WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 31, 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 : 469,222: 109,718 83,848 56,080 264,019 271,225 429,817 411,153: 39,405 58,069
Old : 359,971: 100,579 75,344 33,392 192,869 213,830 326,840 322,566: 33,131 37,405
Other: 109,251: 19,620 18,985 12,207 71,150 57,395 102,977 88,587: 6,274 20,664
: : :
: : Changes in Commitments from: August 24, 2010 :
: -36,138: -18,551 -7,678 -8,747 -8,217 -16,969 -35,515 -33,394: -623 -2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.9 12.0 56.3 57.8 91.6 87.6: 8.4 12.4
Old : 100.0: 27.9 20.9 9.3 53.6 59.4 90.8 89.6: 9.2 10.4
Other: 100.0: 18.0 17.4 11.2 65.1 52.5 94.3 81.1: 5.7 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 150 116 119 81 122 308 297:
Old : 402: 149 116 104 68 115 283 278:
Other: 216: 43 58 32 50 99 115 172:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 20.6 35.4 28.9 20.9 15.7 33.1 21.8
Old : 25.3 25.5 37.3 34.1 24.9 21.5 35.1 29.0
Other: 40.1 17.0 56.1 26.0 37.0 11.8 47.7 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 31, 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 : 1,339,412: 504,861 100,490 172,848 528,946 811,715 1,206,655 1,085,053: 132,757 254,359
Old : 25,838: 17,851 1,133 0 743 17,746 18,594 18,879: 7,244 6,959
Other: 1,313,574: 504,834 117,181 155,024 528,203 793,969 1,188,061 1,066,174: 125,513 247,400
: : :
: : Changes in Commitments from: August 24, 2010 :
: -8,394: 35,120 -11,276 -14,833 -33,869 19,965 -13,582 -6,144: 5,188 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.5 12.9 39.5 60.6 90.1 81.0: 9.9 19.0
Old : 100.0: 69.1 4.4 0.0 2.9 68.7 72.0 73.1: 28.0 26.9
Other: 100.0: 38.4 8.9 11.8 40.2 60.4 90.4 81.2: 9.6 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 889: 276 151 192 172 374 547 659:
Old : 190: 53 15 0 13 111 66 126:
Other: 888: 272 184 168 164 368 516 652:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 14.4 24.0 20.6 15.9 14.0 23.8 20.1
Old : 9.3 20.9 18.6 30.2 9.3 20.9 18.6 30.2
Other: 16.4 14.4 24.4 20.7 16.2 14.0 24.3 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 31, 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 : 10,301: 2,245 309 24 5,751 8,728 8,020 9,061: 2,281 1,240
Old : 10,276: 2,220 309 24 5,751 8,703 7,995 9,036: 2,281 1,240
Other: 25: 25 0 0 0 25 25 25: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -898: -250 -118 -122 -29 -547 -401 -787: -497 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.0 0.2 55.8 84.7 77.9 88.0: 22.1 12.0
Old : 100.0: 21.6 3.0 0.2 56.0 84.7 77.8 87.9: 22.2 12.1
Other: 100.0: 100.0 0.0 0.0 0.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 1 4 15 11 32 16:
Old : 39: 17 1 4 15 11 32 16:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 36.4 70.9 50.0 82.3 34.9 64.1 47.5 75.5
Old : 36.5 71.1 50.1 82.4 35.0 64.3 47.6 75.5
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 31, 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 : 517,626: 171,654 31,614 67,032 230,419 338,577 469,105 437,223: 48,521 80,403
Old : 487,176: 167,257 40,620 52,391 221,209 320,473 440,857 413,484: 46,319 73,692
Other: 30,450: 18,824 5,421 214 9,210 18,104 28,248 23,739: 2,202 6,711
: : :
: : Changes in Commitments from: August 24, 2010 :
: -6,823: -1,073 -1,739 -301 -5,599 -4,311 -6,973 -6,351: 150 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 6.1 12.9 44.5 65.4 90.6 84.5: 9.4 15.5
Old : 100.0: 34.3 8.3 10.8 45.4 65.8 90.5 84.9: 9.5 15.1
Other: 100.0: 61.8 17.8 0.7 30.2 59.5 92.8 78.0: 7.2 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 509: 192 81 105 99 197 343 352:
Old : 509: 191 89 96 96 193 334 345:
Other: 214: 27 47 7 26 126 57 176:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 22.9 25.1 32.8 15.1 22.0 24.4 30.5
Old : 15.8 23.6 26.1 33.3 15.6 22.8 25.4 30.9
Other: 56.6 26.6 70.8 41.6 56.4 26.3 70.3 41.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 31, 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 : 26,390: 23,465 1,693 212 19 5,558 23,696 7,463: 2,694 18,927
Old : 24,046: 21,507 1,709 187 19 4,896 21,713 6,792: 2,333 17,254
Other: 2,344: 1,978 4 5 0 662 1,983 671: 361 1,673
: : :
: : Changes in Commitments from: August 24, 2010 :
: -79: -345 -173 1 10 -259 -334 -431: 255 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 6.4 0.8 0.1 21.1 89.8 28.3: 10.2 71.7
Old : 100.0: 89.4 7.1 0.8 0.1 20.4 90.3 28.2: 9.7 71.8
Other: 100.0: 84.4 0.2 0.2 0.0 28.2 84.6 28.6: 15.4 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 21 5 8 1 12 22 25:
Old : 38: 20 6 8 1 12 22 25:
Other: 23: 10 1 1 0 12 10 14:
:----------------------------------------------------------------------------------------------------
: 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 : 58.4 11.7 73.6 18.6 58.2 11.7 73.3 18.6
Old : 60.4 10.8 75.1 18.1 60.2 10.8 74.8 18.1
Other: 67.9 22.9 81.6 27.3 67.9 22.9 81.4 27.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 31, 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 : 260,040: 69,858 41,764 29,794 129,186 171,010 228,838 242,568: 31,202 17,472
Old : 7,189: 5,287 1,719 0 586 4,419 5,873 6,138: 1,316 1,051
Other: 252,851: 70,181 45,655 24,184 128,600 166,591 222,965 236,430: 29,886 16,421
: : :
: : Changes in Commitments from: August 24, 2010 :
: -17,743: -8,605 3,943 -8,883 1,056 -9,845 -16,432 -14,785: -1,311 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.1 11.5 49.7 65.8 88.0 93.3: 12.0 6.7
Old : 100.0: 73.5 23.9 0.0 8.2 61.5 81.7 85.4: 18.3 14.6
Other: 100.0: 27.8 18.1 9.6 50.9 65.9 88.2 93.5: 11.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 78 59 79 61 55 188 161:
Old : 51: 20 8 0 5 19 25 27:
Other: 235: 76 67 66 60 51 176 155:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 32.6 25.3 44.4 14.8 31.0 24.3 40.3
Old : 26.5 38.8 47.9 65.8 26.5 37.9 47.9 64.9
Other: 16.1 32.9 26.0 44.5 15.2 31.8 25.0 40.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 31, 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 : 780,661: 97,002 111,310 48,550 458,772 466,047 604,324 625,907: 176,337 154,754
Old : 780,661: 97,002 111,310 48,550 458,772 466,047 604,324 625,907: 176,337 154,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 36,833: 998 9,535 33,938 -13,820 -28,556 21,116 14,917: 15,717 21,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 14.3 6.2 58.8 59.7 77.4 80.2: 22.6 19.8
Old : 100.0: 12.4 14.3 6.2 58.8 59.7 77.4 80.2: 22.6 19.8
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 : 161: 37 22 16 71 71 121 99:
Old : 161: 37 22 16 71 71 121 99:
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 : 17.7 22.6 28.1 38.6 16.4 19.0 26.0 31.9
Old : 17.7 22.6 28.1 38.6 16.4 19.0 26.0 31.9
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 - Futures Only, August 31, 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 : 243,426: 32,101 30,075 6,299 159,039 171,471 197,439 207,845: 45,987 35,581
Old : 243,426: 32,101 30,075 6,299 159,039 171,471 197,439 207,845: 45,987 35,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 8,024: 1,066 -3,583 3,756 11,872 15,191 16,694 15,364: -8,670 -7,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.4 2.6 65.3 70.4 81.1 85.4: 18.9 14.6
Old : 100.0: 13.2 12.4 2.6 65.3 70.4 81.1 85.4: 18.9 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 : 47: 5 7 4 29 23 38 31:
Old : 47: 5 7 4 29 23 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 50.9 46.8 68.0 29.3 46.2 44.5 62.6
Old : 31.2 50.9 46.8 68.0 29.3 46.2 44.5 62.6
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, August 31, 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 : 10,118: 963 688 436 8,373 8,729 9,772 9,853: 346 265
Old : 10,118: 963 688 436 8,373 8,729 9,772 9,853: 346 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,088: 46 214 -100 -955 -1,107 -1,009 -993: -79 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.8 4.3 82.8 86.3 96.6 97.4: 3.4 2.6
Old : 100.0: 9.5 6.8 4.3 82.8 86.3 96.6 97.4: 3.4 2.6
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 : 37: 7 6 4 18 21 29 27:
Old : 37: 7 6 4 18 21 29 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 : 62.4 64.7 76.3 78.4 14.8 16.7 22.1 22.8
Old : 62.4 64.7 76.3 78.4 14.8 16.7 22.1 22.8
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, August 31, 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 : 208,364: 84,657 16,970 15,738 70,893 155,708 171,288 188,416: 37,076 19,948
Old : 6,161: 364 583 0 4,342 3,078 4,706 3,661: 1,455 2,500
Other: 202,203: 84,987 17,081 15,044 66,551 152,630 166,582 184,755: 35,621 17,448
: : :
: : Changes in Commitments from: August 24, 2010 :
: 8,033: 7,648 4,642 1,272 544 2,054 9,464 7,968: -1,431 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 8.1 7.6 34.0 74.7 82.2 90.4: 17.8 9.6
Old : 100.0: 5.9 9.5 0.0 70.5 50.0 76.4 59.4: 23.6 40.6
Other: 100.0: 42.0 8.4 7.4 32.9 75.5 82.4 91.4: 17.6 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 82 31 44 57 52 167 110:
Old : 42: 4 7 0 13 19 17 26:
Other: 191: 82 33 42 54 49 163 106:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 46.5 19.4 58.6 10.5 41.9 19.2 51.1
Old : 51.9 25.8 70.6 40.6 51.9 25.8 70.1 40.6
Other: 11.0 47.7 20.0 59.7 10.9 43.9 19.8 53.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 31, 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 : 18,380: 5,639 4,226 2,893 5,443 9,585 13,975 16,704: 4,405 1,676
Old : 18,377: 5,639 4,226 2,893 5,442 9,585 13,974 16,704: 4,403 1,673
Other: 3: 0 0 0 1 0 1 0: 2 3
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,073: 182 417 -21 -904 -1,325 -743 -929: -330 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 23.0 15.7 29.6 52.1 76.0 90.9: 24.0 9.1
Old : 100.0: 30.7 23.0 15.7 29.6 52.2 76.0 90.9: 24.0 9.1
Other: 100.0: 0.0 0.0 0.0 33.3 0.0 33.3 0.0: 66.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 41 18 16 21 20 77 45:
Old : 99: 41 18 16 20 20 76 45:
Other: 1: 0 0 0 1 0 1 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 : 23.5 33.0 34.0 51.7 23.5 32.7 31.7 51.4
Old : 23.5 33.0 34.0 51.7 23.5 32.7 31.7 51.4
Other: 33.3 0.0 33.3 0.0 33.3 0.0 33.3 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 31, 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 : 720,003: 147,302 157,161 7,997 446,214 439,399 601,513 604,557: 118,490 115,446
Old : 720,003: 147,302 157,161 7,997 446,214 439,399 601,513 604,557: 118,490 115,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -112,017: -49,929 -32,455 -14,414 -40,577 -55,811 -104,920 -102,680: -7,097 -9,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 21.8 1.1 62.0 61.0 83.5 84.0: 16.5 16.0
Old : 100.0: 20.5 21.8 1.1 62.0 61.0 83.5 84.0: 16.5 16.0
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 : 200: 32 46 16 70 96 111 149:
Old : 200: 32 46 16 70 96 111 149:
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 : 22.0 18.8 33.2 27.2 17.3 17.0 27.2 24.5
Old : 22.0 18.8 33.2 27.2 17.3 17.0 27.2 24.5
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, August 31, 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 : 1,951,010: 220,815 157,896 82,746 1,317,348 1,377,166 1,620,909 1,617,808: 330,101 333,202
Old : 1,951,010: 220,815 157,896 82,746 1,317,348 1,377,166 1,620,909 1,617,808: 330,101 333,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -104,200: 15,853 -66,986 20,195 -146,180 -71,361 -110,132 -118,152: 5,932 13,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.1 4.2 67.5 70.6 83.1 82.9: 16.9 17.1
Old : 100.0: 11.3 8.1 4.2 67.5 70.6 83.1 82.9: 16.9 17.1
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 : 248: 51 39 28 118 123 186 173:
Old : 248: 51 39 28 118 123 186 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 24.4 39.7 36.1 30.0 19.6 35.8 28.3
Old : 32.6 24.4 39.7 36.1 30.0 19.6 35.8 28.3
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, August 31, 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 : 1,029,315: 162,052 119,771 15,117 635,720 657,918 812,889 792,806: 216,426 236,509
Old : 1,029,315: 162,052 119,771 15,117 635,720 657,918 812,889 792,806: 216,426 236,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -147,163: -16,048 -24,054 -12,149 -120,321 -100,349 -148,518 -136,552: 1,355 -10,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.6 1.5 61.8 63.9 79.0 77.0: 21.0 23.0
Old : 100.0: 15.7 11.6 1.5 61.8 63.9 79.0 77.0: 21.0 23.0
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 : 156: 29 27 19 65 85 101 124:
Old : 156: 29 27 19 65 85 101 124:
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 21.0 38.2 30.0 22.8 17.1 31.8 24.2
Old : 28.1 21.0 38.2 30.0 22.8 17.1 31.8 24.2
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, August 31, 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 : 626,057: 161,459 16,428 64,467 363,275 493,054 589,201 573,949: 36,856 52,108
Old : 626,057: 161,459 16,428 64,467 363,275 493,054 589,201 573,949: 36,856 52,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 22,121: 12,086 2,097 -1,222 16,832 23,094 27,696 23,969: -5,575 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 2.6 10.3 58.0 78.8 94.1 91.7: 5.9 8.3
Old : 100.0: 25.8 2.6 10.3 58.0 78.8 94.1 91.7: 5.9 8.3
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 : 108: 38 11 29 54 48 99 82:
Old : 108: 38 11 29 54 48 99 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 41.6 49.8 54.5 22.9 24.0 32.9 33.2
Old : 32.0 41.6 49.8 54.5 22.9 24.0 32.9 33.2
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, August 31, 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 : 43,120: 9,186 5,333 275 27,248 32,456 36,709 38,064: 6,411 5,056
Old : 43,120: 9,186 5,333 275 27,248 32,456 36,709 38,064: 6,411 5,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,488: -666 736 -118 76 -1,913 -708 -1,294: -781 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.4 0.6 63.2 75.3 85.1 88.3: 14.9 11.7
Old : 100.0: 21.3 12.4 0.6 63.2 75.3 85.1 88.3: 14.9 11.7
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 : 98: 32 12 8 30 33 64 51:
Old : 98: 32 12 8 30 33 64 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 : 33.5 36.3 45.9 58.7 32.8 36.3 45.1 57.5
Old : 33.5 36.3 45.9 58.7 32.8 36.3 45.1 57.5
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, August 31, 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 : 86,239: 18,372 10,666 550 54,496 64,911 73,418 76,127: 12,821 10,112
Old : 86,239: 18,372 10,666 550 54,496 64,911 73,418 76,127: 12,821 10,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -2,976: -1,331 1,472 -235 151 -3,825 -1,415 -2,588: -1,561 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.4 0.6 63.2 75.3 85.1 88.3: 14.9 11.7
Old : 100.0: 21.3 12.4 0.6 63.2 75.3 85.1 88.3: 14.9 11.7
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 : 98: 32 12 8 30 33 64 51:
Old : 98: 32 12 8 30 33 64 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 : 33.5 36.3 45.9 58.7 32.8 36.3 45.1 57.5
Old : 33.5 36.3 45.9 58.7 32.8 36.3 45.1 57.5
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, August 31, 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 : 14,715: 946 1,654 1,270 12,242 11,649 14,458 14,573: 257 142
Old : 14,715: 946 1,654 1,270 12,242 11,649 14,458 14,573: 257 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 1,946: -53 331 974 1,004 696 1,925 2,001: 21 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.2 8.6 83.2 79.2 98.3 99.0: 1.7 1.0
Old : 100.0: 6.4 11.2 8.6 83.2 79.2 98.3 99.0: 1.7 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 : 33: 4 7 1 9 17 14 24:
Old : 33: 4 7 1 9 17 14 24:
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 : 77.2 59.0 93.2 81.3 55.5 39.2 65.5 54.6
Old : 77.2 59.0 93.2 81.3 55.5 39.2 65.5 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, August 31, 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 : 41,078: 2,054 4,050 250 38,492 36,632 40,796 40,932: 282 146
Old : 41,078: 2,054 4,050 250 38,492 36,632 40,796 40,932: 282 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -560: 166 -603 -90 -665 127 -589 -566: 29 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.9 0.6 93.7 89.2 99.3 99.6: 0.7 0.4
Old : 100.0: 5.0 9.9 0.6 93.7 89.2 99.3 99.6: 0.7 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 : 28: 4 2 1 5 19 10 21:
Old : 28: 4 2 1 5 19 10 21:
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 : 95.0 69.8 98.9 89.1 90.7 69.2 94.2 86.6
Old : 95.0 69.8 98.9 89.1 90.7 69.2 94.2 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010