WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 499,114 COMMITMENTS 113,260 92,718 57,110 295,329 289,944 465,699 439,772 33,415 59,342 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,308) 10,322 -3,008 -5,644 1,485 14,537 6,163 5,885 -3,855 -3,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 18.6 11.4 59.2 58.1 93.3 88.1 6.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 157 121 131 74 115 312 297 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,244,111 COMMITMENTS 387,305 127,654 162,423 576,225 688,633 1125953 978,710 118,158 265,401 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 25,323) 47,412 -21,407 -19,761 -14,305 59,712 13,346 18,544 11,977 6,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 10.3 13.1 46.3 55.4 90.5 78.7 9.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758) 208 144 183 168 336 487 588 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,925 COMMITMENTS 1,849 431 468 5,664 8,368 7,981 9,267 2,944 1,658 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 701) -196 -337 187 499 665 490 515 211 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 3.9 4.3 51.8 76.6 73.1 84.8 26.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 4 8 15 14 31 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,303 COMMITMENTS 152,315 40,660 62,957 227,481 305,271 442,753 408,888 47,550 81,415 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 12,134) 19,911 -1,593 -7,899 -861 24,696 11,151 15,204 983 -3,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 8.3 12.8 46.4 62.3 90.3 83.4 9.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505) 188 93 119 89 188 335 361 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,010 COMMITMENTS 20,568 1,681 190 11 5,264 20,769 7,135 3,241 16,875 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,852) 2,449 385 -27 -1 1,040 2,421 1,398 431 1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.7 7.0 0.8 0.0 21.9 86.5 29.7 13.5 70.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 19 7 8 2 13 21 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 290,442 COMMITMENTS 69,050 44,499 45,784 144,242 178,942 259,076 269,225 31,366 21,217 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 10,102) 14,009 -5,332 1,320 -7,747 17,061 7,582 13,049 2,520 -2,947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 15.3 15.8 49.7 61.6 89.2 92.7 10.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 81 60 80 58 56 194 160 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,587 COMMITMENTS 96,349 138,072 6,972 452,489 447,006 555,810 592,050 136,777 100,537 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 997) 8,032 -768 -948 5,533 24,611 12,617 22,895 -11,620 -21,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 19.9 1.0 65.3 64.5 80.3 85.5 19.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 29 22 12 70 72 106 99 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 165,684 COMMITMENTS 20,902 38,342 135 102,345 110,057 123,382 148,534 42,302 17,150 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 7,202) 4,074 6,582 107 4,094 1,934 8,275 8,623 -1,073 -1,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 23.1 0.1 61.8 66.4 74.5 89.6 25.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 7 2 17 18 24 25 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,675 COMMITMENTS 2,133 444 517 8,628 10,477 11,278 11,438 397 237 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -130) -72 -308 69 -173 0 -176 -239 46 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 3.8 4.4 73.9 89.7 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 4 2 19 19 30 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 192,396 COMMITMENTS 76,682 13,893 14,125 64,344 143,134 155,151 171,152 37,245 21,244 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,755) 3,251 -538 463 -5,154 112 -1,440 37 -1,315 -2,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 7.2 7.3 33.4 74.4 80.6 89.0 19.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 76 28 41 55 53 155 107 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,717 COMMITMENTS 4,149 4,230 2,194 7,151 9,203 13,494 15,627 4,223 2,090 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,851) 455 167 727 -20 1,023 1,162 1,917 689 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 23.9 12.4 40.4 51.9 76.2 88.2 23.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 20 14 18 21 59 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 800,398 COMMITMENTS 183,800 193,886 22,432 510,345 501,060 716,577 717,378 83,821 83,020 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -942) 15,807 1,593 7,417 -5,047 19,896 18,177 28,906 -19,119 -29,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 24.2 2.8 63.8 62.6 89.5 89.6 10.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 29 55 18 72 113 114 173 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,807,891 COMMITMENTS 159,205 350,357 35,399 1394564 1182599 1589168 1568355 218,723 239,536 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -24,082) -8,714 41,887 3,417 47,509 3,599 42,212 48,903 -66,294 -72,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 19.4 2.0 77.1 65.4 87.9 86.8 12.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 31 55 37 102 130 159 196 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,017,266 COMMITMENTS 264,964 100,619 22,329 554,625 667,328 841,918 790,276 175,348 226,990 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 79,124) 57,730 -393 12,300 39,810 85,432 109,840 97,339 -30,716 -18,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 9.9 2.2 54.5 65.6 82.8 77.7 17.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 30 28 20 62 86 100 126 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 588,561 COMMITMENTS 164,244 9,203 50,063 332,369 469,606 546,676 528,872 41,885 59,689 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -44,034) -12,986 -267 -629 -25,242 -35,297 -38,857 -36,193 -5,177 -7,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 1.6 8.5 56.5 79.8 92.9 89.9 7.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 29 12 31 55 54 96 88 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,759 COMMITMENTS 10,430 4,278 462 27,907 34,615 38,798 39,354 5,961 5,405 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,236) 2,888 -708 61 -1,178 4,823 1,771 4,175 -535 -2,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 9.6 1.0 62.3 77.3 86.7 87.9 13.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 30 7 3 25 33 58 40 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 89,518 COMMITMENTS 20,860 8,555 923 55,813 69,230 77,596 78,708 11,922 10,810 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,471) 5,776 -1,416 121 -2,356 9,645 3,541 8,350 -1,070 -5,879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 9.6 1.0 62.3 77.3 86.7 87.9 13.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 30 7 3 25 33 58 40 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,831 COMMITMENTS 1,319 910 156 12,212 12,742 13,687 13,808 144 23 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,211) 434 0 0 875 1,354 1,309 1,354 -98 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 6.6 1.1 88.3 92.1 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 7 1 9 16 14 24 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 38,591 COMMITMENTS 1,850 995 20 36,468 37,515 38,338 38,530 253 61 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 3,609) -1,619 -1,748 0 5,258 5,378 3,639 3,630 -30 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 2.6 0.1 94.5 97.2 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 1 6 17 13 19
Updated August 6, 2010