WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 509,752: 123,298 97,617 118,970 235,011 239,099 477,280 455,686: 32,473 54,066
Old : 466,423: 110,590 89,747 105,623 219,524 223,819 435,737 419,189: 30,686 47,234
Other: 43,329: 14,483 9,644 11,573 15,487 15,280 41,543 36,497: 1,786 6,832
: : :
: : Changes in Commitments from: June 19, 2012 :
: -33,517: 8,143 -27,651 -15,271 -28,369 9,969 -35,497 -32,952: 1,980 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 19.1 23.3 46.1 46.9 93.6 89.4: 6.4 10.6
Old : 100.0: 23.7 19.2 22.6 47.1 48.0 93.4 89.9: 6.6 10.1
Other: 100.0: 33.4 22.3 26.7 35.7 35.3 95.9 84.2: 4.1 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 97 143 143 83 119 277 317:
Old : 369: 99 141 138 79 118 267 315:
Other: 135: 13 43 16 28 67 54 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.4 29.5 23.4 16.4 12.4 26.3 19.4
Old : 19.2 15.2 31.2 23.3 17.7 13.9 27.9 21.4
Other: 64.4 38.2 78.0 48.8 43.6 13.8 51.3 21.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 1,509,075: 266,621 117,669 428,216 633,660 698,128 1,328,497 1,244,013: 180,579 265,062
Old : 618,316: 149,593 76,011 158,391 245,740 308,446 553,723 542,847: 64,592 75,468
Other: 890,760: 187,988 112,618 198,866 387,920 389,682 774,773 701,165: 115,986 189,594
: : :
: : Changes in Commitments from: June 19, 2012 :
: -131,616: -8,243 -37,152 -84,352 -45,040 11,916 -137,635 -109,588: 6,018 -22,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 7.8 28.4 42.0 46.3 88.0 82.4: 12.0 17.6
Old : 100.0: 24.2 12.3 25.6 39.7 49.9 89.6 87.8: 10.4 12.2
Other: 100.0: 21.1 12.6 22.3 43.5 43.7 87.0 78.7: 13.0 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 686: 187 143 235 252 318 549 599:
Old : 579: 149 107 134 209 263 418 448:
Other: 640: 156 145 175 195 298 438 540:
:----------------------------------------------------------------------------------------------------
: 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 11.4 18.3 17.3 9.3 7.0 16.3 11.3
Old : 14.0 19.1 21.3 26.1 13.8 17.9 21.1 22.7
Other: 12.5 9.7 21.8 15.2 10.9 7.6 18.9 11.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 10,161: 2,023 1,394 366 5,772 6,755 8,162 8,515: 1,999 1,645
Old : 10,160: 2,023 1,394 366 5,772 6,755 8,162 8,515: 1,999 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -2,743: 217 -1,248 -941 -1,998 -295 -2,721 -2,484: -22 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.7 3.6 56.8 66.5 80.3 83.8: 19.7 16.2
Old : 100.0: 19.9 13.7 3.6 56.8 66.5 80.3 83.8: 19.7 16.2
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 : 40: 11 12 6 13 11 28 25:
Old : 40: 11 12 6 13 11 28 25:
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 : 31.2 55.2 55.7 68.6 28.9 54.6 49.7 66.3
Old : 31.2 55.2 55.7 68.6 28.9 54.6 49.7 66.3
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 26, 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 : 1,046,687: 277,156 45,792 331,952 351,201 569,017 960,309 946,761: 86,377 99,926
Old : 168,755: 69,555 8,442 40,422 43,869 101,705 153,846 150,569: 14,908 18,186
Other: 877,932: 227,735 57,484 271,396 307,332 467,312 806,463 796,192: 71,469 81,740
: : :
: : Changes in Commitments from: June 19, 2012 :
: -70,152: 17,993 3,896 -63,444 -29,046 -9,213 -74,496 -68,760: 4,344 -1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 4.4 31.7 33.6 54.4 91.7 90.5: 8.3 9.5
Old : 100.0: 41.2 5.0 24.0 26.0 60.3 91.2 89.2: 8.8 10.8
Other: 100.0: 25.9 6.5 30.9 35.0 53.2 91.9 90.7: 8.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 604: 250 107 234 187 214 535 477:
Old : 398: 109 84 102 112 161 279 292:
Other: 591: 232 124 215 160 209 488 462:
:----------------------------------------------------------------------------------------------------
: 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 18.3 17.0 26.7 6.8 13.2 11.6 19.1
Old : 25.3 23.8 38.0 33.9 24.7 22.8 35.7 30.7
Other: 9.8 19.1 17.6 27.4 8.0 14.2 13.2 19.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 399,083: 56,334 96,007 88,513 219,631 179,047 364,478 363,566: 34,604 35,517
Old : 155,379: 22,311 40,305 27,793 92,925 72,715 143,029 140,813: 12,350 14,566
Other: 243,704: 48,904 70,582 45,839 126,706 106,332 221,450 222,753: 22,254 20,951
: : :
: : Changes in Commitments from: June 19, 2012 :
: -63,238: -10,750 -6,951 -18,984 -34,257 -38,338 -63,991 -64,273: 753 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.1 22.2 55.0 44.9 91.3 91.1: 8.7 8.9
Old : 100.0: 14.4 25.9 17.9 59.8 46.8 92.1 90.6: 7.9 9.4
Other: 100.0: 20.1 29.0 18.8 52.0 43.6 90.9 91.4: 9.1 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 65 88 100 74 78 202 231:
Old : 202: 53 58 55 59 66 138 158:
Other: 236: 60 87 69 69 61 172 183:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 17.5 29.4 25.9 12.1 9.8 18.7 16.3
Old : 35.4 16.6 45.9 27.0 32.8 13.6 38.6 22.3
Other: 16.9 20.5 30.0 29.9 15.0 13.6 25.8 21.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 732,617: 74,690 38,135 62,051 423,827 494,168 560,568 594,354: 172,049 138,263
Old : 732,617: 74,690 38,135 62,051 423,827 494,168 560,568 594,354: 172,049 138,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -79,398: -2,222 6,229 -29,722 -46,391 -44,489 -78,335 -67,982: -1,063 -11,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 5.2 8.5 57.9 67.5 76.5 81.1: 23.5 18.9
Old : 100.0: 10.2 5.2 8.5 57.9 67.5 76.5 81.1: 23.5 18.9
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 : 158: 24 30 34 83 87 130 128:
Old : 158: 24 30 34 83 87 130 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 14.8 31.2 26.5 20.4 14.5 27.3 25.5
Old : 22.8 14.8 31.2 26.5 20.4 14.5 27.3 25.5
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 26, 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 : 348,571: 45,758 24,058 505 234,813 274,371 281,076 298,935: 67,495 49,636
Old : 348,571: 45,758 24,058 505 234,813 274,371 281,076 298,935: 67,495 49,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 935: 714 2,535 45 -2,053 3,532 -1,293 6,112: 2,228 -5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 6.9 0.1 67.4 78.7 80.6 85.8: 19.4 14.2
Old : 100.0: 13.1 6.9 0.1 67.4 78.7 80.6 85.8: 19.4 14.2
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 : 68: 7 6 4 36 42 45 50:
Old : 68: 7 6 4 36 42 45 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 : 30.3 43.4 47.2 54.4 29.3 42.4 41.6 52.3
Old : 30.3 43.4 47.2 54.4 29.3 42.4 41.6 52.3
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 with Delta-adjusted Options and Futures Combined, June 26, 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 : 10,558: 2,550 196 831 6,765 9,142 10,146 10,169: 412 389
Old : 10,558: 2,550 196 831 6,765 9,142 10,146 10,169: 412 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 249: 802 -9 -68 -461 310 273 233: -24 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 1.9 7.9 64.1 86.6 96.1 96.3: 3.9 3.7
Old : 100.0: 24.2 1.9 7.9 64.1 86.6 96.1 96.3: 3.9 3.7
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 : 37: 7 3 5 22 22 31 29:
Old : 37: 7 3 5 22 22 31 29:
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 : 49.2 55.2 65.0 72.5 25.7 31.6 34.9 37.3
Old : 49.2 55.2 65.0 72.5 25.7 31.6 34.9 37.3
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 26, 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 : 312,498: 97,808 7,179 68,026 95,146 206,423 260,980 281,629: 51,518 30,869
Old : 106,178: 39,108 2,269 14,947 33,549 73,977 87,604 91,193: 18,574 14,984
Other: 206,321: 75,765 21,975 36,014 61,597 132,446 173,376 190,436: 32,945 15,885
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,306: 282 -813 -3,460 -2,409 -1,955 -5,588 -6,228: 2,282 2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 2.3 21.8 30.4 66.1 83.5 90.1: 16.5 9.9
Old : 100.0: 36.8 2.1 14.1 31.6 69.7 82.5 85.9: 17.5 14.1
Other: 100.0: 36.7 10.7 17.5 29.9 64.2 84.0 92.3: 16.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 96 25 73 74 84 213 164:
Old : 179: 66 17 41 66 74 147 121:
Other: 209: 77 47 51 61 61 170 131:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 28.9 17.4 41.9 7.1 22.5 12.9 31.4
Old : 19.4 21.7 29.6 33.3 15.1 19.5 23.3 29.2
Other: 12.3 36.3 21.7 48.3 10.3 29.8 18.2 37.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,476: 2,976 5,929 1,449 8,330 6,074 12,754 13,452: 2,721 2,024
Old : 3,698: 936 2,839 2 1,954 672 2,892 3,513: 806 185
Other: 11,778: 2,865 3,916 622 6,376 5,402 9,862 9,939: 1,915 1,839
: : :
: : Changes in Commitments from: June 19, 2012 :
: -1,652: -97 -639 -1,219 -462 439 -1,777 -1,419: 126 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 38.3 9.4 53.8 39.2 82.4 86.9: 17.6 13.1
Old : 100.0: 25.3 76.8 0.1 52.8 18.2 78.2 95.0: 21.8 5.0
Other: 100.0: 24.3 33.2 5.3 54.1 45.9 83.7 84.4: 16.3 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 22 15 27 16 55 48:
Old : 34: 9 10 1 10 4 20 15:
Other: 67: 16 20 8 23 15 44 40:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 33.4 46.4 46.4 32.5 31.2 46.1 43.9
Old : 42.2 52.0 61.7 82.4 42.2 52.0 61.7 82.4
Other: 41.2 38.5 56.5 50.9 41.1 37.7 56.4 49.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 928,202: 219,471 208,709 40,268 552,847 600,446 812,586 849,423: 115,616 78,779
Old : 928,202: 219,471 208,709 40,268 552,847 600,446 812,586 849,423: 115,616 78,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -36,171: -2,044 21,814 -8,089 -8,048 -47,242 -18,181 -33,518: -17,990 -2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.5 4.3 59.6 64.7 87.5 91.5: 12.5 8.5
Old : 100.0: 23.6 22.5 4.3 59.6 64.7 87.5 91.5: 12.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 44 40 28 105 100 164 153:
Old : 222: 44 40 28 105 100 164 153:
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 : 16.2 33.5 27.5 44.8 14.3 29.5 22.2 39.3
Old : 16.2 33.5 27.5 44.8 14.3 29.5 22.2 39.3
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 26, 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 : 2,073,320: 224,264 231,961 190,240 1,340,031 1,327,974 1,754,536 1,750,176: 318,784 323,144
Old : 2,073,320: 224,264 231,961 190,240 1,340,031 1,327,974 1,754,536 1,750,176: 318,784 323,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -164,147: -39,760 -2,449 -84,016 -60,534 -83,987 -184,310 -170,452: 20,163 6,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.2 9.2 64.6 64.1 84.6 84.4: 15.4 15.6
Old : 100.0: 10.8 11.2 9.2 64.6 64.1 84.6 84.4: 15.4 15.6
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 : 245: 34 54 50 124 144 188 218:
Old : 245: 34 54 50 124 144 188 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 17.8 36.7 25.0 25.7 15.7 33.5 22.1
Old : 28.0 17.8 36.7 25.0 25.7 15.7 33.5 22.1
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 26, 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 : 1,210,583: 178,995 138,325 51,189 764,197 766,850 994,381 956,364: 216,202 254,218
Old : 1,210,583: 178,995 138,325 51,189 764,197 766,850 994,381 956,364: 216,202 254,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -759: -7,589 -5,901 -8,424 26,167 1,292 10,153 -13,034: -10,912 12,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.4 4.2 63.1 63.3 82.1 79.0: 17.9 21.0
Old : 100.0: 14.8 11.4 4.2 63.1 63.3 82.1 79.0: 17.9 21.0
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 : 182: 24 33 25 87 100 128 141:
Old : 182: 24 33 25 87 100 128 141:
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 : 19.3 19.3 31.7 28.0 17.0 17.9 29.1 26.2
Old : 19.3 19.3 31.7 28.0 17.0 17.9 29.1 26.2
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 26, 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 : 588,388: 29,972 61,053 132,729 398,729 347,571 561,430 541,353: 26,957 47,035
Old : 588,388: 29,972 61,053 132,729 398,729 347,571 561,430 541,353: 26,957 47,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 11,240: 9,201 -1,069 -2,381 2,740 17,103 9,560 13,653: 1,680 -2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.4 22.6 67.8 59.1 95.4 92.0: 4.6 8.0
Old : 100.0: 5.1 10.4 22.6 67.8 59.1 95.4 92.0: 4.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 22 19 34 52 56 89 97:
Old : 101: 22 19 34 52 56 89 97:
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 : 38.2 22.9 48.4 36.8 29.0 16.2 32.6 25.3
Old : 38.2 22.9 48.4 36.8 29.0 16.2 32.6 25.3
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 26, 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 : 46,634: 18,091 4,998 297 21,084 37,213 39,472 42,508: 7,162 4,126
Old : 46,634: 18,091 4,998 297 21,084 37,213 39,472 42,508: 7,162 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 6,588: 7,879 -2,578 -71 -1,924 9,447 5,884 6,798: 704 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 10.7 0.6 45.2 79.8 84.6 91.2: 15.4 8.8
Old : 100.0: 38.8 10.7 0.6 45.2 79.8 84.6 91.2: 15.4 8.8
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 : 78: 23 8 10 28 27 56 40:
Old : 78: 23 8 10 28 27 56 40:
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 : 31.2 52.7 45.8 68.1 31.2 52.7 45.8 67.6
Old : 31.2 52.7 45.8 68.1 31.2 52.7 45.8 67.6
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 with Delta-adjusted Options and Futures Combined, June 26, 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 : 93,268: 36,181 9,997 595 42,169 74,425 78,944 85,017: 14,324 8,252
Old : 93,268: 36,181 9,997 595 42,169 74,425 78,944 85,017: 14,324 8,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 13,176: 15,757 -5,156 -142 -3,847 18,895 11,768 13,596: 1,408 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 10.7 0.6 45.2 79.8 84.6 91.2: 15.4 8.8
Old : 100.0: 38.8 10.7 0.6 45.2 79.8 84.6 91.2: 15.4 8.8
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 : 78: 23 8 10 28 27 56 40:
Old : 78: 23 8 10 28 27 56 40:
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 : 31.2 52.7 45.8 68.1 31.2 52.7 45.8 67.6
Old : 31.2 52.7 45.8 68.1 31.2 52.7 45.8 67.6
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 26, 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 : 9,305: 1,520 3,093 50 7,474 6,112 9,044 9,255: 261 50
Old : 9,305: 1,520 3,093 50 7,474 6,112 9,044 9,255: 261 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -125: 10 845 5 -200 -958 -185 -108: 60 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 33.2 0.5 80.3 65.7 97.2 99.5: 2.8 0.5
Old : 100.0: 16.3 33.2 0.5 80.3 65.7 97.2 99.5: 2.8 0.5
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 : 28: 7 7 1 6 9 13 17:
Old : 28: 7 7 1 6 9 13 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 : 78.5 77.2 92.9 90.2 78.5 77.1 92.9 90.2
Old : 78.5 77.2 92.9 90.2 78.5 77.1 92.9 90.2
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 26, 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 : 11,114: 1,800 3,787 0 8,989 7,270 10,789 11,057: 325 57
Old : 11,114: 1,800 3,787 0 8,989 7,270 10,789 11,057: 325 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,806: -260 2,138 0 2,028 -342 1,768 1,796: 38 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 34.1 0.0 80.9 65.4 97.1 99.5: 2.9 0.5
Old : 100.0: 16.2 34.1 0.0 80.9 65.4 97.1 99.5: 2.9 0.5
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 : 32: 9 7 0 3 14 12 21:
Old : 32: 9 7 0 3 14 12 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 : 91.2 63.5 95.4 79.8 91.2 63.5 95.4 79.8
Old : 91.2 63.5 95.4 79.8 91.2 63.5 95.4 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012