WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 491,397: 80,294 84,255 115,660 257,152 229,688 453,105 429,603: 38,292 61,794
Old : 406,904: 73,793 73,403 87,570 213,176 200,323 374,539 361,296: 32,365 45,608
Other: 84,493: 19,635 23,986 14,955 43,976 29,365 78,566 68,306: 5,927 16,187
: : :
: : Changes in Commitments from: August 23, 2011 :
: -59,393: -1,239 -14,576 -34,925 -20,023 -7,741 -56,187 -57,242: -3,206 -2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.1 23.5 52.3 46.7 92.2 87.4: 7.8 12.6
Old : 100.0: 18.1 18.0 21.5 52.4 49.2 92.0 88.8: 8.0 11.2
Other: 100.0: 23.2 28.4 17.7 52.0 34.8 93.0 80.8: 7.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 114 136 168 93 117 312 341:
Old : 387: 120 130 145 86 113 288 320:
Other: 208: 43 63 42 41 88 114 170:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 15.1 35.5 21.0 20.7 13.3 33.0 17.5
Old : 24.1 18.1 37.3 23.6 23.0 17.1 35.5 22.0
Other: 31.3 17.4 47.3 28.1 25.8 10.8 37.7 17.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,965,600: 443,574 90,251 628,779 698,201 950,795 1,770,554 1,669,825: 195,046 295,775
Old : 33,529: 18,133 1,154 0 4,493 25,725 22,626 26,879: 10,903 6,650
Other: 1,932,071: 441,721 105,377 612,499 693,708 925,070 1,747,928 1,642,946: 184,143 289,125
: : :
: : Changes in Commitments from: August 23, 2011 :
: -61,676: 42,479 6,572 -45,653 -47,681 -24,033 -50,854 -63,114: -10,822 1,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.6 32.0 35.5 48.4 90.1 85.0: 9.9 15.0
Old : 100.0: 54.1 3.4 0.0 13.4 76.7 67.5 80.2: 32.5 19.8
Other: 100.0: 22.9 5.5 31.7 35.9 47.9 90.5 85.0: 9.5 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 948: 281 189 319 267 418 704 801:
Old : 239: 70 16 0 35 122 105 138:
Other: 945: 264 228 288 259 412 665 794:
:----------------------------------------------------------------------------------------------------
: 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 10.0 19.8 15.4 9.5 6.8 13.9 9.9
Old : 7.7 24.3 14.6 35.6 7.3 24.0 14.3 35.3
Other: 12.6 10.0 20.2 15.4 9.6 6.8 14.2 9.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 15,541: 3,150 506 1,427 8,075 12,465 12,652 14,398: 2,888 1,142
Old : 15,407: 3,149 518 1,370 8,003 12,380 12,522 14,267: 2,884 1,139
Other: 134: 12 0 46 72 85 130 131: 4 3
: : :
: : Changes in Commitments from: August 23, 2011 :
: -281: -93 -491 -362 104 1,108 -351 256: 69 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.3 9.2 52.0 80.2 81.4 92.6: 18.6 7.4
Old : 100.0: 20.4 3.4 8.9 51.9 80.4 81.3 92.6: 18.7 7.4
Other: 100.0: 9.1 0.0 34.3 53.7 63.5 97.0 97.8: 3.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 6 6 16 12 37 21:
Old : 43: 18 6 6 16 12 37 21:
Other: 6: 2 0 2 3 2 5 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 : 36.0 64.3 51.9 81.1 34.2 57.2 44.6 69.9
Old : 35.8 64.5 51.8 81.1 34.3 57.6 44.8 70.2
Other: 96.3 97.8 97.0 97.8 30.7 31.5 30.7 31.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 819,218: 223,748 39,779 254,072 267,918 444,658 745,739 738,510: 73,479 80,708
Old : 782,620: 216,920 42,671 242,690 251,681 421,973 711,291 707,334: 71,329 75,287
Other: 36,597: 14,355 4,636 3,855 16,237 22,685 34,447 31,176: 2,150 5,421
: : :
: : Changes in Commitments from: August 23, 2011 :
: 67,480: 50,642 -3,537 30,427 -20,408 38,995 60,660 65,885: 6,819 1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.9 31.0 32.7 54.3 91.0 90.1: 9.0 9.9
Old : 100.0: 27.7 5.5 31.0 32.2 53.9 90.9 90.4: 9.1 9.6
Other: 100.0: 39.2 12.7 10.5 44.4 62.0 94.1 85.2: 5.9 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 238 150 252 122 205 492 509:
Old : 638: 236 157 242 122 205 487 504:
Other: 246: 48 53 22 32 133 92 197:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 18.3 19.3 26.4 10.5 13.7 15.2 19.3
Old : 12.1 18.2 19.7 26.4 11.1 14.2 16.2 19.8
Other: 34.4 38.9 48.9 50.6 28.4 36.1 40.7 41.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 25,820: 22,140 3,005 60 8 6,414 22,208 9,479: 3,612 16,341
Old : 23,427: 20,063 2,885 35 8 5,520 20,106 8,440: 3,321 14,987
Other: 2,393: 2,102 145 0 0 894 2,102 1,039: 291 1,354
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,008: 1,639 406 -63 0 515 1,576 858: 432 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 11.6 0.2 0.0 24.8 86.0 36.7: 14.0 63.3
Old : 100.0: 85.6 12.3 0.1 0.0 23.6 85.8 36.0: 14.2 64.0
Other: 100.0: 87.8 6.1 0.0 0.0 37.4 87.8 43.4: 12.2 56.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 12 5 1 16 22 33:
Old : 49: 21 12 5 1 16 22 33:
Other: 31: 8 7 0 0 16 8 23:
:----------------------------------------------------------------------------------------------------
: 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 : 51.7 13.3 68.2 20.6 51.6 13.3 68.1 20.6
Old : 49.3 12.4 66.5 19.6 49.1 12.4 66.4 19.6
Other: 79.0 27.5 87.8 35.1 79.0 27.5 87.8 35.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 323,377: 73,084 30,147 65,314 150,984 203,307 289,382 298,768: 33,995 24,609
Old : 8,925: 5,698 1,501 3 1,360 5,749 7,061 7,253: 1,864 1,672
Other: 314,452: 73,217 34,477 59,480 149,624 197,558 282,321 291,515: 32,131 22,937
: : :
: : Changes in Commitments from: August 23, 2011 :
: -3,751: 14,305 -18,840 2,035 -26,440 16,335 -10,100 -470: 6,349 -3,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.3 20.2 46.7 62.9 89.5 92.4: 10.5 7.6
Old : 100.0: 63.8 16.8 0.0 15.2 64.4 79.1 81.3: 20.9 18.7
Other: 100.0: 23.3 11.0 18.9 47.6 62.8 89.8 92.7: 10.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 91 55 86 71 72 213 184:
Old : 50: 23 5 1 7 17 30 23:
Other: 254: 88 70 78 69 71 203 181:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 25.0 21.1 37.0 10.8 18.4 17.6 29.0
Old : 21.9 49.3 39.8 66.1 21.9 48.7 39.8 62.5
Other: 13.3 25.1 21.7 37.4 11.1 18.9 18.0 29.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 797,280: 58,162 91,837 60,820 507,970 492,181 626,952 644,838: 170,328 152,442
Old : 797,280: 58,162 91,837 60,820 507,970 492,181 626,952 644,838: 170,328 152,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -103,248: -4,726 -4,979 -78,628 -27,939 -20,008 -111,294 -103,616: 8,046 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 11.5 7.6 63.7 61.7 78.6 80.9: 21.4 19.1
Old : 100.0: 7.3 11.5 7.6 63.7 61.7 78.6 80.9: 21.4 19.1
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 : 142: 27 24 31 74 70 114 112:
Old : 142: 27 24 31 74 70 114 112:
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 : 19.5 18.7 27.8 29.4 16.8 14.6 23.2 23.9
Old : 19.5 18.7 27.8 29.4 16.8 14.6 23.2 23.9
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 30, 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 : 431,091: 50,302 45,452 17,813 287,419 325,851 355,534 389,116: 75,557 41,974
Old : 431,091: 50,302 45,452 17,813 287,419 325,851 355,534 389,116: 75,557 41,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 7,969: -1,864 -9,387 9,865 -979 8,805 7,022 9,282: 948 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.5 4.1 66.7 75.6 82.5 90.3: 17.5 9.7
Old : 100.0: 11.7 10.5 4.1 66.7 75.6 82.5 90.3: 17.5 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 : 75: 7 8 4 43 39 52 49:
Old : 75: 7 8 4 43 39 52 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 : 24.4 48.5 40.6 62.0 21.7 47.7 37.1 59.3
Old : 24.4 48.5 40.6 62.0 21.7 47.7 37.1 59.3
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 30, 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 : 10,324: 943 844 801 7,954 8,283 9,698 9,928: 626 396
Old : 10,324: 943 844 801 7,954 8,283 9,698 9,928: 626 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 231: -93 -154 191 150 195 248 232: -17 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.2 7.8 77.0 80.2 93.9 96.2: 6.1 3.8
Old : 100.0: 9.1 8.2 7.8 77.0 80.2 93.9 96.2: 6.1 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 : 37: 7 3 4 23 25 32 30:
Old : 37: 7 3 4 23 25 32 30:
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 : 55.2 46.6 70.4 65.9 30.3 24.0 36.0 36.6
Old : 55.2 46.6 70.4 65.9 30.3 24.0 36.0 36.6
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 30, 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 : 230,772: 67,432 19,692 44,978 76,071 143,650 188,482 208,320: 42,290 22,452
Old : 8,988: 5,595 1,101 0 1,070 5,694 6,665 6,795: 2,323 2,193
Other: 221,784: 67,417 24,171 39,398 75,001 137,956 181,817 201,525: 39,967 20,259
: : :
: : Changes in Commitments from: August 23, 2011 :
: 18,896: 13,251 -2,047 8,152 -2,500 15,578 18,903 21,684: -7 -2,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.5 19.5 33.0 62.2 81.7 90.3: 18.3 9.7
Old : 100.0: 62.2 12.2 0.0 11.9 63.4 74.2 75.6: 25.8 24.4
Other: 100.0: 30.4 10.9 17.8 33.8 62.2 82.0 90.9: 18.0 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 78 30 62 63 69 179 148:
Old : 63: 19 6 0 5 34 24 40:
Other: 213: 77 46 55 63 67 172 145:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 31.8 22.1 44.0 7.6 22.5 13.4 30.8
Old : 27.8 25.8 48.3 39.9 26.1 25.8 45.3 39.5
Other: 15.2 32.8 23.0 45.3 7.9 23.1 14.0 31.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 20,486: 4,774 2,247 3,548 7,268 13,676 15,590 19,471: 4,896 1,014
Old : 20,486: 4,774 2,247 3,548 7,268 13,676 15,590 19,471: 4,896 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -60: 630 -8 -308 -295 419 26 103: -86 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.0 17.3 35.5 66.8 76.1 95.0: 23.9 5.0
Old : 100.0: 23.3 11.0 17.3 35.5 66.8 76.1 95.0: 23.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 41 19 29 27 18 89 54:
Old : 102: 41 19 29 27 18 89 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 49.0 32.6 61.5 20.6 47.8 32.1 57.9
Old : 20.6 49.0 32.6 61.5 20.6 47.8 32.1 57.9
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 30, 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 : 912,358: 184,965 164,311 58,408 540,687 553,753 784,059 776,471: 128,299 135,887
Old : 912,358: 184,965 164,311 58,408 540,687 553,753 784,059 776,471: 128,299 135,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -104,646: -25,088 -13,038 -3,456 -88,935 -95,093 -117,479 -111,586: 12,833 6,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.0 6.4 59.3 60.7 85.9 85.1: 14.1 14.9
Old : 100.0: 20.3 18.0 6.4 59.3 60.7 85.9 85.1: 14.1 14.9
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 : 235: 41 49 28 94 121 154 180:
Old : 235: 41 49 28 94 121 154 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 17.1 32.1 25.3 19.5 15.1 29.4 21.7
Old : 20.0 17.1 32.1 25.3 19.5 15.1 29.4 21.7
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 30, 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 : 2,258,364: 218,494 228,788 188,889 1,542,733 1,506,024 1,950,115 1,923,701: 308,249 334,663
Old : 2,258,364: 218,494 228,788 188,889 1,542,733 1,506,024 1,950,115 1,923,701: 308,249 334,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -391,916: -2,165 20,694 -202,922 -185,123 -191,949 -390,210 -374,177: -1,706 -17,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.1 8.4 68.3 66.7 86.4 85.2: 13.6 14.8
Old : 100.0: 9.7 10.1 8.4 68.3 66.7 86.4 85.2: 13.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 44 44 55 127 136 196 210:
Old : 245: 44 44 55 127 136 196 210:
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 : 28.3 20.0 36.2 29.5 26.9 17.1 33.7 23.5
Old : 28.3 20.0 36.2 29.5 26.9 17.1 33.7 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,527,680: 374,463 90,790 94,034 816,461 1,050,816 1,284,959 1,235,640: 242,721 292,039
Old : 1,527,680: 374,463 90,790 94,034 816,461 1,050,816 1,284,959 1,235,640: 242,721 292,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -142,691: -19,833 -5,785 -91,472 -28,331 -60,871 -139,637 -158,129: -3,055 15,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 5.9 6.2 53.4 68.8 84.1 80.9: 15.9 19.1
Old : 100.0: 24.5 5.9 6.2 53.4 68.8 84.1 80.9: 15.9 19.1
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 : 178: 35 23 33 79 106 127 149:
Old : 178: 35 23 33 79 106 127 149:
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 : 26.0 18.8 38.5 29.0 25.7 15.0 36.3 21.8
Old : 26.0 18.8 38.5 29.0 25.7 15.0 36.3 21.8
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 30, 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 : 1,074,116: 70,845 60,283 356,616 604,612 608,988 1,032,073 1,025,887: 42,043 48,229
Old : 1,074,116: 70,845 60,283 356,616 604,612 608,988 1,032,073 1,025,887: 42,043 48,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -2,148: 3,160 3,353 2,541 -5,823 -7,612 -122 -1,719: -2,026 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 5.6 33.2 56.3 56.7 96.1 95.5: 3.9 4.5
Old : 100.0: 6.6 5.6 33.2 56.3 56.7 96.1 95.5: 3.9 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 : 146: 29 30 44 69 77 120 133:
Old : 146: 29 30 44 69 77 120 133:
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 : 36.6 26.4 51.5 42.2 23.6 16.6 27.9 23.0
Old : 36.6 26.4 51.5 42.2 23.6 16.6 27.9 23.0
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 30, 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 : 54,890: 7,061 3,897 3,833 37,816 39,481 48,710 47,211: 6,180 7,678
Old : 54,890: 7,061 3,897 3,833 37,816 39,481 48,710 47,211: 6,180 7,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 472: -308 2,590 -135 1,411 -2,862 968 -407: -496 878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.1 7.0 68.9 71.9 88.7 86.0: 11.3 14.0
Old : 100.0: 12.9 7.1 7.0 68.9 71.9 88.7 86.0: 11.3 14.0
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 : 87: 15 11 11 39 36 59 55:
Old : 87: 15 11 11 39 36 59 55:
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 30.7 40.4 47.5 22.4 26.7 33.9 41.1
Old : 25.1 30.7 40.4 47.5 22.4 26.7 33.9 41.1
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 30, 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 : 13,888: 2,526 2,450 46 9,002 9,711 11,574 12,207: 2,314 1,681
Old : 13,888: 2,526 2,450 46 9,002 9,711 11,574 12,207: 2,314 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 54: 56 -10 8 0 0 64 -2: -10 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.6 0.3 64.8 69.9 83.3 87.9: 16.7 12.1
Old : 100.0: 18.2 17.6 0.3 64.8 69.9 83.3 87.9: 16.7 12.1
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 : 22: 5 3 3 8 7 15 11:
Old : 22: 5 3 3 8 7 15 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 : 43.9 73.3 66.4 86.1 43.8 73.3 66.0 85.8
Old : 43.9 73.3 66.4 86.1 43.8 73.3 66.0 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 82,003: 15,204 9,029 1,440 57,628 59,540 74,272 70,009: 7,731 11,994
Old : 82,003: 15,204 9,029 1,440 57,628 59,540 74,272 70,009: 7,731 11,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 836: -617 5,311 -398 2,823 -5,723 1,808 -810: -973 1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.0 1.8 70.3 72.6 90.6 85.4: 9.4 14.6
Old : 100.0: 18.5 11.0 1.8 70.3 72.6 90.6 85.4: 9.4 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 14 11 8 37 34 53 51:
Old : 82: 14 11 8 37 34 53 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 : 29.5 33.0 45.2 48.6 29.4 32.9 44.9 48.5
Old : 29.5 33.0 45.2 48.6 29.4 32.9 44.9 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 12,337: 5,364 7,012 1,512 4,907 3,813 11,783 12,337: 554 0
Old : 12,337: 5,364 7,012 1,512 4,907 3,813 11,783 12,337: 554 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 82: 118 41 56 -69 0 105 97: -23 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 56.8 12.3 39.8 30.9 95.5 100.0: 4.5 0.0
Old : 100.0: 43.5 56.8 12.3 39.8 30.9 95.5 100.0: 4.5 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 : 26: 11 11 2 3 1 16 12:
Old : 26: 11 11 2 3 1 16 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 : 69.5 79.8 89.4 94.5 69.5 69.7 80.2 83.0
Old : 69.5 79.8 89.4 94.5 69.5 69.7 80.2 83.0
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 30, 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 : 11,444: 2,349 414 4 8,761 10,947 11,114 11,365: 330 79
Old : 11,444: 2,349 414 4 8,761 10,947 11,114 11,365: 330 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -1,103: 237 2 4 -1,337 -1,125 -1,096 -1,119: -7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.6 0.0 76.6 95.7 97.1 99.3: 2.9 0.7
Old : 100.0: 20.5 3.6 0.0 76.6 95.7 97.1 99.3: 2.9 0.7
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 : 31: 9 3 1 7 14 16 18:
Old : 31: 9 3 1 7 14 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 : 72.6 82.9 89.6 94.5 72.5 82.9 89.5 94.4
Old : 72.6 82.9 89.6 94.5 72.5 82.9 89.5 94.4
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 30, 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 : 21,226: 3,313 1,253 4 17,633 19,892 20,950 21,149: 276 77
Old : 21,226: 3,313 1,253 4 17,633 19,892 20,950 21,149: 276 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 510: 455 -63 0 104 561 559 498: -49 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.9 0.0 83.1 93.7 98.7 99.6: 1.3 0.4
Old : 100.0: 15.6 5.9 0.0 83.1 93.7 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 3 1 6 13 18 17:
Old : 34: 12 3 1 6 13 18 17:
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 76.2 95.8 91.3 90.1 76.2 95.8 91.3
Old : 90.1 76.2 95.8 91.3 90.1 76.2 95.8 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011