WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 550,790: 81,533 98,831 150,585 277,175 237,429 509,293 486,845: 41,498 63,945
Old : 467,441: 74,509 87,961 123,509 233,473 207,638 431,490 419,107: 35,950 48,334
Other: 83,349: 19,826 23,672 14,274 43,702 29,792 77,802 67,738: 5,547 15,611
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,391: 3,444 -2,582 4,269 -2,871 2,588 4,842 4,275: -1,451 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.9 27.3 50.3 43.1 92.5 88.4: 7.5 11.6
Old : 100.0: 15.9 18.8 26.4 49.9 44.4 92.3 89.7: 7.7 10.3
Other: 100.0: 23.8 28.4 17.1 52.4 35.7 93.3 81.3: 6.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 112 150 178 104 127 333 356:
Old : 402: 116 145 156 98 123 312 335:
Other: 211: 41 65 38 40 91 110 172:
:----------------------------------------------------------------------------------------------------
: 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 14.4 32.5 20.1 18.4 11.9 29.3 15.6
Old : 21.0 16.8 33.5 22.7 19.9 15.3 30.9 19.3
Other: 31.7 17.3 48.5 27.3 25.8 10.2 39.3 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 2,027,276: 401,095 83,680 674,432 745,881 974,828 1,821,408 1,732,939: 205,868 294,337
Old : 256,031: 46,908 13,656 99,216 76,671 118,921 222,795 231,793: 33,236 24,238
Other: 1,771,245: 388,053 103,889 541,350 669,210 855,907 1,598,613 1,501,146: 172,632 270,099
: : :
: : Changes in Commitments from: August 16, 2011 :
: 55,978: 9,455 3,292 22,232 15,710 20,612 47,397 46,137: 8,581 9,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.1 33.3 36.8 48.1 89.8 85.5: 10.2 14.5
Old : 100.0: 18.3 5.3 38.8 29.9 46.4 87.0 90.5: 13.0 9.5
Other: 100.0: 21.9 5.9 30.6 37.8 48.3 90.3 84.8: 9.7 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 918: 266 187 313 302 419 722 783:
Old : 591: 151 86 128 169 271 369 437:
Other: 907: 250 207 279 260 406 649 761:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 10.4 20.0 15.7 9.2 6.2 13.4 8.9
Old : 17.0 18.8 25.7 26.5 9.5 10.3 14.4 14.6
Other: 13.3 9.9 21.2 15.1 10.2 6.7 15.5 9.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 15,822: 3,243 997 1,789 7,971 11,357 13,003 14,143: 2,819 1,679
Old : 15,690: 3,233 997 1,742 7,899 11,273 12,874 14,012: 2,816 1,678
Other: 132: 9 0 47 72 84 129 131: 3 1
: : :
: : Changes in Commitments from: August 16, 2011 :
: 953: 534 -108 48 569 1,012 1,151 952: -198 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.3 11.3 50.4 71.8 82.2 89.4: 17.8 10.6
Old : 100.0: 20.6 6.4 11.1 50.3 71.8 82.1 89.3: 17.9 10.7
Other: 100.0: 6.9 0.0 35.9 54.9 63.3 97.7 99.2: 2.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 5 6 17 12 35 23:
Old : 43: 18 5 6 17 12 35 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 : 32.5 55.4 49.9 74.9 28.3 46.2 40.4 60.4
Old : 32.3 55.2 49.6 74.7 28.3 46.5 40.5 60.7
Other: 97.7 99.2 97.7 99.2 28.2 29.7 28.2 29.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 751,738: 173,107 43,317 223,645 288,326 405,663 685,078 672,625: 66,659 79,113
Old : 719,083: 167,212 45,269 214,007 273,438 385,805 654,657 645,081: 64,426 74,002
Other: 32,655: 12,216 4,368 3,318 14,888 19,858 30,422 27,544: 2,233 5,111
: : :
: : Changes in Commitments from: August 16, 2011 :
: 43,196: 38,879 -11,656 17,352 -23,313 37,347 32,919 43,044: 10,277 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 5.8 29.8 38.4 54.0 91.1 89.5: 8.9 10.5
Old : 100.0: 23.3 6.3 29.8 38.0 53.7 91.0 89.7: 9.0 10.3
Other: 100.0: 37.4 13.4 10.2 45.6 60.8 93.2 84.3: 6.8 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 588: 212 145 232 122 204 441 489:
Old : 588: 212 147 222 121 204 434 485:
Other: 233: 39 54 21 30 130 79 196:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 18.2 20.5 26.5 11.3 13.1 16.3 18.0
Old : 12.9 18.3 20.9 26.5 11.9 13.6 17.5 18.5
Other: 38.6 35.8 53.6 48.0 30.4 31.2 43.3 36.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 23,812: 20,501 2,599 123 8 5,899 20,632 8,621: 3,180 15,191
Old : 21,611: 18,583 2,502 68 8 5,102 18,659 7,672: 2,952 13,939
Other: 2,201: 1,973 152 0 0 797 1,973 949: 228 1,252
: : :
: : Changes in Commitments from: August 16, 2011 :
: 550: 254 397 -6 0 173 248 564: 302 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 10.9 0.5 0.0 24.8 86.6 36.2: 13.4 63.8
Old : 100.0: 86.0 11.6 0.3 0.0 23.6 86.3 35.5: 13.7 64.5
Other: 100.0: 89.6 6.9 0.0 0.0 36.2 89.6 43.1: 10.4 56.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 10 6 1 15 21 31:
Old : 45: 20 10 6 1 15 21 31:
Other: 27: 8 5 0 0 14 8 19:
:----------------------------------------------------------------------------------------------------
: 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 : 54.0 13.7 70.1 21.1 53.9 13.7 70.0 21.1
Old : 51.7 12.8 68.5 20.1 51.5 12.8 68.3 20.1
Other: 80.5 28.4 89.6 36.4 80.5 28.4 89.6 36.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 327,128: 58,779 48,987 63,279 177,424 186,972 299,482 299,238: 27,646 27,890
Old : 41,547: 6,179 5,147 5,296 26,313 26,973 37,789 37,417: 3,758 4,130
Other: 285,581: 58,106 49,347 52,476 151,111 159,999 261,693 261,822: 23,888 23,759
: : :
: : Changes in Commitments from: August 16, 2011 :
: -3,135: 2,173 -9,422 4,498 -10,292 2,717 -3,621 -2,208: 486 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 15.0 19.3 54.2 57.2 91.5 91.5: 8.5 8.5
Old : 100.0: 14.9 12.4 12.7 63.3 64.9 91.0 90.1: 9.0 9.9
Other: 100.0: 20.3 17.3 18.4 52.9 56.0 91.6 91.7: 8.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 75 71 82 72 75 193 195:
Old : 129: 39 25 27 42 47 92 88:
Other: 241: 71 79 76 70 70 184 186:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 22.3 25.0 32.8 10.8 13.3 17.4 20.2
Old : 33.1 36.2 48.5 48.4 23.9 25.9 32.1 33.3
Other: 14.9 22.0 24.6 32.8 12.1 15.5 19.7 23.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 900,529: 62,888 96,816 139,449 535,910 512,190 738,246 748,454: 162,283 152,074
Old : 900,529: 62,888 96,816 139,449 535,910 512,190 738,246 748,454: 162,283 152,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 40,378: -125 4,141 14,412 25,524 9,783 39,810 28,336: 568 12,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 10.8 15.5 59.5 56.9 82.0 83.1: 18.0 16.9
Old : 100.0: 7.0 10.8 15.5 59.5 56.9 82.0 83.1: 18.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 35 32 46 89 85 145 142:
Old : 174: 35 32 46 89 85 145 142:
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 : 17.5 15.5 26.1 24.2 15.2 14.2 21.3 21.9
Old : 17.5 15.5 26.1 24.2 15.2 14.2 21.3 21.9
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 23, 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 : 423,121: 52,166 54,839 7,948 288,398 317,046 348,512 379,834: 74,609 43,287
Old : 423,121: 52,166 54,839 7,948 288,398 317,046 348,512 379,834: 74,609 43,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,195: -3,366 -3,695 2,804 -2,607 -1,847 -3,169 -2,738: 4,364 3,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.0 1.9 68.2 74.9 82.4 89.8: 17.6 10.2
Old : 100.0: 12.3 13.0 1.9 68.2 74.9 82.4 89.8: 17.6 10.2
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 : 77: 6 11 6 44 39 55 51:
Old : 77: 6 11 6 44 39 55 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 : 25.5 49.3 42.0 60.9 22.9 48.4 39.0 59.8
Old : 25.5 49.3 42.0 60.9 22.9 48.4 39.0 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 23, 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 : 10,093: 1,036 998 610 7,804 8,088 9,450 9,696: 643 397
Old : 10,093: 1,036 998 610 7,804 8,088 9,450 9,696: 643 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 457: 19 160 164 264 77 447 401: 10 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.9 6.0 77.3 80.1 93.6 96.1: 6.4 3.9
Old : 100.0: 10.3 9.9 6.0 77.3 80.1 93.6 96.1: 6.4 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 : 38: 9 3 5 20 26 31 32:
Old : 38: 9 3 5 20 26 31 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 : 58.9 44.8 71.7 65.5 32.1 24.5 38.8 36.7
Old : 58.9 44.8 71.7 65.5 32.1 24.5 38.8 36.7
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 23, 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 : 211,876: 54,181 21,739 36,826 78,571 128,072 169,578 186,636: 42,297 25,239
Old : 25,589: 6,075 3,362 2,124 8,456 15,617 16,655 21,103: 8,934 4,486
Other: 186,286: 54,609 24,879 28,200 70,115 112,455 152,924 165,533: 33,363 20,753
: : :
: : Changes in Commitments from: August 16, 2011 :
: 21,706: 14,118 -969 3,398 -5,633 17,105 11,884 19,533: 9,822 2,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.3 17.4 37.1 60.4 80.0 88.1: 20.0 11.9
Old : 100.0: 23.7 13.1 8.3 33.0 61.0 65.1 82.5: 34.9 17.5
Other: 100.0: 29.3 13.4 15.1 37.6 60.4 82.1 88.9: 17.9 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 73 35 53 67 68 170 138:
Old : 118: 26 25 19 43 44 79 78:
Other: 197: 69 44 43 65 62 159 127:
:----------------------------------------------------------------------------------------------------
: 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 29.9 21.7 42.1 7.8 21.5 13.7 30.1
Old : 17.1 29.7 26.3 40.1 13.1 28.2 20.8 37.0
Other: 13.3 30.9 22.4 44.1 9.0 22.9 15.4 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 20,546: 4,145 2,255 3,856 7,563 13,257 15,564 19,368: 4,982 1,177
Old : 20,546: 4,145 2,255 3,856 7,563 13,257 15,564 19,368: 4,982 1,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 257: -281 56 380 232 -21 331 415: -74 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.0 18.8 36.8 64.5 75.8 94.3: 24.2 5.7
Old : 100.0: 20.2 11.0 18.8 36.8 64.5 75.8 94.3: 24.2 5.7
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 : 94: 33 21 28 28 18 82 53:
Old : 94: 33 21 28 28 18 82 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 : 20.2 46.6 31.8 58.8 20.2 45.2 31.7 55.2
Old : 20.2 46.6 31.8 58.8 20.2 45.2 31.7 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,017,004: 210,053 177,348 61,863 629,622 648,845 901,538 888,057: 115,466 128,947
Old : 1,017,004: 210,053 177,348 61,863 629,622 648,845 901,538 888,057: 115,466 128,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -10,548: 2,874 -431 8,884 -25,263 -26,108 -13,505 -17,655: 2,957 7,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.4 6.1 61.9 63.8 88.6 87.3: 11.4 12.7
Old : 100.0: 20.7 17.4 6.1 61.9 63.8 88.6 87.3: 11.4 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 : 263: 49 59 35 95 133 166 205:
Old : 263: 49 59 35 95 133 166 205:
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 : 22.7 17.3 37.0 26.1 22.0 16.2 35.4 22.6
Old : 22.7 17.3 37.0 26.1 22.0 16.2 35.4 22.6
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 23, 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 : 2,650,280: 220,658 208,094 391,811 1,727,856 1,697,973 2,340,325 2,297,878: 309,955 352,403
Old : 2,650,280: 220,658 208,094 391,811 1,727,856 1,697,973 2,340,325 2,297,878: 309,955 352,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -16,217: -6,336 6,247 13,564 -9,711 -35,167 -2,483 -15,356: -13,734 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.9 14.8 65.2 64.1 88.3 86.7: 11.7 13.3
Old : 100.0: 8.3 7.9 14.8 65.2 64.1 88.3 86.7: 11.7 13.3
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 : 284: 39 56 67 154 172 231 257:
Old : 284: 39 56 67 154 172 231 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 16.4 34.8 24.9 23.4 14.2 29.0 19.4
Old : 26.8 16.4 34.8 24.9 23.4 14.2 29.0 19.4
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 23, 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 : 1,670,371: 394,296 96,575 185,507 844,793 1,111,688 1,424,595 1,393,769: 245,776 276,602
Old : 1,670,371: 394,296 96,575 185,507 844,793 1,111,688 1,424,595 1,393,769: 245,776 276,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,928: 82,687 -6,470 11,993 -105,399 -6,001 -10,718 -478: 13,646 3,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.8 11.1 50.6 66.6 85.3 83.4: 14.7 16.6
Old : 100.0: 23.6 5.8 11.1 50.6 66.6 85.3 83.4: 14.7 16.6
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 : 204: 38 31 43 92 115 148 171:
Old : 204: 38 31 43 92 115 148 171:
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 : 28.1 17.0 37.4 25.6 27.6 14.4 34.7 20.9
Old : 28.1 17.0 37.4 25.6 27.6 14.4 34.7 20.9
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 23, 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 : 1,076,264: 67,684 56,930 354,076 610,435 616,601 1,032,195 1,027,606: 44,069 48,658
Old : 1,076,264: 67,684 56,930 354,076 610,435 616,601 1,032,195 1,027,606: 44,069 48,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -15,931: -760 3,436 -9,722 -1,943 -5,142 -12,425 -11,428: -3,506 -4,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 5.3 32.9 56.7 57.3 95.9 95.5: 4.1 4.5
Old : 100.0: 6.3 5.3 32.9 56.7 57.3 95.9 95.5: 4.1 4.5
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 : 145: 27 30 42 71 78 120 132:
Old : 145: 27 30 42 71 78 120 132:
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 : 35.9 26.6 51.4 42.5 23.4 16.4 27.2 22.3
Old : 35.9 26.6 51.4 42.5 23.4 16.4 27.2 22.3
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 23, 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 : 54,418: 7,369 1,308 3,968 36,405 42,342 47,742 47,618: 6,676 6,800
Old : 54,418: 7,369 1,308 3,968 36,405 42,342 47,742 47,618: 6,676 6,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -1,854: -1,410 -4,772 119 -896 3,208 -2,186 -1,445: 333 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.4 7.3 66.9 77.8 87.7 87.5: 12.3 12.5
Old : 100.0: 13.5 2.4 7.3 66.9 77.8 87.7 87.5: 12.3 12.5
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 : 84: 21 7 11 38 31 63 47:
Old : 84: 21 7 11 38 31 63 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 : 24.7 38.7 39.7 56.8 21.4 34.5 32.2 50.1
Old : 24.7 38.7 39.7 56.8 21.4 34.5 32.2 50.1
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 23, 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 : 13,834: 2,470 2,460 38 9,002 9,711 11,510 12,209: 2,324 1,626
Old : 13,834: 2,470 2,460 38 9,002 9,711 11,510 12,209: 2,324 1,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 156: 63 202 2 253 253 318 457: -162 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 17.8 0.3 65.1 70.2 83.2 88.2: 16.8 11.8
Old : 100.0: 17.9 17.8 0.3 65.1 70.2 83.2 88.2: 16.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 3 2 8 7 14 11:
Old : 22: 5 3 2 8 7 14 11:
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 : 44.1 69.9 66.6 86.4 44.0 69.9 66.2 86.2
Old : 44.1 69.9 66.6 86.4 44.0 69.9 66.2 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 23, 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 : 81,167: 15,820 3,717 1,838 54,805 65,263 72,463 70,818: 8,703 10,348
Old : 81,167: 15,820 3,717 1,838 54,805 65,263 72,463 70,818: 8,703 10,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -4,019: -2,838 -9,839 126 -2,298 5,910 -5,009 -3,802: 990 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.6 2.3 67.5 80.4 89.3 87.3: 10.7 12.7
Old : 100.0: 19.5 4.6 2.3 67.5 80.4 89.3 87.3: 10.7 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 : 78: 20 7 9 35 29 57 43:
Old : 78: 20 7 9 35 29 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 45.3 45.0 59.1 29.7 45.1 44.0 58.8
Old : 29.8 45.3 45.0 59.1 29.7 45.1 44.0 58.8
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 23, 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 : 12,255: 5,246 6,971 1,456 4,976 3,813 11,678 12,240: 577 15
Old : 12,255: 5,246 6,971 1,456 4,976 3,813 11,678 12,240: 577 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,416: -542 796 606 1,329 0 1,393 1,402: 23 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 56.9 11.9 40.6 31.1 95.3 99.9: 4.7 0.1
Old : 100.0: 42.8 56.9 11.9 40.6 31.1 95.3 99.9: 4.7 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 : 24: 9 11 2 3 1 14 12:
Old : 24: 9 11 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 : 68.6 79.2 88.7 94.2 68.6 69.5 81.3 83.1
Old : 68.6 79.2 88.7 94.2 68.6 69.5 81.3 83.1
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 23, 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 : 12,547: 2,112 412 0 10,098 12,072 12,210 12,484: 337 63
Old : 12,547: 2,112 412 0 10,098 12,072 12,210 12,484: 337 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -796: -1,068 1 -6 293 -793 -781 -798: -15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.3 0.0 80.5 96.2 97.3 99.5: 2.7 0.5
Old : 100.0: 16.8 3.3 0.0 80.5 96.2 97.3 99.5: 2.7 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 : 31: 9 3 0 7 13 16 16:
Old : 31: 9 3 0 7 13 16 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 : 71.2 84.3 91.3 95.1 71.2 84.3 91.3 95.0
Old : 71.2 84.3 91.3 95.1 71.2 84.3 91.3 95.0
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 23, 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 : 20,716: 2,858 1,316 4 17,529 19,331 20,391 20,651: 325 65
Old : 20,716: 2,858 1,316 4 17,529 19,331 20,391 20,651: 325 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -512: -163 -253 4 -437 -283 -596 -532: 84 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 6.4 0.0 84.6 93.3 98.4 99.7: 1.6 0.3
Old : 100.0: 13.8 6.4 0.0 84.6 93.3 98.4 99.7: 1.6 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: 11 4 1 6 13 17 18:
Old : 34: 11 4 1 6 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 : 90.1 77.5 96.5 91.0 90.1 77.5 96.5 91.0
Old : 90.1 77.5 96.5 91.0 90.1 77.5 96.5 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011