WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 27, 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 : 496,806: 102,938 95,726 62,754 293,844 275,407 459,536 433,887: 37,270 62,919
Old : 395,974: 96,073 72,113 44,223 223,588 234,668 363,884 351,004: 32,090 44,970
Other: 100,832: 16,869 33,617 8,527 70,256 40,739 95,652 82,883: 5,180 17,949
: : :
: : Changes in Commitments from: July 20, 2010 :
: 18,370: 3,273 -1,604 6,901 7,121 11,975 17,295 17,272: 1,075 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.3 12.6 59.1 55.4 92.5 87.3: 7.5 12.7
Old : 100.0: 24.3 18.2 11.2 56.5 59.3 91.9 88.6: 8.1 11.4
Other: 100.0: 16.7 33.3 8.5 69.7 40.4 94.9 82.2: 5.1 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 145 126 146 73 113 312 309:
Old : 400: 145 120 133 65 107 295 292:
Other: 195: 30 60 30 47 80 104 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 20.8 37.6 30.2 21.5 16.7 34.3 23.6
Old : 25.9 25.3 39.6 36.4 25.2 23.0 37.2 32.6
Other: 36.0 18.8 53.8 33.1 34.9 16.5 50.3 29.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 27, 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 : 1,218,788: 339,893 149,061 182,184 590,530 628,921 1,112,607 960,166: 106,181 258,622
Old : 381,417: 106,157 102,662 4,333 241,552 218,966 352,042 325,961: 29,375 55,456
Other: 837,371: 305,422 118,085 106,165 348,978 409,955 760,565 634,205: 76,806 203,166
: : :
: : Changes in Commitments from: July 20, 2010 :
: 39,459: 14,363 18,904 14,119 11,657 5,602 40,139 38,625: -680 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.2 14.9 48.5 51.6 91.3 78.8: 8.7 21.2
Old : 100.0: 27.8 26.9 1.1 63.3 57.4 92.3 85.5: 7.7 14.5
Other: 100.0: 36.5 14.1 12.7 41.7 49.0 90.8 75.7: 9.2 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 194 159 175 161 323 462 583:
Old : 584: 118 135 10 90 252 214 391:
Other: 703: 212 137 103 124 306 384 505:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 13.7 26.9 19.3 17.9 13.0 26.6 17.4
Old : 33.7 16.7 46.5 25.2 33.7 16.7 46.5 25.2
Other: 17.5 14.3 24.9 20.0 17.3 13.8 24.4 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,224: 2,045 768 281 5,165 7,703 7,491 8,752: 2,733 1,472
Old : 10,224: 2,045 768 281 5,165 7,703 7,491 8,752: 2,733 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 500: 233 -5 248 -114 58 367 301: 133 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.5 2.7 50.5 75.3 73.3 85.6: 26.7 14.4
Old : 100.0: 20.0 7.5 2.7 50.5 75.3 73.3 85.6: 26.7 14.4
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 : 35: 12 3 5 15 12 28 19:
Old : 35: 12 3 5 15 12 28 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 : 37.6 60.4 51.4 74.8 35.4 54.0 47.6 68.4
Old : 37.6 60.4 51.4 74.8 35.4 54.0 47.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 27, 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 : 478,169: 132,404 42,253 70,856 228,342 280,575 431,602 393,684: 46,567 84,485
Old : 27,473: 9,118 1,730 0 14,072 20,185 23,190 21,915: 4,283 5,558
Other: 450,696: 129,478 46,715 64,664 214,270 260,390 408,412 371,769: 42,284 78,927
: : :
: : Changes in Commitments from: July 20, 2010 :
: -7,309: -7,671 -2,327 -6,040 7,155 166 -6,556 -8,201: -753 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 8.8 14.8 47.8 58.7 90.3 82.3: 9.7 17.7
Old : 100.0: 33.2 6.3 0.0 51.2 73.5 84.4 79.8: 15.6 20.2
Other: 100.0: 28.7 10.4 14.3 47.5 57.8 90.6 82.5: 9.4 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 171 101 138 97 178 335 372:
Old : 180: 40 30 0 44 70 84 100:
Other: 483: 167 113 124 76 176 300 368:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 21.3 28.9 28.6 18.1 20.6 28.4 25.7
Old : 21.9 35.9 34.5 48.5 21.2 35.9 33.6 48.5
Other: 19.4 20.9 30.3 28.2 18.9 19.7 29.8 25.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 27, 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 : 21,158: 18,119 1,296 217 12 4,224 18,348 5,737: 2,810 15,421
Old : 429: 237 157 0 5 53 242 210: 187 219
Other: 20,729: 18,036 1,293 63 7 4,171 18,106 5,527: 2,623 15,202
: : :
: : Changes in Commitments from: July 20, 2010 :
: 62: 384 451 -140 0 19 244 330: -182 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 6.1 1.0 0.1 20.0 86.7 27.1: 13.3 72.9
Old : 100.0: 55.2 36.6 0.0 1.2 12.4 56.4 49.0: 43.6 51.0
Other: 100.0: 87.0 6.2 0.3 0.0 20.1 87.3 26.7: 12.7 73.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 19 5 10 2 10 21 25:
Old : 13: 5 5 0 1 3 6 8:
Other: 34: 19 5 7 1 10 20 22:
:----------------------------------------------------------------------------------------------------
: 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 : 55.8 12.4 72.7 19.0 55.8 12.4 72.4 19.0
Old : 54.1 44.3 56.4 49.0 54.1 44.3 55.2 47.8
Other: 56.1 12.4 73.1 19.2 56.1 12.4 72.8 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 27, 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 : 280,340: 55,041 49,831 44,464 151,989 161,881 251,494 256,176: 28,846 24,164
Old : 79,660: 20,934 8,476 12,727 38,551 49,836 72,212 71,039: 7,448 8,621
Other: 200,680: 49,315 56,563 16,529 113,438 112,045 179,282 185,137: 21,398 15,543
: : :
: : Changes in Commitments from: July 20, 2010 :
: -542: 2,773 -7,945 -72 -4,423 6,892 -1,722 -1,125: 1,180 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.8 15.9 54.2 57.7 89.7 91.4: 10.3 8.6
Old : 100.0: 26.3 10.6 16.0 48.4 62.6 90.7 89.2: 9.3 10.8
Other: 100.0: 24.6 28.2 8.2 56.5 55.8 89.3 92.3: 10.7 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 67 66 79 64 52 192 168:
Old : 156: 57 31 20 45 42 113 85:
Other: 225: 65 85 47 54 43 150 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 27.4 30.4 39.5 17.1 24.5 28.0 33.3
Old : 36.6 37.1 45.8 49.0 26.1 27.3 33.7 38.4
Other: 20.6 30.9 33.4 39.9 20.3 30.2 32.8 38.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 27, 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 : 691,590: 88,317 138,840 7,920 446,956 422,395 543,193 569,155: 148,397 122,435
Old : 691,590: 88,317 138,840 7,920 446,956 422,395 543,193 569,155: 148,397 122,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 9,073: 5,917 8,731 379 403 7,532 6,699 16,642: 2,374 -7,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 20.1 1.1 64.6 61.1 78.5 82.3: 21.5 17.7
Old : 100.0: 12.8 20.1 1.1 64.6 61.1 78.5 82.3: 21.5 17.7
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 : 151: 29 23 10 68 70 104 96:
Old : 151: 29 23 10 68 70 104 96:
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 20.8 32.8 36.4 19.7 19.9 30.7 34.4
Old : 21.5 20.8 32.8 36.4 19.7 19.9 30.7 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 27, 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 : 158,482: 16,828 31,760 28 98,251 108,123 115,107 139,911: 43,375 18,571
Old : 158,482: 16,828 31,760 28 98,251 108,123 115,107 139,911: 43,375 18,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -1,173: -227 -1,074 0 -3,928 -1,426 -4,155 -2,500: 2,982 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.0 0.0 62.0 68.2 72.6 88.3: 27.4 11.7
Old : 100.0: 10.6 20.0 0.0 62.0 68.2 72.6 88.3: 27.4 11.7
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 : 38: 5 7 1 17 19 23 26:
Old : 38: 5 7 1 17 19 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 52.3 54.6 66.8 38.8 50.9 52.1 65.4
Old : 41.4 52.3 54.6 66.8 38.8 50.9 52.1 65.4
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 - Futures Only, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,805: 2,205 752 448 8,801 10,477 11,454 11,677: 351 128
Old : 11,805: 2,205 752 448 8,801 10,477 11,454 11,677: 351 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -359: 156 275 -31 -502 -505 -377 -261: 18 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.4 3.8 74.6 88.8 97.0 98.9: 3.0 1.1
Old : 100.0: 18.7 6.4 3.8 74.6 88.8 97.0 98.9: 3.0 1.1
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 : 37: 9 4 3 20 21 32 25:
Old : 37: 9 4 3 20 21 32 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 : 61.7 64.7 76.0 81.5 20.4 21.2 27.9 31.6
Old : 61.7 64.7 76.0 81.5 20.4 21.2 27.9 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 27, 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 : 195,151: 73,431 14,431 13,662 69,498 143,022 156,591 171,115: 38,560 24,036
Old : 50,412: 13,952 3,592 684 25,446 36,291 40,082 40,567: 10,330 9,845
Other: 144,739: 64,153 15,513 8,304 44,052 106,731 116,509 130,548: 28,230 14,191
: : :
: : Changes in Commitments from: July 20, 2010 :
: -7,996: 107 -3,422 -539 -4,573 -4,083 -5,005 -8,044: -2,991 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 7.4 7.0 35.6 73.3 80.2 87.7: 19.8 12.3
Old : 100.0: 27.7 7.1 1.4 50.5 72.0 79.5 80.5: 20.5 19.5
Other: 100.0: 44.3 10.7 5.7 30.4 73.7 80.5 90.2: 19.5 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 75 31 36 65 57 163 109:
Old : 118: 29 18 7 48 46 81 68:
Other: 174: 69 35 29 56 44 145 91:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 48.1 20.8 58.6 9.9 40.6 17.8 48.4
Old : 28.2 33.2 43.0 45.9 26.2 27.2 37.7 39.3
Other: 12.4 57.1 22.8 66.8 12.4 52.7 22.7 61.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 27, 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 : 15,866: 3,694 4,063 1,467 7,171 8,180 12,332 13,710: 3,534 2,156
Old : 15,866: 3,694 4,063 1,467 7,171 8,180 12,332 13,710: 3,534 2,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 558: 471 36 -342 59 897 188 591: 370 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 25.6 9.2 45.2 51.6 77.7 86.4: 22.3 13.6
Old : 100.0: 23.3 25.6 9.2 45.2 51.6 77.7 86.4: 22.3 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 19 13 19 22 54 46:
Old : 79: 25 19 13 19 22 54 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 : 35.1 28.2 46.8 46.4 35.1 28.2 46.7 46.4
Old : 35.1 28.2 46.8 46.4 35.1 28.2 46.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 27, 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 : 801,340: 167,993 192,293 15,015 515,392 481,164 698,400 688,472: 102,940 112,868
Old : 801,340: 167,993 192,293 15,015 515,392 481,164 698,400 688,472: 102,940 112,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -60,582: -7,632 -11,490 5,312 -60,603 -45,927 -62,923 -52,105: 2,341 -8,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 24.0 1.9 64.3 60.0 87.2 85.9: 12.8 14.1
Old : 100.0: 21.0 24.0 1.9 64.3 60.0 87.2 85.9: 12.8 14.1
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 : 225: 29 59 21 72 115 115 181:
Old : 225: 29 59 21 72 115 115 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 12.6 43.8 20.8 30.7 10.4 40.7 17.2
Old : 32.1 12.6 43.8 20.8 30.7 10.4 40.7 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 27, 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 : 1,831,973: 167,919 308,470 31,982 1,347,055 1,179,000 1,546,956 1,519,452: 285,017 312,521
Old : 1,831,973: 167,919 308,470 31,982 1,347,055 1,179,000 1,546,956 1,519,452: 285,017 312,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -11,877: -10,337 -14,315 -1,438 -5,462 10,372 -17,237 -5,381: 5,360 -6,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.8 1.7 73.5 64.4 84.4 82.9: 15.6 17.1
Old : 100.0: 9.2 16.8 1.7 73.5 64.4 84.4 82.9: 15.6 17.1
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 : 248: 26 54 31 103 131 153 192:
Old : 248: 26 54 31 103 131 153 192:
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 : 45.1 18.7 51.7 28.7 42.3 17.8 48.2 25.4
Old : 45.1 18.7 51.7 28.7 42.3 17.8 48.2 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 27, 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 : 938,142: 207,234 101,012 10,029 514,815 581,896 732,078 692,937: 206,064 245,205
Old : 938,142: 207,234 101,012 10,029 514,815 581,896 732,078 692,937: 206,064 245,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 5,100: 43,727 5,286 -2,507 -32,143 -5,017 9,077 -2,238: -3,977 7,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.8 1.1 54.9 62.0 78.0 73.9: 22.0 26.1
Old : 100.0: 22.1 10.8 1.1 54.9 62.0 78.0 73.9: 22.0 26.1
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 : 157: 27 32 14 63 79 95 120:
Old : 157: 27 32 14 63 79 95 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 20.1 35.9 28.5 23.6 15.8 32.5 22.3
Old : 24.6 20.1 35.9 28.5 23.6 15.8 32.5 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 27, 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 : 632,595: 177,230 9,470 50,692 357,611 504,903 585,533 565,065: 47,062 67,530
Old : 632,595: 177,230 9,470 50,692 357,611 504,903 585,533 565,065: 47,062 67,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 15,817: 3,997 -2,482 -308 5,820 13,494 9,509 10,704: 6,308 5,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 1.5 8.0 56.5 79.8 92.6 89.3: 7.4 10.7
Old : 100.0: 28.0 1.5 8.0 56.5 79.8 92.6 89.3: 7.4 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 : 108: 30 10 31 54 53 95 87:
Old : 108: 30 10 31 54 53 95 87:
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 : 30.6 41.7 48.5 54.0 25.2 25.1 33.3 33.7
Old : 30.6 41.7 48.5 54.0 25.2 25.1 33.3 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, July 27, 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 : 43,524: 7,542 4,986 401 29,085 29,793 37,028 35,179: 6,496 8,345
Old : 43,524: 7,542 4,986 401 29,085 29,793 37,028 35,179: 6,496 8,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 2,279: 1,061 286 -48 19 1,580 1,032 1,819: 1,247 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.5 0.9 66.8 68.5 85.1 80.8: 14.9 19.2
Old : 100.0: 17.3 11.5 0.9 66.8 68.5 85.1 80.8: 14.9 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 9 2 26 31 49 41:
Old : 82: 22 9 2 26 31 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 35.5 50.3 55.8 38.2 35.5 49.9 55.8
Old : 38.7 35.5 50.3 55.8 38.2 35.5 49.9 55.8
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 - Futures Only, July 27, 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 : 87,047: 15,084 9,971 802 58,169 59,585 74,055 70,358: 12,992 16,689
Old : 87,047: 15,084 9,971 802 58,169 59,585 74,055 70,358: 12,992 16,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,558: 2,121 572 -95 38 3,160 2,064 3,637: 2,494 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.5 0.9 66.8 68.5 85.1 80.8: 14.9 19.2
Old : 100.0: 17.3 11.5 0.9 66.8 68.5 85.1 80.8: 14.9 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 9 2 26 31 49 41:
Old : 82: 22 9 2 26 31 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 35.5 50.3 55.8 38.2 35.5 49.9 55.8
Old : 38.7 35.5 50.3 55.8 38.2 35.5 49.9 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, July 27, 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 : 12,620: 885 910 156 11,337 11,388 12,378 12,454: 242 166
Old : 12,620: 885 910 156 11,337 11,388 12,378 12,454: 242 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -315: -1,248 184 0 941 -509 -307 -325: -8 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.2 1.2 89.8 90.2 98.1 98.7: 1.9 1.3
Old : 100.0: 7.0 7.2 1.2 89.8 90.2 98.1 98.7: 1.9 1.3
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 : 35: 5 7 1 9 16 14 24:
Old : 35: 5 7 1 9 16 14 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 66.2 92.3 80.0 74.7 66.2 88.8 79.3
Old : 75.8 66.2 92.3 80.0 74.7 66.2 88.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, July 27, 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 : 34,982: 3,469 2,743 20 31,210 32,137 34,699 34,900: 283 82
Old : 34,982: 3,469 2,743 20 31,210 32,137 34,699 34,900: 283 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,655: 724 -335 0 920 2,018 1,644 1,683: 11 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.8 0.1 89.2 91.9 99.2 99.8: 0.8 0.2
Old : 100.0: 9.9 7.8 0.1 89.2 91.9 99.2 99.8: 0.8 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 : 31: 8 2 1 6 16 15 18:
Old : 31: 8 2 1 6 16 15 18:
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 : 90.7 76.2 97.6 89.7 90.7 76.1 97.6 89.7
Old : 90.7 76.2 97.6 89.7 90.7 76.1 97.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010