WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 31, 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 : 467,567: 154,522 99,605 71,629 204,284 247,287 430,435 418,521: 37,132 49,046
Old : 397,371: 136,295 91,932 44,893 183,505 221,932 364,693 358,757: 32,678 38,614
Other: 70,196: 24,688 14,134 20,275 20,779 25,355 65,742 59,764: 4,454 10,432
: : :
: : Changes in Commitments from: July 24, 2012 :
: 705: -586 1,615 -747 3,541 4,554 2,208 5,422: -1,503 -4,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 21.3 15.3 43.7 52.9 92.1 89.5: 7.9 10.5
Old : 100.0: 34.3 23.1 11.3 46.2 55.9 91.8 90.3: 8.2 9.7
Other: 100.0: 35.2 20.1 28.9 29.6 36.1 93.7 85.1: 6.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 141 100 124 81 116 294 279:
Old : 370: 139 100 110 72 113 273 268:
Other: 182: 35 47 22 39 83 89 143:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 19.8 30.2 29.3 16.8 16.0 28.5 22.9
Old : 20.6 21.2 33.4 30.2 19.6 19.1 31.5 27.0
Other: 48.7 30.9 64.4 41.4 29.8 9.1 37.6 14.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 31, 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 : 1,190,062: 380,846 99,468 114,120 559,556 768,106 1,054,522 981,694: 135,540 208,368
Old : 314,651: 129,219 54,529 9,269 153,213 218,295 291,701 282,093: 22,950 32,558
Other: 875,411: 283,102 76,414 73,376 406,343 549,811 762,821 699,601: 112,590 175,810
: : :
: : Changes in Commitments from: July 24, 2012 :
: -9,242: 18,988 2,585 -20,476 -11,796 5,647 -13,284 -12,244: 4,042 3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.4 9.6 47.0 64.5 88.6 82.5: 11.4 17.5
Old : 100.0: 41.1 17.3 2.9 48.7 69.4 92.7 89.7: 7.3 10.3
Other: 100.0: 32.3 8.7 8.4 46.4 62.8 87.1 79.9: 12.9 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 757: 208 129 169 218 357 508 588:
Old : 550: 117 92 21 119 253 246 357:
Other: 734: 190 130 127 176 347 431 552:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 11.7 24.5 20.0 12.2 9.0 20.5 14.0
Old : 24.1 26.8 37.2 36.9 24.1 26.7 37.2 36.8
Other: 17.4 11.7 26.7 17.4 11.8 9.7 20.6 14.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 31, 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 : 10,480: 3,092 519 119 4,932 8,944 8,143 9,582: 2,337 898
Old : 10,473: 3,092 515 119 4,925 8,944 8,136 9,578: 2,337 895
Other: 7: 0 4 0 7 0 7 4: 0 3
: : :
: : Changes in Commitments from: July 24, 2012 :
: 134: -144 91 23 194 0 73 114: 61 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.0 1.1 47.1 85.3 77.7 91.4: 22.3 8.6
Old : 100.0: 29.5 4.9 1.1 47.0 85.4 77.7 91.5: 22.3 8.5
Other: 100.0: 0.0 57.1 0.0 100.0 0.0 100.0 57.1: 0.0 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 7 4 13 12 32 20:
Old : 39: 16 7 4 12 12 31 20:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 36.0 71.3 54.4 84.3 33.1 70.7 50.4 80.7
Old : 36.1 71.4 54.5 84.4 33.1 70.8 50.5 80.8
Other: 100.0 57.1 100.0 57.1 100.0 57.1 100.0 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 31, 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 : 760,359: 308,379 65,253 93,590 287,913 531,439 689,882 690,282: 70,477 70,077
Old : 9,659: 5,005 687 0 2,346 7,102 7,351 7,789: 2,308 1,870
Other: 750,700: 306,603 67,795 90,361 285,567 524,337 682,531 682,493: 68,169 68,207
: : :
: : Changes in Commitments from: July 24, 2012 :
: -51,237: -11,139 1,694 -19,827 -19,673 -28,512 -50,639 -46,645: -598 -4,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 8.6 12.3 37.9 69.9 90.7 90.8: 9.3 9.2
Old : 100.0: 51.8 7.1 0.0 24.3 73.5 76.1 80.6: 23.9 19.4
Other: 100.0: 40.8 9.0 12.0 38.0 69.8 90.9 90.9: 9.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 239 119 176 167 208 488 436:
Old : 107: 30 10 0 25 44 55 54:
Other: 601: 235 128 168 157 205 471 432:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 20.9 21.1 31.3 8.8 16.3 14.7 23.3
Old : 23.0 36.2 40.4 52.5 23.0 36.2 39.5 52.5
Other: 13.7 20.9 21.4 31.3 8.9 16.2 14.9 23.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 31, 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 : 326,318: 66,548 54,787 47,155 185,242 198,223 298,945 300,165: 27,373 26,153
Old : 71,173: 19,881 12,843 4,832 41,880 47,830 66,593 65,505: 4,580 5,668
Other: 255,145: 62,023 57,300 26,967 143,362 150,393 232,352 234,660: 22,793 20,485
: : :
: : Changes in Commitments from: July 24, 2012 :
: 7,543: -725 -13,592 6,695 1,985 13,888 7,955 6,991: -412 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.8 14.5 56.8 60.7 91.6 92.0: 8.4 8.0
Old : 100.0: 27.9 18.0 6.8 58.8 67.2 93.6 92.0: 6.4 8.0
Other: 100.0: 24.3 22.5 10.6 56.2 58.9 91.1 92.0: 8.9 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 78 65 92 70 66 205 193:
Old : 178: 63 29 24 41 52 113 102:
Other: 240: 76 78 58 66 56 175 163:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 26.7 30.7 37.1 13.2 19.2 21.6 27.9
Old : 39.9 24.1 48.6 38.3 36.3 22.4 44.8 36.0
Other: 19.6 28.0 31.2 39.4 14.6 18.9 25.4 28.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 31, 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 : 616,688: 80,177 50,470 5,243 374,166 431,236 459,586 486,949: 157,102 129,739
Old : 616,688: 80,177 50,470 5,243 374,166 431,236 459,586 486,949: 157,102 129,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -28,018: 46 826 -1,349 -21,621 -25,172 -22,924 -25,695: -5,094 -2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.2 0.9 60.7 69.9 74.5 79.0: 25.5 21.0
Old : 100.0: 13.0 8.2 0.9 60.7 69.9 74.5 79.0: 25.5 21.0
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 : 155: 30 24 12 67 77 103 107:
Old : 155: 30 24 12 67 77 103 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 16.7 31.3 28.5 18.7 15.4 26.4 26.5
Old : 22.0 16.7 31.3 28.5 18.7 15.4 26.4 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 31, 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 : 355,526: 47,894 21,442 603 245,270 279,694 293,767 301,739: 61,759 53,787
Old : 355,526: 47,894 21,442 603 245,270 279,694 293,767 301,739: 61,759 53,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 6,427: 2,890 -2,191 209 13,872 6,198 16,971 4,216: -10,544 2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 6.0 0.2 69.0 78.7 82.6 84.9: 17.4 15.1
Old : 100.0: 13.5 6.0 0.2 69.0 78.7 82.6 84.9: 17.4 15.1
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 : 70: 8 4 3 37 41 47 46:
Old : 70: 8 4 3 37 41 47 46:
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 : 33.4 40.3 49.4 50.2 32.1 38.8 43.5 48.0
Old : 33.4 40.3 49.4 50.2 32.1 38.8 43.5 48.0
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 31, 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 : 12,113: 2,060 162 2,641 6,685 9,056 11,386 11,859: 727 254
Old : 12,113: 2,060 162 2,641 6,685 9,056 11,386 11,859: 727 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 45: 468 -113 39 -481 91 26 17: 19 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.3 21.8 55.2 74.8 94.0 97.9: 6.0 2.1
Old : 100.0: 17.0 1.3 21.8 55.2 74.8 94.0 97.9: 6.0 2.1
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 : 42: 11 4 9 21 21 37 31:
Old : 42: 11 4 9 21 21 37 31:
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 : 57.4 51.5 69.6 72.5 16.2 19.8 22.0 27.5
Old : 57.4 51.5 69.6 72.5 16.2 19.8 22.0 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 31, 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 : 246,496: 79,304 8,205 41,352 79,796 169,499 200,452 219,056: 46,044 27,440
Old : 53,652: 26,735 2,454 783 16,205 41,058 43,723 44,295: 9,929 9,357
Other: 192,844: 66,749 19,931 26,389 63,591 128,441 156,729 174,761: 36,115 18,083
: : :
: : Changes in Commitments from: July 24, 2012 :
: -13,850: -4,593 910 -3,892 -4,351 -10,707 -12,836 -13,689: -1,014 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 3.3 16.8 32.4 68.8 81.3 88.9: 18.7 11.1
Old : 100.0: 49.8 4.6 1.5 30.2 76.5 81.5 82.6: 18.5 17.4
Other: 100.0: 34.6 10.3 13.7 33.0 66.6 81.3 90.6: 18.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 91 24 69 70 63 199 141:
Old : 137: 48 16 5 37 45 87 65:
Other: 211: 77 44 55 66 56 178 128:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 31.0 17.2 42.6 8.0 27.0 13.7 35.5
Old : 24.1 32.7 37.4 48.3 23.6 32.6 36.8 48.1
Other: 10.1 33.7 18.1 44.5 10.0 30.5 16.8 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 31, 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 : 13,583: 3,768 4,554 447 6,748 7,294 10,963 12,295: 2,620 1,288
Old : 13,583: 3,768 4,554 447 6,748 7,294 10,963 12,295: 2,620 1,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 497: 14 -278 121 105 750 240 593: 257 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 33.5 3.3 49.7 53.7 80.7 90.5: 19.3 9.5
Old : 100.0: 27.7 33.5 3.3 49.7 53.7 80.7 90.5: 19.3 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 : 73: 21 23 9 21 12 48 40:
Old : 73: 21 23 9 21 12 48 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 : 34.5 43.6 48.6 57.8 34.5 42.5 48.6 56.0
Old : 34.5 43.6 48.6 57.8 34.5 42.5 48.6 56.0
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 31, 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 : 1,062,819: 388,533 153,725 20,497 517,197 806,163 926,227 980,385: 136,592 82,434
Old : 1,062,819: 388,533 153,725 20,497 517,197 806,163 926,227 980,385: 136,592 82,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 44,939: 33,309 -8,464 -1,517 8,492 46,852 40,284 36,871: 4,655 8,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 14.5 1.9 48.7 75.9 87.1 92.2: 12.9 7.8
Old : 100.0: 36.6 14.5 1.9 48.7 75.9 87.1 92.2: 12.9 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 : 239: 62 35 16 96 102 166 145:
Old : 239: 62 35 16 96 102 166 145:
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 : 16.6 35.8 25.9 44.0 15.6 35.2 23.8 42.4
Old : 16.6 35.8 25.9 44.0 15.6 35.2 23.8 42.4
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 31, 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 : 1,757,686: 282,285 280,230 34,966 1,149,404 1,119,907 1,466,655 1,435,103: 291,031 322,583
Old : 1,757,686: 282,285 280,230 34,966 1,149,404 1,119,907 1,466,655 1,435,103: 291,031 322,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -52,464: 26,547 -52,922 4,936 -66,634 -34,989 -35,151 -82,975: -17,313 30,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.9 2.0 65.4 63.7 83.4 81.6: 16.6 18.4
Old : 100.0: 16.1 15.9 2.0 65.4 63.7 83.4 81.6: 16.6 18.4
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 : 254: 32 62 31 104 132 156 205:
Old : 254: 32 62 31 104 132 156 205:
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 15.7 41.6 23.6 31.1 12.8 39.6 20.7
Old : 31.8 15.7 41.6 23.6 31.1 12.8 39.6 20.7
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 31, 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 : 1,174,916: 274,167 119,626 13,486 642,805 795,594 930,458 928,706: 244,458 246,210
Old : 1,174,916: 274,167 119,626 13,486 642,805 795,594 930,458 928,706: 244,458 246,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 39,216: 27,837 1,760 -310 14,722 23,351 42,249 24,801: -3,033 14,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 10.2 1.1 54.7 67.7 79.2 79.0: 20.8 21.0
Old : 100.0: 23.3 10.2 1.1 54.7 67.7 79.2 79.0: 20.8 21.0
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 : 195: 41 30 20 79 98 130 138:
Old : 195: 41 30 20 79 98 130 138:
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 : 16.5 21.8 29.8 32.5 15.8 20.5 27.6 31.0
Old : 16.5 21.8 29.8 32.5 15.8 20.5 27.6 31.0
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 31, 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 : 503,514: 22,032 59,870 67,854 386,661 338,195 476,547 465,919: 26,967 37,595
Old : 503,514: 22,032 59,870 67,854 386,661 338,195 476,547 465,919: 26,967 37,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 10,425: 4,413 6,670 -5,701 11,710 8,415 10,422 9,384: 3 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 11.9 13.5 76.8 67.2 94.6 92.5: 5.4 7.5
Old : 100.0: 4.4 11.9 13.5 76.8 67.2 94.6 92.5: 5.4 7.5
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 : 92: 18 18 27 49 49 79 84:
Old : 92: 18 18 27 49 49 79 84:
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 : 44.2 27.3 52.7 45.3 34.2 22.8 39.4 33.9
Old : 44.2 27.3 52.7 45.3 34.2 22.8 39.4 33.9
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 31, 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 : 49,096: 18,289 5,857 98 22,456 37,493 40,843 43,447: 8,253 5,649
Old : 49,096: 18,289 5,857 98 22,456 37,493 40,843 43,447: 8,253 5,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 9,516: 7,635 -1,382 60 748 9,245 8,442 7,923: 1,074 1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 11.9 0.2 45.7 76.4 83.2 88.5: 16.8 11.5
Old : 100.0: 37.3 11.9 0.2 45.7 76.4 83.2 88.5: 16.8 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 : 89: 29 11 4 27 26 58 39:
Old : 89: 29 11 4 27 26 58 39:
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 : 28.9 47.3 42.9 61.9 28.8 47.3 42.6 61.9
Old : 28.9 47.3 42.9 61.9 28.8 47.3 42.6 61.9
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 31, 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 : 98,191: 36,578 11,713 195 44,912 74,986 81,685 86,894: 16,506 11,297
Old : 98,191: 36,578 11,713 195 44,912 74,986 81,685 86,894: 16,506 11,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 19,032: 15,269 -2,764 120 1,495 18,489 16,884 15,845: 2,148 3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 11.9 0.2 45.7 76.4 83.2 88.5: 16.8 11.5
Old : 100.0: 37.3 11.9 0.2 45.7 76.4 83.2 88.5: 16.8 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 : 89: 29 11 4 27 26 58 39:
Old : 89: 29 11 4 27 26 58 39:
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 : 28.9 47.3 42.9 61.9 28.8 47.3 42.6 61.9
Old : 28.9 47.3 42.9 61.9 28.8 47.3 42.6 61.9
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 31, 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 : 8,525: 6,069 6,327 900 1,448 1,293 8,417 8,520: 108 5
Old : 8,525: 6,069 6,327 900 1,448 1,293 8,417 8,520: 108 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 186: 188 88 0 0 101 188 189: -2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 74.2 10.6 17.0 15.2 98.7 99.9: 1.3 0.1
Old : 100.0: 71.2 74.2 10.6 17.0 15.2 98.7 99.9: 1.3 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: 9 8 2 1 3 11 12:
Old : 21: 9 8 2 1 3 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 75.6 94.8 93.9 76.9 68.8 86.5 85.2
Old : 78.2 75.6 94.8 93.9 76.9 68.8 86.5 85.2
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 31, 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 : 9,951: 1,284 3,741 70 8,276 6,102 9,630 9,913: 321 38
Old : 9,951: 1,284 3,741 70 8,276 6,102 9,630 9,913: 321 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -419: -292 945 44 -167 85 -415 1,074: -4 -1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 37.6 0.7 83.2 61.3 96.8 99.6: 3.2 0.4
Old : 100.0: 12.9 37.6 0.7 83.2 61.3 96.8 99.6: 3.2 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: 7 7 1 6 10 14 17:
Old : 29: 7 7 1 6 10 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 : 81.4 79.5 92.9 90.5 81.4 78.8 92.9 89.7
Old : 81.4 79.5 92.9 90.5 81.4 78.8 92.9 89.7
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 31, 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 : 14,378: 2,198 3,207 0 11,868 11,127 14,066 14,334: 312 44
Old : 14,378: 2,198 3,207 0 11,868 11,127 14,066 14,334: 312 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 164: 275 -308 0 -105 453 170 145: -6 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 22.3 0.0 82.5 77.4 97.8 99.7: 2.2 0.3
Old : 100.0: 15.3 22.3 0.0 82.5 77.4 97.8 99.7: 2.2 0.3
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 : 33: 8 7 0 4 15 12 22:
Old : 33: 8 7 0 4 15 12 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 69.3 96.4 85.4 87.8 69.3 96.4 85.4
Old : 87.8 69.3 96.4 85.4 87.8 69.3 96.4 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012