WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 541,783: 80,060 102,633 139,965 275,553 233,569 495,578 476,167: 46,204 65,616
Old : 475,636: 75,639 96,479 118,786 240,174 209,554 434,599 424,819: 41,037 50,817
Other: 66,147: 15,065 16,798 10,535 35,379 24,015 60,979 51,348: 5,168 14,799
: : :
: : Changes in Commitments from: July 5, 2011 :
: 5,221: -2,183 -3,391 5,591 1,161 2,611 4,570 4,811: 652 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.9 25.8 50.9 43.1 91.5 87.9: 8.5 12.1
Old : 100.0: 15.9 20.3 25.0 50.5 44.1 91.4 89.3: 8.6 10.7
Other: 100.0: 22.8 25.4 15.9 53.5 36.3 92.2 77.6: 7.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 128 144 173 89 119 317 351:
Old : 407: 128 145 162 85 115 305 340:
Other: 179: 34 52 28 34 82 88 146:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 15.6 32.7 21.0 18.6 13.4 30.3 17.8
Old : 21.3 17.4 33.1 23.4 20.4 16.2 31.1 21.4
Other: 42.0 19.3 57.1 29.4 35.2 12.1 47.1 19.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,752,002: 340,584 91,003 501,964 719,464 887,116 1,562,012 1,480,083: 189,990 271,919
Old : 537,414: 108,793 53,482 136,719 236,360 289,840 481,872 480,041: 55,542 57,373
Other: 1,214,588: 279,380 85,110 317,655 483,105 597,276 1,080,140 1,000,042: 134,448 214,546
: : :
: : Changes in Commitments from: July 5, 2011 :
: 32,607: 14,819 -2,907 33,020 -13,679 -2,337 34,161 27,776: -1,554 4,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.2 28.7 41.1 50.6 89.2 84.5: 10.8 15.5
Old : 100.0: 20.2 10.0 25.4 44.0 53.9 89.7 89.3: 10.3 10.7
Other: 100.0: 23.0 7.0 26.2 39.8 49.2 88.9 82.3: 11.1 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 837: 230 172 272 277 392 631 721:
Old : 669: 164 119 138 170 317 384 524:
Other: 795: 196 178 228 245 373 567 661:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 11.8 21.6 17.3 10.8 7.0 15.3 10.0
Old : 21.6 22.9 31.1 29.5 21.4 20.8 28.8 25.4
Other: 13.6 9.2 21.7 14.6 8.9 5.9 15.8 8.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 13,985: 2,869 940 1,569 7,081 10,060 11,519 12,570: 2,466 1,416
Old : 13,956: 2,868 940 1,569 7,053 10,032 11,490 12,542: 2,466 1,415
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: July 5, 2011 :
: 142: -198 171 95 148 -23 45 243: 96 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.7 11.2 50.6 71.9 82.4 89.9: 17.6 10.1
Old : 100.0: 20.5 6.7 11.2 50.5 71.9 82.3 89.9: 17.7 10.1
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 : 43: 18 6 6 15 12 33 24:
Old : 43: 18 6 6 15 12 33 24:
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 : 31.2 54.5 51.4 74.1 27.5 47.0 41.7 62.0
Old : 31.1 54.6 51.3 74.0 27.4 47.1 41.6 61.9
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 12, 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 : 701,473: 127,766 54,879 198,869 316,794 364,239 643,428 617,987: 58,045 83,487
Old : 86,517: 18,093 3,302 22,335 38,296 52,156 78,724 77,793: 7,793 8,725
Other: 614,956: 122,799 64,703 163,407 278,498 312,083 564,704 540,194: 50,252 74,762
: : :
: : Changes in Commitments from: July 5, 2011 :
: 246: 10,701 -8,711 4,995 -21,341 7,339 -5,644 3,622: 5,891 -3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.8 28.4 45.2 51.9 91.7 88.1: 8.3 11.9
Old : 100.0: 20.9 3.8 25.8 44.3 60.3 91.0 89.9: 9.0 10.1
Other: 100.0: 20.0 10.5 26.6 45.3 50.7 91.8 87.8: 8.2 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 158 141 197 131 201 388 457:
Old : 309: 83 58 61 77 124 182 221:
Other: 519: 143 161 181 114 197 357 444:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 16.0 23.9 24.4 12.7 10.9 18.4 15.4
Old : 25.4 24.8 37.4 37.1 20.6 18.6 27.5 25.9
Other: 15.4 16.1 24.5 24.3 14.2 11.8 20.5 16.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,280: 19,553 1,565 112 3 5,011 19,668 6,688: 2,612 15,592
Old : 642: 407 16 0 3 180 410 196: 232 446
Other: 21,638: 19,146 1,549 112 0 4,831 19,258 6,492: 2,380 15,146
: : :
: : Changes in Commitments from: July 5, 2011 :
: 599: 698 -58 -59 -3 53 636 -64: -37 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 7.0 0.5 0.0 22.5 88.3 30.0: 11.7 70.0
Old : 100.0: 63.4 2.5 0.0 0.5 28.0 63.9 30.5: 36.1 69.5
Other: 100.0: 88.5 7.2 0.5 0.0 22.3 89.0 30.0: 11.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 5 6 1 13 18 24:
Old : 19: 9 2 0 1 7 10 9:
Other: 35: 17 5 6 0 13 17 24:
:----------------------------------------------------------------------------------------------------
: 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 : 57.7 13.6 74.0 20.4 57.6 13.6 73.9 20.4
Old : 55.3 27.4 62.6 30.2 55.3 27.4 62.6 30.2
Other: 58.1 13.4 74.4 20.2 58.1 13.4 74.3 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 325,971: 68,716 41,223 57,854 168,362 199,481 294,932 298,558: 31,038 27,413
Old : 93,534: 13,582 13,843 15,064 54,101 54,071 82,747 82,978: 10,788 10,556
Other: 232,436: 63,699 35,945 34,224 114,262 145,410 212,186 215,579: 20,251 16,857
: : :
: : Changes in Commitments from: July 5, 2011 :
: -2,537: 5,195 -10,875 -2,560 -6,136 12,176 -3,501 -1,260: 964 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.6 17.7 51.6 61.2 90.5 91.6: 9.5 8.4
Old : 100.0: 14.5 14.8 16.1 57.8 57.8 88.5 88.7: 11.5 11.3
Other: 100.0: 27.4 15.5 14.7 49.2 62.6 91.3 92.7: 8.7 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 78 65 77 67 74 191 187:
Old : 162: 53 33 41 52 63 119 124:
Other: 219: 68 71 56 55 65 159 160:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 29.4 23.4 40.0 11.5 22.4 18.8 30.4
Old : 24.9 21.0 36.5 32.2 20.9 17.4 29.0 24.9
Other: 14.5 34.6 25.1 46.0 14.0 30.6 24.2 40.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 732,836: 74,561 152,199 55,193 452,270 369,190 582,024 576,582: 150,812 156,254
Old : 732,836: 74,561 152,199 55,193 452,270 369,190 582,024 576,582: 150,812 156,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 56,655: 12,411 16,823 11,861 35,153 20,855 59,425 49,539: -2,770 7,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 20.8 7.5 61.7 50.4 79.4 78.7: 20.6 21.3
Old : 100.0: 10.2 20.8 7.5 61.7 50.4 79.4 78.7: 20.6 21.3
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 : 168: 23 44 41 82 79 134 135:
Old : 168: 23 44 41 82 79 134 135:
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 : 19.3 17.7 28.8 26.2 18.9 16.8 27.1 24.9
Old : 19.3 17.7 28.8 26.2 18.9 16.8 27.1 24.9
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 12, 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 : 376,710: 56,876 61,611 3,445 254,848 263,529 315,170 328,585: 61,540 48,125
Old : 376,710: 56,876 61,611 3,445 254,848 263,529 315,170 328,585: 61,540 48,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -10,244: -1,286 1,346 320 -9,111 -14,294 -10,077 -12,628: -167 2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.4 0.9 67.7 70.0 83.7 87.2: 16.3 12.8
Old : 100.0: 15.1 16.4 0.9 67.7 70.0 83.7 87.2: 16.3 12.8
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 : 72: 7 11 5 39 33 50 45:
Old : 72: 7 11 5 39 33 50 45:
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 : 27.2 48.2 46.6 60.3 24.1 47.7 42.2 59.2
Old : 27.2 48.2 46.6 60.3 24.1 47.7 42.2 59.2
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 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,017: 665 473 365 7,408 7,865 8,438 8,703: 579 314
Old : 9,017: 665 473 365 7,408 7,865 8,438 8,703: 579 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 121: 14 -43 57 -167 -3 -96 11: 217 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.2 4.0 82.2 87.2 93.6 96.5: 6.4 3.5
Old : 100.0: 7.4 5.2 4.0 82.2 87.2 93.6 96.5: 6.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 4 4 20 24 28 29:
Old : 36: 5 4 4 20 24 28 29:
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 : 45.2 42.4 63.2 64.9 25.8 24.3 34.8 33.2
Old : 45.2 42.4 63.2 64.9 25.8 24.3 34.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 197,799: 35,952 26,981 36,937 90,078 105,342 162,967 169,260: 34,832 28,540
Old : 71,639: 14,341 6,074 7,539 35,694 46,597 57,573 60,210: 14,066 11,429
Other: 126,160: 28,798 28,094 22,211 54,384 58,745 105,394 109,050: 20,767 17,110
: : :
: : Changes in Commitments from: July 5, 2011 :
: -17,050: -785 -6,231 -5,024 -13,002 -5,391 -18,811 -16,646: 1,761 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.6 18.7 45.5 53.3 82.4 85.6: 17.6 14.4
Old : 100.0: 20.0 8.5 10.5 49.8 65.0 80.4 84.0: 19.6 16.0
Other: 100.0: 22.8 22.3 17.6 43.1 46.6 83.5 86.4: 16.5 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 45 37 48 63 62 136 128:
Old : 119: 28 20 26 54 49 96 83:
Other: 148: 38 37 32 56 51 112 106:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 26.7 23.9 37.8 9.7 20.8 16.8 27.7
Old : 19.5 38.7 31.6 48.4 17.9 38.0 27.1 44.7
Other: 15.0 24.7 25.5 37.8 11.6 17.0 19.7 26.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 18,186: 4,163 2,243 2,338 7,665 12,214 14,166 16,795: 4,020 1,391
Old : 18,186: 4,163 2,243 2,338 7,665 12,214 14,166 16,795: 4,020 1,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -462: -35 -651 -245 -177 809 -456 -86: -6 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 12.3 12.9 42.1 67.2 77.9 92.4: 22.1 7.6
Old : 100.0: 22.9 12.3 12.9 42.1 67.2 77.9 92.4: 22.1 7.6
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 : 82: 29 18 17 28 19 69 43:
Old : 82: 29 18 17 28 19 69 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 : 26.5 44.1 37.7 58.7 26.5 43.9 37.7 58.4
Old : 26.5 44.1 37.7 58.7 26.5 43.9 37.7 58.4
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 12, 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 : 1,044,149: 237,762 202,130 46,731 657,591 651,691 942,083 900,552: 102,066 143,597
Old : 1,044,149: 237,762 202,130 46,731 657,591 651,691 942,083 900,552: 102,066 143,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 3,567: -2,722 25,374 -7,905 19,000 -6,291 8,374 11,178: -4,807 -7,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 19.4 4.5 63.0 62.4 90.2 86.2: 9.8 13.8
Old : 100.0: 22.8 19.4 4.5 63.0 62.4 90.2 86.2: 9.8 13.8
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 : 274: 47 68 33 96 129 165 208:
Old : 274: 47 68 33 96 129 165 208:
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 : 24.8 12.9 39.9 22.4 23.0 11.1 36.9 19.4
Old : 24.8 12.9 39.9 22.4 23.0 11.1 36.9 19.4
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 12, 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 : 2,309,229: 276,650 281,560 259,143 1,461,320 1,426,133 1,997,113 1,966,836: 312,116 342,393
Old : 2,309,229: 276,650 281,560 259,143 1,461,320 1,426,133 1,997,113 1,966,836: 312,116 342,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 72,410: 54,139 8,236 8,549 12,279 76,832 74,967 93,617: -2,557 -21,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.2 11.2 63.3 61.8 86.5 85.2: 13.5 14.8
Old : 100.0: 12.0 12.2 11.2 63.3 61.8 86.5 85.2: 13.5 14.8
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 : 287: 50 52 62 148 171 226 257:
Old : 287: 50 52 62 148 171 226 257:
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 : 20.6 17.3 28.6 25.6 19.6 14.2 26.1 20.5
Old : 20.6 17.3 28.6 25.6 19.6 14.2 26.1 20.5
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 12, 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 : 1,726,068: 392,908 164,479 139,831 965,264 1,129,535 1,498,002 1,433,845: 228,065 292,222
Old : 1,726,068: 392,908 164,479 139,831 965,264 1,129,535 1,498,002 1,433,845: 228,065 292,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 124,654: 9,140 20,507 42,120 73,855 73,959 125,114 136,585: -460 -11,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.5 8.1 55.9 65.4 86.8 83.1: 13.2 16.9
Old : 100.0: 22.8 9.5 8.1 55.9 65.4 86.8 83.1: 13.2 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 : 218: 40 38 36 93 120 148 179:
Old : 218: 40 38 36 93 120 148 179:
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 : 34.7 19.6 43.9 29.4 34.5 17.8 43.4 25.5
Old : 34.7 19.6 43.9 29.4 34.5 17.8 43.4 25.5
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 12, 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 : 1,011,619: 64,665 67,116 316,364 585,234 571,531 966,263 955,011: 45,356 56,608
Old : 1,011,619: 64,665 67,116 316,364 585,234 571,531 966,263 955,011: 45,356 56,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 43,480: -1,088 2,211 5,352 29,678 32,265 33,943 39,829: 9,537 3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.6 31.3 57.9 56.5 95.5 94.4: 4.5 5.6
Old : 100.0: 6.4 6.6 31.3 57.9 56.5 95.5 94.4: 4.5 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 : 148: 29 31 43 70 79 121 136:
Old : 148: 29 31 43 70 79 121 136:
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 : 34.5 23.7 48.4 36.5 20.6 10.1 23.1 13.9
Old : 34.5 23.7 48.4 36.5 20.6 10.1 23.1 13.9
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 12, 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 : 75,144: 25,394 3,250 4,213 35,356 62,159 64,963 69,622: 10,180 5,521
Old : 75,144: 25,394 3,250 4,213 35,356 62,159 64,963 69,622: 10,180 5,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 23,840: 7,312 -1,575 3,472 9,290 20,500 20,073 22,397: 3,767 1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 4.3 5.6 47.1 82.7 86.5 92.7: 13.5 7.3
Old : 100.0: 33.8 4.3 5.6 47.1 82.7 86.5 92.7: 13.5 7.3
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 : 101: 25 16 10 39 31 72 51:
Old : 101: 25 16 10 39 31 72 51:
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 : 26.1 46.8 37.9 61.7 26.1 44.1 37.5 59.0
Old : 26.1 46.8 37.9 61.7 26.1 44.1 37.5 59.0
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 14,666: 4,279 758 33 7,758 12,412 12,070 13,203: 2,596 1,463
Old : 14,666: 4,279 758 33 7,758 12,412 12,070 13,203: 2,596 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.2 0.2 52.9 84.6 82.3 90.0: 17.7 10.0
Old : 100.0: 29.2 5.2 0.2 52.9 84.6 82.3 90.0: 17.7 10.0
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 : 21: 6 2 2 7 6 14 9:
Old : 21: 6 2 2 7 6 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 79.5 68.1 90.0 46.7 79.5 68.1 89.8
Old : 46.7 79.5 68.1 90.0 46.7 79.5 68.1 89.8
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 12, 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 : 120,956: 49,444 12,199 1,146 55,196 99,495 105,786 112,840: 15,170 8,116
Old : 120,956: 49,444 12,199 1,146 55,196 99,495 105,786 112,840: 15,170 8,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 18,349: 13,279 2,549 -336 3,064 16,175 16,007 18,388: 2,343 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 10.1 0.9 45.6 82.3 87.5 93.3: 12.5 6.7
Old : 100.0: 40.9 10.1 0.9 45.6 82.3 87.5 93.3: 12.5 6.7
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 : 96: 24 16 8 36 29 65 48:
Old : 96: 24 16 8 36 29 65 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 : 30.8 47.8 44.8 64.0 30.8 47.6 44.8 63.9
Old : 30.8 47.8 44.8 64.0 30.8 47.6 44.8 63.9
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 12, 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 : 6,757: 3,540 2,435 486 1,842 3,813 5,868 6,734: 889 23
Old : 6,757: 3,540 2,435 486 1,842 3,813 5,868 6,734: 889 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 538: 542 652 0 28 0 570 652: -32 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 36.0 7.2 27.3 56.4 86.8 99.7: 13.2 0.3
Old : 100.0: 52.4 36.0 7.2 27.3 56.4 86.8 99.7: 13.2 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 : 21: 11 6 1 3 1 15 7:
Old : 21: 11 6 1 3 1 15 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 : 52.4 85.4 76.6 99.7 52.4 78.2 71.9 92.5
Old : 52.4 85.4 76.6 99.7 52.4 78.2 71.9 92.5
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 12, 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 : 14,369: 1,655 718 17 12,383 13,577 14,055 14,312: 314 57
Old : 14,369: 1,655 718 17 12,383 13,577 14,055 14,312: 314 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 458: 253 -15 1 172 465 426 451: 32 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.0 0.1 86.2 94.5 97.8 99.6: 2.2 0.4
Old : 100.0: 11.5 5.0 0.1 86.2 94.5 97.8 99.6: 2.2 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 : 30: 6 5 1 8 13 14 19:
Old : 30: 6 5 1 8 13 14 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 : 75.8 83.8 94.0 94.3 75.8 83.8 93.9 94.3
Old : 75.8 83.8 94.0 94.3 75.8 83.8 93.9 94.3
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 12, 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 : 22,659: 5,608 957 3 16,781 21,632 22,392 22,592: 267 67
Old : 22,659: 5,608 957 3 16,781 21,632 22,392 22,592: 267 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -2,749: 1,066 -531 3 -3,827 -2,218 -2,758 -2,746: 9 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.2 0.0 74.1 95.5 98.8 99.7: 1.2 0.3
Old : 100.0: 24.7 4.2 0.0 74.1 95.5 98.8 99.7: 1.2 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: 9 4 1 8 14 17 19:
Old : 34: 9 4 1 8 14 17 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 : 85.0 72.3 93.1 89.6 85.0 72.3 93.1 89.6
Old : 85.0 72.3 93.1 89.6 85.0 72.3 93.1 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011