WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 541,758: 112,950 124,081 137,620 260,354 223,358 510,924 485,059: 30,834 56,699
Old : 502,484: 101,005 121,619 122,821 249,346 208,476 473,172 452,916: 29,312 49,567
Other: 39,274: 18,608 9,125 8,136 11,008 14,882 37,752 32,143: 1,522 7,131
: : :
: : Changes in Commitments from: June 5, 2012 :
: -8,938: 3,376 6,134 -3,443 -9,184 -12,105 -9,251 -9,414: 313 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 22.9 25.4 48.1 41.2 94.3 89.5: 5.7 10.5
Old : 100.0: 20.1 24.2 24.4 49.6 41.5 94.2 90.1: 5.8 9.9
Other: 100.0: 47.4 23.2 20.7 28.0 37.9 96.1 81.8: 3.9 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 105 154 168 94 113 301 343:
Old : 388: 116 147 160 93 111 296 335:
Other: 127: 9 47 15 23 61 46 111:
:----------------------------------------------------------------------------------------------------
: 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 10.8 29.9 18.6 16.0 8.6 25.9 15.6
Old : 18.7 10.3 31.6 18.4 17.1 9.2 27.6 16.8
Other: 67.6 37.3 84.2 47.3 53.7 17.0 61.5 24.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,684,295: 255,520 161,952 543,564 713,699 684,804 1,512,783 1,390,320: 171,512 293,974
Old : 901,249: 183,148 141,713 289,206 346,676 358,624 819,030 789,542: 82,219 111,706
Other: 783,046: 162,946 110,814 163,784 367,023 326,180 693,753 600,778: 89,293 182,268
: : :
: : Changes in Commitments from: June 5, 2012 :
: -12,076: -4,551 -8,103 22,629 -28,487 -25,220 -10,410 -10,694: -1,666 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.6 32.3 42.4 40.7 89.8 82.5: 10.2 17.5
Old : 100.0: 20.3 15.7 32.1 38.5 39.8 90.9 87.6: 9.1 12.4
Other: 100.0: 20.8 14.2 20.9 46.9 41.7 88.6 76.7: 11.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 181 184 267 256 315 568 647:
Old : 651: 170 155 191 222 281 471 550:
Other: 617: 135 154 168 186 283 416 518:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 9.7 18.4 15.4 9.3 5.3 15.5 8.4
Old : 11.2 13.3 20.0 20.7 10.8 11.5 18.6 16.1
Other: 15.0 11.4 25.0 16.4 13.4 9.9 22.2 13.7
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,751: 1,171 1,752 2,065 1,193 725 4,430 4,542: 321 209
Old : 4,482: 924 1,511 2,048 1,193 725 4,165 4,283: 317 199
Other: 269: 246 241 18 0 0 264 259: 4 10
: : :
: : Changes in Commitments from: June 5, 2012 :
: -661: -36 264 -562 -8 -201 -605 -499: -56 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 36.9 43.5 25.1 15.3 93.2 95.6: 6.8 4.4
Old : 100.0: 20.6 33.7 45.7 26.6 16.2 92.9 95.6: 7.1 4.4
Other: 100.0: 91.8 89.7 6.6 0.0 0.0 98.4 96.3: 1.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 11 10 4 7 18 18:
Old : 21: 3 11 10 4 7 17 18:
Other: 4: 1 3 3 0 0 4 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 : 46.5 60.0 72.7 83.0 33.6 30.5 44.2 42.2
Old : 49.2 57.8 75.7 82.2 35.6 27.6 41.3 39.3
Other: 98.4 96.3 98.4 96.3 91.8 89.7 91.8 89.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,205: 1,489 2,530 1,399 8,051 6,976 10,940 10,905: 2,265 2,300
Old : 13,204: 1,490 2,530 1,399 8,051 6,976 10,940 10,904: 2,265 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -25: -348 -2 52 499 -62 202 -13: -227 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.2 10.6 61.0 52.8 82.8 82.6: 17.2 17.4
Old : 100.0: 11.3 19.2 10.6 61.0 52.8 82.8 82.6: 17.2 17.4
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 15 10 17 11 34 30:
Old : 44: 10 15 10 17 11 34 30:
Other: 1: 0 1 0 0 0 0 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 : 36.0 50.8 54.1 63.5 29.0 46.8 45.7 54.2
Old : 36.0 50.9 54.1 63.5 29.0 46.8 45.7 54.2
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,099,528: 256,867 44,731 385,232 380,571 568,887 1,022,670 998,849: 76,858 100,679
Old : 374,817: 123,382 19,831 128,118 97,963 201,031 349,463 348,980: 25,355 25,837
Other: 724,711: 156,461 47,876 234,138 282,608 367,855 673,207 649,869: 51,504 74,841
: : :
: : Changes in Commitments from: June 5, 2012 :
: 17,119: 26,847 -8,320 8,537 -24,789 16,250 10,595 16,467: 6,524 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.1 35.0 34.6 51.7 93.0 90.8: 7.0 9.2
Old : 100.0: 32.9 5.3 34.2 26.1 53.6 93.2 93.1: 6.8 6.9
Other: 100.0: 21.6 6.6 32.3 39.0 50.8 92.9 89.7: 7.1 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 236 136 270 173 215 529 523:
Old : 527: 178 133 165 116 182 376 401:
Other: 532: 189 118 208 152 197 434 438:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 17.8 18.5 25.8 6.6 12.3 11.1 17.0
Old : 14.7 21.1 23.9 30.7 13.3 18.4 21.1 25.4
Other: 10.9 19.6 19.3 27.5 8.8 13.8 14.4 18.5
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,092: 2,036 1,982 8,615 5,094 5,028 15,745 15,625: 347 467
Old : 15,860: 1,978 1,971 8,446 5,094 5,028 15,517 15,444: 343 416
Other: 232: 63 16 165 0 0 228 181: 4 51
: : :
: : Changes in Commitments from: June 5, 2012 :
: 124: -285 -975 673 -326 831 62 529: 62 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.3 53.5 31.7 31.2 97.8 97.1: 2.2 2.9
Old : 100.0: 12.5 12.4 53.3 32.1 31.7 97.8 97.4: 2.2 2.6
Other: 100.0: 27.2 6.9 70.9 0.0 0.0 98.2 77.9: 1.8 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 8 11 9 13 23 27:
Old : 31: 9 8 11 9 13 23 27:
Other: 3: 1 2 3 0 0 3 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 : 62.4 59.9 81.7 76.1 15.2 14.3 20.1 20.2
Old : 61.9 59.7 81.5 76.1 15.2 14.4 20.0 20.5
Other: 98.2 77.9 98.2 77.9 27.2 6.9 27.2 6.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 476,068: 65,383 104,994 116,346 262,181 217,788 443,910 439,128: 32,158 36,940
Old : 277,510: 49,433 88,124 54,757 157,399 110,442 261,588 253,323: 15,922 24,187
Other: 198,558: 39,275 40,194 38,265 104,782 107,346 182,322 185,805: 16,236 12,753
: : :
: : Changes in Commitments from: June 5, 2012 :
: -1,525: 5,664 8,054 2,363 -7,490 -8,858 537 1,560: -2,062 -3,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 22.1 24.4 55.1 45.7 93.2 92.2: 6.8 7.8
Old : 100.0: 17.8 31.8 19.7 56.7 39.8 94.3 91.3: 5.7 8.7
Other: 100.0: 19.8 20.2 19.3 52.8 54.1 91.8 93.6: 8.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 76 96 121 80 77 237 254:
Old : 279: 91 87 86 72 74 199 221:
Other: 218: 55 75 68 62 58 163 163:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 18.8 28.8 26.8 11.4 8.1 17.0 13.4
Old : 28.4 12.9 37.9 21.3 21.4 8.4 27.4 15.0
Other: 17.7 30.2 31.0 41.0 15.2 22.3 26.4 31.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 834,495: 94,810 40,515 92,865 480,248 556,790 667,923 690,171: 166,571 144,324
Old : 834,495: 94,810 40,515 92,865 480,248 556,790 667,923 690,171: 166,571 144,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -63,969: 5,040 -3,061 -33,965 -24,886 -10,950 -53,811 -47,976: -10,158 -15,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 4.9 11.1 57.5 66.7 80.0 82.7: 20.0 17.3
Old : 100.0: 11.4 4.9 11.1 57.5 66.7 80.0 82.7: 20.0 17.3
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 : 172: 34 30 42 90 90 148 138:
Old : 172: 34 30 42 90 90 148 138:
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 : 20.2 14.3 29.9 25.0 18.6 13.7 26.7 23.2
Old : 20.2 14.3 29.9 25.0 18.6 13.7 26.7 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 359,089: 43,379 16,200 7,822 236,965 282,374 288,166 306,396: 70,923 52,693
Old : 359,089: 43,379 16,200 7,822 236,965 282,374 288,166 306,396: 70,923 52,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -14,507: 672 2,256 426 -20,235 -13,245 -19,137 -10,563: 4,630 -3,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.5 2.2 66.0 78.6 80.2 85.3: 19.8 14.7
Old : 100.0: 12.1 4.5 2.2 66.0 78.6 80.2 85.3: 19.8 14.7
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 : 66: 7 4 4 38 43 46 50:
Old : 66: 7 4 4 38 43 46 50:
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 41.9 45.9 54.0 28.1 41.0 40.1 51.8
Old : 29.1 41.9 45.9 54.0 28.1 41.0 40.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 297,869: 90,942 10,129 58,722 99,885 202,784 249,549 271,634: 48,320 26,235
Old : 161,336: 64,796 4,411 27,133 40,740 115,102 132,670 146,647: 28,667 14,690
Other: 136,533: 30,134 9,706 27,600 59,145 87,682 116,879 124,987: 19,654 11,545
: : :
: : Changes in Commitments from: June 5, 2012 :
: 11,508: 7,141 317 2,525 -2,684 8,204 6,982 11,046: 4,527 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 3.4 19.7 33.5 68.1 83.8 91.2: 16.2 8.8
Old : 100.0: 40.2 2.7 16.8 25.3 71.3 82.2 90.9: 17.8 9.1
Other: 100.0: 22.1 7.1 20.2 43.3 64.2 85.6 91.5: 14.4 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 102 28 60 76 82 202 153:
Old : 208: 90 22 46 69 77 173 132:
Other: 168: 52 30 42 62 55 139 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 29.1 18.1 44.7 7.2 25.1 12.7 33.8
Old : 11.8 30.6 21.2 43.7 10.6 28.7 17.4 39.7
Other: 16.7 33.2 26.2 47.8 11.6 25.9 18.6 36.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,908: 2,914 6,690 2,255 9,066 5,561 14,234 14,505: 2,673 2,402
Old : 8,522: 2,699 5,321 586 3,647 1,244 6,932 7,151: 1,590 1,371
Other: 8,386: 1,414 2,569 469 5,420 4,316 7,303 7,354: 1,083 1,032
: : :
: : Changes in Commitments from: June 5, 2012 :
: 58: -112 453 -268 433 -90 53 94: 6 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 39.6 13.3 53.6 32.9 84.2 85.8: 15.8 14.2
Old : 100.0: 31.7 62.4 6.9 42.8 14.6 81.3 83.9: 18.7 16.1
Other: 100.0: 16.9 30.6 5.6 64.6 51.5 87.1 87.7: 12.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 21 27 21 27 17 62 58:
Old : 66: 22 23 9 16 8 41 37:
Other: 63: 14 23 8 18 16 38 42:
:----------------------------------------------------------------------------------------------------
: 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 31.3 45.3 44.1 30.5 28.4 43.5 41.2
Old : 23.8 34.7 41.1 56.3 23.8 34.7 40.8 56.2
Other: 49.1 40.0 65.9 54.6 48.9 38.6 63.3 52.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,023,593: 247,478 186,407 44,816 596,483 712,647 888,777 943,869: 134,817 79,724
Old : 1,023,593: 247,478 186,407 44,816 596,483 712,647 888,777 943,869: 134,817 79,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -2,866: -33,330 31,783 -8,869 45,779 -5,617 3,579 17,297: -6,445 -20,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 18.2 4.4 58.3 69.6 86.8 92.2: 13.2 7.8
Old : 100.0: 24.2 18.2 4.4 58.3 69.6 86.8 92.2: 13.2 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 : 225: 46 37 27 104 99 164 149:
Old : 225: 46 37 27 104 99 164 149:
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 : 17.1 33.7 29.6 44.5 14.2 30.3 24.0 38.4
Old : 17.1 33.7 29.6 44.5 14.2 30.3 24.0 38.4
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 with Delta-adjusted Options and Futures Combined, 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 : 2,300,194: 214,548 253,621 279,553 1,488,714 1,449,760 1,982,815 1,982,935: 317,379 317,259
Old : 2,300,194: 214,548 253,621 279,553 1,488,714 1,449,760 1,982,815 1,982,935: 317,379 317,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -34,077: -60,796 -5,230 7,485 24,372 -28,958 -28,940 -26,703: -5,137 -7,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.0 12.2 64.7 63.0 86.2 86.2: 13.8 13.8
Old : 100.0: 9.3 11.0 12.2 64.7 63.0 86.2 86.2: 13.8 13.8
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 : 270: 39 60 59 137 159 209 245:
Old : 270: 39 60 59 137 159 209 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 17.7 35.5 24.3 23.9 15.1 31.4 20.1
Old : 27.0 17.7 35.5 24.3 23.9 15.1 31.4 20.1
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 with Delta-adjusted Options and Futures Combined, 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 : 1,225,995: 183,123 142,142 59,724 751,076 768,273 993,923 970,139: 232,072 255,857
Old : 1,225,995: 183,123 142,142 59,724 751,076 768,273 993,923 970,139: 232,072 255,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -82,280: -175,968 2,689 -2,292 119,676 -85,440 -58,584 -85,043: -23,696 2,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 11.6 4.9 61.3 62.7 81.1 79.1: 18.9 20.9
Old : 100.0: 14.9 11.6 4.9 61.3 62.7 81.1 79.1: 18.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 29 34 32 87 101 134 149:
Old : 184: 29 34 32 87 101 134 149:
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 : 18.9 17.9 31.2 26.1 17.0 16.4 28.8 24.4
Old : 18.9 17.9 31.2 26.1 17.0 16.4 28.8 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 561,733: 23,689 56,393 133,278 381,344 320,056 538,312 509,727: 23,421 52,006
Old : 561,733: 23,689 56,393 133,278 381,344 320,056 538,312 509,727: 23,421 52,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 3,581: -1,379 785 -3,189 6,929 6,499 2,362 4,094: 1,220 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 10.0 23.7 67.9 57.0 95.8 90.7: 4.2 9.3
Old : 100.0: 4.2 10.0 23.7 67.9 57.0 95.8 90.7: 4.2 9.3
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 : 92: 14 19 29 51 54 82 89:
Old : 92: 14 19 29 51 54 82 89:
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 : 39.5 22.6 49.8 36.5 29.8 15.6 33.2 24.3
Old : 39.5 22.6 49.8 36.5 29.8 15.6 33.2 24.3
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 with Delta-adjusted Options and Futures Combined, 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 : 90,845: 11,042 5,418 6,976 60,682 68,227 78,699 80,621: 12,146 10,224
Old : 90,845: 11,042 5,418 6,976 60,682 68,227 78,699 80,621: 12,146 10,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 16,784: 1,182 -469 1,647 12,134 13,311 14,964 14,489: 1,820 2,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.0 7.7 66.8 75.1 86.6 88.7: 13.4 11.3
Old : 100.0: 12.2 6.0 7.7 66.8 75.1 86.6 88.7: 13.4 11.3
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 : 93: 21 12 19 42 44 73 69:
Old : 93: 21 12 19 42 44 73 69:
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 : 29.9 37.7 43.6 50.7 13.9 19.4 21.6 28.9
Old : 29.9 37.7 43.6 50.7 13.9 19.4 21.6 28.9
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 with Delta-adjusted Options and Futures Combined, 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 : 24,012: 5,355 1,129 187 15,388 17,195 20,930 18,511: 3,082 5,501
Old : 24,012: 5,355 1,129 187 15,388 17,195 20,930 18,511: 3,082 5,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 3,430: 117 -11 144 1,504 1,600 1,765 1,733: 1,665 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.7 0.8 64.1 71.6 87.2 77.1: 12.8 22.9
Old : 100.0: 22.3 4.7 0.8 64.1 71.6 87.2 77.1: 12.8 22.9
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 : 21: 5 2 5 8 9 15 14:
Old : 21: 5 2 5 8 9 15 14:
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 : 54.1 56.5 77.0 72.9 54.1 49.8 72.4 63.5
Old : 54.1 56.5 77.0 72.9 54.1 49.8 72.4 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 133,666: 20,386 17,591 4,565 90,587 102,064 115,538 124,220: 18,128 9,446
Old : 133,666: 20,386 17,591 4,565 90,587 102,064 115,538 124,220: 18,128 9,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 26,708: 2,325 -720 2,811 21,261 23,422 26,397 25,512: 311 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.2 3.4 67.8 76.4 86.4 92.9: 13.6 7.1
Old : 100.0: 15.3 13.2 3.4 67.8 76.4 86.4 92.9: 13.6 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: 21 13 19 38 42 68 67:
Old : 92: 21 13 19 38 42 68 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 38.1 45.4 52.4 27.6 31.9 38.5 46.0
Old : 33.7 38.1 45.4 52.4 27.6 31.9 38.5 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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