WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 10, 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 : 433,284: 132,529 95,661 61,179 205,115 225,592 398,823 382,432: 34,461 50,852
Old : 372,937: 118,524 87,883 39,374 183,977 204,054 341,875 331,311: 31,062 41,626
Other: 60,347: 18,548 12,321 17,262 21,138 21,538 56,948 51,121: 3,399 9,226
: : :
: : Changes in Commitments from: July 3, 2012 :
: 9,733: 7,587 -3,186 -1,178 154 12,099 6,563 7,735: 3,170 1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 22.1 14.1 47.3 52.1 92.0 88.3: 8.0 11.7
Old : 100.0: 31.8 23.6 10.6 49.3 54.7 91.7 88.8: 8.3 11.2
Other: 100.0: 30.7 20.4 28.6 35.0 35.7 94.4 84.7: 5.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 127 108 104 76 114 266 270:
Old : 360: 125 108 97 68 113 251 264:
Other: 156: 21 45 16 32 77 68 128:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 18.0 32.0 27.0 18.9 14.9 29.7 22.4
Old : 22.6 18.8 35.5 27.4 21.6 17.9 33.0 26.2
Other: 55.0 36.4 71.6 45.3 35.1 11.1 41.5 16.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 10, 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 : 1,088,659: 307,576 112,691 98,056 546,109 676,384 951,741 887,131: 136,918 201,528
Old : 367,341: 145,697 61,918 12,866 174,522 251,309 333,085 326,093: 34,256 41,248
Other: 721,318: 206,553 95,447 40,516 371,587 425,075 618,656 561,038: 102,662 160,280
: : :
: : Changes in Commitments from: July 3, 2012 :
: 52,221: 15,614 3,310 -5,995 39,051 53,278 48,670 50,593: 3,551 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.4 9.0 50.2 62.1 87.4 81.5: 12.6 18.5
Old : 100.0: 39.7 16.9 3.5 47.5 68.4 90.7 88.8: 9.3 11.2
Other: 100.0: 28.6 13.2 5.6 51.5 58.9 85.8 77.8: 14.2 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 179 131 153 195 332 461 548:
Old : 544: 129 83 23 115 253 253 351:
Other: 659: 153 133 108 153 315 369 503:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 12.1 25.1 20.5 13.5 9.1 22.4 14.5
Old : 22.1 27.7 33.7 36.2 22.1 27.2 33.6 35.4
Other: 17.3 11.5 30.0 17.4 14.5 10.1 25.4 14.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 10, 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 : 9,895: 3,451 533 28 4,627 8,393 8,106 8,954: 1,789 941
Old : 9,895: 3,451 533 28 4,627 8,393 8,106 8,954: 1,789 941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 917: 829 200 13 -36 867 806 1,080: 111 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 5.4 0.3 46.8 84.8 81.9 90.5: 18.1 9.5
Old : 100.0: 34.9 5.4 0.3 46.8 84.8 81.9 90.5: 18.1 9.5
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 : 41: 17 6 3 14 12 32 20:
Old : 41: 17 6 3 14 12 32 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 : 34.1 71.0 54.9 84.1 31.6 70.1 51.8 81.7
Old : 34.1 71.0 54.9 84.1 31.6 70.1 51.8 81.7
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 10, 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 : 799,500: 318,077 60,255 122,809 283,082 536,830 723,968 719,894: 75,532 79,606
Old : 82,290: 52,070 12,064 1,482 20,111 59,768 73,663 73,314: 8,627 8,976
Other: 717,210: 287,769 69,953 99,565 262,971 477,062 650,305 646,580: 66,905 70,630
: : :
: : Changes in Commitments from: July 3, 2012 :
: 24,343: 7,822 10,433 -1,238 15,388 18,723 21,972 27,918: 2,371 -3,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 7.5 15.4 35.4 67.1 90.6 90.0: 9.4 10.0
Old : 100.0: 63.3 14.7 1.8 24.4 72.6 89.5 89.1: 10.5 10.9
Other: 100.0: 40.1 9.8 13.9 36.7 66.5 90.7 90.2: 9.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 252 108 180 170 214 505 447:
Old : 349: 97 58 10 76 136 181 196:
Other: 599: 226 135 162 145 203 460 429:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 23.2 18.3 32.9 8.5 17.9 14.6 24.6
Old : 28.7 27.2 45.4 38.2 28.3 26.8 44.9 36.9
Other: 11.7 24.6 19.5 34.1 9.3 19.2 15.5 26.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 10, 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 : 333,208: 66,202 74,206 57,022 177,051 172,300 300,275 303,528: 32,933 29,680
Old : 103,361: 26,276 25,231 8,023 59,713 59,369 94,012 92,623: 9,349 10,738
Other: 229,847: 54,488 63,537 34,437 117,338 112,931 206,263 210,905: 23,584 18,942
: : :
: : Changes in Commitments from: July 3, 2012 :
: -4,756: 354 -14,277 2,854 -8,621 6,997 -5,413 -4,426: 657 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 22.3 17.1 53.1 51.7 90.1 91.1: 9.9 8.9
Old : 100.0: 25.4 24.4 7.8 57.8 57.4 91.0 89.6: 9.0 10.4
Other: 100.0: 23.7 27.6 15.0 51.1 49.1 89.7 91.8: 10.3 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 78 65 84 75 73 202 195:
Old : 189: 63 36 27 52 60 126 116:
Other: 234: 68 72 63 67 59 177 162:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 20.4 31.0 30.6 13.6 14.5 21.8 22.5
Old : 36.0 20.5 44.5 35.0 33.2 18.9 40.6 30.9
Other: 18.7 22.7 31.6 33.0 16.2 16.1 27.5 26.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 10, 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 : 641,900: 79,750 39,193 8,139 381,107 465,818 468,996 513,150: 172,904 128,750
Old : 641,900: 79,750 39,193 8,139 381,107 465,818 468,996 513,150: 172,904 128,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 15,398: -1,166 -1,796 -114 1,502 10,018 222 8,108: 15,176 7,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 6.1 1.3 59.4 72.6 73.1 79.9: 26.9 20.1
Old : 100.0: 12.4 6.1 1.3 59.4 72.6 73.1 79.9: 26.9 20.1
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 : 159: 36 18 10 68 77 108 102:
Old : 159: 36 18 10 68 77 108 102:
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 : 24.2 17.1 33.1 31.3 20.7 16.7 28.0 30.2
Old : 24.2 17.1 33.1 31.3 20.7 16.7 28.0 30.2
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 10, 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 : 353,121: 46,550 20,429 442 239,782 283,068 286,774 303,939: 66,347 49,182
Old : 353,121: 46,550 20,429 442 239,782 283,068 286,774 303,939: 66,347 49,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 5,957: 46 -1,517 16 3,384 4,685 3,446 3,184: 2,511 2,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.8 0.1 67.9 80.2 81.2 86.1: 18.8 13.9
Old : 100.0: 13.2 5.8 0.1 67.9 80.2 81.2 86.1: 18.8 13.9
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 5 5 35 41 45 48:
Old : 68: 7 5 5 35 41 45 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 : 31.6 42.9 48.1 54.1 30.6 42.3 42.5 52.4
Old : 31.6 42.9 48.1 54.1 30.6 42.3 42.5 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, July 10, 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 : 11,803: 1,561 176 1,504 8,101 9,781 11,166 11,461: 637 342
Old : 11,803: 1,561 176 1,504 8,101 9,781 11,166 11,461: 637 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 737: 378 52 23 203 617 604 692: 133 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 1.5 12.7 68.6 82.9 94.6 97.1: 5.4 2.9
Old : 100.0: 13.2 1.5 12.7 68.6 82.9 94.6 97.1: 5.4 2.9
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: 7 2 5 24 23 33 29:
Old : 38: 7 2 5 24 23 33 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 : 54.7 47.1 67.6 72.0 13.5 18.2 20.5 24.7
Old : 54.7 47.1 67.6 72.0 13.5 18.2 20.5 24.7
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 10, 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 : 261,063: 93,113 7,908 38,512 79,313 186,169 210,938 232,589: 50,125 28,474
Old : 80,618: 35,232 4,375 4,306 25,669 60,292 65,207 68,973: 15,411 11,645
Other: 180,445: 74,468 20,120 17,619 53,644 125,877 145,731 163,616: 34,714 16,829
: : :
: : Changes in Commitments from: July 3, 2012 :
: -5,468: -3,448 303 -1,201 -3,471 -3,720 -8,120 -4,618: 2,652 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 3.0 14.8 30.4 71.3 80.8 89.1: 19.2 10.9
Old : 100.0: 43.7 5.4 5.3 31.8 74.8 80.9 85.6: 19.1 14.4
Other: 100.0: 41.3 11.2 9.8 29.7 69.8 80.8 90.7: 19.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 94 24 73 65 69 200 152:
Old : 164: 55 23 21 50 59 114 97:
Other: 208: 82 45 50 56 53 166 126:
:----------------------------------------------------------------------------------------------------
: 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 30.6 18.2 43.6 8.2 24.5 14.1 34.4
Old : 24.2 25.4 35.3 42.0 21.7 24.3 31.9 40.1
Other: 11.5 37.2 19.7 48.3 11.5 34.2 19.2 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 10, 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 : 12,841: 3,540 5,105 374 6,671 5,890 10,585 11,369: 2,256 1,472
Old : 12,841: 3,540 5,105 374 6,671 5,890 10,585 11,369: 2,256 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -285: 487 -140 -413 -335 393 -261 -160: -24 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 39.8 2.9 52.0 45.9 82.4 88.5: 17.6 11.5
Old : 100.0: 27.6 39.8 2.9 52.0 45.9 82.4 88.5: 17.6 11.5
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 : 77: 21 24 16 23 12 57 42:
Old : 77: 21 24 16 23 12 57 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 : 37.8 39.8 52.2 55.8 37.8 38.5 52.2 54.0
Old : 37.8 39.8 52.2 55.8 37.8 38.5 52.2 54.0
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 10, 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 : 868,165: 259,064 198,039 6,890 476,833 576,325 742,787 781,254: 125,378 86,911
Old : 868,165: 259,064 198,039 6,890 476,833 576,325 742,787 781,254: 125,378 86,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 72,464: 67,627 23,345 -2,941 8,143 53,955 72,829 74,359: -365 -1,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.8 0.8 54.9 66.4 85.6 90.0: 14.4 10.0
Old : 100.0: 29.8 22.8 0.8 54.9 66.4 85.6 90.0: 14.4 10.0
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 : 223: 49 37 13 91 96 146 140:
Old : 223: 49 37 13 91 96 146 140:
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 : 20.3 37.9 30.6 44.9 18.9 37.5 27.2 43.8
Old : 20.3 37.9 30.6 44.9 18.9 37.5 27.2 43.8
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 10, 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 : 1,797,301: 251,036 287,619 25,689 1,228,903 1,184,472 1,505,628 1,497,780: 291,673 299,521
Old : 1,797,301: 251,036 287,619 25,689 1,228,903 1,184,472 1,505,628 1,497,780: 291,673 299,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 26,811: 23,757 -13,038 -556 7,533 36,830 30,734 23,236: -3,923 3,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.0 1.4 68.4 65.9 83.8 83.3: 16.2 16.7
Old : 100.0: 14.0 16.0 1.4 68.4 65.9 83.8 83.3: 16.2 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 : 260: 35 66 24 102 128 152 203:
Old : 260: 35 66 24 102 128 152 203:
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 : 31.8 19.2 42.1 27.6 30.6 16.1 38.5 24.1
Old : 31.8 19.2 42.1 27.6 30.6 16.1 38.5 24.1
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 10, 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 : 1,132,696: 236,868 150,768 4,929 670,244 750,908 912,041 906,605: 220,655 226,091
Old : 1,132,696: 236,868 150,768 4,929 670,244 750,908 912,041 906,605: 220,655 226,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -5,800: -4,075 -14,322 -253 -2,310 7,666 -6,638 -6,909: 838 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.3 0.4 59.2 66.3 80.5 80.0: 19.5 20.0
Old : 100.0: 20.9 13.3 0.4 59.2 66.3 80.5 80.0: 19.5 20.0
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 : 198: 37 31 12 83 100 127 136:
Old : 198: 37 31 12 83 100 127 136:
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 : 18.9 21.6 32.3 30.6 17.2 20.0 29.8 28.7
Old : 18.9 21.6 32.3 30.6 17.2 20.0 29.8 28.7
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 10, 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 : 487,622: 27,607 69,535 75,648 362,728 304,646 465,983 449,829: 21,639 37,793
Old : 487,622: 27,607 69,535 75,648 362,728 304,646 465,983 449,829: 21,639 37,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,642: -1,265 -614 -303 5,106 7,571 3,538 6,654: -1,896 -5,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 14.3 15.5 74.4 62.5 95.6 92.2: 4.4 7.8
Old : 100.0: 5.7 14.3 15.5 74.4 62.5 95.6 92.2: 4.4 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 : 99: 18 23 28 48 53 82 90:
Old : 99: 18 23 28 48 53 82 90:
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 : 43.4 25.6 53.1 42.1 33.2 18.4 38.6 28.9
Old : 43.4 25.6 53.1 42.1 33.2 18.4 38.6 28.9
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 10, 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 : 43,280: 13,226 6,197 59 22,638 33,209 35,923 39,465: 7,358 3,816
Old : 43,280: 13,226 6,197 59 22,638 33,209 35,923 39,465: 7,358 3,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -2,173: -1,985 1,127 -104 95 -2,941 -1,994 -1,919: -179 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 14.3 0.1 52.3 76.7 83.0 91.2: 17.0 8.8
Old : 100.0: 30.6 14.3 0.1 52.3 76.7 83.0 91.2: 17.0 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 : 86: 24 13 4 32 22 58 37:
Old : 86: 24 13 4 32 22 58 37:
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 : 27.1 51.0 42.1 68.0 27.1 51.0 41.9 67.5
Old : 27.1 51.0 42.1 68.0 27.1 51.0 41.9 67.5
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, July 10, 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 : 86,560: 26,452 12,394 118 45,275 66,417 71,845 78,929: 14,715 7,631
Old : 86,560: 26,452 12,394 118 45,275 66,417 71,845 78,929: 14,715 7,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -4,345: -3,969 2,253 -208 189 -5,882 -3,988 -3,837: -357 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 14.3 0.1 52.3 76.7 83.0 91.2: 17.0 8.8
Old : 100.0: 30.6 14.3 0.1 52.3 76.7 83.0 91.2: 17.0 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 : 86: 24 13 4 32 22 58 37:
Old : 86: 24 13 4 32 22 58 37:
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 : 27.1 51.0 42.1 68.0 27.1 51.0 41.9 67.5
Old : 27.1 51.0 42.1 68.0 27.1 51.0 41.9 67.5
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, July 10, 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 : 10,132: 1,406 3,735 50 8,380 6,303 9,836 10,088: 296 44
Old : 10,132: 1,406 3,735 50 8,380 6,303 9,836 10,088: 296 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 137: -138 73 0 239 66 101 139: 36 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 36.9 0.5 82.7 62.2 97.1 99.6: 2.9 0.4
Old : 100.0: 13.9 36.9 0.5 82.7 62.2 97.1 99.6: 2.9 0.4
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 : 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 : 81.0 82.3 92.7 92.4 81.0 82.2 92.7 92.3
Old : 81.0 82.3 92.7 92.4 81.0 82.2 92.7 92.3
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 10, 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 : 12,084: 1,763 2,917 0 9,945 9,105 11,708 12,022: 376 62
Old : 12,084: 1,763 2,917 0 9,945 9,105 11,708 12,022: 376 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -229: -254 -493 0 0 270 -254 -223: 25 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 24.1 0.0 82.3 75.3 96.9 99.5: 3.1 0.5
Old : 100.0: 14.6 24.1 0.0 82.3 75.3 96.9 99.5: 3.1 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: 6 10 0 3 14 9 24:
Old : 32: 6 10 0 3 14 9 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 : 91.5 64.2 96.5 79.6 91.5 64.2 96.5 79.6
Old : 91.5 64.2 96.5 79.6 91.5 64.2 96.5 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012