WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 623,717: 141,563 86,279 192,767 249,982 288,683 584,312 567,729: 39,405 55,987
Old : 556,103: 124,900 78,637 168,856 226,612 262,995 520,367 510,488: 35,736 45,615
Other: 67,614: 22,140 13,119 18,434 23,370 25,688 63,945 57,241: 3,669 10,372
: : :
: : Changes in Commitments from: July 10, 2012 :
: 53,614: 13,822 352 30,902 7,414 22,607 52,139 53,861: 1,476 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 13.8 30.9 40.1 46.3 93.7 91.0: 6.3 9.0
Old : 100.0: 22.5 14.1 30.4 40.7 47.3 93.6 91.8: 6.4 8.2
Other: 100.0: 32.7 19.4 27.3 34.6 38.0 94.6 84.7: 5.4 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 131 124 140 95 128 307 316:
Old : 387: 126 127 132 91 126 295 309:
Other: 164: 34 39 28 30 81 79 137:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.0 24.1 22.0 13.2 10.7 20.8 16.4
Old : 15.6 14.7 26.1 23.0 14.7 12.4 22.3 18.8
Other: 49.8 32.4 67.4 43.2 32.4 11.3 41.8 17.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 1,916,920: 331,187 73,928 666,382 716,671 921,600 1,714,240 1,661,909: 202,680 255,010
Old : 696,748: 139,889 51,900 280,406 217,039 316,852 637,335 649,158: 59,413 47,589
Other: 1,220,172: 229,367 60,097 347,907 499,632 604,748 1,076,905 1,012,751: 143,267 207,421
: : :
: : Changes in Commitments from: July 10, 2012 :
: 186,503: 30,415 -2,026 102,042 38,141 84,377 170,598 184,394: 15,905 2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.9 34.8 37.4 48.1 89.4 86.7: 10.6 13.3
Old : 100.0: 20.1 7.4 40.2 31.2 45.5 91.5 93.2: 8.5 6.8
Other: 100.0: 18.8 4.9 28.5 40.9 49.6 88.3 83.0: 11.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 221 158 258 267 379 602 688:
Old : 633: 139 129 136 176 303 388 495:
Other: 752: 205 138 211 222 365 511 638:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 12.0 17.3 18.4 7.4 6.2 12.3 9.8
Old : 12.6 17.8 20.8 26.2 12.1 16.1 18.0 21.4
Other: 12.8 10.5 21.4 16.7 7.9 6.6 13.7 9.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 11,223: 3,285 215 684 5,101 9,372 9,070 10,272: 2,153 952
Old : 11,219: 3,285 215 684 5,097 9,372 9,066 10,272: 2,153 948
Other: 4: 0 0 0 4 0 4 0: 0 4
: : :
: : Changes in Commitments from: July 10, 2012 :
: 421: -85 -179 201 62 482 178 505: 243 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 1.9 6.1 45.4 83.5 80.8 91.5: 19.2 8.5
Old : 100.0: 29.3 1.9 6.1 45.4 83.5 80.8 91.6: 19.2 8.4
Other: 100.0: 0.0 0.7 0.0 99.3 0.0 99.3 0.7: 0.7 99.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 2 8 14 13 35 22:
Old : 41: 20 2 8 13 13 34 22:
Other: 2: 0 1 0 1 0 1 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 : 33.4 64.6 51.5 78.1 30.6 63.9 47.3 74.1
Old : 33.4 64.6 51.6 78.2 30.6 63.9 47.3 74.2
Other: 99.3 0.7 99.3 0.7 99.3 0.7 99.3 0.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 1,257,622: 308,787 52,299 453,554 400,840 657,375 1,163,181 1,163,227: 94,441 94,395
Old : 148,754: 29,318 4,243 72,430 36,961 62,609 138,709 139,282: 10,045 9,472
Other: 1,108,867: 287,072 55,658 373,520 363,879 594,766 1,024,472 1,023,945: 84,396 84,923
: : :
: : Changes in Commitments from: July 10, 2012 :
: 80,001: 3,287 1,474 40,193 29,582 36,554 73,062 78,221: 6,939 1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.2 36.1 31.9 52.3 92.5 92.5: 7.5 7.5
Old : 100.0: 19.7 2.9 48.7 24.8 42.1 93.2 93.6: 6.8 6.4
Other: 100.0: 25.9 5.0 33.7 32.8 53.6 92.4 92.3: 7.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 672: 272 141 265 195 233 582 536:
Old : 379: 119 55 91 102 152 251 268:
Other: 665: 255 159 254 174 225 552 523:
:----------------------------------------------------------------------------------------------------
: 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 17.7 18.4 26.0 5.8 10.4 9.7 15.1
Old : 21.4 19.9 34.6 31.1 16.5 13.2 21.1 17.0
Other: 11.4 18.3 18.7 27.1 6.5 11.0 10.6 16.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 399,378: 61,394 69,498 97,028 206,810 202,041 365,232 368,568: 34,147 30,811
Old : 124,301: 18,966 23,751 24,630 72,614 65,634 116,209 114,015: 8,092 10,286
Other: 275,077: 59,891 63,209 54,936 134,196 136,407 249,023 254,552: 26,054 20,525
: : :
: : Changes in Commitments from: July 10, 2012 :
: 7,263: -795 -5,139 2,029 6,901 10,789 8,135 7,679: -872 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.4 24.3 51.8 50.6 91.5 92.3: 8.5 7.7
Old : 100.0: 15.3 19.1 19.8 58.4 52.8 93.5 91.7: 6.5 8.3
Other: 100.0: 21.8 23.0 20.0 48.8 49.6 90.5 92.5: 9.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 71 78 108 81 81 223 225:
Old : 198: 57 45 52 62 69 142 149:
Other: 252: 64 89 82 74 70 197 192:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 20.5 29.9 31.0 12.3 14.2 19.0 20.9
Old : 34.4 18.8 43.1 28.7 30.4 15.2 36.1 24.1
Other: 17.0 23.3 29.3 33.9 13.7 16.0 23.4 24.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 743,543: 69,866 44,891 65,783 426,160 489,150 561,808 599,824: 181,735 143,719
Old : 743,543: 69,866 44,891 65,783 426,160 489,150 561,808 599,824: 181,735 143,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -14,708: -6,477 6,204 2,980 -4,051 -19,784 -7,548 -10,600: -7,160 -4,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 6.0 8.8 57.3 65.8 75.6 80.7: 24.4 19.3
Old : 100.0: 9.4 6.0 8.8 57.3 65.8 75.6 80.7: 24.4 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 : 166: 35 24 37 86 88 137 133:
Old : 166: 35 24 37 86 88 137 133:
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 : 20.3 14.8 27.5 26.5 17.3 14.1 23.8 25.0
Old : 20.3 14.8 27.5 26.5 17.3 14.1 23.8 25.0
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 17, 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 : 349,450: 45,478 25,325 470 237,619 274,055 283,567 299,850: 65,883 49,600
Old : 349,450: 45,478 25,325 470 237,619 274,055 283,567 299,850: 65,883 49,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -4,561: -1,072 4,869 -41 -2,171 -9,041 -3,284 -4,213: -1,277 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.2 0.1 68.0 78.4 81.1 85.8: 18.9 14.2
Old : 100.0: 13.0 7.2 0.1 68.0 78.4 81.1 85.8: 18.9 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 : 67: 7 5 6 35 41 46 48:
Old : 67: 7 5 6 35 41 46 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 : 32.1 42.5 48.4 53.0 31.0 41.4 42.3 51.4
Old : 32.1 42.5 48.4 53.0 31.0 41.4 42.3 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, July 17, 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 : 12,677: 2,144 157 1,914 7,944 10,263 12,002 12,334: 675 343
Old : 12,677: 2,144 157 1,914 7,944 10,263 12,002 12,334: 675 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 874: 583 -19 410 -157 482 836 873: 38 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.2 15.1 62.7 81.0 94.7 97.3: 5.3 2.7
Old : 100.0: 16.9 1.2 15.1 62.7 81.0 94.7 97.3: 5.3 2.7
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 : 38: 8 2 6 23 22 34 29:
Old : 38: 8 2 6 23 22 34 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 : 56.0 48.6 67.8 70.8 17.9 15.8 24.5 23.6
Old : 56.0 48.6 67.8 70.8 17.9 15.8 24.5 23.6
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 17, 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 : 333,564: 89,828 4,861 90,165 98,373 204,970 278,365 299,996: 55,199 33,568
Old : 107,275: 34,872 1,840 21,809 35,454 69,929 92,134 93,578: 15,141 13,697
Other: 226,289: 72,550 20,616 50,762 62,919 135,040 186,231 206,418: 40,058 19,871
: : :
: : Changes in Commitments from: July 10, 2012 :
: 17,746: -2,422 77 9,912 8,253 4,688 15,743 14,677: 2,002 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 1.5 27.0 29.5 61.4 83.5 89.9: 16.5 10.1
Old : 100.0: 32.5 1.7 20.3 33.0 65.2 85.9 87.2: 14.1 12.8
Other: 100.0: 32.1 9.1 22.4 27.8 59.7 82.3 91.2: 17.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 100 25 75 74 80 212 161:
Old : 164: 55 17 36 61 69 131 110:
Other: 218: 81 47 57 62 66 182 137:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 27.3 19.5 40.4 6.3 20.0 11.3 28.4
Old : 26.6 22.3 35.8 38.7 17.1 20.5 24.1 32.3
Other: 11.7 32.4 19.5 44.0 8.9 28.8 15.2 36.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 13,498: 3,744 4,799 618 6,732 6,753 11,094 12,170: 2,404 1,328
Old : 13,498: 3,744 4,799 618 6,732 6,753 11,094 12,170: 2,404 1,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 73: 230 -287 -48 -191 595 -10 260: 82 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 35.6 4.6 49.9 50.0 82.2 90.2: 17.8 9.8
Old : 100.0: 27.7 35.6 4.6 49.9 50.0 82.2 90.2: 17.8 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 : 75: 20 25 11 24 13 52 43:
Old : 75: 20 25 11 24 13 52 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 : 36.4 41.2 49.9 55.4 36.1 39.9 49.5 53.5
Old : 36.4 41.2 49.9 55.4 36.1 39.9 49.5 53.5
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 17, 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 : 1,149,082: 350,284 190,705 100,307 565,550 778,079 1,016,141 1,069,091: 132,941 79,991
Old : 1,149,082: 350,284 190,705 100,307 565,550 778,079 1,016,141 1,069,091: 132,941 79,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 219,345: 85,816 -10,938 59,089 68,510 182,028 213,415 230,180: 5,930 -10,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 16.6 8.7 49.2 67.7 88.4 93.0: 11.6 7.0
Old : 100.0: 30.5 16.6 8.7 49.2 67.7 88.4 93.0: 11.6 7.0
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 : 239: 58 40 27 103 106 174 160:
Old : 239: 58 40 27 103 106 174 160:
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 : 17.4 33.0 27.3 40.8 16.4 29.8 23.9 36.0
Old : 17.4 33.0 27.3 40.8 16.4 29.8 23.9 36.0
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 17, 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 : 2,196,933: 268,878 290,426 237,818 1,374,392 1,366,416 1,881,088 1,894,659: 315,845 302,274
Old : 2,196,933: 268,878 290,426 237,818 1,374,392 1,366,416 1,881,088 1,894,659: 315,845 302,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 8,241: 10,120 43,287 15,310 -21,954 -31,853 3,476 26,744: 4,765 -18,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.2 10.8 62.6 62.2 85.6 86.2: 14.4 13.8
Old : 100.0: 12.2 13.2 10.8 62.6 62.2 85.6 86.2: 14.4 13.8
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 : 280: 42 68 64 136 157 218 249:
Old : 280: 42 68 64 136 157 218 249:
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 : 26.2 14.3 34.4 21.0 24.6 11.2 31.3 17.2
Old : 26.2 14.3 34.4 21.0 24.6 11.2 31.3 17.2
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, July 17, 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 : 1,228,802: 267,158 117,656 68,953 656,348 800,321 992,459 986,929: 236,342 241,872
Old : 1,228,802: 267,158 117,656 68,953 656,348 800,321 992,459 986,929: 236,342 241,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,523: 34,009 -27,561 2,411 -41,567 17,434 -5,147 -7,716: 3,624 6,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.6 5.6 53.4 65.1 80.8 80.3: 19.2 19.7
Old : 100.0: 21.7 9.6 5.6 53.4 65.1 80.8 80.3: 19.2 19.7
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 : 201: 42 30 32 91 104 146 153:
Old : 201: 42 30 32 91 104 146 153:
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 : 16.9 21.3 28.7 29.7 15.5 20.1 26.3 27.9
Old : 16.9 21.3 28.7 29.7 15.5 20.1 26.3 27.9
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 17, 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 : 526,608: 18,315 53,826 107,791 375,289 323,300 501,394 484,918: 25,214 41,690
Old : 526,608: 18,315 53,826 107,791 375,289 323,300 501,394 484,918: 25,214 41,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -489: -6,069 -11,224 -1,973 4,301 9,002 -3,741 -4,195: 3,252 3,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.2 20.5 71.3 61.4 95.2 92.1: 4.8 7.9
Old : 100.0: 3.5 10.2 20.5 71.3 61.4 95.2 92.1: 4.8 7.9
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 : 97: 16 23 31 52 51 87 88:
Old : 97: 16 23 31 52 51 87 88:
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 : 40.4 24.7 50.3 40.3 31.4 18.5 35.5 27.5
Old : 40.4 24.7 50.3 40.3 31.4 18.5 35.5 27.5
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 17, 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 : 43,136: 12,056 5,336 232 23,550 33,881 35,838 39,449: 7,298 3,687
Old : 43,136: 12,056 5,336 232 23,550 33,881 35,838 39,449: 7,298 3,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,606: -1,658 -880 -66 358 -415 -1,365 -1,361: -241 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.4 0.5 54.6 78.5 83.1 91.5: 16.9 8.5
Old : 100.0: 27.9 12.4 0.5 54.6 78.5 83.1 91.5: 16.9 8.5
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 : 82: 22 9 6 34 27 60 38:
Old : 82: 22 9 6 34 27 60 38:
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 : 26.6 48.9 40.8 64.7 26.6 48.9 40.4 64.5
Old : 26.6 48.9 40.8 64.7 26.6 48.9 40.4 64.5
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 17, 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 : 86,272: 24,112 10,672 464 47,101 67,761 71,677 78,898: 14,596 7,375
Old : 86,272: 24,112 10,672 464 47,101 67,761 71,677 78,898: 14,596 7,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -3,213: -3,316 -1,760 -132 717 -830 -2,731 -2,722: -482 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.4 0.5 54.6 78.5 83.1 91.5: 16.9 8.5
Old : 100.0: 27.9 12.4 0.5 54.6 78.5 83.1 91.5: 16.9 8.5
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 : 82: 22 9 6 34 27 60 38:
Old : 82: 22 9 6 34 27 60 38:
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 : 26.6 48.9 40.8 64.7 26.6 48.9 40.4 64.5
Old : 26.6 48.9 40.8 64.7 26.6 48.9 40.4 64.5
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, July 17, 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 : 8,343: 5,842 6,277 900 1,501 1,159 8,243 8,336: 100 7
Old : 8,343: 5,842 6,277 900 1,501 1,159 8,243 8,336: 100 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 353: 156 -233 53 140 537 349 357: 4 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 75.2 10.8 18.0 13.9 98.8 99.9: 1.2 0.1
Old : 100.0: 70.0 75.2 10.8 18.0 13.9 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 : 21: 8 9 2 1 3 10 13:
Old : 21: 8 9 2 1 3 10 13:
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 : 81.8 69.6 96.9 90.7 80.5 64.9 87.3 82.9
Old : 81.8 69.6 96.9 90.7 80.5 64.9 87.3 82.9
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 17, 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 : 10,005: 1,589 3,775 25 8,083 6,162 9,697 9,962: 308 43
Old : 10,005: 1,589 3,775 25 8,083 6,162 9,697 9,962: 308 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -127: 183 40 -25 -297 -141 -139 -126: 12 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 37.7 0.2 80.8 61.6 96.9 99.6: 3.1 0.4
Old : 100.0: 15.9 37.7 0.2 80.8 61.6 96.9 99.6: 3.1 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 : 79.1 82.8 92.1 92.5 79.1 82.7 91.9 92.5
Old : 79.1 82.8 92.1 92.5 79.1 82.7 91.9 92.5
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 17, 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 : 12,098: 1,793 3,448 0 9,947 8,625 11,740 12,073: 358 25
Old : 12,098: 1,793 3,448 0 9,947 8,625 11,740 12,073: 358 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 14: 30 531 0 2 -480 32 51: -18 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 28.5 0.0 82.2 71.3 97.0 99.8: 3.0 0.2
Old : 100.0: 14.8 28.5 0.0 82.2 71.3 97.0 99.8: 3.0 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 : 32: 6 11 0 3 13 9 24:
Old : 32: 6 11 0 3 13 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 : 91.4 66.7 96.6 82.4 91.4 66.7 96.6 82.4
Old : 91.4 66.7 96.6 82.4 91.4 66.7 96.6 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012