WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 666,905: 102,719 80,201 203,207 315,834 314,427 621,760 597,835: 45,146 69,070
Old : 554,409: 92,075 69,766 178,748 244,929 259,249 515,752 507,764: 38,657 46,645
Other: 112,497: 17,805 17,596 17,297 70,906 55,178 106,008 90,071: 6,489 22,425
: : :
: : Changes in Commitments from: August 17, 2010 :
: 10,355: 3,261 1,710 5,378 3,781 1,503 12,421 8,592: -2,065 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.0 30.5 47.4 47.1 93.2 89.6: 6.8 10.4
Old : 100.0: 16.6 12.6 32.2 44.2 46.8 93.0 91.6: 7.0 8.4
Other: 100.0: 15.8 15.6 15.4 63.0 49.0 94.2 80.1: 5.8 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 164 152 206 104 131 391 388:
Old : 466: 161 155 194 97 128 374 376:
Other: 216: 47 53 43 54 101 130 174:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 15.2 27.0 23.5 15.1 11.3 23.9 15.8
Old : 17.2 17.7 27.6 27.2 16.8 14.4 23.5 18.8
Other: 38.0 17.5 53.8 25.9 34.2 12.8 44.7 17.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 1,874,004: 455,776 99,298 559,314 701,370 908,316 1,716,460 1,566,929: 157,543 307,075
Old : 232,029: 47,661 11,489 101,535 60,890 97,805 210,086 210,829: 21,942 21,200
Other: 1,641,975: 439,166 118,861 426,728 640,480 810,512 1,506,374 1,356,100: 135,601 285,875
: : :
: : Changes in Commitments from: August 17, 2010 :
: -3,907: 8,303 -1,061 -468 -5,127 2,842 2,708 1,312: -6,615 -5,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.3 29.8 37.4 48.5 91.6 83.6: 8.4 16.4
Old : 100.0: 20.5 5.0 43.8 26.2 42.2 90.5 90.9: 9.5 9.1
Other: 100.0: 26.7 7.2 26.0 39.0 49.4 91.7 82.6: 8.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 899: 270 170 290 254 402 648 767:
Old : 554: 132 87 108 146 249 322 401:
Other: 897: 247 212 258 208 398 574 757:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 11.2 19.8 17.0 12.3 9.4 18.2 13.6
Old : 18.6 20.9 26.8 29.5 6.8 8.5 11.3 12.2
Other: 14.4 11.5 21.3 16.8 14.0 9.9 20.5 14.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 12,448: 1,903 401 1,132 6,461 9,516 9,496 11,050: 2,951 1,398
Old : 12,448: 1,903 401 1,132 6,461 9,516 9,496 11,050: 2,951 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -81: -42 -11 -268 472 368 163 89: -244 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 3.2 9.1 51.9 76.4 76.3 88.8: 23.7 11.2
Old : 100.0: 15.3 3.2 9.1 51.9 76.4 76.3 88.8: 23.7 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 : 40: 14 6 5 15 13 33 20:
Old : 40: 14 6 5 15 13 33 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 61.5 47.6 74.0 26.7 51.9 39.0 61.3
Old : 30.2 61.5 47.6 74.0 26.7 51.9 39.0 61.3
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 24, 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 : 672,089: 157,973 27,008 180,592 280,055 373,752 618,620 581,352: 53,469 90,737
Old : 638,552: 153,766 35,779 164,111 269,577 354,646 587,454 554,535: 51,099 84,017
Other: 33,537: 17,579 4,601 3,110 10,478 19,106 31,167 26,817: 2,370 6,719
: : :
: : Changes in Commitments from: August 17, 2010 :
: -4,766: -12,767 -4,738 2,831 7,204 -4,227 -2,732 -6,134: -2,033 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.0 26.9 41.7 55.6 92.0 86.5: 8.0 13.5
Old : 100.0: 24.1 5.6 25.7 42.2 55.5 92.0 86.8: 8.0 13.2
Other: 100.0: 52.4 13.7 9.3 31.2 57.0 92.9 80.0: 7.1 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 195 121 174 122 212 406 432:
Old : 554: 191 128 170 122 211 402 431:
Other: 220: 31 45 24 32 131 76 187:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 18.8 20.7 26.7 12.4 14.9 19.3 21.0
Old : 13.3 19.0 21.1 26.7 12.7 15.0 19.7 21.0
Other: 47.0 25.0 62.7 37.1 46.8 24.6 60.6 36.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 26,469: 23,810 1,866 211 9 5,817 24,030 7,894: 2,439 18,575
Old : 24,177: 21,880 1,875 192 9 5,140 22,081 7,207: 2,096 16,970
Other: 2,292: 1,944 5 5 0 677 1,949 687: 343 1,605
: : :
: : Changes in Commitments from: August 17, 2010 :
: -168: 70 -42 6 4 35 80 -1: -248 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 7.0 0.8 0.0 22.0 90.8 29.8: 9.2 70.2
Old : 100.0: 90.5 7.8 0.8 0.0 21.3 91.3 29.8: 8.7 70.2
Other: 100.0: 84.8 0.2 0.2 0.0 29.5 85.0 30.0: 15.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 7 7 1 14 23 28:
Old : 43: 21 8 7 1 14 23 28:
Other: 25: 10 2 1 0 13 10 16:
:----------------------------------------------------------------------------------------------------
: 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 : 57.6 11.6 73.2 17.9 57.5 11.6 73.0 17.9
Old : 59.5 10.6 74.8 17.1 59.3 10.6 74.5 17.1
Other: 68.1 23.2 82.0 27.8 68.1 23.2 81.8 27.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 333,593: 69,987 38,328 72,743 157,665 201,500 300,395 312,571: 33,198 21,022
Old : 32,467: 9,505 4,782 5,255 14,484 18,785 29,244 28,822: 3,223 3,645
Other: 301,126: 69,895 42,959 58,075 143,181 182,715 271,151 283,749: 29,975 17,377
: : :
: : Changes in Commitments from: August 17, 2010 :
: -45,368: -17,224 -1,005 -19,208 -5,119 -24,777 -41,550 -44,989: -3,818 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.5 21.8 47.3 60.4 90.0 93.7: 10.0 6.3
Old : 100.0: 29.3 14.7 16.2 44.6 57.9 90.1 88.8: 9.9 11.2
Other: 100.0: 23.2 14.3 19.3 47.5 60.7 90.0 94.2: 10.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 89 61 92 69 64 216 183:
Old : 145: 50 31 26 41 41 104 86:
Other: 250: 85 77 78 64 60 194 176:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 30.2 23.9 41.3 12.7 26.0 20.3 32.6
Old : 21.6 25.7 31.3 36.1 19.8 24.1 29.4 33.9
Other: 15.2 32.4 24.9 42.6 13.5 28.9 21.3 36.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 923,410: 84,093 98,889 101,107 551,740 557,347 736,939 757,343: 186,471 166,067
Old : 923,410: 84,093 98,889 101,107 551,740 557,347 736,939 757,343: 186,471 166,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 72,774: 9,878 6,970 29,768 42,461 26,384 82,107 63,123: -9,333 9,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.7 10.9 59.8 60.4 79.8 82.0: 20.2 18.0
Old : 100.0: 9.1 10.7 10.9 59.8 60.4 79.8 82.0: 20.2 18.0
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 : 183: 36 32 48 94 93 154 149:
Old : 183: 36 32 48 94 93 154 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 16.7 24.1 28.8 14.6 15.6 22.7 27.0
Old : 15.7 16.7 24.1 28.8 14.6 15.6 22.7 27.0
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 24, 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 : 236,454: 31,035 33,740 2,660 147,170 156,280 180,865 192,680: 55,589 43,774
Old : 236,454: 31,035 33,740 2,660 147,170 156,280 180,865 192,680: 55,589 43,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 38,717: 9,156 3,146 2,535 20,547 23,381 32,238 29,062: 6,479 9,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 14.3 1.1 62.2 66.1 76.5 81.5: 23.5 18.5
Old : 100.0: 13.1 14.3 1.1 62.2 66.1 76.5 81.5: 23.5 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 : 44: 5 7 3 27 22 34 30:
Old : 44: 5 7 3 27 22 34 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 : 32.0 45.9 47.1 64.2 30.3 45.2 45.4 63.1
Old : 32.0 45.9 47.1 64.2 30.3 45.2 45.4 63.1
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, August 24, 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 : 11,206: 917 474 536 9,328 9,836 10,781 10,846: 425 360
Old : 11,206: 917 474 536 9,328 9,836 10,781 10,846: 425 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 265: -164 158 -123 423 67 136 102: 129 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 4.2 4.8 83.2 87.8 96.2 96.8: 3.8 3.2
Old : 100.0: 8.2 4.2 4.8 83.2 87.8 96.2 96.8: 3.8 3.2
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: 6 6 4 16 20 26 26:
Old : 34: 6 6 4 16 20 26 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 : 64.5 68.5 78.2 80.5 21.4 22.1 27.5 27.1
Old : 64.5 68.5 78.2 80.5 21.4 22.1 27.5 27.1
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 24, 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 : 228,579: 76,765 9,340 32,547 78,222 164,076 187,534 205,963: 41,045 22,616
Old : 24,678: 1,605 1,246 2,961 13,835 15,966 18,401 20,173: 6,278 4,505
Other: 203,900: 76,537 9,471 28,209 64,387 148,110 169,133 185,790: 34,767 18,111
: : :
: : Changes in Commitments from: August 17, 2010 :
: -4,472: -5,617 -1,840 -725 2,166 -613 -4,177 -3,178: -295 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 4.1 14.2 34.2 71.8 82.0 90.1: 18.0 9.9
Old : 100.0: 6.5 5.0 12.0 56.1 64.7 74.6 81.7: 25.4 18.3
Other: 100.0: 37.5 4.6 13.8 31.6 72.6 82.9 91.1: 17.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 75 25 46 67 60 169 113:
Old : 102: 21 15 23 40 37 70 66:
Other: 182: 71 30 43 62 56 162 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 44.2 18.9 56.3 9.2 38.9 16.7 46.5
Old : 23.5 35.1 36.3 46.3 20.3 35.1 30.2 45.0
Other: 11.8 47.7 20.3 60.0 10.2 43.6 18.5 51.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 21,569: 5,591 3,043 4,253 6,706 12,231 16,549 19,527: 5,020 2,042
Old : 21,566: 5,591 3,043 4,253 6,705 12,231 16,548 19,527: 5,018 2,039
Other: 3: 0 0 0 1 0 1 0: 2 3
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,021: 813 -34 312 -310 850 815 1,128: 207 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.1 19.7 31.1 56.7 76.7 90.5: 23.3 9.5
Old : 100.0: 25.9 14.1 19.7 31.1 56.7 76.7 90.5: 23.3 9.5
Other: 100.0: 0.0 0.0 0.0 33.3 0.0 33.3 0.0: 66.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 43 17 16 26 25 83 50:
Old : 103: 43 17 16 26 25 83 50:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 29.0 29.6 46.0 19.9 28.4 27.1 45.4
Old : 19.9 29.0 29.6 46.0 19.9 28.4 27.1 45.4
Other: 33.3 0.0 33.3 0.0 33.3 0.0 33.3 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 905,321: 179,885 170,018 98,245 497,520 507,520 775,651 775,784: 129,670 129,537
Old : 905,321: 179,885 170,018 98,245 497,520 507,520 775,651 775,784: 129,670 129,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 19,849: 458 554 14,361 -10,417 -9,412 4,403 5,503: 15,446 14,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.8 10.9 55.0 56.1 85.7 85.7: 14.3 14.3
Old : 100.0: 19.9 18.8 10.9 55.0 56.1 85.7 85.7: 14.3 14.3
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 : 232: 35 55 30 85 117 144 178:
Old : 232: 35 55 30 85 117 144 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 15.9 30.2 25.6 16.0 12.0 25.4 18.0
Old : 18.1 15.9 30.2 25.6 16.0 12.0 25.4 18.0
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 24, 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 : 2,901,220: 255,860 167,002 420,648 1,871,824 1,968,721 2,548,333 2,556,371: 352,887 344,849
Old : 2,901,220: 255,860 167,002 420,648 1,871,824 1,968,721 2,548,333 2,556,371: 352,887 344,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 182,510: 40,662 -19,951 59,221 53,816 128,180 153,699 167,450: 28,811 15,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 5.8 14.5 64.5 67.9 87.8 88.1: 12.2 11.9
Old : 100.0: 8.8 5.8 14.5 64.5 67.9 87.8 88.1: 12.2 11.9
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 : 286: 51 45 66 153 163 234 244:
Old : 286: 51 45 66 153 163 234 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 17.7 35.2 28.1 23.9 14.4 27.8 21.2
Old : 28.1 17.7 35.2 28.1 23.9 14.4 27.8 21.2
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 24, 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 : 1,310,156: 182,063 124,020 85,814 807,316 833,477 1,075,193 1,043,312: 234,963 266,844
Old : 1,310,156: 182,063 124,020 85,814 807,316 833,477 1,075,193 1,043,312: 234,963 266,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 98,554: -2,073 25,527 2,667 84,301 62,245 84,895 90,439: 13,659 8,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.5 6.5 61.6 63.6 82.1 79.6: 17.9 20.4
Old : 100.0: 13.9 9.5 6.5 61.6 63.6 82.1 79.6: 17.9 20.4
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 : 174: 33 27 30 87 98 134 141:
Old : 174: 33 27 30 87 98 134 141:
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 : 26.6 19.2 35.0 29.0 22.5 15.1 30.4 22.2
Old : 26.6 19.2 35.0 29.0 22.5 15.1 30.4 22.2
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 24, 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 : 1,294,733: 136,636 16,225 691,982 419,438 528,717 1,248,056 1,236,924: 46,677 57,810
Old : 1,294,733: 136,636 16,225 691,982 419,438 528,717 1,248,056 1,236,924: 46,677 57,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 20,929: -5,158 6,067 26,109 2,186 -7,769 23,136 24,406: -2,207 -3,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.3 53.4 32.4 40.8 96.4 95.5: 3.6 4.5
Old : 100.0: 10.6 1.3 53.4 32.4 40.8 96.4 95.5: 3.6 4.5
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 : 113: 31 18 37 59 56 105 96:
Old : 113: 31 18 37 59 56 105 96:
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 : 43.8 38.0 59.9 59.0 12.1 12.3 15.4 15.9
Old : 43.8 38.0 59.9 59.0 12.1 12.3 15.4 15.9
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 24, 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 : 45,422: 9,900 4,633 584 27,637 34,858 38,122 40,075: 7,300 5,347
Old : 45,422: 9,900 4,633 584 27,637 34,858 38,122 40,075: 7,300 5,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -3,817: -3,753 142 191 40 -4,017 -3,522 -3,683: -296 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.2 1.3 60.8 76.7 83.9 88.2: 16.1 11.8
Old : 100.0: 21.8 10.2 1.3 60.8 76.7 83.9 88.2: 16.1 11.8
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 : 99: 30 13 12 31 36 66 56:
Old : 99: 30 13 12 31 36 66 56:
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 : 32.2 38.4 44.2 60.4 31.7 38.4 43.6 58.2
Old : 32.2 38.4 44.2 60.4 31.7 38.4 43.6 58.2
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, August 24, 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 : 90,843: 19,801 9,266 1,168 55,275 69,716 76,244 80,149: 14,599 10,694
Old : 90,843: 19,801 9,266 1,168 55,275 69,716 76,244 80,149: 14,599 10,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -7,635: -7,506 284 383 80 -8,034 -7,043 -7,367: -592 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.2 1.3 60.8 76.7 83.9 88.2: 16.1 11.8
Old : 100.0: 21.8 10.2 1.3 60.8 76.7 83.9 88.2: 16.1 11.8
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 : 99: 30 13 12 31 36 66 56:
Old : 99: 30 13 12 31 36 66 56:
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 : 32.2 38.4 44.2 60.4 31.7 38.4 43.6 58.2
Old : 32.2 38.4 44.2 60.4 31.7 38.4 43.6 58.2
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, August 24, 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 : 12,769: 999 1,323 296 11,238 10,953 12,533 12,572: 236 197
Old : 12,769: 999 1,323 296 11,238 10,953 12,533 12,572: 236 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 912: -564 424 140 1,332 331 908 895: 4 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.4 2.3 88.0 85.8 98.2 98.5: 1.8 1.5
Old : 100.0: 7.8 10.4 2.3 88.0 85.8 98.2 98.5: 1.8 1.5
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 : 35: 4 8 1 10 17 15 25:
Old : 35: 4 8 1 10 17 15 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 : 80.8 52.5 90.9 77.9 67.8 48.0 76.8 63.4
Old : 80.8 52.5 90.9 77.9 67.8 48.0 76.8 63.4
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 24, 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 : 41,638: 1,888 4,653 340 39,157 36,505 41,385 41,498: 253 140
Old : 41,638: 1,888 4,653 340 39,157 36,505 41,385 41,498: 253 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,078: 231 1,148 90 749 -218 1,070 1,020: 8 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 11.2 0.8 94.0 87.7 99.4 99.7: 0.6 0.3
Old : 100.0: 4.5 11.2 0.8 94.0 87.7 99.4 99.7: 0.6 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 : 29: 5 2 2 5 19 11 22:
Old : 29: 5 2 2 5 19 11 22:
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 : 95.5 69.5 98.9 88.8 91.0 68.9 93.8 86.1
Old : 95.5 69.5 98.9 88.8 91.0 68.9 93.8 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010