Released from Commodity Futures Trading Commission on August 27,
2010.
Reporting positions as of August 24, 2010
Copyright © Consensus, Inc., August 27, 2010
Reportable Positions Non-Commercial
Reportable Positions Commercial
Total Reportable Positions
Total Non-Reportable Positions
| REPORTABLE POSITIONS | Total | ||||||||
| COMMERCIAL | Open | ||||||||
| Commodity | Contract | Reporting | Interest | ||||||
| and Exchange | Size | Long | %1 | %2 | Short | %1 | %2 | ||
| CHICAGO, KANSAS CITY, AND | |||||||||
| MINNEAPOLIS EXCHANGES | |||||||||
| Wheat (CBOT) | 5,000 Bu. | 272236 | 53.87 | 0.19 | 288194 | 57.03 | 0.02 | 437 | 505360 |
| Wheat (KCBT) | 5,000 Bu. | 85695 | 41.55 | -4.94 | 147266 | 71.41 | 0.64 | 206 | 206225 |
| Wheat (MGE) | 5,000 Bu. | 25014 | 40.11 | 0.61 | 39016 | 62.57 | 1.87 | 80 | 62357 |
| Corn (CBOT) | 5,000 Bu. | 562815 | 41.76 | -0.91 | 791750 | 58.74 | 0.54 | 854 | 1347806 |
| Oats (CBOT) | 5,000 Bu. | 5780 | 51.61 | 6.56 | 9275 | 82.82 | 4.96 | 40 | 11199 |
| Soybeans (CBOT) | 5,000 Bu. | 236018 | 45.00 | 1.18 | 342888 | 65.38 | 0.74 | 518 | 524449 |
| Soybeans (MACE) | 1,000 Bu. | 9 | 0.03 | 80.00 | 5817 | 21.98 | 0.61 | 43 | 26469 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 128130 | 46.13 | -5.94 | 180855 | 65.11 | -10.14 | 247 | 277783 |
| Soybean Meal (CBOT) | 100 Tons | 70349 | 35.12 | 4.41 | 153654 | 76.70 | 0.09 | 180 | 200331 |
| Rough Rice (CRCE) | 2,000 cwt. | 6347 | 32.63 | -3.70 | 10910 | 56.08 | 5.81 | 97 | 19453 |
| Lean Hogs (CME) | 40,000 Lb. | 89531 | 40.98 | 3.46 | 107882 | 49.38 | 9.45 | 245 | 218479 |
| Pork Bellies (CME) | 40,000 Lb. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Live Cattle (CME) | 40,000 Lb. | 123489 | 36.02 | -1.47 | 186837 | 54.50 | 5.70 | 426 | 342847 |
| Feeder Cattle (CME) | 50,000 Lb. | 10503 | 28.15 | -3.33 | 7098 | 19.03 | 9.20 | 140 | 37306 |
| Lumber (CME) | 80,000 Bd. Ft. | 2791 | 31.24 | -9.94 | 2539 | 28.42 | 2.13 | 74 | 8934 |
| T-Bonds (CBOT) | $100,000 F. Val. | 472592 | 63.54 | 4.13 | 494603 | 66.49 | 1.89 | 175 | 743828 |
| T-Bonds (MACE) | $50,000 F. Val. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| 90-Day T-Bills (IMM) | $50,000 F. Val. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| 6.5-10 Yr. T-Notes (CBOT) | $100,000 F.V. | 1463528 | 71.21 | 0.97 | 1448527 | 70.48 | 4.01 | 272 | 2055210 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 756041 | 64.26 | 11.15 | 758267 | 64.45 | 8.18 | 168 | 1176478 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 486791 | 58.51 | -2.14 | 495210 | 59.52 | -1.94 | 222 | 832020 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 4580474 | 57.99 | -0.60 | 5330502 | 67.49 | 0.00 | 269 | 7898270 |
| 1-Mo. Libor Rate (IMM) | $3,000,000 F.V. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Municipal Bonds (CBOT) | 1000 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| 30-Day Fed Funds (CBOT) | $5,000,000 | 346443 | 57.36 | 0.32 | 469960 | 77.82 | -1.57 | 103 | 603936 |
| Canadian Dollar (IMM) | 100,000 C.D. | 33640 | 35.42 | 46.86 | 67045 | 70.59 | -8.66 | 65 | 94976 |
| Swiss Franc (IMM) | 125,000 S.F. | 20376 | 35.55 | -2.17 | 40811 | 71.20 | 7.06 | 43 | 57316 |
| Deutschemark (IMM) | 125,000 D.M. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Pound Sterling (IMM) | 62,500 P.S. | 86511 | 62.09 | 3.03 | 82980 | 59.56 | 0.60 | 85 | 139333 |
| Euro FX (IMM) | 125,000 Euro | 142830 | 58.19 | 4.06 | 118301 | 48.20 | -4.68 | 162 | 245448 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 44860 | 32.01 | -1.90 | 94835 | 67.68 | 0.83 | 95 | 140128 |
| Australian Dollar (IMM) | 100,000 A.S. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Mexican Peso (IMM) | 500,000 M.P. | 28483 | 27.99 | 16.97 | 90529 | 88.96 | -8.97 | 92 | 101768 |
| DJIA (CBOT) | 10 x Index | 54345 | 60.91 | 0.40 | 68736 | 77.05 | -10.63 | 98 | 89215 |
| S&P 400 (IMM) | 250 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| S&P 500 (IMM) | 250 x Index | 229960 | 71.26 | 3.18 | 206836 | 64.09 | 2.25 | 128 | 322706 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 2258024 | 76.83 | 5.61 | 2316087 | 78.80 | 3.36 | 483 | 2939121 |
| Mini Value Line Avg. (KCBT) | 100 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| NASDAQ-100 (IMM) | 100 x Index | 17366 | 76.00 | 62.18 | 18294 | 80.06 | 35.98 | 24 | 22851 |
| GSCI (IMM) | GSCI x $250 | 9742 | 69.84 | 0.00 | 8464 | 60.68 | 0.00 | 22 | 13949 |
| Natural Gas (KCBT) | 10,000 mmbtus | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Nikkei Stock Avg. (IMM) | Index x $5.00 | 17464 | 53.13 | 17.59 | 10951 | 33.31 | 7.74 | 59 | 32872 |
| Russel 2000 Index (CME) | Index x $500 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| NEW YORK EXCHANGES | |||||||||
| Frozen Conc. O.J. (NYCE) | 15,000 Lb. | 10742 | 42.79 | -1.61 | 18276 | 72.81 | -8.21 | 99 | 25102 |
| Cocoa (CSCE) | 10 Metric Tons | 61897 | 54.04 | 4.17 | 68761 | 60.04 | -6.38 | 146 | 114529 |
| Coffee "C" (CSCE) | 37,500 Lb. | 64785 | 44.76 | -6.22 | 104790 | 72.40 | -9.53 | 338 | 144730 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 332878 | 51.37 | 7.68 | 481489 | 74.30 | 4.23 | 221 | 648019 |
| Sugar No. 14 (CSCE) | 112,000 Lb. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Cotton No. 2 (NYCE) | 50,000 Lb. | 101068 | 47.49 | 1.97 | 160111 | 75.24 | 3.76 | 253 | 212799 |
| Euro/Yen Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Euro/Sfranc Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Euro/Pound Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Euro/S Krona Xrate (NYCE) | 100,000 Euro | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Copper No. 1 (COMEX) | 25,000 Lbs. | 72217 | 51.63 | 7.62 | 76927 | 55.00 | -2.83 | 174 | 139877 |
| Gold (CEI) | 100 Troy Oz. | 172529 | 31.00 | 0.11 | 436829 | 78.50 | 3.54 | 337 | 556464 |
| Silver (CEI) | 5,000 Troy Oz. | 31306 | 25.21 | -7.79 | 82158 | 66.16 | -6.31 | 169 | 124185 |
| Platinum (NYME) | 50 Troy Oz. | 7698 | 25.45 | 2.26 | 25677 | 84.89 | -4.45 | 113 | 30248 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 2995 | 15.46 | 22.90 | 16432 | 84.80 | -1.24 | 124 | 19378 |
| US$ Index (New) (NYCE) | 1000 x Index | 1690 | 5.83 | 11.77 | 20640 | 71.22 | -7.70 | 61 | 28979 |
| CRB Futures Index (NYFE) | 500 x Index | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Heating Oil No. 2 (NYMEX) | 42,000 Gal. | 211459 | 68.34 | 6.73 | 203891 | 65.89 | -1.34 | 150 | 309435 |
| Natural Gas (NYME) | 10,000 mmbtus | 361105 | 43.58 | 0.47 | 230034 | 27.76 | -0.86 | 287 | 828565 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 603247 | 48.38 | -3.27 | 652375 | 52.32 | -6.47 | 327 | 1246784 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 158303 | 63.00 | 3.53 | 172658 | 68.71 | -2.87 | 190 | 251276 |
| Propane Gas (NYMEX) | 42,000 Gal. | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
*–No trades in previous month or change in reporting tables.
%1–Percent of total open interest held.
%2–Percent change in commitment from previous reporting period.
R/N3–Ratio of total commitment (long and short) of reporting traders to non-reporting
traders.
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