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
| Total | |||||||||
| TOTAL REPORTABLE POSITIONS | Open | ||||||||
| Commodity | Contract | Open Interest--Large Traders | Reporting | Interest | |||||
| and Exchange | Size | Long | %1 | %2 | Short | %1 | %2 | ||
| CHICAGO, KANSAS CITY, AND | |||||||||
| MINNEAPOLIS EXCHANGES | |||||||||
| Wheat (CBOT) | 5,000 Bu. | 465332 | 92.08 | 0.20 | 444547 | 87.97 | -0.63 | 437 | 505360 |
| Wheat (KCBT) | 5,000 Bu. | 178172 | 86.40 | -1.26 | 172123 | 83.46 | -0.95 | 206 | 206225 |
| Wheat (MGE) | 5,000 Bu. | 50363 | 80.77 | 3.90 | 47726 | 76.54 | 6.13 | 80 | 62357 |
| Corn (CBOT) | 5,000 Bu. | 1220237 | 90.54 | 0.85 | 1091197 | 80.96 | 0.83 | 854 | 1347806 |
| Oats (CBOT) | 5,000 Bu. | 8421 | 75.19 | 1.32 | 9848 | 87.94 | 2.22 | 40 | 11199 |
| Soybeans (CBOT) | 5,000 Bu. | 476078 | 90.78 | -0.01 | 443574 | 84.58 | -0.87 | 518 | 524449 |
| Soybeans (MACE) | 1,000 Bu. | 24030 | 90.79 | 0.33 | 7894 | 29.82 | -0.01 | 43 | 26469 |
| Soybean Oil (CBOT) | 60,000 Lbs. | 245270 | 88.30 | -11.47 | 257353 | 92.65 | -12.05 | 247 | 277783 |
| Soybean Meal (CBOT) | 100 Tons | 161824 | 80.78 | -2.10 | 180448 | 90.07 | -1.25 | 180 | 200331 |
| Rough Rice (CRCE) | 2,000 cwt. | 14718 | 75.66 | 4.39 | 17633 | 90.64 | 5.25 | 97 | 19453 |
| Lean Hogs (CME) | 40,000 Lb. | 197341 | 90.32 | 9.42 | 182938 | 83.73 | 9.03 | 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. | 317423 | 92.58 | 2.42 | 278968 | 81.37 | 1.55 | 426 | 342847 |
| Feeder Cattle (CME) | 50,000 Lb. | 30712 | 82.32 | 17.86 | 19556 | 52.42 | 17.86 | 140 | 37306 |
| Lumber (CME) | 80,000 Bd. Ft. | 7159 | 80.13 | -9.12 | 7342 | 82.18 | -9.22 | 74 | 8934 |
| T-Bonds (CBOT) | $100,000 F. Val. | 583208 | 78.41 | 7.50 | 610990 | 82.14 | 4.31 | 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. | 1731041 | 84.23 | 1.92 | 1735960 | 84.47 | 2.76 | 272 | 2055210 |
| 5-Yr. T-Notes (CBOT) | $100,000 F. Val. | 961407 | 81.72 | 8.00 | 929358 | 78.99 | 9.22 | 168 | 1176478 |
| 2-Yr. T-Notes (CBOT) | $200,000 F. Val. | 706433 | 84.91 | -0.69 | 707237 | 85.00 | -0.56 | 222 | 832020 |
| Eurodollars (IMM) | $1,000,000 F. Val. | 7005696 | 88.70 | 0.13 | 6970845 | 88.26 | 0.13 | 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 | 561505 | 92.97 | 1.57 | 549980 | 91.07 | 1.81 | 103 | 603936 |
| Canadian Dollar (IMM) | 100,000 C.D. | 59901 | 63.07 | 2.65 | 77159 | 81.24 | -2.74 | 65 | 94976 |
| Swiss Franc (IMM) | 125,000 S.F. | 41118 | 71.74 | 5.76 | 47685 | 83.20 | 7.35 | 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. | 115246 | 82.71 | -0.31 | 116080 | 83.31 | -2.08 | 85 | 139333 |
| Euro FX (IMM) | 125,000 Euro | 198619 | 80.92 | -0.61 | 195693 | 79.73 | -2.79 | 162 | 245448 |
| Japanese Yen (IMM) | 12,500,000 J.Y. | 108480 | 77.41 | -0.05 | 107386 | 76.63 | 0.47 | 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. | 96979 | 95.29 | -8.11 | 99655 | 97.92 | -9.48 | 92 | 101768 |
| DJIA (CBOT) | 10 x Index | 74833 | 83.88 | -8.53 | 78715 | 88.23 | -8.63 | 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 | 247712 | 76.76 | 1.00 | 271068 | 84.00 | 7.10 | 128 | 322706 |
| E-Mini S&P 500 (IMM) | 50 x 500 Index | 2728790 | 92.84 | 7.53 | 2702146 | 91.94 | 4.32 | 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 | 22021 | 96.37 | 38.06 | 24 | 22851 |
| GSCI (IMM) | GSCI x $250 | 13108 | 93.97 | 0.00 | 13218 | 94.76 | 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 | 24098 | 73.31 | 14.22 | 16567 | 50.40 | 10.08 | 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. | 22682 | 90.36 | -7.30 | 23189 | 92.38 | -8.75 | 99 | 25102 |
| Cocoa (CSCE) | 10 Metric Tons | 107247 | 93.64 | -0.42 | 106019 | 92.57 | -2.09 | 146 | 114529 |
| Coffee "C" (CSCE) | 37,500 Lb. | 136514 | 94.32 | -9.12 | 136957 | 94.63 | -10.17 | 338 | 144730 |
| Sugar No. 11 (CSCE) | 112,000 Lb. | 568448 | 87.72 | 3.92 | 597766 | 92.25 | 3.66 | 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. | 192686 | 90.55 | 2.54 | 204130 | 95.93 | 1.70 | 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. | 127502 | 91.15 | -0.25 | 122798 | 87.79 | -2.08 | 174 | 139877 |
| Gold (CEI) | 100 Troy Oz. | 494049 | 88.78 | 2.91 | 537158 | 96.53 | 2.23 | 337 | 556464 |
| Silver (CEI) | 5,000 Troy Oz. | 97010 | 78.12 | -4.54 | 113055 | 91.04 | -5.63 | 169 | 124185 |
| Platinum (NYME) | 50 Troy Oz. | 26474 | 87.52 | -1.61 | 28193 | 93.21 | -3.89 | 113 | 30248 |
| Eurotop 100 (CMX) | Index x $100 | 0 | 0.00 | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 |
| Palladium (NYME) | 100 Troy Oz. | 16937 | 87.40 | -0.67 | 18707 | 96.54 | -0.51 | 124 | 19378 |
| US$ Index (New) (NYCE) | 1000 x Index | 23609 | 81.47 | -14.87 | 26836 | 92.60 | -10.05 | 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. | 273077 | 88.25 | 4.38 | 275463 | 89.02 | 3.08 | 150 | 309435 |
| Natural Gas (NYME) | 10,000 mmbtus | 756833 | 91.34 | 0.07 | 788958 | 95.22 | -0.08 | 287 | 828565 |
| Crude Oil L/S (NYMEX) | 1,000 Bbl. | 1160527 | 93.08 | -2.02 | 1182332 | 94.83 | -1.16 | 327 | 1246784 |
| Unleaded Gas (NYMEX) | 42,000 Gal. | 236272 | 94.03 | 0.18 | 234285 | 93.24 | -1.06 | 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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