: 117,064 63,590 193,873 338,135 356,901 649,073 614,364: 52,154 86,862
Old : 101,311: 19,645 4,120 25,327 46,940 59,843 91,913 89,290: 9,398 12,021
Other: 599,915: 112,495 74,547 153,470 291,194 297,058 557,160 525,074: 42,756 74,841
: : :
: : Changes in Commitments from: June 28, 2011 :
: -11,498: 1,752 1,575 -8,011 -3,850 -2,657 -10,108 -9,092: -1,389 -2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 9.1 27.6 48.2 50.9 92.6 87.6: 7.4 12.4
Old : 100.0: 19.4 4.1 25.0 46.3 59.1 90.7 88.1: 9.3 11.9
Other: 100.0: 18.8 12.4 25.6 48.5 49.5 92.9 87.5: 7.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 526: 162 137 197 128 202 381 460:
Old : 310: 76 66 68 67 130 179 230:
Other: 518: 151 147 174 114 199 347 447:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 15.2 24.0 23.6 12.7 9.1 18.5 13.3
Old : 31.7 24.2 41.6 35.2 25.5 21.6 32.9 29.5
Other: 15.5 15.4 25.4 24.0 14.6 11.4 21.1 16.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 21,681: 18,855 1,623 171 6 4,958 19,032 6,752: 2,649 14,929
Old : 679: 518 46 18 6 170 542 234: 137 445
Other: 21,002: 18,380 1,620 110 0 4,788 18,490 6,518: 2,512 14,484
: : :
: : Changes in Commitments from: June 28, 2011 :
: -198: -485 348 25 0 -302 -460 71: 262 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 7.5 0.8 0.0 22.9 87.8 31.1: 12.2 68.9
Old : 100.0: 76.3 6.8 2.7 0.9 25.0 79.8 34.5: 20.2 65.5
Other: 100.0: 87.5 7.7 0.5 0.0 22.8 88.0 31.0: 12.0 69.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 5 7 2 13 17 25:
Old : 20: 8 2 2 2 8 11 11:
Other: 33: 15 5 7 0 13 15 25:
:----------------------------------------------------------------------------------------------------
: 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 : 59.2 13.9 76.5 20.8 59.1 13.9 76.1 20.8
Old : 69.7 30.3 78.6 33.3 69.2 28.1 76.4 31.1
Other: 59.8 13.7 76.5 20.7 59.7 13.7 76.4 20.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 328,507: 63,521 52,098 60,414 174,498 187,305 298,434 299,817: 30,074 28,690
Old : 103,916: 11,765 14,751 19,101 61,258 57,811 92,124 91,663: 11,792 12,252
Other: 224,592: 61,026 46,616 32,044 113,240 129,494 206,310 208,154: 18,282 16,438
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,942: -5,119 6,781 2,135 -1,936 -9,977 -4,920 -1,061: 979 -2,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.9 18.4 53.1 57.0 90.8 91.3: 9.2 8.7
Old : 100.0: 11.3 14.2 18.4 58.9 55.6 88.7 88.2: 11.3 11.8
Other: 100.0: 27.2 20.8 14.3 50.4 57.7 91.9 92.7: 8.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 64 81 90 66 71 194 202:
Old : 168: 51 42 51 52 60 127 132:
Other: 224: 64 83 59 54 61 158 165:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 26.5 23.7 36.4 11.4 18.6 18.7 25.8
Old : 23.2 21.5 35.3 33.6 17.3 17.0 24.9 23.5
Other: 14.9 30.2 26.5 41.2 14.3 26.2 25.0 35.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 676,182: 62,151 135,376 43,331 417,117 348,335 522,599 527,043: 153,582 149,139
Old : 676,182: 62,151 135,376 43,331 417,117 348,335 522,599 527,043: 153,582 149,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -41,026: -19,451 156 1,274 -16,293 -46,651 -34,470 -45,221: -6,556 4,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.0 6.4 61.7 51.5 77.3 77.9: 22.7 22.1
Old : 100.0: 9.2 20.0 6.4 61.7 51.5 77.3 77.9: 22.7 22.1
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 : 154: 26 31 34 78 75 123 121:
Old : 154: 26 31 34 78 75 123 121:
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 : 19.7 19.1 28.8 28.3 19.3 17.9 26.4 25.9
Old : 19.7 19.1 28.8 28.3 19.3 17.9 26.4 25.9
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 386,953: 58,162 60,265 3,125 263,960 277,822 325,247 341,213: 61,707 45,741
Old : 386,953: 58,162 60,265 3,125 263,960 277,822 325,247 341,213: 61,707 45,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -7,152: 5,927 713 -482 -8,506 -8,275 -3,061 -8,045: -4,091 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.6 0.8 68.2 71.8 84.1 88.2: 15.9 11.8
Old : 100.0: 15.0 15.6 0.8 68.2 71.8 84.1 88.2: 15.9 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 : 76: 8 11 5 39 36 50 49:
Old : 76: 8 11 5 39 36 50 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 : 27.5 47.6 47.2 60.6 25.7 47.1 43.2 60.1
Old : 27.5 47.6 47.2 60.6 25.7 47.1 43.2 60.1
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 8,896: 651 516 308 7,575 7,868 8,534 8,692: 362 204
Old : 8,896: 651 516 308 7,575 7,868 8,534 8,692: 362 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -119: 141 51 -131 -31 82 -21 2: -98 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.8 3.5 85.2 88.4 95.9 97.7: 4.1 2.3
Old : 100.0: 7.3 5.8 3.5 85.2 88.4 95.9 97.7: 4.1 2.3
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 : 39: 6 4 4 22 28 30 34:
Old : 39: 6 4 4 22 28 30 34:
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 : 46.7 41.0 66.8 63.4 26.2 21.2 36.4 31.5
Old : 46.7 41.0 66.8 63.4 26.2 21.2 36.4 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 214,849: 36,737 33,212 41,961 103,080 110,733 181,778 185,906: 33,071 28,943
Old : 80,811: 16,470 5,816 10,261 38,979 53,778 65,711 69,855: 15,100 10,956
Other: 134,038: 27,566 34,696 24,401 64,101 56,955 116,068 116,051: 17,970 17,987
: : :
: : Changes in Commitments from: June 28, 2011 :
: -11,750: -1,027 1,199 -1,815 -3,608 -7,875 -6,450 -8,492: -5,300 -3,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.5 19.5 48.0 51.5 84.6 86.5: 15.4 13.5
Old : 100.0: 20.4 7.2 12.7 48.2 66.5 81.3 86.4: 18.7 13.6
Other: 100.0: 20.6 25.9 18.2 47.8 42.5 86.6 86.6: 13.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 43 45 52 65 68 140 143:
Old : 132: 31 21 36 58 57 110 100:
Other: 154: 37 41 36 57 53 112 117:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 27.0 26.6 35.8 9.0 17.8 15.8 24.5
Old : 21.4 41.4 31.2 51.2 18.6 39.7 28.1 47.0
Other: 20.6 22.1 32.2 34.3 12.2 14.3 20.9 23.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 18,648: 4,197 2,893 2,583 7,842 11,405 14,623 16,881: 4,026 1,767
Old : 18,648: 4,197 2,893 2,583 7,842 11,405 14,623 16,881: 4,026 1,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -141: 138 197 -16 -152 -134 -30 47: -112 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 15.5 13.9 42.1 61.2 78.4 90.5: 21.6 9.5
Old : 100.0: 22.5 15.5 13.9 42.1 61.2 78.4 90.5: 21.6 9.5
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 : 87: 30 21 21 27 18 71 48:
Old : 87: 30 21 21 27 18 71 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 39.6 37.8 53.5 25.9 39.1 37.7 52.2
Old : 25.9 39.6 37.8 53.5 25.9 39.1 37.7 52.2
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 with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,040,582: 240,484 176,756 54,635 638,590 657,983 933,709 889,374: 106,873 151,208
Old : 1,040,582: 240,484 176,756 54,635 638,590 657,983 933,709 889,374: 106,873 151,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -44,674: -14,878 -6,186 -5,946 -21,628 -31,659 -42,452 -43,791: -2,222 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 17.0 5.3 61.4 63.2 89.7 85.5: 10.3 14.5
Old : 100.0: 23.1 17.0 5.3 61.4 63.2 89.7 85.5: 10.3 14.5
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 : 266: 48 61 33 94 127 165 198:
Old : 266: 48 61 33 94 127 165 198:
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 : 25.8 12.6 40.5 22.1 24.5 11.0 37.8 18.7
Old : 25.8 12.6 40.5 22.1 24.5 11.0 37.8 18.7
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 2,236,819: 222,511 273,324 250,594 1,449,041 1,349,301 1,922,146 1,873,219: 314,673 363,600
Old : 2,236,819: 222,511 273,324 250,594 1,449,041 1,349,301 1,922,146 1,873,219: 314,673 363,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -10,760: -12,117 26,902 2,904 8,280 -19,974 -933 9,831: -9,828 -20,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.2 11.2 64.8 60.3 85.9 83.7: 14.1 16.3
Old : 100.0: 9.9 12.2 11.2 64.8 60.3 85.9 83.7: 14.1 16.3
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 : 290: 55 52 65 146 169 231 256:
Old : 290: 55 52 65 146 169 231 256:
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 : 21.3 15.4 29.2 22.5 19.9 11.2 26.1 17.0
Old : 21.3 15.4 29.2 22.5 19.9 11.2 26.1 17.0
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 1,601,414: 383,768 143,973 97,711 891,409 1,055,576 1,372,888 1,297,260: 228,525 304,154
Old : 1,601,414: 383,768 143,973 97,711 891,409 1,055,576 1,372,888 1,297,260: 228,525 304,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -103,569: -65,112 -1,938 -2,694 -20,464 -102,073 -88,270 -106,706: -15,299 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.0 6.1 55.7 65.9 85.7 81.0: 14.3 19.0
Old : 100.0: 24.0 9.0 6.1 55.7 65.9 85.7 81.0: 14.3 19.0
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 : 206: 38 36 35 84 114 139 168:
Old : 206: 38 36 35 84 114 139 168:
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 : 35.7 20.7 44.0 30.0 35.4 19.0 43.0 25.9
Old : 35.7 20.7 44.0 30.0 35.4 19.0 43.0 25.9
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 968,139: 65,752 64,905 311,012 555,556 539,265 932,320 915,182: 35,819 52,957
Old : 968,139: 65,752 64,905 311,012 555,556 539,265 932,320 915,182: 35,819 52,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -95,729: -15,829 -4,439 -49,830 -23,677 -33,551 -89,337 -87,820: -6,392 -7,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.7 32.1 57.4 55.7 96.3 94.5: 3.7 5.5
Old : 100.0: 6.8 6.7 32.1 57.4 55.7 96.3 94.5: 3.7 5.5
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 : 146: 30 32 43 68 78 119 136:
Old : 146: 30 32 43 68 78 119 136:
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 : 35.3 24.0 49.9 37.2 21.3 10.0 23.9 14.2
Old : 35.3 24.0 49.9 37.2 21.3 10.0 23.9 14.2
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 51,303: 18,083 4,825 741 26,066 41,660 44,890 47,226: 6,413 4,078
Old : 51,303: 18,083 4,825 741 26,066 41,660 44,890 47,226: 6,413 4,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 10,334: 7,277 2,326 97 2,600 7,984 9,974 10,406: 360 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 9.4 1.4 50.8 81.2 87.5 92.1: 12.5 7.9
Old : 100.0: 35.2 9.4 1.4 50.8 81.2 87.5 92.1: 12.5 7.9
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 : 91: 23 13 6 36 28 63 43:
Old : 91: 23 13 6 36 28 63 43:
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 44.0 46.0 60.8 31.1 43.8 46.0 60.6
Old : 31.1 44.0 46.0 60.8 31.1 43.8 46.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 102,607: 36,165 9,650 1,482 52,132 83,319 89,780 94,452: 12,827 8,155
Old : 102,607: 36,165 9,650 1,482 52,132 83,319 89,780 94,452: 12,827 8,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 20,668: 14,554 4,652 193 5,199 15,967 19,947 20,813: 721 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 9.4 1.4 50.8 81.2 87.5 92.1: 12.5 7.9
Old : 100.0: 35.2 9.4 1.4 50.8 81.2 87.5 92.1: 12.5 7.9
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 : 91: 23 13 6 36 28 63 43:
Old : 91: 23 13 6 36 28 63 43:
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 44.0 46.0 60.8 31.1 43.8 46.0 60.6
Old : 31.1 44.0 46.0 60.8 31.1 43.8 46.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,219: 2,998 1,783 486 1,814 3,813 5,298 6,082: 921 137
Old : 6,219: 2,998 1,783 486 1,814 3,813 5,298 6,082: 921 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 58: 60 30 0 -4 0 56 30: 2 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 28.7 7.8 29.2 61.3 85.2 97.8: 14.8 2.2
Old : 100.0: 48.2 28.7 7.8 29.2 61.3 85.2 97.8: 14.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 6 1 3 1 14 7:
Old : 20: 10 6 1 3 1 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 87.6 77.0 97.8 56.5 79.8 71.6 90.0
Old : 56.5 87.6 77.0 97.8 56.5 79.8 71.6 90.0
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 13,911: 1,402 733 16 12,211 13,112 13,629 13,861: 282 50
Old : 13,911: 1,402 733 16 12,211 13,112 13,629 13,861: 282 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 507: -1,916 -26 4 2,496 533 584 511: -77 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.3 0.1 87.8 94.3 98.0 99.6: 2.0 0.4
Old : 100.0: 10.1 5.3 0.1 87.8 94.3 98.0 99.6: 2.0 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 : 29: 5 6 1 8 12 13 19:
Old : 29: 5 6 1 8 12 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 83.5 94.8 94.0 81.1 83.5 94.6 93.9
Old : 81.1 83.5 94.8 94.0 81.1 83.5 94.6 93.9
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 with Delta-adjusted Options and Futures Combined, July 5, 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 : 25,408: 4,542 1,488 0 20,608 23,850 25,150 25,338: 258 70
Old : 25,408: 4,542 1,488 0 20,608 23,850 25,150 25,338: 258 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -158: -646 655 0 546 -803 -100 -148: -58 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 5.9 0.0 81.1 93.9 99.0 99.7: 1.0 0.3
Old : 100.0: 17.9 5.9 0.0 81.1 93.9 99.0 99.7: 1.0 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 : 32: 5 7 0 8 13 13 20:
Old : 32: 5 7 0 8 13 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 71.2 97.9 89.1 89.0 71.2 97.9 89.1
Old : 89.0 71.2 97.9 89.1 89.0 71.2 97.9 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011