WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 26, 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 : 412,616: 122,691 102,576 51,211 208,661 208,739 382,563 362,526: 30,053 50,090
Old : 369,677: 110,087 94,614 38,053 193,269 193,695 341,409 326,362: 28,268 43,315
Other: 42,939: 14,470 9,828 11,292 15,392 15,044 41,154 36,164: 1,785 6,775
: : :
: : Changes in Commitments from: June 19, 2012 :
: -19,774: 5,516 -31,480 -7,950 -19,415 21,239 -21,849 -18,191: 2,075 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.9 12.4 50.6 50.6 92.7 87.9: 7.3 12.1
Old : 100.0: 29.8 25.6 10.3 52.3 52.4 92.4 88.3: 7.6 11.7
Other: 100.0: 33.7 22.9 26.3 35.8 35.0 95.8 84.2: 4.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 106 119 103 74 111 246 278:
Old : 350: 109 118 97 69 109 235 274:
Other: 134: 10 45 11 28 67 49 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 18.7 34.4 28.2 20.1 15.5 32.0 23.7
Old : 23.7 18.7 37.1 28.0 22.1 17.6 34.4 26.7
Other: 65.0 38.6 78.5 49.2 44.0 13.9 51.7 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 26, 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 : 1,057,772: 270,196 142,715 124,218 528,475 578,755 922,889 845,688: 134,883 212,084
Old : 431,935: 159,149 84,586 17,405 208,737 268,827 385,291 370,818: 46,644 61,117
Other: 625,837: 181,559 128,641 36,301 319,738 309,928 537,598 474,870: 88,239 150,967
: : :
: : Changes in Commitments from: June 19, 2012 :
: -59,743: -4,747 -26,864 -39,819 -19,333 24,603 -63,899 -42,080: 4,156 -17,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 13.5 11.7 50.0 54.7 87.2 79.9: 12.8 20.1
Old : 100.0: 36.8 19.6 4.0 48.3 62.2 89.2 85.9: 10.8 14.1
Other: 100.0: 29.0 20.6 5.8 51.1 49.5 85.9 75.9: 14.1 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 659: 159 145 181 224 295 487 535:
Old : 547: 130 105 59 174 238 338 374:
Other: 610: 140 137 105 145 266 343 461:
:----------------------------------------------------------------------------------------------------
: 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 12.6 24.2 19.5 13.7 8.7 23.5 13.9
Old : 19.9 25.2 30.3 32.3 19.8 24.4 30.2 30.7
Other: 16.0 10.9 28.7 17.4 15.9 10.2 28.1 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 26, 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 : 9,462: 2,214 1,393 15 5,366 6,488 7,595 7,896: 1,867 1,566
Old : 9,462: 2,214 1,393 15 5,366 6,488 7,595 7,896: 1,867 1,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -2,067: -376 -1,273 -167 -1,443 -274 -1,986 -1,714: -81 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 14.7 0.2 56.7 68.6 80.3 83.4: 19.7 16.6
Old : 100.0: 23.4 14.7 0.2 56.7 68.6 80.3 83.4: 19.7 16.6
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 : 40: 13 10 3 13 11 28 22:
Old : 40: 13 10 3 13 11 28 22:
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 : 32.7 59.0 57.1 72.8 30.6 58.3 51.8 70.8
Old : 32.7 59.0 57.1 72.8 30.6 58.3 51.8 70.8
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 26, 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 : 767,737: 286,931 49,449 127,108 275,815 502,784 689,854 679,341: 77,883 88,396
Old : 124,877: 72,172 8,823 3,267 36,242 95,929 111,681 108,019: 13,196 16,858
Other: 642,860: 241,159 67,026 97,441 239,573 406,855 578,173 571,322: 64,687 71,538
: : :
: : Changes in Commitments from: June 19, 2012 :
: -15,596: 3,935 94 -14,864 -9,654 44 -20,583 -14,726: 4,987 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 6.4 16.6 35.9 65.5 89.9 88.5: 10.1 11.5
Old : 100.0: 57.8 7.1 2.6 29.0 76.8 89.4 86.5: 10.6 13.5
Other: 100.0: 37.5 10.4 15.2 37.3 63.3 89.9 88.9: 10.1 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 230 98 185 172 205 492 429:
Old : 382: 124 57 34 96 151 236 230:
Other: 565: 206 124 164 141 198 436 412:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 22.7 17.4 33.1 8.7 18.6 15.1 27.2
Old : 29.2 31.5 44.7 43.7 28.9 30.8 42.3 42.4
Other: 10.7 23.7 18.9 32.1 10.2 19.8 17.1 27.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 26, 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 : 350,334: 66,896 96,417 54,800 195,260 164,990 316,956 316,207: 33,378 34,127
Old : 130,987: 32,920 40,339 9,020 77,077 67,587 119,017 116,946: 11,970 14,041
Other: 219,347: 51,494 73,596 28,262 118,183 97,403 197,939 199,261: 21,408 20,086
: : :
: : Changes in Commitments from: June 19, 2012 :
: -27,287: -17,101 -7,053 102 -10,759 -20,701 -27,758 -27,652: 471 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 27.5 15.6 55.7 47.1 90.5 90.3: 9.5 9.7
Old : 100.0: 25.1 30.8 6.9 58.8 51.6 90.9 89.3: 9.1 10.7
Other: 100.0: 23.5 33.6 12.9 53.9 44.4 90.2 90.8: 9.8 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 74 79 87 71 72 196 215:
Old : 201: 60 51 37 55 55 132 131:
Other: 231: 68 78 52 60 54 159 162:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 17.3 30.1 26.3 13.8 11.5 21.3 18.9
Old : 37.8 19.3 47.5 30.6 37.8 16.6 46.2 27.5
Other: 18.3 20.0 32.1 30.5 16.7 14.1 28.5 22.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 26, 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 : 633,327: 79,476 38,700 10,285 385,615 460,010 475,376 508,995: 157,951 124,332
Old : 633,327: 79,476 38,700 10,285 385,615 460,010 475,376 508,995: 157,951 124,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -16,231: -2,793 841 4,652 -24,525 -19,311 -22,666 -13,818: 6,435 -2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.1 1.6 60.9 72.6 75.1 80.4: 24.9 19.6
Old : 100.0: 12.5 6.1 1.6 60.9 72.6 75.1 80.4: 24.9 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 : 153: 32 21 10 68 73 104 100:
Old : 153: 32 21 10 68 73 104 100:
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 : 26.3 17.1 36.0 30.6 23.5 16.8 31.4 29.5
Old : 26.3 17.1 36.0 30.6 23.5 16.8 31.4 29.5
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 - Futures Only, June 26, 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 : 347,443: 45,758 24,038 428 234,655 273,613 280,841 298,079: 66,602 49,364
Old : 347,443: 45,758 24,038 428 234,655 273,613 280,841 298,079: 66,602 49,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,904: 714 2,515 -32 -1,979 3,948 -1,297 6,431: 3,201 -4,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 6.9 0.1 67.5 78.8 80.8 85.8: 19.2 14.2
Old : 100.0: 13.2 6.9 0.1 67.5 78.8 80.8 85.8: 19.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 7 6 4 36 41 45 49:
Old : 68: 7 6 4 36 41 45 49:
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 : 30.4 43.5 47.4 54.6 29.4 42.6 41.7 52.4
Old : 30.4 43.5 47.4 54.6 29.4 42.6 41.7 52.4
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 26, 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 : 10,558: 2,550 196 831 6,765 9,142 10,146 10,169: 412 389
Old : 10,558: 2,550 196 831 6,765 9,142 10,146 10,169: 412 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 249: 802 -9 -68 -461 310 273 233: -24 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 1.9 7.9 64.1 86.6 96.1 96.3: 3.9 3.7
Old : 100.0: 24.2 1.9 7.9 64.1 86.6 96.1 96.3: 3.9 3.7
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 : 37: 7 3 5 22 22 31 29:
Old : 37: 7 3 5 22 22 31 29:
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 : 49.2 55.2 65.0 72.5 25.7 31.6 34.9 37.3
Old : 49.2 55.2 65.0 72.5 25.7 31.6 34.9 37.3
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 26, 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 : 272,448: 101,145 8,908 37,683 84,701 196,683 223,529 243,274: 48,919 29,174
Old : 94,280: 41,224 3,284 4,852 30,627 71,850 76,703 79,986: 17,577 14,294
Other: 178,168: 77,015 22,718 15,737 54,074 124,833 146,826 163,288: 31,342 14,880
: : :
: : Changes in Commitments from: June 19, 2012 :
: 13,081: 567 -387 6,240 3,506 3,850 10,313 9,703: 2,768 3,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.3 13.8 31.1 72.2 82.0 89.3: 18.0 10.7
Old : 100.0: 43.7 3.5 5.1 32.5 76.2 81.4 84.8: 18.6 15.2
Other: 100.0: 43.2 12.8 8.8 30.4 70.1 82.4 91.6: 17.6 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 93 25 69 70 78 206 155:
Old : 175: 66 15 32 59 68 137 107:
Other: 204: 76 46 41 58 53 158 121:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 31.9 16.7 43.9 8.2 26.0 14.8 36.3
Old : 19.1 24.1 30.5 36.7 17.0 21.7 25.2 32.6
Other: 12.0 38.4 21.4 50.8 12.0 33.8 21.1 43.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 26, 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 : 14,908: 3,106 5,928 1,119 8,045 5,889 12,270 12,936: 2,638 1,972
Old : 3,698: 936 2,839 2 1,954 672 2,892 3,513: 806 185
Other: 11,210: 2,987 3,906 300 6,091 5,217 9,378 9,423: 1,832 1,787
: : :
: : Changes in Commitments from: June 19, 2012 :
: -1,143: -617 -636 -634 8 405 -1,243 -865: 100 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 39.8 7.5 54.0 39.5 82.3 86.8: 17.7 13.2
Old : 100.0: 25.3 76.8 0.1 52.8 18.2 78.2 95.0: 21.8 5.0
Other: 100.0: 26.6 34.8 2.7 54.3 46.5 83.7 84.1: 16.3 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 21 21 14 26 15 54 46:
Old : 34: 9 10 1 10 4 20 15:
Other: 66: 17 19 7 21 13 42 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 34.7 47.2 48.2 32.9 32.5 47.0 45.6
Old : 42.2 52.0 61.7 82.4 42.2 52.0 61.7 82.4
Other: 42.0 40.5 58.1 53.4 42.0 39.7 58.1 52.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 26, 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 : 884,142: 217,795 203,718 15,856 535,973 587,680 769,624 807,254: 114,518 76,888
Old : 884,142: 217,795 203,718 15,856 535,973 587,680 769,624 807,254: 114,518 76,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -28,009: -218 22,199 -4,003 -6,232 -44,440 -10,453 -26,244: -17,556 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 23.0 1.8 60.6 66.5 87.0 91.3: 13.0 8.7
Old : 100.0: 24.6 23.0 1.8 60.6 66.5 87.0 91.3: 13.0 8.7
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 : 219: 47 34 16 104 91 158 134:
Old : 219: 47 34 16 104 91 158 134:
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 : 17.0 35.1 28.0 46.8 14.3 31.0 22.4 41.1
Old : 17.0 35.1 28.0 46.8 14.3 31.0 22.4 41.1
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 26, 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 : 1,738,010: 220,292 275,931 33,519 1,186,379 1,128,946 1,440,190 1,438,396: 297,820 299,614
Old : 1,738,010: 220,292 275,931 33,519 1,186,379 1,128,946 1,440,190 1,438,396: 297,820 299,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -21,576: -52,932 -20,290 9,270 766 -16,947 -42,896 -27,967: 21,320 6,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.9 1.9 68.3 65.0 82.9 82.8: 17.1 17.2
Old : 100.0: 12.7 15.9 1.9 68.3 65.0 82.9 82.8: 17.1 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 : 238: 24 63 19 98 120 134 190:
Old : 238: 24 63 19 98 120 134 190:
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 : 33.1 20.6 43.4 29.1 30.6 18.4 39.9 26.2
Old : 33.1 20.6 43.4 29.1 30.6 18.4 39.9 26.2
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 26, 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 : 1,139,532: 186,790 139,729 4,876 740,200 749,043 931,866 893,648: 207,666 245,884
Old : 1,139,532: 186,790 139,729 4,876 740,200 749,043 931,866 893,648: 207,666 245,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 23,545: -2,659 -3,499 -898 39,555 17,325 35,998 12,928: -12,453 10,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.3 0.4 65.0 65.7 81.8 78.4: 18.2 21.6
Old : 100.0: 16.4 12.3 0.4 65.0 65.7 81.8 78.4: 18.2 21.6
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 : 180: 29 27 8 80 93 114 123:
Old : 180: 29 27 8 80 93 114 123:
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 : 20.5 20.3 33.6 29.6 18.0 18.8 30.9 27.7
Old : 20.5 20.3 33.6 29.6 18.0 18.8 30.9 27.7
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 26, 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 : 526,590: 31,994 66,361 80,447 388,837 333,384 501,278 480,192: 25,312 46,398
Old : 526,590: 31,994 66,361 80,447 388,837 333,384 501,278 480,192: 25,312 46,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 11,227: 9,075 -440 -2,402 2,357 16,252 9,030 13,410: 2,197 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.6 15.3 73.8 63.3 95.2 91.2: 4.8 8.8
Old : 100.0: 6.1 12.6 15.3 73.8 63.3 95.2 91.2: 4.8 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 : 98: 20 19 30 51 54 85 92:
Old : 98: 20 19 30 51 54 85 92:
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 : 42.5 25.4 52.1 40.9 32.3 18.1 36.9 28.1
Old : 42.5 25.4 52.1 40.9 32.3 18.1 36.9 28.1
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 26, 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 : 45,307: 17,650 5,002 61 20,591 36,190 38,302 41,252: 7,005 4,055
Old : 45,307: 17,650 5,002 61 20,591 36,190 38,302 41,252: 7,005 4,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 6,592: 7,866 -2,543 -98 -1,841 9,438 5,928 6,798: 664 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.0 0.1 45.4 79.9 84.5 91.0: 15.5 9.0
Old : 100.0: 39.0 11.0 0.1 45.4 79.9 84.5 91.0: 15.5 9.0
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 : 78: 23 8 4 26 25 50 36:
Old : 78: 23 8 4 26 25 50 36:
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 : 32.1 54.2 47.1 68.5 32.1 54.2 47.1 68.5
Old : 32.1 54.2 47.1 68.5 32.1 54.2 47.1 68.5
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 26, 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 : 90,613: 35,300 10,003 121 41,182 72,379 76,603 82,503: 14,010 8,110
Old : 90,613: 35,300 10,003 121 41,182 72,379 76,603 82,503: 14,010 8,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 13,183: 15,731 -5,086 -195 -3,681 18,876 11,855 13,595: 1,328 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.0 0.1 45.4 79.9 84.5 91.0: 15.5 9.0
Old : 100.0: 39.0 11.0 0.1 45.4 79.9 84.5 91.0: 15.5 9.0
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 : 78: 23 8 4 26 25 50 36:
Old : 78: 23 8 4 26 25 50 36:
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 : 32.1 54.2 47.1 68.5 32.1 54.2 47.1 68.5
Old : 32.1 54.2 47.1 68.5 32.1 54.2 47.1 68.5
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 26, 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 : 9,305: 1,520 3,093 50 7,474 6,112 9,044 9,255: 261 50
Old : 9,305: 1,520 3,093 50 7,474 6,112 9,044 9,255: 261 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -125: 10 845 5 -200 -958 -185 -108: 60 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 33.2 0.5 80.3 65.7 97.2 99.5: 2.8 0.5
Old : 100.0: 16.3 33.2 0.5 80.3 65.7 97.2 99.5: 2.8 0.5
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 : 28: 7 7 1 6 9 13 17:
Old : 28: 7 7 1 6 9 13 17:
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 : 78.5 77.2 92.9 90.2 78.5 77.1 92.9 90.2
Old : 78.5 77.2 92.9 90.2 78.5 77.1 92.9 90.2
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 26, 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 : 11,114: 1,800 3,787 0 8,989 7,270 10,789 11,057: 325 57
Old : 11,114: 1,800 3,787 0 8,989 7,270 10,789 11,057: 325 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,806: -260 2,138 0 2,028 -342 1,768 1,796: 38 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 34.1 0.0 80.9 65.4 97.1 99.5: 2.9 0.5
Old : 100.0: 16.2 34.1 0.0 80.9 65.4 97.1 99.5: 2.9 0.5
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 : 32: 9 7 0 3 14 12 21:
Old : 32: 9 7 0 3 14 12 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 : 91.2 63.5 95.4 79.8 91.2 63.5 95.4 79.8
Old : 91.2 63.5 95.4 79.8 91.2 63.5 95.4 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012