WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 652,469: 145,389 84,022 213,917 250,629 295,031 609,935 592,971: 42,535 59,499
Old : 582,918: 127,434 75,764 188,623 229,226 269,513 545,283 533,900: 37,635 49,018
Other: 69,552: 23,716 14,020 19,533 21,403 25,518 64,652 59,070: 4,900 10,481
: : :
: : Changes in Commitments from: July 17, 2012 :
: 28,752: 3,826 -2,257 21,150 647 6,348 25,623 25,241: 3,130 3,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 12.9 32.8 38.4 45.2 93.5 90.9: 6.5 9.1
Old : 100.0: 21.9 13.0 32.4 39.3 46.2 93.5 91.6: 6.5 8.4
Other: 100.0: 34.1 20.2 28.1 30.8 36.7 93.0 84.9: 7.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 134 121 142 100 131 316 317:
Old : 392: 133 120 136 97 130 308 311:
Other: 173: 31 46 35 33 83 88 145:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 14.9 22.9 22.9 12.5 11.1 20.2 16.3
Old : 14.3 15.3 24.8 23.7 14.0 12.7 21.7 18.7
Other: 48.8 30.8 64.4 41.1 30.7 9.8 39.5 16.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 2,007,418: 362,167 55,761 733,152 724,216 954,123 1,819,535 1,743,036: 187,883 264,382
Old : 692,800: 124,920 47,483 297,921 222,093 300,587 644,934 645,990: 47,866 46,810
Other: 1,314,618: 278,096 49,128 394,383 502,123 653,536 1,174,601 1,097,046: 140,016 217,572
: : :
: : Changes in Commitments from: July 17, 2012 :
: 90,498: 30,979 -18,166 66,770 7,545 32,523 105,295 81,127: -14,797 9,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 2.8 36.5 36.1 47.5 90.6 86.8: 9.4 13.2
Old : 100.0: 18.0 6.9 43.0 32.1 43.4 93.1 93.2: 6.9 6.8
Other: 100.0: 21.2 3.7 30.0 38.2 49.7 89.3 83.4: 10.7 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 798: 234 144 263 273 383 612 692:
Old : 623: 140 123 138 173 304 383 495:
Other: 764: 212 139 219 232 370 533 645:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 12.1 16.6 18.3 7.0 5.6 12.0 9.4
Old : 12.8 16.8 21.9 25.4 12.7 15.5 19.2 21.2
Other: 12.1 11.2 20.5 17.0 7.4 6.5 12.4 8.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 11,451: 3,164 138 748 5,200 9,596 9,113 10,483: 2,338 967
Old : 11,443: 3,164 134 748 5,193 9,596 9,106 10,479: 2,338 964
Other: 7: 0 4 0 7 0 7 4: 0 3
: : :
: : Changes in Commitments from: July 17, 2012 :
: 227: -121 -77 64 99 224 42 211: 185 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.2 6.5 45.4 83.8 79.6 91.6: 20.4 8.4
Old : 100.0: 27.7 1.2 6.5 45.4 83.9 79.6 91.6: 20.4 8.4
Other: 100.0: 0.0 57.4 0.0 99.3 0.0 99.3 57.4: 0.7 42.6
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 4 8 14 14 36 23:
Old : 42: 19 4 8 13 14 35 23:
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 : 34.5 65.0 50.8 77.9 31.5 64.7 45.2 75.0
Old : 34.5 65.1 50.8 78.0 31.5 64.8 45.3 75.1
Other: 99.3 57.4 99.3 57.4 99.3 57.4 99.3 57.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 1,259,806: 293,543 48,098 472,115 410,474 652,518 1,176,132 1,172,731: 83,673 87,075
Old : 142,560: 14,997 2,993 83,525 36,384 47,793 134,906 134,311: 7,653 8,249
Other: 1,117,246: 283,406 49,965 383,730 374,090 604,725 1,041,226 1,038,420: 76,020 78,826
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,184: -15,244 -4,201 18,561 9,634 -4,857 12,951 9,504: -10,768 -7,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.8 37.5 32.6 51.8 93.4 93.1: 6.6 6.9
Old : 100.0: 10.5 2.1 58.6 25.5 33.5 94.6 94.2: 5.4 5.8
Other: 100.0: 25.4 4.5 34.3 33.5 54.1 93.2 92.9: 6.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 647: 286 119 260 195 222 563 523:
Old : 349: 112 55 95 99 130 243 248:
Other: 644: 269 134 249 175 214 534 510:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 16.6 19.3 25.5 5.6 10.4 9.4 15.0
Old : 22.7 22.1 35.7 34.7 9.3 7.5 12.1 10.2
Other: 12.4 16.7 19.5 25.6 6.2 10.8 10.5 16.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 380,006: 56,273 67,426 82,005 212,517 203,735 350,794 353,166: 29,212 26,840
Old : 107,192: 11,033 17,545 23,092 66,868 58,498 100,992 99,134: 6,199 8,057
Other: 272,815: 55,028 59,668 49,126 145,648 145,237 249,802 254,031: 23,012 18,783
: : :
: : Changes in Commitments from: July 17, 2012 :
: -19,372: -5,121 -2,072 -15,023 5,707 1,694 -14,437 -15,402: -4,935 -3,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.7 21.6 55.9 53.6 92.3 92.9: 7.7 7.1
Old : 100.0: 10.3 16.4 21.5 62.4 54.6 94.2 92.5: 5.8 7.5
Other: 100.0: 20.2 21.9 18.0 53.4 53.2 91.6 93.1: 8.4 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 67 82 91 79 80 207 208:
Old : 180: 46 44 46 62 67 133 135:
Other: 232: 64 79 67 71 66 174 177:
:----------------------------------------------------------------------------------------------------
: 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 23.8 29.8 34.2 10.7 15.2 17.8 22.2
Old : 32.4 19.9 43.6 32.2 26.3 15.6 31.9 25.0
Other: 18.9 26.4 31.3 37.2 13.8 15.9 23.7 24.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 784,397: 72,261 45,163 77,858 454,196 505,462 604,315 628,483: 180,083 155,914
Old : 784,397: 72,261 45,163 77,858 454,196 505,462 604,315 628,483: 180,083 155,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 40,855: 2,395 272 12,075 28,036 16,312 42,507 28,659: -1,652 12,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.8 9.9 57.9 64.4 77.0 80.1: 23.0 19.9
Old : 100.0: 9.2 5.8 9.9 57.9 64.4 77.0 80.1: 23.0 19.9
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 : 167: 25 33 35 85 90 135 133:
Old : 167: 25 33 35 85 90 135 133:
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 : 19.2 14.5 26.7 24.6 16.1 13.2 22.7 23.2
Old : 19.2 14.5 26.7 24.6 16.1 13.2 22.7 23.2
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 24, 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 : 350,205: 45,004 23,683 469 231,400 273,507 276,873 297,659: 73,332 52,545
Old : 350,205: 45,004 23,683 469 231,400 273,507 276,873 297,659: 73,332 52,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 755: -474 -1,641 -1 -6,219 -548 -6,694 -2,190: 7,449 2,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.8 0.1 66.1 78.1 79.1 85.0: 20.9 15.0
Old : 100.0: 12.9 6.8 0.1 66.1 78.1 79.1 85.0: 20.9 15.0
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 : 64: 7 4 5 33 41 43 47:
Old : 64: 7 4 5 33 41 43 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 41.3 48.4 51.8 31.2 40.0 42.0 50.1
Old : 32.4 41.3 48.4 51.8 31.2 40.0 42.0 50.1
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 24, 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 : 12,068: 1,592 275 2,602 7,166 8,965 11,360 11,842: 708 226
Old : 12,068: 1,592 275 2,602 7,166 8,965 11,360 11,842: 708 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -609: -552 118 688 -778 -1,298 -642 -492: 33 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.3 21.6 59.4 74.3 94.1 98.1: 5.9 1.9
Old : 100.0: 13.2 2.3 21.6 59.4 74.3 94.1 98.1: 5.9 1.9
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: 8 4 7 20 22 33 30:
Old : 38: 8 4 7 20 22 33 30:
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 : 55.9 50.8 68.7 71.5 15.8 18.6 23.4 26.1
Old : 55.9 50.8 68.7 71.5 15.8 18.6 23.4 26.1
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 24, 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 : 328,687: 81,703 4,756 98,105 98,147 195,976 277,955 298,837: 50,732 29,849
Old : 95,683: 26,526 2,118 22,890 32,101 59,131 81,518 84,139: 14,165 11,544
Other: 233,004: 70,145 17,606 60,246 66,045 136,845 196,437 214,698: 36,567 18,305
: : :
: : Changes in Commitments from: July 17, 2012 :
: -4,878: -8,125 -105 7,940 -226 -8,994 -410 -1,158: -4,467 -3,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 1.4 29.8 29.9 59.6 84.6 90.9: 15.4 9.1
Old : 100.0: 27.7 2.2 23.9 33.5 61.8 85.2 87.9: 14.8 12.1
Other: 100.0: 30.1 7.6 25.9 28.3 58.7 84.3 92.1: 15.7 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 102 24 79 72 77 211 163:
Old : 155: 53 17 36 60 64 128 106:
Other: 218: 84 41 63 62 67 185 142:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 27.0 19.6 39.9 6.3 20.7 11.0 28.3
Old : 26.0 25.7 34.5 38.9 19.1 22.2 25.4 31.8
Other: 11.6 31.4 19.4 42.5 8.8 27.3 15.0 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 13,786: 3,706 4,846 685 6,935 6,815 11,326 12,347: 2,460 1,440
Old : 13,786: 3,706 4,846 685 6,935 6,815 11,326 12,347: 2,460 1,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 288: -39 47 67 203 63 232 177: 56 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 35.2 5.0 50.3 49.4 82.2 89.6: 17.8 10.4
Old : 100.0: 26.9 35.2 5.0 50.3 49.4 82.2 89.6: 17.8 10.4
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 : 76: 21 26 10 24 13 53 42:
Old : 76: 21 26 10 24 13 53 42:
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 : 35.3 40.0 49.7 54.5 35.1 38.7 49.5 52.3
Old : 35.3 40.0 49.7 54.5 35.1 38.7 49.5 52.3
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 24, 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 : 1,206,757: 373,368 185,936 110,040 588,647 831,827 1,072,054 1,127,803: 134,703 78,955
Old : 1,206,757: 373,368 185,936 110,040 588,647 831,827 1,072,054 1,127,803: 134,703 78,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 57,675: 23,084 -4,769 9,733 23,097 53,748 55,913 58,712: 1,762 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 15.4 9.1 48.8 68.9 88.8 93.5: 11.2 6.5
Old : 100.0: 30.9 15.4 9.1 48.8 68.9 88.8 93.5: 11.2 6.5
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 : 246: 55 46 30 107 109 180 167:
Old : 246: 55 46 30 107 109 180 167:
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 34.8 28.0 41.9 16.8 30.9 24.0 37.1
Old : 17.5 34.8 28.0 41.9 16.8 30.9 24.0 37.1
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 24, 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 : 2,259,544: 259,477 278,604 257,150 1,412,855 1,402,915 1,929,482 1,938,669: 330,063 320,875
Old : 2,259,544: 259,477 278,604 257,150 1,412,855 1,402,915 1,929,482 1,938,669: 330,063 320,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 62,611: -9,402 -11,822 19,332 38,463 36,500 48,394 44,010: 14,217 18,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.3 11.4 62.5 62.1 85.4 85.8: 14.6 14.2
Old : 100.0: 11.5 12.3 11.4 62.5 62.1 85.4 85.8: 14.6 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 : 275: 40 67 63 133 152 211 244:
Old : 275: 40 67 63 133 152 211 244:
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 : 24.9 13.5 32.7 20.1 23.3 11.1 29.7 16.6
Old : 24.9 13.5 32.7 20.1 23.3 11.1 29.7 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 1,254,676: 239,929 110,780 91,074 661,768 809,555 992,771 1,011,409: 261,905 243,267
Old : 1,254,676: 239,929 110,780 91,074 661,768 809,555 992,771 1,011,409: 261,905 243,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 25,875: -27,229 -6,875 22,121 5,420 9,234 311 24,480: 25,563 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.8 7.3 52.7 64.5 79.1 80.6: 20.9 19.4
Old : 100.0: 19.1 8.8 7.3 52.7 64.5 79.1 80.6: 20.9 19.4
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 : 196: 37 32 31 90 108 142 156:
Old : 196: 37 32 31 90 108 142 156:
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 : 15.8 21.5 28.0 29.4 14.7 20.3 25.6 28.2
Old : 15.8 21.5 28.0 29.4 14.7 20.3 25.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 533,408: 14,925 50,564 107,647 383,241 338,423 505,813 496,634: 27,595 36,774
Old : 533,408: 14,925 50,564 107,647 383,241 338,423 505,813 496,634: 27,595 36,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 6,800: -3,390 -3,263 -144 7,953 15,123 4,419 11,716: 2,381 -4,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 9.5 20.2 71.8 63.4 94.8 93.1: 5.2 6.9
Old : 100.0: 2.8 9.5 20.2 71.8 63.4 94.8 93.1: 5.2 6.9
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 : 93: 15 21 30 51 50 83 86:
Old : 93: 15 21 30 51 50 83 86:
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 25.4 50.3 42.4 30.9 20.2 35.1 30.2
Old : 40.3 25.4 50.3 42.4 30.9 20.2 35.1 30.2
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 24, 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 : 40,795: 11,042 7,262 278 22,111 29,132 33,431 36,673: 7,364 4,123
Old : 40,795: 11,042 7,262 278 22,111 29,132 33,431 36,673: 7,364 4,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -2,341: -1,014 1,926 46 -1,439 -4,748 -2,407 -2,776: 66 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.8 0.7 54.2 71.4 81.9 89.9: 18.1 10.1
Old : 100.0: 27.1 17.8 0.7 54.2 71.4 81.9 89.9: 18.1 10.1
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 : 82: 21 16 8 31 24 55 45:
Old : 82: 21 16 8 31 24 55 45:
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 : 28.9 48.6 42.9 63.8 28.9 48.6 42.6 63.6
Old : 28.9 48.6 42.9 63.8 28.9 48.6 42.6 63.6
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, July 24, 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 : 81,591: 22,083 14,524 557 44,223 58,265 66,863 73,345: 14,728 8,245
Old : 81,591: 22,083 14,524 557 44,223 58,265 66,863 73,345: 14,728 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -4,682: -2,028 3,852 92 -2,878 -9,496 -4,814 -5,552: 132 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.8 0.7 54.2 71.4 81.9 89.9: 18.1 10.1
Old : 100.0: 27.1 17.8 0.7 54.2 71.4 81.9 89.9: 18.1 10.1
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 : 82: 21 16 8 31 24 55 45:
Old : 82: 21 16 8 31 24 55 45:
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 : 28.9 48.6 42.9 63.8 28.9 48.6 42.6 63.6
Old : 28.9 48.6 42.9 63.8 28.9 48.6 42.6 63.6
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, July 24, 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 : 8,339: 5,881 6,239 900 1,448 1,192 8,229 8,331: 110 8
Old : 8,339: 5,881 6,239 900 1,448 1,192 8,229 8,331: 110 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -4: 39 -38 0 -53 33 -14 -5: 10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 74.8 10.8 17.4 14.3 98.7 99.9: 1.3 0.1
Old : 100.0: 70.5 74.8 10.8 17.4 14.3 98.7 99.9: 1.3 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 : 80.4 73.2 96.2 92.2 79.1 68.6 87.1 84.4
Old : 80.4 73.2 96.2 92.2 79.1 68.6 87.1 84.4
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 24, 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 : 10,370: 1,576 2,796 26 8,443 6,017 10,045 8,839: 325 1,531
Old : 10,370: 1,576 2,796 26 8,443 6,017 10,045 8,839: 325 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 365: -13 -979 1 360 -145 348 -1,123: 17 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 27.0 0.3 81.4 58.0 96.9 85.2: 3.1 14.8
Old : 100.0: 15.2 27.0 0.3 81.4 58.0 96.9 85.2: 3.1 14.8
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 : 30: 8 8 1 6 9 14 18:
Old : 30: 8 8 1 6 9 14 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 : 79.7 69.4 92.3 77.8 79.7 69.3 92.1 77.8
Old : 79.7 69.4 92.3 77.8 79.7 69.3 92.1 77.8
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 24, 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 : 14,214: 1,923 3,515 0 11,973 10,674 13,896 14,189: 318 25
Old : 14,214: 1,923 3,515 0 11,973 10,674 13,896 14,189: 318 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,116: 130 67 0 2,026 2,049 2,156 2,116: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 24.7 0.0 84.2 75.1 97.8 99.8: 2.2 0.2
Old : 100.0: 13.5 24.7 0.0 84.2 75.1 97.8 99.8: 2.2 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 : 34: 6 11 0 4 14 10 25:
Old : 34: 6 11 0 4 14 10 25:
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 : 89.6 65.2 97.0 81.4 89.6 65.2 97.0 81.4
Old : 89.6 65.2 97.0 81.4 89.6 65.2 97.0 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012