WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 526,936: 79,863 110,434 108,799 302,952 244,480 491,614 463,713: 35,322 63,223
Old : 443,632: 73,067 82,913 98,439 240,728 215,017 412,234 396,369: 31,398 47,263
Other: 83,304: 12,310 33,035 4,847 62,223 29,463 79,379 67,344: 3,924 15,959
: : :
: : Changes in Commitments from: June 29, 2010 :
: 8,293: -4,556 -13,317 6,809 6,580 11,526 8,833 5,018: -540 3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 21.0 20.6 57.5 46.4 93.3 88.0: 6.7 12.0
Old : 100.0: 16.5 18.7 22.2 54.3 48.5 92.9 89.3: 7.1 10.7
Other: 100.0: 14.8 39.7 5.8 74.7 35.4 95.3 80.8: 4.7 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 109 160 158 76 109 298 330:
Old : 398: 115 152 152 72 102 289 318:
Other: 162: 26 41 34 34 70 82 132:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 16.5 36.3 25.8 20.6 11.6 33.1 18.1
Old : 24.8 19.5 37.2 29.3 24.1 17.5 34.8 25.4
Other: 49.9 24.2 66.4 37.9 49.7 22.4 65.2 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,442,318: 260,360 165,784 377,474 666,117 601,314 1,303,950 1,144,572: 138,367 297,746
Old : 517,613: 90,972 97,045 100,616 271,440 238,934 463,028 436,595: 54,585 81,018
Other: 924,705: 210,497 109,849 235,748 394,677 362,379 840,922 707,977: 83,783 216,728
: : :
: : Changes in Commitments from: June 29, 2010 :
: -15,795: 12,165 -45,039 3,271 -31,152 22,435 -15,716 -19,333: -79 3,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.5 26.2 46.2 41.7 90.4 79.4: 9.6 20.6
Old : 100.0: 17.6 18.7 19.4 52.4 46.2 89.5 84.3: 10.5 15.7
Other: 100.0: 22.8 11.9 25.5 42.7 39.2 90.9 76.6: 9.1 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 187 168 241 196 303 500 619:
Old : 578: 121 134 127 137 257 328 457:
Other: 656: 173 154 188 161 285 416 551:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 9.8 23.0 15.2 14.5 8.0 22.1 11.2
Old : 26.9 11.2 36.5 17.7 26.7 10.3 36.2 15.9
Other: 14.8 11.4 22.4 16.9 14.3 9.5 21.3 12.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,840: 926 863 1,528 7,424 8,888 9,878 11,279: 2,962 1,561
Old : 12,840: 926 863 1,528 7,424 8,888 9,878 11,279: 2,962 1,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,138: -236 -99 -82 -2,719 -2,742 -3,038 -2,923: -100 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.7 11.9 57.8 69.2 76.9 87.8: 23.1 12.2
Old : 100.0: 7.2 6.7 11.9 57.8 69.2 76.9 87.8: 23.1 12.2
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 : 41: 11 5 9 16 13 32 25:
Old : 41: 11 5 9 16 13 32 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 : 32.6 47.2 51.7 67.1 30.2 35.7 40.7 51.0
Old : 32.6 47.2 51.7 67.1 30.2 35.7 40.7 51.0
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 with Delta-adjusted Options and Futures Combined, 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 : 560,358: 82,979 81,284 145,395 285,605 238,942 513,979 465,621: 46,378 94,737
Old : 92,628: 21,021 4,053 16,456 44,749 61,636 82,226 82,145: 10,403 10,484
Other: 467,730: 73,520 88,794 117,377 240,857 177,306 431,754 383,476: 35,976 84,253
: : :
: : Changes in Commitments from: June 29, 2010 :
: 10,293: -265 13,771 -409 8,995 110 8,321 13,472: 1,972 -3,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.5 25.9 51.0 42.6 91.7 83.1: 8.3 16.9
Old : 100.0: 22.7 4.4 17.8 48.3 66.5 88.8 88.7: 11.2 11.3
Other: 100.0: 15.7 19.0 25.1 51.5 37.9 92.3 82.0: 7.7 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 132 156 176 119 168 345 417:
Old : 279: 73 65 74 72 104 185 204:
Other: 472: 127 161 157 94 160 305 400:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 16.5 26.4 22.9 15.8 12.1 24.4 15.3
Old : 34.4 34.8 41.8 44.7 30.5 28.5 36.2 35.3
Other: 17.5 14.2 27.4 21.5 16.4 10.9 25.7 14.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 340,049: 44,903 81,185 61,896 208,240 164,853 315,038 307,934: 25,011 32,115
Old : 128,614: 9,779 20,613 27,713 82,992 67,379 120,484 115,706: 8,130 12,908
Other: 211,436: 45,137 70,584 24,170 125,248 97,474 194,555 192,228: 16,881 19,207
: : :
: : Changes in Commitments from: June 29, 2010 :
: 4,236: 1,216 8,375 -3,458 4,822 -3,804 2,581 1,113: 1,656 3,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 23.9 18.2 61.2 48.5 92.6 90.6: 7.4 9.4
Old : 100.0: 7.6 16.0 21.5 64.5 52.4 93.7 90.0: 6.3 10.0
Other: 100.0: 21.3 33.4 11.4 59.2 46.1 92.0 90.9: 8.0 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 61 95 73 70 62 183 192:
Old : 160: 29 53 38 62 51 122 113:
Other: 225: 66 80 55 59 48 151 161:
:----------------------------------------------------------------------------------------------------
: 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 22.9 29.7 32.5 13.8 18.1 22.8 23.7
Old : 34.3 24.8 49.6 36.9 27.4 17.1 35.7 24.9
Other: 21.3 28.1 34.4 36.3 19.7 25.1 31.7 32.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 746,230: 74,895 131,786 49,343 464,922 427,391 589,160 608,520: 157,070 137,710
Old : 746,230: 74,895 131,786 49,343 464,922 427,391 589,160 608,520: 157,070 137,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 13,304: 2,762 2,513 -257 -2,762 7,943 -257 10,200: 13,561 3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.7 6.6 62.3 57.3 79.0 81.5: 21.0 18.5
Old : 100.0: 10.0 17.7 6.6 62.3 57.3 79.0 81.5: 21.0 18.5
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 : 160: 31 28 33 75 79 121 125:
Old : 160: 31 28 33 75 79 121 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 19.8 30.2 31.4 18.6 18.2 28.1 29.5
Old : 20.6 19.8 30.2 31.4 18.6 18.2 28.1 29.5
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 with Delta-adjusted Options and Futures Combined, 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 : 152,257: 13,323 24,735 161 101,101 110,253 114,585 135,149: 37,672 17,108
Old : 152,257: 13,323 24,735 161 101,101 110,253 114,585 135,149: 37,672 17,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 6,763: 5,161 768 55 2,085 5,164 7,301 5,987: -537 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.2 0.1 66.4 72.4 75.3 88.8: 24.7 11.2
Old : 100.0: 8.8 16.2 0.1 66.4 72.4 75.3 88.8: 24.7 11.2
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 : 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 : 43.0 57.6 58.1 68.6 40.7 57.1 55.7 68.1
Old : 43.0 57.6 58.1 68.6 40.7 57.1 55.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 210,512: 62,133 14,160 26,074 82,260 142,337 170,466 182,571: 40,046 27,941
Old : 75,396: 19,074 4,556 6,161 34,149 49,279 59,384 59,996: 16,012 15,400
Other: 135,116: 48,005 14,551 14,966 48,111 93,058 111,082 122,575: 24,034 12,541
: : :
: : Changes in Commitments from: June 29, 2010 :
: -1,530: -4,687 -146 -60 3,111 -1,849 -1,636 -2,056: 106 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.7 12.4 39.1 67.6 81.0 86.7: 19.0 13.3
Old : 100.0: 25.3 6.0 8.2 45.3 65.4 78.8 79.6: 21.2 20.4
Other: 100.0: 35.5 10.8 11.1 35.6 68.9 82.2 90.7: 17.8 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 65 32 43 63 62 153 122:
Old : 126: 32 23 23 50 52 96 87:
Other: 158: 51 32 37 58 44 132 97:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 43.8 22.1 53.0 9.5 35.1 17.2 41.5
Old : 27.7 31.1 38.1 42.7 27.0 28.1 37.2 38.9
Other: 12.8 54.5 23.7 62.5 12.4 50.2 23.3 56.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,762: 2,916 3,579 1,787 7,502 6,950 12,206 12,316: 2,556 2,446
Old : 14,762: 2,916 3,579 1,787 7,502 6,950 12,206 12,316: 2,556 2,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -261: -503 35 117 -87 -148 -473 4: 212 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 24.2 12.1 50.8 47.1 82.7 83.4: 17.3 16.6
Old : 100.0: 19.8 24.2 12.1 50.8 47.1 82.7 83.4: 17.3 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 19 19 13 25 23 54 47:
Old : 73: 19 19 13 25 23 54 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 27.7 51.5 46.3 37.9 25.3 50.0 42.9
Old : 37.9 27.7 51.5 46.3 37.9 25.3 50.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 920,133: 171,413 202,149 58,317 587,216 536,263 816,946 796,729: 103,187 123,404
Old : 920,133: 171,413 202,149 58,317 587,216 536,263 816,946 796,729: 103,187 123,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -23,449: -55,487 1,226 3,797 22,122 -22,669 -29,568 -17,646: 6,118 -5,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.0 6.3 63.8 58.3 88.8 86.6: 11.2 13.4
Old : 100.0: 18.6 22.0 6.3 63.8 58.3 88.8 86.6: 11.2 13.4
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 : 233: 34 62 34 72 120 129 194:
Old : 233: 34 62 34 72 120 129 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 14.5 45.4 22.1 36.3 11.0 44.6 18.5
Old : 36.7 14.5 45.4 22.1 36.3 11.0 44.6 18.5
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 with Delta-adjusted Options and Futures Combined, 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 : 2,196,803: 198,298 268,276 226,135 1,457,304 1,363,431 1,881,737 1,857,842: 315,066 338,961
Old : 2,196,803: 198,298 268,276 226,135 1,457,304 1,363,431 1,881,737 1,857,842: 315,066 338,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 50,289: 47,113 -9,394 12,988 -27,361 33,828 32,740 37,422: 17,549 12,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.2 10.3 66.3 62.1 85.7 84.6: 14.3 15.4
Old : 100.0: 9.0 12.2 10.3 66.3 62.1 85.7 84.6: 14.3 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 : 257: 48 45 53 126 146 201 217:
Old : 257: 48 45 53 126 146 201 217:
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 15.9 40.9 24.1 32.4 13.6 37.4 20.8
Old : 34.9 15.9 40.9 24.1 32.4 13.6 37.4 20.8
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 with Delta-adjusted Options and Futures Combined, 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 : 973,108: 176,958 88,058 30,260 534,578 614,623 741,797 732,941: 231,311 240,167
Old : 973,108: 176,958 88,058 30,260 534,578 614,623 741,797 732,941: 231,311 240,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 28,456: 32,603 -6,298 -1,643 -24,217 16,657 6,742 8,716: 21,713 19,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 9.0 3.1 54.9 63.2 76.2 75.3: 23.8 24.7
Old : 100.0: 18.2 9.0 3.1 54.9 63.2 76.2 75.3: 23.8 24.7
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 : 159: 28 23 22 70 87 107 123:
Old : 159: 28 23 22 70 87 107 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 20.5 30.4 30.1 17.8 16.5 26.4 23.8
Old : 20.2 20.5 30.4 30.1 17.8 16.5 26.4 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,152,183: 186,111 18,005 532,044 387,126 538,986 1,105,282 1,089,035: 46,901 63,148
Old : 1,152,183: 186,111 18,005 532,044 387,126 538,986 1,105,282 1,089,035: 46,901 63,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -73,645: -2,617 -110 -22,266 -48,206 -45,803 -73,089 -68,179: -557 -5,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.6 46.2 33.6 46.8 95.9 94.5: 4.1 5.5
Old : 100.0: 16.2 1.6 46.2 33.6 46.8 95.9 94.5: 4.1 5.5
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 : 119: 27 20 41 52 60 99 105:
Old : 119: 27 20 41 52 60 99 105:
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 : 42.3 34.9 59.5 51.4 16.4 11.4 20.3 16.4
Old : 42.3 34.9 59.5 51.4 16.4 11.4 20.3 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 41,528: 6,664 4,789 254 28,401 30,349 35,319 35,392: 6,209 6,135
Old : 41,528: 6,664 4,789 254 28,401 30,349 35,319 35,392: 6,209 6,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -641: -716 1,679 -305 74 -2,412 -947 -1,038: 305 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.5 0.6 68.4 73.1 85.0 85.2: 15.0 14.8
Old : 100.0: 16.0 11.5 0.6 68.4 73.1 85.0 85.2: 15.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 13 7 31 25 57 42:
Old : 83: 23 13 7 31 25 57 42:
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 : 38.7 42.5 49.5 62.8 37.8 42.5 48.5 61.2
Old : 38.7 42.5 49.5 62.8 37.8 42.5 48.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 83,055: 13,328 9,579 507 56,802 60,699 70,638 70,784: 12,418 12,271
Old : 83,055: 13,328 9,579 507 56,802 60,699 70,638 70,784: 12,418 12,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -1,283: -1,432 3,358 -610 149 -4,825 -1,893 -2,077: 611 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.5 0.6 68.4 73.1 85.0 85.2: 15.0 14.8
Old : 100.0: 16.0 11.5 0.6 68.4 73.1 85.0 85.2: 15.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 13 7 31 25 57 42:
Old : 83: 23 13 7 31 25 57 42:
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 : 38.7 42.5 49.5 62.8 37.8 42.5 48.5 61.2
Old : 38.7 42.5 49.5 62.8 37.8 42.5 48.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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