WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 550,696: 109,574 117,947 141,063 269,538 235,463 520,175 494,474: 30,521 56,223
Old : 524,027: 101,798 115,679 132,326 261,034 225,099 495,158 473,104: 28,869 50,923
Other: 26,669: 9,799 4,292 6,714 8,504 10,364 25,017 21,370: 1,652 5,299
: : :
: : Changes in Commitments from: May 29, 2012 :
: 4,411: 1,733 19,511 -7,979 10,120 -12,728 3,873 -1,196: 538 5,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.4 25.6 48.9 42.8 94.5 89.8: 5.5 10.2
Old : 100.0: 19.4 22.1 25.3 49.8 43.0 94.5 90.3: 5.5 9.7
Other: 100.0: 36.7 16.1 25.2 31.9 38.9 93.8 80.1: 6.2 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 112 138 150 96 117 293 327:
Old : 379: 114 136 143 96 115 290 318:
Other: 120: 14 36 13 26 57 50 98:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 11.6 30.0 19.2 15.4 9.0 25.2 15.4
Old : 19.2 11.7 30.9 19.3 16.0 9.4 26.1 16.3
Other: 60.9 41.6 73.6 50.6 36.7 17.6 45.8 23.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 1,696,371: 260,071 170,055 520,936 742,186 710,023 1,523,193 1,401,014: 173,178 295,356
Old : 941,070: 191,669 165,650 284,244 374,784 373,494 850,697 823,388: 90,372 117,682
Other: 755,301: 148,474 84,478 156,619 367,402 336,529 672,496 577,627: 82,805 177,674
: : :
: : Changes in Commitments from: May 29, 2012 :
: 14,874: -4,056 18,559 10,553 -3,537 -13,102 2,960 16,010: 11,914 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.0 30.7 43.8 41.9 89.8 82.6: 10.2 17.4
Old : 100.0: 20.4 17.6 30.2 39.8 39.7 90.4 87.5: 9.6 12.5
Other: 100.0: 19.7 11.2 20.7 48.6 44.6 89.0 76.5: 11.0 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 181 187 269 244 307 557 642:
Old : 653: 163 169 195 210 276 467 548:
Other: 597: 139 137 164 175 276 399 500:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 10.2 18.9 16.0 9.4 6.0 15.5 9.5
Old : 11.2 13.0 19.5 21.1 11.0 11.7 18.3 16.3
Other: 15.1 13.1 25.1 18.4 13.3 10.9 21.8 15.1
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 5,412: 1,206 1,488 2,627 1,201 925 5,035 5,040: 377 372
Old : 5,128: 955 1,258 2,622 1,201 925 4,779 4,805: 349 323
Other: 284: 251 230 5 0 0 256 235: 28 49
: : :
: : Changes in Commitments from: May 29, 2012 :
: -180: -174 340 -185 21 -224 -339 -69: 159 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 27.5 48.5 22.2 17.1 93.0 93.1: 7.0 6.9
Old : 100.0: 18.6 24.5 51.1 23.4 18.0 93.2 93.7: 6.8 6.3
Other: 100.0: 88.3 81.0 1.8 0.0 0.0 90.1 82.8: 9.9 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 9 9 4 7 17 17:
Old : 20: 4 9 9 4 7 16 17:
Other: 4: 1 3 2 0 0 3 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 : 45.0 56.7 69.7 77.9 28.6 25.7 38.0 36.4
Old : 47.4 55.3 73.5 77.6 30.2 23.7 35.2 33.9
Other: 90.1 82.8 90.1 82.8 88.3 81.0 88.3 81.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 13,229: 1,838 2,532 1,347 7,553 7,038 10,737 10,918: 2,492 2,312
Old : 13,229: 1,838 2,532 1,347 7,553 7,038 10,737 10,918: 2,492 2,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 1,330: -123 1,373 384 975 -747 1,237 1,011: 94 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.1 10.2 57.1 53.2 81.2 82.5: 18.8 17.5
Old : 100.0: 13.9 19.1 10.2 57.1 53.2 81.2 82.5: 18.8 17.5
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 : 47: 18 10 9 18 11 37 29:
Old : 47: 18 10 9 18 11 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 50.3 49.0 63.8 26.4 45.8 39.5 53.5
Old : 31.3 50.3 49.0 63.8 26.4 45.8 39.5 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 1,082,409: 230,019 53,050 376,695 405,360 552,636 1,012,075 982,382: 70,335 100,028
Old : 421,768: 118,732 39,905 137,265 140,301 215,123 396,298 392,293: 25,470 29,476
Other: 660,641: 139,794 41,652 210,924 265,059 337,513 615,776 590,089: 44,864 70,552
: : :
: : Changes in Commitments from: May 29, 2012 :
: -11,524: -24,004 3,402 3,528 9,035 -14,754 -11,440 -7,825: -84 -3,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.9 34.8 37.4 51.1 93.5 90.8: 6.5 9.2
Old : 100.0: 28.2 9.5 32.5 33.3 51.0 94.0 93.0: 6.0 7.0
Other: 100.0: 21.2 6.3 31.9 40.1 51.1 93.2 89.3: 6.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 232 133 271 167 210 511 524:
Old : 524: 176 136 168 118 181 370 413:
Other: 510: 182 104 202 147 197 413 431:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 17.6 19.4 25.6 6.6 12.0 11.1 16.2
Old : 15.3 19.6 23.5 27.9 13.0 16.7 20.1 22.4
Other: 12.2 20.0 20.4 28.2 9.0 13.1 14.2 17.9
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 15,968: 2,321 2,957 7,942 5,420 4,197 15,683 15,096: 285 872
Old : 15,774: 2,211 2,920 7,863 5,420 4,197 15,495 14,981: 279 793
Other: 194: 115 43 73 0 0 188 115: 6 79
: : :
: : Changes in Commitments from: May 29, 2012 :
: -380: -604 96 68 192 -670 -344 -506: -36 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.5 49.7 33.9 26.3 98.2 94.5: 1.8 5.5
Old : 100.0: 14.0 18.5 49.9 34.4 26.6 98.2 95.0: 1.8 5.0
Other: 100.0: 59.3 21.9 37.4 0.0 0.0 96.7 59.3: 3.3 40.7
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 8 12 9 13 24 27:
Old : 31: 9 8 12 9 13 24 27:
Other: 3: 1 2 2 0 0 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 : 58.5 55.2 80.5 72.1 18.6 17.9 26.0 22.7
Old : 58.2 55.2 80.3 72.2 18.7 17.8 25.6 22.7
Other: 96.7 59.3 96.7 59.3 59.3 21.9 59.3 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 477,593: 59,719 96,940 113,983 269,671 226,646 443,373 437,569: 34,220 40,024
Old : 305,163: 55,712 99,942 55,473 175,253 120,764 286,438 276,178: 18,726 28,985
Other: 172,430: 33,187 26,177 29,331 94,418 105,882 156,936 161,390: 15,494 11,039
: : :
: : Changes in Commitments from: May 29, 2012 :
: 7,428: -5,199 4,656 3,897 7,424 -3,090 6,123 5,463: 1,306 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 20.3 23.9 56.5 47.5 92.8 91.6: 7.2 8.4
Old : 100.0: 18.3 32.8 18.2 57.4 39.6 93.9 90.5: 6.1 9.5
Other: 100.0: 19.2 15.2 17.0 54.8 61.4 91.0 93.6: 9.0 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 69 92 124 82 76 237 249:
Old : 286: 82 95 90 74 74 199 230:
Other: 196: 52 56 61 64 54 151 147:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 19.6 29.3 27.4 10.0 8.3 16.0 13.6
Old : 25.3 12.9 35.0 21.9 19.0 9.0 26.2 15.1
Other: 21.4 36.7 34.9 48.6 17.7 26.7 28.5 36.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 898,463: 89,770 43,576 126,830 505,134 567,741 721,734 738,147: 176,729 160,316
Old : 898,463: 89,770 43,576 126,830 505,134 567,741 721,734 738,147: 176,729 160,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -14,933: -2,626 2,397 36,170 -20,245 -41,504 13,299 -2,937: -28,231 -11,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.9 14.1 56.2 63.2 80.3 82.2: 19.7 17.8
Old : 100.0: 10.0 4.9 14.1 56.2 63.2 80.3 82.2: 19.7 17.8
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 : 166: 36 27 41 88 85 144 133:
Old : 166: 36 27 41 88 85 144 133:
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 : 20.5 14.1 31.0 24.9 19.1 12.8 26.8 21.5
Old : 20.5 14.1 31.0 24.9 19.1 12.8 26.8 21.5
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 373,596: 42,707 13,944 7,396 257,200 295,619 307,303 316,959: 66,293 56,637
Old : 373,596: 42,707 13,944 7,396 257,200 295,619 307,303 316,959: 66,293 56,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -30,928: 51 -6,782 -2,020 -7,545 -4,278 -9,514 -13,080: -21,415 -17,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.7 2.0 68.8 79.1 82.3 84.8: 17.7 15.2
Old : 100.0: 11.4 3.7 2.0 68.8 79.1 82.3 84.8: 17.7 15.2
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 : 66: 7 5 4 41 39 49 47:
Old : 66: 7 5 4 41 39 49 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 : 27.3 43.2 43.5 55.5 26.0 40.7 37.4 51.3
Old : 27.3 43.2 43.5 55.5 26.0 40.7 37.4 51.3
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 12,717: 3,309 128 977 8,137 11,333 12,423 12,438: 294 279
Old : 12,717: 3,309 128 977 8,137 11,333 12,423 12,438: 294 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 303: 489 15 -181 15 543 323 377: -20 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 1.0 7.7 64.0 89.1 97.7 97.8: 2.3 2.2
Old : 100.0: 26.0 1.0 7.7 64.0 89.1 97.7 97.8: 2.3 2.2
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 : 41: 9 2 6 24 27 34 35:
Old : 41: 9 2 6 24 27 34 35:
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 : 54.2 57.9 68.7 72.6 25.7 25.8 32.9 33.5
Old : 54.2 57.9 68.7 72.6 25.7 25.8 32.9 33.5
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 286,361: 83,801 9,812 56,196 102,570 194,580 242,567 260,588: 43,794 25,772
Old : 166,071: 64,826 8,748 25,539 48,373 115,968 138,738 150,255: 27,334 15,816
Other: 120,289: 24,979 7,068 24,654 54,196 78,612 103,829 110,333: 16,460 9,956
: : :
: : Changes in Commitments from: May 29, 2012 :
: -14,370: -10,211 373 -1,395 -2,446 -14,705 -14,052 -15,726: -318 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 3.4 19.6 35.8 67.9 84.7 91.0: 15.3 9.0
Old : 100.0: 39.0 5.3 15.4 29.1 69.8 83.5 90.5: 16.5 9.5
Other: 100.0: 20.8 5.9 20.5 45.1 65.4 86.3 91.7: 13.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 93 27 59 80 80 195 149:
Old : 208: 85 28 42 71 75 170 131:
Other: 154: 42 28 39 64 54 131 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 30.2 18.7 44.3 7.5 26.3 12.9 35.3
Old : 12.8 33.4 20.7 44.2 10.5 31.2 17.5 41.7
Other: 17.7 33.3 28.1 48.7 12.1 26.1 19.2 38.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 16,849: 3,025 6,238 2,523 8,634 5,651 14,182 14,411: 2,668 2,438
Old : 9,547: 3,118 5,747 660 4,076 1,459 7,855 7,866: 1,693 1,681
Other: 7,302: 1,348 1,931 422 4,557 4,192 6,327 6,545: 975 757
: : :
: : Changes in Commitments from: May 29, 2012 :
: 1,588: -265 500 558 1,484 -108 1,776 950: -188 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 37.0 15.0 51.2 33.5 84.2 85.5: 15.8 14.5
Old : 100.0: 32.7 60.2 6.9 42.7 15.3 82.3 82.4: 17.7 17.6
Other: 100.0: 18.5 26.4 5.8 62.4 57.4 86.6 89.6: 13.4 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 20 29 21 25 15 61 58:
Old : 74: 25 26 10 17 9 46 41:
Other: 55: 11 21 9 17 14 36 37:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 32.2 45.1 44.8 31.2 29.5 44.0 42.0
Old : 27.1 35.8 41.3 55.8 27.0 35.7 41.0 55.7
Other: 48.7 45.5 65.5 60.7 48.6 43.9 63.6 58.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 1,026,459: 280,808 154,624 53,685 550,704 718,264 885,197 926,573: 141,262 99,886
Old : 1,026,459: 280,808 154,624 53,685 550,704 718,264 885,197 926,573: 141,262 99,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 49,524: 1,516 -43,823 17,937 20,227 81,557 39,679 55,671: 9,845 -6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.1 5.2 53.7 70.0 86.2 90.3: 13.8 9.7
Old : 100.0: 27.4 15.1 5.2 53.7 70.0 86.2 90.3: 13.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 47 37 29 106 100 169 150:
Old : 225: 47 37 29 106 100 169 150:
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 : 19.2 34.4 29.8 44.9 16.7 31.1 24.0 38.9
Old : 19.2 34.4 29.8 44.9 16.7 31.1 24.0 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 2,334,270: 275,344 258,851 272,068 1,464,342 1,478,719 2,011,754 2,009,638: 322,516 324,632
Old : 2,334,270: 275,344 258,851 272,068 1,464,342 1,478,719 2,011,754 2,009,638: 322,516 324,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -128,552: 56,980 -15,687 11,978 -174,942 -91,742 -105,984 -95,450: -22,568 -33,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.1 11.7 62.7 63.3 86.2 86.1: 13.8 13.9
Old : 100.0: 11.8 11.1 11.7 62.7 63.3 86.2 86.1: 13.8 13.9
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 : 268: 48 53 56 137 154 211 237:
Old : 268: 48 53 56 137 154 211 237:
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 : 27.8 16.7 36.5 23.6 25.4 14.5 34.0 19.6
Old : 27.8 16.7 36.5 23.6 25.4 14.5 34.0 19.6
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 1,308,276: 359,091 139,453 62,016 631,400 853,713 1,052,507 1,055,182: 255,768 253,094
Old : 1,308,276: 359,091 139,453 62,016 631,400 853,713 1,052,507 1,055,182: 255,768 253,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -52,089: -34,668 18,427 22,686 -37,988 -91,436 -49,970 -50,323: -2,118 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.7 4.7 48.3 65.3 80.4 80.7: 19.6 19.3
Old : 100.0: 27.4 10.7 4.7 48.3 65.3 80.4 80.7: 19.6 19.3
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 : 190: 38 32 30 82 102 138 146:
Old : 190: 38 32 30 82 102 138 146:
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 : 21.8 16.5 32.6 25.0 20.3 15.1 29.6 23.2
Old : 21.8 16.5 32.6 25.0 20.3 15.1 29.6 23.2
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 558,152: 25,068 55,608 136,467 374,415 313,557 535,950 505,632: 22,202 52,519
Old : 558,152: 25,068 55,608 136,467 374,415 313,557 535,950 505,632: 22,202 52,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -65,187: -9,125 -26,796 -18,654 -34,738 -19,442 -62,517 -64,892: -2,670 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.0 24.4 67.1 56.2 96.0 90.6: 4.0 9.4
Old : 100.0: 4.5 10.0 24.4 67.1 56.2 96.0 90.6: 4.0 9.4
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 : 90: 13 21 28 49 53 79 87:
Old : 90: 13 21 28 49 53 79 87:
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 : 38.1 21.4 49.5 36.2 28.5 14.8 32.3 22.7
Old : 38.1 21.4 49.5 36.2 28.5 14.8 32.3 22.7
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 74,061: 9,860 5,887 5,329 48,547 54,916 63,736 66,132: 10,326 7,929
Old : 74,061: 9,860 5,887 5,329 48,547 54,916 63,736 66,132: 10,326 7,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,760: -989 -1,113 164 4,401 4,622 3,575 3,673: 185 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 7.9 7.2 65.5 74.1 86.1 89.3: 13.9 10.7
Old : 100.0: 13.3 7.9 7.2 65.5 74.1 86.1 89.3: 13.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 25 12 11 40 37 69 58:
Old : 95: 25 12 11 40 37 69 58:
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 : 28.5 35.4 41.8 49.4 16.8 22.7 24.2 33.3
Old : 28.5 35.4 41.8 49.4 16.8 22.7 24.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 20,582: 5,238 1,140 43 13,884 15,595 19,165 16,778: 1,417 3,804
Old : 20,582: 5,238 1,140 43 13,884 15,595 19,165 16,778: 1,417 3,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,056: -3 -9 26 3,038 2,972 3,061 2,990: -5 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.5 0.2 67.5 75.8 93.1 81.5: 6.9 18.5
Old : 100.0: 25.4 5.5 0.2 67.5 75.8 93.1 81.5: 6.9 18.5
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 : 22: 5 2 4 6 9 12 14:
Old : 22: 5 2 4 6 9 12 14:
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 : 63.0 57.9 86.7 76.7 62.9 57.9 86.6 76.7
Old : 63.0 57.9 86.7 76.7 62.9 57.9 86.6 76.7
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 106,958: 18,061 18,311 1,754 69,326 78,642 89,141 98,708: 17,817 8,250
Old : 106,958: 18,061 18,311 1,754 69,326 78,642 89,141 98,708: 17,817 8,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 1,409: -1,991 -2,227 293 2,725 3,300 1,028 1,367: 381 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.1 1.6 64.8 73.5 83.3 92.3: 16.7 7.7
Old : 100.0: 16.9 17.1 1.6 64.8 73.5 83.3 92.3: 16.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 23 15 9 37 32 64 52:
Old : 93: 23 15 9 37 32 64 52:
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 : 31.7 39.0 45.1 56.2 31.7 38.8 44.8 55.7
Old : 31.7 39.0 45.1 56.2 31.7 38.8 44.8 55.7
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 8,978: 5,017 7,761 704 3,147 500 8,868 8,965: 110 13
Old : 8,978: 5,017 7,761 704 3,147 500 8,868 8,965: 110 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 971: 291 1,166 -197 857 0 951 969: 20 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 86.4 7.8 35.1 5.6 98.8 99.9: 1.2 0.1
Old : 100.0: 55.9 86.4 7.8 35.1 5.6 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 10 2 3 1 13 12:
Old : 23: 9 10 2 3 1 13 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 : 56.1 72.0 86.0 92.7 56.1 67.7 84.8 87.1
Old : 56.1 72.0 86.0 92.7 56.1 67.7 84.8 87.1
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 with Delta-adjusted Options and Futures Combined, June 5, 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 : 8,713: 1,431 1,218 88 6,929 7,334 8,448 8,640: 265 73
Old : 8,713: 1,431 1,218 88 6,929 7,334 8,448 8,640: 265 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 284: -826 513 -129 1,263 -51 308 333: -24 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.0 1.0 79.5 84.2 97.0 99.2: 3.0 0.8
Old : 100.0: 16.4 14.0 1.0 79.5 84.2 97.0 99.2: 3.0 0.8
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 : 32: 8 7 2 7 11 16 19:
Old : 32: 8 7 2 7 11 16 19:
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 : 77.3 73.4 90.7 85.6 77.3 73.3 90.3 84.9
Old : 77.3 73.4 90.7 85.6 77.3 73.3 90.3 84.9
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 with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,076: 3,160 2,696 1,181 7,423 8,174 11,764 12,051: 312 25
Old : 12,076: 3,160 2,696 1,181 7,423 8,174 11,764 12,051: 312 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 2,436: 745 531 1,174 511 735 2,430 2,440: 6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 22.3 9.8 61.5 67.7 97.4 99.8: 2.6 0.2
Old : 100.0: 26.2 22.3 9.8 61.5 67.7 97.4 99.8: 2.6 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 : 36: 12 6 1 4 15 17 21:
Old : 36: 12 6 1 4 15 17 21:
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 : 77.0 66.9 91.6 85.0 73.6 57.1 83.2 75.2
Old : 77.0 66.9 91.6 85.0 73.6 57.1 83.2 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012