WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 535,772: 77,853 93,132 148,599 264,440 227,339 490,892 469,070: 44,880 66,702
Old : 468,274: 74,092 89,580 124,310 229,840 203,204 428,242 417,094: 40,032 51,180
Other: 67,498: 15,534 15,326 12,516 34,599 24,135 62,649 51,976: 4,848 15,521
: : :
: : Changes in Commitments from: July 12, 2011 :
: -6,011: -2,207 -9,501 8,634 -11,114 -6,230 -4,686 -7,097: -1,324 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.4 27.7 49.4 42.4 91.6 87.6: 8.4 12.4
Old : 100.0: 15.8 19.1 26.5 49.1 43.4 91.5 89.1: 8.5 10.9
Other: 100.0: 23.0 22.7 18.5 51.3 35.8 92.8 77.0: 7.2 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 132 139 172 92 119 317 350:
Old : 404: 136 136 161 88 115 305 339:
Other: 182: 40 45 34 38 83 98 148:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 14.0 32.1 19.7 18.0 11.6 29.6 16.1
Old : 20.8 15.7 32.8 21.7 19.7 14.1 30.7 19.4
Other: 40.2 19.0 55.7 29.8 33.6 11.2 44.7 18.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,825,618: 363,169 86,996 539,661 733,228 926,289 1,636,059 1,552,946: 189,559 272,672
Old : 543,425: 104,507 46,722 151,658 232,745 290,396 488,909 488,776: 54,515 54,649
Other: 1,282,194: 296,835 78,445 349,832 500,483 635,893 1,147,150 1,064,170: 135,044 218,023
: : :
: : Changes in Commitments from: July 12, 2011 :
: 73,616: 22,585 -4,008 37,698 13,764 39,173 74,047 72,863: -431 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.8 29.6 40.2 50.7 89.6 85.1: 10.4 14.9
Old : 100.0: 19.2 8.6 27.9 42.8 53.4 90.0 89.9: 10.0 10.1
Other: 100.0: 23.2 6.1 27.3 39.0 49.6 89.5 83.0: 10.5 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 864: 256 162 282 288 404 661 742:
Old : 677: 164 124 141 168 325 387 535:
Other: 816: 223 164 236 258 379 595 673:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 11.8 21.2 17.4 10.2 7.0 14.6 9.9
Old : 20.9 21.8 30.3 29.1 20.8 20.0 28.2 24.8
Other: 13.8 10.0 21.3 15.3 7.9 5.8 14.0 8.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,326: 2,748 757 1,982 6,918 10,284 11,648 13,023: 2,679 1,304
Old : 14,197: 2,748 765 1,927 6,843 10,202 11,519 12,895: 2,679 1,303
Other: 129: 9 0 46 74 82 129 128: 0 1
: : :
: : Changes in Commitments from: July 12, 2011 :
: 341: -121 -183 413 -164 223 128 453: 213 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 5.3 13.8 48.3 71.8 81.3 90.9: 18.7 9.1
Old : 100.0: 19.4 5.4 13.6 48.2 71.9 81.1 90.8: 18.9 9.2
Other: 100.0: 6.6 0.0 35.8 57.5 63.4 100.0 99.2: 0.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 8 6 13 12 31 22:
Old : 39: 14 8 6 13 12 31 22:
Other: 5: 2 0 2 2 2 4 4:
:----------------------------------------------------------------------------------------------------
: 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 56.0 51.9 76.1 27.1 46.9 40.1 62.0
Old : 32.3 55.9 51.5 76.0 27.2 47.3 40.3 62.3
Other: 100.0 99.2 100.0 99.2 28.3 27.6 28.3 27.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 756,471: 159,262 48,553 229,142 304,325 398,560 692,730 676,255: 63,742 80,216
Old : 77,048: 20,362 2,303 21,618 26,975 45,433 68,955 69,354: 8,094 7,694
Other: 679,423: 153,100 60,450 193,324 277,350 353,127 623,775 606,901: 55,648 72,523
: : :
: : Changes in Commitments from: July 12, 2011 :
: 54,998: 31,496 -6,326 30,274 -12,469 34,321 49,301 58,268: 5,697 -3,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.4 30.3 40.2 52.7 91.6 89.4: 8.4 10.6
Old : 100.0: 26.4 3.0 28.1 35.0 59.0 89.5 90.0: 10.5 10.0
Other: 100.0: 22.5 8.9 28.5 40.8 52.0 91.8 89.3: 8.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 192 146 219 135 207 443 472:
Old : 327: 92 64 67 78 122 197 226:
Other: 563: 175 166 201 115 204 403 463:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 16.2 22.4 24.9 11.6 11.9 16.6 16.9
Old : 25.8 23.1 36.2 36.6 23.1 20.2 30.9 30.7
Other: 13.8 16.1 22.6 24.6 12.8 11.3 18.4 16.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 344,290: 74,452 40,255 61,606 172,514 217,219 308,572 319,080: 35,718 25,210
Old : 93,268: 13,383 16,465 14,380 55,154 53,787 82,917 84,631: 10,351 8,637
Other: 251,022: 68,822 31,543 39,474 117,360 163,432 225,655 234,449: 25,367 16,573
: : :
: : Changes in Commitments from: July 12, 2011 :
: 18,320: 5,736 -968 3,753 4,152 17,737 13,640 20,522: 4,680 -2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.7 17.9 50.1 63.1 89.6 92.7: 10.4 7.3
Old : 100.0: 14.3 17.7 15.4 59.1 57.7 88.9 90.7: 11.1 9.3
Other: 100.0: 27.4 12.6 15.7 46.8 65.1 89.9 93.4: 10.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 85 59 78 69 74 200 181:
Old : 163: 45 42 38 56 62 120 124:
Other: 221: 85 55 62 57 65 173 154:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 32.5 23.5 43.0 11.3 24.7 18.6 32.7
Old : 24.7 23.8 37.2 34.3 20.9 15.5 29.8 22.9
Other: 14.2 37.4 24.6 48.9 13.7 34.1 23.4 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 757,360: 76,872 133,316 68,512 454,581 409,367 599,965 611,195: 157,395 146,165
Old : 757,360: 76,872 133,316 68,512 454,581 409,367 599,965 611,195: 157,395 146,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 24,524: 2,311 -18,883 13,319 2,311 40,177 17,940 34,613: 6,583 -10,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.6 9.0 60.0 54.1 79.2 80.7: 20.8 19.3
Old : 100.0: 10.2 17.6 9.0 60.0 54.1 79.2 80.7: 20.8 19.3
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 : 180: 32 42 45 87 85 144 147:
Old : 180: 32 42 45 87 85 144 147:
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 : 20.1 15.3 29.2 23.8 19.2 13.3 27.0 21.2
Old : 20.1 15.3 29.2 23.8 19.2 13.3 27.0 21.2
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, 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 : 380,828: 57,367 63,358 3,564 257,129 273,083 318,060 340,004: 62,768 40,824
Old : 380,828: 57,367 63,358 3,564 257,129 273,083 318,060 340,004: 62,768 40,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 4,119: 491 1,747 119 2,281 9,554 2,891 11,419: 1,228 -7,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.6 0.9 67.5 71.7 83.5 89.3: 16.5 10.7
Old : 100.0: 15.1 16.6 0.9 67.5 71.7 83.5 89.3: 16.5 10.7
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 : 74: 8 10 5 41 34 52 46:
Old : 74: 8 10 5 41 34 52 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 : 27.1 47.9 45.5 62.4 24.1 47.4 40.6 60.4
Old : 27.1 47.9 45.5 62.4 24.1 47.4 40.6 60.4
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 202,451: 44,937 21,455 38,651 78,584 115,877 162,172 175,983: 40,280 26,468
Old : 66,200: 14,770 5,209 8,027 30,187 42,013 52,983 55,248: 13,216 10,952
Other: 136,252: 36,024 22,104 24,767 48,397 73,865 109,188 120,736: 27,064 15,516
: : :
: : Changes in Commitments from: July 12, 2011 :
: 4,652: 8,985 -5,525 1,714 -11,494 10,536 -795 6,724: 5,448 -2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 10.6 19.1 38.8 57.2 80.1 86.9: 19.9 13.1
Old : 100.0: 22.3 7.9 12.1 45.6 63.5 80.0 83.5: 20.0 16.5
Other: 100.0: 26.4 16.2 18.2 35.5 54.2 80.1 88.6: 19.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 55 35 50 62 61 147 126:
Old : 121: 27 22 28 54 48 96 85:
Other: 160: 53 34 36 54 51 126 107:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 30.1 21.8 41.7 8.3 22.6 13.8 30.3
Old : 18.4 35.4 29.2 47.3 17.0 32.8 26.5 42.1
Other: 14.6 30.7 24.2 44.7 10.6 22.8 17.7 31.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,923: 4,574 1,997 2,219 7,535 13,218 14,328 17,434: 4,595 1,488
Old : 18,923: 4,574 1,997 2,219 7,535 13,218 14,328 17,434: 4,595 1,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 737: 411 -245 -119 -130 1,003 162 639: 575 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.6 11.7 39.8 69.9 75.7 92.1: 24.3 7.9
Old : 100.0: 24.2 10.6 11.7 39.8 69.9 75.7 92.1: 24.3 7.9
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 : 87: 35 18 17 25 19 73 42:
Old : 87: 35 18 17 25 19 73 42:
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 : 25.0 47.2 36.8 61.9 25.0 47.0 36.7 61.7
Old : 25.0 47.2 36.8 61.9 25.0 47.0 36.7 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,072,128: 214,090 195,369 48,093 701,141 675,975 963,324 919,437: 108,804 152,691
Old : 1,072,128: 214,090 195,369 48,093 701,141 675,975 963,324 919,437: 108,804 152,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 27,979: -23,672 -6,761 1,362 43,550 24,284 21,241 18,885: 6,738 9,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.2 4.5 65.4 63.0 89.9 85.8: 10.1 14.2
Old : 100.0: 20.0 18.2 4.5 65.4 63.0 89.9 85.8: 10.1 14.2
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 : 280: 46 69 33 97 134 166 213:
Old : 280: 46 69 33 97 134 166 213:
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 : 25.3 13.1 40.4 22.9 23.8 10.8 37.4 18.8
Old : 25.3 13.1 40.4 22.9 23.8 10.8 37.4 18.8
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, 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 : 2,431,756: 307,473 284,591 264,308 1,537,853 1,526,198 2,109,634 2,075,097: 322,122 356,659
Old : 2,431,756: 307,473 284,591 264,308 1,537,853 1,526,198 2,109,634 2,075,097: 322,122 356,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 122,527: 30,823 3,031 5,164 76,534 100,065 112,521 108,261: 10,006 14,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.7 10.9 63.2 62.8 86.8 85.3: 13.2 14.7
Old : 100.0: 12.6 11.7 10.9 63.2 62.8 86.8 85.3: 13.2 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 : 292: 57 51 60 145 171 228 256:
Old : 292: 57 51 60 145 171 228 256:
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 : 21.5 16.8 29.3 26.1 20.5 13.8 27.4 20.4
Old : 21.5 16.8 29.3 26.1 20.5 13.8 27.4 20.4
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 with Delta-adjusted Options and Futures Combined, 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 : 1,789,585: 410,285 170,960 147,044 1,000,368 1,196,006 1,557,698 1,514,010: 231,887 275,575
Old : 1,789,585: 410,285 170,960 147,044 1,000,368 1,196,006 1,557,698 1,514,010: 231,887 275,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 63,517: 17,378 6,481 7,213 35,104 66,471 59,695 80,165: 3,822 -16,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 8.2 55.9 66.8 87.0 84.6: 13.0 15.4
Old : 100.0: 22.9 9.6 8.2 55.9 66.8 87.0 84.6: 13.0 15.4
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: 35 46 40 92 122 148 187:
Old : 222: 35 46 40 92 122 148 187:
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 : 36.2 20.0 45.6 30.8 36.1 17.6 44.2 25.7
Old : 36.2 20.0 45.6 30.8 36.1 17.6 44.2 25.7
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, 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 : 1,081,265: 78,030 77,433 340,891 612,040 606,740 1,030,961 1,025,065: 50,304 56,200
Old : 1,081,265: 78,030 77,433 340,891 612,040 606,740 1,030,961 1,025,065: 50,304 56,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 69,647: 13,365 10,317 24,527 26,806 35,209 64,699 70,054: 4,948 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.2 31.5 56.6 56.1 95.3 94.8: 4.7 5.2
Old : 100.0: 7.2 7.2 31.5 56.6 56.1 95.3 94.8: 4.7 5.2
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 : 151: 29 34 46 71 78 126 137:
Old : 151: 29 34 46 71 78 126 137:
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 : 33.6 23.5 47.2 37.0 20.4 11.0 23.4 15.5
Old : 33.6 23.5 47.2 37.0 20.4 11.0 23.4 15.5
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, 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 : 77,847: 24,899 2,248 4,468 39,879 65,664 69,246 72,380: 8,601 5,467
Old : 77,847: 24,899 2,248 4,468 39,879 65,664 69,246 72,380: 8,601 5,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 2,703: -495 -1,002 254 4,524 3,505 4,283 2,757: -1,580 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 2.9 5.7 51.2 84.4 89.0 93.0: 11.0 7.0
Old : 100.0: 32.0 2.9 5.7 51.2 84.4 89.0 93.0: 11.0 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 11 8 41 30 78 46:
Old : 102: 32 11 8 41 30 78 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 : 27.9 46.9 40.3 62.5 27.9 42.3 39.2 58.0
Old : 27.9 46.9 40.3 62.5 27.9 42.3 39.2 58.0
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, 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 : 15,750: 4,628 758 32 9,256 13,434 13,916 14,224: 1,834 1,526
Old : 15,750: 4,628 758 32 9,256 13,434 13,916 14,224: 1,834 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,084: 348 0 -0 1,498 1,022 1,846 1,022: -762 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.8 0.2 58.8 85.3 88.4 90.3: 11.6 9.7
Old : 100.0: 29.4 4.8 0.2 58.8 85.3 88.4 90.3: 11.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 2 8 6 14 9:
Old : 21: 5 2 2 8 6 14 9:
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 : 47.3 80.3 71.6 90.3 47.3 80.3 71.6 90.1
Old : 47.3 80.3 71.6 90.3 47.3 80.3 71.6 90.1
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, 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 : 124,193: 48,235 10,672 1,178 61,247 104,460 110,660 116,311: 13,533 7,882
Old : 124,193: 48,235 10,672 1,178 61,247 104,460 110,660 116,311: 13,533 7,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 3,237: -1,209 -1,527 32 6,051 4,966 4,874 3,471: -1,637 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 8.6 0.9 49.3 84.1 89.1 93.7: 10.9 6.3
Old : 100.0: 38.8 8.6 0.9 49.3 84.1 89.1 93.7: 10.9 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 6 37 28 71 43:
Old : 98: 31 12 6 37 28 71 43:
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 : 33.3 48.0 47.2 63.7 33.3 47.9 47.2 63.6
Old : 33.3 48.0 47.2 63.7 33.3 47.9 47.2 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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