WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 602,120: 107,385 85,346 150,647 306,532 303,227 564,564 539,220: 37,556 62,900
Old : 478,474: 95,772 75,665 121,397 227,948 240,296 445,118 437,357: 33,356 41,117
Other: 123,646: 20,517 18,586 20,345 78,584 62,931 119,446 101,862: 4,200 21,784
: : :
: : Changes in Commitments from: August 31, 2010 :
: 23,739: 7,255 2,345 10,492 12,424 13,117 30,172 25,954: -6,432 -2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 14.2 25.0 50.9 50.4 93.8 89.6: 6.2 10.4
Old : 100.0: 20.0 15.8 25.4 47.6 50.2 93.0 91.4: 7.0 8.6
Other: 100.0: 16.6 15.0 16.5 63.6 50.9 96.6 82.4: 3.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 160 148 178 100 135 367 364:
Old : 449: 156 149 164 92 131 346 349:
Other: 225: 51 49 46 55 106 136 178:
:----------------------------------------------------------------------------------------------------
: 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 17.5 29.3 24.5 16.7 12.6 26.4 17.5
Old : 19.4 20.3 29.3 28.0 19.1 16.1 26.8 22.0
Other: 37.3 17.8 52.3 26.0 34.0 12.7 45.0 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,926,178: 510,440 95,540 554,548 685,474 973,085 1,750,462 1,623,173: 175,716 303,005
Old : 1,725,991: 482,428 118,219 469,099 618,576 874,437 1,570,103 1,461,755: 155,888 264,236
Other: 200,188: 73,953 23,262 39,508 66,898 98,648 180,359 161,418: 19,828 38,769
: : :
: : Changes in Commitments from: August 31, 2010 :
: 103,373: 30,492 -2,773 39,804 18,771 64,979 89,067 102,009: 14,306 1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.0 28.8 35.6 50.5 90.9 84.3: 9.1 15.7
Old : 100.0: 28.0 6.8 27.2 35.8 50.7 91.0 84.7: 9.0 15.3
Other: 100.0: 36.9 11.6 19.7 33.4 49.3 90.1 80.6: 9.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 952: 278 192 301 239 421 658 803:
Old : 947: 261 212 281 231 419 640 786:
Other: 542: 90 115 61 89 304 208 453:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.7 19.2 17.5 11.8 10.1 17.9 15.1
Old : 12.8 11.6 19.8 17.5 12.4 10.6 18.9 15.7
Other: 18.4 18.3 28.4 26.9 17.3 14.9 25.4 19.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,315: 2,268 390 581 5,670 9,065 8,519 10,036: 2,796 1,279
Old : 11,254: 2,268 451 520 5,670 9,017 8,458 9,988: 2,796 1,266
Other: 61: 61 0 0 0 48 61 48: 0 13
: : :
: : Changes in Commitments from: August 31, 2010 :
: 214: 501 60 -21 -636 175 -156 214: 369 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.4 5.1 50.1 80.1 75.3 88.7: 24.7 11.3
Old : 100.0: 20.2 4.0 4.6 50.4 80.1 75.2 88.8: 24.8 11.2
Other: 100.0: 100.0 0.0 0.0 0.0 78.7 100.0 78.7: 0.0 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 5 6 16 12 32 20:
Old : 38: 13 5 6 16 12 32 20:
Other: 3: 1 0 0 0 2 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 64.8 47.9 76.8 32.7 61.8 45.6 73.5
Old : 34.6 65.2 48.2 77.0 32.9 62.2 45.9 73.7
Other: 100.0 78.7 100.0 78.7 100.0 78.7 100.0 78.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 686,457: 168,593 29,103 181,628 280,069 387,450 630,291 598,182: 56,166 88,275
Old : 648,196: 164,065 38,887 163,220 267,302 365,096 594,587 567,203: 53,609 80,993
Other: 38,261: 19,335 5,023 3,601 12,767 22,354 35,703 30,979: 2,557 7,282
: : :
: : Changes in Commitments from: August 31, 2010 :
: 26,936: 10,114 3,099 9,286 4,791 16,406 24,191 28,792: 2,745 -1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.2 26.5 40.8 56.4 91.8 87.1: 8.2 12.9
Old : 100.0: 25.3 6.0 25.2 41.2 56.3 91.7 87.5: 8.3 12.5
Other: 100.0: 50.5 13.1 9.4 33.4 58.4 93.3 81.0: 6.7 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 205 118 174 117 211 404 435:
Old : 562: 207 123 168 116 209 398 432:
Other: 230: 39 45 26 34 132 84 193:
:----------------------------------------------------------------------------------------------------
: 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 19.7 20.9 27.5 12.4 16.5 19.4 22.3
Old : 13.3 20.4 21.4 28.2 12.7 17.1 19.7 23.0
Other: 45.4 26.5 59.0 37.4 45.2 26.1 58.2 36.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 27,180: 24,380 2,052 245 19 5,902 24,644 8,199: 2,536 18,981
Old : 24,651: 22,259 2,088 198 19 5,161 22,476 7,447: 2,175 17,204
Other: 2,529: 2,163 6 5 0 741 2,168 752: 361 1,777
: : :
: : Changes in Commitments from: August 31, 2010 :
: 790: 915 359 33 0 344 948 736: -158 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 7.5 0.9 0.1 21.7 90.7 30.2: 9.3 69.8
Old : 100.0: 90.3 8.5 0.8 0.1 20.9 91.2 30.2: 8.8 69.8
Other: 100.0: 85.5 0.2 0.2 0.0 29.3 85.7 29.7: 14.3 70.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 24 6 10 1 13 26 28:
Old : 43: 23 7 9 1 13 26 27:
Other: 24: 10 1 1 0 13 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 11.6 72.6 18.5 58.3 11.6 72.0 18.5
Old : 60.4 10.6 73.5 18.1 60.2 10.6 73.4 18.1
Other: 69.7 22.7 82.9 27.7 69.7 22.7 82.7 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 324,673: 65,951 44,476 62,035 161,499 199,827 289,485 306,337: 35,188 18,336
Old : 319,750: 66,298 45,590 60,091 158,528 196,392 284,917 302,072: 34,833 17,678
Other: 4,923: 1,477 710 120 2,971 3,435 4,568 4,265: 355 658
: : :
: : Changes in Commitments from: August 31, 2010 :
: 11,070: 5,288 1,345 1,518 874 7,827 7,681 10,690: 3,390 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 13.7 19.1 49.7 61.5 89.2 94.4: 10.8 5.6
Old : 100.0: 20.7 14.3 18.8 49.6 61.4 89.1 94.5: 10.9 5.5
Other: 100.0: 30.0 14.4 2.4 60.3 69.8 92.8 86.6: 7.2 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 87 65 87 65 64 204 176:
Old : 249: 87 69 85 65 64 203 175:
Other: 29: 12 3 4 9 6 24 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 29.6 25.0 41.0 13.3 25.7 22.2 33.2
Old : 15.1 29.4 25.0 40.5 13.5 25.2 22.4 32.9
Other: 58.0 77.6 79.3 85.8 58.0 77.2 79.0 83.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 800,733: 90,632 101,722 81,555 467,903 475,862 640,090 659,140: 160,643 141,594
Old : 800,733: 90,632 101,722 81,555 467,903 475,862 640,090 659,140: 160,643 141,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -87,179: -4,176 -9,023 -13,545 -36,669 -32,763 -54,390 -55,331: -32,789 -31,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.7 10.2 58.4 59.4 79.9 82.3: 20.1 17.7
Old : 100.0: 11.3 12.7 10.2 58.4 59.4 79.9 82.3: 20.1 17.7
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 : 168: 31 32 43 88 82 145 131:
Old : 168: 31 32 43 88 82 145 131:
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 : 16.9 19.9 25.5 34.4 15.5 18.2 23.9 30.2
Old : 16.9 19.9 25.5 34.4 15.5 18.2 23.9 30.2
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 219,625: 27,704 29,134 6,442 142,910 151,775 177,056 187,351: 42,569 32,274
Old : 219,625: 27,704 29,134 6,442 142,910 151,775 177,056 187,351: 42,569 32,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -24,871: -4,397 -949 17 -16,235 -19,696 -20,616 -20,628: -4,255 -4,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.3 2.9 65.1 69.1 80.6 85.3: 19.4 14.7
Old : 100.0: 12.6 13.3 2.9 65.1 69.1 80.6 85.3: 19.4 14.7
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 : 47: 6 7 5 25 21 35 30:
Old : 47: 6 7 5 25 21 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 52.5 49.8 67.4 30.7 51.1 47.5 65.7
Old : 32.9 52.5 49.8 67.4 30.7 51.1 47.5 65.7
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,913: 834 872 375 8,365 8,445 9,574 9,692: 339 221
Old : 9,913: 834 872 375 8,365 8,445 9,574 9,692: 339 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -205: -129 184 -61 -8 -284 -198 -161: -7 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.8 3.8 84.4 85.2 96.6 97.8: 3.4 2.2
Old : 100.0: 8.4 8.8 3.8 84.4 85.2 96.6 97.8: 3.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 6 4 18 21 27 27:
Old : 34: 5 6 4 18 21 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 64.6 78.1 79.3 18.2 16.5 25.7 24.9
Old : 64.1 64.6 78.1 79.3 18.2 16.5 25.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 241,088: 86,003 14,051 34,223 79,238 173,832 199,464 222,107: 41,624 18,981
Old : 235,892: 85,822 15,079 32,037 77,100 169,924 194,958 217,040: 40,934 18,851
Other: 5,197: 1,453 244 915 2,138 3,908 4,507 5,067: 690 130
: : :
: : Changes in Commitments from: August 31, 2010 :
: 6,656: 1,728 167 1,224 1,158 7,795 4,109 9,185: 2,546 -2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.8 14.2 32.9 72.1 82.7 92.1: 17.3 7.9
Old : 100.0: 36.4 6.4 13.6 32.7 72.0 82.6 92.0: 17.4 8.0
Other: 100.0: 28.0 4.7 17.6 41.1 75.2 86.7 97.5: 13.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 87 32 56 59 60 177 127:
Old : 205: 88 37 56 59 60 177 127:
Other: 35: 12 4 8 13 10 29 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 45.9 18.9 57.6 9.7 41.4 17.3 48.9
Old : 10.9 45.6 19.1 57.3 10.0 41.3 17.7 48.8
Other: 38.5 72.8 62.8 85.9 38.3 70.5 57.3 78.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,448: 6,021 3,751 2,860 5,467 10,960 14,348 17,572: 5,101 1,877
Old : 19,440: 6,017 3,751 2,860 5,466 10,955 14,343 17,567: 5,098 1,874
Other: 8: 4 0 0 1 5 5 5: 3 3
: : :
: : Changes in Commitments from: August 31, 2010 :
: -685: 238 321 -1,249 -174 194 -1,186 -735: 501 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 19.3 14.7 28.1 56.4 73.8 90.4: 26.2 9.6
Old : 100.0: 31.0 19.3 14.7 28.1 56.4 73.8 90.4: 26.2 9.6
Other: 100.0: 50.0 0.0 0.0 12.5 62.5 62.5 62.5: 37.5 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 49 16 14 23 21 80 46:
Old : 102: 49 16 14 23 21 80 46:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 32.3 32.0 50.4 22.6 32.0 30.5 50.1
Old : 22.6 32.3 32.0 50.5 22.6 32.0 30.5 50.1
Other: 62.5 62.5 62.5 62.5 62.5 62.5 62.5 62.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 694,435: 124,288 149,914 25,247 429,539 413,471 579,074 588,632: 115,361 105,803
Old : 694,435: 124,288 149,914 25,247 429,539 413,471 579,074 588,632: 115,361 105,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -46,503: -19,859 -2,631 -3,605 -18,794 -28,561 -42,257 -34,797: -4,245 -11,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 21.6 3.6 61.9 59.5 83.4 84.8: 16.6 15.2
Old : 100.0: 17.9 21.6 3.6 61.9 59.5 83.4 84.8: 16.6 15.2
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 : 197: 30 46 22 74 95 120 147:
Old : 197: 30 46 22 74 95 120 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 19.2 31.6 28.1 17.8 18.0 26.7 26.0
Old : 21.2 19.2 31.6 28.1 17.8 18.0 26.7 26.0
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,236,858: 188,295 183,784 280,182 1,462,356 1,420,234 1,930,832 1,884,199: 306,026 352,659
Old : 2,236,858: 188,295 183,784 280,182 1,462,356 1,420,234 1,930,832 1,884,199: 306,026 352,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -223,677: -14,849 26,802 -50,354 -118,708 -204,418 -183,911 -227,969: -39,766 4,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.2 12.5 65.4 63.5 86.3 84.2: 13.7 15.8
Old : 100.0: 8.4 8.2 12.5 65.4 63.5 86.3 84.2: 13.7 15.8
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 : 265: 49 44 63 141 145 218 224:
Old : 265: 49 44 63 141 145 218 224:
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 : 28.0 18.9 34.7 27.8 26.8 15.7 31.2 22.6
Old : 28.0 18.9 34.7 27.8 26.8 15.7 31.2 22.6
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,034,179: 191,148 93,182 49,264 571,116 644,099 811,527 786,544: 222,651 247,634
Old : 1,034,179: 191,148 93,182 49,264 571,116 644,099 811,527 786,544: 222,651 247,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -75,815: 34,899 -23,697 -4,162 -104,416 -47,790 -73,679 -75,649: -2,136 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.0 4.8 55.2 62.3 78.5 76.1: 21.5 23.9
Old : 100.0: 18.5 9.0 4.8 55.2 62.3 78.5 76.1: 21.5 23.9
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 : 153: 28 28 27 73 85 115 126:
Old : 153: 28 28 27 73 85 115 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 19.1 33.1 26.7 20.2 16.0 29.4 22.4
Old : 21.8 19.1 33.1 26.7 20.2 16.0 29.4 22.4
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,244,131: 140,344 17,737 683,568 380,724 494,759 1,204,637 1,196,065: 39,494 48,067
Old : 1,244,131: 140,344 17,737 683,568 380,724 494,759 1,204,637 1,196,065: 39,494 48,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -63,768: -10,032 -92 -3,924 -49,088 -52,739 -63,044 -56,756: -723 -7,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.4 54.9 30.6 39.8 96.8 96.1: 3.2 3.9
Old : 100.0: 11.3 1.4 54.9 30.6 39.8 96.8 96.1: 3.2 3.9
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 : 119: 38 17 43 59 57 111 103:
Old : 119: 38 17 43 59 57 111 103:
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 : 45.4 39.8 61.6 60.0 11.8 12.4 14.9 16.3
Old : 45.4 39.8 61.6 60.0 11.8 12.4 14.9 16.3
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 52,576: 6,680 4,461 5,233 32,816 34,239 44,729 43,933: 7,847 8,643
Old : 52,576: 6,680 4,461 5,233 32,816 34,239 44,729 43,933: 7,847 8,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 8,601: -2,568 -899 4,777 5,076 1,264 7,285 5,142: 1,316 3,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.5 10.0 62.4 65.1 85.1 83.6: 14.9 16.4
Old : 100.0: 12.7 8.5 10.0 62.4 65.1 85.1 83.6: 14.9 16.4
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 : 101: 24 15 19 31 36 67 64:
Old : 101: 24 15 19 31 36 67 64:
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 : 34.3 30.8 46.0 46.7 34.0 30.8 44.9 45.3
Old : 34.3 30.8 46.0 46.7 34.0 30.8 44.9 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 10,163: 2,464 3,165 10 5,627 3,083 8,101 6,258: 2,062 3,905
Old : 10,163: 2,464 3,165 10 5,627 3,083 8,101 6,258: 2,062 3,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 31.1 0.1 55.4 30.3 79.7 61.6: 20.3 38.4
Old : 100.0: 24.2 31.1 0.1 55.4 30.3 79.7 61.6: 20.3 38.4
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 : 20: 4 8 4 4 4 11 13:
Old : 20: 4 8 4 4 4 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 31.6 79.6 51.6 60.8 31.6 79.6 51.6
Old : 60.8 31.6 79.6 51.6 60.8 31.6 79.6 51.6
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 84,825: 16,935 11,095 1,942 54,378 62,312 73,255 75,349: 11,570 9,476
Old : 84,825: 16,935 11,095 1,942 54,378 62,312 73,255 75,349: 11,570 9,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,125: -1,562 375 1,031 -1,101 -3,639 -1,632 -2,233: -1,493 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.1 2.3 64.1 73.5 86.4 88.8: 13.6 11.2
Old : 100.0: 20.0 13.1 2.3 64.1 73.5 86.4 88.8: 13.6 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 : 98: 27 16 12 30 36 64 57:
Old : 98: 27 16 12 30 36 64 57:
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 : 35.2 34.4 47.9 54.2 34.7 34.4 47.4 52.7
Old : 35.2 34.4 47.9 54.2 34.7 34.4 47.4 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 17,272: 1,049 2,623 426 15,511 14,072 16,986 17,121: 286 151
Old : 17,272: 1,049 2,623 426 15,511 14,072 16,986 17,121: 286 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 2,557: 103 969 -844 3,269 2,423 2,528 2,548: 29 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 15.2 2.5 89.8 81.5 98.3 99.1: 1.7 0.9
Old : 100.0: 6.1 15.2 2.5 89.8 81.5 98.3 99.1: 1.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 7 1 11 16 16 23:
Old : 33: 4 7 1 11 16 16 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 67.5 92.3 86.3 50.3 36.7 56.3 49.0
Old : 81.7 67.5 92.3 86.3 50.3 36.7 56.3 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 40,906: 1,337 3,475 260 39,117 36,827 40,714 40,562: 192 344
Old : 40,906: 1,337 3,475 260 39,117 36,827 40,714 40,562: 192 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -172: -717 -575 10 625 195 -82 -370: -90 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.5 0.6 95.6 90.0 99.5 99.2: 0.5 0.8
Old : 100.0: 3.3 8.5 0.6 95.6 90.0 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 6 20 10 23:
Old : 29: 3 2 2 6 20 10 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.8 68.9 99.2 88.3 91.4 68.3 94.3 85.7
Old : 95.8 68.9 99.2 88.3 91.4 68.3 94.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010