WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 547,399: 78,089 101,413 146,316 280,046 234,841 504,450 482,569: 42,948 64,829
Old : 464,821: 72,337 92,689 118,299 236,805 204,946 427,442 415,935: 37,379 48,886
Other: 82,578: 19,018 21,989 14,751 43,241 29,895 77,009 66,635: 5,569 15,943
: : :
: : Changes in Commitments from: August 9, 2011 :
: 12,951: 3,833 -3,120 2,721 5,912 14,635 12,467 14,236: 484 -1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.5 26.7 51.2 42.9 92.2 88.2: 7.8 11.8
Old : 100.0: 15.6 19.9 25.5 50.9 44.1 92.0 89.5: 8.0 10.5
Other: 100.0: 23.0 26.6 17.9 52.4 36.2 93.3 80.7: 6.7 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 117 145 179 98 125 326 353:
Old : 398: 117 143 159 93 121 307 334:
Other: 203: 41 57 40 39 91 107 168:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 13.9 32.2 19.5 18.2 11.1 29.1 15.2
Old : 21.2 16.2 33.2 22.1 19.6 14.3 30.6 18.9
Other: 32.0 17.1 48.6 26.8 25.9 9.9 39.4 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 1,971,299: 391,641 80,387 652,200 730,171 954,216 1,774,011 1,686,802: 197,287 284,496
Old : 287,677: 62,172 11,973 104,848 84,271 143,343 251,291 260,164: 36,386 27,513
Other: 1,683,622: 365,080 104,025 511,740 645,900 810,873 1,522,721 1,426,639: 160,901 256,983
: : :
: : Changes in Commitments from: August 9, 2011 :
: 76,679: 22,897 6,310 57,291 -14,140 11,328 66,047 74,929: 10,631 1,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.1 33.1 37.0 48.4 90.0 85.6: 10.0 14.4
Old : 100.0: 21.6 4.2 36.4 29.3 49.8 87.4 90.4: 12.6 9.6
Other: 100.0: 21.7 6.2 30.4 38.4 48.2 90.4 84.7: 9.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 898: 265 168 303 298 410 703 763:
Old : 611: 159 88 125 172 283 375 452:
Other: 881: 240 197 275 258 396 635 739:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 10.8 20.3 16.2 9.3 6.2 13.4 9.1
Old : 15.6 17.3 26.4 24.0 12.1 9.4 17.0 14.3
Other: 13.7 10.3 21.4 15.6 10.1 6.6 15.3 9.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 14,869: 2,708 1,105 1,741 7,403 10,345 11,852 13,191: 3,017 1,678
Old : 14,739: 2,703 1,105 1,693 7,327 10,265 11,723 13,062: 3,016 1,677
Other: 130: 5 0 49 76 80 129 129: 1 1
: : :
: : Changes in Commitments from: August 9, 2011 :
: 101: -58 3 -96 -149 212 -303 119: 404 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.4 11.7 49.8 69.6 79.7 88.7: 20.3 11.3
Old : 100.0: 18.3 7.5 11.5 49.7 69.6 79.5 88.6: 20.5 11.4
Other: 100.0: 3.7 0.0 37.4 58.2 61.8 99.2 99.2: 0.8 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 6 5 17 12 33 23:
Old : 42: 15 7 5 17 12 33 23:
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 : 31.6 55.4 49.2 74.5 27.9 46.8 40.9 60.4
Old : 31.3 55.3 49.1 74.3 27.9 47.1 41.1 60.7
Other: 99.2 99.2 99.2 99.2 25.2 25.2 25.2 25.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 708,542: 134,227 54,972 206,293 311,639 368,315 652,159 629,580: 56,382 78,961
Old : 677,821: 127,978 56,858 197,880 297,548 348,442 623,406 603,180: 54,414 74,640
Other: 30,721: 11,462 3,327 3,200 14,091 19,873 28,753 26,400: 1,968 4,321
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,508: 12,243 -7,242 -2,215 -10,521 13,783 -493 4,326: 2,001 -2,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.8 29.1 44.0 52.0 92.0 88.9: 8.0 11.1
Old : 100.0: 18.9 8.4 29.2 43.9 51.4 92.0 89.0: 8.0 11.0
Other: 100.0: 37.3 10.8 10.4 45.9 64.7 93.6 85.9: 6.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 195 144 228 128 204 421 493:
Old : 571: 197 148 218 127 203 414 488:
Other: 229: 33 55 20 28 130 74 194:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 16.8 21.4 24.6 11.6 11.6 17.0 15.8
Old : 13.5 17.0 22.1 24.7 12.4 12.2 18.5 16.4
Other: 41.0 37.3 56.4 47.7 31.5 28.9 43.4 34.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 23,262: 20,247 2,202 129 8 5,726 20,384 8,057: 2,878 15,205
Old : 21,108: 18,352 2,157 74 8 4,948 18,434 7,179: 2,674 13,929
Other: 2,154: 1,950 100 0 0 778 1,950 878: 204 1,276
: : :
: : Changes in Commitments from: August 9, 2011 :
: 297: 220 158 8 0 -45 228 121: 69 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 9.5 0.6 0.0 24.6 87.6 34.6: 12.4 65.4
Old : 100.0: 86.9 10.2 0.4 0.0 23.4 87.3 34.0: 12.7 66.0
Other: 100.0: 90.5 4.6 0.0 0.0 36.1 90.5 40.8: 9.5 59.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 8 5 1 15 21 28:
Old : 43: 20 8 5 1 15 21 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 : 54.5 13.8 70.8 21.0 54.5 13.8 70.8 21.0
Old : 52.2 12.7 69.2 19.9 52.2 12.7 69.2 19.9
Other: 81.2 28.3 90.5 35.7 81.2 28.3 90.5 35.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 330,263: 56,605 58,410 58,781 187,716 184,255 303,103 301,446: 27,161 28,817
Old : 52,357: 4,860 8,261 6,421 37,289 33,367 48,570 48,050: 3,787 4,308
Other: 277,906: 56,556 54,958 47,550 150,427 150,888 254,533 253,396: 23,373 24,510
: : :
: : Changes in Commitments from: August 9, 2011 :
: -4,494: -1,529 -3,197 -13 -4,192 -144 -5,734 -3,354: 1,240 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.7 17.8 56.8 55.8 91.8 91.3: 8.2 8.7
Old : 100.0: 9.3 15.8 12.3 71.2 63.7 92.8 91.8: 7.2 8.2
Other: 100.0: 20.4 19.8 17.1 54.1 54.3 91.6 91.2: 8.4 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 58 82 73 74 75 184 193:
Old : 136: 33 34 28 44 51 93 97:
Other: 236: 64 80 64 73 70 174 181:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 23.7 25.9 33.6 10.5 12.2 17.4 19.0
Old : 39.2 29.3 54.6 44.0 31.0 24.7 37.6 33.0
Other: 15.3 24.1 25.2 34.2 12.3 17.4 20.0 24.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 860,150: 63,013 92,675 125,037 510,386 502,406 698,435 720,119: 161,715 140,032
Old : 860,150: 63,013 92,675 125,037 510,386 502,406 698,435 720,119: 161,715 140,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 10,377: -3,805 -17,753 15,187 -8,866 28,225 2,515 25,658: 7,862 -15,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.8 14.5 59.3 58.4 81.2 83.7: 18.8 16.3
Old : 100.0: 7.3 10.8 14.5 59.3 58.4 81.2 83.7: 18.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 34 27 41 85 88 135 140:
Old : 168: 34 27 41 85 88 135 140:
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 : 17.8 16.1 25.8 24.5 15.5 14.7 22.1 22.5
Old : 17.8 16.1 25.8 24.5 15.5 14.7 22.1 22.5
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 16, 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 : 421,927: 55,532 58,534 5,145 291,005 318,893 351,682 382,572: 70,245 39,354
Old : 421,927: 55,532 58,534 5,145 291,005 318,893 351,682 382,572: 70,245 39,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 8,646: -2,813 -5,083 341 8,956 20,213 6,484 15,471: 2,163 -6,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.9 1.2 69.0 75.6 83.4 90.7: 16.6 9.3
Old : 100.0: 13.2 13.9 1.2 69.0 75.6 83.4 90.7: 16.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 7 9 5 39 38 49 49:
Old : 74: 7 9 5 39 38 49 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 : 25.7 49.9 43.5 61.6 22.2 49.1 38.7 59.8
Old : 25.7 49.9 43.5 61.6 22.2 49.1 38.7 59.8
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 16, 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 : 9,636: 1,017 838 446 7,540 8,011 9,003 9,295: 633 341
Old : 9,636: 1,017 838 446 7,540 8,011 9,003 9,295: 633 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 198: -73 -129 201 44 200 172 272: 26 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.7 4.6 78.2 83.1 93.4 96.5: 6.6 3.5
Old : 100.0: 10.6 8.7 4.6 78.2 83.1 93.4 96.5: 6.6 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 : 41: 10 3 4 21 27 33 32:
Old : 41: 10 3 4 21 27 33 32:
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 : 56.4 43.1 68.4 65.6 29.1 23.0 35.4 35.1
Old : 56.4 43.1 68.4 65.6 29.1 23.0 35.4 35.1
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 16, 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 : 190,169: 40,063 22,708 33,428 84,204 110,967 157,695 167,103: 32,475 23,067
Old : 31,741: 6,935 3,029 2,917 15,610 21,855 25,462 27,800: 6,278 3,940
Other: 158,429: 38,760 25,311 24,879 68,593 89,113 132,232 139,303: 26,197 19,126
: : :
: : Changes in Commitments from: August 9, 2011 :
: 592: -4,519 1,735 5,132 -140 -3,933 473 2,935: 118 -2,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 11.9 17.6 44.3 58.4 82.9 87.9: 17.1 12.1
Old : 100.0: 21.8 9.5 9.2 49.2 68.9 80.2 87.6: 19.8 12.4
Other: 100.0: 24.5 16.0 15.7 43.3 56.2 83.5 87.9: 16.5 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 62 34 51 63 63 148 136:
Old : 114: 26 23 19 48 38 84 70:
Other: 178: 57 42 43 63 59 139 128:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 29.4 26.4 40.6 11.3 20.5 17.6 28.9
Old : 31.3 37.0 39.8 50.2 24.3 32.2 31.7 43.2
Other: 14.6 28.9 25.6 41.4 10.8 21.3 17.8 29.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 20,289: 4,426 2,199 3,476 7,331 13,278 15,233 18,953: 5,056 1,335
Old : 20,289: 4,426 2,199 3,476 7,331 13,278 15,233 18,953: 5,056 1,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 911: 162 1 284 -7 480 440 766: 472 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.8 17.1 36.1 65.4 75.1 93.4: 24.9 6.6
Old : 100.0: 21.8 10.8 17.1 36.1 65.4 75.1 93.4: 24.9 6.6
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 : 91: 33 21 25 25 19 78 50:
Old : 91: 33 21 25 25 19 78 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 : 19.9 47.4 31.3 59.1 19.9 46.1 31.2 56.5
Old : 19.9 47.4 31.3 59.1 19.9 46.1 31.2 56.5
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 16, 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 : 1,027,552: 207,179 177,779 52,979 654,885 674,954 915,044 905,712: 112,509 121,840
Old : 1,027,552: 207,179 177,779 52,979 654,885 674,954 915,044 905,712: 112,509 121,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -48,701: -40,776 2,443 -434 -7,335 -36,142 -48,545 -34,132: -157 -14,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 17.3 5.2 63.7 65.7 89.1 88.1: 10.9 11.9
Old : 100.0: 20.2 17.3 5.2 63.7 65.7 89.1 88.1: 10.9 11.9
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 : 265: 48 54 29 96 139 159 207:
Old : 265: 48 54 29 96 139 159 207:
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 16.7 39.3 25.6 24.2 15.1 37.5 21.8
Old : 24.6 16.7 39.3 25.6 24.2 15.1 37.5 21.8
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 16, 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 : 2,666,497: 226,994 201,847 378,247 1,737,568 1,733,139 2,342,809 2,313,233: 323,689 353,264
Old : 2,666,497: 226,994 201,847 378,247 1,737,568 1,733,139 2,342,809 2,313,233: 323,689 353,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 117,218: -32,181 684 -1,093 153,398 133,996 120,124 133,587: -2,907 -16,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.6 14.2 65.2 65.0 87.9 86.8: 12.1 13.2
Old : 100.0: 8.5 7.6 14.2 65.2 65.0 87.9 86.8: 12.1 13.2
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 : 275: 45 46 63 149 165 223 245:
Old : 275: 45 46 63 149 165 223 245:
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 : 28.7 18.0 36.1 26.2 25.1 15.8 30.2 20.7
Old : 28.7 18.0 36.1 26.2 25.1 15.8 30.2 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 16, 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 : 1,667,443: 311,608 103,045 173,514 950,191 1,117,688 1,435,314 1,394,247: 232,130 273,196
Old : 1,667,443: 311,608 103,045 173,514 950,191 1,117,688 1,435,314 1,394,247: 232,130 273,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -11,435: -1,967 -16,425 9,788 -18,639 10,394 -10,819 3,757: -617 -15,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.2 10.4 57.0 67.0 86.1 83.6: 13.9 16.4
Old : 100.0: 18.7 6.2 10.4 57.0 67.0 86.1 83.6: 13.9 16.4
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 : 206: 30 36 41 90 119 143 173:
Old : 206: 30 36 41 90 119 143 173:
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 : 33.0 17.7 41.7 25.9 32.4 14.5 38.9 21.0
Old : 33.0 17.7 41.7 25.9 32.4 14.5 38.9 21.0
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 16, 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 : 1,092,195: 68,444 53,493 363,798 612,378 621,743 1,044,620 1,039,034: 47,575 53,162
Old : 1,092,195: 68,444 53,493 363,798 612,378 621,743 1,044,620 1,039,034: 47,575 53,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 7,705: -8,392 -11,735 6,579 7,801 4,069 5,987 -1,087: 1,718 8,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.9 33.3 56.1 56.9 95.6 95.1: 4.4 4.9
Old : 100.0: 6.3 4.9 33.3 56.1 56.9 95.6 95.1: 4.4 4.9
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 : 144: 26 31 44 68 78 118 133:
Old : 144: 26 31 44 68 78 118 133:
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 : 35.2 25.4 50.4 41.1 22.8 15.3 26.0 20.7
Old : 35.2 25.4 50.4 41.1 22.8 15.3 26.0 20.7
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 16, 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 : 56,271: 8,779 6,079 3,849 37,300 39,134 49,928 49,063: 6,343 7,209
Old : 56,271: 8,779 6,079 3,849 37,300 39,134 49,928 49,063: 6,343 7,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -12,481: -6,982 4,909 1,595 -4,613 -19,145 -10,000 -12,641: -2,481 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.8 6.8 66.3 69.5 88.7 87.2: 11.3 12.8
Old : 100.0: 15.6 10.8 6.8 66.3 69.5 88.7 87.2: 11.3 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 : 84: 20 10 12 35 32 59 52:
Old : 84: 20 10 12 35 32 59 52:
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 30.0 39.7 47.9 21.7 26.8 33.9 43.7
Old : 25.6 30.0 39.7 47.9 21.7 26.8 33.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,679: 2,407 2,258 36 8,749 9,458 11,192 11,752: 2,487 1,926
Old : 13,679: 2,407 2,258 36 8,749 9,458 11,192 11,752: 2,487 1,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -3,413: -433 1,502 -0 -3,003 -4,784 -3,436 -3,282: 23 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.5 0.3 64.0 69.1 81.8 85.9: 18.2 14.1
Old : 100.0: 17.6 16.5 0.3 64.0 69.1 81.8 85.9: 18.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 2 8 6 14 9:
Old : 21: 5 2 2 8 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 : 42.8 70.7 65.4 85.9 42.8 70.7 65.4 85.7
Old : 42.8 70.7 65.4 85.9 42.8 70.7 65.4 85.7
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 16, 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 : 85,186: 18,658 13,556 1,712 57,103 59,353 77,472 74,621: 7,713 10,565
Old : 85,186: 18,658 13,556 1,712 57,103 59,353 77,472 74,621: 7,713 10,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -18,137: -9,366 10,548 -544 -3,219 -28,722 -13,129 -18,718: -5,008 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.9 2.0 67.0 69.7 90.9 87.6: 9.1 12.4
Old : 100.0: 21.9 15.9 2.0 67.0 69.7 90.9 87.6: 9.1 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 : 80: 19 11 10 33 30 54 49:
Old : 80: 19 11 10 33 30 54 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 : 30.3 34.8 45.6 53.9 30.2 34.6 45.5 53.7
Old : 30.3 34.8 45.6 53.9 30.2 34.6 45.5 53.7
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 16, 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 : 10,839: 5,788 6,175 850 3,647 3,813 10,285 10,838: 554 1
Old : 10,839: 5,788 6,175 850 3,647 3,813 10,285 10,838: 554 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 396: 75 438 357 28 0 460 795: -64 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 57.0 7.8 33.6 35.2 94.9 100.0: 5.1 0.0
Old : 100.0: 53.4 57.0 7.8 33.6 35.2 94.9 100.0: 5.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 13 2 3 1 14 15:
Old : 27: 10 13 2 3 1 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 75.8 90.8 91.1 69.1 72.0 84.3 85.3
Old : 69.1 75.8 90.8 91.1 69.1 72.0 84.3 85.3
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 16, 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 : 13,343: 3,180 411 6 9,805 12,865 12,991 13,282: 352 61
Old : 13,343: 3,180 411 6 9,805 12,865 12,991 13,282: 352 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -505: 1,189 -1 -53 -1,640 -502 -504 -556: -1 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.1 0.0 73.5 96.4 97.4 99.5: 2.6 0.5
Old : 100.0: 23.8 3.1 0.0 73.5 96.4 97.4 99.5: 2.6 0.5
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 : 29: 9 3 1 6 12 15 16:
Old : 29: 9 3 1 6 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 : 71.9 85.4 92.6 95.6 71.9 85.4 92.6 95.5
Old : 71.9 85.4 92.6 95.6 71.9 85.4 92.6 95.5
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 16, 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 : 21,228: 3,021 1,569 0 17,966 19,614 20,987 21,183: 241 45
Old : 21,228: 3,021 1,569 0 17,966 19,614 20,987 21,183: 241 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -342: -1,058 -88 0 750 -252 -308 -340: -34 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.4 0.0 84.6 92.4 98.9 99.8: 1.1 0.2
Old : 100.0: 14.2 7.4 0.0 84.6 92.4 98.9 99.8: 1.1 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 : 34: 9 5 0 8 13 17 18:
Old : 34: 9 5 0 8 13 17 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 71.2 96.4 89.2 88.6 71.2 96.3 89.2
Old : 88.6 71.2 96.4 89.2 88.6 71.2 96.3 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011