WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,551 COMMITMENTS 124,942 98,847 62,357 204,961 213,493 392,260 374,697 31,291 48,854 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 10,935) 2,251 -3,729 11,146 -3,700 4,754 9,697 12,171 1,238 -1,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 23.3 14.7 48.4 50.4 92.6 88.5 7.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 118 113 102 70 112 254 277 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,036,438 COMMITMENTS 291,962 109,381 104,051 507,058 623,106 903,071 836,538 133,367 199,900 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -21,334) 21,766 -33,334 -20,167 -21,417 44,351 -19,818 -9,150 -1,516 -12,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 10.6 10.0 48.9 60.1 87.1 80.7 12.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688) 179 129 153 193 322 461 533 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,978 COMMITMENTS 2,622 333 15 4,663 7,526 7,300 7,874 1,678 1,104 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -484) 408 -1,060 0 -703 1,038 -295 -22 -189 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 3.7 0.2 51.9 83.8 81.3 87.7 18.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 14 6 2 14 12 30 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 775,157 COMMITMENTS 310,255 49,822 124,047 267,694 518,107 701,996 691,976 73,161 83,181 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 7,420) 23,324 373 -3,061 -8,121 15,323 12,142 12,635 -4,722 -5,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 6.4 16.0 34.5 66.8 90.6 89.3 9.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605) 258 93 184 167 211 500 440 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 337,964 COMMITMENTS 65,848 88,483 54,168 185,672 165,303 305,688 307,954 32,276 30,010 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -12,370) -1,048 -7,934 -632 -9,588 313 -11,268 -8,253 -1,102 -4,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 26.2 16.0 54.9 48.9 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 74 83 84 70 70 192 205 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,502 COMMITMENTS 80,916 40,989 8,253 379,605 455,800 468,774 505,042 157,728 121,460 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,825) 1,440 2,289 -2,032 -6,010 -4,210 -6,602 -3,953 -223 -2,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 6.5 1.3 60.6 72.8 74.8 80.6 25.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 35 19 9 69 78 107 103 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 347,164 COMMITMENTS 46,504 21,946 426 236,398 278,383 283,328 300,755 63,836 46,409 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -279) 746 -2,092 -2 1,743 4,770 2,487 2,676 -2,766 -2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 6.3 0.1 68.1 80.2 81.6 86.6 18.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 6 5 34 43 44 51 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,066 COMMITMENTS 1,183 124 1,481 7,898 9,164 10,562 10,769 504 297 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 508) -1,367 -72 650 1,133 22 416 600 92 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 1.1 13.4 71.4 82.8 95.4 97.3 4.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 2 5 23 24 32 30 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 266,531 COMMITMENTS 96,561 7,605 39,713 82,784 189,889 219,058 237,207 47,473 29,324 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -5,917) -4,584 -1,303 2,030 -1,917 -6,794 -4,471 -6,067 -1,446 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 2.9 14.9 31.1 71.2 82.2 89.0 17.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 101 20 71 70 72 208 152 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,126 COMMITMENTS 3,053 5,245 787 7,006 5,497 10,846 11,529 2,280 1,597 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,782) -53 -683 -332 -1,039 -392 -1,424 -1,407 -358 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 40.0 6.0 53.4 41.9 82.6 87.8 17.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 18 23 14 24 13 53 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 795,701 COMMITMENTS 191,437 174,694 9,831 468,690 522,370 669,958 706,895 125,743 88,806 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -88,441) -26,358 -29,024 -6,025 -67,283 -65,310 -99,666 -100,359 11,225 11,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 22.0 1.2 58.9 65.6 84.2 88.8 15.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 42 35 15 97 89 146 132 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,770,490 COMMITMENTS 227,279 300,657 26,245 1221370 1147642 1474894 1474544 295,596 295,946 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 32,480) 6,987 24,726 -7,274 34,991 18,696 34,704 36,148 -2,224 -3,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 17.0 1.5 69.0 64.8 83.3 83.3 16.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 24 67 17 92 123 126 197 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,138,496 COMMITMENTS 240,943 165,090 5,182 672,554 743,242 918,679 913,514 219,817 224,982 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,036) 54,153 25,361 306 -67,646 -5,801 -13,187 19,866 12,151 -20,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 14.5 0.5 59.1 65.3 80.7 80.2 19.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 36 30 11 83 93 126 127 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 485,980 COMMITMENTS 28,872 70,149 75,951 357,622 297,075 462,445 443,175 23,535 42,805 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -40,610) -3,122 3,788 -4,496 -31,215 -36,309 -38,833 -37,017 -1,777 -3,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 14.4 15.6 73.6 61.1 95.2 91.2 4.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 19 21 28 49 51 82 88 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,453 COMMITMENTS 15,211 5,071 163 22,543 36,150 37,917 41,383 7,536 4,070 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 146) -2,440 69 103 1,952 -40 -385 132 531 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 11.2 0.4 49.6 79.5 83.4 91.0 16.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 28 10 4 29 27 58 40 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,905 COMMITMENTS 30,421 10,141 326 45,086 72,299 75,833 82,766 15,072 8,139 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 292) -4,879 138 205 3,904 -80 -770 263 1,062 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 11.2 0.4 49.6 79.5 83.4 91.0 16.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 28 10 4 29 27 58 40 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,990 COMMITMENTS 5,686 6,510 847 1,361 622 7,894 7,979 96 11 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,601) 1,100 -22 -2,489 -1,196 6 -2,585 -2,505 -16 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 81.5 10.6 17.0 7.8 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 11 2 1 2 8 14 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 9,995 COMMITMENTS 1,544 3,662 50 8,141 6,237 9,735 9,949 260 46 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 690) 24 569 0 667 125 691 694 -1 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 36.6 0.5 81.5 62.4 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 7 1 6 9 14 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,313 COMMITMENTS 2,017 3,410 0 9,945 8,835 11,962 12,245 351 68 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,199) 217 -377 0 956 1,565 1,173 1,188 26 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 27.7 0.0 80.8 71.8 97.1 99.4 2.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 6 0 3 14 11 20
Updated July 3, 2012