WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 541,794: 121,846 88,461 149,100 236,640 250,155 507,586 487,716: 34,208 54,079
Old : 489,102: 110,574 82,847 128,665 218,028 232,091 457,267 443,603: 31,834 45,499
Other: 52,693: 16,293 10,635 15,413 18,612 18,064 50,318 44,113: 2,374 8,580
: : :
: : Changes in Commitments from: June 26, 2012 :
: 32,042: -1,452 -9,156 30,130 1,629 11,056 30,306 32,030: 1,736 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.3 27.5 43.7 46.2 93.7 90.0: 6.3 10.0
Old : 100.0: 22.6 16.9 26.3 44.6 47.5 93.5 90.7: 6.5 9.3
Other: 100.0: 30.9 20.2 29.3 35.3 34.3 95.5 83.7: 4.5 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 120 129 144 79 120 287 317:
Old : 385: 120 131 138 75 119 279 312:
Other: 150: 21 45 20 30 72 65 126:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 14.5 27.8 22.4 15.9 11.3 25.1 18.1
Old : 18.3 14.5 29.6 22.7 17.3 12.8 26.8 20.1
Other: 58.3 35.8 73.7 44.8 36.5 10.7 44.7 16.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,595,468: 283,120 78,602 495,410 631,673 768,698 1,410,203 1,342,710: 185,265 252,758
Old : 608,748: 142,744 60,151 188,269 225,400 306,181 556,413 554,601: 52,335 54,147
Other: 986,720: 199,059 77,133 248,458 406,273 462,517 853,790 788,109: 132,930 198,612
: : :
: : Changes in Commitments from: June 26, 2012 :
: 86,393: 16,499 -39,067 67,194 -1,987 70,570 81,706 98,697: 4,687 -12,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.9 31.1 39.6 48.2 88.4 84.2: 11.6 15.8
Old : 100.0: 23.4 9.9 30.9 37.0 50.3 91.4 91.1: 8.6 8.9
Other: 100.0: 20.2 7.8 25.2 41.2 46.9 86.5 79.9: 13.5 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 204 134 234 251 347 557 623:
Old : 599: 152 107 129 177 281 385 461:
Other: 673: 171 129 187 205 333 462 570:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 12.0 17.0 18.4 8.6 7.3 15.0 11.4
Old : 13.8 18.9 21.9 26.4 13.7 17.7 21.1 23.3
Other: 10.9 9.9 19.9 15.8 9.1 7.2 16.3 10.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 9,756: 2,491 248 384 5,030 7,920 7,905 8,552: 1,851 1,204
Old : 9,756: 2,491 248 384 5,030 7,920 7,905 8,552: 1,851 1,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -404: 468 -1,146 18 -742 1,165 -257 37: -148 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.5 3.9 51.6 81.2 81.0 87.7: 19.0 12.3
Old : 100.0: 25.5 2.5 3.9 51.6 81.2 81.0 87.7: 19.0 12.3
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 : 38: 15 5 6 14 12 31 21:
Old : 38: 15 5 6 14 12 31 21:
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 : 31.9 64.5 51.7 77.8 29.3 63.7 47.4 72.7
Old : 31.9 64.5 51.7 77.8 29.3 63.7 47.4 72.7
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, July 3, 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 : 1,105,822: 300,443 45,104 372,725 348,826 592,665 1,021,994 1,010,494: 83,828 95,328
Old : 154,936: 59,771 6,268 48,327 35,616 86,919 143,713 141,514: 11,223 13,423
Other: 950,886: 254,694 52,857 310,377 313,210 505,746 878,281 868,980: 72,604 81,905
: : :
: : Changes in Commitments from: June 26, 2012 :
: 59,135: 23,287 -688 40,773 -2,375 23,648 61,685 63,733: -2,550 -4,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 4.1 33.7 31.5 53.6 92.4 91.4: 7.6 8.6
Old : 100.0: 38.6 4.0 31.2 23.0 56.1 92.8 91.3: 7.2 8.7
Other: 100.0: 26.8 5.6 32.6 32.9 53.2 92.4 91.4: 7.6 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 264 125 246 185 222 557 503:
Old : 372: 111 65 91 94 154 241 275:
Other: 626: 236 150 233 167 214 521 489:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 18.5 17.3 27.0 6.5 13.1 11.2 19.3
Old : 25.5 17.9 38.6 27.1 24.5 17.4 33.8 24.3
Other: 9.7 19.8 17.5 28.6 7.5 14.9 12.6 20.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 391,287: 58,182 88,034 89,513 208,960 181,942 356,656 359,489: 34,632 31,798
Old : 141,176: 15,990 27,808 29,573 84,233 70,645 129,796 128,026: 11,380 13,151
Other: 250,111: 51,646 69,681 50,486 124,727 111,297 226,860 231,464: 23,251 18,647
: : :
: : Changes in Commitments from: June 26, 2012 :
: -7,796: 1,848 -7,972 1,000 -10,671 2,895 -7,823 -4,077: 27 -3,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 22.5 22.9 53.4 46.5 91.1 91.9: 8.9 8.1
Old : 100.0: 11.3 19.7 20.9 59.7 50.0 91.9 90.7: 8.1 9.3
Other: 100.0: 20.6 27.9 20.2 49.9 44.5 90.7 92.5: 9.3 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 70 92 102 79 77 211 225:
Old : 190: 48 51 56 59 67 133 151:
Other: 239: 59 87 71 72 62 177 183:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 19.3 30.5 28.6 11.6 10.9 18.7 17.8
Old : 36.1 20.9 46.0 32.3 31.2 16.3 37.2 25.6
Other: 17.0 21.5 30.4 30.7 14.8 15.0 25.6 22.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 730,614: 76,958 40,337 58,627 423,378 496,173 558,963 595,137: 171,651 135,477
Old : 730,614: 76,958 40,337 58,627 423,378 496,173 558,963 595,137: 171,651 135,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,003: 2,268 2,202 -3,424 -449 2,005 -1,605 783: -398 -2,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.5 8.0 57.9 67.9 76.5 81.5: 23.5 18.5
Old : 100.0: 10.5 5.5 8.0 57.9 67.9 76.5 81.5: 23.5 18.5
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 : 165: 30 26 34 86 91 135 132:
Old : 165: 30 26 34 86 91 135 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 15.1 29.7 26.8 18.7 14.8 25.3 25.6
Old : 21.8 15.1 29.7 26.8 18.7 14.8 25.3 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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 348,086: 46,504 21,957 492 236,550 278,985 283,547 301,434: 64,540 46,652
Old : 348,086: 46,504 21,957 492 236,550 278,985 283,547 301,434: 64,540 46,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -485: 746 -2,102 -13 1,738 4,614 2,471 2,500: -2,955 -2,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.3 0.1 68.0 80.1 81.5 86.6: 18.5 13.4
Old : 100.0: 13.4 6.3 0.1 68.0 80.1 81.5 86.6: 18.5 13.4
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 : 70: 7 6 5 34 44 44 52:
Old : 70: 7 6 5 34 44 44 52:
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 : 31.8 43.6 48.7 54.8 31.1 42.3 43.3 52.4
Old : 31.8 43.6 48.7 54.8 31.1 42.3 43.3 52.4
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, July 3, 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 : 11,066: 1,183 124 1,481 7,898 9,164 10,562 10,769: 504 297
Old : 11,066: 1,183 124 1,481 7,898 9,164 10,562 10,769: 504 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 508: -1,367 -72 650 1,133 22 416 600: 92 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.1 13.4 71.4 82.8 95.4 97.3: 4.6 2.7
Old : 100.0: 10.7 1.1 13.4 71.4 82.8 95.4 97.3: 4.6 2.7
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 : 39: 7 2 5 23 24 32 30:
Old : 39: 7 2 5 23 24 32 30:
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 : 53.3 47.0 67.1 71.0 11.7 18.0 20.1 24.4
Old : 53.3 47.0 67.1 71.0 11.7 18.0 20.1 24.4
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, July 3, 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 : 311,999: 95,017 5,115 74,213 92,434 201,395 261,664 280,724: 50,335 31,276
Old : 97,359: 36,188 2,114 14,753 31,431 67,220 82,373 84,087: 14,986 13,272
Other: 214,641: 77,594 21,766 40,695 61,002 134,176 179,292 196,637: 35,349 18,004
: : :
: : Changes in Commitments from: June 26, 2012 :
: -499: -2,790 -2,064 6,187 -2,713 -5,028 684 -905: -1,183 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 1.6 23.8 29.6 64.5 83.9 90.0: 16.1 10.0
Old : 100.0: 37.2 2.2 15.2 32.3 69.0 84.6 86.4: 15.4 13.6
Other: 100.0: 36.2 10.1 19.0 28.4 62.5 83.5 91.6: 16.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 100 23 77 74 80 217 162:
Old : 169: 61 16 32 64 69 136 109:
Other: 217: 83 47 58 60 60 181 133:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 27.7 18.5 41.1 7.2 21.1 12.5 30.0
Old : 24.2 20.0 36.6 32.9 20.5 18.8 29.6 30.8
Other: 12.1 34.8 19.9 47.2 10.2 30.0 16.9 37.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 13,684: 2,950 5,256 1,095 7,296 5,688 11,342 12,040: 2,342 1,644
Old : 13,684: 2,950 5,256 1,095 7,296 5,688 11,342 12,040: 2,342 1,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,792: -25 -673 -354 -1,034 -385 -1,413 -1,412: -379 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 38.4 8.0 53.3 41.6 82.9 88.0: 17.1 12.0
Old : 100.0: 21.6 38.4 8.0 53.3 41.6 82.9 88.0: 17.1 12.0
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 : 75: 17 24 15 26 14 55 44:
Old : 75: 17 24 15 26 14 55 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 : 36.6 35.6 52.2 50.9 36.5 34.3 52.1 48.2
Old : 36.6 35.6 52.2 50.9 36.5 34.3 52.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 839,475: 192,093 177,809 35,794 484,330 535,058 712,216 748,660: 127,259 90,815
Old : 839,475: 192,093 177,809 35,794 484,330 535,058 712,216 748,660: 127,259 90,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -88,727: -27,378 -30,901 -4,474 -68,518 -65,388 -100,370 -100,763: 11,643 12,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.2 4.3 57.7 63.7 84.8 89.2: 15.2 10.8
Old : 100.0: 22.9 21.2 4.3 57.7 63.7 84.8 89.2: 15.2 10.8
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 : 215: 41 40 27 101 97 156 150:
Old : 215: 41 40 27 101 97 156 150:
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 : 16.5 35.1 25.8 42.6 15.3 34.3 22.5 40.9
Old : 16.5 35.1 25.8 42.6 15.3 34.3 22.5 40.9
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, July 3, 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 : 2,126,356: 226,468 251,651 196,804 1,388,291 1,359,409 1,811,563 1,807,864: 314,793 318,492
Old : 2,126,356: 226,468 251,651 196,804 1,388,291 1,359,409 1,811,563 1,807,864: 314,793 318,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 53,036: 2,204 19,689 6,564 48,259 31,435 57,027 57,688: -3,991 -4,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.8 9.3 65.3 63.9 85.2 85.0: 14.8 15.0
Old : 100.0: 10.7 11.8 9.3 65.3 63.9 85.2 85.0: 14.8 15.0
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 : 251: 40 54 56 125 146 193 228:
Old : 251: 40 54 56 125 146 193 228:
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 : 28.2 17.1 37.7 23.6 25.6 13.7 33.9 19.6
Old : 28.2 17.1 37.7 23.6 25.6 13.7 33.9 19.6
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, July 3, 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 : 1,221,354: 235,055 162,302 58,018 699,374 767,480 992,448 987,800: 228,906 233,554
Old : 1,221,354: 235,055 162,302 58,018 699,374 767,480 992,448 987,800: 228,906 233,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 10,772: 56,061 23,977 6,829 -64,823 629 -1,933 31,436: 12,705 -20,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.3 4.8 57.3 62.8 81.3 80.9: 18.7 19.1
Old : 100.0: 19.2 13.3 4.8 57.3 62.8 81.3 80.9: 18.7 19.1
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 : 197: 34 34 29 91 103 140 151:
Old : 197: 34 34 29 91 103 140 151:
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 : 16.3 21.2 28.5 29.7 14.6 19.7 25.9 27.9
Old : 16.3 21.2 28.5 29.7 14.6 19.7 25.9 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 527,184: 26,073 64,915 110,277 366,477 308,819 502,827 484,011: 24,357 43,173
Old : 527,184: 26,073 64,915 110,277 366,477 308,819 502,827 484,011: 24,357 43,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -61,204: -3,899 3,862 -22,452 -32,252 -38,752 -58,604 -57,342: -2,600 -3,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.3 20.9 69.5 58.6 95.4 91.8: 4.6 8.2
Old : 100.0: 4.9 12.3 20.9 69.5 58.6 95.4 91.8: 4.6 8.2
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 : 96: 18 23 31 49 53 85 91:
Old : 96: 18 23 31 49 53 85 91:
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 : 40.6 22.8 50.4 37.7 31.1 16.2 35.4 26.0
Old : 40.6 22.8 50.4 37.7 31.1 16.2 35.4 26.0
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, July 3, 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 : 46,893: 15,714 5,109 376 23,168 37,219 39,258 42,704: 7,635 4,189
Old : 46,893: 15,714 5,109 376 23,168 37,219 39,258 42,704: 7,635 4,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 259: -2,376 111 79 2,083 7 -214 196: 473 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 10.9 0.8 49.4 79.4 83.7 91.1: 16.3 8.9
Old : 100.0: 33.5 10.9 0.8 49.4 79.4 83.7 91.1: 16.3 8.9
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 : 90: 28 10 10 34 28 67 43:
Old : 90: 28 10 10 34 28 67 43:
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 : 25.9 50.6 39.7 66.8 25.9 50.6 39.7 66.8
Old : 25.9 50.6 39.7 66.8 25.9 50.6 39.7 66.8
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, July 3, 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 : 93,786: 31,428 10,218 752 46,336 74,439 78,516 85,409: 15,270 8,377
Old : 93,786: 31,428 10,218 752 46,336 74,439 78,516 85,409: 15,270 8,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 518: -4,753 221 157 4,167 13 -428 392: 946 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 10.9 0.8 49.4 79.4 83.7 91.1: 16.3 8.9
Old : 100.0: 33.5 10.9 0.8 49.4 79.4 83.7 91.1: 16.3 8.9
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 : 90: 28 10 10 34 28 67 43:
Old : 90: 28 10 10 34 28 67 43:
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 : 25.9 50.6 39.7 66.8 25.9 50.6 39.7 66.8
Old : 25.9 50.6 39.7 66.8 25.9 50.6 39.7 66.8
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, July 3, 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 : 7,990: 5,686 6,510 847 1,361 622 7,894 7,979: 96 11
Old : 7,990: 5,686 6,510 847 1,361 622 7,894 7,979: 96 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,601: 1,100 -22 -2,489 -1,196 6 -2,585 -2,505: -16 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 81.5 10.6 17.0 7.8 98.8 99.9: 1.2 0.1
Old : 100.0: 71.2 81.5 10.6 17.0 7.8 98.8 99.9: 1.2 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: 6 11 2 1 2 8 14:
Old : 20: 6 11 2 1 2 8 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 : 85.1 69.5 98.8 92.3 82.1 64.7 88.2 83.0
Old : 85.1 69.5 98.8 92.3 82.1 64.7 88.2 83.0
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, July 3, 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 : 9,995: 1,544 3,662 50 8,141 6,237 9,735 9,949: 260 46
Old : 9,995: 1,544 3,662 50 8,141 6,237 9,735 9,949: 260 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 690: 24 569 0 667 125 691 694: -1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 36.6 0.5 81.5 62.4 97.4 99.5: 2.6 0.5
Old : 100.0: 15.4 36.6 0.5 81.5 62.4 97.4 99.5: 2.6 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 : 29: 8 7 1 6 9 14 17:
Old : 29: 8 7 1 6 9 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 : 79.8 79.2 93.1 91.4 79.8 79.2 93.1 91.3
Old : 79.8 79.2 93.1 91.4 79.8 79.2 93.1 91.3
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, July 3, 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 : 12,313: 2,017 3,410 0 9,945 8,835 11,962 12,245: 351 68
Old : 12,313: 2,017 3,410 0 9,945 8,835 11,962 12,245: 351 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,199: 217 -377 0 956 1,565 1,173 1,188: 26 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.7 0.0 80.8 71.8 97.1 99.4: 2.9 0.6
Old : 100.0: 16.4 27.7 0.0 80.8 71.8 97.1 99.4: 2.9 0.6
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 : 30: 8 6 0 3 14 11 20:
Old : 30: 8 6 0 3 14 11 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 : 91.6 67.1 96.1 82.4 91.6 67.1 96.1 82.4
Old : 91.6 67.1 96.1 82.4 91.6 67.1 96.1 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012