WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 526,288: 74,328 98,410 140,797 267,845 220,998 482,971 460,205: 43,317 66,082
Old : 457,392: 70,334 94,383 116,485 232,417 196,161 419,236 407,029: 38,156 50,363
Other: 68,896: 15,967 16,000 12,339 35,428 24,838 63,735 53,177: 5,161 15,720
: : :
: : Changes in Commitments from: July 19, 2011 :
: -9,484: -3,525 5,278 -7,802 3,406 -6,341 -7,921 -8,865: -1,563 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.7 26.8 50.9 42.0 91.8 87.4: 8.2 12.6
Old : 100.0: 15.4 20.6 25.5 50.8 42.9 91.7 89.0: 8.3 11.0
Other: 100.0: 23.2 23.2 17.9 51.4 36.1 92.5 77.2: 7.5 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 123 143 170 94 121 312 350:
Old : 401: 124 141 160 89 117 299 340:
Other: 183: 37 49 35 40 82 99 149:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 13.7 33.1 19.5 18.6 11.0 30.2 15.8
Old : 21.6 15.4 33.9 21.6 20.2 13.7 31.6 19.1
Other: 39.6 18.6 55.2 28.8 32.9 10.9 44.4 17.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,794,304: 361,024 82,981 519,508 727,339 913,310 1,607,870 1,515,799: 186,434 278,505
Old : 464,601: 102,659 43,755 107,066 211,010 262,258 420,735 413,079: 43,867 51,523
Other: 1,329,703: 297,781 78,643 373,026 516,328 651,052 1,187,136 1,102,720: 142,568 226,983
: : :
: : Changes in Commitments from: July 19, 2011 :
: -31,314: -2,146 -4,014 -20,153 -5,890 -12,979 -28,189 -37,147: -3,125 5,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.6 29.0 40.5 50.9 89.6 84.5: 10.4 15.5
Old : 100.0: 22.1 9.4 23.0 45.4 56.4 90.6 88.9: 9.4 11.1
Other: 100.0: 22.4 5.9 28.1 38.8 49.0 89.3 82.9: 10.7 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 857: 233 172 278 291 406 655 737:
Old : 660: 156 121 132 168 311 375 513:
Other: 820: 205 179 233 261 389 593 680:
:----------------------------------------------------------------------------------------------------
: 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 11.2 21.8 16.7 10.5 6.9 15.1 9.8
Old : 21.2 21.9 31.8 29.7 21.1 20.8 30.5 26.7
Other: 13.9 9.6 21.4 15.1 8.8 5.9 14.2 8.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,204: 2,873 786 2,173 6,388 9,839 11,434 12,798: 2,770 1,406
Old : 14,075: 2,863 787 2,127 6,316 9,756 11,305 12,670: 2,770 1,405
Other: 129: 11 0 45 73 83 129 128: 0 1
: : :
: : Changes in Commitments from: July 19, 2011 :
: -122: 125 29 190 -529 -444 -214 -225: 92 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.5 15.3 45.0 69.3 80.5 90.1: 19.5 9.9
Old : 100.0: 20.3 5.6 15.1 44.9 69.3 80.3 90.0: 19.7 10.0
Other: 100.0: 8.8 0.0 34.7 56.4 64.5 100.0 99.2: 0.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 4 6 13 12 32 22:
Old : 40: 17 6 6 13 12 32 22:
Other: 5: 2 0 2 2 2 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 55.5 51.3 75.5 26.3 45.9 38.4 60.7
Old : 32.8 55.3 50.9 75.3 26.4 46.2 38.6 61.0
Other: 100.0 99.2 100.0 99.2 30.6 29.8 30.6 29.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 726,297: 166,495 48,717 203,511 291,201 392,082 661,207 644,309: 65,090 81,988
Old : 25,958: 7,292 863 1 12,431 18,898 19,724 19,762: 6,234 6,196
Other: 700,339: 165,446 54,097 197,267 278,770 373,184 641,483 624,547: 58,856 75,792
: : :
: : Changes in Commitments from: July 19, 2011 :
: -30,174: 7,233 165 -25,632 -13,124 -6,479 -31,523 -31,946: 1,348 1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 6.7 28.0 40.1 54.0 91.0 88.7: 9.0 11.3
Old : 100.0: 28.1 3.3 0.0 47.9 72.8 76.0 76.1: 24.0 23.9
Other: 100.0: 23.6 7.7 28.2 39.8 53.3 91.6 89.2: 8.4 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 196 145 212 134 203 440 468:
Old : 214: 42 31 1 56 95 98 127:
Other: 573: 188 164 199 117 203 410 468:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 16.5 22.3 24.8 12.3 12.9 17.5 18.0
Old : 32.1 26.1 40.5 39.4 32.0 26.1 39.9 39.4
Other: 13.9 16.4 22.4 24.9 12.8 12.6 18.1 17.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 23,871: 20,835 2,335 96 0 5,510 20,931 7,941: 2,940 15,930
Old : 790: 611 300 0 0 101 611 401: 179 389
Other: 23,081: 20,229 2,040 91 0 5,409 20,320 7,540: 2,761 15,541
: : :
: : Changes in Commitments from: July 19, 2011 :
: 268: 295 480 -22 -3 6 270 464: -2 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 9.8 0.4 0.0 23.1 87.7 33.3: 12.3 66.7
Old : 100.0: 77.3 38.0 0.0 0.0 12.8 77.3 50.8: 22.7 49.2
Other: 100.0: 87.6 8.8 0.4 0.0 23.4 88.0 32.7: 12.0 67.3
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 8 4 0 14 18 26:
Old : 20: 9 4 0 0 7 9 11:
Other: 39: 18 7 3 0 14 18 24:
:----------------------------------------------------------------------------------------------------
: 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 : 55.7 13.4 72.4 20.1 55.7 13.4 72.4 20.1
Old : 62.0 48.0 77.1 50.1 62.0 48.0 77.1 50.1
Other: 56.5 13.6 72.3 20.4 56.5 13.6 72.3 20.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 320,975: 68,166 42,822 55,713 165,267 196,619 289,146 295,154: 31,829 25,820
Old : 71,371: 11,376 14,209 7,283 44,454 41,518 63,112 63,010: 8,259 8,361
Other: 249,604: 63,943 35,766 41,277 120,813 155,101 226,034 232,144: 23,570 17,459
: : :
: : Changes in Commitments from: July 19, 2011 :
: -23,315: -6,286 2,568 -5,893 -7,247 -20,600 -19,426 -23,925: -3,889 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.3 17.4 51.5 61.3 90.1 92.0: 9.9 8.0
Old : 100.0: 15.9 19.9 10.2 62.3 58.2 88.4 88.3: 11.6 11.7
Other: 100.0: 25.6 14.3 16.5 48.4 62.1 90.6 93.0: 9.4 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 69 69 73 68 72 187 180:
Old : 149: 45 33 34 52 56 112 109:
Other: 221: 67 70 60 61 66 169 159:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 31.4 25.5 42.2 11.9 23.5 19.3 31.8
Old : 28.8 20.1 39.0 32.4 25.2 17.1 33.5 26.5
Other: 15.4 36.1 25.8 47.5 14.2 31.7 23.5 41.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 729,747: 71,391 130,077 54,721 438,519 409,340 564,631 594,137: 165,115 135,609
Old : 729,747: 71,391 130,077 54,721 438,519 409,340 564,631 594,137: 165,115 135,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -27,613: -5,481 -3,240 -13,791 -16,062 -28 -35,333 -17,058: 7,720 -10,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 17.8 7.5 60.1 56.1 77.4 81.4: 22.6 18.6
Old : 100.0: 9.8 17.8 7.5 60.1 56.1 77.4 81.4: 22.6 18.6
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 : 168: 27 38 41 83 87 134 142:
Old : 168: 27 38 41 83 87 134 142:
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 : 20.9 16.4 29.9 24.8 19.6 14.5 26.8 22.5
Old : 20.9 16.4 29.9 24.8 19.6 14.5 26.8 22.5
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, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 387,169: 58,496 64,586 3,694 266,290 276,183 328,480 344,464: 58,689 42,706
Old : 387,169: 58,496 64,586 3,694 266,290 276,183 328,480 344,464: 58,689 42,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 6,341: 1,129 1,228 131 9,160 3,101 10,420 4,459: -4,079 1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.7 1.0 68.8 71.3 84.8 89.0: 15.2 11.0
Old : 100.0: 15.1 16.7 1.0 68.8 71.3 84.8 89.0: 15.2 11.0
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 : 76: 7 11 6 42 35 54 47:
Old : 76: 7 11 6 42 35 54 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 : 27.8 46.4 45.9 61.3 24.1 46.3 41.3 59.6
Old : 27.8 46.4 45.9 61.3 24.1 46.3 41.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,614: 851 1,235 363 7,927 7,691 9,141 9,289: 473 325
Old : 9,614: 851 1,235 363 7,927 7,691 9,141 9,289: 473 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 759: 35 0 -10 785 783 810 773: -51 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.8 3.8 82.5 80.0 95.1 96.6: 4.9 3.4
Old : 100.0: 8.9 12.8 3.8 82.5 80.0 95.1 96.6: 4.9 3.4
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 : 43: 8 5 5 22 27 33 34:
Old : 43: 8 5 5 22 27 33 34:
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 : 50.8 40.2 66.5 65.2 28.9 28.6 40.0 37.9
Old : 50.8 40.2 66.5 65.2 28.9 28.6 40.0 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 208,687: 49,750 17,285 38,642 76,382 125,539 164,774 181,466: 43,913 27,221
Old : 58,065: 12,478 4,441 7,769 24,396 35,923 44,644 48,134: 13,421 9,931
Other: 150,622: 42,783 18,355 25,362 51,986 89,616 120,130 133,332: 30,492 17,290
: : :
: : Changes in Commitments from: July 19, 2011 :
: 6,235: 4,813 -4,171 -9 -2,202 9,662 2,602 5,482: 3,633 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 8.3 18.5 36.6 60.2 79.0 87.0: 21.0 13.0
Old : 100.0: 21.5 7.6 13.4 42.0 61.9 76.9 82.9: 23.1 17.1
Other: 100.0: 28.4 12.2 16.8 34.5 59.5 79.8 88.5: 20.2 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 67 29 60 61 63 162 135:
Old : 132: 36 17 37 54 50 108 96:
Other: 168: 59 38 37 54 54 135 109:
:----------------------------------------------------------------------------------------------------
: 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 32.1 20.0 44.3 8.4 25.0 14.4 32.5
Old : 18.7 30.1 28.4 41.4 17.6 26.3 26.3 37.2
Other: 13.8 34.7 23.3 49.2 10.2 25.9 17.2 34.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,277: 4,857 2,076 2,090 7,562 13,773 14,509 17,940: 4,768 1,337
Old : 19,277: 4,857 2,076 2,090 7,562 13,773 14,509 17,940: 4,768 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 354: 283 79 -129 27 555 181 506: 173 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 10.8 10.8 39.2 71.5 75.3 93.1: 24.7 6.9
Old : 100.0: 25.2 10.8 10.8 39.2 71.5 75.3 93.1: 24.7 6.9
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 : 89: 38 17 17 25 19 74 43:
Old : 89: 38 17 17 25 19 74 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 46.9 35.9 60.8 24.9 46.4 35.8 60.3
Old : 24.9 46.9 35.9 60.8 24.9 46.4 35.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,075,726: 222,789 200,037 45,845 703,005 684,477 971,640 930,359: 104,087 145,367
Old : 1,075,726: 222,789 200,037 45,845 703,005 684,477 971,640 930,359: 104,087 145,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 3,598: 8,699 4,668 -2,248 1,864 8,501 8,316 10,922: -4,718 -7,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 18.6 4.3 65.4 63.6 90.3 86.5: 9.7 13.5
Old : 100.0: 20.7 18.6 4.3 65.4 63.6 90.3 86.5: 9.7 13.5
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 : 282: 47 69 34 96 133 167 212:
Old : 282: 47 69 34 96 133 167 212:
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 : 28.2 12.5 41.6 22.4 26.7 10.8 38.1 19.0
Old : 28.2 12.5 41.6 22.4 26.7 10.8 38.1 19.0
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, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,277,464: 277,876 264,289 201,720 1,476,099 1,452,755 1,955,694 1,918,764: 321,770 358,700
Old : 2,277,464: 277,876 264,289 201,720 1,476,099 1,452,755 1,955,694 1,918,764: 321,770 358,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -154,292: -29,597 -20,302 -62,588 -61,755 -73,443 -153,939 -156,333: -352 2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.6 8.9 64.8 63.8 85.9 84.3: 14.1 15.7
Old : 100.0: 12.2 11.6 8.9 64.8 63.8 85.9 84.3: 14.1 15.7
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 : 285: 53 48 58 143 171 223 250:
Old : 285: 53 48 58 143 171 223 250:
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 : 22.2 18.2 29.9 26.7 21.5 15.6 28.3 21.5
Old : 22.2 18.2 29.9 26.7 21.5 15.6 28.3 21.5
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, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,670,275: 360,220 162,968 92,164 991,293 1,127,436 1,443,677 1,382,568: 226,598 287,707
Old : 1,670,275: 360,220 162,968 92,164 991,293 1,127,436 1,443,677 1,382,568: 226,598 287,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -119,310: -50,066 -7,992 -54,880 -9,075 -68,570 -114,021 -131,442: -5,289 12,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 9.8 5.5 59.3 67.5 86.4 82.8: 13.6 17.2
Old : 100.0: 21.6 9.8 5.5 59.3 67.5 86.4 82.8: 13.6 17.2
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 : 211: 38 39 35 87 114 141 172:
Old : 211: 38 39 35 87 114 141 172:
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 : 35.2 20.5 45.3 30.7 33.3 18.7 41.9 26.3
Old : 35.2 20.5 45.3 30.7 33.3 18.7 41.9 26.3
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 with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,136,073: 70,941 80,198 354,170 657,916 645,471 1,083,027 1,079,839: 53,046 56,234
Old : 1,136,073: 70,941 80,198 354,170 657,916 645,471 1,083,027 1,079,839: 53,046 56,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 54,808: -7,089 2,764 13,279 45,876 38,731 52,066 54,774: 2,742 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.1 31.2 57.9 56.8 95.3 95.1: 4.7 4.9
Old : 100.0: 6.2 7.1 31.2 57.9 56.8 95.3 95.1: 4.7 4.9
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 : 150: 26 36 46 69 79 122 139:
Old : 150: 26 36 46 69 79 122 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 23.3 48.4 36.3 21.3 11.5 24.7 16.7
Old : 33.9 23.3 48.4 36.3 21.3 11.5 24.7 16.7
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 with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 76,086: 19,218 2,436 4,905 43,525 63,727 67,648 71,068: 8,438 5,018
Old : 76,086: 19,218 2,436 4,905 43,525 63,727 67,648 71,068: 8,438 5,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -1,760: -5,681 188 438 3,645 -1,937 -1,598 -1,312: -162 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.2 6.4 57.2 83.8 88.9 93.4: 11.1 6.6
Old : 100.0: 25.3 3.2 6.4 57.2 83.8 88.9 93.4: 11.1 6.6
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 : 95: 26 9 9 44 28 74 44:
Old : 95: 26 9 9 44 28 74 44:
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 : 26.2 47.1 41.1 64.3 24.9 41.8 36.9 56.9
Old : 26.2 47.1 41.1 64.3 24.9 41.8 36.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 17,805: 4,680 756 32 11,255 15,448 15,967 16,236: 1,838 1,568
Old : 17,805: 4,680 756 32 11,255 15,448 15,967 16,236: 1,838 1,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,055: 52 -2 0 1,999 2,014 2,051 2,012: 4 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 4.2 0.2 63.2 86.8 89.7 91.2: 10.3 8.8
Old : 100.0: 26.3 4.2 0.2 63.2 86.8 89.7 91.2: 10.3 8.8
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 : 22: 5 2 2 8 7 14 10:
Old : 22: 5 2 2 8 7 14 10:
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 : 53.1 79.5 74.5 89.7 53.1 79.5 74.5 89.6
Old : 53.1 79.5 74.5 89.7 53.1 79.5 74.5 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 116,563: 37,307 11,590 1,515 64,539 96,558 103,362 109,663: 13,201 6,900
Old : 116,563: 37,307 11,590 1,515 64,539 96,558 103,362 109,663: 13,201 6,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -7,630: -10,929 918 337 3,293 -7,903 -7,299 -6,648: -332 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 9.9 1.3 55.4 82.8 88.7 94.1: 11.3 5.9
Old : 100.0: 32.0 9.9 1.3 55.4 82.8 88.7 94.1: 11.3 5.9
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 : 91: 25 10 7 40 25 67 40:
Old : 91: 25 10 7 40 25 67 40:
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 : 31.7 48.4 47.3 65.4 31.7 48.3 47.3 65.2
Old : 31.7 48.4 47.3 65.4 31.7 48.3 47.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,286: 3,070 1,851 486 1,985 3,813 5,541 6,150: 745 136
Old : 6,286: 3,070 1,851 486 1,985 3,813 5,541 6,150: 745 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -481: -576 -470 0 74 0 -502 -470: 21 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 29.4 7.7 31.6 60.7 88.1 97.8: 11.9 2.2
Old : 100.0: 48.8 29.4 7.7 31.6 60.7 88.1 97.8: 11.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 1 3 1 15 6:
Old : 20: 11 5 1 3 1 15 6:
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 : 56.5 88.0 77.9 97.8 56.5 80.3 72.5 90.1
Old : 56.5 88.0 77.9 97.8 56.5 80.3 72.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,655: 1,460 744 17 11,834 12,838 13,311 13,599: 344 56
Old : 13,655: 1,460 744 17 11,834 12,838 13,311 13,599: 344 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -525: -720 15 0 191 -540 -529 -525: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.4 0.1 86.7 94.0 97.5 99.6: 2.5 0.4
Old : 100.0: 10.7 5.4 0.1 86.7 94.0 97.5 99.6: 2.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 5 1 8 13 16 19:
Old : 32: 8 5 1 8 13 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 82.9 92.7 94.2 76.3 82.9 92.6 94.1
Old : 76.3 82.9 92.7 94.2 76.3 82.9 92.6 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 24,661: 5,211 1,509 21 19,150 23,066 24,382 24,596: 279 65
Old : 24,661: 5,211 1,509 21 19,150 23,066 24,382 24,596: 279 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 216: 175 -51 18 15 256 208 223: 8 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.1 0.1 77.7 93.5 98.9 99.7: 1.1 0.3
Old : 100.0: 21.1 6.1 0.1 77.7 93.5 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 5 1 8 14 18 19:
Old : 35: 9 5 1 8 14 18 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 : 85.7 70.2 95.1 88.8 85.7 70.2 95.1 88.8
Old : 85.7 70.2 95.1 88.8 85.7 70.2 95.1 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011