WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 666,521: 91,550 75,525 205,222 319,980 311,015 616,752 591,762: 49,768 74,759
Old : 556,011: 84,463 65,128 180,967 246,492 257,045 511,923 503,141: 44,088 52,870
Other: 110,510: 18,174 21,484 13,167 73,488 53,969 104,829 88,621: 5,681 21,889
: : :
: : Changes in Commitments from: August 3, 2010 :
: 26,862: 167 -3,507 25,785 -10,990 -2,939 14,961 19,338: 11,901 7,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.3 30.8 48.0 46.7 92.5 88.8: 7.5 11.2
Old : 100.0: 15.2 11.7 32.5 44.3 46.2 92.1 90.5: 7.9 9.5
Other: 100.0: 16.4 19.4 11.9 66.5 48.8 94.9 80.2: 5.1 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 152 158 198 91 127 368 375:
Old : 451: 154 155 184 83 124 349 363:
Other: 218: 44 59 44 50 99 121 183:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 14.8 28.4 23.2 15.7 11.2 25.4 15.6
Old : 17.9 17.0 28.8 26.8 17.2 14.7 25.2 19.1
Other: 38.1 17.1 53.4 25.4 34.6 14.6 46.5 20.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 1,763,632: 415,193 104,739 486,968 708,711 851,558 1,610,872 1,443,265: 152,760 320,366
Old : 379,225: 85,193 48,020 96,033 159,746 189,133 340,972 333,186: 38,253 46,039
Other: 1,384,407: 370,959 97,678 349,976 548,964 662,425 1,269,899 1,110,079: 114,507 274,328
: : :
: : Changes in Commitments from: August 3, 2010 :
: 91,751: 34,241 -14,360 37,032 12,404 65,669 83,678 88,341: 8,073 3,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.9 27.6 40.2 48.3 91.3 81.8: 8.7 18.2
Old : 100.0: 22.5 12.7 25.3 42.1 49.9 89.9 87.9: 10.1 12.1
Other: 100.0: 26.8 7.1 25.3 39.7 47.8 91.7 80.2: 8.3 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 842: 240 162 279 234 378 611 714:
Old : 620: 143 117 116 144 291 336 475:
Other: 825: 239 171 238 196 371 545 682:
:----------------------------------------------------------------------------------------------------
: 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 11.5 20.7 16.5 13.6 9.7 20.0 13.6
Old : 18.8 14.4 29.2 22.1 18.4 11.6 26.3 17.2
Other: 14.6 11.3 21.2 16.2 14.2 9.5 20.5 13.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 12,176: 1,525 375 1,504 5,893 8,741 8,922 10,621: 3,254 1,555
Old : 12,176: 1,525 375 1,504 5,893 8,741 8,922 10,621: 3,254 1,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -135: 302 -50 -17 -363 101 -78 34: -57 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.1 12.4 48.4 71.8 73.3 87.2: 26.7 12.8
Old : 100.0: 12.5 3.1 12.4 48.4 71.8 73.3 87.2: 26.7 12.8
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 : 40: 15 3 9 15 16 34 26:
Old : 40: 15 3 9 15 16 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 56.1 45.1 69.2 28.0 46.8 37.0 56.9
Old : 29.3 56.1 45.1 69.2 28.0 46.8 37.0 56.9
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, August 10, 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 : 653,055: 162,406 32,558 166,647 269,182 361,835 598,236 561,040: 54,820 92,015
Old : 624,587: 160,808 41,231 151,061 259,461 346,561 571,329 538,853: 53,258 85,734
Other: 28,468: 15,272 5,001 1,913 9,721 15,274 26,906 22,188: 1,562 6,281
: : :
: : Changes in Commitments from: August 3, 2010 :
: 32,300: 13,493 -2,693 10,314 7,046 24,804 30,853 32,425: 1,447 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.0 25.5 41.2 55.4 91.6 85.9: 8.4 14.1
Old : 100.0: 25.7 6.6 24.2 41.5 55.5 91.5 86.3: 8.5 13.7
Other: 100.0: 53.6 17.6 6.7 34.1 53.7 94.5 77.9: 5.5 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 550: 200 125 167 113 200 394 423:
Old : 549: 198 129 163 113 198 392 418:
Other: 208: 30 45 23 28 123 67 182:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 18.8 22.7 26.5 13.6 16.4 20.8 22.4
Old : 14.9 19.2 23.1 26.7 13.9 16.7 21.2 22.5
Other: 51.9 27.3 70.1 36.8 51.5 26.9 67.6 36.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 25,936: 23,124 1,712 227 5 5,414 23,356 7,353: 2,580 18,583
Old : 23,772: 21,307 1,707 222 5 4,774 21,534 6,703: 2,238 17,069
Other: 2,164: 1,817 5 5 0 640 1,822 650: 342 1,514
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,926: 2,556 31 37 -6 150 2,587 218: -661 1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 6.6 0.9 0.0 20.9 90.1 28.4: 9.9 71.6
Old : 100.0: 89.6 7.2 0.9 0.0 20.1 90.6 28.2: 9.4 71.8
Other: 100.0: 84.0 0.2 0.2 0.0 29.6 84.2 30.0: 15.8 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 7 9 1 12 23 28:
Old : 41: 22 7 9 1 12 23 28:
Other: 25: 11 2 1 0 12 11 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 : 58.1 11.7 72.7 18.0 57.8 11.7 72.1 18.0
Old : 60.1 10.8 74.1 17.2 59.8 10.8 73.7 17.2
Other: 67.2 23.6 81.1 28.3 67.2 23.6 80.9 28.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 373,184: 81,729 45,200 88,219 167,484 216,854 337,432 350,273: 35,752 22,911
Old : 72,189: 20,709 5,278 18,299 26,678 42,747 65,687 66,324: 6,502 5,864
Other: 300,995: 76,197 55,098 54,743 140,806 174,108 271,745 283,949: 29,250 17,047
: : :
: : Changes in Commitments from: August 3, 2010 :
: 24,980: 12,757 430 8,623 -180 14,997 21,200 24,050: 3,780 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 12.1 23.6 44.9 58.1 90.4 93.9: 9.6 6.1
Old : 100.0: 28.7 7.3 25.3 37.0 59.2 91.0 91.9: 9.0 8.1
Other: 100.0: 25.3 18.3 18.2 46.8 57.8 90.3 94.3: 9.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 97 57 98 65 62 224 185:
Old : 160: 64 30 27 34 48 110 93:
Other: 251: 86 81 78 62 57 196 174:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 30.3 27.3 42.1 14.7 25.8 22.8 33.4
Old : 36.2 37.6 45.4 48.9 24.0 27.0 30.4 36.0
Other: 16.2 34.2 25.7 42.7 15.0 29.9 23.7 36.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 819,303: 88,282 101,481 44,179 500,436 523,921 632,897 669,581: 186,406 149,722
Old : 819,303: 88,282 101,481 44,179 500,436 523,921 632,897 669,581: 186,406 149,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 51,955: -4,557 -37,923 2,169 21,842 56,629 19,455 20,874: 32,500 31,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.4 5.4 61.1 63.9 77.2 81.7: 22.8 18.3
Old : 100.0: 10.8 12.4 5.4 61.1 63.9 77.2 81.7: 22.8 18.3
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 : 161: 31 28 34 79 80 128 124:
Old : 161: 31 28 34 79 80 128 124:
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 : 18.5 21.1 28.9 34.7 17.1 19.9 26.9 32.0
Old : 18.5 21.1 28.9 34.7 17.1 19.9 26.9 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 172,266: 20,430 30,222 94 105,212 119,073 125,736 149,388: 46,530 22,878
Old : 172,266: 20,430 30,222 94 105,212 119,073 125,736 149,388: 46,530 22,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 6,011: -472 -8,155 -101 2,867 9,016 2,295 760: 3,717 5,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 17.5 0.1 61.1 69.1 73.0 86.7: 27.0 13.3
Old : 100.0: 11.9 17.5 0.1 61.1 69.1 73.0 86.7: 27.0 13.3
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 : 35: 5 6 1 16 17 22 23:
Old : 35: 5 6 1 16 17 22 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 : 38.5 50.9 52.9 70.0 35.3 47.6 49.6 66.6
Old : 38.5 50.9 52.9 70.0 35.3 47.6 49.6 66.6
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 with Delta-adjusted Options and Futures Combined, August 10, 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 : 11,342: 2,110 422 444 8,408 10,238 10,962 11,104: 380 238
Old : 11,342: 2,110 422 444 8,408 10,238 10,962 11,104: 380 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -333: -23 -22 -73 -220 -239 -316 -334: -17 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.7 3.9 74.1 90.3 96.6 97.9: 3.4 2.1
Old : 100.0: 18.6 3.7 3.9 74.1 90.3 96.6 97.9: 3.4 2.1
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 : 36: 9 3 2 19 20 29 24:
Old : 36: 9 3 2 19 20 29 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 : 59.0 67.0 75.4 82.0 18.0 22.1 26.6 30.8
Old : 59.0 67.0 75.4 82.0 18.0 22.1 26.6 30.8
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 with Delta-adjusted Options and Futures Combined, August 10, 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 : 222,805: 77,128 10,364 29,760 73,924 159,699 180,813 199,824: 41,992 22,981
Old : 38,606: 8,250 2,645 2,696 18,727 26,068 29,673 31,409: 8,933 7,198
Other: 184,198: 70,990 9,830 24,953 55,197 133,632 151,140 168,415: 33,059 15,783
: : :
: : Changes in Commitments from: August 3, 2010 :
: 7,527: 1,286 -1,167 2,801 1,920 7,073 6,007 8,707: 1,520 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 4.7 13.4 33.2 71.7 81.2 89.7: 18.8 10.3
Old : 100.0: 21.4 6.9 7.0 48.5 67.5 76.9 81.4: 23.1 18.6
Other: 100.0: 38.5 5.3 13.5 30.0 72.5 82.1 91.4: 17.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 81 22 46 61 58 165 111:
Old : 108: 25 17 19 43 42 78 68:
Other: 177: 74 24 42 56 51 154 99:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 44.8 19.7 56.2 10.0 38.2 17.6 45.8
Old : 24.6 31.3 38.9 43.0 23.6 29.8 34.9 41.3
Other: 11.9 50.2 21.0 61.7 11.2 44.9 19.9 53.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 20,189: 4,365 3,579 3,631 7,437 10,711 15,433 17,921: 4,755 2,267
Old : 20,189: 4,365 3,579 3,631 7,437 10,711 15,433 17,921: 4,755 2,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 806: 170 -201 405 -151 571 424 775: 382 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 17.7 18.0 36.8 53.1 76.4 88.8: 23.6 11.2
Old : 100.0: 21.6 17.7 18.0 36.8 53.1 76.4 88.8: 23.6 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 : 93: 40 16 15 24 23 74 47:
Old : 93: 40 16 15 24 23 74 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 : 26.3 27.8 36.3 43.9 26.3 27.3 33.9 43.4
Old : 26.3 27.8 36.3 43.9 26.3 27.3 33.9 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 891,324: 184,279 165,368 75,453 513,457 529,867 773,189 770,688: 118,135 120,636
Old : 891,324: 184,279 165,368 75,453 513,457 529,867 773,189 770,688: 118,135 120,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 31,265: 9,896 -15,364 119 -9,961 12,560 53 -2,685: 31,212 33,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 18.6 8.5 57.6 59.4 86.7 86.5: 13.3 13.5
Old : 100.0: 20.7 18.6 8.5 57.6 59.4 86.7 86.5: 13.3 13.5
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 : 226: 34 55 32 77 117 136 180:
Old : 226: 34 55 32 77 117 136 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 14.6 33.9 23.8 19.6 10.0 30.7 16.6
Old : 20.7 14.6 33.9 23.8 19.6 10.0 30.7 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 2,652,965: 213,826 179,422 329,332 1,780,937 1,809,919 2,324,095 2,318,673: 328,870 334,292
Old : 2,652,965: 213,826 179,422 329,332 1,780,937 1,809,919 2,324,095 2,318,673: 328,870 334,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 360,394: 36,960 -124,613 90,168 146,719 324,200 273,846 289,754: 86,547 70,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.8 12.4 67.1 68.2 87.6 87.4: 12.4 12.6
Old : 100.0: 8.1 6.8 12.4 67.1 68.2 87.6 87.4: 12.4 12.6
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 : 271: 46 44 62 146 159 218 239:
Old : 271: 46 44 62 146 159 218 239:
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 17.8 37.2 27.9 27.4 15.7 31.4 22.5
Old : 31.2 17.8 37.2 27.9 27.4 15.7 31.4 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 1,195,776: 213,599 78,676 75,454 685,906 775,114 974,960 929,244: 220,816 266,531
Old : 1,195,776: 213,599 78,676 75,454 685,906 775,114 974,960 929,244: 220,816 266,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 82,258: -52,993 3,935 5,117 100,914 44,881 53,039 53,933: 29,219 28,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.6 6.3 57.4 64.8 81.5 77.7: 18.5 22.3
Old : 100.0: 17.9 6.6 6.3 57.4 64.8 81.5 77.7: 18.5 22.3
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 : 169: 29 26 27 82 99 124 139:
Old : 169: 29 26 27 82 99 124 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 19.4 32.0 26.5 20.9 14.1 27.8 20.2
Old : 23.2 19.4 32.0 26.5 20.9 14.1 27.8 20.2
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 with Delta-adjusted Options and Futures Combined, August 10, 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 : 1,268,997: 140,382 10,795 663,583 416,660 531,302 1,220,625 1,205,680: 48,371 63,316
Old : 1,268,997: 140,382 10,795 663,583 416,660 531,302 1,220,625 1,205,680: 48,371 63,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 32,588: -22,222 -969 29,512 23,522 4,345 30,812 32,888: 1,776 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.9 52.3 32.8 41.9 96.2 95.0: 3.8 5.0
Old : 100.0: 11.1 0.9 52.3 32.8 41.9 96.2 95.0: 3.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 29 17 39 60 59 105 100:
Old : 114: 29 17 39 60 59 105 100:
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 : 43.1 37.6 59.3 57.2 12.5 12.3 16.1 16.1
Old : 43.1 37.6 59.3 57.2 12.5 12.3 16.1 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 47,140: 9,628 4,030 805 29,554 35,655 39,987 40,491: 7,153 6,649
Old : 47,140: 9,628 4,030 805 29,554 35,655 39,987 40,491: 7,153 6,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,571: -804 -364 199 1,090 650 484 485: 1,087 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.6 1.7 62.7 75.6 84.8 85.9: 15.2 14.1
Old : 100.0: 20.4 8.6 1.7 62.7 75.6 84.8 85.9: 15.2 14.1
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 : 85: 26 8 9 30 32 61 44:
Old : 85: 26 8 9 30 32 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 39.4 47.4 59.4 35.0 39.4 47.1 58.3
Old : 35.4 39.4 47.4 59.4 35.0 39.4 47.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 94,279: 19,256 8,061 1,610 59,108 71,311 79,974 80,981: 14,305 13,298
Old : 94,279: 19,256 8,061 1,610 59,108 71,311 79,974 80,981: 14,305 13,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 3,142: -1,609 -727 398 2,180 1,299 969 970: 2,174 2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.6 1.7 62.7 75.6 84.8 85.9: 15.2 14.1
Old : 100.0: 20.4 8.6 1.7 62.7 75.6 84.8 85.9: 15.2 14.1
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 : 85: 26 8 9 30 32 61 44:
Old : 85: 26 8 9 30 32 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 39.4 47.4 59.4 35.0 39.4 47.1 58.3
Old : 35.4 39.4 47.4 59.4 35.0 39.4 47.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 5,151: 3,255 1,868 0 1,819 3,246 5,074 5,114: 77 37
Old : 5,151: 3,255 1,868 0 1,819 3,246 5,074 5,114: 77 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 36.3 0.0 35.3 63.0 98.5 99.3: 1.5 0.7
Old : 100.0: 63.2 36.3 0.0 35.3 63.0 98.5 99.3: 1.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 5 0 3 2 14 7:
Old : 21: 11 5 0 3 2 14 7:
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 : 63.4 96.0 88.6 99.3 63.4 96.0 88.6 99.3
Old : 63.4 96.0 88.6 99.3 63.4 96.0 88.6 99.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 14,773: 1,597 901 156 12,751 13,581 14,504 14,638: 269 135
Old : 14,773: 1,597 901 156 12,751 13,581 14,504 14,638: 269 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 942: 278 -9 0 539 839 817 830: 125 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.1 1.1 86.3 91.9 98.2 99.1: 1.8 0.9
Old : 100.0: 10.8 6.1 1.1 86.3 91.9 98.2 99.1: 1.8 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 : 38: 7 7 1 9 17 16 25:
Old : 38: 7 7 1 9 17 16 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 : 74.3 64.6 92.2 80.8 69.5 64.6 84.5 78.3
Old : 74.3 64.6 92.2 80.8 69.5 64.6 84.5 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 41,353: 2,012 2,353 20 38,962 38,865 40,994 41,238: 359 115
Old : 41,353: 2,012 2,353 20 38,962 38,865 40,994 41,238: 359 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,762: 162 1,358 0 2,494 1,350 2,656 2,708: 106 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.7 0.0 94.2 94.0 99.1 99.7: 0.9 0.3
Old : 100.0: 4.9 5.7 0.0 94.2 94.0 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 : 32: 7 2 1 6 19 14 21:
Old : 32: 7 2 1 6 19 14 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 : 95.4 71.9 98.2 88.3 95.3 71.8 98.1 88.2
Old : 95.4 71.9 98.2 88.3 95.3 71.8 98.1 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010