WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 429,358: 111,725 125,350 59,725 229,964 191,706 401,414 376,781: 27,944 52,577
Old : 402,874: 104,076 123,084 51,016 221,488 181,484 376,580 355,584: 26,294 47,290
Other: 26,484: 9,796 4,413 6,562 8,476 10,222 24,834 21,197: 1,650 5,287
: : :
: : Changes in Commitments from: May 29, 2012 :
: -390: 1,110 15,367 -8,924 7,652 -12,632 -162 -6,189: -228 5,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 29.2 13.9 53.6 44.6 93.5 87.8: 6.5 12.2
Old : 100.0: 25.8 30.6 12.7 55.0 45.0 93.5 88.3: 6.5 11.7
Other: 100.0: 37.0 16.7 24.8 32.0 38.6 93.8 80.0: 6.2 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 99 133 116 81 105 250 292:
Old : 350: 103 129 109 80 102 246 281:
Other: 119: 13 36 8 26 57 45 97:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 14.5 35.9 23.7 19.7 11.6 32.1 19.1
Old : 24.4 14.8 37.4 23.8 20.7 12.3 33.7 20.4
Other: 61.4 41.9 74.2 51.0 36.9 17.7 46.1 23.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,178,388: 268,436 174,870 172,268 607,968 597,547 1,048,672 944,685: 129,716 233,703
Old : 641,815: 227,107 165,221 50,994 294,763 322,954 572,864 539,169: 68,951 102,646
Other: 536,573: 133,186 101,506 29,417 313,205 274,593 475,808 405,516: 60,765 131,057
: : :
: : Changes in Commitments from: May 29, 2012 :
: 5,102: 6,643 19,728 -2,786 -6,524 -11,018 -2,667 5,924: 7,769 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.8 14.6 51.6 50.7 89.0 80.2: 11.0 19.8
Old : 100.0: 35.4 25.7 7.9 45.9 50.3 89.3 84.0: 10.7 16.0
Other: 100.0: 24.8 18.9 5.5 58.4 51.2 88.7 75.6: 11.3 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 677: 163 162 206 199 280 470 565:
Old : 609: 166 134 115 149 244 358 454:
Other: 559: 106 139 85 134 246 301 422:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 12.9 24.1 20.0 13.4 9.1 22.3 14.4
Old : 15.4 18.5 25.8 28.8 15.4 18.2 25.8 25.9
Other: 19.1 15.9 32.5 21.8 18.9 14.8 31.4 20.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,639: 2,780 2,557 149 6,293 6,740 9,222 9,446: 2,417 2,193
Old : 11,639: 2,780 2,557 149 6,293 6,740 9,222 9,446: 2,417 2,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 894: 225 1,364 -1 575 -849 799 514: 95 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.0 1.3 54.1 57.9 79.2 81.2: 20.8 18.8
Old : 100.0: 23.9 22.0 1.3 54.1 57.9 79.2 81.2: 20.8 18.8
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 : 45: 18 10 3 16 11 34 24:
Old : 45: 18 10 3 16 11 34 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 : 29.1 56.4 47.7 70.1 27.7 52.6 40.5 61.6
Old : 29.1 56.4 47.7 70.1 27.7 52.6 40.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 762,748: 270,134 56,438 127,472 304,497 490,843 702,103 674,753: 60,645 87,995
Old : 274,746: 138,809 43,892 14,253 100,859 190,079 253,921 248,224: 20,825 26,522
Other: 488,002: 164,526 45,747 80,018 203,638 300,764 448,182 426,529: 39,820 61,473
: : :
: : Changes in Commitments from: May 29, 2012 :
: -11,235: -22,028 586 2,741 9,918 -11,258 -9,369 -7,931: -1,866 -3,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.4 16.7 39.9 64.4 92.0 88.5: 8.0 11.5
Old : 100.0: 50.5 16.0 5.2 36.7 69.2 92.4 90.3: 7.6 9.7
Other: 100.0: 33.7 9.4 16.4 41.7 61.6 91.8 87.4: 8.2 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 217 114 196 153 200 452 456:
Old : 485: 166 113 73 88 167 287 325:
Other: 482: 169 91 140 132 183 365 367:
:----------------------------------------------------------------------------------------------------
: 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 22.7 20.6 31.7 8.9 17.9 15.4 25.2
Old : 21.0 29.9 32.0 40.3 21.0 29.5 31.9 39.4
Other: 12.9 24.5 21.0 32.4 11.3 18.6 18.7 25.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 395,897: 73,039 95,597 67,026 222,548 194,258 362,613 356,881: 33,284 39,016
Old : 241,352: 69,388 99,553 18,638 135,042 94,703 223,068 212,894: 18,284 28,458
Other: 154,545: 34,684 27,077 17,355 87,506 99,555 139,545 143,987: 15,000 10,558
: : :
: : Changes in Commitments from: May 29, 2012 :
: -856: -5,287 4,277 -584 3,757 -6,073 -2,114 -2,380: 1,258 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.1 16.9 56.2 49.1 91.6 90.1: 8.4 9.9
Old : 100.0: 28.7 41.2 7.7 56.0 39.2 92.4 88.2: 7.6 11.8
Other: 100.0: 22.4 17.5 11.2 56.6 64.4 90.3 93.2: 9.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 76 81 114 77 67 227 232:
Old : 282: 90 83 70 69 63 189 200:
Other: 191: 54 53 49 57 44 140 128:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 18.0 32.0 26.7 15.2 11.5 22.4 18.7
Old : 28.4 13.4 37.5 23.7 28.0 13.1 36.7 22.3
Other: 23.7 38.3 37.9 51.4 19.7 28.5 31.7 39.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 705,472: 92,932 51,976 5,262 450,431 509,832 548,625 567,070: 156,847 138,402
Old : 705,472: 92,932 51,976 5,262 450,431 509,832 548,625 567,070: 156,847 138,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -84,648: -4,097 5,953 -8,979 -37,189 -63,386 -50,265 -66,412: -34,383 -18,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 7.4 0.7 63.8 72.3 77.8 80.4: 22.2 19.6
Old : 100.0: 13.2 7.4 0.7 63.8 72.3 77.8 80.4: 22.2 19.6
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 : 161: 33 27 11 78 74 119 104:
Old : 161: 33 27 11 78 74 119 104:
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 : 26.0 17.0 37.7 29.2 24.4 16.3 33.9 27.0
Old : 26.0 17.0 37.7 29.2 24.4 16.3 33.9 27.0
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 371,441: 42,707 13,944 7,396 257,138 295,527 307,241 316,867: 64,200 54,574
Old : 371,441: 42,707 13,944 7,396 257,138 295,527 307,241 316,867: 64,200 54,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -31,640: 51 -6,782 -2,020 -7,560 -4,271 -9,529 -13,073: -22,111 -18,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.8 2.0 69.2 79.6 82.7 85.3: 17.3 14.7
Old : 100.0: 11.5 3.8 2.0 69.2 79.6 82.7 85.3: 17.3 14.7
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 : 66: 7 5 4 41 39 49 47:
Old : 66: 7 5 4 41 39 49 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 : 27.5 43.5 43.7 55.8 26.2 41.0 37.6 51.6
Old : 27.5 43.5 43.7 55.8 26.2 41.0 37.6 51.6
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,717: 3,309 128 977 8,137 11,333 12,423 12,438: 294 279
Old : 12,717: 3,309 128 977 8,137 11,333 12,423 12,438: 294 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 303: 489 15 -181 15 543 323 377: -20 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 1.0 7.7 64.0 89.1 97.7 97.8: 2.3 2.2
Old : 100.0: 26.0 1.0 7.7 64.0 89.1 97.7 97.8: 2.3 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 : 41: 9 2 6 24 27 34 35:
Old : 41: 9 2 6 24 27 34 35:
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 : 54.2 57.9 68.7 72.6 25.7 25.8 32.9 33.5
Old : 54.2 57.9 68.7 72.6 25.7 25.8 32.9 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 237,205: 86,429 11,823 21,637 87,927 180,295 195,993 213,755: 41,212 23,450
Old : 138,447: 67,827 13,105 3,774 40,811 107,372 112,412 124,251: 26,035 14,196
Other: 98,758: 25,406 5,522 11,059 47,116 72,923 83,581 89,504: 15,177 9,254
: : :
: : Changes in Commitments from: May 29, 2012 :
: -12,681: -11,811 -591 1,332 -1,969 -14,743 -12,448 -14,002: -233 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 5.0 9.1 37.1 76.0 82.6 90.1: 17.4 9.9
Old : 100.0: 49.0 9.5 2.7 29.5 77.6 81.2 89.7: 18.8 10.3
Other: 100.0: 25.7 5.6 11.2 47.7 73.8 84.6 90.6: 15.4 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 94 23 50 74 72 184 134:
Old : 199: 84 26 28 59 66 152 111:
Other: 150: 46 23 31 61 47 122 90:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 34.2 19.3 48.3 9.1 31.7 15.5 42.9
Old : 13.9 38.7 22.8 50.7 12.6 37.5 20.9 49.4
Other: 17.1 33.2 28.4 51.4 14.8 30.3 23.3 43.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,635: 3,891 6,196 1,438 7,690 5,587 13,019 13,221: 2,616 2,414
Old : 8,829: 3,710 5,711 5 3,427 1,445 7,142 7,161: 1,687 1,668
Other: 6,806: 1,454 1,758 160 4,263 4,142 5,877 6,060: 929 746
: : :
: : Changes in Commitments from: May 29, 2012 :
: 1,369: -51 521 276 1,289 -86 1,514 711: -145 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 39.6 9.2 49.2 35.7 83.3 84.6: 16.7 15.4
Old : 100.0: 42.0 64.7 0.1 38.8 16.4 80.9 81.1: 19.1 18.9
Other: 100.0: 21.4 25.8 2.4 62.6 60.9 86.4 89.0: 13.6 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 24 24 19 21 14 56 55:
Old : 73: 28 23 1 15 7 44 30:
Other: 53: 12 19 6 13 12 29 34:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 34.7 44.0 48.2 31.5 32.0 43.2 45.4
Old : 25.8 38.7 40.0 60.3 25.8 38.6 40.0 60.3
Other: 50.2 48.9 67.3 64.8 50.2 47.5 66.4 63.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 974,385: 271,589 147,326 22,827 539,985 705,507 834,401 875,660: 139,984 98,725
Old : 974,385: 271,589 147,326 22,827 539,985 705,507 834,401 875,660: 139,984 98,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 25,826: -1,681 -46,503 4,098 13,926 74,608 16,343 32,203: 9,483 -6,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.1 2.3 55.4 72.4 85.6 89.9: 14.4 10.1
Old : 100.0: 27.9 15.1 2.3 55.4 72.4 85.6 89.9: 14.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 51 32 17 100 95 159 136:
Old : 222: 51 32 17 100 95 159 136:
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 : 18.1 36.2 29.0 46.8 15.5 32.7 23.3 40.9
Old : 18.1 36.2 29.0 46.8 15.5 32.7 23.3 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,875,549: 271,137 309,029 36,559 1,268,929 1,233,801 1,576,625 1,579,389: 298,924 296,160
Old : 1,875,549: 271,137 309,029 36,559 1,268,929 1,233,801 1,576,625 1,579,389: 298,924 296,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -272,217: 45,332 2,146 -57,342 -234,230 -175,868 -246,240 -231,064: -25,977 -41,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.5 1.9 67.7 65.8 84.1 84.2: 15.9 15.8
Old : 100.0: 14.5 16.5 1.9 67.7 65.8 84.1 84.2: 15.9 15.8
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 : 263: 35 66 23 103 140 152 215:
Old : 263: 35 66 23 103 140 152 215:
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 : 34.3 20.1 45.2 27.5 31.5 17.9 42.1 24.2
Old : 34.3 20.1 45.2 27.5 31.5 17.9 42.1 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,229,067: 362,710 144,014 12,625 605,827 829,747 981,162 986,386: 247,905 242,681
Old : 1,229,067: 362,710 144,014 12,625 605,827 829,747 981,162 986,386: 247,905 242,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -82,692: -34,514 19,148 -131 -46,370 -98,461 -81,015 -79,444: -1,677 -3,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 11.7 1.0 49.3 67.5 79.8 80.3: 20.2 19.7
Old : 100.0: 29.5 11.7 1.0 49.3 67.5 79.8 80.3: 20.2 19.7
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 : 186: 40 28 14 73 96 122 129:
Old : 186: 40 28 14 73 96 122 129:
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 : 22.9 17.5 34.4 26.5 21.6 16.1 31.5 24.7
Old : 22.9 17.5 34.4 26.5 21.6 16.1 31.5 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 494,175: 28,170 61,111 80,253 365,707 301,079 474,130 442,443: 20,045 51,732
Old : 494,175: 28,170 61,111 80,253 365,707 301,079 474,130 442,443: 20,045 51,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -45,682: -15,224 -29,863 1,442 -30,102 -17,551 -43,884 -45,972: -1,798 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 12.4 16.2 74.0 60.9 95.9 89.5: 4.1 10.5
Old : 100.0: 5.7 12.4 16.2 74.0 60.9 95.9 89.5: 4.1 10.5
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 : 87: 15 17 25 48 51 75 83:
Old : 87: 15 17 25 48 51 75 83:
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 : 42.9 24.1 53.4 40.7 32.2 16.7 36.8 25.4
Old : 42.9 24.1 53.4 40.7 32.2 16.7 36.8 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,252: 9,900 6,243 4,547 47,820 53,674 62,267 64,464: 9,986 7,789
Old : 72,252: 9,900 6,243 4,547 47,820 53,674 62,267 64,464: 9,986 7,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,519: -1,000 -1,094 86 4,404 4,501 3,490 3,493: 29 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 8.6 6.3 66.2 74.3 86.2 89.2: 13.8 10.8
Old : 100.0: 13.7 8.6 6.3 66.2 74.3 86.2 89.2: 13.8 10.8
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 : 95: 24 12 8 40 35 68 54:
Old : 95: 24 12 8 40 35 68 54:
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 : 29.2 36.3 42.8 50.6 17.2 23.3 24.8 34.1
Old : 29.2 36.3 42.8 50.6 17.2 23.3 24.8 34.1
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,486: 5,226 1,140 0 13,884 15,595 19,110 16,735: 1,376 3,751
Old : 20,486: 5,226 1,140 0 13,884 15,595 19,110 16,735: 1,376 3,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 2,985: -23 -9 0 3,038 2,972 3,015 2,963: -30 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.6 0.0 67.8 76.1 93.3 81.7: 6.7 18.3
Old : 100.0: 25.5 5.6 0.0 67.8 76.1 93.3 81.7: 6.7 18.3
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 : 22: 5 2 0 6 9 11 11:
Old : 22: 5 2 0 6 9 11 11:
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 : 63.2 58.2 86.9 77.1 63.2 58.2 86.9 77.1
Old : 63.2 58.2 86.9 77.1 63.2 58.2 86.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,532: 18,142 18,999 300 67,871 76,158 86,313 95,457: 17,219 8,075
Old : 103,532: 18,142 18,999 300 67,871 76,158 86,313 95,457: 17,219 8,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 1,067: -2,013 -2,230 231 2,731 3,058 949 1,059: 118 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.4 0.3 65.6 73.6 83.4 92.2: 16.6 7.8
Old : 100.0: 17.5 18.4 0.3 65.6 73.6 83.4 92.2: 16.6 7.8
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 : 93: 23 15 4 37 30 61 48:
Old : 93: 23 15 4 37 30 61 48:
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 : 32.8 40.3 46.3 58.0 32.8 40.1 46.3 57.5
Old : 32.8 40.3 46.3 58.0 32.8 40.1 46.3 57.5
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,978: 5,017 7,761 704 3,147 500 8,868 8,965: 110 13
Old : 8,978: 5,017 7,761 704 3,147 500 8,868 8,965: 110 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 971: 291 1,166 -197 857 0 951 969: 20 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 86.4 7.8 35.1 5.6 98.8 99.9: 1.2 0.1
Old : 100.0: 55.9 86.4 7.8 35.1 5.6 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 10 2 3 1 13 12:
Old : 23: 9 10 2 3 1 13 12:
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 : 56.1 72.0 86.0 92.7 56.1 67.7 84.8 87.1
Old : 56.1 72.0 86.0 92.7 56.1 67.7 84.8 87.1
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,713: 1,431 1,218 88 6,929 7,334 8,448 8,640: 265 73
Old : 8,713: 1,431 1,218 88 6,929 7,334 8,448 8,640: 265 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 284: -826 513 -129 1,263 -51 308 333: -24 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.0 1.0 79.5 84.2 97.0 99.2: 3.0 0.8
Old : 100.0: 16.4 14.0 1.0 79.5 84.2 97.0 99.2: 3.0 0.8
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 : 32: 8 7 2 7 11 16 19:
Old : 32: 8 7 2 7 11 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 : 77.3 73.4 90.7 85.6 77.3 73.3 90.3 84.9
Old : 77.3 73.4 90.7 85.6 77.3 73.3 90.3 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,076: 3,160 2,696 1,181 7,423 8,174 11,764 12,051: 312 25
Old : 12,076: 3,160 2,696 1,181 7,423 8,174 11,764 12,051: 312 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 2,436: 745 531 1,174 511 735 2,430 2,440: 6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 22.3 9.8 61.5 67.7 97.4 99.8: 2.6 0.2
Old : 100.0: 26.2 22.3 9.8 61.5 67.7 97.4 99.8: 2.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 6 1 4 15 17 21:
Old : 36: 12 6 1 4 15 17 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 : 77.0 66.9 91.6 85.0 73.6 57.1 83.2 75.2
Old : 77.0 66.9 91.6 85.0 73.6 57.1 83.2 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012