WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 7, 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 : 477,770: 118,412 86,775 54,088 272,196 280,849 444,696 421,712: 33,074 56,058
Old : 362,888: 109,542 79,025 28,362 195,898 219,500 333,802 326,887: 29,086 36,001
Other: 114,882: 20,960 19,840 13,636 76,298 61,349 110,894 94,825: 3,988 20,057
: : :
: : Changes in Commitments from: August 31, 2010 :
: 8,548: 8,694 2,927 -1,992 8,177 9,624 14,879 10,559: -6,331 -2,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.2 11.3 57.0 58.8 93.1 88.3: 6.9 11.7
Old : 100.0: 30.2 21.8 7.8 54.0 60.5 92.0 90.1: 8.0 9.9
Other: 100.0: 18.2 17.3 11.9 66.4 53.4 96.5 82.5: 3.5 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 161 120 111 89 127 325 293:
Old : 414: 162 115 87 73 119 290 269:
Other: 220: 43 54 34 54 104 121 175:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 21.5 35.4 29.4 20.9 16.5 33.0 22.9
Old : 25.0 26.0 37.0 34.7 24.7 22.3 35.0 30.0
Other: 39.6 17.5 55.4 26.4 36.4 12.1 48.1 18.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 7, 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 : 1,381,018: 530,630 97,933 164,701 543,399 864,603 1,238,730 1,127,237: 142,288 253,781
Old : 1,231,423: 503,999 125,113 103,983 498,699 781,516 1,106,681 1,010,612: 124,742 220,811
Other: 149,595: 76,276 22,465 11,073 44,700 83,087 132,049 116,625: 17,546 32,970
: : :
: : Changes in Commitments from: August 31, 2010 :
: 41,606: 25,769 -2,557 -8,147 14,453 52,888 32,075 42,184: 9,531 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 7.1 11.9 39.3 62.6 89.7 81.6: 10.3 18.4
Old : 100.0: 40.9 10.2 8.4 40.5 63.5 89.9 82.1: 10.1 17.9
Other: 100.0: 51.0 15.0 7.4 29.9 55.5 88.3 78.0: 11.7 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 901: 278 154 191 176 385 549 672:
Old : 896: 266 175 164 158 378 518 646:
Other: 521: 94 99 21 71 288 171 404:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 14.7 23.6 21.4 15.4 14.1 23.5 20.7
Old : 16.8 15.0 25.5 22.0 16.7 14.8 25.4 21.6
Other: 21.4 21.8 32.0 29.0 20.2 19.4 29.6 25.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 7, 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 : 10,471: 2,678 346 18 5,178 8,881 7,874 9,245: 2,597 1,226
Old : 10,410: 2,617 346 18 5,178 8,833 7,813 9,197: 2,597 1,213
Other: 61: 61 0 0 0 48 61 48: 0 13
: : :
: : Changes in Commitments from: August 31, 2010 :
: 170: 433 37 -6 -573 153 -146 184: 316 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.3 0.2 49.5 84.8 75.2 88.3: 24.8 11.7
Old : 100.0: 25.1 3.3 0.2 49.7 84.9 75.1 88.3: 24.9 11.7
Other: 100.0: 100.0 0.0 0.0 0.0 78.7 100.0 78.7: 0.0 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 2 3 15 10 31 15:
Old : 38: 16 2 3 15 10 31 15:
Other: 3: 1 0 0 0 2 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 37.2 70.0 50.1 82.5 35.7 67.0 48.6 79.4
Old : 37.4 70.4 50.4 82.7 35.9 67.4 48.9 79.6
Other: 100.0 78.7 100.0 78.7 100.0 78.7 100.0 78.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 7, 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 : 527,472: 178,034 35,587 64,593 234,325 349,124 476,952 449,304: 50,520 78,168
Old : 494,984: 173,535 45,003 49,524 223,840 328,727 446,899 423,254: 48,085 71,730
Other: 32,488: 19,375 5,460 193 10,485 20,397 30,053 26,050: 2,435 6,438
: : :
: : Changes in Commitments from: August 31, 2010 :
: 9,846: 6,380 3,973 -2,439 3,906 10,547 7,847 12,081: 1,999 -2,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 6.7 12.2 44.4 66.2 90.4 85.2: 9.6 14.8
Old : 100.0: 35.1 9.1 10.0 45.2 66.4 90.3 85.5: 9.7 14.5
Other: 100.0: 59.6 16.8 0.6 32.3 62.8 92.5 80.2: 7.5 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 527: 203 86 102 101 201 356 356:
Old : 527: 204 95 93 98 197 347 349:
Other: 225: 31 50 7 27 128 62 182:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 23.4 24.8 33.3 14.5 22.2 23.6 30.4
Old : 15.4 24.3 25.7 34.2 15.0 22.9 24.7 30.7
Other: 53.4 30.7 66.7 43.2 53.2 30.5 66.5 43.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 7, 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 : 27,180: 24,380 2,052 245 19 5,902 24,644 8,199: 2,536 18,981
Old : 24,651: 22,259 2,088 198 19 5,161 22,476 7,447: 2,175 17,204
Other: 2,529: 2,163 6 5 0 741 2,168 752: 361 1,777
: : :
: : Changes in Commitments from: August 31, 2010 :
: 790: 915 359 33 0 344 948 736: -158 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 7.5 0.9 0.1 21.7 90.7 30.2: 9.3 69.8
Old : 100.0: 90.3 8.5 0.8 0.1 20.9 91.2 30.2: 8.8 69.8
Other: 100.0: 85.5 0.2 0.2 0.0 29.3 85.7 29.7: 14.3 70.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 24 6 10 1 13 26 28:
Old : 43: 23 7 9 1 13 26 27:
Other: 24: 10 1 1 0 13 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 58.5 11.6 72.6 18.5 58.3 11.6 72.0 18.5
Old : 60.4 10.6 73.5 18.1 60.2 10.6 73.4 18.1
Other: 69.7 22.7 82.9 27.7 69.7 22.7 82.7 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 7, 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 : 262,726: 73,014 41,588 27,794 127,400 175,507 228,208 244,889: 34,518 17,837
Old : 257,803: 73,580 42,921 25,631 124,429 172,072 223,640 240,624: 34,163 17,179
Other: 4,923: 1,477 710 120 2,971 3,435 4,568 4,265: 355 658
: : :
: : Changes in Commitments from: August 31, 2010 :
: 2,686: 3,156 -176 -2,000 -1,786 4,497 -630 2,321: 3,316 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 15.8 10.6 48.5 66.8 86.9 93.2: 13.1 6.8
Old : 100.0: 28.5 16.6 9.9 48.3 66.7 86.7 93.3: 13.3 6.7
Other: 100.0: 30.0 14.4 2.4 60.3 69.8 92.8 86.6: 7.2 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 86 60 70 61 58 192 156:
Old : 243: 86 65 67 61 58 190 155:
Other: 29: 12 3 4 9 6 24 11:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 31.6 24.8 43.9 13.8 30.1 23.9 40.8
Old : 14.8 31.3 25.0 43.4 13.9 29.8 24.1 40.6
Other: 58.0 77.6 79.3 85.8 58.0 77.2 79.0 83.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 7, 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 : 681,513: 91,253 100,261 24,232 420,582 431,528 536,067 556,021: 145,446 125,492
Old : 681,513: 91,253 100,261 24,232 420,582 431,528 536,067 556,021: 145,446 125,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -99,148: -5,749 -11,049 -24,318 -38,190 -34,519 -68,257 -69,886: -30,891 -29,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.7 3.6 61.7 63.3 78.7 81.6: 21.3 18.4
Old : 100.0: 13.4 14.7 3.6 61.7 63.3 78.7 81.6: 21.3 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 : 161: 36 22 12 76 71 120 97:
Old : 161: 36 22 12 76 71 120 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 23.1 30.0 40.1 18.2 21.3 28.1 35.5
Old : 19.9 23.1 30.0 40.1 18.2 21.3 28.1 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 7, 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 : 219,013: 27,704 29,143 6,347 142,826 151,775 176,877 187,265: 42,136 31,748
Old : 219,013: 27,704 29,143 6,347 142,826 151,775 176,877 187,265: 42,136 31,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -24,413: -4,397 -932 48 -16,213 -19,696 -20,562 -20,580: -3,851 -3,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.3 2.9 65.2 69.3 80.8 85.5: 19.2 14.5
Old : 100.0: 12.6 13.3 2.9 65.2 69.3 80.8 85.5: 19.2 14.5
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 : 47: 6 7 5 25 21 35 30:
Old : 47: 6 7 5 25 21 35 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 : 33.0 52.7 49.9 67.6 30.8 51.2 47.6 65.9
Old : 33.0 52.7 49.9 67.6 30.8 51.2 47.6 65.9
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, September 7, 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 : 9,913: 834 872 375 8,365 8,445 9,574 9,692: 339 221
Old : 9,913: 834 872 375 8,365 8,445 9,574 9,692: 339 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -205: -129 184 -61 -8 -284 -198 -161: -7 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.8 3.8 84.4 85.2 96.6 97.8: 3.4 2.2
Old : 100.0: 8.4 8.8 3.8 84.4 85.2 96.6 97.8: 3.4 2.2
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: 5 6 4 18 21 27 27:
Old : 34: 5 6 4 18 21 27 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 : 64.1 64.6 78.1 79.3 18.2 16.5 25.7 24.9
Old : 64.1 64.6 78.1 79.3 18.2 16.5 25.7 24.9
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, September 7, 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 : 213,073: 86,181 17,797 15,479 71,878 162,365 173,538 195,641: 39,535 17,432
Old : 208,201: 85,995 18,998 13,444 69,818 158,457 169,257 190,899: 38,944 17,302
Other: 4,872: 1,630 243 591 2,060 3,908 4,281 4,742: 591 130
: : :
: : Changes in Commitments from: August 31, 2010 :
: 4,709: 1,524 827 -259 985 6,657 2,250 7,225: 2,459 -2,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 8.4 7.3 33.7 76.2 81.4 91.8: 18.6 8.2
Old : 100.0: 41.3 9.1 6.5 33.5 76.1 81.3 91.7: 18.7 8.3
Other: 100.0: 33.5 5.0 12.1 42.3 80.2 87.9 97.3: 12.1 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 79 36 44 54 52 163 113:
Old : 195: 80 41 44 54 52 163 113:
Other: 35: 13 3 5 13 10 27 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 : 11.1 47.8 19.7 59.3 11.0 43.7 19.5 52.7
Old : 11.4 47.5 20.1 59.0 11.3 43.6 20.0 52.8
Other: 39.4 77.7 65.4 90.7 39.2 75.2 62.4 83.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 7, 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 : 17,337: 5,797 4,675 1,465 5,287 9,534 12,549 15,674: 4,788 1,663
Old : 17,329: 5,797 4,679 1,461 5,286 9,529 12,544 15,669: 4,785 1,660
Other: 8: 4 0 0 1 5 5 5: 3 3
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,043: 158 449 -1,428 -156 -51 -1,426 -1,030: 383 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 27.0 8.5 30.5 55.0 72.4 90.4: 27.6 9.6
Old : 100.0: 33.5 27.0 8.4 30.5 55.0 72.4 90.4: 27.6 9.6
Other: 100.0: 50.0 0.0 0.0 12.5 62.5 62.5 62.5: 37.5 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 39 20 12 20 19 70 43:
Old : 94: 39 20 12 19 19 69 43:
Other: 3: 1 0 0 1 1 2 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 : 25.3 35.4 34.2 53.7 25.3 35.1 34.2 53.4
Old : 25.3 35.4 34.2 53.7 25.3 35.1 34.2 53.4
Other: 62.5 62.5 62.5 62.5 62.5 62.5 62.5 62.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 7, 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 : 673,971: 127,686 154,755 4,473 427,396 410,825 559,555 570,053: 114,416 103,918
Old : 673,971: 127,686 154,755 4,473 427,396 410,825 559,555 570,053: 114,416 103,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -46,032: -19,616 -2,406 -3,524 -18,818 -28,574 -41,958 -34,504: -4,074 -11,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 23.0 0.7 63.4 61.0 83.0 84.6: 17.0 15.4
Old : 100.0: 18.9 23.0 0.7 63.4 61.0 83.0 84.6: 17.0 15.4
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 : 196: 31 44 11 73 93 112 140:
Old : 196: 31 44 11 73 93 112 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 19.7 32.6 29.0 18.3 18.5 27.6 26.8
Old : 21.9 19.7 32.6 29.0 18.3 18.5 27.6 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 7, 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 : 1,767,283: 204,926 183,146 47,932 1,229,050 1,204,762 1,481,908 1,435,840: 285,375 331,443
Old : 1,767,283: 204,926 183,146 47,932 1,229,050 1,204,762 1,481,908 1,435,840: 285,375 331,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -183,727: -15,889 25,250 -34,814 -88,298 -172,404 -139,001 -181,968: -44,726 -1,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.4 2.7 69.5 68.2 83.9 81.2: 16.1 18.8
Old : 100.0: 11.6 10.4 2.7 69.5 68.2 83.9 81.2: 16.1 18.8
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 : 259: 45 46 21 116 126 174 180:
Old : 259: 45 46 21 116 126 174 180:
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 : 34.9 23.0 41.5 33.5 34.0 19.8 40.0 28.8
Old : 34.9 23.0 41.5 33.5 34.0 19.8 40.0 28.8
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, September 7, 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 : 945,668: 195,615 94,659 11,393 526,122 604,627 733,130 710,679: 212,538 234,989
Old : 945,668: 195,615 94,659 11,393 526,122 604,627 733,130 710,679: 212,538 234,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -83,647: 33,563 -25,112 -3,724 -109,598 -53,291 -79,759 -82,127: -3,888 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.0 1.2 55.6 63.9 77.5 75.2: 22.5 24.8
Old : 100.0: 20.7 10.0 1.2 55.6 63.9 77.5 75.2: 22.5 24.8
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 : 150: 28 26 15 60 80 95 114:
Old : 150: 28 26 15 60 80 95 114:
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 : 22.9 20.8 34.1 29.1 21.9 17.6 31.2 24.6
Old : 22.9 20.8 34.1 29.1 21.9 17.6 31.2 24.6
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, September 7, 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 : 565,622: 152,485 16,516 61,740 315,068 442,155 529,293 520,411: 36,329 45,211
Old : 565,622: 152,485 16,516 61,740 315,068 442,155 529,293 520,411: 36,329 45,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -60,435: -8,974 88 -2,727 -48,207 -50,899 -59,908 -53,538: -527 -6,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 2.9 10.9 55.7 78.2 93.6 92.0: 6.4 8.0
Old : 100.0: 27.0 2.9 10.9 55.7 78.2 93.6 92.0: 6.4 8.0
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 : 107: 36 13 28 53 50 96 84:
Old : 107: 36 13 28 53 50 96 84:
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 : 33.2 43.0 48.6 54.6 22.6 27.8 31.8 36.8
Old : 33.2 43.0 48.6 54.6 22.6 27.8 31.8 36.8
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, September 7, 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 : 51,637: 6,640 4,404 5,062 32,285 33,745 43,986 43,211: 7,651 8,426
Old : 51,637: 6,640 4,404 5,062 32,285 33,745 43,986 43,211: 7,651 8,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 8,517: -2,546 -929 4,787 5,037 1,290 7,277 5,147: 1,240 3,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.5 9.8 62.5 65.4 85.2 83.7: 14.8 16.3
Old : 100.0: 12.9 8.5 9.8 62.5 65.4 85.2 83.7: 14.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 24 14 16 30 36 64 62:
Old : 100: 24 14 16 30 36 64 62:
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 : 35.0 31.3 46.4 47.4 34.6 31.3 45.7 46.1
Old : 35.0 31.3 46.4 47.4 34.6 31.3 45.7 46.1
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 - Futures Only, September 7, 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 : 10,096: 2,464 3,166 9 5,627 3,083 8,100 6,258: 1,996 3,838
Old : 10,096: 2,464 3,166 9 5,627 3,083 8,100 6,258: 1,996 3,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 31.4 0.1 55.7 30.5 80.2 62.0: 19.8 38.0
Old : 100.0: 24.4 31.4 0.1 55.7 30.5 80.2 62.0: 19.8 38.0
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 : 20: 4 8 3 4 4 10 13:
Old : 20: 4 8 3 4 4 10 13:
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 : 61.2 31.8 80.2 52.0 61.2 31.8 80.1 51.9
Old : 61.2 31.8 80.2 52.0 61.2 31.8 80.1 51.9
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, September 7, 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 : 83,081: 16,855 10,979 1,602 53,315 61,324 71,772 73,905: 11,309 9,176
Old : 83,081: 16,855 10,979 1,602 53,315 61,324 71,772 73,905: 11,309 9,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,158: -1,517 313 1,052 -1,181 -3,587 -1,646 -2,222: -1,512 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 13.2 1.9 64.2 73.8 86.4 89.0: 13.6 11.0
Old : 100.0: 20.3 13.2 1.9 64.2 73.8 86.4 89.0: 13.6 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 : 97: 27 15 9 28 36 60 55:
Old : 97: 27 15 9 28 36 60 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 : 35.9 35.1 48.9 55.1 35.5 35.1 48.4 54.7
Old : 35.9 35.1 48.9 55.1 35.5 35.1 48.4 54.7
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, September 7, 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 : 17,272: 1,049 2,623 426 15,511 14,072 16,986 17,121: 286 151
Old : 17,272: 1,049 2,623 426 15,511 14,072 16,986 17,121: 286 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 2,557: 103 969 -844 3,269 2,423 2,528 2,548: 29 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 15.2 2.5 89.8 81.5 98.3 99.1: 1.7 0.9
Old : 100.0: 6.1 15.2 2.5 89.8 81.5 98.3 99.1: 1.7 0.9
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 : 33: 4 7 1 11 16 16 23:
Old : 33: 4 7 1 11 16 16 23:
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 : 81.7 67.5 92.3 86.3 50.3 36.7 56.3 49.0
Old : 81.7 67.5 92.3 86.3 50.3 36.7 56.3 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, September 7, 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 : 40,906: 1,337 3,475 260 39,117 36,827 40,714 40,562: 192 344
Old : 40,906: 1,337 3,475 260 39,117 36,827 40,714 40,562: 192 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -172: -717 -575 10 625 195 -82 -370: -90 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.5 0.6 95.6 90.0 99.5 99.2: 0.5 0.8
Old : 100.0: 3.3 8.5 0.6 95.6 90.0 99.5 99.2: 0.5 0.8
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 : 29: 3 2 2 6 20 10 23:
Old : 29: 3 2 2 6 20 10 23:
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 : 95.8 68.9 99.2 88.3 91.4 68.3 94.3 85.7
Old : 95.8 68.9 99.2 88.3 91.4 68.3 94.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010