WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 17, 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 : 452,610: 148,006 97,175 65,640 203,568 240,157 417,214 402,972: 35,396 49,638
Old : 386,199: 131,106 88,724 42,963 180,385 215,093 354,454 346,780: 31,745 39,419
Other: 66,411: 21,828 13,379 17,749 23,183 25,064 62,760 56,192: 3,651 10,219
: : :
: : Changes in Commitments from: July 10, 2012 :
: 19,326: 15,477 1,514 4,461 -1,547 14,565 18,391 20,540: 935 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 21.5 14.5 45.0 53.1 92.2 89.0: 7.8 11.0
Old : 100.0: 33.9 23.0 11.1 46.7 55.7 91.8 89.8: 8.2 10.2
Other: 100.0: 32.9 20.1 26.7 34.9 37.7 94.5 84.6: 5.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 133 105 104 78 116 270 272:
Old : 363: 129 108 93 70 113 251 264:
Other: 161: 29 41 18 30 81 71 132:
:----------------------------------------------------------------------------------------------------
: 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 17.9 30.7 27.2 17.9 14.8 28.4 21.7
Old : 21.8 18.7 33.8 27.5 20.8 18.2 31.5 26.2
Other: 50.7 33.0 68.5 44.0 33.0 11.5 42.6 17.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 17, 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 : 1,154,868: 327,620 108,382 111,813 570,757 734,761 1,010,190 954,956: 144,678 199,912
Old : 369,243: 150,482 66,613 13,483 174,588 252,861 338,553 332,957: 30,690 36,286
Other: 785,625: 228,697 93,328 46,771 396,169 481,900 671,637 621,999: 113,988 163,626
: : :
: : Changes in Commitments from: July 10, 2012 :
: 66,209: 20,044 -4,309 13,757 24,648 58,377 58,449 67,825: 7,760 -1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 9.4 9.7 49.4 63.6 87.5 82.7: 12.5 17.3
Old : 100.0: 40.8 18.0 3.7 47.3 68.5 91.7 90.2: 8.3 9.8
Other: 100.0: 29.1 11.9 6.0 50.4 61.3 85.5 79.2: 14.5 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 191 144 176 215 349 504 589:
Old : 570: 125 97 23 123 261 259 370:
Other: 714: 168 143 116 170 333 408 535:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.5 24.9 21.2 12.7 9.0 20.8 14.3
Old : 23.0 28.3 34.2 37.3 23.0 27.8 34.2 36.1
Other: 17.4 12.7 29.1 18.4 13.5 10.1 23.9 14.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 17, 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 : 10,076: 3,329 513 23 4,642 8,671 7,994 9,207: 2,082 869
Old : 10,072: 3,329 513 23 4,638 8,671 7,990 9,207: 2,082 865
Other: 4: 0 0 0 4 0 4 0: 0 4
: : :
: : Changes in Commitments from: July 10, 2012 :
: 181: -122 -20 -5 15 278 -112 253: 293 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 5.1 0.2 46.1 86.1 79.3 91.4: 20.7 8.6
Old : 100.0: 33.1 5.1 0.2 46.0 86.1 79.3 91.4: 20.7 8.6
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 7 4 13 12 31 20:
Old : 39: 15 7 4 12 12 30 20:
Other: 1: 0 0 0 1 0 1 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 71.7 56.4 83.7 34.3 70.9 52.5 81.7
Old : 37.1 71.7 56.5 83.8 34.3 70.9 52.5 81.7
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 17, 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 : 833,271: 322,317 62,705 124,765 304,618 565,463 751,700 752,933: 81,571 80,338
Old : 71,662: 40,093 14,340 613 22,722 49,107 63,428 64,060: 8,234 7,602
Other: 761,609: 301,036 67,177 105,340 281,896 516,356 688,272 688,873: 73,337 72,736
: : :
: : Changes in Commitments from: July 10, 2012 :
: 33,771: 4,240 2,450 1,956 21,536 28,633 27,732 33,039: 6,039 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.5 15.0 36.6 67.9 90.2 90.4: 9.8 9.6
Old : 100.0: 55.9 20.0 0.9 31.7 68.5 88.5 89.4: 11.5 10.6
Other: 100.0: 39.5 8.8 13.8 37.0 67.8 90.4 90.4: 9.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 259 112 194 180 220 527 462:
Old : 347: 94 55 9 80 135 181 192:
Other: 631: 244 134 170 155 212 484 448:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 22.2 18.2 31.5 8.2 15.6 13.9 22.4
Old : 34.2 28.4 43.7 39.8 33.8 26.7 43.2 36.8
Other: 12.2 23.0 19.6 32.3 8.8 16.1 14.6 23.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 17, 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 : 339,052: 66,767 69,476 57,078 182,559 182,757 306,404 309,311: 32,648 29,741
Old : 96,371: 24,670 22,162 5,670 58,416 58,765 88,756 86,597: 7,615 9,774
Other: 242,681: 60,469 65,686 33,036 124,143 123,992 217,648 222,714: 25,033 19,967
: : :
: : Changes in Commitments from: July 10, 2012 :
: 5,844: 565 -4,730 56 5,508 10,457 6,129 5,783: -285 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.5 16.8 53.8 53.9 90.4 91.2: 9.6 8.8
Old : 100.0: 25.6 23.0 5.9 60.6 61.0 92.1 89.9: 7.9 10.1
Other: 100.0: 24.9 27.1 13.6 51.2 51.1 89.7 91.8: 10.3 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 77 68 93 74 72 209 204:
Old : 196: 61 40 31 55 58 130 121:
Other: 244: 73 76 62 65 59 181 164:
:----------------------------------------------------------------------------------------------------
: 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 22.0 30.5 32.0 14.5 17.1 22.3 25.1
Old : 36.2 22.7 44.8 34.5 35.1 21.0 42.9 32.8
Other: 18.5 24.2 30.7 34.9 15.5 17.5 26.3 26.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 17, 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 : 626,253: 75,498 46,554 7,659 378,012 446,288 461,169 500,501: 165,084 125,752
Old : 626,253: 75,498 46,554 7,659 378,012 446,288 461,169 500,501: 165,084 125,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -15,647: -4,252 7,361 -480 -3,095 -19,530 -7,827 -12,649: -7,820 -2,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.4 1.2 60.4 71.3 73.6 79.9: 26.4 20.1
Old : 100.0: 12.1 7.4 1.2 60.4 71.3 73.6 79.9: 26.4 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: 33 23 10 69 76 107 104:
Old : 159: 33 23 10 69 76 107 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 17.4 32.1 31.3 20.5 16.8 27.8 29.8
Old : 24.0 17.4 32.1 31.3 20.5 16.8 27.8 29.8
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 17, 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 : 348,652: 45,478 25,292 409 237,616 274,036 283,503 299,737: 65,149 48,915
Old : 348,652: 45,478 25,292 409 237,616 274,036 283,503 299,737: 65,149 48,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -4,469: -1,072 4,863 -33 -2,166 -9,032 -3,271 -4,202: -1,198 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.3 0.1 68.2 78.6 81.3 86.0: 18.7 14.0
Old : 100.0: 13.0 7.3 0.1 68.2 78.6 81.3 86.0: 18.7 14.0
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 : 67: 7 5 6 35 41 46 48:
Old : 67: 7 5 6 35 41 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 42.6 48.5 53.1 31.0 41.5 42.4 51.5
Old : 32.2 42.6 48.5 53.1 31.0 41.5 42.4 51.5
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 12,677: 2,144 157 1,914 7,944 10,263 12,002 12,334: 675 343
Old : 12,677: 2,144 157 1,914 7,944 10,263 12,002 12,334: 675 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 874: 583 -19 410 -157 482 836 873: 38 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.2 15.1 62.7 81.0 94.7 97.3: 5.3 2.7
Old : 100.0: 16.9 1.2 15.1 62.7 81.0 94.7 97.3: 5.3 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 : 38: 8 2 6 23 22 34 29:
Old : 38: 8 2 6 23 22 34 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 : 56.0 48.6 67.8 70.8 17.9 15.8 24.5 23.6
Old : 56.0 48.6 67.8 70.8 17.9 15.8 24.5 23.6
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 17, 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 : 273,643: 90,971 8,786 43,836 87,299 189,724 222,106 242,346: 51,537 31,297
Old : 86,771: 37,546 4,256 4,765 30,699 65,039 73,010 74,060: 13,761 12,711
Other: 186,872: 72,369 23,474 20,127 56,600 124,685 149,096 168,286: 37,776 18,586
: : :
: : Changes in Commitments from: July 10, 2012 :
: 12,580: -2,142 878 5,324 7,986 3,555 11,168 9,757: 1,412 2,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.2 16.0 31.9 69.3 81.2 88.6: 18.8 11.4
Old : 100.0: 43.3 4.9 5.5 35.4 75.0 84.1 85.4: 15.9 14.6
Other: 100.0: 38.7 12.6 10.8 30.3 66.7 79.8 90.1: 20.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 98 25 69 68 74 201 153:
Old : 159: 53 18 21 49 61 111 94:
Other: 213: 82 44 48 58 56 170 125:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 31.5 19.2 43.5 7.7 24.1 13.9 34.1
Old : 28.1 26.5 38.3 44.0 19.2 23.9 28.3 36.6
Other: 10.7 35.9 19.4 47.4 10.7 33.5 18.9 42.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 17, 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 : 12,883: 3,763 4,833 313 6,498 6,453 10,574 11,599: 2,309 1,284
Old : 12,883: 3,763 4,833 313 6,498 6,453 10,574 11,599: 2,309 1,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 42: 223 -272 -61 -173 563 -11 230: 53 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 37.5 2.4 50.4 50.1 82.1 90.0: 17.9 10.0
Old : 100.0: 29.2 37.5 2.4 50.4 50.1 82.1 90.0: 17.9 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 : 75: 19 25 9 21 12 49 40:
Old : 75: 19 25 9 21 12 49 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 : 37.0 43.0 51.1 57.9 37.0 41.8 51.1 55.9
Old : 37.0 43.0 51.1 57.9 37.0 41.8 51.1 55.9
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 17, 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 : 991,502: 344,798 175,928 20,158 495,875 719,135 860,831 915,221: 130,671 76,281
Old : 991,502: 344,798 175,928 20,158 495,875 719,135 860,831 915,221: 130,671 76,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 123,337: 85,734 -22,111 13,268 19,042 142,810 118,044 133,967: 5,293 -10,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 17.7 2.0 50.0 72.5 86.8 92.3: 13.2 7.7
Old : 100.0: 34.8 17.7 2.0 50.0 72.5 86.8 92.3: 13.2 7.7
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 : 230: 56 36 14 91 99 153 143:
Old : 230: 56 36 14 91 99 153 143:
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 : 17.5 35.8 27.8 43.9 15.7 35.8 24.5 42.9
Old : 17.5 35.8 27.8 43.9 15.7 35.8 24.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 17, 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 : 1,803,643: 270,104 335,998 31,277 1,203,854 1,154,488 1,505,235 1,521,763: 298,408 281,880
Old : 1,803,643: 270,104 335,998 31,277 1,203,854 1,154,488 1,505,235 1,521,763: 298,408 281,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 6,342: 19,068 48,379 5,588 -25,049 -29,984 -393 23,983: 6,735 -17,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 18.6 1.7 66.7 64.0 83.5 84.4: 16.5 15.6
Old : 100.0: 15.0 18.6 1.7 66.7 64.0 83.5 84.4: 16.5 15.6
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 : 270: 35 72 25 102 133 153 214:
Old : 270: 35 72 25 102 133 153 214:
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 17.1 41.4 25.0 30.5 13.9 38.6 21.0
Old : 31.6 17.1 41.4 25.0 30.5 13.9 38.6 21.0
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 17, 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 : 1,133,638: 270,680 122,918 9,032 629,378 769,330 909,090 901,280: 224,548 232,358
Old : 1,133,638: 270,680 122,918 9,032 629,378 769,330 909,090 901,280: 224,548 232,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 942: 33,812 -27,850 4,103 -40,866 18,422 -2,951 -5,325: 3,893 6,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.8 0.8 55.5 67.9 80.2 79.5: 19.8 20.5
Old : 100.0: 23.9 10.8 0.8 55.5 67.9 80.2 79.5: 19.8 20.5
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 : 196: 42 28 11 79 95 126 129:
Old : 196: 42 28 11 79 95 126 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 22.5 31.1 31.2 16.8 21.3 28.5 29.7
Old : 18.4 22.5 31.1 31.2 16.8 21.3 28.5 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 17, 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 : 486,461: 21,549 57,754 73,236 367,038 314,034 461,823 445,024: 24,638 41,437
Old : 486,461: 21,549 57,754 73,236 367,038 314,034 461,823 445,024: 24,638 41,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,161: -6,058 -11,781 -2,412 4,310 9,388 -4,160 -4,805: 2,999 3,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 11.9 15.1 75.5 64.6 94.9 91.5: 5.1 8.5
Old : 100.0: 4.4 11.9 15.1 75.5 64.6 94.9 91.5: 5.1 8.5
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 : 95: 17 21 29 51 49 84 85:
Old : 95: 17 21 29 51 49 84 85:
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 : 43.7 26.6 53.1 43.5 33.9 20.1 38.7 29.8
Old : 43.7 26.6 53.1 43.5 33.9 20.1 38.7 29.8
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 17, 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 : 41,606: 11,573 5,298 1 22,857 32,732 34,431 38,030: 7,175 3,576
Old : 41,606: 11,573 5,298 1 22,857 32,732 34,431 38,030: 7,175 3,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,675: -1,653 -900 -58 219 -477 -1,492 -1,435: -183 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.7 0.0 54.9 78.7 82.8 91.4: 17.2 8.6
Old : 100.0: 27.8 12.7 0.0 54.9 78.7 82.8 91.4: 17.2 8.6
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 : 81: 21 9 1 32 25 54 34:
Old : 81: 21 9 1 32 25 54 34:
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 : 27.6 50.7 42.3 67.0 27.6 50.7 41.9 66.9
Old : 27.6 50.7 42.3 67.0 27.6 50.7 41.9 66.9
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 17, 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 : 83,211: 23,146 10,595 2 45,713 65,463 68,861 76,060: 14,350 7,151
Old : 83,211: 23,146 10,595 2 45,713 65,463 68,861 76,060: 14,350 7,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -3,349: -3,306 -1,799 -116 438 -954 -2,984 -2,869: -365 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.7 0.0 54.9 78.7 82.8 91.4: 17.2 8.6
Old : 100.0: 27.8 12.7 0.0 54.9 78.7 82.8 91.4: 17.2 8.6
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 : 81: 21 9 1 32 25 54 34:
Old : 81: 21 9 1 32 25 54 34:
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 : 27.6 50.7 42.3 67.0 27.6 50.7 41.9 66.9
Old : 27.6 50.7 42.3 67.0 27.6 50.7 41.9 66.9
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,343: 5,842 6,277 900 1,501 1,159 8,243 8,336: 100 7
Old : 8,343: 5,842 6,277 900 1,501 1,159 8,243 8,336: 100 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 353: 156 -233 53 140 537 349 357: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 75.2 10.8 18.0 13.9 98.8 99.9: 1.2 0.1
Old : 100.0: 70.0 75.2 10.8 18.0 13.9 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 : 21: 8 9 2 1 3 10 13:
Old : 21: 8 9 2 1 3 10 13:
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 : 81.8 69.6 96.9 90.7 80.5 64.9 87.3 82.9
Old : 81.8 69.6 96.9 90.7 80.5 64.9 87.3 82.9
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 17, 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 : 10,005: 1,589 3,775 25 8,083 6,162 9,697 9,962: 308 43
Old : 10,005: 1,589 3,775 25 8,083 6,162 9,697 9,962: 308 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -127: 183 40 -25 -297 -141 -139 -126: 12 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 37.7 0.2 80.8 61.6 96.9 99.6: 3.1 0.4
Old : 100.0: 15.9 37.7 0.2 80.8 61.6 96.9 99.6: 3.1 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 : 79.1 82.8 92.1 92.5 79.1 82.7 91.9 92.5
Old : 79.1 82.8 92.1 92.5 79.1 82.7 91.9 92.5
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 17, 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 : 12,098: 1,793 3,448 0 9,947 8,625 11,740 12,073: 358 25
Old : 12,098: 1,793 3,448 0 9,947 8,625 11,740 12,073: 358 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 14: 30 531 0 2 -480 32 51: -18 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 28.5 0.0 82.2 71.3 97.0 99.8: 3.0 0.2
Old : 100.0: 14.8 28.5 0.0 82.2 71.3 97.0 99.8: 3.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 11 0 3 13 9 24:
Old : 32: 6 11 0 3 13 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 : 91.4 66.7 96.6 82.4 91.4 66.7 96.6 82.4
Old : 91.4 66.7 96.6 82.4 91.4 66.7 96.6 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012