WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,610 COMMITMENTS 148,006 97,175 65,640 203,568 240,157 417,214 402,972 35,396 49,638 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 19,326) 15,477 1,514 4,461 -1,547 14,565 18,391 20,540 935 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 21.5 14.5 45.0 53.1 92.2 89.0 7.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 133 105 104 78 116 270 272 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,154,868 COMMITMENTS 327,620 108,382 111,813 570,757 734,761 1010190 954,956 144,678 199,912 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 66,209) 20,044 -4,309 13,757 24,648 58,377 58,449 67,825 7,760 -1,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 9.4 9.7 49.4 63.6 87.5 82.7 12.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751) 191 144 176 215 349 504 589 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,076 COMMITMENTS 3,329 513 23 4,642 8,671 7,994 9,207 2,082 869 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 181) -122 -20 -5 15 278 -112 253 293 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 5.1 0.2 46.1 86.1 79.3 91.4 20.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 7 4 13 12 31 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,271 COMMITMENTS 322,317 62,705 124,765 304,618 565,463 751,700 752,933 81,571 80,338 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 33,771) 4,240 2,450 1,956 21,536 28,633 27,732 33,039 6,039 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 7.5 15.0 36.6 67.9 90.2 90.4 9.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636) 259 112 194 180 220 527 462 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 339,052 COMMITMENTS 66,767 69,476 57,078 182,559 182,757 306,404 309,311 32,648 29,741 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,844) 565 -4,730 56 5,508 10,457 6,129 5,783 -285 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 20.5 16.8 53.8 53.9 90.4 91.2 9.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 77 68 93 74 72 209 204 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,253 COMMITMENTS 75,498 46,554 7,659 378,012 446,288 461,169 500,501 165,084 125,752 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -15,647) -4,252 7,361 -480 -3,095 -19,530 -7,827 -12,649 -7,820 -2,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 7.4 1.2 60.4 71.3 73.6 79.9 26.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 33 23 10 69 76 107 104 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 348,652 COMMITMENTS 45,478 25,292 409 237,616 274,036 283,503 299,737 65,149 48,915 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,469) -1,072 4,863 -33 -2,166 -9,032 -3,271 -4,202 -1,198 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 7.3 0.1 68.2 78.6 81.3 86.0 18.7 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 7 5 6 35 41 46 48 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 12,677 COMMITMENTS 2,144 157 1,914 7,944 10,263 12,002 12,334 675 343 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 874) 583 -19 410 -157 482 836 873 38 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 1.2 15.1 62.7 81.0 94.7 97.3 5.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 2 6 23 22 34 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 273,643 COMMITMENTS 90,971 8,786 43,836 87,299 189,724 222,106 242,346 51,537 31,297 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 12,580) -2,142 878 5,324 7,986 3,555 11,168 9,757 1,412 2,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 3.2 16.0 31.9 69.3 81.2 88.6 18.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 98 25 69 68 74 201 153 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,883 COMMITMENTS 3,763 4,833 313 6,498 6,453 10,574 11,599 2,309 1,284 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 42) 223 -272 -61 -173 563 -11 230 53 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 37.5 2.4 50.4 50.1 82.1 90.0 17.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 19 25 9 21 12 49 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 991,502 COMMITMENTS 344,798 175,928 20,158 495,875 719,135 860,831 915,221 130,671 76,281 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 123,337) 85,734 -22,111 13,268 19,042 142,810 118,044 133,967 5,293 -10,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 17.7 2.0 50.0 72.5 86.8 92.3 13.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 56 36 14 91 99 153 143 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,803,643 COMMITMENTS 270,104 335,998 31,277 1203854 1154488 1505235 1521763 298,408 281,880 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 6,342) 19,068 48,379 5,588 -25,049 -29,984 -393 23,983 6,735 -17,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 18.6 1.7 66.7 64.0 83.5 84.4 16.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 35 72 25 102 133 153 214 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,133,638 COMMITMENTS 270,680 122,918 9,032 629,378 769,330 909,090 901,280 224,548 232,358 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 942) 33,812 -27,850 4,103 -40,866 18,422 -2,951 -5,325 3,893 6,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 10.8 0.8 55.5 67.9 80.2 79.5 19.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 42 28 11 79 95 126 129 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 486,461 COMMITMENTS 21,549 57,754 73,236 367,038 314,034 461,823 445,024 24,638 41,437 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,161) -6,058 -11,781 -2,412 4,310 9,388 -4,160 -4,805 2,999 3,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 11.9 15.1 75.5 64.6 94.9 91.5 5.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 17 21 29 51 49 84 85 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 41,606 COMMITMENTS 11,573 5,298 1 22,857 32,732 34,431 38,030 7,175 3,576 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,675) -1,653 -900 -58 219 -477 -1,492 -1,435 -183 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 12.7 0.0 54.9 78.7 82.8 91.4 17.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 9 1 32 25 54 34 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 83,211 COMMITMENTS 23,146 10,595 2 45,713 65,463 68,861 76,060 14,350 7,151 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -3,349) -3,306 -1,799 -116 438 -954 -2,984 -2,869 -365 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 12.7 0.0 54.9 78.7 82.8 91.4 17.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 9 1 32 25 54 34 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 8,343 COMMITMENTS 5,842 6,277 900 1,501 1,159 8,243 8,336 100 7 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 353) 156 -233 53 140 537 349 357 4 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 75.2 10.8 18.0 13.9 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 9 2 1 3 10 13 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 10,005 COMMITMENTS 1,589 3,775 25 8,083 6,162 9,697 9,962 308 43 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -127) 183 40 -25 -297 -141 -139 -126 12 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 37.7 0.2 80.8 61.6 96.9 99.6 3.1 0.4 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 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,098 COMMITMENTS 1,793 3,448 0 9,947 8,625 11,740 12,073 358 25 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 14) 30 531 0 2 -480 32 51 -18 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 28.5 0.0 82.2 71.3 97.0 99.8 3.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 11 0 3 13 9 24
Updated July 20, 2012