WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 12, 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 : 425,104: 116,681 130,149 60,540 219,709 180,933 396,930 371,622: 28,174 53,482
Old : 386,022: 104,929 127,748 45,710 208,729 166,197 359,368 339,655: 26,654 46,367
Other: 39,082: 18,608 9,257 7,974 10,980 14,736 37,562 31,967: 1,520 7,115
: : :
: : Changes in Commitments from: June 5, 2012 :
: -4,254: 4,956 4,799 815 -10,255 -10,773 -4,484 -5,159: 230 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 30.6 14.2 51.7 42.6 93.4 87.4: 6.6 12.6
Old : 100.0: 27.2 33.1 11.8 54.1 43.1 93.1 88.0: 6.9 12.0
Other: 100.0: 47.6 23.7 20.4 28.1 37.7 96.1 81.8: 3.9 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 100 145 129 81 101 265 302:
Old : 364: 111 137 118 79 98 259 289:
Other: 126: 9 46 10 23 61 41 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 13.5 35.4 23.4 20.4 11.0 32.8 19.8
Old : 23.6 13.0 38.2 23.4 22.2 12.0 35.7 21.8
Other: 67.9 37.5 84.6 47.6 54.0 17.1 61.8 24.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 12, 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 : 1,157,512: 264,059 169,331 185,009 579,544 569,642 1,028,612 923,982: 128,900 233,530
Old : 597,730: 216,808 145,185 50,846 268,341 305,307 535,995 501,338: 61,735 96,392
Other: 559,782: 153,051 129,946 28,363 311,203 264,335 492,617 422,644: 67,165 137,138
: : :
: : Changes in Commitments from: June 5, 2012 :
: -20,876: -4,377 -5,539 12,741 -28,424 -27,905 -20,060 -20,703: -816 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.6 16.0 50.1 49.2 88.9 79.8: 11.1 20.2
Old : 100.0: 36.3 24.3 8.5 44.9 51.1 89.7 83.9: 10.3 16.1
Other: 100.0: 27.3 23.2 5.1 55.6 47.2 88.0 75.5: 12.0 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 149 175 202 211 290 481 567:
Old : 606: 162 128 107 161 246 363 446:
Other: 582: 112 150 88 138 253 315 438:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.2 23.7 18.4 13.6 8.2 22.6 13.1
Old : 16.1 19.4 27.1 28.3 16.1 18.5 27.0 26.6
Other: 19.1 13.4 32.4 18.8 19.1 13.4 31.6 18.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 12, 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 : 11,637: 2,479 2,545 127 6,816 6,711 9,422 9,383: 2,215 2,254
Old : 11,637: 2,479 2,545 127 6,816 6,711 9,422 9,383: 2,215 2,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -2: -301 -12 -22 523 -29 200 -63: -202 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.9 1.1 58.6 57.7 81.0 80.6: 19.0 19.4
Old : 100.0: 21.3 21.9 1.1 58.6 57.7 81.0 80.6: 19.0 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 : 43: 15 10 5 15 11 31 26:
Old : 43: 15 10 5 15 11 31 26:
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 : 33.9 57.0 53.7 69.5 28.6 53.8 46.3 62.4
Old : 33.9 57.0 53.7 69.5 28.6 53.8 46.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 12, 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 : 771,728: 285,354 51,428 131,304 287,606 500,220 704,264 682,952: 67,464 88,776
Old : 234,584: 136,622 27,061 9,955 66,872 174,956 213,449 211,972: 21,135 22,612
Other: 537,144: 178,980 54,615 91,101 220,734 325,264 490,815 470,980: 46,329 66,164
: : :
: : Changes in Commitments from: June 5, 2012 :
: 8,980: 15,220 -5,010 3,832 -16,891 9,377 2,161 8,199: 6,819 781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 6.7 17.0 37.3 64.8 91.3 88.5: 8.7 11.5
Old : 100.0: 58.2 11.5 4.2 28.5 74.6 91.0 90.4: 9.0 9.6
Other: 100.0: 33.3 10.2 17.0 41.1 60.6 91.4 87.7: 8.6 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 231 106 193 160 205 476 447:
Old : 493: 190 96 67 92 164 309 303:
Other: 502: 170 110 147 139 184 385 376:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 23.1 19.2 32.4 8.8 18.7 15.2 26.2
Old : 21.6 33.6 34.1 45.4 21.5 33.1 34.1 44.4
Other: 11.3 24.1 21.3 31.0 11.0 19.2 18.6 25.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 12, 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 : 393,109: 83,109 103,994 65,270 213,576 187,780 361,955 357,044: 31,154 36,065
Old : 214,005: 67,319 87,908 15,520 115,778 86,904 198,617 190,332: 15,388 23,673
Other: 179,104: 41,529 41,825 24,011 97,798 100,876 163,338 166,712: 15,766 12,392
: : :
: : Changes in Commitments from: June 5, 2012 :
: -2,788: 10,070 8,397 -1,756 -8,972 -6,478 -658 163: -2,130 -2,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 26.5 16.6 54.3 47.8 92.1 90.8: 7.9 9.2
Old : 100.0: 31.5 41.1 7.3 54.1 40.6 92.8 88.9: 7.2 11.1
Other: 100.0: 23.2 23.4 13.4 54.6 56.3 91.2 93.1: 8.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 82 86 107 76 68 228 233:
Old : 275: 97 77 63 68 64 190 189:
Other: 213: 65 64 52 56 48 154 139:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 17.7 30.8 26.3 16.0 11.1 22.8 18.4
Old : 30.8 12.8 39.3 22.5 30.5 12.8 38.1 22.2
Other: 19.3 31.0 33.0 42.9 16.8 23.6 29.2 34.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 12, 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 : 676,851: 99,825 46,949 5,578 425,687 499,731 531,090 552,258: 145,761 124,593
Old : 676,851: 99,825 46,949 5,578 425,687 499,731 531,090 552,258: 145,761 124,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -28,621: 6,893 -5,027 316 -24,744 -10,101 -17,535 -14,812: -11,086 -13,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.9 0.8 62.9 73.8 78.5 81.6: 21.5 18.4
Old : 100.0: 14.7 6.9 0.8 62.9 73.8 78.5 81.6: 21.5 18.4
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 : 166: 37 25 11 73 76 117 105:
Old : 166: 37 25 11 73 76 117 105:
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 : 24.8 17.6 36.8 29.7 22.9 16.8 32.9 28.6
Old : 24.8 17.6 36.8 29.7 22.9 16.8 32.9 28.6
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 - Futures Only, June 12, 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 : 356,835: 43,379 16,200 7,822 236,644 281,182 287,845 305,204: 68,990 51,631
Old : 356,835: 43,379 16,200 7,822 236,644 281,182 287,845 305,204: 68,990 51,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -14,606: 672 2,256 426 -20,494 -14,345 -19,396 -11,663: 4,790 -2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.5 2.2 66.3 78.8 80.7 85.5: 19.3 14.5
Old : 100.0: 12.2 4.5 2.2 66.3 78.8 80.7 85.5: 19.3 14.5
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 : 66: 7 4 4 38 42 46 49:
Old : 66: 7 4 4 38 42 46 49:
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 : 29.3 42.2 46.2 54.4 28.3 41.2 40.4 52.1
Old : 29.3 42.2 46.2 54.4 28.3 41.2 40.4 52.1
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 - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,296: 1,808 159 1,015 8,076 9,785 10,899 10,959: 397 337
Old : 11,296: 1,808 159 1,015 8,076 9,785 10,899 10,959: 397 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -1,421: -1,501 31 38 -61 -1,548 -1,524 -1,479: 103 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.4 9.0 71.5 86.6 96.5 97.0: 3.5 3.0
Old : 100.0: 16.0 1.4 9.0 71.5 86.6 96.5 97.0: 3.5 3.0
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 : 40: 8 2 5 25 26 34 33:
Old : 40: 8 2 5 25 26 34 33:
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 : 46.0 53.8 65.7 70.9 17.1 20.8 26.8 28.7
Old : 46.0 53.8 65.7 70.9 17.1 20.8 26.8 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 12, 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 : 244,223: 93,142 11,174 21,539 84,557 187,990 199,238 220,703: 44,985 23,520
Old : 129,996: 67,431 7,374 3,604 32,203 106,187 103,238 117,165: 26,758 12,831
Other: 114,227: 31,009 9,098 12,637 52,354 81,803 96,000 103,538: 18,227 10,689
: : :
: : Changes in Commitments from: June 5, 2012 :
: 7,018: 6,713 -649 -98 -3,370 7,695 3,245 6,948: 3,773 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 4.6 8.8 34.6 77.0 81.6 90.4: 18.4 9.6
Old : 100.0: 51.9 5.7 2.8 24.8 81.7 79.4 90.1: 20.6 9.9
Other: 100.0: 27.1 8.0 11.1 45.8 71.6 84.0 90.6: 16.0 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 101 26 51 71 74 193 137:
Old : 200: 90 19 31 58 67 156 110:
Other: 163: 52 30 34 58 50 129 100:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 33.8 18.3 49.2 8.7 30.5 15.5 41.4
Old : 14.5 36.4 24.5 51.9 13.1 35.9 20.9 48.4
Other: 15.6 34.6 26.1 50.4 13.8 29.7 22.2 42.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 12, 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 : 15,755: 3,698 6,674 1,253 8,214 5,477 13,165 13,404: 2,590 2,351
Old : 7,880: 3,220 5,305 5 3,070 1,229 6,295 6,539: 1,585 1,341
Other: 7,875: 1,545 2,436 181 5,144 4,248 6,870 6,865: 1,005 1,010
: : :
: : Changes in Commitments from: June 5, 2012 :
: 120: -193 478 -185 524 -110 146 183: -26 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 42.4 8.0 52.1 34.8 83.6 85.1: 16.4 14.9
Old : 100.0: 40.9 67.3 0.1 39.0 15.6 79.9 83.0: 20.1 17.0
Other: 100.0: 19.6 30.9 2.3 65.3 53.9 87.2 87.2: 12.8 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 23 24 19 25 16 59 55:
Old : 66: 24 21 1 16 5 41 26:
Other: 61: 16 20 7 15 14 34 39:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 33.6 44.8 47.3 31.0 30.6 42.8 44.3
Old : 23.0 37.5 39.7 60.9 23.0 37.5 39.7 60.8
Other: 50.6 42.6 67.8 58.1 50.6 41.4 65.9 56.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 12, 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 : 980,758: 242,790 181,645 17,844 586,902 703,203 847,536 902,692: 133,222 78,066
Old : 980,758: 242,790 181,645 17,844 586,902 703,203 847,536 902,692: 133,222 78,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 6,373: -28,799 34,319 -4,983 46,917 -2,304 13,135 27,032: -6,762 -20,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.5 1.8 59.8 71.7 86.4 92.0: 13.6 8.0
Old : 100.0: 24.8 18.5 1.8 59.8 71.7 86.4 92.0: 13.6 8.0
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 : 222: 48 33 16 101 94 156 136:
Old : 222: 48 33 16 101 94 156 136:
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 : 17.9 35.1 29.7 46.1 14.5 31.5 23.8 40.1
Old : 17.9 35.1 29.7 46.1 14.5 31.5 23.8 40.1
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 - Futures Only, June 12, 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 : 1,804,110: 215,210 310,595 27,290 1,268,398 1,178,813 1,510,898 1,516,698: 293,212 287,412
Old : 1,804,110: 215,210 310,595 27,290 1,268,398 1,178,813 1,510,898 1,516,698: 293,212 287,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -71,439: -55,927 1,566 -9,269 -531 -54,988 -65,727 -62,691: -5,712 -8,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 17.2 1.5 70.3 65.3 83.7 84.1: 16.3 15.9
Old : 100.0: 11.9 17.2 1.5 70.3 65.3 83.7 84.1: 16.3 15.9
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 : 261: 28 68 22 103 141 142 220:
Old : 261: 28 68 22 103 141 142 220:
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 : 34.2 21.4 44.8 29.0 30.4 18.8 39.8 25.1
Old : 34.2 21.4 44.8 29.0 30.4 18.8 39.8 25.1
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 - Futures Only, June 12, 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 : 1,134,244: 187,682 140,827 6,726 713,803 739,246 908,211 886,799: 226,033 247,445
Old : 1,134,244: 187,682 140,827 6,726 713,803 739,246 908,211 886,799: 226,033 247,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -94,823: -175,028 -3,187 -5,899 107,976 -90,501 -72,951 -99,587: -21,872 4,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.4 0.6 62.9 65.2 80.1 78.2: 19.9 21.8
Old : 100.0: 16.5 12.4 0.6 62.9 65.2 80.1 78.2: 19.9 21.8
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 : 181: 36 25 13 78 91 122 121:
Old : 181: 36 25 13 78 91 122 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 19.3 33.2 28.2 18.4 17.8 30.3 26.4
Old : 20.4 19.3 33.2 28.2 18.4 17.8 30.3 26.4
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 - Futures Only, June 12, 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 : 497,662: 24,547 60,602 80,732 370,984 305,223 476,263 446,557: 21,399 51,105
Old : 497,662: 24,547 60,602 80,732 370,984 305,223 476,263 446,557: 21,399 51,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 3,487: -3,623 -509 479 5,277 4,144 2,133 4,114: 1,354 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.2 16.2 74.5 61.3 95.7 89.7: 4.3 10.3
Old : 100.0: 4.9 12.2 16.2 74.5 61.3 95.7 89.7: 4.3 10.3
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 : 89: 16 15 26 50 51 78 84:
Old : 89: 16 15 26 50 51 78 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 : 44.5 25.4 54.2 41.0 33.6 17.6 37.9 27.1
Old : 44.5 25.4 54.2 41.0 33.6 17.6 37.9 27.1
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 - Futures Only, June 12, 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 : 88,781: 11,108 5,832 6,045 59,680 66,828 76,832 78,704: 11,949 10,077
Old : 88,781: 11,108 5,832 6,045 59,680 66,828 76,832 78,704: 11,949 10,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 16,529: 1,208 -411 1,498 11,860 13,154 14,566 14,240: 1,963 2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.6 6.8 67.2 75.3 86.5 88.6: 13.5 11.4
Old : 100.0: 12.5 6.6 6.8 67.2 75.3 86.5 88.6: 13.5 11.4
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 : 93: 22 9 16 42 43 72 66:
Old : 93: 22 9 16 42 43 72 66:
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 : 30.6 38.6 44.5 51.9 14.2 19.8 22.1 29.6
Old : 30.6 38.6 44.5 51.9 14.2 19.8 22.1 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, June 12, 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 : 23,920: 5,331 1,129 153 15,388 17,195 20,872 18,477: 3,048 5,443
Old : 23,920: 5,331 1,129 153 15,388 17,195 20,872 18,477: 3,048 5,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 3,434: 105 -11 153 1,504 1,600 1,762 1,742: 1,672 1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.7 0.6 64.3 71.9 87.3 77.2: 12.7 22.8
Old : 100.0: 22.3 4.7 0.6 64.3 71.9 87.3 77.2: 12.7 22.8
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 : 21: 5 2 2 8 9 14 12:
Old : 21: 5 2 2 8 9 14 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 : 54.3 56.7 77.1 73.1 54.3 50.0 72.6 63.7
Old : 54.3 56.7 77.1 73.1 54.3 50.0 72.6 63.7
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 - Futures Only, June 12, 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 : 129,721: 20,518 18,369 2,819 88,583 99,265 111,920 120,453: 17,801 9,268
Old : 129,721: 20,518 18,369 2,819 88,583 99,265 111,920 120,453: 17,801 9,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 26,189: 2,376 -630 2,519 20,712 23,107 25,607 24,996: 582 1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.2 2.2 68.3 76.5 86.3 92.9: 13.7 7.1
Old : 100.0: 15.8 14.2 2.2 68.3 76.5 86.3 92.9: 13.7 7.1
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 : 92: 22 12 14 38 41 65 64:
Old : 92: 22 12 14 38 41 65 64:
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 : 34.7 39.3 46.8 54.0 28.4 32.9 39.7 47.3
Old : 34.7 39.3 46.8 54.0 28.4 32.9 39.7 47.3
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 - Futures Only, June 12, 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 : 8,223: 4,824 6,917 704 2,502 500 8,030 8,121: 193 102
Old : 8,223: 4,824 6,917 704 2,502 500 8,030 8,121: 193 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -755: -193 -844 0 -645 0 -838 -844: 83 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 84.1 8.6 30.4 6.1 97.7 98.8: 2.3 1.2
Old : 100.0: 58.7 84.1 8.6 30.4 6.1 97.7 98.8: 2.3 1.2
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 : 22: 8 10 2 3 1 12 12:
Old : 22: 8 10 2 3 1 12 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 : 60.5 69.6 89.5 91.1 60.5 64.9 85.5 84.9
Old : 60.5 69.6 89.5 91.1 60.5 64.9 85.5 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,519: 1,553 3,110 2,149 8,410 7,005 12,112 12,264: 407 255
Old : 12,519: 1,553 3,110 2,149 8,410 7,005 12,112 12,264: 407 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 3,806: 122 1,892 2,061 1,481 -329 3,664 3,624: 142 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.8 17.2 67.2 56.0 96.7 98.0: 3.3 2.0
Old : 100.0: 12.4 24.8 17.2 67.2 56.0 96.7 98.0: 3.3 2.0
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 : 30: 7 7 3 6 11 15 19:
Old : 30: 7 7 3 6 11 15 19:
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 : 77.6 76.7 89.3 87.8 65.9 61.4 76.0 72.1
Old : 77.6 76.7 89.3 87.8 65.9 61.4 76.0 72.1
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 - Futures Only, June 12, 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 : 11,373: 1,803 1,793 461 8,855 8,987 11,119 11,241: 254 132
Old : 11,373: 1,803 1,793 461 8,855 8,987 11,119 11,241: 254 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -703: -1,357 -903 -720 1,432 813 -645 -810: -58 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.8 4.1 77.9 79.0 97.8 98.8: 2.2 1.2
Old : 100.0: 15.9 15.8 4.1 77.9 79.0 97.8 98.8: 2.2 1.2
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 : 30: 7 5 1 4 15 12 20:
Old : 30: 7 5 1 4 15 12 20:
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 : 88.3 61.4 96.2 80.5 87.4 57.4 92.7 76.4
Old : 88.3 61.4 96.2 80.5 87.4 57.4 92.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012