WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 21, 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 : 465,495: 159,635 100,134 64,058 203,007 250,351 426,700 414,543: 38,795 50,952
Old : 386,636: 138,916 94,357 33,869 180,642 219,707 353,427 347,933: 33,209 38,703
Other: 78,859: 30,948 16,006 19,960 22,365 30,644 73,273 66,610: 5,586 12,249
: : :
: : Changes in Commitments from: August 14, 2012 :
: 14,696: 4,635 669 3,827 5,110 11,611 13,572 16,107: 1,124 -1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 21.5 13.8 43.6 53.8 91.7 89.1: 8.3 10.9
Old : 100.0: 35.9 24.4 8.8 46.7 56.8 91.4 90.0: 8.6 10.0
Other: 100.0: 39.2 20.3 25.3 28.4 38.9 92.9 84.5: 7.1 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 135 114 117 85 117 291 290:
Old : 382: 131 116 100 79 113 269 278:
Other: 195: 40 51 25 35 91 92 156:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 19.1 29.8 28.3 17.1 16.1 28.2 23.2
Old : 20.7 19.8 33.1 29.4 20.2 18.9 31.7 27.4
Other: 43.2 28.4 59.2 39.1 29.2 9.7 37.6 15.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 21, 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 : 1,256,968: 436,022 92,360 134,478 544,303 812,100 1,114,803 1,038,938: 142,165 218,030
Old : 132,598: 53,440 35,100 971 57,279 81,426 111,690 117,497: 20,908 15,101
Other: 1,124,370: 413,309 87,987 102,780 487,024 730,674 1,003,113 921,441: 121,257 202,929
: : :
: : Changes in Commitments from: August 14, 2012 :
: 44,122: 29,444 1,879 7,731 3,492 31,663 40,667 41,273: 3,455 2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 7.3 10.7 43.3 64.6 88.7 82.7: 11.3 17.3
Old : 100.0: 40.3 26.5 0.7 43.2 61.4 84.2 88.6: 15.8 11.4
Other: 100.0: 36.8 7.8 9.1 43.3 65.0 89.2 82.0: 10.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 838: 238 144 198 262 388 593 654:
Old : 511: 116 72 10 157 196 278 274:
Other: 830: 223 162 149 195 382 495 625:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 10.9 23.5 18.0 11.4 9.1 19.4 14.0
Old : 17.9 22.7 31.0 33.9 17.7 22.7 30.7 33.7
Other: 14.1 11.9 24.6 18.5 12.0 9.6 20.6 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 21, 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 : 10,988: 3,370 623 90 5,207 9,462 8,667 10,175: 2,321 813
Old : 10,974: 3,370 618 90 5,195 9,457 8,655 10,165: 2,319 809
Other: 14: 0 5 0 12 5 12 10: 2 4
: : :
: : Changes in Commitments from: August 14, 2012 :
: 531: 224 75 21 214 399 459 495: 72 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.7 0.8 47.4 86.1 78.9 92.6: 21.1 7.4
Old : 100.0: 30.7 5.6 0.8 47.3 86.2 78.9 92.6: 21.1 7.4
Other: 100.0: 0.0 35.7 0.0 85.7 35.7 85.7 71.4: 14.3 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 18 6 6 13 11 34 20:
Old : 41: 18 6 6 13 11 34 20:
Other: 4: 0 1 0 2 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 34.8 70.4 55.4 85.2 32.6 61.2 48.4 75.7
Old : 34.9 70.4 55.4 85.3 32.7 61.3 48.4 75.8
Other: 85.7 71.4 85.7 71.4 71.4 57.1 71.4 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 21, 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 : 755,189: 320,166 71,062 88,307 273,434 521,875 681,907 681,244: 73,282 73,945
Old : 726,419: 311,804 70,817 82,483 261,823 502,706 656,110 656,006: 70,309 70,413
Other: 28,770: 13,999 5,882 187 11,611 19,169 25,797 25,238: 2,973 3,532
: : :
: : Changes in Commitments from: August 14, 2012 :
: 13,516: 19,921 1,115 -1,332 -9,924 12,998 8,665 12,781: 4,851 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 9.4 11.7 36.2 69.1 90.3 90.2: 9.7 9.8
Old : 100.0: 42.9 9.7 11.4 36.0 69.2 90.3 90.3: 9.7 9.7
Other: 100.0: 48.7 20.4 0.6 40.4 66.6 89.7 87.7: 10.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 258 120 175 158 215 500 442:
Old : 626: 253 127 170 155 211 492 436:
Other: 235: 45 47 7 32 122 80 173:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 20.1 21.5 30.9 9.0 16.3 15.1 23.5
Old : 13.6 19.2 21.2 30.4 9.9 16.9 16.6 24.4
Other: 43.7 52.8 55.7 61.6 43.7 52.8 55.7 61.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 21, 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 : 330,717: 73,828 55,306 49,890 171,179 198,411 294,897 303,607: 35,820 27,110
Old : 44,455: 16,598 9,012 485 23,777 31,958 40,860 41,455: 3,595 3,000
Other: 286,262: 70,392 59,456 36,243 147,402 166,453 254,037 262,152: 32,225 24,110
: : :
: : Changes in Commitments from: August 14, 2012 :
: -700: 5,428 -442 -892 -10,439 2,863 -5,903 1,529: 5,203 -2,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 16.7 15.1 51.8 60.0 89.2 91.8: 10.8 8.2
Old : 100.0: 37.3 20.3 1.1 53.5 71.9 91.9 93.3: 8.1 6.7
Other: 100.0: 24.6 20.8 12.7 51.5 58.1 88.7 91.6: 11.3 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 86 63 100 78 68 228 197:
Old : 156: 53 29 5 35 43 89 76:
Other: 263: 83 75 82 76 59 212 176:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 26.4 24.9 37.4 11.2 20.6 18.9 29.6
Old : 36.5 32.4 48.0 48.6 36.4 32.4 47.9 48.6
Other: 14.8 27.4 25.2 38.9 13.1 20.4 22.2 30.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 21, 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 : 589,320: 63,190 42,533 7,165 366,341 402,525 436,696 452,223: 152,624 137,097
Old : 589,320: 63,190 42,533 7,165 366,341 402,525 436,696 452,223: 152,624 137,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -6,855: -17,830 -17,679 -1,963 16,913 5,559 -2,880 -14,083: -3,975 7,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.2 1.2 62.2 68.3 74.1 76.7: 25.9 23.3
Old : 100.0: 10.7 7.2 1.2 62.2 68.3 74.1 76.7: 25.9 23.3
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 : 150: 32 18 17 65 77 103 106:
Old : 150: 32 18 17 65 77 103 106:
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 : 21.5 14.4 29.7 26.0 17.3 13.6 24.5 24.5
Old : 21.5 14.4 29.7 26.0 17.3 13.6 24.5 24.5
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, August 21, 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 : 361,883: 42,069 21,359 472 251,793 284,609 294,334 306,440: 67,549 55,443
Old : 361,883: 42,069 21,359 472 251,793 284,609 294,334 306,440: 67,549 55,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 2,279: -3,268 -4,276 -11 3,366 3,233 87 -1,054: 2,192 3,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.9 0.1 69.6 78.6 81.3 84.7: 18.7 15.3
Old : 100.0: 11.6 5.9 0.1 69.6 78.6 81.3 84.7: 18.7 15.3
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 : 66: 6 4 3 35 42 43 47:
Old : 66: 6 4 3 35 42 43 47:
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 : 34.3 41.1 50.6 51.4 33.0 40.4 45.4 50.3
Old : 34.3 41.1 50.6 51.4 33.0 40.4 45.4 50.3
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, August 21, 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 : 11,914: 2,136 152 2,985 6,194 8,558 11,315 11,695: 599 219
Old : 11,914: 2,136 152 2,985 6,194 8,558 11,315 11,695: 599 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -312: -235 -184 126 -231 -254 -340 -312: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.3 25.1 52.0 71.8 95.0 98.2: 5.0 1.8
Old : 100.0: 17.9 1.3 25.1 52.0 71.8 95.0 98.2: 5.0 1.8
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 : 47: 15 2 8 24 24 41 33:
Old : 47: 15 2 8 24 24 41 33:
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 : 56.5 51.5 69.9 74.6 13.1 19.6 19.7 26.3
Old : 56.5 51.5 69.9 74.6 13.1 19.6 19.7 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 21, 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 : 267,986: 91,832 9,090 47,018 78,788 187,408 217,638 243,516: 50,348 24,470
Old : 39,123: 22,062 2,743 20 9,659 31,501 31,741 34,264: 7,382 4,859
Other: 228,863: 80,928 17,505 35,840 69,129 155,907 185,897 209,252: 42,966 19,611
: : :
: : Changes in Commitments from: August 14, 2012 :
: 14,369: 4,046 1,347 2,833 4,431 11,613 11,310 15,793: 3,059 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 3.4 17.5 29.4 69.9 81.2 90.9: 18.8 9.1
Old : 100.0: 56.4 7.0 0.1 24.7 80.5 81.1 87.6: 18.9 12.4
Other: 100.0: 35.4 7.6 15.7 30.2 68.1 81.2 91.4: 18.8 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 92 26 79 74 68 211 158:
Old : 134: 45 15 1 34 44 79 60:
Other: 231: 85 47 71 70 60 196 149:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 32.7 17.4 45.5 8.3 28.6 14.6 40.0
Old : 27.5 36.2 38.9 51.8 27.5 34.9 38.9 50.4
Other: 8.9 33.6 16.8 45.6 8.8 29.5 15.8 39.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 21, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,055: 3,565 4,353 919 7,056 7,623 11,540 12,895: 2,515 1,160
Old : 14,052: 3,565 4,352 919 7,053 7,623 11,537 12,894: 2,515 1,158
Other: 3: 0 1 0 3 0 3 1: 0 2
: : :
: : Changes in Commitments from: August 14, 2012 :
: 190: -379 -143 413 122 -147 156 123: 34 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 31.0 6.5 50.2 54.2 82.1 91.7: 17.9 8.3
Old : 100.0: 25.4 31.0 6.5 50.2 54.2 82.1 91.8: 17.9 8.2
Other: 100.0: 0.0 33.3 0.0 100.0 0.0 100.0 33.3: 0.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 22 22 14 23 11 56 40:
Old : 75: 22 22 14 23 11 56 40:
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 : 33.2 45.8 47.6 60.6 33.2 44.6 45.9 57.3
Old : 33.2 45.8 47.7 60.6 33.2 44.7 45.9 57.3
Other: 100.0 33.3 100.0 33.3 100.0 33.3 100.0 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 21, 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 : 1,004,408: 315,414 146,664 29,545 538,948 745,180 883,907 921,389: 120,501 83,019
Old : 1,004,408: 315,414 146,664 29,545 538,948 745,180 883,907 921,389: 120,501 83,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -8,063: -12,068 -31,702 3,882 4,056 15,548 -4,130 -12,272: -3,933 4,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 14.6 2.9 53.7 74.2 88.0 91.7: 12.0 8.3
Old : 100.0: 31.4 14.6 2.9 53.7 74.2 88.0 91.7: 12.0 8.3
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 : 223: 50 32 18 97 106 155 148:
Old : 223: 50 32 18 97 106 155 148:
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 : 17.6 36.6 28.2 44.7 16.7 32.7 25.9 40.2
Old : 17.6 36.6 28.2 44.7 16.7 32.7 25.9 40.2
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, August 21, 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 : 1,631,871: 269,963 172,423 39,976 1,042,860 1,109,420 1,352,799 1,321,819: 279,072 310,052
Old : 1,631,871: 269,963 172,423 39,976 1,042,860 1,109,420 1,352,799 1,321,819: 279,072 310,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -16,111: 26,848 -38,356 -474 -39,396 4,412 -13,022 -34,418: -3,089 18,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 10.6 2.4 63.9 68.0 82.9 81.0: 17.1 19.0
Old : 100.0: 16.5 10.6 2.4 63.9 68.0 82.9 81.0: 17.1 19.0
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 : 265: 45 47 34 121 136 185 198:
Old : 265: 45 47 34 121 136 185 198:
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 : 27.3 22.6 36.5 30.3 26.4 18.2 33.5 25.4
Old : 27.3 22.6 36.5 30.3 26.4 18.2 33.5 25.4
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, August 21, 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 : 1,262,669: 207,445 107,593 17,987 811,448 889,902 1,036,880 1,015,482: 225,789 247,187
Old : 1,262,669: 207,445 107,593 17,987 811,448 889,902 1,036,880 1,015,482: 225,789 247,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 55,164: -14,175 -4,397 7,703 59,392 41,495 52,920 44,801: 2,244 10,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 8.5 1.4 64.3 70.5 82.1 80.4: 17.9 19.6
Old : 100.0: 16.4 8.5 1.4 64.3 70.5 82.1 80.4: 17.9 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 36 31 22 84 99 131 141:
Old : 192: 36 31 22 84 99 131 141:
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 : 19.6 24.9 33.1 35.0 17.1 24.1 29.0 32.8
Old : 19.6 24.9 33.1 35.0 17.1 24.1 29.0 32.8
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, August 21, 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 : 457,649: 24,207 57,720 61,463 347,918 304,279 433,588 423,462: 24,061 34,187
Old : 457,649: 24,207 57,720 61,463 347,918 304,279 433,588 423,462: 24,061 34,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 12,817: 4,784 12,853 1,226 5,988 5,639 11,998 19,718: 819 -6,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.6 13.4 76.0 66.5 94.7 92.5: 5.3 7.5
Old : 100.0: 5.3 12.6 13.4 76.0 66.5 94.7 92.5: 5.3 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 : 87: 20 14 25 44 45 72 77:
Old : 87: 20 14 25 44 45 72 77:
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 : 44.6 29.4 52.4 50.3 33.3 22.6 38.8 37.3
Old : 44.6 29.4 52.4 50.3 33.3 22.6 38.8 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, August 21, 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 : 56,637: 20,812 6,999 127 26,414 42,965 47,352 50,091: 9,286 6,547
Old : 56,637: 20,812 6,999 127 26,414 42,965 47,352 50,091: 9,286 6,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 4,525: 2,672 952 97 1,154 2,480 3,923 3,528: 603 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 12.4 0.2 46.6 75.9 83.6 88.4: 16.4 11.6
Old : 100.0: 36.7 12.4 0.2 46.6 75.9 83.6 88.4: 16.4 11.6
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 : 101: 31 19 4 34 26 69 45:
Old : 101: 31 19 4 34 26 69 45:
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 : 27.2 46.0 41.2 61.6 27.2 46.0 41.2 61.6
Old : 27.2 46.0 41.2 61.6 27.2 46.0 41.2 61.6
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, August 21, 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 : 113,274: 41,623 13,998 253 52,827 85,930 94,703 100,181: 18,571 13,093
Old : 113,274: 41,623 13,998 253 52,827 85,930 94,703 100,181: 18,571 13,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 9,050: 5,344 1,903 193 2,308 4,960 7,845 7,056: 1,205 1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 12.4 0.2 46.6 75.9 83.6 88.4: 16.4 11.6
Old : 100.0: 36.7 12.4 0.2 46.6 75.9 83.6 88.4: 16.4 11.6
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 : 101: 31 19 4 34 26 69 45:
Old : 101: 31 19 4 34 26 69 45:
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 : 27.2 46.0 41.2 61.6 27.2 46.0 41.2 61.6
Old : 27.2 46.0 41.2 61.6 27.2 46.0 41.2 61.6
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, August 21, 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 : 8,501: 5,934 6,451 982 1,448 1,062 8,364 8,495: 137 6
Old : 8,501: 5,934 6,451 982 1,448 1,062 8,364 8,495: 137 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 70: 20 0 82 0 -13 102 69: -32 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 75.9 11.6 17.0 12.5 98.4 99.9: 1.6 0.1
Old : 100.0: 69.8 75.9 11.6 17.0 12.5 98.4 99.9: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 10 3 1 2 10 13:
Old : 20: 7 10 3 1 2 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 : 78.4 74.9 95.7 93.3 77.1 68.1 86.8 83.6
Old : 78.4 74.9 95.7 93.3 77.1 68.1 86.8 83.6
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, August 21, 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 : 10,474: 1,098 3,782 7 9,110 6,643 10,215 10,432: 259 42
Old : 10,474: 1,098 3,782 7 9,110 6,643 10,215 10,432: 259 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -371: -240 -766 -43 -29 437 -312 -372: -59 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 36.1 0.1 87.0 63.4 97.5 99.6: 2.5 0.4
Old : 100.0: 10.5 36.1 0.1 87.0 63.4 97.5 99.6: 2.5 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 : 27: 6 7 1 6 9 13 16:
Old : 27: 6 7 1 6 9 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 82.1 96.0 91.8 85.5 82.1 96.0 91.7
Old : 85.5 82.1 96.0 91.8 85.5 82.1 96.0 91.7
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, August 21, 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 : 14,738: 2,227 3,203 0 12,227 11,503 14,454 14,706: 284 32
Old : 14,738: 2,227 3,203 0 12,227 11,503 14,454 14,706: 284 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -208: 22 -55 0 -242 -144 -220 -199: 12 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 21.7 0.0 83.0 78.0 98.1 99.8: 1.9 0.2
Old : 100.0: 15.1 21.7 0.0 83.0 78.0 98.1 99.8: 1.9 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 : 31: 7 7 0 5 13 12 20:
Old : 31: 7 7 0 5 13 12 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 : 88.7 71.2 96.4 86.6 88.7 71.2 96.4 86.6
Old : 88.7 71.2 96.4 86.6 88.7 71.2 96.4 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012