WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 570,102: 127,741 85,927 161,865 242,568 266,076 532,174 513,868: 37,929 56,234
Old : 508,973: 113,922 78,847 139,241 221,282 244,022 474,445 462,110: 34,528 46,863
Other: 61,129: 18,611 11,872 17,831 21,286 22,054 57,728 51,758: 3,401 9,371
: : :
: : Changes in Commitments from: July 3, 2012 :
: 28,308: 5,894 -2,535 12,765 5,928 15,921 24,588 26,152: 3,721 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 15.1 28.4 42.5 46.7 93.3 90.1: 6.7 9.9
Old : 100.0: 22.4 15.5 27.4 43.5 47.9 93.2 90.8: 6.8 9.2
Other: 100.0: 30.4 19.4 29.2 34.8 36.1 94.4 84.7: 5.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 125 124 136 91 126 299 309:
Old : 383: 125 122 130 84 125 286 304:
Other: 159: 26 43 24 32 77 75 132:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 14.2 25.9 22.5 14.5 11.1 22.8 17.6
Old : 17.0 14.7 27.7 23.1 16.0 12.8 24.6 19.8
Other: 54.3 35.9 70.7 44.7 34.7 11.0 40.9 15.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 1,730,417: 300,773 75,953 564,339 678,529 837,223 1,543,642 1,477,515: 186,775 252,901
Old : 641,432: 136,078 50,861 233,124 215,956 305,774 585,159 589,758: 56,273 51,674
Other: 1,088,984: 204,896 65,295 291,013 462,573 531,449 958,483 887,757: 130,502 201,228
: : :
: : Changes in Commitments from: July 3, 2012 :
: 134,948: 17,653 -2,649 68,929 46,856 68,524 133,438 134,805: 1,510 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.4 32.6 39.2 48.4 89.2 85.4: 10.8 14.6
Old : 100.0: 21.2 7.9 36.3 33.7 47.7 91.2 91.9: 8.8 8.1
Other: 100.0: 18.8 6.0 26.7 42.5 48.8 88.0 81.5: 12.0 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 210 135 234 256 361 566 640:
Old : 599: 142 112 128 166 289 369 468:
Other: 694: 182 128 190 213 345 474 591:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 11.1 17.9 17.7 8.1 6.3 13.7 9.7
Old : 13.0 17.6 20.4 25.8 12.5 16.2 19.0 21.5
Other: 13.0 9.7 22.0 15.9 8.8 6.7 15.4 9.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,802: 3,371 394 483 5,039 8,890 8,892 9,767: 1,910 1,035
Old : 10,802: 3,371 394 483 5,039 8,890 8,892 9,767: 1,910 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,046: 879 146 99 9 970 988 1,214: 58 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 3.6 4.5 46.6 82.3 82.3 90.4: 17.7 9.6
Old : 100.0: 31.2 3.6 4.5 46.6 82.3 82.3 90.4: 17.7 9.6
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 : 41: 18 5 7 14 12 35 21:
Old : 41: 18 5 7 14 12 35 21:
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 : 31.3 65.2 50.7 79.2 29.0 64.3 47.4 75.5
Old : 31.3 65.2 50.7 79.2 29.0 64.3 47.4 75.5
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, July 10, 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 : 1,177,621: 305,500 50,824 413,361 371,258 620,821 1,090,119 1,085,006: 87,502 92,615
Old : 149,943: 44,885 5,617 61,845 32,453 71,469 139,184 138,932: 10,759 11,011
Other: 1,027,677: 269,420 54,013 342,710 338,805 549,351 950,935 946,074: 76,743 81,604
: : :
: : Changes in Commitments from: July 3, 2012 :
: 71,799: 5,057 5,721 40,635 22,432 28,156 68,124 74,512: 3,674 -2,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 4.3 35.1 31.5 52.7 92.6 92.1: 7.4 7.9
Old : 100.0: 29.9 3.7 41.2 21.6 47.7 92.8 92.7: 7.2 7.3
Other: 100.0: 26.2 5.3 33.3 33.0 53.5 92.5 92.1: 7.5 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 651: 274 128 247 184 226 560 514:
Old : 379: 110 67 91 98 151 243 274:
Other: 635: 249 151 236 165 215 528 496:
:----------------------------------------------------------------------------------------------------
: 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 18.2 18.3 26.8 6.2 12.0 10.6 16.7
Old : 20.3 17.5 34.2 27.8 17.2 15.4 26.3 20.9
Other: 11.1 19.4 18.6 28.5 7.0 13.2 11.7 18.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 392,116: 62,189 74,637 95,000 199,908 191,252 357,097 360,889: 35,019 31,227
Old : 132,626: 20,846 26,545 28,046 73,218 66,497 122,110 121,088: 10,516 11,538
Other: 259,489: 54,479 61,228 53,818 126,690 124,755 234,987 239,800: 24,502 19,689
: : :
: : Changes in Commitments from: July 3, 2012 :
: 829: 4,007 -13,398 5,487 -9,052 9,310 442 1,400: 387 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.0 24.2 51.0 48.8 91.1 92.0: 8.9 8.0
Old : 100.0: 15.7 20.0 21.1 55.2 50.1 92.1 91.3: 7.9 8.7
Other: 100.0: 21.0 23.6 20.7 48.8 48.1 90.6 92.4: 9.4 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 70 79 102 81 81 217 218:
Old : 195: 59 45 52 59 72 140 151:
Other: 238: 57 84 80 75 69 190 185:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 19.5 30.2 29.5 11.4 11.8 18.4 18.6
Old : 35.1 17.9 43.9 29.8 29.8 14.7 35.3 23.3
Other: 17.1 22.1 30.0 32.2 14.3 15.2 24.6 24.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 758,251: 76,342 38,687 62,803 430,211 508,934 569,356 610,424: 188,895 147,827
Old : 758,251: 76,342 38,687 62,803 430,211 508,934 569,356 610,424: 188,895 147,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 27,637: -616 -1,650 4,176 6,833 12,761 10,393 15,288: 17,244 12,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.1 8.3 56.7 67.1 75.1 80.5: 24.9 19.5
Old : 100.0: 10.1 5.1 8.3 56.7 67.1 75.1 80.5: 24.9 19.5
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 : 165: 37 21 36 85 89 136 132:
Old : 165: 37 21 36 85 89 136 132:
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 14.5 28.2 26.6 17.5 14.2 24.0 25.5
Old : 20.5 14.5 28.2 26.6 17.5 14.2 24.0 25.5
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, July 10, 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 : 354,011: 46,550 20,455 511 239,790 283,097 286,851 304,063: 67,160 49,948
Old : 354,011: 46,550 20,455 511 239,790 283,097 286,851 304,063: 67,160 49,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 5,925: 46 -1,502 18 3,240 4,111 3,305 2,628: 2,620 3,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 5.8 0.1 67.7 80.0 81.0 85.9: 19.0 14.1
Old : 100.0: 13.1 5.8 0.1 67.7 80.0 81.0 85.9: 19.0 14.1
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 : 68: 7 5 5 35 41 45 48:
Old : 68: 7 5 5 35 41 45 48:
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 : 31.5 42.8 48.0 54.0 30.6 42.2 42.4 52.2
Old : 31.5 42.8 48.0 54.0 30.6 42.2 42.4 52.2
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, July 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,803: 1,561 176 1,504 8,101 9,781 11,166 11,461: 637 342
Old : 11,803: 1,561 176 1,504 8,101 9,781 11,166 11,461: 637 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 737: 378 52 23 203 617 604 692: 133 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 1.5 12.7 68.6 82.9 94.6 97.1: 5.4 2.9
Old : 100.0: 13.2 1.5 12.7 68.6 82.9 94.6 97.1: 5.4 2.9
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 : 38: 7 2 5 24 23 33 29:
Old : 38: 7 2 5 24 23 33 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 : 54.7 47.1 67.6 72.0 13.5 18.2 20.5 24.7
Old : 54.7 47.1 67.6 72.0 13.5 18.2 20.5 24.7
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, July 10, 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 : 315,819: 92,250 4,784 80,253 90,119 200,281 262,622 285,319: 53,196 30,500
Old : 99,796: 33,359 2,452 19,765 29,999 64,999 83,123 87,216: 16,673 12,580
Other: 216,023: 74,497 17,938 44,882 60,120 135,282 179,499 198,103: 36,524 17,920
: : :
: : Changes in Commitments from: July 3, 2012 :
: 3,819: -2,767 -331 6,040 -2,315 -1,114 958 4,595: 2,862 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 1.5 25.4 28.5 63.4 83.2 90.3: 16.8 9.7
Old : 100.0: 33.4 2.5 19.8 30.1 65.1 83.3 87.4: 16.7 12.6
Other: 100.0: 34.5 8.3 20.8 27.8 62.6 83.1 91.7: 16.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 97 23 78 69 76 208 161:
Old : 167: 55 23 37 60 66 133 111:
Other: 213: 83 46 59 60 62 178 137:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 26.7 18.9 40.4 6.8 20.4 11.7 28.9
Old : 24.4 21.7 33.9 36.3 20.0 21.3 27.9 34.7
Other: 12.2 34.1 19.8 45.1 9.6 29.6 16.1 37.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 13,426: 3,515 5,086 666 6,923 6,158 11,104 11,910: 2,322 1,516
Old : 13,426: 3,515 5,086 666 6,923 6,158 11,104 11,910: 2,322 1,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -258: 564 -170 -429 -373 470 -238 -130: -20 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 37.9 5.0 51.6 45.9 82.7 88.7: 17.3 11.3
Old : 100.0: 26.2 37.9 5.0 51.6 45.9 82.7 88.7: 17.3 11.3
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 : 77: 22 23 17 26 13 60 44:
Old : 77: 22 23 17 26 13 60 44:
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 : 37.2 38.2 51.0 53.5 37.1 36.8 50.9 51.6
Old : 37.2 38.2 51.0 53.5 37.1 36.8 50.9 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 929,737: 264,468 201,643 41,218 497,040 596,051 802,726 838,911: 127,011 90,826
Old : 929,737: 264,468 201,643 41,218 497,040 596,051 802,726 838,911: 127,011 90,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 90,263: 72,376 23,834 5,424 12,710 60,993 90,510 90,251: -247 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 21.7 4.4 53.5 64.1 86.3 90.2: 13.7 9.8
Old : 100.0: 28.4 21.7 4.4 53.5 64.1 86.3 90.2: 13.7 9.8
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 : 229: 46 45 27 97 102 161 156:
Old : 229: 46 45 27 97 102 161 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 35.4 30.4 42.2 19.3 35.1 27.3 41.1
Old : 19.6 35.4 30.4 42.2 19.3 35.1 27.3 41.1
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, July 10, 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 : 2,188,693: 258,759 247,138 222,508 1,396,346 1,398,269 1,877,612 1,867,915: 311,080 320,777
Old : 2,188,693: 258,759 247,138 222,508 1,396,346 1,398,269 1,877,612 1,867,915: 311,080 320,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 62,337: 32,291 -4,512 25,704 8,055 38,859 66,050 60,051: -3,713 2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.3 10.2 63.8 63.9 85.8 85.3: 14.2 14.7
Old : 100.0: 11.8 11.3 10.2 63.8 63.9 85.8 85.3: 14.2 14.7
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 : 267: 53 49 59 134 152 211 236:
Old : 267: 53 49 59 134 152 211 236:
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 : 26.4 16.1 35.0 23.1 24.6 13.3 31.2 19.7
Old : 26.4 16.1 35.0 23.1 24.6 13.3 31.2 19.7
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, July 10, 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 : 1,230,325: 233,149 145,217 66,542 697,915 782,887 997,606 994,646: 232,718 235,679
Old : 1,230,325: 233,149 145,217 66,542 697,915 782,887 997,606 994,646: 232,718 235,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 8,970: -1,906 -17,085 8,524 -1,459 15,407 5,159 6,846: 3,812 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.8 5.4 56.7 63.6 81.1 80.8: 18.9 19.2
Old : 100.0: 19.0 11.8 5.4 56.7 63.6 81.1 80.8: 18.9 19.2
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 : 202: 37 33 31 92 109 145 157:
Old : 202: 37 33 31 92 109 145 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 20.3 29.8 28.8 15.8 18.9 27.4 26.8
Old : 17.5 20.3 29.8 28.8 15.8 18.9 27.4 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 527,097: 24,383 65,051 109,764 370,988 314,298 505,135 489,113: 21,961 37,984
Old : 527,097: 24,383 65,051 109,764 370,988 314,298 505,135 489,113: 21,961 37,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -87: -1,690 136 -513 4,511 5,479 2,309 5,102: -2,396 -5,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.3 20.8 70.4 59.6 95.8 92.8: 4.2 7.2
Old : 100.0: 4.6 12.3 20.8 70.4 59.6 95.8 92.8: 4.2 7.2
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 : 100: 17 25 31 49 55 86 93:
Old : 100: 17 25 31 49 55 86 93:
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 : 40.3 23.8 50.1 39.0 30.7 17.0 35.6 26.7
Old : 40.3 23.8 50.1 39.0 30.7 17.0 35.6 26.7
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, July 10, 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 : 44,743: 13,714 6,216 298 23,192 34,296 37,204 40,810: 7,539 3,933
Old : 44,743: 13,714 6,216 298 23,192 34,296 37,204 40,810: 7,539 3,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -2,150: -2,001 1,107 -78 24 -2,924 -2,054 -1,894: -96 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.9 0.7 51.8 76.7 83.2 91.2: 16.8 8.8
Old : 100.0: 30.6 13.9 0.7 51.8 76.7 83.2 91.2: 16.8 8.8
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 : 87: 26 12 9 34 24 64 41:
Old : 87: 26 12 9 34 24 64 41:
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 : 26.3 49.3 40.7 65.9 26.3 49.3 40.5 65.4
Old : 26.3 49.3 40.7 65.9 26.3 49.3 40.5 65.4
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, July 10, 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 : 89,485: 27,427 12,432 596 46,384 68,592 74,408 81,620: 15,078 7,865
Old : 89,485: 27,427 12,432 596 46,384 68,592 74,408 81,620: 15,078 7,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -4,301: -4,001 2,214 -156 48 -5,847 -4,109 -3,789: -192 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.9 0.7 51.8 76.7 83.2 91.2: 16.8 8.8
Old : 100.0: 30.6 13.9 0.7 51.8 76.7 83.2 91.2: 16.8 8.8
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 : 87: 26 12 9 34 24 64 41:
Old : 87: 26 12 9 34 24 64 41:
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 : 26.3 49.3 40.7 65.9 26.3 49.3 40.5 65.4
Old : 26.3 49.3 40.7 65.9 26.3 49.3 40.5 65.4
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, July 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,132: 1,406 3,735 50 8,380 6,303 9,836 10,088: 296 44
Old : 10,132: 1,406 3,735 50 8,380 6,303 9,836 10,088: 296 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 137: -138 73 0 239 66 101 139: 36 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 36.9 0.5 82.7 62.2 97.1 99.6: 2.9 0.4
Old : 100.0: 13.9 36.9 0.5 82.7 62.2 97.1 99.6: 2.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 7 1 6 9 14 17:
Old : 29: 8 7 1 6 9 14 17:
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 : 81.0 82.3 92.7 92.4 81.0 82.2 92.7 92.3
Old : 81.0 82.3 92.7 92.4 81.0 82.2 92.7 92.3
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, July 10, 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 : 12,084: 1,763 2,917 0 9,945 9,105 11,708 12,022: 376 62
Old : 12,084: 1,763 2,917 0 9,945 9,105 11,708 12,022: 376 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -229: -254 -493 0 0 270 -254 -223: 25 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 24.1 0.0 82.3 75.3 96.9 99.5: 3.1 0.5
Old : 100.0: 14.6 24.1 0.0 82.3 75.3 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 : 32: 6 10 0 3 14 9 24:
Old : 32: 6 10 0 3 14 9 24:
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 : 91.5 64.2 96.5 79.6 91.5 64.2 96.5 79.6
Old : 91.5 64.2 96.5 79.6 91.5 64.2 96.5 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012