WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 3, 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 : 423,551: 124,942 98,847 62,357 204,961 213,493 392,260 374,697: 31,291 48,854
Old : 371,467: 113,948 93,073 42,152 186,449 195,895 342,549 331,120: 28,918 40,347
Other: 52,084: 16,255 11,035 14,944 18,512 17,598 49,711 43,577: 2,373 8,507
: : :
: : Changes in Commitments from: June 26, 2012 :
: 10,935: 2,251 -3,729 11,146 -3,700 4,754 9,697 12,171: 1,238 -1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 23.3 14.7 48.4 50.4 92.6 88.5: 7.4 11.5
Old : 100.0: 30.7 25.1 11.3 50.2 52.7 92.2 89.1: 7.8 10.9
Other: 100.0: 31.2 21.2 28.7 35.5 33.8 95.4 83.7: 4.6 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 118 113 102 70 112 254 277:
Old : 365: 120 115 94 65 111 244 271:
Other: 148: 16 48 14 30 72 58 125:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 18.1 33.4 26.6 20.1 14.8 31.6 22.5
Old : 23.5 18.2 36.4 27.0 22.5 17.2 34.4 25.9
Other: 58.9 36.3 74.6 45.3 36.9 10.8 45.2 16.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 3, 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 : 1,036,438: 291,962 109,381 104,051 507,058 623,106 903,071 836,538: 133,367 199,900
Old : 381,128: 151,394 71,052 8,473 186,826 258,089 346,693 337,614: 34,435 43,514
Other: 655,310: 198,928 96,689 37,218 320,232 365,017 556,378 498,924: 98,932 156,386
: : :
: : Changes in Commitments from: June 26, 2012 :
: -21,334: 21,766 -33,334 -20,167 -21,417 44,351 -19,818 -9,150: -1,516 -12,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.6 10.0 48.9 60.1 87.1 80.7: 12.9 19.3
Old : 100.0: 39.7 18.6 2.2 49.0 67.7 91.0 88.6: 9.0 11.4
Other: 100.0: 30.4 14.8 5.7 48.9 55.7 84.9 76.1: 15.1 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 179 129 153 193 322 461 533:
Old : 548: 133 88 31 130 247 277 354:
Other: 641: 153 128 101 143 302 357 479:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 13.0 23.6 21.0 13.8 9.2 23.2 14.8
Old : 22.0 27.8 34.2 36.7 22.0 27.2 34.1 35.4
Other: 15.0 11.2 27.0 17.1 14.4 10.1 25.8 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 3, 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 : 8,978: 2,622 333 15 4,663 7,526 7,300 7,874: 1,678 1,104
Old : 8,978: 2,622 333 15 4,663 7,526 7,300 7,874: 1,678 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -484: 408 -1,060 0 -703 1,038 -295 -22: -189 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 3.7 0.2 51.9 83.8 81.3 87.7: 18.7 12.3
Old : 100.0: 29.2 3.7 0.2 51.9 83.8 81.3 87.7: 18.7 12.3
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 : 38: 14 6 2 14 12 30 18:
Old : 38: 14 6 2 14 12 30 18:
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 : 34.5 69.9 54.8 81.2 31.8 69.0 50.9 78.4
Old : 34.5 69.9 54.8 81.2 31.8 69.0 50.9 78.4
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, July 3, 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 : 775,157: 310,255 49,822 124,047 267,694 518,107 701,996 691,976: 73,161 83,181
Old : 99,768: 63,623 9,504 1,611 25,439 77,473 90,673 88,588: 9,095 11,180
Other: 675,389: 271,806 65,492 97,262 242,255 440,634 611,323 603,388: 64,066 72,001
: : :
: : Changes in Commitments from: June 26, 2012 :
: 7,420: 23,324 373 -3,061 -8,121 15,323 12,142 12,635: -4,722 -5,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.4 16.0 34.5 66.8 90.6 89.3: 9.4 10.7
Old : 100.0: 63.8 9.5 1.6 25.5 77.7 90.9 88.8: 9.1 11.2
Other: 100.0: 40.2 9.7 14.4 35.9 65.2 90.5 89.3: 9.5 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 258 93 184 167 211 500 440:
Old : 344: 103 51 9 77 140 184 197:
Other: 589: 231 119 165 143 202 453 423:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 23.3 17.2 33.6 8.7 19.0 15.1 28.3
Old : 34.3 26.5 51.6 37.9 34.3 26.3 49.4 37.0
Other: 10.2 24.7 18.0 33.4 9.8 21.4 16.5 29.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 3, 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 : 337,964: 65,848 88,483 54,168 185,672 165,303 305,688 307,954: 32,276 30,010
Old : 114,464: 24,670 27,520 10,501 69,370 64,362 104,541 102,383: 9,923 12,081
Other: 223,500: 52,397 72,182 32,448 116,302 100,941 201,147 205,571: 22,353 17,929
: : :
: : Changes in Commitments from: June 26, 2012 :
: -12,370: -1,048 -7,934 -632 -9,588 313 -11,268 -8,253: -1,102 -4,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 26.2 16.0 54.9 48.9 90.4 91.1: 9.6 8.9
Old : 100.0: 21.6 24.0 9.2 60.6 56.2 91.3 89.4: 8.7 10.6
Other: 100.0: 23.4 32.3 14.5 52.0 45.2 90.0 92.0: 10.0 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 74 83 84 70 70 192 205:
Old : 186: 52 44 32 51 59 120 121:
Other: 233: 69 75 54 62 55 161 163:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 19.2 31.3 29.5 13.4 13.1 21.7 21.1
Old : 37.3 23.2 46.8 36.5 34.6 20.4 42.9 32.2
Other: 18.5 20.9 31.8 31.3 16.6 15.7 28.4 24.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 3, 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 : 626,502: 80,916 40,989 8,253 379,605 455,800 468,774 505,042: 157,728 121,460
Old : 626,502: 80,916 40,989 8,253 379,605 455,800 468,774 505,042: 157,728 121,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,825: 1,440 2,289 -2,032 -6,010 -4,210 -6,602 -3,953: -223 -2,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.5 1.3 60.6 72.8 74.8 80.6: 25.2 19.4
Old : 100.0: 12.9 6.5 1.3 60.6 72.8 74.8 80.6: 25.2 19.4
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 : 160: 35 19 9 69 78 107 103:
Old : 160: 35 19 9 69 78 107 103:
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 : 25.4 17.6 34.4 31.2 21.9 17.2 29.0 29.9
Old : 25.4 17.6 34.4 31.2 21.9 17.2 29.0 29.9
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, July 3, 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 : 347,164: 46,504 21,946 426 236,398 278,383 283,328 300,755: 63,836 46,409
Old : 347,164: 46,504 21,946 426 236,398 278,383 283,328 300,755: 63,836 46,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -279: 746 -2,092 -2 1,743 4,770 2,487 2,676: -2,766 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.3 0.1 68.1 80.2 81.6 86.6: 18.4 13.4
Old : 100.0: 13.4 6.3 0.1 68.1 80.2 81.6 86.6: 18.4 13.4
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 : 70: 7 6 5 34 43 44 51:
Old : 70: 7 6 5 34 43 44 51:
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 : 31.9 43.7 48.8 55.0 31.2 42.4 43.4 52.5
Old : 31.9 43.7 48.8 55.0 31.2 42.4 43.4 52.5
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, July 3, 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 : 11,066: 1,183 124 1,481 7,898 9,164 10,562 10,769: 504 297
Old : 11,066: 1,183 124 1,481 7,898 9,164 10,562 10,769: 504 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 508: -1,367 -72 650 1,133 22 416 600: 92 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.1 13.4 71.4 82.8 95.4 97.3: 4.6 2.7
Old : 100.0: 10.7 1.1 13.4 71.4 82.8 95.4 97.3: 4.6 2.7
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 : 39: 7 2 5 23 24 32 30:
Old : 39: 7 2 5 23 24 32 30:
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 : 53.3 47.0 67.1 71.0 11.7 18.0 20.1 24.4
Old : 53.3 47.0 67.1 71.0 11.7 18.0 20.1 24.4
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, July 3, 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 : 266,531: 96,561 7,605 39,713 82,784 189,889 219,058 237,207: 47,473 29,324
Old : 82,904: 38,346 3,642 2,994 27,488 63,788 68,828 70,424: 14,076 12,480
Other: 183,627: 77,627 23,375 17,307 55,296 126,101 150,230 166,783: 33,397 16,844
: : :
: : Changes in Commitments from: June 26, 2012 :
: -5,917: -4,584 -1,303 2,030 -1,917 -6,794 -4,471 -6,067: -1,446 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 2.9 14.9 31.1 71.2 82.2 89.0: 17.8 11.0
Old : 100.0: 46.3 4.4 3.6 33.2 76.9 83.0 84.9: 17.0 15.1
Other: 100.0: 42.3 12.7 9.4 30.1 68.7 81.8 90.8: 18.2 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 101 20 71 70 72 208 152:
Old : 166: 57 19 18 56 62 122 93:
Other: 212: 84 44 49 57 52 169 124:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 30.6 17.9 43.3 8.4 24.7 14.5 34.7
Old : 23.9 22.7 38.1 37.0 22.2 21.2 32.9 35.0
Other: 12.0 36.8 19.9 49.7 11.9 34.0 19.6 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 3, 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 : 13,126: 3,053 5,245 787 7,006 5,497 10,846 11,529: 2,280 1,597
Old : 13,126: 3,053 5,245 787 7,006 5,497 10,846 11,529: 2,280 1,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,782: -53 -683 -332 -1,039 -392 -1,424 -1,407: -358 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 40.0 6.0 53.4 41.9 82.6 87.8: 17.4 12.2
Old : 100.0: 23.3 40.0 6.0 53.4 41.9 82.6 87.8: 17.4 12.2
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 : 75: 18 23 14 24 13 53 42:
Old : 75: 18 23 14 24 13 53 42:
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 : 37.1 37.1 53.3 52.7 37.1 35.8 53.3 50.3
Old : 37.1 37.1 53.3 52.7 37.1 35.8 53.3 50.3
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 - Futures Only, July 3, 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 : 795,701: 191,437 174,694 9,831 468,690 522,370 669,958 706,895: 125,743 88,806
Old : 795,701: 191,437 174,694 9,831 468,690 522,370 669,958 706,895: 125,743 88,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -88,441: -26,358 -29,024 -6,025 -67,283 -65,310 -99,666 -100,359: 11,225 11,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.0 1.2 58.9 65.6 84.2 88.8: 15.8 11.2
Old : 100.0: 24.1 22.0 1.2 58.9 65.6 84.2 88.8: 15.8 11.2
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: 42 35 15 97 89 146 132:
Old : 211: 42 35 15 97 89 146 132:
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 : 17.4 37.0 26.0 44.6 15.2 36.2 22.7 43.0
Old : 17.4 37.0 26.0 44.6 15.2 36.2 22.7 43.0
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 - Futures Only, July 3, 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 : 1,770,490: 227,279 300,657 26,245 1,221,370 1,147,642 1,474,894 1,474,544: 295,596 295,946
Old : 1,770,490: 227,279 300,657 26,245 1,221,370 1,147,642 1,474,894 1,474,544: 295,596 295,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 32,480: 6,987 24,726 -7,274 34,991 18,696 34,704 36,148: -2,224 -3,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.0 1.5 69.0 64.8 83.3 83.3: 16.7 16.7
Old : 100.0: 12.8 17.0 1.5 69.0 64.8 83.3 83.3: 16.7 16.7
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 : 242: 24 67 17 92 123 126 197:
Old : 242: 24 67 17 92 123 126 197:
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 : 33.3 20.0 44.7 27.7 30.8 16.4 40.7 23.5
Old : 33.3 20.0 44.7 27.7 30.8 16.4 40.7 23.5
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 - Futures Only, July 3, 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 : 1,138,496: 240,943 165,090 5,182 672,554 743,242 918,679 913,514: 219,817 224,982
Old : 1,138,496: 240,943 165,090 5,182 672,554 743,242 918,679 913,514: 219,817 224,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,036: 54,153 25,361 306 -67,646 -5,801 -13,187 19,866: 12,151 -20,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.5 0.5 59.1 65.3 80.7 80.2: 19.3 19.8
Old : 100.0: 21.2 14.5 0.5 59.1 65.3 80.7 80.2: 19.3 19.8
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 : 194: 36 30 11 83 93 126 127:
Old : 194: 36 30 11 83 93 126 127:
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 : 17.4 22.5 30.5 31.6 15.7 20.9 27.8 29.7
Old : 17.4 22.5 30.5 31.6 15.7 20.9 27.8 29.7
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, July 3, 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 : 485,980: 28,872 70,149 75,951 357,622 297,075 462,445 443,175: 23,535 42,805
Old : 485,980: 28,872 70,149 75,951 357,622 297,075 462,445 443,175: 23,535 42,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -40,610: -3,122 3,788 -4,496 -31,215 -36,309 -38,833 -37,017: -1,777 -3,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.4 15.6 73.6 61.1 95.2 91.2: 4.8 8.8
Old : 100.0: 5.9 14.4 15.6 73.6 61.1 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 : 95: 19 21 28 49 51 82 88:
Old : 95: 19 21 28 49 51 82 88:
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 : 43.9 24.6 53.6 40.7 33.7 17.6 38.7 28.3
Old : 43.9 24.6 53.6 40.7 33.7 17.6 38.7 28.3
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, July 3, 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 : 45,453: 15,211 5,071 163 22,543 36,150 37,917 41,383: 7,536 4,070
Old : 45,453: 15,211 5,071 163 22,543 36,150 37,917 41,383: 7,536 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 146: -2,440 69 103 1,952 -40 -385 132: 531 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 11.2 0.4 49.6 79.5 83.4 91.0: 16.6 9.0
Old : 100.0: 33.5 11.2 0.4 49.6 79.5 83.4 91.0: 16.6 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 : 90: 28 10 4 29 27 58 40:
Old : 90: 28 10 4 29 27 58 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 : 26.7 52.2 41.0 68.9 26.7 52.2 41.0 68.9
Old : 26.7 52.2 41.0 68.9 26.7 52.2 41.0 68.9
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, July 3, 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 : 90,905: 30,421 10,141 326 45,086 72,299 75,833 82,766: 15,072 8,139
Old : 90,905: 30,421 10,141 326 45,086 72,299 75,833 82,766: 15,072 8,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 292: -4,879 138 205 3,904 -80 -770 263: 1,062 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 11.2 0.4 49.6 79.5 83.4 91.0: 16.6 9.0
Old : 100.0: 33.5 11.2 0.4 49.6 79.5 83.4 91.0: 16.6 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 : 90: 28 10 4 29 27 58 40:
Old : 90: 28 10 4 29 27 58 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 : 26.7 52.2 41.0 68.9 26.7 52.2 41.0 68.9
Old : 26.7 52.2 41.0 68.9 26.7 52.2 41.0 68.9
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, July 3, 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 : 7,990: 5,686 6,510 847 1,361 622 7,894 7,979: 96 11
Old : 7,990: 5,686 6,510 847 1,361 622 7,894 7,979: 96 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,601: 1,100 -22 -2,489 -1,196 6 -2,585 -2,505: -16 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 81.5 10.6 17.0 7.8 98.8 99.9: 1.2 0.1
Old : 100.0: 71.2 81.5 10.6 17.0 7.8 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 : 20: 6 11 2 1 2 8 14:
Old : 20: 6 11 2 1 2 8 14:
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 : 85.1 69.5 98.8 92.3 82.1 64.7 88.2 83.0
Old : 85.1 69.5 98.8 92.3 82.1 64.7 88.2 83.0
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, July 3, 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 : 9,995: 1,544 3,662 50 8,141 6,237 9,735 9,949: 260 46
Old : 9,995: 1,544 3,662 50 8,141 6,237 9,735 9,949: 260 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 690: 24 569 0 667 125 691 694: -1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 36.6 0.5 81.5 62.4 97.4 99.5: 2.6 0.5
Old : 100.0: 15.4 36.6 0.5 81.5 62.4 97.4 99.5: 2.6 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 : 29: 8 7 1 6 9 14 17:
Old : 29: 8 7 1 6 9 14 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 : 79.8 79.2 93.1 91.4 79.8 79.2 93.1 91.3
Old : 79.8 79.2 93.1 91.4 79.8 79.2 93.1 91.3
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, July 3, 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 : 12,313: 2,017 3,410 0 9,945 8,835 11,962 12,245: 351 68
Old : 12,313: 2,017 3,410 0 9,945 8,835 11,962 12,245: 351 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,199: 217 -377 0 956 1,565 1,173 1,188: 26 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.7 0.0 80.8 71.8 97.1 99.4: 2.9 0.6
Old : 100.0: 16.4 27.7 0.0 80.8 71.8 97.1 99.4: 2.9 0.6
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 : 30: 8 6 0 3 14 11 20:
Old : 30: 8 6 0 3 14 11 20:
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 : 91.6 67.1 96.1 82.4 91.6 67.1 96.1 82.4
Old : 91.6 67.1 96.1 82.4 91.6 67.1 96.1 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012