WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 638,620: 149,433 84,641 194,102 253,268 304,003 596,802 582,746: 41,818 55,874
Old : 561,145: 129,809 76,939 164,730 229,815 274,983 524,355 516,652: 36,791 44,494
Other: 77,475: 27,534 15,613 21,461 23,452 29,020 72,447 66,094: 5,027 11,381
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,979: 2,457 -1,405 -1,232 819 4,643 2,044 2,007: 935 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 13.3 30.4 39.7 47.6 93.5 91.3: 6.5 8.7
Old : 100.0: 23.1 13.7 29.4 41.0 49.0 93.4 92.1: 6.6 7.9
Other: 100.0: 35.5 20.2 27.7 30.3 37.5 93.5 85.3: 6.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 155 109 155 95 135 329 329:
Old : 407: 148 115 146 93 134 320 322:
Other: 189: 41 49 36 38 88 100 157:
:----------------------------------------------------------------------------------------------------
: 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 15.1 24.4 23.2 12.6 11.5 20.6 17.4
Old : 15.0 15.7 26.7 24.0 14.1 13.0 22.4 19.6
Other: 44.4 28.3 60.2 39.9 29.0 10.1 37.2 15.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 1,944,758: 379,395 52,864 670,425 711,948 950,760 1,761,769 1,674,049: 182,989 270,709
Old : 494,346: 101,500 21,283 197,857 156,754 241,412 456,111 460,552: 38,235 33,794
Other: 1,450,413: 297,855 51,541 452,608 555,195 709,348 1,305,658 1,213,497: 144,754 236,915
: : :
: : Changes in Commitments from: July 31, 2012 :
: 12,263: 10,440 2,026 10,250 -2,005 -3,064 18,684 9,212: -6,421 3,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 2.7 34.5 36.6 48.9 90.6 86.1: 9.4 13.9
Old : 100.0: 20.5 4.3 40.0 31.7 48.8 92.3 93.2: 7.7 6.8
Other: 100.0: 20.5 3.6 31.2 38.3 48.9 90.0 83.7: 10.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 830: 248 140 270 294 402 642 719:
Old : 597: 145 91 134 184 289 381 463:
Other: 807: 223 150 238 251 392 571 688:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 10.6 17.3 17.0 7.2 5.6 12.3 9.3
Old : 13.0 19.5 21.1 27.2 12.4 17.2 18.8 22.7
Other: 12.0 9.0 19.3 14.7 6.7 6.2 12.1 8.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 11,285: 2,907 131 863 5,249 9,462 9,020 10,456: 2,266 829
Old : 11,278: 2,908 129 862 5,242 9,462 9,013 10,452: 2,266 826
Other: 7: 0 4 0 7 0 7 4: 0 3
: : :
: : Changes in Commitments from: July 31, 2012 :
: -338: -130 -21 15 -89 -168 -204 -175: -134 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 1.2 7.7 46.5 83.8 79.9 92.7: 20.1 7.3
Old : 100.0: 25.8 1.1 7.6 46.5 83.9 79.9 92.7: 20.1 7.3
Other: 100.0: 0.0 57.4 0.0 99.4 0.0 99.4 57.4: 0.6 42.6
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 5 9 13 12 36 22:
Old : 42: 19 4 9 12 12 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 : 29.3 63.4 48.6 79.0 27.3 58.6 40.3 68.8
Old : 29.3 63.4 48.7 79.1 27.4 58.7 40.3 69.0
Other: 99.4 57.4 99.4 57.4 99.4 57.4 99.4 57.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 1,140,078: 280,442 53,011 401,814 378,807 604,995 1,061,062 1,059,819: 79,016 80,259
Old : 1,107,507: 272,405 53,122 393,097 365,757 584,304 1,031,258 1,030,523: 76,249 76,984
Other: 32,571: 12,557 4,409 4,197 13,050 20,691 29,804 29,296: 2,767 3,275
: : :
: : Changes in Commitments from: July 31, 2012 :
: -25,652: -8,744 3,085 -10,844 -1,302 -15,295 -20,890 -23,054: -4,761 -2,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.6 35.2 33.2 53.1 93.1 93.0: 6.9 7.0
Old : 100.0: 24.6 4.8 35.5 33.0 52.8 93.1 93.0: 6.9 7.0
Other: 100.0: 38.6 13.5 12.9 40.1 63.5 91.5 89.9: 8.5 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 646: 270 135 248 182 222 543 519:
Old : 645: 267 140 243 182 220 539 515:
Other: 226: 38 48 22 35 126 85 184:
:----------------------------------------------------------------------------------------------------
: 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 15.0 19.7 24.0 6.2 9.6 10.7 14.3
Old : 12.9 14.4 19.8 23.4 7.1 10.0 11.9 14.7
Other: 36.3 48.1 48.7 58.0 30.6 42.4 40.8 49.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 383,411: 62,550 64,261 76,864 214,360 209,869 353,774 350,994: 29,637 32,417
Old : 78,534: 8,361 14,490 11,319 53,497 45,562 73,176 71,370: 5,357 7,163
Other: 304,877: 63,087 58,668 56,648 160,863 164,307 280,598 279,623: 24,279 25,254
: : :
: : Changes in Commitments from: July 31, 2012 :
: 8,396: 363 11,109 -3,644 10,683 -4,209 7,401 3,255: 995 5,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.8 20.0 55.9 54.7 92.3 91.5: 7.7 8.5
Old : 100.0: 10.6 18.5 14.4 68.1 58.0 93.2 90.9: 6.8 9.1
Other: 100.0: 20.7 19.2 18.6 52.8 53.9 92.0 91.7: 8.0 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 68 82 94 80 74 203 211:
Old : 160: 40 42 35 48 55 105 115:
Other: 247: 67 82 80 79 68 191 193:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 23.1 27.7 33.3 11.0 15.6 18.3 22.8
Old : 43.3 22.5 53.8 34.5 38.4 20.5 46.2 30.8
Other: 15.9 24.6 26.7 35.6 12.3 15.7 21.3 24.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 700,575: 76,025 56,519 57,920 388,197 436,568 522,142 551,008: 178,432 149,567
Old : 700,575: 76,025 56,519 57,920 388,197 436,568 522,142 551,008: 178,432 149,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -1,439: 3,346 9,117 8,587 -18,984 -22,047 -7,050 -4,342: 5,611 2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.1 8.3 55.4 62.3 74.5 78.7: 25.5 21.3
Old : 100.0: 10.9 8.1 8.3 55.4 62.3 74.5 78.7: 25.5 21.3
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 : 160: 27 33 35 78 82 127 128:
Old : 160: 27 33 35 78 82 127 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 14.4 27.0 24.5 15.5 13.0 22.8 22.1
Old : 18.7 14.4 27.0 24.5 15.5 13.0 22.8 22.1
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, August 7, 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 : 352,781: 47,260 25,700 724 241,331 268,355 289,315 294,779: 63,466 58,002
Old : 352,781: 47,260 25,700 724 241,331 268,355 289,315 294,779: 63,466 58,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -3,367: -634 4,258 121 -3,940 -11,350 -4,454 -6,971: 1,087 3,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.3 0.2 68.4 76.1 82.0 83.6: 18.0 16.4
Old : 100.0: 13.4 7.3 0.2 68.4 76.1 82.0 83.6: 18.0 16.4
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 : 66: 8 5 4 34 39 45 45:
Old : 66: 8 5 4 34 39 45 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 : 34.3 40.0 50.7 50.1 32.7 39.6 44.6 49.2
Old : 34.3 40.0 50.7 50.1 32.7 39.6 44.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 12,399: 2,378 189 2,834 6,540 9,193 11,752 12,216: 647 183
Old : 12,399: 2,378 189 2,834 6,540 9,193 11,752 12,216: 647 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 286: 318 27 193 -145 137 366 357: -80 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 1.5 22.9 52.7 74.1 94.8 98.5: 5.2 1.5
Old : 100.0: 19.2 1.5 22.9 52.7 74.1 94.8 98.5: 5.2 1.5
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 : 43: 11 4 8 21 22 37 31:
Old : 43: 11 4 8 21 22 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 : 59.5 51.5 70.3 72.6 17.7 18.9 22.9 25.9
Old : 59.5 51.5 70.3 72.6 17.7 18.9 22.9 25.9
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, August 7, 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 : 308,114: 76,761 6,570 92,035 90,612 180,948 259,408 279,554: 48,706 28,560
Old : 56,695: 19,246 1,029 11,499 16,913 36,582 47,658 49,109: 9,038 7,586
Other: 251,418: 70,108 18,135 67,943 73,699 144,367 211,750 230,444: 39,668 20,974
: : :
: : Changes in Commitments from: July 31, 2012 :
: -3,004: 139 1,308 -123 -1,688 -3,201 -1,672 -2,016: -1,332 -989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 2.1 29.9 29.4 58.7 84.2 90.7: 15.8 9.3
Old : 100.0: 33.9 1.8 20.3 29.8 64.5 84.1 86.6: 15.9 13.4
Other: 100.0: 27.9 7.2 27.0 29.3 57.4 84.2 91.7: 15.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 86 26 78 73 75 201 158:
Old : 139: 44 15 27 49 55 104 86:
Other: 212: 76 43 69 69 65 187 144:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 28.2 18.0 39.5 6.6 23.0 11.9 30.1
Old : 21.5 23.3 32.2 36.4 16.2 22.7 25.3 34.1
Other: 11.4 30.1 18.6 41.0 7.8 24.5 14.1 31.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 14,748: 4,385 4,429 790 6,763 8,288 11,938 13,507: 2,811 1,241
Old : 14,738: 4,386 4,429 789 6,760 8,288 11,935 13,506: 2,804 1,232
Other: 10: 0 1 0 3 0 3 1: 7 9
: : :
: : Changes in Commitments from: July 31, 2012 :
: 441: 601 -92 -40 -208 654 353 521: 89 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 30.0 5.4 45.9 56.2 80.9 91.6: 19.1 8.4
Old : 100.0: 29.8 30.0 5.4 45.9 56.2 81.0 91.6: 19.0 8.4
Other: 100.0: 0.0 10.0 0.0 30.0 0.0 30.0 10.0: 70.0 90.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 24 9 24 13 53 40:
Old : 74: 23 23 9 24 13 53 40:
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 : 31.6 43.6 45.4 57.5 31.3 42.5 45.0 55.9
Old : 31.6 43.7 45.4 57.6 31.3 42.6 45.1 55.9
Other: 30.0 10.0 30.0 10.0 30.0 10.0 30.0 10.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 1,180,339: 353,296 163,067 103,380 587,796 831,963 1,044,472 1,098,410: 135,866 81,929
Old : 1,180,339: 353,296 163,067 103,380 587,796 831,963 1,044,472 1,098,410: 135,866 81,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -53,992: -35,572 -4,331 -9,514 -5,538 -36,225 -50,624 -50,069: -3,368 -3,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 13.8 8.8 49.8 70.5 88.5 93.1: 11.5 6.9
Old : 100.0: 29.9 13.8 8.8 49.8 70.5 88.5 93.1: 11.5 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 : 234: 50 41 28 107 109 173 162:
Old : 234: 50 41 28 107 109 173 162:
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 : 15.3 33.3 25.9 41.3 14.9 28.3 23.2 34.6
Old : 15.3 33.3 25.9 41.3 14.9 28.3 23.2 34.6
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, August 7, 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 : 2,088,664: 204,997 205,684 271,740 1,319,548 1,291,235 1,796,286 1,768,659: 292,378 320,005
Old : 2,088,664: 204,997 205,684 271,740 1,319,548 1,291,235 1,796,286 1,768,659: 292,378 320,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -46,467: -55,226 -27,856 40,059 -8,279 -32,144 -23,445 -19,941: -23,022 -26,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 9.8 13.0 63.2 61.8 86.0 84.7: 14.0 15.3
Old : 100.0: 9.8 9.8 13.0 63.2 61.8 86.0 84.7: 14.0 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 : 273: 33 66 62 138 159 213 245:
Old : 273: 33 66 62 138 159 213 245:
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 : 27.0 14.0 35.4 21.1 25.4 11.5 31.5 17.3
Old : 27.0 14.0 35.4 21.1 25.4 11.5 31.5 17.3
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, August 7, 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 : 1,275,415: 230,580 111,796 67,387 735,626 851,576 1,033,592 1,030,759: 241,823 244,656
Old : 1,275,415: 230,580 111,796 67,387 735,626 851,576 1,033,592 1,030,759: 241,823 244,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -4,031: -35,050 -9,688 -11,010 58,660 28,838 12,599 8,139: -16,631 -12,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 8.8 5.3 57.7 66.8 81.0 80.8: 19.0 19.2
Old : 100.0: 18.1 8.8 5.3 57.7 66.8 81.0 80.8: 19.0 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 34 40 33 90 107 143 161:
Old : 201: 34 40 33 90 107 143 161:
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 : 17.2 20.8 30.8 31.1 15.1 20.0 27.9 29.8
Old : 17.2 20.8 30.8 31.1 15.1 20.0 27.9 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 465,205: 12,281 48,989 84,906 341,173 291,710 438,360 425,606: 26,846 39,599
Old : 465,205: 12,281 48,989 84,906 341,173 291,710 438,360 425,606: 26,846 39,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -79,244: -6,335 -9,581 -16,756 -55,411 -54,649 -78,503 -80,986: -741 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.5 18.3 73.3 62.7 94.2 91.5: 5.8 8.5
Old : 100.0: 2.6 10.5 18.3 73.3 62.7 94.2 91.5: 5.8 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 : 86: 16 16 26 46 43 74 75:
Old : 86: 16 16 26 46 43 74 75:
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 : 41.7 27.3 50.3 44.2 32.0 21.1 36.8 31.2
Old : 41.7 27.3 50.3 44.2 32.0 21.1 36.8 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, August 7, 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 : 53,814: 20,344 5,898 334 24,904 41,333 45,582 47,566: 8,232 6,248
Old : 53,814: 20,344 5,898 334 24,904 41,333 45,582 47,566: 8,232 6,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 3,350: 1,572 5 8 1,925 2,887 3,506 2,900: -155 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 11.0 0.6 46.3 76.8 84.7 88.4: 15.3 11.6
Old : 100.0: 37.8 11.0 0.6 46.3 76.8 84.7 88.4: 15.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 29 13 7 35 28 68 44:
Old : 93: 29 13 7 35 28 68 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 45.3 42.5 61.0 28.5 45.3 42.5 61.0
Old : 28.5 45.3 42.5 61.0 28.5 45.3 42.5 61.0
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, August 7, 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 : 107,628: 40,689 11,797 668 49,808 82,667 91,165 95,131: 16,463 12,497
Old : 107,628: 40,689 11,797 668 49,808 82,667 91,165 95,131: 16,463 12,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 6,701: 3,143 10 17 3,851 5,773 7,011 5,800: -310 901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 11.0 0.6 46.3 76.8 84.7 88.4: 15.3 11.6
Old : 100.0: 37.8 11.0 0.6 46.3 76.8 84.7 88.4: 15.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 29 13 7 35 28 68 44:
Old : 93: 29 13 7 35 28 68 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 45.3 42.5 61.0 28.5 45.3 42.5 61.0
Old : 28.5 45.3 42.5 61.0 28.5 45.3 42.5 61.0
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, August 7, 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 : 8,360: 5,898 6,325 900 1,448 1,130 8,246 8,355: 114 5
Old : 8,360: 5,898 6,325 900 1,448 1,130 8,246 8,355: 114 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -165: -171 -2 0 0 -163 -171 -165: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 75.7 10.8 17.3 13.5 98.6 99.9: 1.4 0.1
Old : 100.0: 70.6 75.7 10.8 17.3 13.5 98.6 99.9: 1.4 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 : 20: 8 9 2 1 2 10 12:
Old : 20: 8 9 2 1 2 10 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 : 79.7 77.4 96.4 95.1 78.4 70.4 87.4 86.3
Old : 79.7 77.4 96.4 95.1 78.4 70.4 87.4 86.3
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, August 7, 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 : 11,009: 1,322 4,937 40 9,317 5,994 10,679 10,971: 330 38
Old : 11,009: 1,322 4,937 40 9,317 5,994 10,679 10,971: 330 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 1,058: 38 1,196 -30 1,041 -108 1,049 1,058: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 44.8 0.4 84.6 54.4 97.0 99.7: 3.0 0.3
Old : 100.0: 12.0 44.8 0.4 84.6 54.4 97.0 99.7: 3.0 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 : 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 : 83.1 81.9 93.8 91.3 83.1 81.6 93.8 90.9
Old : 83.1 81.9 93.8 91.3 83.1 81.6 93.8 90.9
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, August 7, 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 : 15,038: 2,256 2,342 0 12,474 12,664 14,730 15,006: 308 32
Old : 15,038: 2,256 2,342 0 12,474 12,664 14,730 15,006: 308 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 660: 58 -865 0 606 1,537 664 672: -4 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.6 0.0 82.9 84.2 98.0 99.8: 2.0 0.2
Old : 100.0: 15.0 15.6 0.0 82.9 84.2 98.0 99.8: 2.0 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 : 34: 8 8 0 4 15 12 23:
Old : 34: 8 8 0 4 15 12 23:
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 : 88.1 70.3 96.0 86.0 88.1 70.3 96.0 86.0
Old : 88.1 70.3 96.0 86.0 88.1 70.3 96.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012