WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 578,381: 100,129 83,001 140,155 294,108 290,110 534,392 513,265: 43,988 65,115
Old : 460,818: 88,410 72,818 114,107 220,801 231,019 423,318 417,944: 37,501 42,874
Other: 117,562: 19,259 17,723 18,508 73,307 59,091 111,075 95,322: 6,488 22,241
: : :
: : Changes in Commitments from: August 24, 2010 :
: -88,525: -2,590 2,800 -63,052 -21,726 -24,318 -87,367 -84,570: -1,157 -3,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.4 24.2 50.9 50.2 92.4 88.7: 7.6 11.3
Old : 100.0: 19.2 15.8 24.8 47.9 50.1 91.9 90.7: 8.1 9.3
Other: 100.0: 16.4 15.1 15.7 62.4 50.3 94.5 81.1: 5.5 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 153 143 176 92 132 349 363:
Old : 440: 149 147 166 86 129 334 352:
Other: 220: 51 52 43 51 102 128 176:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 17.0 29.9 24.4 17.3 12.3 27.3 17.4
Old : 20.1 20.3 30.3 28.0 19.7 16.3 27.9 22.1
Other: 37.8 17.2 53.0 26.1 34.5 12.4 44.6 17.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 1,822,805: 479,948 98,313 514,744 666,703 908,106 1,661,395 1,521,164: 161,410 301,642
Old : 25,838: 17,851 1,133 0 743 17,746 18,594 18,879: 7,244 6,959
Other: 1,796,967: 480,027 115,110 496,814 665,960 890,360 1,642,801 1,502,285: 154,166 294,683
: : :
: : Changes in Commitments from: August 24, 2010 :
: -51,198: 24,172 -985 -44,570 -34,667 -210 -55,065 -45,765: 3,867 -5,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 5.4 28.2 36.6 49.8 91.1 83.5: 8.9 16.5
Old : 100.0: 69.1 4.4 0.0 2.9 68.7 72.0 73.1: 28.0 26.9
Other: 100.0: 26.7 6.4 27.6 37.1 49.5 91.4 83.6: 8.6 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 938: 275 184 304 225 410 645 790:
Old : 190: 53 15 0 13 111 66 126:
Other: 938: 269 218 281 219 408 616 788:
:----------------------------------------------------------------------------------------------------
: 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 11.5 19.7 17.1 12.6 10.1 18.7 14.6
Old : 9.3 20.9 18.6 30.2 9.3 20.9 18.6 30.2
Other: 13.2 11.5 20.0 17.1 12.8 10.0 18.9 14.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 11,101: 1,768 330 601 6,306 8,891 8,675 9,822: 2,426 1,279
Old : 11,076: 1,768 355 576 6,306 8,866 8,650 9,797: 2,426 1,279
Other: 25: 25 0 0 0 25 25 25: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,347: -136 -72 -531 -155 -625 -822 -1,228: -525 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 3.0 5.4 56.8 80.1 78.1 88.5: 21.9 11.5
Old : 100.0: 16.0 3.2 5.2 56.9 80.0 78.1 88.5: 21.9 11.5
Other: 100.0: 100.0 0.0 0.0 0.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 5 7 16 13 33 21:
Old : 39: 13 5 7 16 13 33 21:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 65.8 49.6 77.6 33.9 58.7 45.6 69.4
Old : 36.3 65.9 49.7 77.7 33.9 58.9 45.7 69.4
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 659,521: 158,479 26,004 172,342 275,278 371,044 606,100 569,390: 53,421 90,130
Old : 623,678: 154,197 35,820 154,190 264,195 351,109 572,582 541,119: 51,096 82,559
Other: 35,843: 18,877 4,779 3,557 11,084 19,935 33,518 28,271: 2,325 7,572
: : :
: : Changes in Commitments from: August 24, 2010 :
: -12,568: 506 -1,004 -8,250 -4,777 -2,708 -12,521 -11,962: -48 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.9 26.1 41.7 56.3 91.9 86.3: 8.1 13.7
Old : 100.0: 24.7 5.7 24.7 42.4 56.3 91.8 86.8: 8.2 13.2
Other: 100.0: 52.7 13.3 9.9 30.9 55.6 93.5 78.9: 6.5 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 202 101 172 116 208 391 426:
Old : 542: 201 108 167 115 206 385 424:
Other: 220: 37 41 26 33 129 81 185:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 19.5 21.2 27.5 12.8 15.9 20.0 22.0
Old : 13.7 20.1 21.9 27.8 13.2 16.4 20.5 22.2
Other: 48.1 22.9 62.6 36.1 47.9 22.6 60.5 35.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 26,390: 23,465 1,693 212 19 5,558 23,696 7,463: 2,694 18,927
Old : 24,046: 21,507 1,709 187 19 4,896 21,713 6,792: 2,333 17,254
Other: 2,344: 1,978 4 5 0 662 1,983 671: 361 1,673
: : :
: : Changes in Commitments from: August 24, 2010 :
: -79: -345 -173 1 10 -259 -334 -431: 255 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 6.4 0.8 0.1 21.1 89.8 28.3: 10.2 71.7
Old : 100.0: 89.4 7.1 0.8 0.1 20.4 90.3 28.2: 9.7 71.8
Other: 100.0: 84.4 0.2 0.2 0.0 28.2 84.6 28.6: 15.4 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 21 5 8 1 12 22 25:
Old : 38: 20 6 8 1 12 22 25:
Other: 23: 10 1 1 0 12 10 14:
:----------------------------------------------------------------------------------------------------
: 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 : 58.4 11.7 73.6 18.6 58.2 11.7 73.3 18.6
Old : 60.4 10.8 75.1 18.1 60.2 10.8 74.8 18.1
Other: 67.9 22.9 81.6 27.3 67.9 22.9 81.4 27.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 313,603: 60,663 43,131 60,517 160,625 192,000 281,805 295,647: 31,798 17,955
Old : 7,189: 5,287 1,719 0 586 4,419 5,873 6,138: 1,316 1,051
Other: 306,414: 60,986 47,022 54,907 160,039 187,581 275,932 289,509: 30,482 16,904
: : :
: : Changes in Commitments from: August 24, 2010 :
: -19,990: -9,324 4,803 -12,226 2,960 -9,500 -18,590 -16,923: -1,400 -3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 13.8 19.3 51.2 61.2 89.9 94.3: 10.1 5.7
Old : 100.0: 73.5 23.9 0.0 8.2 61.5 81.7 85.4: 18.3 14.6
Other: 100.0: 19.9 15.3 17.9 52.2 61.2 90.1 94.5: 9.9 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 78 63 94 65 63 198 181:
Old : 51: 20 8 0 5 19 25 27:
Other: 240: 76 71 81 64 61 186 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 30.3 25.3 41.8 13.4 26.5 22.0 32.9
Old : 26.5 38.8 47.9 65.8 26.5 37.9 47.9 64.9
Other: 15.7 30.2 25.9 41.8 13.8 26.8 22.6 32.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 887,913: 94,808 110,745 95,100 504,572 508,625 694,480 714,471: 193,433 173,442
Old : 887,913: 94,808 110,745 95,100 504,572 508,625 694,480 714,471: 193,433 173,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -35,498: 10,715 11,857 -6,007 -47,167 -48,722 -42,459 -42,873: 6,962 7,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.5 10.7 56.8 57.3 78.2 80.5: 21.8 19.5
Old : 100.0: 10.7 12.5 10.7 56.8 57.3 78.2 80.5: 21.8 19.5
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 : 168: 36 28 44 82 79 143 129:
Old : 168: 36 28 44 82 79 143 129:
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 : 15.6 20.0 24.9 34.0 14.4 16.7 22.9 28.0
Old : 15.6 20.0 24.9 34.0 14.4 16.7 22.9 28.0
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 31, 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 : 244,496: 32,101 30,083 6,426 159,145 171,471 197,671 207,979: 46,824 36,516
Old : 244,496: 32,101 30,083 6,426 159,145 171,471 197,671 207,979: 46,824 36,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 8,041: 1,066 -3,657 3,765 11,975 15,191 16,806 15,299: -8,765 -7,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.3 2.6 65.1 70.1 80.8 85.1: 19.2 14.9
Old : 100.0: 13.1 12.3 2.6 65.1 70.1 80.8 85.1: 19.2 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 7 4 29 23 38 31:
Old : 47: 5 7 4 29 23 38 31:
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 : 31.1 50.7 46.6 67.7 29.2 46.0 44.3 62.3
Old : 31.1 50.7 46.6 67.7 29.2 46.0 44.3 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 10,118: 963 688 436 8,373 8,729 9,772 9,853: 346 265
Old : 10,118: 963 688 436 8,373 8,729 9,772 9,853: 346 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,088: 46 214 -100 -955 -1,107 -1,009 -993: -79 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.8 4.3 82.8 86.3 96.6 97.4: 3.4 2.6
Old : 100.0: 9.5 6.8 4.3 82.8 86.3 96.6 97.4: 3.4 2.6
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 : 37: 7 6 4 18 21 29 27:
Old : 37: 7 6 4 18 21 29 27:
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 : 62.4 64.7 76.3 78.4 14.8 16.7 22.1 22.8
Old : 62.4 64.7 76.3 78.4 14.8 16.7 22.1 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 234,433: 84,275 13,885 33,000 78,080 166,038 195,355 212,922: 39,078 21,511
Old : 6,161: 364 583 0 4,342 3,078 4,706 3,661: 1,455 2,500
Other: 228,272: 84,606 13,997 32,305 73,738 162,960 190,649 209,261: 37,623 19,011
: : :
: : Changes in Commitments from: August 24, 2010 :
: 5,854: 7,510 4,545 453 -142 1,962 7,821 6,960: -1,967 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.9 14.1 33.3 70.8 83.3 90.8: 16.7 9.2
Old : 100.0: 5.9 9.5 0.0 70.5 50.0 76.4 59.4: 23.6 40.6
Other: 100.0: 37.1 6.1 14.2 32.3 71.4 83.5 91.7: 16.5 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 88 29 53 60 58 178 120:
Old : 42: 4 7 0 13 19 17 26:
Other: 199: 88 31 51 57 55 174 116:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 44.6 18.8 56.9 9.4 39.6 17.1 47.2
Old : 51.9 25.8 70.6 40.6 51.9 25.8 70.1 40.6
Other: 10.9 45.6 19.3 57.8 9.6 41.3 17.6 49.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 20,133: 5,783 3,430 4,109 5,641 10,767 15,534 18,307: 4,599 1,826
Old : 20,130: 5,783 3,430 4,109 5,640 10,767 15,533 18,307: 4,597 1,823
Other: 3: 0 0 0 1 0 1 0: 2 3
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,436: 193 387 -144 -1,065 -1,464 -1,016 -1,220: -420 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 17.0 20.4 28.0 53.5 77.2 90.9: 22.8 9.1
Old : 100.0: 28.7 17.0 20.4 28.0 53.5 77.2 90.9: 22.8 9.1
Other: 100.0: 0.0 0.0 0.0 33.3 0.0 33.3 0.0: 66.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 48 16 18 24 22 86 48:
Old : 106: 48 16 18 24 22 86 48:
Other: 1: 0 0 0 1 0 1 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 : 21.4 30.7 31.7 47.9 21.4 30.4 28.9 47.6
Old : 21.4 30.7 31.7 47.9 21.4 30.4 28.9 47.6
Other: 33.3 0.0 33.3 0.0 33.3 0.0 33.3 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 31, 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 : 740,938: 144,147 152,545 28,852 448,333 442,032 621,332 623,430: 119,606 117,508
Old : 740,938: 144,147 152,545 28,852 448,333 442,032 621,332 623,430: 119,606 117,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -164,383: -35,739 -17,473 -69,393 -49,187 -65,488 -154,319 -152,354: -10,064 -12,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 20.6 3.9 60.5 59.7 83.9 84.1: 16.1 15.9
Old : 100.0: 19.5 20.6 3.9 60.5 59.7 83.9 84.1: 16.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 33 46 24 72 97 120 152:
Old : 201: 33 46 24 72 97 120 152:
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 : 21.4 18.2 32.3 26.5 16.8 16.5 26.5 23.8
Old : 21.4 18.2 32.3 26.5 16.8 16.5 26.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 2,460,535: 203,144 156,981 330,535 1,581,064 1,624,652 2,114,744 2,112,168: 345,791 348,367
Old : 2,460,535: 203,144 156,981 330,535 1,581,064 1,624,652 2,114,744 2,112,168: 345,791 348,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -440,685: -52,716 -10,020 -90,113 -290,760 -344,069 -433,589 -444,203: -7,096 3,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.4 13.4 64.3 66.0 85.9 85.8: 14.1 14.2
Old : 100.0: 8.3 6.4 13.4 64.3 66.0 85.9 85.8: 14.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 51 41 65 136 135 216 212:
Old : 254: 51 41 65 136 135 216 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 20.2 34.0 30.1 23.7 15.6 28.6 22.5
Old : 27.7 20.2 34.0 30.1 23.7 15.6 28.6 22.5
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 31, 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 : 1,109,994: 156,249 116,879 53,425 675,532 691,889 885,207 862,193: 224,788 247,801
Old : 1,109,994: 156,249 116,879 53,425 675,532 691,889 885,207 862,193: 224,788 247,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -200,162: -25,813 -7,141 -32,389 -131,784 -141,588 -189,987 -181,119: -10,175 -19,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.5 4.8 60.9 62.3 79.7 77.7: 20.3 22.3
Old : 100.0: 14.1 10.5 4.8 60.9 62.3 79.7 77.7: 20.3 22.3
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 : 157: 32 25 30 73 87 116 131:
Old : 157: 32 25 30 73 87 116 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 19.6 37.0 28.0 21.4 15.9 29.9 22.5
Old : 26.6 19.6 37.0 28.0 21.4 15.9 29.9 22.5
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 31, 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 : 1,307,899: 150,377 17,829 687,492 429,812 547,499 1,267,681 1,252,821: 40,218 55,078
Old : 1,307,899: 150,377 17,829 687,492 429,812 547,499 1,267,681 1,252,821: 40,218 55,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 13,166: 13,741 1,605 -4,489 10,374 18,782 19,626 15,897: -6,460 -2,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 1.4 52.6 32.9 41.9 96.9 95.8: 3.1 4.2
Old : 100.0: 11.5 1.4 52.6 32.9 41.9 96.9 95.8: 3.1 4.2
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 : 119: 38 17 43 59 55 111 101:
Old : 119: 38 17 43 59 55 111 101:
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 : 43.5 38.0 59.8 58.1 12.3 11.3 15.6 15.6
Old : 43.5 38.0 59.8 58.1 12.3 11.3 15.6 15.6
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 31, 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 : 43,975: 9,249 5,360 456 27,739 32,975 37,444 38,791: 6,531 5,184
Old : 43,975: 9,249 5,360 456 27,739 32,975 37,444 38,791: 6,531 5,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,447: -652 727 -128 102 -1,883 -678 -1,284: -768 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.2 1.0 63.1 75.0 85.1 88.2: 14.9 11.8
Old : 100.0: 21.0 12.2 1.0 63.1 75.0 85.1 88.2: 14.9 11.8
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 : 99: 32 13 11 31 33 67 53:
Old : 99: 32 13 11 31 33 67 53:
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 : 32.9 35.6 45.0 57.9 32.2 35.6 44.2 55.7
Old : 32.9 35.6 45.0 57.9 32.2 35.6 44.2 55.7
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 31, 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 : 87,950: 18,497 10,720 911 55,479 65,951 74,887 77,582: 13,062 10,368
Old : 87,950: 18,497 10,720 911 55,479 65,951 74,887 77,582: 13,062 10,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -2,894: -1,304 1,454 -257 204 -3,765 -1,357 -2,568: -1,537 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.2 1.0 63.1 75.0 85.1 88.2: 14.9 11.8
Old : 100.0: 21.0 12.2 1.0 63.1 75.0 85.1 88.2: 14.9 11.8
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 : 99: 32 13 11 31 33 67 53:
Old : 99: 32 13 11 31 33 67 53:
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 : 32.9 35.6 45.0 57.9 32.2 35.6 44.2 55.7
Old : 32.9 35.6 45.0 57.9 32.2 35.6 44.2 55.7
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 31, 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 : 14,715: 946 1,654 1,270 12,242 11,649 14,458 14,573: 257 142
Old : 14,715: 946 1,654 1,270 12,242 11,649 14,458 14,573: 257 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 1,946: -53 331 974 1,004 696 1,925 2,001: 21 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.2 8.6 83.2 79.2 98.3 99.0: 1.7 1.0
Old : 100.0: 6.4 11.2 8.6 83.2 79.2 98.3 99.0: 1.7 1.0
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 : 33: 4 7 1 9 17 14 24:
Old : 33: 4 7 1 9 17 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 : 77.2 59.0 93.2 81.3 55.5 39.2 65.5 54.6
Old : 77.2 59.0 93.2 81.3 55.5 39.2 65.5 54.6
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 31, 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 : 41,078: 2,054 4,050 250 38,492 36,632 40,796 40,932: 282 146
Old : 41,078: 2,054 4,050 250 38,492 36,632 40,796 40,932: 282 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -560: 166 -603 -90 -665 127 -589 -566: 29 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.9 0.6 93.7 89.2 99.3 99.6: 0.7 0.4
Old : 100.0: 5.0 9.9 0.6 93.7 89.2 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 1 5 19 10 21:
Old : 28: 4 2 1 5 19 10 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 : 95.0 69.8 98.9 89.1 90.7 69.2 94.2 86.6
Old : 95.0 69.8 98.9 89.1 90.7 69.2 94.2 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010