WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 656,550: 99,458 78,491 197,828 312,053 312,924 609,339 589,243: 47,211 67,307 Old : 547,162: 90,254 69,294 173,857 242,349 258,978 506,460 502,129: 40,702 45,032 Other: 109,388: 17,782 17,775 15,393 69,704 53,946 102,879 87,114: 6,510 22,275 : : : : : Changes in Commitments from: August 10, 2010 : : -9,970: 7,908 2,967 -7,394 -7,927 1,909 -7,413 -2,518: -2,557 -7,452 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 12.0 30.1 47.5 47.7 92.8 89.7: 7.2 10.3 Old : 100.0: 16.5 12.7 31.8 44.3 47.3 92.6 91.8: 7.4 8.2 Other: 100.0: 16.3 16.2 14.1 63.7 49.3 94.0 79.6: 6.0 20.4 : : : :# Traders : Number of Traders in Each Category : All : 490: 173 148 212 103 136 399 400: Old : 482: 172 150 202 94 133 383 389: Other: 221: 48 56 39 55 104 126 180: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.8 14.8 27.7 22.6 15.2 11.5 24.5 16.0 Old : 17.6 17.2 28.0 26.1 17.2 14.7 24.3 19.2 Other: 37.6 17.4 52.7 25.7 34.3 12.8 44.3 17.5 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 1,877,911: 447,473 100,360 559,783 706,497 905,474 1,713,753 1,565,616: 164,158 312,295 Old : 308,198: 75,368 17,958 113,465 86,149 145,910 274,982 277,334: 33,215 30,864 Other: 1,569,713: 398,726 109,022 419,697 620,348 759,564 1,438,770 1,288,283: 130,943 281,431 : : : : : Changes in Commitments from: August 10, 2010 : : 114,279: 32,280 -4,379 72,814 -2,214 53,916 102,881 122,351: 11,398 -8,072 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 5.3 29.8 37.6 48.2 91.3 83.4: 8.7 16.6 Old : 100.0: 24.5 5.8 36.8 28.0 47.3 89.2 90.0: 10.8 10.0 Other: 100.0: 25.4 6.9 26.7 39.5 48.4 91.7 82.1: 8.3 17.9 : : : :# Traders : Number of Traders in Each Category : All : 885: 267 161 285 249 398 643 747: Old : 605: 153 88 114 146 289 336 454: Other: 874: 244 196 252 207 394 573 729: :---------------------------------------------------------------------------------------------------- : 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 : 12.8 11.5 19.5 17.5 12.3 10.1 18.4 14.1 Old : 18.6 19.7 26.8 28.0 9.8 12.6 16.1 17.4 Other: 14.3 11.4 21.1 16.9 13.8 9.8 20.3 14.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 12,529: 1,945 413 1,400 5,988 9,148 9,334 10,961: 3,195 1,569 Old : 12,529: 1,945 413 1,400 5,988 9,148 9,334 10,961: 3,195 1,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 354: 421 37 -104 96 407 412 340: -58 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 3.3 11.2 47.8 73.0 74.5 87.5: 25.5 12.5 Old : 100.0: 15.5 3.3 11.2 47.8 73.0 74.5 87.5: 25.5 12.5 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 : 41: 16 4 8 15 13 35 23: Old : 41: 16 4 8 15 13 35 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 57.5 46.1 70.8 27.5 47.9 38.2 59.1 Old : 29.0 57.5 46.1 70.8 27.5 47.9 38.2 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 676,855: 170,740 31,746 177,761 272,851 377,980 621,353 587,487: 55,502 89,368 Old : 647,222: 167,545 39,874 162,825 263,163 361,856 593,533 564,555: 53,689 82,668 Other: 29,632: 16,121 4,797 2,011 9,688 16,124 27,820 22,932: 1,813 6,700 : : : : : Changes in Commitments from: August 10, 2010 : : 23,799: 8,334 -812 11,114 3,669 16,144 23,117 26,446: 682 -2,647 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 4.7 26.3 40.3 55.8 91.8 86.8: 8.2 13.2 Old : 100.0: 25.9 6.2 25.2 40.7 55.9 91.7 87.2: 8.3 12.8 Other: 100.0: 54.4 16.2 6.8 32.7 54.4 93.9 77.4: 6.1 22.6 : : : :# Traders : Number of Traders in Each Category : All : 561: 207 121 179 113 206 403 437: Old : 561: 203 128 173 113 204 398 434: Other: 215: 35 42 22 29 128 71 185: :---------------------------------------------------------------------------------------------------- : 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 : 13.1 19.4 20.8 27.1 12.5 16.4 19.5 22.3 Old : 13.4 19.8 21.3 27.2 12.8 16.7 19.9 22.4 Other: 50.7 26.8 67.5 36.3 50.4 26.3 65.1 35.5 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 1,000 Bushels) : : : : All : 26,637: 23,740 1,908 205 5 5,782 23,950 7,895: 2,687 18,742 Old : 24,382: 21,848 1,914 189 5 5,120 22,042 7,223: 2,340 17,159 Other: 2,255: 1,903 5 5 0 662 1,908 672: 347 1,583 : : : : : Changes in Commitments from: August 10, 2010 : : 701: 616 196 -22 0 368 594 542: 107 159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 7.2 0.8 0.0 21.7 89.9 29.6: 10.1 70.4 Old : 100.0: 89.6 7.9 0.8 0.0 21.0 90.4 29.6: 9.6 70.4 Other: 100.0: 84.4 0.2 0.2 0.0 29.4 84.6 29.8: 15.4 70.2 : : : :# Traders : Number of Traders in Each Category : All : 42: 21 7 6 1 14 22 27: Old : 42: 20 8 6 1 14 22 27: Other: 25: 10 2 1 0 13 10 16: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 11.5 73.1 17.7 57.9 11.5 72.7 17.7 Old : 60.0 10.6 74.5 17.1 59.8 10.6 74.3 17.1 Other: 67.7 23.1 81.5 27.7 67.7 23.1 81.3 27.7 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 60,000 POUNDS) : : : : All : 378,961: 87,211 39,333 91,950 162,784 226,277 341,945 357,560: 37,016 21,401 Old : 52,654: 16,986 5,095 11,212 19,600 31,525 47,799 47,832: 4,855 4,822 Other: 326,307: 83,817 47,831 67,146 143,184 194,752 294,146 309,728: 32,161 16,579 : : : : : Changes in Commitments from: August 10, 2010 : : 5,777: 5,481 -5,867 3,731 -4,700 9,423 4,513 7,287: 1,264 -1,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 10.4 24.3 43.0 59.7 90.2 94.4: 9.8 5.6 Old : 100.0: 32.3 9.7 21.3 37.2 59.9 90.8 90.8: 9.2 9.2 Other: 100.0: 25.7 14.7 20.6 43.9 59.7 90.1 94.9: 9.9 5.1 : : : :# Traders : Number of Traders in Each Category : All : 265: 99 58 94 65 61 227 178: Old : 157: 60 32 25 40 45 108 94: Other: 255: 97 74 77 61 58 203 170: :---------------------------------------------------------------------------------------------------- : 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 : 14.7 31.1 25.1 42.9 13.0 26.9 21.1 34.5 Old : 25.1 27.7 36.5 38.7 21.9 25.1 29.6 33.7 Other: 15.6 34.8 25.7 44.5 14.0 30.7 22.7 37.4 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 850,636: 74,215 91,918 71,339 509,278 530,963 654,832 694,220: 195,804 156,416 Old : 850,636: 74,215 91,918 71,339 509,278 530,963 654,832 694,220: 195,804 156,416 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 31,334: -14,067 -9,563 27,160 8,842 7,042 21,936 24,640: 9,398 6,694 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 10.8 8.4 59.9 62.4 77.0 81.6: 23.0 18.4 Old : 100.0: 8.7 10.8 8.4 59.9 62.4 77.0 81.6: 23.0 18.4 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 : 170: 32 32 38 86 85 139 134: Old : 170: 32 32 38 86 85 139 134: 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 : 17.3 19.6 26.3 32.7 16.2 18.2 25.0 30.5 Old : 17.3 19.6 26.3 32.7 16.2 18.2 25.0 30.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 197,737: 21,879 30,594 125 126,622 132,899 148,627 163,618: 49,111 34,119 Old : 197,737: 21,879 30,594 125 126,622 132,899 148,627 163,618: 49,111 34,119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 25,471: 1,449 372 32 21,410 13,826 22,891 14,229: 2,580 11,241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 15.5 0.1 64.0 67.2 75.2 82.7: 24.8 17.3 Old : 100.0: 11.1 15.5 0.1 64.0 67.2 75.2 82.7: 24.8 17.3 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 : 40: 4 6 1 21 22 26 28: Old : 40: 4 6 1 21 22 26 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 49.1 51.7 66.2 33.2 48.1 49.4 65.2 Old : 35.4 49.1 51.7 66.2 33.2 48.1 49.4 65.2 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 29,000 U.S. GALLONS) : : : : All : 10,941: 1,081 316 659 8,905 9,769 10,645 10,744: 296 197 Old : 10,941: 1,081 316 659 8,905 9,769 10,645 10,744: 296 197 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -401: -1,029 -106 215 497 -469 -317 -360: -84 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 2.9 6.0 81.4 89.3 97.3 98.2: 2.7 1.8 Old : 100.0: 9.9 2.9 6.0 81.4 89.3 97.3 98.2: 2.7 1.8 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 : 34: 9 4 4 18 18 29 24: Old : 34: 9 4 4 18 18 29 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 68.1 77.2 80.7 18.5 22.2 24.6 27.5 Old : 61.8 68.1 77.2 80.7 18.5 22.2 24.6 27.5 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TONS) : : : : All : 233,051: 82,382 11,180 33,272 76,057 164,689 191,711 209,141: 41,340 23,910 Old : 33,060: 7,311 2,430 3,324 14,944 20,609 25,578 26,363: 7,482 6,698 Other: 199,991: 76,702 10,380 28,318 61,113 144,080 166,133 182,778: 33,858 17,212 : : : : : Changes in Commitments from: August 10, 2010 : : 10,246: 5,254 816 3,512 2,132 4,989 10,898 9,317: -652 929 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 4.8 14.3 32.6 70.7 82.3 89.7: 17.7 10.3 Old : 100.0: 22.1 7.4 10.1 45.2 62.3 77.4 79.7: 22.6 20.3 Other: 100.0: 38.4 5.2 14.2 30.6 72.0 83.1 91.4: 16.9 8.6 : : : :# Traders : Number of Traders in Each Category : All : 193: 88 21 46 63 59 172 112: Old : 110: 27 16 20 41 37 76 65: Other: 185: 81 23 44 59 56 163 106: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.8 44.5 19.7 56.8 9.3 39.0 16.8 46.6 Old : 23.0 31.2 37.1 42.3 21.4 31.2 32.0 41.6 Other: 12.1 48.9 20.8 61.7 10.5 44.1 19.0 52.3 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 20,548: 4,778 3,078 3,941 7,016 11,381 15,735 18,399: 4,813 2,149 Old : 20,548: 4,778 3,078 3,941 7,016 11,381 15,735 18,399: 4,813 2,149 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 359: 413 -501 310 -421 670 301 478: 58 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 15.0 19.2 34.1 55.4 76.6 89.5: 23.4 10.5 Old : 100.0: 23.3 15.0 19.2 34.1 55.4 76.6 89.5: 23.4 10.5 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 : 93: 38 16 15 24 24 74 47: Old : 93: 38 16 15 24 24 74 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.7 29.0 31.9 45.5 21.7 28.2 30.0 44.7 Old : 21.7 29.0 31.9 45.5 21.7 28.2 30.0 44.7 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $200,000 FACE VALUE) : : : : All : 885,472: 179,427 169,465 83,884 507,937 516,932 771,248 770,281: 114,224 115,191 Old : 885,472: 179,427 169,465 83,884 507,937 516,932 771,248 770,281: 114,224 115,191 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -5,852: -4,852 4,097 8,431 -5,520 -12,934 -1,941 -407: -3,910 -5,444 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 19.1 9.5 57.4 58.4 87.1 87.0: 12.9 13.0 Old : 100.0: 20.3 19.1 9.5 57.4 58.4 87.1 87.0: 12.9 13.0 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 : 233: 35 56 35 83 117 143 184: Old : 233: 35 56 35 83 117 143 184: 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 : 20.4 14.7 33.7 25.0 19.8 12.9 29.6 20.0 Old : 20.4 14.7 33.7 25.0 19.8 12.9 29.6 20.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 2,718,710: 215,198 186,953 361,427 1,818,009 1,840,541 2,394,634 2,388,921: 324,076 329,789 Old : 2,718,710: 215,198 186,953 361,427 1,818,009 1,840,541 2,394,634 2,388,921: 324,076 329,789 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 65,745: 1,373 7,531 32,095 37,072 30,622 70,539 70,248: -4,794 -4,503 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 6.9 13.3 66.9 67.7 88.1 87.9: 11.9 12.1 Old : 100.0: 7.9 6.9 13.3 66.9 67.7 88.1 87.9: 11.9 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 271: 44 46 62 143 159 213 241: Old : 271: 44 46 62 143 159 213 241: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 17.6 37.4 27.9 26.4 15.5 30.4 21.7 Old : 30.7 17.6 37.4 27.9 26.4 15.5 30.4 21.7 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 1,211,603: 184,136 98,494 83,148 723,015 771,232 990,298 952,873: 221,304 258,730 Old : 1,211,603: 184,136 98,494 83,148 723,015 771,232 990,298 952,873: 221,304 258,730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 15,827: -29,463 19,818 7,693 37,108 -3,883 15,338 23,629: 489 -7,802 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 8.1 6.9 59.7 63.7 81.7 78.6: 18.3 21.4 Old : 100.0: 15.2 8.1 6.9 59.7 63.7 81.7 78.6: 18.3 21.4 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 : 164: 24 32 30 80 95 123 138: Old : 164: 24 32 30 80 95 123 138: 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 : 25.1 19.3 34.0 27.2 23.8 16.5 32.0 22.0 Old : 25.1 19.3 34.0 27.2 23.8 16.5 32.0 22.0 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $5,000,000) : : : : All : 1,273,804: 141,794 10,158 665,873 417,252 536,486 1,224,919 1,212,517: 48,885 61,287 Old : 1,273,804: 141,794 10,158 665,873 417,252 536,486 1,224,919 1,212,517: 48,885 61,287 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 4,808: 1,412 -637 2,290 593 5,184 4,294 6,837: 513 -2,029 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 0.8 52.3 32.8 42.1 96.2 95.2: 3.8 4.8 Old : 100.0: 11.1 0.8 52.3 32.8 42.1 96.2 95.2: 3.8 4.8 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 : 116: 32 16 39 61 59 108 100: Old : 116: 32 16 39 61 59 108 100: 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 : 43.1 37.8 59.4 58.0 12.6 12.4 16.0 16.2 Old : 43.1 37.8 59.4 58.0 12.6 12.4 16.0 16.2 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 with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($10 X DJIA INDEX) : : : : All : 49,239: 13,653 4,491 393 27,597 38,875 41,643 43,758: 7,596 5,481 Old : 49,239: 13,653 4,491 393 27,597 38,875 41,643 43,758: 7,596 5,481 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 2,099: 4,025 460 -412 -1,957 3,219 1,656 3,267: 443 -1,168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 9.1 0.8 56.0 79.0 84.6 88.9: 15.4 11.1 Old : 100.0: 27.7 9.1 0.8 56.0 79.0 84.6 88.9: 15.4 11.1 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 : 99: 35 8 11 32 37 71 52: Old : 99: 35 8 11 32 37 71 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 40.9 42.5 60.5 29.9 40.9 42.1 58.8 Old : 30.3 40.9 42.5 60.5 29.9 40.9 42.1 58.8 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($5 X DJIA INDEX) : : : : All : 98,478: 27,307 8,982 785 55,195 77,749 83,287 87,516: 15,191 10,962 Old : 98,478: 27,307 8,982 785 55,195 77,749 83,287 87,516: 15,191 10,962 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 4,199: 8,051 921 -824 -3,913 6,439 3,313 6,535: 886 -2,336 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 9.1 0.8 56.0 79.0 84.6 88.9: 15.4 11.1 Old : 100.0: 27.7 9.1 0.8 56.0 79.0 84.6 88.9: 15.4 11.1 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 : 99: 35 8 11 32 37 71 52: Old : 99: 35 8 11 32 37 71 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 40.9 42.5 60.5 29.9 40.9 42.1 58.8 Old : 30.3 40.9 42.5 60.5 29.9 40.9 42.1 58.8 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X INDEX) : : : : All : 5,155: 3,248 1,454 0 1,819 3,664 5,067 5,118: 88 37 Old : 5,155: 3,248 1,454 0 1,819 3,664 5,067 5,118: 88 37 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : 4: -7 -414 0 0 418 -7 4: 11 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 28.2 0.0 35.3 71.1 98.3 99.3: 1.7 0.7 Old : 100.0: 63.0 28.2 0.0 35.3 71.1 98.3 99.3: 1.7 0.7 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 : 20: 10 5 0 3 2 13 7: Old : 20: 10 5 0 3 2 13 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 : 63.4 94.6 88.9 99.3 63.4 94.6 88.9 99.3 Old : 63.4 94.6 88.9 99.3 63.4 94.6 88.9 99.3 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, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000) : : : : All : 11,857: 1,563 899 156 9,906 10,622 11,625 11,677: 232 180 Old : 11,857: 1,563 899 156 9,906 10,622 11,625 11,677: 232 180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -2,916: -34 -2 0 -2,845 -2,959 -2,879 -2,961: -37 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 7.6 1.3 83.5 89.6 98.0 98.5: 2.0 1.5 Old : 100.0: 13.2 7.6 1.3 83.5 89.6 98.0 98.5: 2.0 1.5 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 : 36: 5 7 1 9 17 14 25: Old : 36: 5 7 1 9 17 14 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.7 55.6 90.3 77.3 65.5 55.6 81.8 71.4 Old : 72.7 55.6 90.3 77.3 65.5 55.6 81.8 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000) : : : : All : 40,560: 1,657 3,505 250 38,408 36,723 40,315 40,478: 245 82 Old : 40,560: 1,657 3,505 250 38,408 36,723 40,315 40,478: 245 82 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 10, 2010 : : -793: -355 1,152 230 -554 -2,142 -679 -760: -114 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 8.6 0.6 94.7 90.5 99.4 99.8: 0.6 0.2 Old : 100.0: 4.1 8.6 0.6 94.7 90.5 99.4 99.8: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 7 2 1 6 19 14 21: Old : 32: 7 2 1 6 19 14 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 95.8 69.9 98.5 88.0 94.5 69.3 96.8 87.4 Old : 95.8 69.9 98.5 88.0 94.5 69.3 96.8 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010