WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 543,269: 115,156 125,268 134,241 263,380 229,130 512,777 488,638: 30,493 54,631
Old : 505,143: 103,260 120,228 121,540 251,297 214,898 476,097 456,666: 29,046 48,477
Other: 38,127: 16,031 9,175 8,565 12,083 14,232 36,680 31,972: 1,447 6,155
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,511: 2,206 1,187 -3,379 3,026 5,771 1,853 3,579: -341 -2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 23.1 24.7 48.5 42.2 94.4 89.9: 5.6 10.1
Old : 100.0: 20.4 23.8 24.1 49.7 42.5 94.3 90.4: 5.7 9.6
Other: 100.0: 42.0 24.1 22.5 31.7 37.3 96.2 83.9: 3.8 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 108 143 159 94 119 297 335:
Old : 382: 115 139 152 93 118 291 329:
Other: 131: 13 45 16 25 63 50 114:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 12.8 29.3 20.2 15.6 10.2 25.6 16.7
Old : 18.1 12.4 30.9 20.0 16.5 10.9 27.1 18.1
Other: 69.4 39.2 82.6 50.7 49.7 17.8 58.5 26.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 1,640,692: 274,863 154,821 512,568 678,700 686,212 1,466,132 1,353,601: 174,560 287,091
Old : 811,565: 172,457 105,012 262,075 300,729 341,769 735,261 708,856: 76,305 102,709
Other: 829,126: 178,244 125,646 174,656 377,971 344,442 730,871 644,745: 98,255 184,382
: : :
: : Changes in Commitments from: June 12, 2012 :
: -43,603: 19,344 -7,132 -30,996 -34,999 1,408 -46,651 -36,720: 3,048 -6,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.4 31.2 41.4 41.8 89.4 82.5: 10.6 17.5
Old : 100.0: 21.2 12.9 32.3 37.1 42.1 90.6 87.3: 9.4 12.7
Other: 100.0: 21.5 15.2 21.1 45.6 41.5 88.1 77.8: 11.9 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 187 164 259 254 308 568 615:
Old : 619: 166 138 182 224 271 470 514:
Other: 616: 146 149 173 189 274 433 507:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.0 18.1 15.5 9.0 6.3 15.3 9.9
Old : 11.5 13.8 19.1 21.6 10.9 12.1 16.9 16.5
Other: 13.9 10.3 23.3 15.6 11.8 8.7 20.3 12.5
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 3,435: 787 1,836 983 1,244 491 3,014 3,310: 421 125
Old : 3,120: 492 1,539 967 1,244 491 2,703 2,997: 417 123
Other: 315: 295 297 17 0 0 312 313: 4 2
: : :
: : Changes in Commitments from: June 12, 2012 :
: -1,315: -383 84 -1,082 50 -233 -1,416 -1,232: 100 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 53.4 28.6 36.2 14.3 87.7 96.3: 12.3 3.7
Old : 100.0: 15.8 49.3 31.0 39.9 15.7 86.6 96.0: 13.4 4.0
Other: 100.0: 93.6 94.1 5.3 0.0 0.0 98.8 99.4: 1.2 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 9 11 4 7 18 19:
Old : 21: 5 9 11 4 7 17 19:
Other: 4: 1 3 3 0 0 4 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 : 52.1 68.7 76.9 91.8 38.5 52.7 58.0 66.1
Old : 55.3 65.7 79.8 91.0 40.1 49.4 54.6 63.3
Other: 98.8 99.4 98.8 99.4 93.6 94.1 93.6 94.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 12,904: 1,806 2,642 1,307 7,770 7,050 10,883 10,999: 2,021 1,904
Old : 12,903: 1,806 2,642 1,307 7,770 7,050 10,883 10,999: 2,021 1,904
Other: 0: 0 0 0 0 0 0 0: 0 -0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -301: 316 112 -92 -281 75 -57 95: -244 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 20.5 10.1 60.2 54.6 84.3 85.2: 15.7 14.8
Old : 100.0: 14.0 20.5 10.1 60.2 54.6 84.3 85.2: 15.7 14.8
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 15 10 17 11 35 32:
Old : 47: 13 15 10 17 11 35 32:
Other: 1: 0 1 0 0 0 0 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 : 33.3 51.2 53.4 64.8 26.2 47.0 43.3 54.3
Old : 33.3 51.2 53.5 64.8 26.2 47.0 43.3 54.3
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 1,116,839: 259,163 41,896 395,396 380,247 578,229 1,034,805 1,015,521: 82,033 101,318
Old : 316,027: 90,339 14,107 117,689 85,924 161,829 293,953 293,626: 22,074 22,401
Other: 800,811: 192,409 51,374 254,120 294,323 416,400 740,852 721,895: 59,959 78,916
: : :
: : Changes in Commitments from: June 12, 2012 :
: 17,311: 2,296 -2,835 10,164 -324 9,343 12,136 16,672: 5,175 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.8 35.4 34.0 51.8 92.7 90.9: 7.3 9.1
Old : 100.0: 28.6 4.5 37.2 27.2 51.2 93.0 92.9: 7.0 7.1
Other: 100.0: 24.0 6.4 31.7 36.8 52.0 92.5 90.1: 7.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 257 119 270 186 219 557 520:
Old : 491: 153 117 154 126 183 356 381:
Other: 590: 220 127 222 163 209 488 467:
:----------------------------------------------------------------------------------------------------
: 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 17.4 18.3 26.1 6.3 12.3 10.8 17.5
Old : 17.2 18.9 26.8 29.4 14.9 15.4 21.0 21.8
Other: 10.1 19.1 18.1 27.2 8.7 13.9 14.0 19.1
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 15,673: 1,572 4,491 7,849 5,833 1,995 15,254 14,334: 419 1,339
Old : 15,476: 1,556 4,504 7,673 5,833 1,995 15,063 14,172: 414 1,304
Other: 197: 40 11 151 0 0 192 162: 5 35
: : :
: : Changes in Commitments from: June 12, 2012 :
: -419: -464 2,509 -766 739 -3,033 -491 -1,291: 72 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 28.7 50.1 37.2 12.7 97.3 91.5: 2.7 8.5
Old : 100.0: 10.1 29.1 49.6 37.7 12.9 97.3 91.6: 2.7 8.4
Other: 100.0: 20.5 5.4 76.8 0.0 0.0 97.3 82.2: 2.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 9 12 9 13 23 27:
Old : 30: 7 9 12 9 13 23 27:
Other: 3: 2 1 3 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 : 60.7 55.7 82.7 76.0 30.8 23.8 39.2 29.5
Old : 60.9 55.5 82.5 75.9 31.2 24.3 39.6 29.9
Other: 97.3 82.2 97.3 82.2 20.5 5.4 20.5 5.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 462,321: 67,085 102,957 107,497 253,888 217,385 428,470 427,839: 33,851 34,482
Old : 239,525: 37,489 58,908 50,113 137,531 112,091 225,133 221,112: 14,393 18,413
Other: 222,796: 46,548 61,001 40,433 116,356 105,293 203,337 206,727: 19,459 16,069
: : :
: : Changes in Commitments from: June 12, 2012 :
: -13,747: 1,701 -2,037 -8,849 -8,293 -403 -15,440 -11,289: 1,693 -2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.3 23.3 54.9 47.0 92.7 92.5: 7.3 7.5
Old : 100.0: 15.7 24.6 20.9 57.4 46.8 94.0 92.3: 6.0 7.7
Other: 100.0: 20.9 27.4 18.1 52.2 47.3 91.3 92.8: 8.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 70 97 109 81 79 222 238:
Old : 238: 71 72 71 71 71 175 187:
Other: 227: 58 76 66 67 60 164 174:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 18.5 29.1 26.6 10.7 9.0 16.4 14.6
Old : 30.6 16.4 40.7 26.4 22.9 10.5 28.4 17.3
Other: 17.7 22.2 31.4 32.9 15.9 15.7 27.6 25.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 812,015: 76,912 31,906 91,773 470,218 538,657 638,903 662,336: 173,112 149,679
Old : 812,015: 76,912 31,906 91,773 470,218 538,657 638,903 662,336: 173,112 149,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -22,480: -17,898 -8,609 -1,092 -10,030 -18,134 -29,020 -27,835: 6,540 5,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.9 11.3 57.9 66.3 78.7 81.6: 21.3 18.4
Old : 100.0: 9.5 3.9 11.3 57.9 66.3 78.7 81.6: 21.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 26 33 41 93 93 146 140:
Old : 169: 26 33 41 93 93 146 140:
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 : 20.8 13.8 29.9 25.2 19.3 13.7 26.6 23.7
Old : 20.8 13.8 29.9 25.2 19.3 13.7 26.6 23.7
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 19, 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 : 347,636: 45,044 21,523 460 236,865 270,839 282,369 292,822: 65,266 54,814
Old : 347,636: 45,044 21,523 460 236,865 270,839 282,369 292,822: 65,266 54,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -11,453: 1,665 5,323 -7,362 -100 -11,535 -5,797 -13,574: -5,657 2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 6.2 0.1 68.1 77.9 81.2 84.2: 18.8 15.8
Old : 100.0: 13.0 6.2 0.1 68.1 77.9 81.2 84.2: 18.8 15.8
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 : 67: 7 6 3 37 42 45 50:
Old : 67: 7 6 3 37 42 45 50:
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 : 30.0 42.0 47.0 53.1 28.9 41.3 41.2 51.4
Old : 30.0 42.0 47.0 53.1 28.9 41.3 41.2 51.4
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 19, 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 : 10,309: 1,748 205 899 7,226 8,832 9,873 9,936: 436 373
Old : 10,309: 1,748 205 899 7,226 8,832 9,873 9,936: 436 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -987: -60 46 -116 -850 -953 -1,026 -1,023: 39 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.0 8.7 70.1 85.7 95.8 96.4: 4.2 3.6
Old : 100.0: 17.0 2.0 8.7 70.1 85.7 95.8 96.4: 4.2 3.6
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 : 37: 5 3 5 23 24 30 31:
Old : 37: 5 3 5 23 24 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 52.9 64.3 70.6 20.5 26.9 30.9 33.4
Old : 45.2 52.9 64.3 70.6 20.5 26.9 30.9 33.4
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 19, 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 : 315,804: 97,526 7,993 71,487 97,555 208,378 266,568 287,857: 49,237 27,947
Old : 143,809: 54,582 2,878 25,892 40,172 100,220 120,647 128,990: 23,163 14,819
Other: 171,995: 53,729 15,900 34,809 57,383 108,158 145,921 158,867: 26,074 13,128
: : :
: : Changes in Commitments from: June 12, 2012 :
: 17,935: 6,584 -2,136 12,765 -2,330 5,594 17,019 16,223: 916 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 2.5 22.6 30.9 66.0 84.4 91.2: 15.6 8.8
Old : 100.0: 38.0 2.0 18.0 27.9 69.7 83.9 89.7: 16.1 10.3
Other: 100.0: 31.2 9.2 20.2 33.4 62.9 84.8 92.4: 15.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 98 26 70 76 88 208 167:
Old : 198: 80 22 47 68 79 164 133:
Other: 193: 63 41 51 63 58 159 121:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 28.6 18.0 42.2 7.4 23.1 12.9 31.6
Old : 13.6 24.1 23.1 38.2 11.3 20.2 18.1 31.3
Other: 14.6 36.5 24.7 48.8 11.5 29.5 19.8 38.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 17,128: 3,072 6,569 2,668 8,792 5,635 14,532 14,871: 2,596 2,257
Old : 6,781: 2,372 4,247 506 2,670 1,175 5,548 5,929: 1,233 852
Other: 10,347: 2,347 3,967 515 6,122 4,459 8,984 8,942: 1,363 1,405
: : :
: : Changes in Commitments from: June 12, 2012 :
: 220: 159 -122 413 -274 74 298 366: -78 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 38.4 15.6 51.3 32.9 84.8 86.8: 15.2 13.2
Old : 100.0: 35.0 62.6 7.5 39.4 17.3 81.8 87.4: 18.2 12.6
Other: 100.0: 22.7 38.3 5.0 59.2 43.1 86.8 86.4: 13.2 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 24 23 21 29 17 64 57:
Old : 62: 24 17 10 18 7 43 33:
Other: 69: 15 25 9 20 16 42 45:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 29.8 43.3 42.7 29.6 27.3 41.9 39.4
Old : 25.9 39.2 39.5 63.9 25.1 39.1 38.7 63.8
Other: 45.0 35.9 62.0 50.3 44.9 34.9 60.7 49.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 964,373: 221,515 186,896 48,357 560,895 647,688 830,767 882,941: 133,606 81,432
Old : 964,373: 221,515 186,896 48,357 560,895 647,688 830,767 882,941: 133,606 81,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -59,221: -25,963 489 3,541 -35,587 -64,958 -58,010 -60,929: -1,211 1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.4 5.0 58.2 67.2 86.1 91.6: 13.9 8.4
Old : 100.0: 23.0 19.4 5.0 58.2 67.2 86.1 91.6: 13.9 8.4
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 : 216: 38 40 27 108 99 162 150:
Old : 216: 38 40 27 108 99 162 150:
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 : 15.2 34.3 27.7 44.5 14.2 30.7 23.2 39.1
Old : 15.2 34.3 27.7 44.5 14.2 30.7 23.2 39.1
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 19, 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 : 2,237,466: 264,024 234,410 274,256 1,400,565 1,411,962 1,938,846 1,920,628: 298,621 316,838
Old : 2,237,466: 264,024 234,410 274,256 1,400,565 1,411,962 1,938,846 1,920,628: 298,621 316,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -62,727: 49,476 -19,211 -5,297 -88,148 -37,799 -43,969 -62,307: -18,758 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.5 12.3 62.6 63.1 86.7 85.8: 13.3 14.2
Old : 100.0: 11.8 10.5 12.3 62.6 63.1 86.7 85.8: 13.3 14.2
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 : 271: 39 62 56 138 156 211 240:
Old : 271: 39 62 56 138 156 211 240:
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 : 25.8 17.2 35.1 24.0 22.9 14.6 31.0 20.2
Old : 25.8 17.2 35.1 24.0 22.9 14.6 31.0 20.2
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 19, 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 : 1,211,342: 186,584 144,226 59,613 738,030 765,558 984,228 969,398: 227,114 241,943
Old : 1,211,342: 186,584 144,226 59,613 738,030 765,558 984,228 969,398: 227,114 241,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -14,654: 3,461 2,084 -110 -13,046 -2,714 -9,695 -741: -4,958 -13,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 11.9 4.9 60.9 63.2 81.3 80.0: 18.7 20.0
Old : 100.0: 15.4 11.9 4.9 60.9 63.2 81.3 80.0: 18.7 20.0
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 : 190: 27 37 30 88 105 136 151:
Old : 190: 27 37 30 88 105 136 151:
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 : 18.2 18.7 29.8 27.3 16.6 17.3 27.1 25.3
Old : 18.2 18.7 29.8 27.3 16.6 17.3 27.1 25.3
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 19, 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 : 577,147: 20,771 62,122 135,110 395,989 330,468 551,870 527,699: 25,277 49,448
Old : 577,147: 20,771 62,122 135,110 395,989 330,468 551,870 527,699: 25,277 49,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 15,414: -2,918 5,730 1,831 14,645 10,412 13,558 17,973: 1,856 -2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 10.8 23.4 68.6 57.3 95.6 91.4: 4.4 8.6
Old : 100.0: 3.6 10.8 23.4 68.6 57.3 95.6 91.4: 4.4 8.6
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 : 98: 17 22 32 51 55 85 95:
Old : 98: 17 22 32 51 55 85 95:
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 : 38.8 23.3 48.8 37.6 29.1 16.8 33.0 25.4
Old : 38.8 23.3 48.8 37.6 29.1 16.8 33.0 25.4
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 19, 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 : 40,046: 10,212 7,576 369 23,008 27,765 33,588 35,710: 6,458 4,336
Old : 40,046: 10,212 7,576 369 23,008 27,765 33,588 35,710: 6,458 4,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -50,799: -830 2,158 -6,607 -37,674 -40,462 -45,111 -44,910: -5,688 -5,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.9 0.9 57.5 69.3 83.9 89.2: 16.1 10.8
Old : 100.0: 25.5 18.9 0.9 57.5 69.3 83.9 89.2: 16.1 10.8
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 : 80: 20 12 9 32 26 56 43:
Old : 80: 20 12 9 32 26 56 43:
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 : 28.4 39.9 45.7 57.9 28.4 39.9 45.6 57.6
Old : 28.4 39.9 45.7 57.9 28.4 39.9 45.6 57.6
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 with Delta-adjusted Options and Futures Combined, June 19, 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 : 80,092: 20,424 15,153 737 46,016 55,531 67,177 71,421: 12,916 8,672
Old : 80,092: 20,424 15,153 737 46,016 55,531 67,177 71,421: 12,916 8,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -53,574: 38 -2,438 -3,828 -44,571 -46,533 -48,361 -52,800: -5,212 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.9 0.9 57.5 69.3 83.9 89.2: 16.1 10.8
Old : 100.0: 25.5 18.9 0.9 57.5 69.3 83.9 89.2: 16.1 10.8
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 : 80: 20 12 9 32 26 56 43:
Old : 80: 20 12 9 32 26 56 43:
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 : 28.4 39.9 45.7 57.9 28.4 39.9 45.6 57.6
Old : 28.4 39.9 45.7 57.9 28.4 39.9 45.6 57.6
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 with Delta-adjusted Options and Futures Combined, June 19, 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 : 10,591: 4,586 6,532 3,336 2,557 616 10,479 10,484: 112 107
Old : 10,591: 4,586 6,532 3,336 2,557 616 10,479 10,484: 112 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 2,368: -238 -385 2,632 55 116 2,449 2,363: -81 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 61.7 31.5 24.1 5.8 98.9 99.0: 1.1 1.0
Old : 100.0: 43.3 61.7 31.5 24.1 5.8 98.9 99.0: 1.1 1.0
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 : 22: 8 10 5 3 3 13 16:
Old : 22: 8 10 5 3 3 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 : 68.6 73.0 91.4 90.6 45.5 50.1 63.8 63.5
Old : 68.6 73.0 91.4 90.6 45.5 50.1 63.8 63.5
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 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,430: 1,510 2,248 45 7,674 7,070 9,229 9,363: 201 67
Old : 9,430: 1,510 2,248 45 7,674 7,070 9,229 9,363: 201 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -3,089: -43 -862 -2,104 -736 65 -2,883 -2,901: -206 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 23.8 0.5 81.4 75.0 97.9 99.3: 2.1 0.7
Old : 100.0: 16.0 23.8 0.5 81.4 75.0 97.9 99.3: 2.1 0.7
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 : 29: 7 7 1 6 10 13 18:
Old : 29: 7 7 1 6 10 13 18:
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 : 79.6 69.0 93.5 86.7 79.6 69.0 93.5 86.6
Old : 79.6 69.0 93.5 86.7 79.6 69.0 93.5 86.6
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 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,308: 2,060 1,649 0 6,961 7,612 9,021 9,261: 287 47
Old : 9,308: 2,060 1,649 0 6,961 7,612 9,021 9,261: 287 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -2,065: 257 -144 -461 -1,894 -1,375 -2,098 -1,980: 33 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.7 0.0 74.8 81.8 96.9 99.5: 3.1 0.5
Old : 100.0: 22.1 17.7 0.0 74.8 81.8 96.9 99.5: 3.1 0.5
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 : 31: 8 7 0 3 14 11 21:
Old : 31: 8 7 0 3 14 11 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 : 86.8 58.4 95.4 78.0 86.8 58.4 95.4 78.0
Old : 86.8 58.4 95.4 78.0 86.8 58.4 95.4 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012