WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 14, 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 : 450,799: 155,000 99,465 60,231 197,897 238,740 413,128 398,436: 37,671 52,363
Old : 373,675: 134,988 93,186 31,013 175,512 209,358 341,513 333,557: 32,162 40,118
Other: 77,124: 29,515 15,782 19,715 22,385 29,382 71,615 64,879: 5,509 12,245
: : :
: : Changes in Commitments from: August 7, 2012 :
: -12,344: -1,712 -129 -4,883 -5,308 -9,619 -11,903 -14,631: -441 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 22.1 13.4 43.9 53.0 91.6 88.4: 8.4 11.6
Old : 100.0: 36.1 24.9 8.3 47.0 56.0 91.4 89.3: 8.6 10.7
Other: 100.0: 38.3 20.5 25.6 29.0 38.1 92.9 84.1: 7.1 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 134 110 118 86 117 290 285:
Old : 375: 131 107 104 79 114 270 273:
Other: 196: 39 52 24 38 90 95 156:
:----------------------------------------------------------------------------------------------------
: 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 19.2 30.5 28.9 17.7 16.1 28.8 23.3
Old : 21.2 19.9 34.2 29.6 20.8 18.9 32.4 27.5
Other: 43.8 29.0 60.1 39.9 28.9 9.9 36.8 15.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 14, 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 : 1,212,846: 406,578 90,481 126,747 540,811 780,437 1,074,136 997,665: 138,710 215,181
Old : 172,846: 78,060 25,785 8,200 62,993 119,507 149,253 153,492: 23,593 19,354
Other: 1,040,000: 353,067 89,245 93,998 477,818 660,930 924,883 844,173: 115,117 195,827
: : :
: : Changes in Commitments from: August 7, 2012 :
: 25,798: 17,512 -7,272 12,366 -9,461 16,717 20,417 21,811: 5,381 3,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.5 10.5 44.6 64.3 88.6 82.3: 11.4 17.7
Old : 100.0: 45.2 14.9 4.7 36.4 69.1 86.4 88.8: 13.6 11.2
Other: 100.0: 33.9 8.6 9.0 45.9 63.6 88.9 81.2: 11.1 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 794: 215 137 182 249 378 553 624:
Old : 520: 123 71 15 149 211 276 293:
Other: 784: 203 151 142 181 371 462 595:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 11.8 24.2 19.2 11.9 8.8 20.3 13.6
Old : 18.1 30.1 29.0 38.9 18.1 29.1 29.0 37.6
Other: 14.8 12.0 24.6 18.7 11.8 9.6 20.5 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 14, 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 : 10,457: 3,146 548 69 4,993 9,063 8,208 9,680: 2,249 777
Old : 10,445: 3,146 544 69 4,981 9,058 8,196 9,671: 2,249 774
Other: 12: 0 4 0 12 5 12 9: 0 3
: : :
: : Changes in Commitments from: August 7, 2012 :
: 303: 145 73 -62 163 244 246 255: 57 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 5.2 0.7 47.7 86.7 78.5 92.6: 21.5 7.4
Old : 100.0: 30.1 5.2 0.7 47.7 86.7 78.5 92.6: 21.5 7.4
Other: 100.0: 0.0 33.3 0.0 100.0 41.7 100.0 75.0: 0.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 7 4 13 12 33 21:
Old : 42: 18 7 4 13 12 33 21:
Other: 4: 0 1 0 2 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 69.7 53.6 85.6 30.3 61.0 46.4 75.6
Old : 32.5 69.8 53.7 85.7 30.4 61.1 46.4 75.8
Other: 100.0 75.0 100.0 75.0 83.3 58.3 83.3 58.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 14, 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 : 741,673: 300,245 69,947 89,639 283,358 508,877 673,242 668,463: 68,431 73,210
Old : 713,848: 292,601 69,482 84,140 271,578 490,473 648,319 644,095: 65,529 69,753
Other: 27,825: 12,981 5,802 162 11,780 18,404 24,923 24,368: 2,902 3,457
: : :
: : Changes in Commitments from: August 7, 2012 :
: -11,234: -3,034 -1,055 -5,066 -4,172 -9,680 -12,272 -15,801: 1,038 4,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 9.4 12.1 38.2 68.6 90.8 90.1: 9.2 9.9
Old : 100.0: 41.0 9.7 11.8 38.0 68.7 90.8 90.2: 9.2 9.8
Other: 100.0: 46.7 20.9 0.6 42.3 66.1 89.6 87.6: 10.4 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 224 121 163 153 211 455 434:
Old : 587: 218 129 160 151 207 448 429:
Other: 223: 35 48 6 32 118 70 169:
:----------------------------------------------------------------------------------------------------
: 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 19.4 21.8 29.7 9.2 16.3 15.8 23.2
Old : 14.1 18.6 21.7 29.1 11.1 17.0 17.9 24.2
Other: 43.8 51.6 55.9 61.4 43.8 51.6 55.8 61.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 14, 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 : 331,417: 68,400 55,748 50,782 181,618 195,548 300,800 302,078: 30,617 29,339
Old : 55,163: 19,046 12,908 702 30,833 37,074 50,581 50,684: 4,582 4,479
Other: 276,254: 63,233 56,719 36,201 150,785 158,474 250,219 251,394: 26,035 24,860
: : :
: : Changes in Commitments from: August 7, 2012 :
: -50: -732 -10,617 8,769 -10,224 3,810 -2,187 1,962: 2,137 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.8 15.3 54.8 59.0 90.8 91.1: 9.2 8.9
Old : 100.0: 34.5 23.4 1.3 55.9 67.2 91.7 91.9: 8.3 8.1
Other: 100.0: 22.9 20.5 13.1 54.6 57.4 90.6 91.0: 9.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 79 67 93 76 65 213 192:
Old : 162: 60 27 10 35 44 97 79:
Other: 252: 77 77 72 73 57 191 175:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 25.0 27.1 35.4 12.1 20.2 20.5 28.5
Old : 41.4 28.3 52.6 42.9 41.4 27.8 52.2 42.4
Other: 16.1 25.5 27.0 36.9 13.5 19.4 23.0 28.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 14, 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 : 596,175: 81,020 60,212 9,128 349,428 396,966 439,576 466,306: 156,599 129,869
Old : 596,175: 81,020 60,212 9,128 349,428 396,966 439,576 466,306: 156,599 129,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -9,632: -3,237 2,886 1,136 -3,162 -10,795 -5,263 -6,773: -4,369 -2,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.1 1.5 58.6 66.6 73.7 78.2: 26.3 21.8
Old : 100.0: 13.6 10.1 1.5 58.6 66.6 73.7 78.2: 26.3 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 : 162: 29 32 16 69 79 108 117:
Old : 162: 29 32 16 69 79 108 117:
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 : 22.3 15.5 31.3 27.5 18.4 14.2 26.5 25.6
Old : 22.3 15.5 31.3 27.5 18.4 14.2 26.5 25.6
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, August 14, 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 : 359,604: 45,337 25,635 483 248,427 281,376 294,247 307,494: 65,357 52,110
Old : 359,604: 45,337 25,635 483 248,427 281,376 294,247 307,494: 65,357 52,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 7,344: -1,923 -61 -166 7,168 13,106 5,079 12,879: 2,265 -5,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.1 0.1 69.1 78.2 81.8 85.5: 18.2 14.5
Old : 100.0: 12.6 7.1 0.1 69.1 78.2 81.8 85.5: 18.2 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 : 69: 7 5 3 34 42 43 48:
Old : 69: 7 5 3 34 42 43 48:
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 : 34.6 39.6 51.0 50.2 32.9 39.3 45.2 49.2
Old : 34.6 39.6 51.0 50.2 32.9 39.3 45.2 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 - Futures Only, August 14, 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 : 12,226: 2,371 336 2,859 6,425 8,812 11,655 12,007: 571 219
Old : 12,226: 2,371 336 2,859 6,425 8,812 11,655 12,007: 571 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -173: -7 147 25 -115 -381 -97 -209: -76 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.7 23.4 52.6 72.1 95.3 98.2: 4.7 1.8
Old : 100.0: 19.4 2.7 23.4 52.6 72.1 95.3 98.2: 4.7 1.8
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 : 47: 14 3 7 24 23 41 31:
Old : 47: 14 3 7 24 23 41 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 : 58.2 49.9 70.1 72.8 15.6 20.1 22.7 27.1
Old : 58.2 49.9 70.1 72.8 15.6 20.1 22.7 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 14, 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 : 253,617: 87,786 7,743 44,185 74,357 175,795 206,328 227,723: 47,289 25,894
Old : 40,639: 22,485 2,204 4 9,755 33,071 32,244 35,279: 8,395 5,360
Other: 212,978: 77,185 17,423 32,297 64,602 142,724 174,084 192,444: 38,894 20,534
: : :
: : Changes in Commitments from: August 7, 2012 :
: 8,830: 7,033 -394 2,190 -2,991 7,583 6,232 9,379: 2,598 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.1 17.4 29.3 69.3 81.4 89.8: 18.6 10.2
Old : 100.0: 55.3 5.4 0.0 24.0 81.4 79.3 86.8: 20.7 13.2
Other: 100.0: 36.2 8.2 15.2 30.3 67.0 81.7 90.4: 18.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 85 25 72 65 66 193 147:
Old : 129: 43 15 1 37 42 80 58:
Other: 213: 78 42 61 61 57 176 135:
:----------------------------------------------------------------------------------------------------
: 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 31.7 18.2 43.6 8.1 28.7 14.3 38.3
Old : 24.7 34.4 34.7 50.1 24.7 32.4 34.7 47.6
Other: 9.8 31.3 18.2 44.4 9.4 28.3 16.7 38.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,865: 3,944 4,496 506 6,934 7,770 11,384 12,772: 2,481 1,093
Old : 13,862: 3,944 4,495 506 6,931 7,770 11,381 12,771: 2,481 1,091
Other: 3: 0 1 0 3 0 3 1: 0 2
: : :
: : Changes in Commitments from: August 7, 2012 :
: -181: -353 -9 64 300 -133 11 -78: -192 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 32.4 3.6 50.0 56.0 82.1 92.1: 17.9 7.9
Old : 100.0: 28.5 32.4 3.7 50.0 56.1 82.1 92.1: 17.9 7.9
Other: 100.0: 0.0 33.3 0.0 100.0 0.0 100.0 33.3: 0.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 22 25 12 22 11 54 40:
Old : 75: 22 25 12 21 11 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 : 33.7 46.4 48.2 61.3 33.7 45.3 47.0 58.1
Old : 33.7 46.4 48.2 61.3 33.7 45.3 47.0 58.2
Other: 100.0 33.3 100.0 33.3 100.0 33.3 100.0 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 14, 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 : 1,012,471: 327,482 178,366 25,663 534,892 729,632 888,037 933,661: 124,434 78,810
Old : 1,012,471: 327,482 178,366 25,663 534,892 729,632 888,037 933,661: 124,434 78,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -25,231: -37,835 23,447 5,146 17,106 -56,999 -15,583 -28,406: -9,648 3,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 17.6 2.5 52.8 72.1 87.7 92.2: 12.3 7.8
Old : 100.0: 32.3 17.6 2.5 52.8 72.1 87.7 92.2: 12.3 7.8
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 : 220: 49 32 15 95 105 151 145:
Old : 220: 49 32 15 95 105 151 145:
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 : 18.1 34.9 28.1 44.2 17.5 33.6 26.4 41.4
Old : 18.1 34.9 28.1 44.2 17.5 33.6 26.4 41.4
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 14, 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 : 1,647,982: 243,115 210,779 40,450 1,082,256 1,105,008 1,365,821 1,356,237: 282,161 291,745
Old : 1,647,982: 243,115 210,779 40,450 1,082,256 1,105,008 1,365,821 1,356,237: 282,161 291,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -7,138: 13,268 -33,663 3,191 -33,800 29,385 -17,341 -1,087: 10,203 -6,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.8 2.5 65.7 67.1 82.9 82.3: 17.1 17.7
Old : 100.0: 14.8 12.8 2.5 65.7 67.1 82.9 82.3: 17.1 17.7
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 : 266: 36 58 36 115 135 176 204:
Old : 266: 36 58 36 115 135 176 204:
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 : 30.4 18.3 39.6 26.3 29.4 15.3 36.7 22.3
Old : 30.4 18.3 39.6 26.3 29.4 15.3 36.7 22.3
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 - Futures Only, August 14, 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 : 1,207,505: 221,620 111,990 10,284 752,056 848,407 983,960 970,681: 223,545 236,824
Old : 1,207,505: 221,620 111,990 10,284 752,056 848,407 983,960 970,681: 223,545 236,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 18,996: -14,063 2,677 -6,243 45,802 21,783 25,496 18,217: -6,500 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.3 0.9 62.3 70.3 81.5 80.4: 18.5 19.6
Old : 100.0: 18.4 9.3 0.9 62.3 70.3 81.5 80.4: 18.5 19.6
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 : 185: 36 25 19 81 93 124 130:
Old : 185: 36 25 19 81 93 124 130:
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 : 20.7 23.4 34.6 33.9 18.8 22.7 31.0 32.5
Old : 20.7 23.4 34.6 33.9 18.8 22.7 31.0 32.5
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 14, 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 : 444,832: 19,423 44,867 60,237 341,930 298,640 421,590 403,744: 23,242 41,088
Old : 444,832: 19,423 44,867 60,237 341,930 298,640 421,590 403,744: 23,242 41,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 9,530: 5,134 -3,805 -1,101 8,612 12,848 12,645 7,942: -3,115 1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.1 13.5 76.9 67.1 94.8 90.8: 5.2 9.2
Old : 100.0: 4.4 10.1 13.5 76.9 67.1 94.8 90.8: 5.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 20 15 24 45 45 75 75:
Old : 88: 20 15 24 45 45 75 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 : 44.7 29.3 52.8 48.0 33.4 21.7 38.6 34.1
Old : 44.7 29.3 52.8 48.0 33.4 21.7 38.6 34.1
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, August 14, 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 : 52,112: 18,140 6,048 30 25,260 40,485 43,429 46,563: 8,683 5,550
Old : 52,112: 18,140 6,048 30 25,260 40,485 43,429 46,563: 8,683 5,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -270: -1,695 191 -74 932 126 -837 244: 567 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 11.6 0.1 48.5 77.7 83.3 89.4: 16.7 10.6
Old : 100.0: 34.8 11.6 0.1 48.5 77.7 83.3 89.4: 16.7 10.6
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 15 5 30 26 61 44:
Old : 93: 29 15 5 30 26 61 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 : 29.1 46.8 43.4 62.9 29.1 46.8 43.4 62.9
Old : 29.1 46.8 43.4 62.9 29.1 46.8 43.4 62.9
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 14, 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 : 104,224: 36,279 12,095 60 50,519 80,970 86,858 93,125: 17,366 11,099
Old : 104,224: 36,279 12,095 60 50,519 80,970 86,858 93,125: 17,366 11,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -540: -3,390 382 -147 1,864 252 -1,673 487: 1,133 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 11.6 0.1 48.5 77.7 83.3 89.4: 16.7 10.6
Old : 100.0: 34.8 11.6 0.1 48.5 77.7 83.3 89.4: 16.7 10.6
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 15 5 30 26 61 44:
Old : 93: 29 15 5 30 26 61 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 : 29.1 46.8 43.4 62.9 29.1 46.8 43.4 62.9
Old : 29.1 46.8 43.4 62.9 29.1 46.8 43.4 62.9
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 14, 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 : 8,431: 5,914 6,451 900 1,448 1,075 8,262 8,426: 169 5
Old : 8,431: 5,914 6,451 900 1,448 1,075 8,262 8,426: 169 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 71: 16 126 0 0 -55 16 71: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 76.5 10.7 17.2 12.8 98.0 99.9: 2.0 0.1
Old : 100.0: 70.1 76.5 10.7 17.2 12.8 98.0 99.9: 2.0 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: 7 10 2 1 2 9 13:
Old : 20: 7 10 2 1 2 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 76.4 96.3 94.0 77.7 69.5 87.3 85.2
Old : 79.1 76.4 96.3 94.0 77.7 69.5 87.3 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,845: 1,338 4,548 50 9,139 6,206 10,527 10,804: 318 41
Old : 10,845: 1,338 4,548 50 9,139 6,206 10,527 10,804: 318 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -164: 16 -389 10 -178 212 -152 -167: -12 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 41.9 0.5 84.3 57.2 97.1 99.6: 2.9 0.4
Old : 100.0: 12.3 41.9 0.5 84.3 57.2 97.1 99.6: 2.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 7 1 6 10 14 17:
Old : 29: 7 7 1 6 10 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 82.1 93.8 91.6 82.7 81.6 93.8 91.1
Old : 82.7 82.1 93.8 91.6 82.7 81.6 93.8 91.1
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, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,946: 2,205 3,258 0 12,469 11,647 14,674 14,905: 272 41
Old : 14,946: 2,205 3,258 0 12,469 11,647 14,674 14,905: 272 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -92: -51 916 0 -5 -1,017 -56 -101: -36 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 21.8 0.0 83.4 77.9 98.2 99.7: 1.8 0.3
Old : 100.0: 14.8 21.8 0.0 83.4 77.9 98.2 99.7: 1.8 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 : 31: 7 7 0 4 14 11 21:
Old : 31: 7 7 0 4 14 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 70.0 97.1 85.5 89.0 70.0 97.1 85.5
Old : 89.0 70.0 97.1 85.5 89.0 70.0 97.1 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012