WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 454,067: 81,977 117,194 53,824 285,335 223,567 421,136 394,585: 32,931 59,482
Old : 371,525: 75,901 90,299 43,383 223,194 194,178 342,478 327,860: 29,047 43,665
Other: 82,542: 12,240 33,059 4,277 62,141 29,389 78,658 66,725: 3,884 15,817
: : :
: : Changes in Commitments from: June 29, 2010 :
: -944: -1,494 -13,396 -1,317 1,918 11,029 -893 -3,684: -51 2,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 25.8 11.9 62.8 49.2 92.7 86.9: 7.3 13.1
Old : 100.0: 20.4 24.3 11.7 60.1 52.3 92.2 88.2: 7.8 11.8
Other: 100.0: 14.8 40.1 5.2 75.3 35.6 95.3 80.8: 4.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 105 149 126 65 104 265 302:
Old : 382: 111 140 116 58 96 253 285:
Other: 162: 16 51 23 34 70 71 132:
:----------------------------------------------------------------------------------------------------
: 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 18.8 41.5 29.4 23.9 14.0 38.5 21.7
Old : 29.4 22.8 43.8 34.0 28.7 21.3 41.5 31.1
Other: 50.4 23.9 67.0 37.8 50.1 22.1 65.8 35.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,100,697: 256,303 182,986 149,424 580,121 513,847 985,848 846,257: 114,849 254,440
Old : 397,480: 96,622 108,405 10,017 245,785 204,804 352,424 323,226: 45,056 74,254
Other: 703,217: 206,889 121,789 92,199 334,336 309,043 633,424 523,031: 69,793 180,186
: : :
: : Changes in Commitments from: June 29, 2010 :
: -32,504: 13,833 -49,656 -15,265 -29,915 23,200 -31,347 -41,721: -1,157 9,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 16.6 13.6 52.7 46.7 89.6 76.9: 10.4 23.1
Old : 100.0: 24.3 27.3 2.5 61.8 51.5 88.7 81.3: 11.3 18.7
Other: 100.0: 29.4 17.3 13.1 47.5 43.9 90.1 74.4: 9.9 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 687: 166 164 160 154 285 418 543:
Old : 540: 111 119 29 91 231 222 368:
Other: 629: 164 146 91 124 266 336 462:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 12.0 28.1 17.6 18.0 10.7 27.8 14.9
Old : 34.4 13.9 46.8 21.9 34.3 13.6 46.7 21.2
Other: 18.1 14.1 26.8 19.9 17.9 12.7 26.2 16.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,614: 1,886 862 443 6,721 8,810 9,050 10,115: 2,564 1,499
Old : 11,614: 1,886 862 443 6,721 8,810 9,050 10,115: 2,564 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,134: -243 -90 -78 -2,690 -2,743 -3,011 -2,911: -123 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.4 3.8 57.9 75.9 77.9 87.1: 22.1 12.9
Old : 100.0: 16.2 7.4 3.8 57.9 75.9 77.9 87.1: 22.1 12.9
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 : 41: 13 3 6 16 11 32 20:
Old : 41: 13 3 6 16 11 32 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 52.2 52.4 71.1 33.1 40.7 45.9 58.6
Old : 35.6 52.2 52.4 71.1 33.1 40.7 45.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 450,536: 96,870 83,847 64,765 247,140 218,022 408,775 366,634: 41,761 83,902
Old : 73,443: 27,186 3,612 762 35,915 59,481 63,863 63,855: 9,580 9,588
Other: 377,093: 83,509 94,060 50,178 211,225 158,541 344,912 302,779: 32,181 74,314
: : :
: : Changes in Commitments from: June 29, 2010 :
: 10,083: 1,553 12,981 -1,030 7,398 1,467 7,921 13,418: 2,162 -3,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 18.6 14.4 54.9 48.4 90.7 81.4: 9.3 18.6
Old : 100.0: 37.0 4.9 1.0 48.9 81.0 87.0 86.9: 13.0 13.1
Other: 100.0: 22.1 24.9 13.3 56.0 42.0 91.5 80.3: 8.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 135 119 121 103 163 303 357:
Old : 256: 84 36 11 62 97 151 140:
Other: 443: 128 127 96 74 152 253 338:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 19.5 31.1 25.9 19.5 18.0 30.2 22.3
Old : 37.8 43.5 45.6 56.0 37.1 43.5 44.0 52.7
Other: 20.7 16.7 32.4 23.3 20.3 15.5 32.0 20.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,282: 13,690 730 297 9 3,855 13,996 4,882: 3,286 12,400
Old : 1,015: 237 62 105 9 56 351 223: 664 792
Other: 16,267: 13,510 725 135 0 3,799 13,645 4,659: 2,622 11,608
: : :
: : Changes in Commitments from: June 29, 2010 :
: 353: 69 245 97 0 33 166 375: 187 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 4.2 1.7 0.1 22.3 81.0 28.2: 19.0 71.8
Old : 100.0: 23.3 6.1 10.3 0.9 5.5 34.6 22.0: 65.4 78.0
Other: 100.0: 83.1 4.5 0.8 0.0 23.4 83.9 28.6: 16.1 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 13 3 7 2 11 16 20:
Old : 15: 5 4 2 2 5 9 9:
Other: 27: 13 3 5 0 11 14 18:
:----------------------------------------------------------------------------------------------------
: 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 : 60.7 12.9 74.6 19.9 60.1 12.9 73.1 19.8
Old : 24.9 19.0 34.2 21.9 21.1 8.7 23.7 11.0
Other: 63.3 13.6 77.4 20.9 62.7 13.6 76.8 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 292,809: 53,673 79,123 35,179 179,585 147,191 268,437 261,493: 24,372 31,316
Old : 109,726: 16,550 19,966 15,997 69,427 61,331 101,974 97,294: 7,752 12,432
Other: 183,083: 47,258 69,292 9,047 110,158 85,860 166,463 164,199: 16,620 18,884
: : :
: : Changes in Commitments from: June 29, 2010 :
: 633: 2,964 8,877 -6,033 2,098 -5,087 -971 -2,243: 1,604 2,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.0 12.0 61.3 50.3 91.7 89.3: 8.3 10.7
Old : 100.0: 15.1 18.2 14.6 63.3 55.9 92.9 88.7: 7.1 11.3
Other: 100.0: 25.8 37.8 4.9 60.2 46.9 90.9 89.7: 9.1 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 63 84 58 65 53 167 170:
Old : 150: 38 38 23 55 45 106 95:
Other: 218: 66 76 37 55 42 141 139:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 23.1 32.0 32.3 16.0 21.0 26.1 27.7
Old : 38.9 27.1 51.8 40.1 32.1 21.7 42.2 32.2
Other: 23.0 27.5 37.1 36.4 22.7 26.9 36.5 35.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 662,203: 77,501 133,016 8,840 430,214 396,488 516,555 538,344: 145,648 123,859
Old : 662,203: 77,501 133,016 8,840 430,214 396,488 516,555 538,344: 145,648 123,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 9,770: 5,156 3,787 -2,069 -5,989 4,461 -2,902 6,179: 12,672 3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 20.1 1.3 65.0 59.9 78.0 81.3: 22.0 18.7
Old : 100.0: 11.7 20.1 1.3 65.0 59.9 78.0 81.3: 22.0 18.7
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 : 156: 30 26 11 62 74 101 102:
Old : 156: 30 26 11 62 74 101 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 22.0 34.0 34.8 20.9 20.3 31.7 32.8
Old : 23.2 22.0 34.0 34.8 20.9 20.3 31.7 32.8
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 151,699: 13,323 24,738 84 101,101 110,253 114,508 135,075: 37,191 16,624
Old : 151,699: 13,323 24,738 84 101,101 110,253 114,508 135,075: 37,191 16,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 6,253: 5,161 777 -18 2,085 5,164 7,228 5,923: -975 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.3 0.1 66.6 72.7 75.5 89.0: 24.5 11.0
Old : 100.0: 8.8 16.3 0.1 66.6 72.7 75.5 89.0: 24.5 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 6 1 17 19 22 25:
Old : 37: 4 6 1 17 19 22 25:
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 : 43.2 57.8 58.3 68.8 40.8 57.3 55.9 68.3
Old : 43.2 57.8 58.3 68.8 40.8 57.3 55.9 68.3
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,160: 1,565 355 734 9,489 10,924 11,788 12,013: 372 147
Old : 12,160: 1,565 355 734 9,489 10,924 11,788 12,013: 372 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 609: 8 11 125 548 578 681 714: -72 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 2.9 6.0 78.0 89.8 96.9 98.8: 3.1 1.2
Old : 100.0: 12.9 2.9 6.0 78.0 89.8 96.9 98.8: 3.1 1.2
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: 8 5 4 17 20 29 25:
Old : 34: 8 5 4 17 20 29 25:
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 : 58.8 66.4 73.0 83.0 16.7 21.6 23.9 28.2
Old : 58.8 66.4 73.0 83.0 16.7 21.6 23.9 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 192,292: 63,227 14,839 16,305 75,236 135,102 154,768 166,246: 37,524 26,046
Old : 69,816: 19,532 4,760 3,115 32,278 47,231 54,925 55,106: 14,891 14,710
Other: 122,476: 48,899 15,283 7,986 42,958 87,871 99,843 111,140: 22,633 11,336
: : :
: : Changes in Commitments from: June 29, 2010 :
: -1,952: -4,505 -336 84 2,530 -2,148 -1,891 -2,400: -61 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 7.7 8.5 39.1 70.3 80.5 86.5: 19.5 13.5
Old : 100.0: 28.0 6.8 4.5 46.2 67.7 78.7 78.9: 21.3 21.1
Other: 100.0: 39.9 12.5 6.5 35.1 71.7 81.5 90.7: 18.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 65 28 37 60 56 147 109:
Old : 121: 35 18 18 48 46 92 76:
Other: 150: 56 25 28 52 38 123 83:
:----------------------------------------------------------------------------------------------------
: 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 46.0 23.5 54.5 10.3 37.6 18.8 44.4
Old : 29.5 31.9 40.8 44.3 29.5 29.7 40.5 41.4
Other: 14.0 57.1 26.0 65.3 13.5 54.3 25.5 61.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,608: 2,921 3,689 1,156 7,057 6,461 11,134 11,306: 2,474 2,302
Old : 13,608: 2,921 3,689 1,156 7,057 6,461 11,134 11,306: 2,474 2,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -573: -484 60 -68 -226 -286 -778 -294: 205 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 27.1 8.5 51.9 47.5 81.8 83.1: 18.2 16.9
Old : 100.0: 21.5 27.1 8.5 51.9 47.5 81.8 83.1: 18.2 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 : 69: 17 19 11 21 20 46 44:
Old : 69: 17 19 11 21 20 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 29.0 54.6 49.2 41.1 27.1 54.1 46.3
Old : 41.1 29.0 54.6 49.2 41.1 27.1 54.1 46.3
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 870,380: 171,413 205,679 23,527 574,856 521,003 769,796 750,209: 100,584 120,171
Old : 870,380: 171,413 205,679 23,527 574,856 521,003 769,796 750,209: 100,584 120,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -30,571: -55,778 -244 -1,070 19,724 -23,606 -37,124 -24,920: 6,553 -5,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.6 2.7 66.0 59.9 88.4 86.2: 11.6 13.8
Old : 100.0: 19.7 23.6 2.7 66.0 59.9 88.4 86.2: 11.6 13.8
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 : 226: 29 62 19 64 112 106 181:
Old : 226: 29 62 19 64 112 106 181:
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 : 38.8 14.0 48.0 22.0 38.4 11.6 47.2 19.5
Old : 38.8 14.0 48.0 22.0 38.4 11.6 47.2 19.5
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,722,092: 179,284 294,724 24,106 1,223,093 1,087,083 1,426,483 1,405,913: 295,609 316,179
Old : 1,722,092: 179,284 294,724 24,106 1,223,093 1,087,083 1,426,483 1,405,913: 295,609 316,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 22,177: 49,247 3,349 -4,937 -36,327 16,632 7,983 15,044: 14,194 7,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 17.1 1.4 71.0 63.1 82.8 81.6: 17.2 18.4
Old : 100.0: 10.4 17.1 1.4 71.0 63.1 82.8 81.6: 17.2 18.4
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 : 247: 34 54 19 95 118 142 178:
Old : 247: 34 54 19 95 118 142 178:
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 : 43.7 19.7 50.8 29.6 42.6 17.9 49.0 26.1
Old : 43.7 19.7 50.8 29.6 42.6 17.9 49.0 26.1
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 932,965: 176,740 97,522 7,940 524,615 594,948 709,295 700,410: 223,670 232,555
Old : 932,965: 176,740 97,522 7,940 524,615 594,948 709,295 700,410: 223,670 232,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 25,245: 35,057 -2,810 -5,905 -25,784 15,177 3,368 6,462: 21,877 18,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 10.5 0.9 56.2 63.8 76.0 75.1: 24.0 24.9
Old : 100.0: 18.9 10.5 0.9 56.2 63.8 76.0 75.1: 24.0 24.9
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 : 157: 24 27 10 62 83 91 115:
Old : 157: 24 27 10 62 83 91 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 21.4 31.5 31.2 18.4 17.2 27.4 24.7
Old : 21.0 21.4 31.5 31.2 18.4 17.2 27.4 24.7
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 593,842: 174,587 15,822 43,233 334,063 476,071 551,883 535,126: 41,959 58,716
Old : 593,842: 174,587 15,822 43,233 334,063 476,071 551,883 535,126: 41,959 58,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -60,531: -4,145 481 -16,673 -38,953 -38,942 -59,771 -55,134: -760 -5,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 2.7 7.3 56.3 80.2 92.9 90.1: 7.1 9.9
Old : 100.0: 29.4 2.7 7.3 56.3 80.2 92.9 90.1: 7.1 9.9
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 : 108: 24 13 29 48 54 87 88:
Old : 108: 24 13 29 48 54 87 88:
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 : 31.7 38.6 51.3 52.3 27.4 21.9 36.8 31.0
Old : 31.7 38.6 51.3 52.3 27.4 21.9 36.8 31.0
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,783: 6,616 4,764 136 27,977 29,880 34,729 34,780: 6,054 6,003
Old : 40,783: 6,616 4,764 136 27,977 29,880 34,729 34,780: 6,054 6,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -666: -708 1,639 -282 54 -2,387 -936 -1,030: 271 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.7 0.3 68.6 73.3 85.2 85.3: 14.8 14.7
Old : 100.0: 16.2 11.7 0.3 68.6 73.3 85.2 85.3: 14.8 14.7
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 : 82: 23 12 3 30 24 54 38:
Old : 82: 23 12 3 30 24 54 38:
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 : 39.4 43.3 50.4 63.4 38.5 43.3 49.3 62.6
Old : 39.4 43.3 50.4 63.4 38.5 43.3 49.3 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,565: 13,232 9,528 272 55,954 59,760 69,458 69,560: 12,107 12,005
Old : 81,565: 13,232 9,528 272 55,954 59,760 69,458 69,560: 12,107 12,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -1,331: -1,416 3,278 -564 108 -4,774 -1,872 -2,060: 541 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.7 0.3 68.6 73.3 85.2 85.3: 14.8 14.7
Old : 100.0: 16.2 11.7 0.3 68.6 73.3 85.2 85.3: 14.8 14.7
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 : 82: 23 12 3 30 24 54 38:
Old : 82: 23 12 3 30 24 54 38:
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 : 39.4 43.3 50.4 63.4 38.5 43.3 49.3 62.6
Old : 39.4 43.3 50.4 63.4 38.5 43.3 49.3 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,786: 3,283 785 53 11,185 13,797 14,521 14,635: 265 151
Old : 14,786: 3,283 785 53 11,185 13,797 14,521 14,635: 265 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 76: 477 42 0 -410 51 67 93: 9 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.3 0.4 75.6 93.3 98.2 99.0: 1.8 1.0
Old : 100.0: 22.2 5.3 0.4 75.6 93.3 98.2 99.0: 1.8 1.0
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 : 36: 4 8 1 8 18 12 27:
Old : 36: 4 8 1 8 18 12 27:
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 : 81.9 67.1 96.4 82.3 81.5 67.1 93.1 81.1
Old : 81.9 67.1 96.4 82.3 81.5 67.1 93.1 81.1
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,698: 3,057 3,155 0 29,336 29,435 32,393 32,590: 305 108
Old : 32,698: 3,057 3,155 0 29,336 29,435 32,393 32,590: 305 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -86: 338 -955 0 -484 860 -146 -95: 60 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.6 0.0 89.7 90.0 99.1 99.7: 0.9 0.3
Old : 100.0: 9.3 9.6 0.0 89.7 90.0 99.1 99.7: 0.9 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: 9 3 0 7 15 16 18:
Old : 34: 9 3 0 7 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 75.4 96.3 89.8 88.8 75.4 96.3 89.8
Old : 88.8 75.4 96.3 89.8 88.8 75.4 96.3 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2010