WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 534,448: 74,256 104,533 143,594 274,133 220,206 491,984 468,334: 42,464 66,114
Old : 456,579: 68,914 96,012 117,697 232,922 192,427 419,534 406,136: 37,045 50,443
Other: 77,869: 17,265 20,444 13,974 41,211 27,780 72,450 62,197: 5,419 15,672
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,485: 465 332 650 -3,583 -3,043 -2,468 -2,061: -2,017 -2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.6 26.9 51.3 41.2 92.1 87.6: 7.9 12.4
Old : 100.0: 15.1 21.0 25.8 51.0 42.1 91.9 89.0: 8.1 11.0
Other: 100.0: 22.2 26.3 17.9 52.9 35.7 93.0 79.9: 7.0 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 123 145 184 101 124 337 356:
Old : 410: 121 148 168 96 120 321 342:
Other: 197: 41 54 38 39 89 104 163:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 12.5 31.9 18.5 17.6 9.7 28.9 14.0
Old : 20.4 14.3 32.5 20.4 19.0 12.1 29.9 17.4
Other: 33.7 17.5 50.0 27.5 28.0 10.3 40.8 17.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 1,894,620: 368,744 74,077 594,908 744,312 942,888 1,707,964 1,611,873: 186,656 282,747
Old : 350,636: 63,543 21,057 110,145 137,976 181,758 311,664 312,960: 38,971 37,675
Other: 1,543,984: 332,252 80,071 457,713 606,335 761,129 1,396,300 1,298,913: 147,685 245,071
: : :
: : Changes in Commitments from: August 2, 2011 :
: 2,690: -14,653 -10,612 27,758 -7,816 -11,202 5,289 5,944: -2,599 -3,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.9 31.4 39.3 49.8 90.1 85.1: 9.9 14.9
Old : 100.0: 18.1 6.0 31.4 39.4 51.8 88.9 89.3: 11.1 10.7
Other: 100.0: 21.5 5.2 29.6 39.3 49.3 90.4 84.1: 9.6 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 874: 240 174 290 285 412 670 748:
Old : 634: 153 105 125 167 303 374 479:
Other: 852: 228 180 258 250 396 609 712:
:----------------------------------------------------------------------------------------------------
: 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 11.2 20.8 16.7 9.8 6.4 14.0 9.3
Old : 16.0 18.3 26.2 25.7 15.0 12.1 21.7 16.7
Other: 13.6 10.2 21.3 15.8 9.4 6.6 15.1 9.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 14,768: 2,767 1,102 1,837 7,551 10,133 12,155 13,072: 2,613 1,696
Old : 14,638: 2,766 1,094 1,790 7,469 10,059 12,025 12,943: 2,613 1,695
Other: 130: 0 8 48 82 74 130 129: 0 1
: : :
: : Changes in Commitments from: August 2, 2011 :
: 701: -166 230 237 862 0 933 467: -232 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 12.4 51.1 68.6 82.3 88.5: 17.7 11.5
Old : 100.0: 18.9 7.5 12.2 51.0 68.7 82.2 88.4: 17.8 11.6
Other: 100.0: 0.1 6.0 36.6 63.3 56.7 100.0 99.2: 0.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 8 6 16 13 33 25:
Old : 43: 15 8 6 16 13 33 25:
Other: 5: 1 1 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 : 32.0 55.8 50.0 74.1 28.2 46.2 42.0 59.4
Old : 31.8 55.7 49.9 73.9 28.3 46.7 42.2 59.8
Other: 100.0 99.2 100.0 99.2 28.3 27.6 28.3 27.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 707,033: 121,985 62,214 208,508 322,160 354,532 652,652 625,254: 54,381 81,779
Old : 678,080: 115,783 63,400 201,210 308,445 335,833 625,439 600,443: 52,642 77,637
Other: 28,953: 10,582 3,195 2,917 13,715 18,699 27,214 24,811: 1,739 4,142
: : :
: : Changes in Commitments from: August 2, 2011 :
: -2,086: -35,669 8,203 8,792 29,787 -23,309 2,910 -6,313: -4,996 4,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.8 29.5 45.6 50.1 92.3 88.4: 7.7 11.6
Old : 100.0: 17.1 9.3 29.7 45.5 49.5 92.2 88.6: 7.8 11.4
Other: 100.0: 36.5 11.0 10.1 47.4 64.6 94.0 85.7: 6.0 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 169 169 219 129 206 406 501:
Old : 573: 166 176 210 128 206 400 497:
Other: 227: 32 56 20 27 130 73 193:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 16.2 22.4 24.4 11.7 10.4 17.0 14.4
Old : 13.9 16.4 23.1 24.6 12.5 11.0 18.2 15.1
Other: 43.5 37.9 59.1 48.9 35.1 30.7 47.0 36.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 22,965: 20,027 2,044 121 8 5,771 20,156 7,936: 2,809 15,029
Old : 20,844: 18,162 2,000 66 8 5,007 18,236 7,073: 2,608 13,771
Other: 2,121: 1,920 99 0 0 764 1,920 863: 201 1,258
: : :
: : Changes in Commitments from: August 2, 2011 :
: -603: -354 -126 10 8 45 -336 -71: -267 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 8.9 0.5 0.0 25.1 87.8 34.6: 12.2 65.4
Old : 100.0: 87.1 9.6 0.3 0.0 24.0 87.5 33.9: 12.5 66.1
Other: 100.0: 90.5 4.7 0.0 0.0 36.0 90.5 40.7: 9.5 59.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 7 6 1 15 20 28:
Old : 41: 19 7 6 1 15 20 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 : 55.5 14.1 72.0 21.1 55.4 14.1 71.9 21.1
Old : 53.3 13.0 70.5 20.1 53.1 13.0 70.4 20.1
Other: 81.1 28.4 90.5 35.8 81.1 28.4 90.5 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 334,757: 58,135 61,607 58,794 191,909 184,400 308,837 304,800: 25,920 29,957
Old : 63,468: 4,212 12,951 7,653 47,486 37,128 59,350 57,731: 4,118 5,737
Other: 271,289: 60,809 55,542 44,255 144,423 147,272 249,487 247,069: 21,802 24,220
: : :
: : Changes in Commitments from: August 2, 2011 :
: 6,390: -14,592 16,412 1,918 25,661 -16,701 12,987 1,629: -6,597 4,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.4 17.6 57.3 55.1 92.3 91.1: 7.7 8.9
Old : 100.0: 6.6 20.4 12.1 74.8 58.5 93.5 91.0: 6.5 9.0
Other: 100.0: 22.4 20.5 16.3 53.2 54.3 92.0 91.1: 8.0 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 68 78 74 72 73 186 195:
Old : 142: 34 39 27 48 50 97 101:
Other: 239: 74 75 64 69 69 177 179:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 25.1 26.7 34.3 10.4 14.5 17.1 20.7
Old : 42.3 28.2 53.2 40.2 32.3 22.2 39.0 29.4
Other: 14.9 27.1 25.2 36.7 12.4 21.4 20.8 28.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 849,773: 66,817 110,428 109,851 519,252 474,182 695,920 694,460: 153,853 155,313
Old : 849,773: 66,817 110,428 109,851 519,252 474,182 695,920 694,460: 153,853 155,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 60,332: -8,322 -14,484 28,362 57,544 46,864 77,584 60,743: -17,252 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.0 12.9 61.1 55.8 81.9 81.7: 18.1 18.3
Old : 100.0: 7.9 13.0 12.9 61.1 55.8 81.9 81.7: 18.1 18.3
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 : 169: 36 28 41 84 87 136 140:
Old : 169: 36 28 41 84 87 136 140:
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 : 19.6 15.0 28.0 22.8 17.7 13.8 24.6 20.9
Old : 19.6 15.0 28.0 22.8 17.7 13.8 24.6 20.9
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, August 9, 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 : 413,280: 58,345 63,617 4,803 282,050 298,680 345,198 367,101: 68,082 46,180
Old : 413,280: 58,345 63,617 4,803 282,050 298,680 345,198 367,101: 68,082 46,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 11,452: -1,706 344 644 4,240 8,336 3,178 9,324: 8,275 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.4 1.2 68.2 72.3 83.5 88.8: 16.5 11.2
Old : 100.0: 14.1 15.4 1.2 68.2 72.3 83.5 88.8: 16.5 11.2
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 : 73: 7 10 5 40 36 50 48:
Old : 73: 7 10 5 40 36 50 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 : 25.6 48.5 44.0 61.9 22.3 47.9 39.7 60.8
Old : 25.6 48.5 44.0 61.9 22.3 47.9 39.7 60.8
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 9, 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 : 9,438: 1,090 967 245 7,496 7,811 8,831 9,023: 607 415
Old : 9,438: 1,090 967 245 7,496 7,811 8,831 9,023: 607 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -90: 107 -134 59 -325 -59 -159 -134: 69 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.2 2.6 79.4 82.8 93.6 95.6: 6.4 4.4
Old : 100.0: 11.5 10.2 2.6 79.4 82.8 93.6 95.6: 6.4 4.4
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 : 40: 10 3 4 20 26 32 31:
Old : 40: 10 3 4 20 26 32 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 : 56.5 43.1 69.4 66.4 30.4 26.6 39.2 39.2
Old : 56.5 43.1 69.4 66.4 30.4 26.6 39.2 39.2
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, August 9, 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 : 189,578: 44,582 20,973 28,295 84,344 114,900 157,221 164,168: 32,356 25,409
Old : 40,311: 6,981 2,588 3,205 23,364 28,884 33,550 34,676: 6,761 5,635
Other: 149,267: 40,623 21,408 22,068 60,980 86,017 123,671 129,492: 25,595 19,775
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,875: -4,757 1,857 -2,952 7,577 -5,287 -132 -6,382: -7,743 -1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 11.1 14.9 44.5 60.6 82.9 86.6: 17.1 13.4
Old : 100.0: 17.3 6.4 7.9 58.0 71.7 83.2 86.0: 16.8 14.0
Other: 100.0: 27.2 14.3 14.8 40.9 57.6 82.9 86.8: 17.1 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 56 38 47 63 60 147 124:
Old : 114: 23 23 24 47 38 85 70:
Other: 173: 58 37 39 61 55 137 116:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 31.6 24.4 43.5 10.6 23.0 16.7 31.4
Old : 29.8 38.0 43.6 54.0 28.8 35.0 38.9 46.8
Other: 15.2 30.6 25.9 44.2 10.6 23.5 16.9 32.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 19,377: 4,263 2,198 3,192 7,338 12,798 14,793 18,188: 4,584 1,190
Old : 19,377: 4,263 2,198 3,192 7,338 12,798 14,793 18,188: 4,584 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -212: -220 88 567 -217 -417 130 238: -342 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.3 16.5 37.9 66.0 76.3 93.9: 23.7 6.1
Old : 100.0: 22.0 11.3 16.5 37.9 66.0 76.3 93.9: 23.7 6.1
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 : 90: 36 18 23 25 19 76 49:
Old : 90: 36 18 23 25 19 76 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 46.5 33.4 58.6 21.5 45.3 33.4 56.7
Old : 21.6 46.5 33.4 58.6 21.5 45.3 33.4 56.7
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 9, 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 : 1,076,254: 247,955 175,336 53,413 662,220 711,096 963,588 939,844: 112,665 136,409
Old : 1,076,254: 247,955 175,336 53,413 662,220 711,096 963,588 939,844: 112,665 136,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -8,971: -12,582 -9,032 6,386 -6,000 -7,977 -12,196 -10,623: 3,225 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.3 5.0 61.5 66.1 89.5 87.3: 10.5 12.7
Old : 100.0: 23.0 16.3 5.0 61.5 66.1 89.5 87.3: 10.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 52 57 36 91 135 165 206:
Old : 268: 52 57 36 91 135 165 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 14.6 39.1 23.6 23.6 13.0 36.8 21.0
Old : 24.6 14.6 39.1 23.6 23.6 13.0 36.8 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 2,549,280: 259,176 201,163 379,339 1,584,170 1,599,144 2,222,685 2,179,646: 326,595 369,633
Old : 2,549,280: 259,176 201,163 379,339 1,584,170 1,599,144 2,222,685 2,179,646: 326,595 369,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 225,047: 13,570 -86,207 131,432 76,972 147,527 221,974 192,751: 3,073 32,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.9 14.9 62.1 62.7 87.2 85.5: 12.8 14.5
Old : 100.0: 10.2 7.9 14.9 62.1 62.7 87.2 85.5: 12.8 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 : 277: 47 47 67 145 168 223 251:
Old : 277: 47 47 67 145 168 223 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 16.5 31.6 25.3 19.8 14.3 26.3 19.2
Old : 23.8 16.5 31.6 25.3 19.8 14.3 26.3 19.2
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 9, 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 : 1,678,879: 313,576 119,470 163,726 968,830 1,107,294 1,446,132 1,390,490: 232,746 288,388
Old : 1,678,879: 313,576 119,470 163,726 968,830 1,107,294 1,446,132 1,390,490: 232,746 288,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 46,737: -56,945 -36,008 42,500 76,625 48,341 62,179 54,832: -15,442 -8,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.1 9.8 57.7 66.0 86.1 82.8: 13.9 17.2
Old : 100.0: 18.7 7.1 9.8 57.7 66.0 86.1 82.8: 13.9 17.2
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 : 206: 32 38 37 86 117 139 171:
Old : 206: 32 38 37 86 117 139 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 19.1 41.6 26.6 29.6 14.5 36.4 20.8
Old : 32.1 19.1 41.6 26.6 29.6 14.5 36.4 20.8
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 9, 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 : 1,084,490: 76,836 65,228 357,218 604,578 617,674 1,038,633 1,040,121: 45,857 44,369
Old : 1,084,490: 76,836 65,228 357,218 604,578 617,674 1,038,633 1,040,121: 45,857 44,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -24,687: -13,856 -12,152 30,366 -37,912 -32,036 -21,402 -13,822: -3,286 -10,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.0 32.9 55.7 57.0 95.8 95.9: 4.2 4.1
Old : 100.0: 7.1 6.0 32.9 55.7 57.0 95.8 95.9: 4.2 4.1
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 : 147: 30 29 46 68 76 121 134:
Old : 147: 30 29 46 68 76 121 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 25.4 48.9 41.2 23.2 15.7 27.4 21.8
Old : 35.0 25.4 48.9 41.2 23.2 15.7 27.4 21.8
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 9, 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 : 68,753: 15,761 1,171 2,254 41,913 58,279 59,928 61,704: 8,824 7,049
Old : 68,753: 15,761 1,171 2,254 41,913 58,279 59,928 61,704: 8,824 7,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -6,020: -457 -1,777 -2,525 -2,442 -2,025 -5,425 -6,327: -596 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.7 3.3 61.0 84.8 87.2 89.7: 12.8 10.3
Old : 100.0: 22.9 1.7 3.3 61.0 84.8 87.2 89.7: 12.8 10.3
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 : 94: 29 5 16 40 33 72 53:
Old : 94: 29 5 16 40 33 72 53:
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 : 25.1 48.4 38.4 62.2 21.9 41.8 33.8 55.6
Old : 25.1 48.4 38.4 62.2 21.9 41.8 33.8 55.6
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 9, 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 : 17,091: 2,839 756 37 11,752 14,242 14,628 15,035: 2,463 2,057
Old : 17,091: 2,839 756 37 11,752 14,242 14,628 15,035: 2,463 2,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -713: -1,836 0 1 997 -1,206 -838 -1,205: 125 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 4.4 0.2 68.8 83.3 85.6 88.0: 14.4 12.0
Old : 100.0: 16.6 4.4 0.2 68.8 83.3 85.6 88.0: 14.4 12.0
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 : 23: 6 2 2 8 7 15 10:
Old : 23: 6 2 2 8 7 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 77.0 70.0 86.4 51.8 77.0 70.0 86.2
Old : 51.8 77.0 70.0 86.4 51.8 77.0 70.0 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 103,322: 28,023 3,008 2,255 60,322 88,075 90,601 93,338: 12,721 9,984
Old : 103,322: 28,023 3,008 2,255 60,322 88,075 90,601 93,338: 12,721 9,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -10,615: -3,444 -9,756 1,149 -6,878 -1,638 -9,173 -10,244: -1,441 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 2.9 2.2 58.4 85.2 87.7 90.3: 12.3 9.7
Old : 100.0: 27.1 2.9 2.2 58.4 85.2 87.7 90.3: 12.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 26 7 14 37 32 65 51:
Old : 90: 26 7 14 37 32 65 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 : 27.9 46.6 43.1 60.8 27.8 46.4 42.8 60.6
Old : 27.9 46.6 43.1 60.8 27.8 46.4 42.8 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, August 9, 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 : 10,443: 5,713 5,737 493 3,619 3,813 9,825 10,043: 618 400
Old : 10,443: 5,713 5,737 493 3,619 3,813 9,825 10,043: 618 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 4,156: 2,190 3,886 7 1,920 0 4,117 3,893: 39 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 54.9 4.7 34.7 36.5 94.1 96.2: 5.9 3.8
Old : 100.0: 54.7 54.9 4.7 34.7 36.5 94.1 96.2: 5.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 10 2 3 1 14 12:
Old : 24: 10 10 2 3 1 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 83.0 87.1 94.3 66.6 78.3 85.5 89.6
Old : 66.6 83.0 87.1 94.3 66.6 78.3 85.5 89.6
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 9, 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 : 13,848: 1,991 412 59 11,445 13,367 13,495 13,838: 353 10
Old : 13,848: 1,991 412 59 11,445 13,367 13,495 13,838: 353 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 588: 378 -265 47 104 852 529 634: 59 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.0 0.4 82.6 96.5 97.5 99.9: 2.5 0.1
Old : 100.0: 14.4 3.0 0.4 82.6 96.5 97.5 99.9: 2.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 3 1 7 12 15 16:
Old : 29: 8 3 1 7 12 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 86.5 91.7 95.8 73.7 86.5 91.7 95.6
Old : 73.7 86.5 91.7 95.8 73.7 86.5 91.7 95.6
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 21,570: 4,079 1,657 0 17,216 19,866 21,295 21,523: 275 47
Old : 21,570: 4,079 1,657 0 17,216 19,866 21,295 21,523: 275 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -1,953: -1,116 -294 0 -810 -1,638 -1,926 -1,932: -27 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.7 0.0 79.8 92.1 98.7 99.8: 1.3 0.2
Old : 100.0: 18.9 7.7 0.0 79.8 92.1 98.7 99.8: 1.3 0.2
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 : 33: 8 5 0 8 13 16 18:
Old : 33: 8 5 0 8 13 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 67.8 96.4 86.8 88.6 67.8 96.4 86.8
Old : 88.6 67.8 96.4 86.8 88.6 67.8 96.4 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011