WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 463,143: 156,712 99,594 65,114 203,205 248,359 425,031 413,067: 38,112 50,076
Old : 388,478: 137,106 91,020 38,039 180,213 220,530 355,358 349,589: 33,120 38,889
Other: 74,665: 26,847 15,815 19,834 22,992 27,829 69,673 63,478: 4,992 11,187
: : :
: : Changes in Commitments from: July 31, 2012 :
: -4,424: 2,190 -11 -6,515 -1,079 1,072 -5,404 -5,454: 980 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 21.5 14.1 43.9 53.6 91.8 89.2: 8.2 10.8
Old : 100.0: 35.3 23.4 9.8 46.4 56.8 91.5 90.0: 8.5 10.0
Other: 100.0: 36.0 21.2 26.6 30.8 37.3 93.3 85.0: 6.7 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 143 103 121 77 116 292 277:
Old : 374: 141 101 109 72 113 276 267:
Other: 185: 39 48 22 34 87 87 148:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 19.2 30.4 29.1 17.0 16.0 28.5 23.1
Old : 20.7 20.4 33.8 29.9 20.0 18.9 32.0 27.3
Other: 46.1 29.3 62.5 40.2 30.1 9.7 38.6 15.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,187,048: 389,066 97,753 114,381 550,272 763,720 1,053,719 975,854: 133,329 211,194
Old : 262,335: 111,493 40,246 9,422 118,786 186,662 239,701 236,330: 22,634 26,005
Other: 924,713: 302,480 82,414 80,052 431,486 577,058 814,018 739,524: 110,695 185,189
: : :
: : Changes in Commitments from: July 31, 2012 :
: -3,014: 8,220 -1,715 261 -9,284 -4,386 -803 -5,840: -2,211 2,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 8.2 9.6 46.4 64.3 88.8 82.2: 11.2 17.8
Old : 100.0: 42.5 15.3 3.6 45.3 71.2 91.4 90.1: 8.6 9.9
Other: 100.0: 32.7 8.9 8.7 46.7 62.4 88.0 80.0: 12.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 203 135 169 235 365 524 595:
Old : 527: 108 82 21 128 242 246 337:
Other: 751: 190 139 124 187 355 444 559:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 11.5 24.6 19.2 12.3 8.8 20.8 13.8
Old : 23.5 27.2 35.5 36.5 23.5 27.0 35.4 36.3
Other: 16.5 11.0 25.4 17.5 11.8 9.5 20.5 14.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 10,154: 3,001 475 131 4,830 8,819 7,962 9,425: 2,192 729
Old : 10,147: 3,001 471 131 4,823 8,819 7,955 9,421: 2,192 726
Other: 7: 0 4 0 7 0 7 4: 0 3
: : :
: : Changes in Commitments from: July 31, 2012 :
: -326: -91 -44 12 -102 -125 -181 -157: -145 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.7 1.3 47.6 86.9 78.4 92.8: 21.6 7.2
Old : 100.0: 29.6 4.6 1.3 47.5 86.9 78.4 92.8: 21.6 7.2
Other: 100.0: 0.0 57.1 0.0 100.0 0.0 100.0 57.1: 0.0 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 6 5 12 11 32 20:
Old : 40: 17 6 5 11 11 31 20:
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 : 32.4 69.6 52.5 85.8 30.4 64.6 44.8 75.3
Old : 32.5 69.7 52.5 85.8 30.4 64.8 44.8 75.4
Other: 100.0 57.1 100.0 57.1 100.0 57.1 100.0 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, 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 : 752,907: 303,279 71,002 94,705 287,530 518,557 685,514 684,264: 67,393 68,643
Old : 726,317: 296,426 70,143 89,328 275,823 501,276 661,577 660,747: 64,740 65,570
Other: 26,590: 12,069 6,075 161 11,707 17,281 23,937 23,517: 2,653 3,073
: : :
: : Changes in Commitments from: July 31, 2012 :
: -7,452: -5,100 5,749 1,115 -383 -12,882 -4,368 -6,018: -3,084 -1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 9.4 12.6 38.2 68.9 91.0 90.9: 9.0 9.1
Old : 100.0: 40.8 9.7 12.3 38.0 69.0 91.1 91.0: 8.9 9.0
Other: 100.0: 45.4 22.8 0.6 44.0 65.0 90.0 88.4: 10.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 226 130 177 162 213 478 446:
Old : 601: 222 136 168 161 209 472 437:
Other: 225: 36 49 6 30 120 68 173:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 18.8 21.4 29.2 9.0 15.6 15.7 22.4
Old : 13.7 17.9 21.2 28.6 10.6 16.2 17.6 23.3
Other: 43.4 51.9 55.9 60.5 43.4 51.9 55.8 60.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 331,467: 69,132 66,365 42,013 191,842 191,738 302,987 300,116: 28,480 31,351
Old : 64,771: 13,615 14,480 956 44,990 42,616 59,561 58,052: 5,210 6,719
Other: 266,696: 64,747 61,115 31,827 146,852 149,122 243,426 242,064: 23,270 24,632
: : :
: : Changes in Commitments from: July 31, 2012 :
: 5,149: 2,584 11,578 -5,142 6,600 -6,485 4,042 -49: 1,107 5,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 20.0 12.7 57.9 57.8 91.4 90.5: 8.6 9.5
Old : 100.0: 21.0 22.4 1.5 69.5 65.8 92.0 89.6: 8.0 10.4
Other: 100.0: 24.3 22.9 11.9 55.1 55.9 91.3 90.8: 8.7 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 76 70 76 74 65 192 185:
Old : 156: 46 33 7 39 47 89 83:
Other: 240: 73 73 62 71 56 178 165:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 24.3 30.1 34.6 14.4 18.5 22.9 26.8
Old : 47.6 26.9 57.3 41.1 47.6 26.1 57.3 40.2
Other: 17.8 25.4 29.0 36.7 14.1 17.5 24.3 27.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 605,807: 84,257 57,326 7,992 352,590 407,761 444,839 473,079: 160,968 132,728
Old : 605,807: 84,257 57,326 7,992 352,590 407,761 444,839 473,079: 160,968 132,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -10,881: 4,080 6,856 2,749 -21,576 -23,475 -14,747 -13,870: 3,866 2,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.5 1.3 58.2 67.3 73.4 78.1: 26.6 21.9
Old : 100.0: 13.9 9.5 1.3 58.2 67.3 73.4 78.1: 26.6 21.9
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 : 157: 33 25 12 67 74 106 105:
Old : 157: 33 25 12 67 74 106 105:
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 : 21.6 16.5 30.9 28.0 18.0 15.0 26.0 25.9
Old : 21.6 16.5 30.9 28.0 18.0 15.0 26.0 25.9
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, 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 : 352,260: 47,260 25,696 649 241,259 268,270 289,168 294,615: 63,092 57,645
Old : 352,260: 47,260 25,696 649 241,259 268,270 289,168 294,615: 63,092 57,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -3,266: -634 4,254 46 -4,011 -11,424 -4,599 -7,124: 1,333 3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.3 0.2 68.5 76.2 82.1 83.6: 17.9 16.4
Old : 100.0: 13.4 7.3 0.2 68.5 76.2 82.1 83.6: 17.9 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 3 33 38 43 44:
Old : 66: 8 5 3 33 38 43 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 : 34.3 40.1 50.8 50.2 32.8 39.7 44.7 49.3
Old : 34.3 40.1 50.8 50.2 32.8 39.7 44.7 49.3
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, 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 - Futures Only, 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 : 244,787: 80,753 8,137 41,995 77,348 168,212 200,096 218,344: 44,691 26,443
Old : 44,800: 22,791 2,136 11 13,631 35,448 36,433 37,595: 8,367 7,205
Other: 199,987: 70,524 18,563 29,422 63,717 132,764 163,663 180,749: 36,324 19,238
: : :
: : Changes in Commitments from: July 31, 2012 :
: -1,709: 1,449 -68 643 -2,448 -1,287 -356 -712: -1,353 -997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 3.3 17.2 31.6 68.7 81.7 89.2: 18.3 10.8
Old : 100.0: 50.9 4.8 0.0 30.4 79.1 81.3 83.9: 18.7 16.1
Other: 100.0: 35.3 9.3 14.7 31.9 66.4 81.8 90.4: 18.2 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 86 21 70 68 65 192 142:
Old : 131: 42 15 2 34 48 76 65:
Other: 208: 75 40 59 65 54 177 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 31.8 17.5 42.3 8.1 28.5 14.3 37.5
Old : 21.9 29.2 34.7 45.1 21.8 28.6 34.4 43.5
Other: 9.6 32.7 17.8 43.6 9.5 29.5 17.0 38.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 14,046: 4,297 4,505 442 6,634 7,903 11,373 12,850: 2,673 1,196
Old : 14,036: 4,297 4,504 442 6,631 7,903 11,370 12,849: 2,666 1,187
Other: 10: 0 1 0 3 0 3 1: 7 9
: : :
: : Changes in Commitments from: July 31, 2012 :
: 463: 529 -49 -5 -114 609 410 555: 53 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 32.1 3.1 47.2 56.3 81.0 91.5: 19.0 8.5
Old : 100.0: 30.6 32.1 3.1 47.2 56.3 81.0 91.5: 19.0 8.5
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 : 73: 21 23 9 22 12 50 39:
Old : 73: 21 23 9 21 12 49 39:
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 : 32.9 45.7 47.4 59.7 32.9 44.6 47.4 57.6
Old : 32.9 45.7 47.4 59.7 32.9 44.6 47.4 57.7
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 - Futures Only, 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 : 1,037,702: 365,317 154,919 20,517 517,786 786,631 903,620 962,067: 134,082 75,635
Old : 1,037,702: 365,317 154,919 20,517 517,786 786,631 903,620 962,067: 134,082 75,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -25,117: -23,216 1,194 20 589 -19,532 -22,607 -18,318: -2,510 -6,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 14.9 2.0 49.9 75.8 87.1 92.7: 12.9 7.3
Old : 100.0: 35.2 14.9 2.0 49.9 75.8 87.1 92.7: 12.9 7.3
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 : 225: 53 34 14 95 103 155 144:
Old : 225: 53 34 14 95 103 155 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 35.6 27.8 43.6 16.5 33.7 25.0 40.8
Old : 17.4 35.6 27.8 43.6 16.5 33.7 25.0 40.8
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, 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 : 1,655,120: 229,847 244,442 37,259 1,116,056 1,075,623 1,383,162 1,357,324: 271,958 297,796
Old : 1,655,120: 229,847 244,442 37,259 1,116,056 1,075,623 1,383,162 1,357,324: 271,958 297,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -102,566: -52,438 -35,788 2,293 -33,348 -44,284 -83,493 -77,779: -19,073 -24,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.8 2.3 67.4 65.0 83.6 82.0: 16.4 18.0
Old : 100.0: 13.9 14.8 2.3 67.4 65.0 83.6 82.0: 16.4 18.0
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 : 260: 26 68 34 109 137 161 213:
Old : 260: 26 68 34 109 137 161 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 17.3 42.2 24.6 31.4 14.7 39.5 21.9
Old : 32.5 17.3 42.2 24.6 31.4 14.7 39.5 21.9
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, 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 : 1,188,509: 235,683 109,313 16,527 706,254 826,624 958,464 952,464: 230,045 236,045
Old : 1,188,509: 235,683 109,313 16,527 706,254 826,624 958,464 952,464: 230,045 236,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 13,593: -38,484 -10,313 3,041 63,449 31,030 28,006 23,758: -14,413 -10,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.2 1.4 59.4 69.6 80.6 80.1: 19.4 19.9
Old : 100.0: 19.8 9.2 1.4 59.4 69.6 80.6 80.1: 19.4 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 43 30 20 81 97 131 140:
Old : 197: 43 30 20 81 97 131 140:
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 : 18.2 22.3 32.8 33.4 16.2 21.4 30.0 31.9
Old : 18.2 22.3 32.8 33.4 16.2 21.4 30.0 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, 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 : 435,302: 14,289 48,672 61,338 333,318 285,792 408,945 395,802: 26,357 39,500
Old : 435,302: 14,289 48,672 61,338 333,318 285,792 408,945 395,802: 26,357 39,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -68,212: -7,743 -11,198 -6,516 -53,343 -52,403 -67,602 -70,117: -610 1,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.2 14.1 76.6 65.7 93.9 90.9: 6.1 9.1
Old : 100.0: 3.3 11.2 14.1 76.6 65.7 93.9 90.9: 6.1 9.1
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 : 83: 16 15 24 43 43 70 73:
Old : 83: 16 15 24 43 43 70 73:
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 29.1 52.9 47.2 34.2 22.7 39.3 33.3
Old : 44.5 29.1 52.9 47.2 34.2 22.7 39.3 33.3
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, 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 : 52,382: 19,835 5,857 104 24,328 40,359 44,266 46,319: 8,117 6,063
Old : 52,382: 19,835 5,857 104 24,328 40,359 44,266 46,319: 8,117 6,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 3,287: 1,546 0 6 1,872 2,866 3,423 2,872: -137 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 11.2 0.2 46.4 77.0 84.5 88.4: 15.5 11.6
Old : 100.0: 37.9 11.2 0.2 46.4 77.0 84.5 88.4: 15.5 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 3 30 27 61 41:
Old : 93: 29 13 3 30 27 61 41:
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 46.6 43.6 62.6 29.3 46.6 43.6 62.6
Old : 29.3 46.6 43.6 62.6 29.3 46.6 43.6 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, 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 : 104,764: 39,669 11,713 207 48,655 80,718 88,531 92,638: 16,233 12,126
Old : 104,764: 39,669 11,713 207 48,655 80,718 88,531 92,638: 16,233 12,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 6,573: 3,091 0 12 3,743 5,732 6,846 5,744: -273 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 11.2 0.2 46.4 77.0 84.5 88.4: 15.5 11.6
Old : 100.0: 37.9 11.2 0.2 46.4 77.0 84.5 88.4: 15.5 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 3 30 27 61 41:
Old : 93: 29 13 3 30 27 61 41:
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 46.6 43.6 62.6 29.3 46.6 43.6 62.6
Old : 29.3 46.6 43.6 62.6 29.3 46.6 43.6 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, 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 - Futures Only, 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 - Futures Only, 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