WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 3, 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 : 499,114: 113,260 92,718 57,110 295,329 289,944 465,699 439,772: 33,415 59,342
Old : 396,675: 107,444 76,602 37,834 223,346 242,921 368,624 357,357: 28,051 39,318
Other: 102,439: 17,067 27,367 8,025 71,983 47,023 97,075 82,415: 5,364 20,024
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,308: 10,322 -3,008 -5,644 1,485 14,537 6,163 5,885: -3,855 -3,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.6 11.4 59.2 58.1 93.3 88.1: 6.7 11.9
Old : 100.0: 27.1 19.3 9.5 56.3 61.2 92.9 90.1: 7.1 9.9
Other: 100.0: 16.7 26.7 7.8 70.3 45.9 94.8 80.5: 5.2 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 157 121 131 74 115 312 297:
Old : 400: 156 115 111 62 109 285 278:
Other: 202: 29 60 35 48 87 108 162:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 19.9 36.9 30.0 20.8 16.7 33.5 24.3
Old : 25.6 24.5 39.2 36.4 24.2 23.8 35.8 32.8
Other: 37.4 17.5 55.0 28.5 34.6 16.5 50.2 25.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 3, 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 : 1,244,111: 387,305 127,654 162,423 576,225 688,633 1,125,953 978,710: 118,158 265,401
Old : 353,203: 99,486 87,225 2,527 221,351 212,485 323,364 302,237: 29,839 50,966
Other: 890,908: 349,475 102,085 98,240 354,874 476,148 802,589 676,473: 88,319 214,435
: : :
: : Changes in Commitments from: July 27, 2010 :
: 25,323: 47,412 -21,407 -19,761 -14,305 59,712 13,346 18,544: 11,977 6,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.3 13.1 46.3 55.4 90.5 78.7: 9.5 21.3
Old : 100.0: 28.2 24.7 0.7 62.7 60.2 91.6 85.6: 8.4 14.4
Other: 100.0: 39.2 11.5 11.0 39.8 53.4 90.1 75.9: 9.9 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 208 144 183 168 336 487 588:
Old : 582: 122 118 8 93 262 218 385:
Other: 731: 232 128 116 133 323 420 520:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 14.1 26.4 19.8 17.6 13.6 26.3 18.3
Old : 32.0 18.8 46.1 28.1 32.0 18.8 46.1 28.1
Other: 16.4 13.9 24.0 19.3 16.3 13.9 23.6 18.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,925: 1,849 431 468 5,664 8,368 7,981 9,267: 2,944 1,658
Old : 10,925: 1,849 431 468 5,664 8,368 7,981 9,267: 2,944 1,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 701: -196 -337 187 499 665 490 515: 211 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.9 4.3 51.8 76.6 73.1 84.8: 26.9 15.2
Old : 100.0: 16.9 3.9 4.3 51.8 76.6 73.1 84.8: 26.9 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 : 37: 11 4 8 15 14 31 23:
Old : 37: 11 4 8 15 14 31 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 : 32.9 61.4 49.2 73.6 32.9 52.8 44.8 64.9
Old : 32.9 61.4 49.2 73.6 32.9 52.8 44.8 64.9
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 - Futures Only, August 3, 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 : 490,303: 152,315 40,660 62,957 227,481 305,271 442,753 408,888: 47,550 81,415
Old : 467,380: 151,148 47,432 50,578 219,826 293,194 421,552 391,204: 45,828 76,176
Other: 22,923: 13,422 5,483 124 7,655 12,077 21,201 17,684: 1,722 5,239
: : :
: : Changes in Commitments from: July 27, 2010 :
: 12,134: 19,911 -1,593 -7,899 -861 24,696 11,151 15,204: 983 -3,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.3 12.8 46.4 62.3 90.3 83.4: 9.7 16.6
Old : 100.0: 32.3 10.1 10.8 47.0 62.7 90.2 83.7: 9.8 16.3
Other: 100.0: 58.6 23.9 0.5 33.4 52.7 92.5 77.1: 7.5 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 188 93 119 89 188 335 361:
Old : 505: 187 99 114 87 186 331 356:
Other: 196: 24 46 5 22 116 48 165:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 22.8 27.9 30.8 16.8 21.6 27.2 28.6
Old : 18.0 23.1 28.6 31.2 17.5 21.7 28.0 28.9
Other: 55.1 30.2 72.9 41.2 54.7 29.9 72.2 40.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 3, 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 : 24,010: 20,568 1,681 190 11 5,264 20,769 7,135: 3,241 16,875
Old : 22,213: 19,094 1,678 185 11 4,650 19,290 6,513: 2,923 15,700
Other: 1,797: 1,474 3 5 0 614 1,479 622: 318 1,175
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,852: 2,449 385 -27 -1 1,040 2,421 1,398: 431 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 7.0 0.8 0.0 21.9 86.5 29.7: 13.5 70.3
Old : 100.0: 86.0 7.6 0.8 0.0 20.9 86.8 29.3: 13.2 70.7
Other: 100.0: 82.0 0.2 0.3 0.0 34.2 82.3 34.6: 17.7 65.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 19 7 8 2 13 21 28:
Old : 39: 19 7 8 2 13 21 28:
Other: 24: 9 2 1 0 13 9 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 : 56.9 11.9 72.7 18.2 56.6 11.9 72.0 18.1
Old : 58.4 11.0 74.0 17.4 58.1 11.0 73.3 17.4
Other: 67.1 25.8 81.2 32.3 67.1 25.8 81.2 32.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 3, 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 : 290,442: 69,050 44,499 45,784 144,242 178,942 259,076 269,225: 31,366 21,217
Old : 64,765: 20,683 5,321 10,720 25,261 41,586 56,664 57,627: 8,101 7,138
Other: 225,677: 62,947 53,758 20,484 118,981 137,356 202,412 211,598: 23,265 14,079
: : :
: : Changes in Commitments from: July 27, 2010 :
: 10,102: 14,009 -5,332 1,320 -7,747 17,061 7,582 13,049: 2,520 -2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.3 15.8 49.7 61.6 89.2 92.7: 10.8 7.3
Old : 100.0: 31.9 8.2 16.6 39.0 64.2 87.5 89.0: 12.5 11.0
Other: 100.0: 27.9 23.8 9.1 52.7 60.9 89.7 93.8: 10.3 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 81 60 80 58 56 194 160:
Old : 153: 62 25 11 30 44 95 77:
Other: 225: 73 76 54 53 46 162 143:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 30.9 30.1 42.5 17.1 27.8 27.8 36.8
Old : 39.7 37.5 49.2 51.3 26.0 25.4 34.2 37.3
Other: 19.5 34.3 31.0 43.2 19.1 32.5 30.4 40.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 3, 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 : 692,587: 96,349 138,072 6,972 452,489 447,006 555,810 592,050: 136,777 100,537
Old : 692,587: 96,349 138,072 6,972 452,489 447,006 555,810 592,050: 136,777 100,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 997: 8,032 -768 -948 5,533 24,611 12,617 22,895: -11,620 -21,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.9 1.0 65.3 64.5 80.3 85.5: 19.7 14.5
Old : 100.0: 13.9 19.9 1.0 65.3 64.5 80.3 85.5: 19.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 29 22 12 70 72 106 99:
Old : 154: 29 22 12 70 72 106 99:
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 : 21.6 22.4 33.8 38.8 20.0 21.5 31.3 36.5
Old : 21.6 22.4 33.8 38.8 20.0 21.5 31.3 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, August 3, 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 : 165,684: 20,902 38,342 135 102,345 110,057 123,382 148,534: 42,302 17,150
Old : 165,684: 20,902 38,342 135 102,345 110,057 123,382 148,534: 42,302 17,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 7,202: 4,074 6,582 107 4,094 1,934 8,275 8,623: -1,073 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 23.1 0.1 61.8 66.4 74.5 89.6: 25.5 10.4
Old : 100.0: 12.6 23.1 0.1 61.8 66.4 74.5 89.6: 25.5 10.4
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 : 37: 5 7 2 17 18 24 25:
Old : 37: 5 7 2 17 18 24 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 : 40.4 52.7 55.2 70.9 37.6 51.5 52.3 69.5
Old : 40.4 52.7 55.2 70.9 37.6 51.5 52.3 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, August 3, 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 : 11,675: 2,133 444 517 8,628 10,477 11,278 11,438: 397 237
Old : 11,675: 2,133 444 517 8,628 10,477 11,278 11,438: 397 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -130: -72 -308 69 -173 0 -176 -239: 46 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.8 4.4 73.9 89.7 96.6 98.0: 3.4 2.0
Old : 100.0: 18.3 3.8 4.4 73.9 89.7 96.6 98.0: 3.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 4 2 19 19 30 23:
Old : 36: 9 4 2 19 19 30 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 : 60.7 67.2 75.8 82.0 19.0 22.2 26.6 30.7
Old : 60.7 67.2 75.8 82.0 19.0 22.2 26.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 3, 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 : 192,396: 76,682 13,893 14,125 64,344 143,134 155,151 171,152: 37,245 21,244
Old : 38,004: 11,740 3,613 82 17,865 25,841 29,687 29,536: 8,317 8,468
Other: 154,392: 68,787 14,125 10,198 46,479 117,293 125,464 141,616: 28,928 12,776
: : :
: : Changes in Commitments from: July 27, 2010 :
: -2,755: 3,251 -538 463 -5,154 112 -1,440 37: -1,315 -2,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 7.2 7.3 33.4 74.4 80.6 89.0: 19.4 11.0
Old : 100.0: 30.9 9.5 0.2 47.0 68.0 78.1 77.7: 21.9 22.3
Other: 100.0: 44.6 9.1 6.6 30.1 76.0 81.3 91.7: 18.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 76 28 41 55 53 155 107:
Old : 111: 30 16 6 36 43 70 62:
Other: 170: 74 27 35 50 40 142 88:
:----------------------------------------------------------------------------------------------------
: 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 48.2 20.2 58.5 9.9 41.5 18.5 49.8
Old : 26.6 29.4 41.7 43.0 26.6 27.1 39.6 40.4
Other: 11.8 57.0 22.0 66.5 11.7 52.5 21.7 60.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,717: 4,149 4,230 2,194 7,151 9,203 13,494 15,627: 4,223 2,090
Old : 17,717: 4,149 4,230 2,194 7,151 9,203 13,494 15,627: 4,223 2,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,851: 455 167 727 -20 1,023 1,162 1,917: 689 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 23.9 12.4 40.4 51.9 76.2 88.2: 23.8 11.8
Old : 100.0: 23.4 23.9 12.4 40.4 51.9 76.2 88.2: 23.8 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 : 84: 30 20 14 18 21 59 47:
Old : 84: 30 20 14 18 21 59 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 : 30.2 28.8 40.8 46.7 30.2 28.8 40.0 46.3
Old : 30.2 28.8 40.8 46.7 30.2 28.8 40.0 46.3
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 - Futures Only, August 3, 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 : 800,398: 183,800 193,886 22,432 510,345 501,060 716,577 717,378: 83,821 83,020
Old : 800,398: 183,800 193,886 22,432 510,345 501,060 716,577 717,378: 83,821 83,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -942: 15,807 1,593 7,417 -5,047 19,896 18,177 28,906: -19,119 -29,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 24.2 2.8 63.8 62.6 89.5 89.6: 10.5 10.4
Old : 100.0: 23.0 24.2 2.8 63.8 62.6 89.5 89.6: 10.5 10.4
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 : 222: 29 55 18 72 113 114 173:
Old : 222: 29 55 18 72 113 114 173:
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 : 24.4 15.2 40.1 24.1 24.1 10.5 37.5 19.0
Old : 24.4 15.2 40.1 24.1 24.1 10.5 37.5 19.0
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 - Futures Only, August 3, 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 : 1,807,891: 159,205 350,357 35,399 1,394,564 1,182,599 1,589,168 1,568,355: 218,723 239,536
Old : 1,807,891: 159,205 350,357 35,399 1,394,564 1,182,599 1,589,168 1,568,355: 218,723 239,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -24,082: -8,714 41,887 3,417 47,509 3,599 42,212 48,903: -66,294 -72,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 19.4 2.0 77.1 65.4 87.9 86.8: 12.1 13.2
Old : 100.0: 8.8 19.4 2.0 77.1 65.4 87.9 86.8: 12.1 13.2
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 : 250: 31 55 37 102 130 159 196:
Old : 250: 31 55 37 102 130 159 196:
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 : 46.6 22.4 53.7 32.5 43.7 21.8 49.9 29.4
Old : 46.6 22.4 53.7 32.5 43.7 21.8 49.9 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 3, 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 : 1,017,266: 264,964 100,619 22,329 554,625 667,328 841,918 790,276: 175,348 226,990
Old : 1,017,266: 264,964 100,619 22,329 554,625 667,328 841,918 790,276: 175,348 226,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 79,124: 57,730 -393 12,300 39,810 85,432 109,840 97,339: -30,716 -18,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 9.9 2.2 54.5 65.6 82.8 77.7: 17.2 22.3
Old : 100.0: 26.0 9.9 2.2 54.5 65.6 82.8 77.7: 17.2 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 : 159: 30 28 20 62 86 100 126:
Old : 159: 30 28 20 62 86 100 126:
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 : 30.5 19.0 41.5 28.4 27.9 14.5 37.6 22.5
Old : 30.5 19.0 41.5 28.4 27.9 14.5 37.6 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 3, 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 : 588,561: 164,244 9,203 50,063 332,369 469,606 546,676 528,872: 41,885 59,689
Old : 588,561: 164,244 9,203 50,063 332,369 469,606 546,676 528,872: 41,885 59,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -44,034: -12,986 -267 -629 -25,242 -35,297 -38,857 -36,193: -5,177 -7,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 1.6 8.5 56.5 79.8 92.9 89.9: 7.1 10.1
Old : 100.0: 27.9 1.6 8.5 56.5 79.8 92.9 89.9: 7.1 10.1
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 : 109: 29 12 31 55 54 96 88:
Old : 109: 29 12 31 55 54 96 88:
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 : 31.9 42.9 49.1 54.3 26.5 27.9 35.2 35.7
Old : 31.9 42.9 49.1 54.3 26.5 27.9 35.2 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, August 3, 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 : 44,759: 10,430 4,278 462 27,907 34,615 38,798 39,354: 5,961 5,405
Old : 44,759: 10,430 4,278 462 27,907 34,615 38,798 39,354: 5,961 5,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,236: 2,888 -708 61 -1,178 4,823 1,771 4,175: -535 -2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.6 1.0 62.3 77.3 86.7 87.9: 13.3 12.1
Old : 100.0: 23.3 9.6 1.0 62.3 77.3 86.7 87.9: 13.3 12.1
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 : 88: 30 7 3 25 33 58 40:
Old : 88: 30 7 3 25 33 58 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 40.4 48.5 60.6 35.4 40.4 48.0 60.5
Old : 35.9 40.4 48.5 60.6 35.4 40.4 48.0 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 3, 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 : 89,518: 20,860 8,555 923 55,813 69,230 77,596 78,708: 11,922 10,810
Old : 89,518: 20,860 8,555 923 55,813 69,230 77,596 78,708: 11,922 10,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,471: 5,776 -1,416 121 -2,356 9,645 3,541 8,350: -1,070 -5,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.6 1.0 62.3 77.3 86.7 87.9: 13.3 12.1
Old : 100.0: 23.3 9.6 1.0 62.3 77.3 86.7 87.9: 13.3 12.1
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 : 88: 30 7 3 25 33 58 40:
Old : 88: 30 7 3 25 33 58 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 40.4 48.5 60.6 35.4 40.4 48.0 60.5
Old : 35.9 40.4 48.5 60.6 35.4 40.4 48.0 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, August 3, 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 : 13,831: 1,319 910 156 12,212 12,742 13,687 13,808: 144 23
Old : 13,831: 1,319 910 156 12,212 12,742 13,687 13,808: 144 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,211: 434 0 0 875 1,354 1,309 1,354: -98 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.6 1.1 88.3 92.1 99.0 99.8: 1.0 0.2
Old : 100.0: 9.5 6.6 1.1 88.3 92.1 99.0 99.8: 1.0 0.2
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 : 35: 5 7 1 9 16 14 24:
Old : 35: 5 7 1 9 16 14 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 : 75.2 68.3 93.0 82.5 71.1 68.3 85.8 80.4
Old : 75.2 68.3 93.0 82.5 71.1 68.3 85.8 80.4
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 - Futures Only, August 3, 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 : 38,591: 1,850 995 20 36,468 37,515 38,338 38,530: 253 61
Old : 38,591: 1,850 995 20 36,468 37,515 38,338 38,530: 253 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 3,609: -1,619 -1,748 0 5,258 5,378 3,639 3,630: -30 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.6 0.1 94.5 97.2 99.3 99.8: 0.7 0.2
Old : 100.0: 4.8 2.6 0.1 94.5 97.2 99.3 99.8: 0.7 0.2
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 : 30: 6 2 1 6 17 13 19:
Old : 30: 6 2 1 6 17 13 19:
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 : 95.7 77.5 98.6 89.7 95.7 77.5 98.6 89.6
Old : 95.7 77.5 98.6 89.7 95.7 77.5 98.6 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010