WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 635,641: 146,976 86,046 195,334 252,448 299,360 594,758 580,739: 40,883 54,902
Old : 562,992: 128,234 78,587 167,073 231,289 273,029 526,596 518,689: 36,396 44,303
Other: 72,649: 25,259 13,976 21,743 21,160 26,330 68,162 62,050: 4,487 10,599
: : :
: : Changes in Commitments from: July 24, 2012 :
: -16,828: 1,587 2,024 -18,584 1,820 4,328 -15,177 -12,232: -1,652 -4,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 13.5 30.7 39.7 47.1 93.6 91.4: 6.4 8.6
Old : 100.0: 22.8 14.0 29.7 41.1 48.5 93.5 92.1: 6.5 7.9
Other: 100.0: 34.8 19.2 29.9 29.1 36.2 93.8 85.4: 6.2 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 150 112 158 100 134 332 331:
Old : 404: 146 114 149 95 133 319 324:
Other: 185: 34 51 36 40 83 99 151:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 15.4 24.2 23.5 12.6 11.8 21.0 17.5
Old : 15.0 16.1 26.4 24.4 14.1 13.4 22.8 19.8
Other: 47.1 29.9 62.2 40.6 28.8 9.2 36.2 14.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 1,932,495: 368,955 50,837 660,176 713,954 953,824 1,743,085 1,664,837: 189,410 267,659
Old : 549,014: 116,732 31,847 202,522 188,043 273,331 507,297 507,699: 41,717 41,314
Other: 1,383,481: 278,756 45,523 431,121 525,911 680,493 1,235,788 1,157,137: 147,693 226,344
: : :
: : Changes in Commitments from: July 24, 2012 :
: -74,923: 6,789 -4,924 -72,977 -10,262 -299 -76,450 -78,200: 1,528 3,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 2.6 34.2 36.9 49.4 90.2 86.1: 9.8 13.9
Old : 100.0: 21.3 5.8 36.9 34.3 49.8 92.4 92.5: 7.6 7.5
Other: 100.0: 20.1 3.3 31.2 38.0 49.2 89.3 83.6: 10.7 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 248 141 263 274 391 621 703:
Old : 608: 145 103 132 172 294 375 472:
Other: 786: 231 133 229 234 380 546 668:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 11.1 17.1 17.5 7.2 5.9 12.4 9.5
Old : 13.8 18.5 22.3 27.0 13.7 17.8 21.3 24.7
Other: 12.5 9.5 20.1 15.4 6.9 6.2 12.0 8.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 11,623: 3,037 152 849 5,338 9,630 9,224 10,631: 2,400 992
Old : 11,616: 3,041 152 845 5,331 9,630 9,217 10,627: 2,400 989
Other: 7: 0 4 0 7 0 7 4: 0 3
: : :
: : Changes in Commitments from: July 24, 2012 :
: 173: -127 14 101 138 34 111 148: 62 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 1.3 7.3 45.9 82.9 79.4 91.5: 20.6 8.5
Old : 100.0: 26.2 1.3 7.3 45.9 82.9 79.3 91.5: 20.7 8.5
Other: 100.0: 0.0 57.3 0.0 99.6 0.0 99.6 57.3: 0.4 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 4 8 14 13 36 22:
Old : 41: 19 4 8 13 13 35 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 : 32.6 64.5 50.1 78.0 29.6 64.0 44.9 73.7
Old : 32.7 64.6 50.2 78.0 29.6 64.1 44.9 73.8
Other: 99.6 57.3 99.6 57.3 99.6 57.3 99.6 57.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 1,165,730: 289,186 49,926 412,658 380,108 620,289 1,081,952 1,082,874: 83,777 82,856
Old : 9,659: 5,005 687 0 2,346 7,102 7,351 7,789: 2,308 1,870
Other: 1,156,071: 286,466 51,525 410,373 377,762 613,187 1,074,601 1,075,085: 81,469 80,986
: : :
: : Changes in Commitments from: July 24, 2012 :
: -94,076: -4,357 1,829 -59,457 -30,366 -32,229 -94,180 -89,857: 104 -4,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.3 35.4 32.6 53.2 92.8 92.9: 7.2 7.1
Old : 100.0: 51.8 7.1 0.0 24.3 73.5 76.1 80.6: 23.9 19.4
Other: 100.0: 24.8 4.5 35.5 32.7 53.0 93.0 93.0: 7.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 259 148 249 185 217 548 515:
Old : 107: 30 10 0 25 44 55 54:
Other: 645: 254 155 245 179 215 538 513:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 16.4 19.5 25.3 6.1 10.4 10.2 15.1
Old : 23.0 36.2 40.4 52.5 23.0 36.2 39.5 52.5
Other: 12.7 16.4 19.6 25.4 6.1 10.3 10.3 15.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 375,015: 62,188 53,152 80,509 203,677 214,078 346,373 347,738: 28,642 27,276
Old : 83,034: 15,104 12,587 14,547 48,579 49,927 78,231 77,061: 4,803 5,973
Other: 291,981: 61,351 54,833 51,694 155,097 164,151 268,142 270,677: 23,838 21,304
: : :
: : Changes in Commitments from: July 24, 2012 :
: -4,991: 5,914 -14,275 -1,496 -8,840 10,343 -4,422 -5,427: -570 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 14.2 21.5 54.3 57.1 92.4 92.7: 7.6 7.3
Old : 100.0: 18.2 15.2 17.5 58.5 60.1 94.2 92.8: 5.8 7.2
Other: 100.0: 21.0 18.8 17.7 53.1 56.2 91.8 92.7: 8.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 70 76 108 76 73 216 214:
Old : 179: 59 34 50 50 57 128 128:
Other: 247: 65 92 76 74 67 188 190:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 25.2 28.6 35.4 10.3 16.6 17.6 24.1
Old : 36.7 21.0 46.6 33.4 30.8 18.1 37.5 28.6
Other: 17.5 26.9 28.7 38.0 12.8 16.6 22.3 25.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 702,014: 72,680 47,402 49,333 407,180 458,615 529,193 555,350: 172,821 146,664
Old : 702,014: 72,680 47,402 49,333 407,180 458,615 529,193 555,350: 172,821 146,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -82,383: 419 2,240 -28,525 -47,015 -46,847 -75,122 -73,133: -7,261 -9,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.8 7.0 58.0 65.3 75.4 79.1: 24.6 20.9
Old : 100.0: 10.4 6.8 7.0 58.0 65.3 75.4 79.1: 24.6 20.9
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 : 156: 25 29 30 78 84 122 124:
Old : 156: 25 29 30 78 84 122 124:
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 : 19.4 14.9 28.0 25.5 16.4 13.6 23.7 23.1
Old : 19.4 14.9 28.0 25.5 16.4 13.6 23.7 23.1
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 31, 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 : 356,147: 47,894 21,442 603 245,271 279,705 293,768 301,750: 62,379 54,397
Old : 356,147: 47,894 21,442 603 245,271 279,705 293,768 301,750: 62,379 54,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 5,943: 2,890 -2,241 134 13,872 6,198 16,896 4,091: -10,953 1,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.0 0.2 68.9 78.5 82.5 84.7: 17.5 15.3
Old : 100.0: 13.4 6.0 0.2 68.9 78.5 82.5 84.7: 17.5 15.3
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 : 70: 8 4 3 37 41 47 46:
Old : 70: 8 4 3 37 41 47 46:
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 : 33.4 40.2 49.4 50.1 32.0 38.7 43.4 48.0
Old : 33.4 40.2 49.4 50.1 32.0 38.7 43.4 48.0
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 31, 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 : 12,113: 2,060 162 2,641 6,685 9,056 11,386 11,859: 727 254
Old : 12,113: 2,060 162 2,641 6,685 9,056 11,386 11,859: 727 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 45: 468 -113 39 -481 91 26 17: 19 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.3 21.8 55.2 74.8 94.0 97.9: 6.0 2.1
Old : 100.0: 17.0 1.3 21.8 55.2 74.8 94.0 97.9: 6.0 2.1
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 : 42: 11 4 9 21 21 37 31:
Old : 42: 11 4 9 21 21 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 51.5 69.6 72.5 16.2 19.8 22.0 27.5
Old : 57.4 51.5 69.6 72.5 16.2 19.8 22.0 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 311,118: 76,622 5,262 92,158 92,300 184,149 261,079 281,569: 50,038 29,549
Old : 66,755: 23,621 1,373 12,751 19,634 42,861 56,006 56,984: 10,749 9,770
Other: 244,363: 67,299 18,187 65,109 72,665 141,289 205,074 224,585: 39,289 19,779
: : :
: : Changes in Commitments from: July 24, 2012 :
: -17,569: -5,081 505 -5,947 -5,847 -11,827 -16,876 -17,268: -693 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 1.7 29.6 29.7 59.2 83.9 90.5: 16.1 9.5
Old : 100.0: 35.4 2.1 19.1 29.4 64.2 83.9 85.4: 16.1 14.6
Other: 100.0: 27.5 7.4 26.6 29.7 57.8 83.9 91.9: 16.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 95 24 76 73 74 205 157:
Old : 145: 50 15 28 51 55 112 88:
Other: 213: 78 46 63 69 67 186 143:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 26.7 18.4 39.3 6.6 22.0 11.6 28.9
Old : 24.3 26.5 35.2 40.2 22.7 26.4 32.0 38.9
Other: 11.4 30.1 19.1 41.3 8.3 25.4 14.1 32.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 14,307: 3,784 4,521 831 6,970 7,635 11,585 12,986: 2,722 1,321
Old : 14,307: 3,784 4,521 831 6,970 7,635 11,585 12,986: 2,722 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 521: 79 -325 146 35 819 259 639: 262 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 31.6 5.8 48.7 53.4 81.0 90.8: 19.0 9.2
Old : 100.0: 26.5 31.6 5.8 48.7 53.4 81.0 90.8: 19.0 9.2
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 : 74: 21 25 10 24 13 52 42:
Old : 74: 21 25 10 24 13 52 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 : 33.7 41.6 47.1 55.6 33.4 40.4 46.8 53.9
Old : 33.7 41.6 47.1 55.6 33.4 40.4 46.8 53.9
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 31, 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 : 1,234,331: 388,869 167,398 112,894 593,334 868,188 1,095,096 1,148,480: 139,234 85,851
Old : 1,234,331: 388,869 167,398 112,894 593,334 868,188 1,095,096 1,148,480: 139,234 85,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 27,573: 15,501 -18,538 2,854 4,687 36,361 23,042 20,677: 4,531 6,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.6 9.1 48.1 70.3 88.7 93.0: 11.3 7.0
Old : 100.0: 31.5 13.6 9.1 48.1 70.3 88.7 93.0: 11.3 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 : 246: 62 40 32 108 108 185 165:
Old : 246: 62 40 32 108 108 185 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 33.3 24.8 41.0 14.6 29.1 22.6 35.3
Old : 15.2 33.3 24.8 41.0 14.6 29.1 22.6 35.3
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 31, 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 : 2,135,131: 260,223 233,539 231,681 1,327,827 1,323,379 1,819,731 1,788,600: 315,400 346,531
Old : 2,135,131: 260,223 233,539 231,681 1,327,827 1,323,379 1,819,731 1,788,600: 315,400 346,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -124,413: 746 -45,064 -25,469 -85,028 -79,536 -109,751 -150,070: -14,662 25,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.9 10.9 62.2 62.0 85.2 83.8: 14.8 16.2
Old : 100.0: 12.2 10.9 10.9 62.2 62.0 85.2 83.8: 14.8 16.2
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 : 263: 37 59 57 131 150 204 230:
Old : 263: 37 59 57 131 150 204 230:
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 : 26.7 13.3 35.3 20.2 25.1 10.4 31.9 16.7
Old : 26.7 13.3 35.3 20.2 25.1 10.4 31.9 16.7
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 31, 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 : 1,279,446: 265,629 121,485 78,397 676,966 822,739 1,020,993 1,022,620: 258,453 256,826
Old : 1,279,446: 265,629 121,485 78,397 676,966 822,739 1,020,993 1,022,620: 258,453 256,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 24,770: 25,700 10,704 -12,677 15,198 13,184 28,222 11,211: -3,452 13,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.5 6.1 52.9 64.3 79.8 79.9: 20.2 20.1
Old : 100.0: 20.8 9.5 6.1 52.9 64.3 79.8 79.9: 20.2 20.1
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 : 200: 38 35 34 87 109 143 160:
Old : 200: 38 35 34 87 109 143 160:
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 : 15.2 20.0 27.4 29.9 14.5 18.8 25.3 28.4
Old : 15.2 20.0 27.4 29.9 14.5 18.8 25.3 28.4
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 31, 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 : 544,449: 18,616 58,570 101,663 396,584 346,359 516,863 506,592: 27,586 37,857
Old : 544,449: 18,616 58,570 101,663 396,584 346,359 516,863 506,592: 27,586 37,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 11,041: 3,691 8,007 -5,984 13,343 7,936 11,049 9,958: -8 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.8 18.7 72.8 63.6 94.9 93.0: 5.1 7.0
Old : 100.0: 3.4 10.8 18.7 72.8 63.6 94.9 93.0: 5.1 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 : 93: 19 17 28 51 49 82 84:
Old : 93: 19 17 28 51 49 82 84:
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 : 40.9 25.4 50.5 42.0 31.6 20.9 35.9 31.2
Old : 40.9 25.4 50.5 42.0 31.6 20.9 35.9 31.2
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 31, 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 : 50,463: 18,773 5,893 326 22,979 38,447 42,077 44,666: 8,387 5,798
Old : 50,463: 18,773 5,893 326 22,979 38,447 42,077 44,666: 8,387 5,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 9,668: 7,731 -1,368 47 867 9,314 8,645 7,993: 1,023 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 11.7 0.6 45.5 76.2 83.4 88.5: 16.6 11.5
Old : 100.0: 37.2 11.7 0.6 45.5 76.2 83.4 88.5: 16.6 11.5
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 : 89: 29 11 8 31 27 64 42:
Old : 89: 29 11 8 31 27 64 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 : 28.1 46.0 41.7 60.3 28.0 46.0 41.5 60.3
Old : 28.1 46.0 41.7 60.3 28.0 46.0 41.5 60.3
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 31, 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 : 100,927: 37,545 11,787 651 45,957 76,894 84,154 89,332: 16,773 11,595
Old : 100,927: 37,545 11,787 651 45,957 76,894 84,154 89,332: 16,773 11,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 19,336: 15,462 -2,737 94 1,735 18,629 17,291 15,986: 2,045 3,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 11.7 0.6 45.5 76.2 83.4 88.5: 16.6 11.5
Old : 100.0: 37.2 11.7 0.6 45.5 76.2 83.4 88.5: 16.6 11.5
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 : 89: 29 11 8 31 27 64 42:
Old : 89: 29 11 8 31 27 64 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 : 28.1 46.0 41.7 60.3 28.0 46.0 41.5 60.3
Old : 28.1 46.0 41.7 60.3 28.0 46.0 41.5 60.3
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 31, 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 : 8,525: 6,069 6,327 900 1,448 1,293 8,417 8,520: 108 5
Old : 8,525: 6,069 6,327 900 1,448 1,293 8,417 8,520: 108 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 186: 188 88 0 0 101 188 189: -2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 74.2 10.6 17.0 15.2 98.7 99.9: 1.3 0.1
Old : 100.0: 71.2 74.2 10.6 17.0 15.2 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: 9 8 2 1 3 11 12:
Old : 21: 9 8 2 1 3 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 75.6 94.8 93.9 76.9 68.8 86.5 85.2
Old : 78.2 75.6 94.8 93.9 76.9 68.8 86.5 85.2
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 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 9,951: 1,284 3,741 70 8,276 6,102 9,630 9,913: 321 38
Old : 9,951: 1,284 3,741 70 8,276 6,102 9,630 9,913: 321 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -419: -292 945 44 -167 85 -415 1,074: -4 -1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 37.6 0.7 83.2 61.3 96.8 99.6: 3.2 0.4
Old : 100.0: 12.9 37.6 0.7 83.2 61.3 96.8 99.6: 3.2 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: 7 7 1 6 10 14 17:
Old : 29: 7 7 1 6 10 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 : 81.4 79.5 92.9 90.5 81.4 78.8 92.9 89.7
Old : 81.4 79.5 92.9 90.5 81.4 78.8 92.9 89.7
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 31, 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 : 14,378: 2,198 3,207 0 11,868 11,127 14,066 14,334: 312 44
Old : 14,378: 2,198 3,207 0 11,868 11,127 14,066 14,334: 312 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 164: 275 -308 0 -105 453 170 145: -6 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 22.3 0.0 82.5 77.4 97.8 99.7: 2.2 0.3
Old : 100.0: 15.3 22.3 0.0 82.5 77.4 97.8 99.7: 2.2 0.3
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 : 33: 8 7 0 4 15 12 22:
Old : 33: 8 7 0 4 15 12 22:
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 : 87.8 69.3 96.4 85.4 87.8 69.3 96.4 85.4
Old : 87.8 69.3 96.4 85.4 87.8 69.3 96.4 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012