WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 426,110: 78,825 105,496 69,114 237,581 189,105 385,520 363,715: 40,590 62,395
Old : 359,660: 74,337 100,993 46,339 203,168 165,289 323,844 312,621: 35,816 47,039
Other: 66,450: 15,418 15,433 11,845 34,413 23,816 61,676 51,094: 4,774 15,356
: : :
: : Changes in Commitments from: July 12, 2011 :
: -7,998: -1,878 -7,927 6,058 -10,974 -6,720 -6,794 -8,589: -1,204 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 24.8 16.2 55.8 44.4 90.5 85.4: 9.5 14.6
Old : 100.0: 20.7 28.1 12.9 56.5 46.0 90.0 86.9: 10.0 13.1
Other: 100.0: 23.2 23.2 17.8 51.8 35.8 92.8 76.9: 7.2 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 110 145 127 75 113 268 316:
Old : 384: 111 144 109 72 101 254 293:
Other: 180: 36 47 22 35 83 86 143:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 16.4 38.9 22.9 22.7 14.3 37.4 19.8
Old : 26.3 19.0 40.4 25.7 25.8 18.1 40.0 24.7
Other: 40.9 19.3 56.6 30.2 34.1 11.4 45.4 18.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,196,995: 425,864 96,428 86,207 546,661 791,581 1,058,732 974,216: 138,263 222,779
Old : 365,177: 135,590 52,909 5,636 186,724 262,176 327,950 320,721: 37,227 44,456
Other: 831,818: 332,797 86,042 38,048 359,937 529,405 730,782 653,495: 101,036 178,323
: : :
: : Changes in Commitments from: July 12, 2011 :
: 8,806: 22,577 91 -9,201 -365 23,076 13,011 13,966: -4,205 -5,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 8.1 7.2 45.7 66.1 88.4 81.4: 11.6 18.6
Old : 100.0: 37.1 14.5 1.5 51.1 71.8 89.8 87.8: 10.2 12.2
Other: 100.0: 40.0 10.3 4.6 43.3 63.6 87.9 78.6: 12.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 797: 229 137 162 205 364 506 606:
Old : 624: 147 105 18 110 282 266 397:
Other: 754: 194 147 98 170 343 420 543:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.2 24.3 19.8 14.0 10.9 20.6 15.5
Old : 30.4 29.2 41.5 37.0 30.4 29.2 41.5 36.9
Other: 13.7 9.6 23.6 15.7 10.9 8.6 19.5 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,418: 3,059 752 839 5,957 9,650 9,855 11,241: 2,563 1,177
Old : 12,389: 3,058 752 839 5,929 9,622 9,826 11,213: 2,563 1,176
Other: 29: 1 0 0 28 28 29 28: 0 1
: : :
: : Changes in Commitments from: July 12, 2011 :
: 42: -134 -188 279 -298 81 -153 172: 195 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.1 6.8 48.0 77.7 79.4 90.5: 20.6 9.5
Old : 100.0: 24.7 6.1 6.8 47.9 77.7 79.3 90.5: 20.7 9.5
Other: 100.0: 3.4 0.0 0.0 96.6 96.6 100.0 96.6: 0.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 4 2 12 9 30 15:
Old : 39: 18 4 2 12 9 30 15:
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 : 33.2 60.5 51.1 81.8 31.1 56.4 46.4 73.8
Old : 33.0 60.7 51.0 81.8 30.9 56.6 46.3 73.8
Other: 100.0 96.6 100.0 96.6 100.0 96.6 100.0 96.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 543,107: 187,409 54,097 59,029 240,790 358,281 487,228 471,407: 55,879 71,700
Old : 55,723: 24,885 6,018 35 23,745 42,623 48,665 48,676: 7,058 7,047
Other: 487,384: 178,347 63,902 43,171 217,045 315,658 438,563 422,731: 48,821 64,653
: : :
: : Changes in Commitments from: July 12, 2011 :
: 28,850: 33,386 -6,028 7,946 -17,431 30,444 23,901 32,362: 4,949 -3,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 10.0 10.9 44.3 66.0 89.7 86.8: 10.3 13.2
Old : 100.0: 44.7 10.8 0.1 42.6 76.5 87.3 87.4: 12.7 12.6
Other: 100.0: 36.6 13.1 8.9 44.5 64.8 90.0 86.7: 10.0 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 531: 198 102 143 118 195 390 387:
Old : 304: 80 58 3 66 110 147 170:
Other: 525: 188 119 121 95 192 349 375:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 20.8 22.9 29.2 12.7 18.0 19.8 24.9
Old : 33.7 30.3 45.2 45.3 33.7 30.3 45.2 45.0
Other: 14.7 20.1 23.8 28.7 14.0 17.0 21.9 24.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,603: 20,540 1,855 118 3 5,504 20,661 7,477: 2,942 16,126
Old : 769: 506 31 0 3 200 509 231: 260 538
Other: 22,834: 20,055 1,845 97 0 5,304 20,152 7,246: 2,682 15,588
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,323: 987 290 6 0 493 993 789: 330 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 7.9 0.5 0.0 23.3 87.5 31.7: 12.5 68.3
Old : 100.0: 65.8 4.0 0.0 0.4 26.0 66.2 30.0: 33.8 70.0
Other: 100.0: 87.8 8.1 0.4 0.0 23.2 88.3 31.7: 11.7 68.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 18 6 7 1 14 19 27:
Old : 21: 9 4 0 1 7 10 11:
Other: 38: 18 6 6 0 14 18 26:
:----------------------------------------------------------------------------------------------------
: 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 : 54.9 13.5 71.8 20.4 54.9 13.5 71.8 20.4
Old : 51.6 26.3 65.3 29.3 51.6 26.3 65.3 29.3
Other: 55.5 13.4 72.5 20.2 55.4 13.4 72.4 20.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 296,690: 75,298 43,632 33,347 153,201 195,106 261,846 272,085: 34,844 24,605
Old : 75,332: 13,274 17,671 4,608 47,558 44,716 65,440 66,995: 9,892 8,337
Other: 221,358: 70,341 34,278 20,422 105,643 150,390 196,406 205,090: 24,952 16,268
: : :
: : Changes in Commitments from: July 12, 2011 :
: 13,922: 4,203 -912 2,123 3,110 15,036 9,436 16,247: 4,486 -2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.7 11.2 51.6 65.8 88.3 91.7: 11.7 8.3
Old : 100.0: 17.6 23.5 6.1 63.1 59.4 86.9 88.9: 13.1 11.1
Other: 100.0: 31.8 15.5 9.2 47.7 67.9 88.7 92.7: 11.3 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 71 67 66 62 64 184 162:
Old : 155: 36 45 21 48 50 98 104:
Other: 212: 79 58 45 51 53 157 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 33.3 25.3 43.6 13.2 25.4 21.1 34.8
Old : 28.0 23.7 42.0 34.9 27.8 19.7 38.9 29.9
Other: 15.8 39.4 26.3 50.9 15.6 36.8 26.0 47.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 645,396: 76,001 143,151 7,695 414,699 364,670 498,395 515,516: 147,001 129,880
Old : 645,396: 76,001 143,151 7,695 414,699 364,670 498,395 515,516: 147,001 129,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 10,452: 4,807 -13,494 895 -1,428 34,749 4,274 22,150: 6,178 -11,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 22.2 1.2 64.3 56.5 77.2 79.9: 22.8 20.1
Old : 100.0: 11.8 22.2 1.2 64.3 56.5 77.2 79.9: 22.8 20.1
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 : 170: 30 37 16 68 73 106 119:
Old : 170: 30 37 16 68 73 106 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 16.7 33.9 26.5 22.5 16.4 30.6 25.6
Old : 23.5 16.7 33.9 26.5 22.5 16.4 30.6 25.6
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 371,783: 57,365 65,600 510 253,193 267,032 311,068 333,142: 60,715 38,641
Old : 371,783: 57,365 65,600 510 253,193 267,032 311,068 333,142: 60,715 38,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 3,023: 489 1,724 122 352 8,093 963 9,939: 2,060 -6,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.6 0.1 68.1 71.8 83.7 89.6: 16.3 10.4
Old : 100.0: 15.4 17.6 0.1 68.1 71.8 83.7 89.6: 16.3 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 : 74: 7 11 2 36 34 44 46:
Old : 74: 7 11 2 36 34 44 46:
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 : 27.7 48.0 46.6 62.8 24.7 48.0 41.6 61.3
Old : 27.7 48.0 46.6 62.8 24.7 48.0 41.6 61.3
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,855: 816 1,235 373 7,142 6,908 8,331 8,516: 524 339
Old : 8,855: 816 1,235 373 7,142 6,908 8,331 8,516: 524 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -162: 151 762 8 -266 -957 -107 -187: -55 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.9 4.2 80.7 78.0 94.1 96.2: 5.9 3.8
Old : 100.0: 9.2 13.9 4.2 80.7 78.0 94.1 96.2: 5.9 3.8
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 : 41: 8 5 5 20 26 31 33:
Old : 41: 8 5 5 20 26 31 33:
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 : 45.0 38.4 61.9 64.2 28.3 23.8 37.8 34.8
Old : 45.0 38.4 61.9 64.2 28.3 23.8 37.8 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 175,578: 49,724 22,740 19,556 68,707 108,592 137,987 150,888: 37,591 24,690
Old : 57,948: 16,479 5,251 2,452 26,918 40,066 45,849 47,769: 12,099 10,179
Other: 117,630: 38,748 22,992 11,601 41,789 68,526 92,138 103,119: 25,492 14,511
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,444: 7,347 -5,448 -127 -11,081 9,473 -3,861 3,898: 5,305 -2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.0 11.1 39.1 61.8 78.6 85.9: 21.4 14.1
Old : 100.0: 28.4 9.1 4.2 46.5 69.1 79.1 82.4: 20.9 17.6
Other: 100.0: 32.9 19.5 9.9 35.5 58.3 78.3 87.7: 21.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 57 32 42 59 55 140 116:
Old : 118: 30 18 17 45 43 83 72:
Other: 159: 51 36 27 52 44 119 96:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 31.0 21.4 43.1 9.5 25.8 16.0 34.9
Old : 19.9 39.7 31.2 52.4 19.5 38.1 29.7 48.4
Other: 13.4 31.0 23.3 45.0 12.3 24.3 20.6 35.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,223: 4,379 2,187 1,183 7,340 12,446 12,902 15,816: 4,321 1,407
Old : 17,223: 4,379 2,187 1,183 7,340 12,446 12,902 15,816: 4,321 1,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 666: 404 -119 -213 -88 909 103 577: 563 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 12.7 6.9 42.6 72.3 74.9 91.8: 25.1 8.2
Old : 100.0: 25.4 12.7 6.9 42.6 72.3 74.9 91.8: 25.1 8.2
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 : 82: 33 14 13 20 17 62 38:
Old : 82: 33 14 13 20 17 62 38:
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 : 27.4 50.8 40.4 65.2 27.4 50.7 40.4 65.1
Old : 27.4 50.8 40.4 65.2 27.4 50.7 40.4 65.1
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,022,805: 210,640 203,446 11,454 694,466 658,147 916,560 873,047: 106,245 149,758
Old : 1,022,805: 210,640 203,446 11,454 694,466 658,147 916,560 873,047: 106,245 149,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 26,485: -21,590 -3,761 -380 42,176 21,738 20,206 17,597: 6,279 8,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.9 1.1 67.9 64.3 89.6 85.4: 10.4 14.6
Old : 100.0: 20.6 19.9 1.1 67.9 64.3 89.6 85.4: 10.4 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 40 68 19 86 128 140 201:
Old : 270: 40 68 19 86 128 140 201:
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 13.7 42.3 24.0 25.0 11.3 39.2 19.7
Old : 26.6 13.7 42.3 24.0 25.0 11.3 39.2 19.7
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,915,663: 304,794 343,317 25,768 1,289,809 1,221,693 1,620,371 1,590,778: 295,292 324,885
Old : 1,915,663: 304,794 343,317 25,768 1,289,809 1,221,693 1,620,371 1,590,778: 295,292 324,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 100,918: 34,355 8,422 1,034 60,987 79,224 96,376 88,680: 4,542 12,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.9 1.3 67.3 63.8 84.6 83.0: 15.4 17.0
Old : 100.0: 15.9 17.9 1.3 67.3 63.8 84.6 83.0: 15.4 17.0
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 : 281: 44 57 24 113 140 170 208:
Old : 281: 44 57 24 113 140 170 208:
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 : 26.8 20.2 36.2 31.1 26.2 17.7 35.5 25.8
Old : 26.8 20.2 36.2 31.1 26.2 17.7 35.5 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,564,850: 407,404 240,975 26,425 906,236 1,033,917 1,340,065 1,301,317: 224,785 263,533
Old : 1,564,850: 407,404 240,975 26,425 906,236 1,033,917 1,340,065 1,301,317: 224,785 263,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 32,075: 21,050 11,968 -2,055 8,625 39,527 27,620 49,440: 4,455 -17,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 15.4 1.7 57.9 66.1 85.6 83.2: 14.4 16.8
Old : 100.0: 26.0 15.4 1.7 57.9 66.1 85.6 83.2: 14.4 16.8
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 : 214: 27 51 17 76 111 113 169:
Old : 214: 27 51 17 76 111 113 169:
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 : 41.1 20.9 50.9 30.3 41.1 19.6 50.4 27.3
Old : 41.1 20.9 50.9 30.3 41.1 19.6 50.4 27.3
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 823,635: 84,456 77,421 130,716 562,662 563,612 777,834 771,749: 45,801 51,886
Old : 823,635: 84,456 77,421 130,716 562,662 563,612 777,834 771,749: 45,801 51,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 55,566: 15,621 10,664 14,465 20,409 31,129 50,495 56,258: 5,071 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.4 15.9 68.3 68.4 94.4 93.7: 5.6 6.3
Old : 100.0: 10.3 9.4 15.9 68.3 68.4 94.4 93.7: 5.6 6.3
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 : 141: 24 34 38 64 72 111 126:
Old : 141: 24 34 38 64 72 111 126:
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 : 37.7 25.0 49.1 35.2 28.8 14.3 31.7 20.2
Old : 37.7 25.0 49.1 35.2 28.8 14.3 31.7 20.2
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 76,111: 24,951 2,167 3,917 38,759 64,698 67,626 70,781: 8,485 5,330
Old : 76,111: 24,951 2,167 3,917 38,759 64,698 67,626 70,781: 8,485 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 2,664: -524 -971 233 4,524 3,402 4,233 2,664: -1,569 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 2.8 5.1 50.9 85.0 88.9 93.0: 11.1 7.0
Old : 100.0: 32.8 2.8 5.1 50.9 85.0 88.9 93.0: 11.1 7.0
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 : 102: 32 10 7 38 29 75 44:
Old : 102: 32 10 7 38 29 75 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 48.0 41.3 64.0 28.5 43.3 40.1 59.3
Old : 28.5 48.0 41.3 64.0 28.5 43.3 40.1 59.3
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 - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,719: 4,629 758 31 9,256 13,434 13,916 14,223: 1,803 1,496
Old : 15,719: 4,629 758 31 9,256 13,434 13,916 14,223: 1,803 1,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,089: 348 0 0 1,498 1,022 1,846 1,022: -757 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.8 0.2 58.9 85.5 88.5 90.5: 11.5 9.5
Old : 100.0: 29.4 4.8 0.2 58.9 85.5 88.5 90.5: 11.5 9.5
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 : 21: 5 2 1 8 6 14 8:
Old : 21: 5 2 1 8 6 14 8:
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 : 47.4 80.5 71.7 90.5 47.4 80.5 71.7 90.3
Old : 47.4 80.5 71.7 90.5 47.4 80.5 71.7 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 120,784: 48,338 10,512 76 59,006 102,528 107,420 113,116: 13,364 7,668
Old : 120,784: 48,338 10,512 76 59,006 102,528 107,420 113,116: 13,364 7,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 3,150: -1,266 -1,465 -11 6,051 4,760 4,774 3,284: -1,624 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 8.7 0.1 48.9 84.9 88.9 93.7: 11.1 6.3
Old : 100.0: 40.0 8.7 0.1 48.9 84.9 88.9 93.7: 11.1 6.3
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 : 98: 31 12 3 34 27 66 41:
Old : 98: 31 12 3 34 27 66 41:
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 49.4 48.6 65.5 34.3 49.3 48.6 65.4
Old : 34.3 49.4 48.6 65.5 34.3 49.3 48.6 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,767: 3,646 2,321 486 1,911 3,813 6,043 6,620: 724 147
Old : 6,767: 3,646 2,321 486 1,911 3,813 6,043 6,620: 724 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 10: 106 -114 0 69 0 175 -114: -165 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 34.3 7.2 28.2 56.3 89.3 97.8: 10.7 2.2
Old : 100.0: 53.9 34.3 7.2 28.2 56.3 89.3 97.8: 10.7 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 : 23: 12 6 1 4 1 17 7:
Old : 23: 12 6 1 4 1 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 83.4 77.0 97.8 52.3 76.2 72.3 90.6
Old : 52.3 83.4 77.0 97.8 52.3 76.2 72.3 90.6
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,180: 2,180 729 17 11,643 13,378 13,840 14,124: 340 56
Old : 14,180: 2,180 729 17 11,643 13,378 13,840 14,124: 340 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -189: 525 11 0 -740 -199 -215 -188: 26 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.1 0.1 82.1 94.3 97.6 99.6: 2.4 0.4
Old : 100.0: 15.4 5.1 0.1 82.1 94.3 97.6 99.6: 2.4 0.4
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 : 32: 8 5 1 8 13 16 19:
Old : 32: 8 5 1 8 13 16 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 : 71.4 83.5 90.6 94.3 71.4 83.5 90.6 94.2
Old : 71.4 83.5 90.6 94.3 71.4 83.5 90.6 94.2
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, July 19, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,445: 5,036 1,560 3 19,135 22,810 24,174 24,373: 271 72
Old : 24,445: 5,036 1,560 3 19,135 22,810 24,174 24,373: 271 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,786: -572 603 0 2,354 1,178 1,782 1,781: 4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.4 0.0 78.3 93.3 98.9 99.7: 1.1 0.3
Old : 100.0: 20.6 6.4 0.0 78.3 93.3 98.9 99.7: 1.1 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 : 33: 7 5 1 8 14 15 20:
Old : 33: 7 5 1 8 14 15 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 : 88.6 69.4 96.6 88.6 88.6 69.4 96.6 88.6
Old : 88.6 69.4 96.6 88.6 88.6 69.4 96.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011