WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 538,933: 73,791 104,201 142,944 277,716 223,249 494,451 470,395: 44,481 68,538 Old : 465,706: 68,153 96,735 119,001 239,396 197,789 426,550 413,525: 39,156 52,181 Other: 73,227: 16,901 18,728 12,681 38,320 25,461 67,902 56,870: 5,325 16,357 : : : : : Changes in Commitments from: July 26, 2011 : : 12,645: -537 5,791 2,147 9,871 2,251 11,481 10,189: 1,164 2,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 19.3 26.5 51.5 41.4 91.7 87.3: 8.3 12.7 Old : 100.0: 14.6 20.8 25.6 51.4 42.5 91.6 88.8: 8.4 11.2 Other: 100.0: 23.1 25.6 17.3 52.3 34.8 92.7 77.7: 7.3 22.3 : : : :# Traders : Number of Traders in Each Category : All : 409: 121 147 176 100 117 324 351: Old : 402: 124 143 164 95 113 311 338: Other: 186: 40 49 39 39 83 103 153: :---------------------------------------------------------------------------------------------------- : 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 13.3 33.1 18.9 18.3 10.2 29.9 14.6 Old : 21.3 14.9 33.7 20.8 19.8 12.8 30.8 17.8 Other: 36.9 17.7 51.9 27.7 30.5 10.5 42.3 17.2 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 1,891,929: 383,397 84,689 567,151 752,127 954,090 1,702,675 1,605,929: 189,255 286,000 Old : 433,637: 92,866 40,704 110,582 190,897 235,446 394,345 386,731: 39,292 46,906 Other: 1,458,292: 329,715 83,170 417,384 561,230 718,644 1,308,330 1,219,198: 149,963 239,095 : : : : : Changes in Commitments from: July 26, 2011 : : 97,625: 22,373 1,708 47,643 24,788 40,780 94,804 90,130: 2,821 7,495 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 4.5 30.0 39.8 50.4 90.0 84.9: 10.0 15.1 Old : 100.0: 21.4 9.4 25.5 44.0 54.3 90.9 89.2: 9.1 10.8 Other: 100.0: 22.6 5.7 28.6 38.5 49.3 89.7 83.6: 10.3 16.4 : : : :# Traders : Number of Traders in Each Category : All : 882: 254 168 285 288 415 673 750: Old : 656: 134 139 129 164 314 364 516: Other: 857: 241 168 243 255 398 613 699: :---------------------------------------------------------------------------------------------------- : 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 11.3 21.5 16.8 10.0 6.6 14.3 9.6 Old : 18.6 18.9 29.6 27.4 18.4 16.2 28.1 22.3 Other: 14.1 9.6 21.2 15.2 8.7 6.0 14.1 9.0 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 14,067: 2,932 872 1,600 6,689 10,133 11,222 12,605: 2,845 1,462 Old : 13,938: 2,924 872 1,554 6,615 10,051 11,093 12,477: 2,845 1,461 Other: 129: 9 0 46 74 82 129 128: 0 1 : : : : : Changes in Commitments from: July 26, 2011 : : -137: 59 86 -572 301 293 -212 -193: 75 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 6.2 11.4 47.6 72.0 79.8 89.6: 20.2 10.4 Old : 100.0: 21.0 6.3 11.2 47.5 72.1 79.6 89.5: 20.4 10.5 Other: 100.0: 6.8 0.0 35.7 57.4 63.5 100.0 99.2: 0.0 0.8 : : : :# Traders : Number of Traders in Each Category : All : 41: 19 5 6 13 13 32 24: Old : 41: 19 5 6 13 13 32 24: Other: 5: 2 0 2 2 2 4 4: :---------------------------------------------------------------------------------------------------- : 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 : 29.9 55.3 48.4 74.9 26.9 46.4 39.6 61.9 Old : 29.6 55.4 48.3 74.7 26.9 46.7 39.8 62.3 Other: 100.0 99.2 100.0 99.2 28.5 27.7 28.5 27.7 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 709,119: 157,654 54,011 199,716 292,372 377,841 649,742 631,567: 59,377 77,552 Old : 680,221: 152,372 55,416 191,470 278,739 359,800 622,582 606,686: 57,640 73,535 Other: 28,898: 10,360 3,673 3,167 13,633 18,041 27,160 24,881: 1,737 4,017 : : : : : Changes in Commitments from: July 26, 2011 : : -17,178: -8,841 5,294 -3,795 1,171 -14,241 -11,465 -12,742: -5,713 -4,436 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 7.6 28.2 41.2 53.3 91.6 89.1: 8.4 10.9 Old : 100.0: 22.4 8.1 28.1 41.0 52.9 91.5 89.2: 8.5 10.8 Other: 100.0: 35.9 12.7 11.0 47.2 62.4 94.0 86.1: 6.0 13.9 : : : :# Traders : Number of Traders in Each Category : All : 578: 186 158 221 121 203 421 488: Old : 578: 182 166 212 120 203 415 484: Other: 224: 29 59 22 27 126 71 193: :---------------------------------------------------------------------------------------------------- : 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 : 13.8 17.0 22.3 24.9 12.6 12.6 18.3 17.5 Old : 14.2 16.9 22.9 24.9 13.3 13.2 19.8 18.3 Other: 43.1 37.9 58.4 49.3 34.4 30.4 45.4 35.8 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 1,000 Bushels) : : : : All : 23,568: 20,381 2,170 111 0 5,726 20,492 8,007: 3,076 15,561 Old : 21,462: 18,520 2,126 61 0 4,973 18,581 7,160: 2,881 14,302 Other: 2,106: 1,911 94 0 0 753 1,911 847: 195 1,259 : : : : : Changes in Commitments from: July 26, 2011 : : -303: -454 -165 15 0 216 -439 66: 136 -369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 9.2 0.5 0.0 24.3 86.9 34.0: 13.1 66.0 Old : 100.0: 86.3 9.9 0.3 0.0 23.2 86.6 33.4: 13.4 66.6 Other: 100.0: 90.7 4.5 0.0 0.0 35.8 90.7 40.2: 9.3 59.8 : : : :# Traders : Number of Traders in Each Category : All : 39: 17 7 6 0 15 17 28: Old : 39: 17 7 6 0 15 17 28: Other: 25: 8 3 0 0 14 8 17: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 13.5 73.0 20.5 55.9 13.5 72.9 20.5 Old : 53.9 12.6 71.6 19.8 53.8 12.6 71.5 19.8 Other: 81.5 28.3 90.7 35.5 81.5 28.3 90.7 35.5 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 328,367: 72,727 45,195 56,876 166,247 201,101 295,850 303,172: 32,517 25,196 Old : 59,594: 10,445 11,837 6,277 36,391 34,806 53,112 52,920: 6,483 6,674 Other: 268,773: 70,614 41,689 42,267 129,857 166,295 242,738 250,251: 26,035 18,521 : : : : : Changes in Commitments from: July 26, 2011 : : 7,392: 4,561 2,372 1,163 980 4,482 6,704 8,017: 689 -625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 13.8 17.3 50.6 61.2 90.1 92.3: 9.9 7.7 Old : 100.0: 17.5 19.9 10.5 61.1 58.4 89.1 88.8: 10.9 11.2 Other: 100.0: 26.3 15.5 15.7 48.3 61.9 90.3 93.1: 9.7 6.9 : : : :# Traders : Number of Traders in Each Category : All : 248: 81 69 79 69 71 198 184: Old : 149: 45 34 34 44 54 106 105: Other: 234: 75 72 64 66 67 182 166: :---------------------------------------------------------------------------------------------------- : 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 : 15.7 30.5 24.4 41.4 11.4 22.7 18.3 31.8 Old : 33.5 21.0 43.1 33.3 28.1 17.1 36.3 27.0 Other: 14.7 34.9 23.9 46.2 13.5 30.1 21.9 39.6 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 789,441: 75,139 124,912 81,488 461,708 427,317 618,336 633,718: 171,105 155,724 Old : 789,441: 75,139 124,912 81,488 461,708 427,317 618,336 633,718: 171,105 155,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 59,695: 3,748 -5,164 26,767 23,189 17,978 53,704 39,581: 5,990 20,114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 15.8 10.3 58.5 54.1 78.3 80.3: 21.7 19.7 Old : 100.0: 9.5 15.8 10.3 58.5 54.1 78.3 80.3: 21.7 19.7 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 : 171: 33 36 40 82 85 137 139: Old : 171: 33 36 40 82 85 137 139: 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 : 19.0 16.1 27.1 24.1 17.8 13.7 24.1 21.1 Old : 19.0 16.1 27.1 24.1 17.8 13.7 24.1 21.1 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, August 2, 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 : 401,828: 60,051 63,273 4,159 277,810 290,344 342,020 357,777: 59,808 44,051 Old : 401,828: 60,051 63,273 4,159 277,810 290,344 342,020 357,777: 59,808 44,051 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 14,659: 1,555 -1,313 465 11,520 14,161 13,540 13,313: 1,118 1,346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 15.7 1.0 69.1 72.3 85.1 89.0: 14.9 11.0 Old : 100.0: 14.9 15.7 1.0 69.1 72.3 85.1 89.0: 14.9 11.0 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 : 76: 7 11 5 42 36 53 48: Old : 76: 7 11 5 42 36 53 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 : 27.2 48.3 45.6 61.6 24.2 48.3 42.1 60.6 Old : 27.2 48.3 45.6 61.6 24.2 48.3 42.1 60.6 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, August 2, 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 : 9,528: 983 1,101 186 7,821 7,870 8,990 9,157: 538 371 Old : 9,528: 983 1,101 186 7,821 7,870 8,990 9,157: 538 371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -86: 132 -134 -177 -106 179 -151 -132: 65 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 11.6 2.0 82.1 82.6 94.4 96.1: 5.6 3.9 Old : 100.0: 10.3 11.6 2.0 82.1 82.6 94.4 96.1: 5.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 9 4 5 21 25 33 31: Old : 40: 9 4 5 21 25 33 31: 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 : 52.1 40.7 66.9 65.2 29.6 25.4 37.4 35.5 Old : 52.1 40.7 66.9 65.2 29.6 25.4 37.4 35.5 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, August 2, 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 : 197,453: 49,338 19,116 31,247 76,768 120,187 157,353 170,550: 40,100 26,903 Old : 45,803: 9,124 2,848 5,264 20,904 28,998 35,291 37,109: 10,512 8,693 Other: 151,650: 43,805 19,859 22,392 55,864 91,189 122,062 133,441: 29,588 18,209 : : : : : Changes in Commitments from: July 26, 2011 : : -11,234: -412 1,831 -7,395 386 -5,352 -7,421 -10,915: -3,813 -318 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 9.7 15.8 38.9 60.9 79.7 86.4: 20.3 13.6 Old : 100.0: 19.9 6.2 11.5 45.6 63.3 77.1 81.0: 22.9 19.0 Other: 100.0: 28.9 13.1 14.8 36.8 60.1 80.5 88.0: 19.5 12.0 : : : :# Traders : Number of Traders in Each Category : All : 175: 66 27 51 60 59 151 122: Old : 114: 27 17 31 46 44 90 80: Other: 163: 58 35 36 56 53 134 106: :---------------------------------------------------------------------------------------------------- : 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 : 13.9 32.9 22.4 43.7 8.8 24.6 14.8 32.2 Old : 23.9 28.4 36.5 43.3 22.9 25.8 33.2 38.5 Other: 14.5 35.5 24.5 48.4 10.3 25.5 16.6 34.3 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 19,589: 4,483 2,110 2,625 7,555 13,215 14,663 17,950: 4,926 1,639 Old : 19,589: 4,483 2,110 2,625 7,555 13,215 14,663 17,950: 4,926 1,639 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 312: -374 34 535 -7 -558 154 10: 159 302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 10.8 13.4 38.6 67.5 74.9 91.6: 25.1 8.4 Old : 100.0: 22.9 10.8 13.4 38.6 67.5 74.9 91.6: 25.1 8.4 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 : 87: 35 17 19 25 19 74 44: Old : 87: 35 17 19 25 19 74 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.8 46.3 34.4 59.7 22.8 45.7 34.3 57.8 Old : 22.8 46.3 34.4 59.7 22.8 45.7 34.3 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 1,085,224: 260,538 184,368 47,026 668,220 719,073 975,784 950,467: 109,440 134,757 Old : 1,085,224: 260,538 184,368 47,026 668,220 719,073 975,784 950,467: 109,440 134,757 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 9,498: 37,749 -15,669 1,181 -34,785 34,596 4,145 20,108: 5,353 -10,611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 17.0 4.3 61.6 66.3 89.9 87.6: 10.1 12.4 Old : 100.0: 24.0 17.0 4.3 61.6 66.3 89.9 87.6: 10.1 12.4 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 : 283: 57 60 37 95 137 175 211: Old : 283: 57 60 37 95 137 175 211: 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 : 27.9 16.7 41.6 26.8 26.6 15.8 39.1 24.3 Old : 27.9 16.7 41.6 26.8 26.6 15.8 39.1 24.3 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 with Delta-adjusted Options and Futures Combined, August 2, 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 : 2,324,233: 245,605 287,370 247,908 1,507,197 1,451,617 2,000,710 1,986,895: 323,522 337,338 Old : 2,324,233: 245,605 287,370 247,908 1,507,197 1,451,617 2,000,710 1,986,895: 323,522 337,338 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 46,769: -32,271 23,081 46,188 31,099 -1,138 45,016 68,131: 1,752 -21,362 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 12.4 10.7 64.8 62.5 86.1 85.5: 13.9 14.5 Old : 100.0: 10.6 12.4 10.7 64.8 62.5 86.1 85.5: 13.9 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 : 286: 50 51 61 150 169 228 253: Old : 286: 50 51 61 150 169 228 253: 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 : 20.0 18.3 27.9 27.3 19.5 15.9 25.6 20.7 Old : 20.0 18.3 27.9 27.3 19.5 15.9 25.6 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 1,632,142: 370,521 155,478 121,227 892,206 1,058,953 1,383,953 1,335,658: 248,189 296,484 Old : 1,632,142: 370,521 155,478 121,227 892,206 1,058,953 1,383,953 1,335,658: 248,189 296,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -38,133: 10,301 -7,490 29,062 -99,087 -68,483 -59,723 -46,910: 21,590 8,777 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 9.5 7.4 54.7 64.9 84.8 81.8: 15.2 18.2 Old : 100.0: 22.7 9.5 7.4 54.7 64.9 84.8 81.8: 15.2 18.2 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 : 212: 40 42 36 83 108 145 164: Old : 212: 40 42 36 83 108 145 164: 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 : 33.9 18.2 43.1 27.2 29.8 15.5 38.4 22.9 Old : 33.9 18.2 43.1 27.2 29.8 15.5 38.4 22.9 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, August 2, 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 : 1,109,178: 90,692 77,381 326,852 642,490 649,709 1,060,034 1,053,942: 49,143 55,235 Old : 1,109,178: 90,692 77,381 326,852 642,490 649,709 1,060,034 1,053,942: 49,143 55,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -26,896: 19,751 -2,817 -27,318 -15,426 4,238 -22,993 -25,897: -3,903 -998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 7.0 29.5 57.9 58.6 95.6 95.0: 4.4 5.0 Old : 100.0: 8.2 7.0 29.5 57.9 58.6 95.6 95.0: 4.4 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 : 152: 26 37 45 69 80 120 142: Old : 152: 26 37 45 69 80 120 142: 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 22.9 49.2 37.3 25.0 13.9 28.7 19.9 Old : 35.3 22.9 49.2 37.3 25.0 13.9 28.7 19.9 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, August 2, 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 : 74,773: 16,219 2,947 4,779 44,355 60,304 65,353 68,031: 9,420 6,742 Old : 74,773: 16,219 2,947 4,779 44,355 60,304 65,353 68,031: 9,420 6,742 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,313: -2,999 511 -126 830 -3,423 -2,295 -3,037: 981 1,724 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 3.9 6.4 59.3 80.6 87.4 91.0: 12.6 9.0 Old : 100.0: 21.7 3.9 6.4 59.3 80.6 87.4 91.0: 12.6 9.0 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 : 100: 28 12 10 43 30 75 50: Old : 100: 28 12 10 43 30 75 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 : 21.4 44.9 36.5 60.5 20.7 40.1 33.0 55.3 Old : 21.4 44.9 36.5 60.5 20.7 40.1 33.0 55.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 17,805: 4,676 756 35 10,755 15,448 15,466 16,239: 2,339 1,565 Old : 17,805: 4,676 756 35 10,755 15,448 15,466 16,239: 2,339 1,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -0: -4 0 3 -500 0 -501 3: 501 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 4.2 0.2 60.4 86.8 86.9 91.2: 13.1 8.8 Old : 100.0: 26.3 4.2 0.2 60.4 86.8 86.9 91.2: 13.1 8.8 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 2 2 8 7 14 10: Old : 22: 5 2 2 8 7 14 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 79.5 71.8 89.7 50.3 79.5 71.8 89.6 Old : 50.3 79.5 71.8 89.7 50.3 79.5 71.8 89.6 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, August 2, 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 : 113,937: 31,468 12,764 1,106 67,200 89,713 99,774 103,583: 14,163 10,354 Old : 113,937: 31,468 12,764 1,106 67,200 89,713 99,774 103,583: 14,163 10,354 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -2,626: -5,839 1,174 -409 2,661 -6,845 -3,587 -6,081: 961 3,455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 11.2 1.0 59.0 78.7 87.6 90.9: 12.4 9.1 Old : 100.0: 27.6 11.2 1.0 59.0 78.7 87.6 90.9: 12.4 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 96: 27 13 8 39 28 68 47: Old : 96: 27 13 8 39 28 68 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 43.8 42.5 61.6 26.2 43.7 42.4 61.5 Old : 26.3 43.8 42.5 61.6 26.2 43.7 42.4 61.5 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, August 2, 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 : 6,287: 3,523 1,851 486 1,699 3,813 5,708 6,150: 579 137 Old : 6,287: 3,523 1,851 486 1,699 3,813 5,708 6,150: 579 137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 1: 453 0 0 -286 0 167 0: -166 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 29.4 7.7 27.0 60.6 90.8 97.8: 9.2 2.2 Old : 100.0: 56.0 29.4 7.7 27.0 60.6 90.8 97.8: 9.2 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: 12 5 1 2 1 15 6: Old : 20: 12 5 1 2 1 15 6: 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 88.0 80.6 97.8 56.5 80.3 75.2 90.1 Old : 56.5 88.0 80.6 97.8 56.5 80.3 75.2 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 13,260: 1,613 677 12 11,341 12,515 12,966 13,204: 294 56 Old : 13,260: 1,613 677 12 11,341 12,515 12,966 13,204: 294 56 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -395: 153 -67 -5 -493 -323 -345 -395: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 5.1 0.1 85.5 94.4 97.8 99.6: 2.2 0.4 Old : 100.0: 12.2 5.1 0.1 85.5 94.4 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 : 33: 8 6 1 8 13 16 20: Old : 33: 8 6 1 8 13 16 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 : 74.9 82.7 92.2 93.4 74.9 82.7 92.1 93.3 Old : 74.9 82.7 92.2 93.4 74.9 82.7 92.1 93.3 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, August 2, 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 : 23,523: 5,195 1,951 0 18,026 21,504 23,221 23,455: 302 68 Old : 23,523: 5,195 1,951 0 18,026 21,504 23,221 23,455: 302 68 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,138: -16 442 -21 -1,124 -1,562 -1,161 -1,141: 23 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 8.3 0.0 76.6 91.4 98.7 99.7: 1.3 0.3 Old : 100.0: 22.1 8.3 0.0 76.6 91.4 98.7 99.7: 1.3 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: 8 5 0 8 14 16 19: Old : 34: 8 5 0 8 14 16 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 : 85.8 67.8 95.1 85.8 85.8 67.8 95.1 85.8 Old : 85.8 67.8 95.1 85.8 85.8 67.8 95.1 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011