WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 19, 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 : 432,390: 117,175 134,056 59,161 228,076 187,500 404,412 380,717: 27,978 51,673
Old : 394,493: 105,463 129,061 46,461 216,036 173,435 367,960 348,957: 26,533 45,536
Other: 37,897: 16,031 9,314 8,381 12,040 14,065 36,452 31,760: 1,445 6,137
: : :
: : Changes in Commitments from: June 12, 2012 :
: 7,286: 494 3,907 -1,379 8,367 6,567 7,482 9,095: -196 -1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 31.0 13.7 52.7 43.4 93.5 88.0: 6.5 12.0
Old : 100.0: 26.7 32.7 11.8 54.8 44.0 93.3 88.5: 6.7 11.5
Other: 100.0: 42.3 24.6 22.1 31.8 37.1 96.2 83.8: 3.8 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 103 133 116 79 107 252 295:
Old : 357: 109 129 108 77 105 245 286:
Other: 130: 12 45 11 25 63 45 113:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 15.8 34.5 25.2 19.5 13.0 32.2 21.3
Old : 22.7 15.6 37.0 25.3 21.1 14.2 34.7 23.5
Other: 69.8 39.4 83.1 51.0 50.0 17.9 58.8 27.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 19, 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 : 1,117,515: 274,943 169,579 164,037 547,808 554,152 986,788 887,768: 130,727 229,747
Old : 520,983: 195,758 117,474 41,073 227,996 275,599 464,827 434,146: 56,156 86,837
Other: 596,532: 170,953 143,873 31,196 319,812 278,553 521,961 453,622: 74,571 142,910
: : :
: : Changes in Commitments from: June 12, 2012 :
: -39,997: 10,884 248 -20,972 -31,736 -15,490 -41,824 -36,214: 1,827 -3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 15.2 14.7 49.0 49.6 88.3 79.4: 11.7 20.6
Old : 100.0: 37.6 22.5 7.9 43.8 52.9 89.2 83.3: 10.8 16.7
Other: 100.0: 28.7 24.1 5.2 53.6 46.7 87.5 76.0: 12.5 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 156 160 195 205 283 479 538:
Old : 567: 144 125 88 163 233 352 404:
Other: 587: 129 146 89 143 247 335 430:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 11.8 23.6 17.9 13.6 8.9 22.8 13.9
Old : 16.9 20.3 26.6 27.6 16.9 19.2 26.5 26.3
Other: 17.5 11.8 30.2 17.5 17.4 11.6 29.6 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 19, 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 : 11,529: 2,590 2,666 182 6,809 6,762 9,581 9,610: 1,948 1,919
Old : 11,529: 2,590 2,666 182 6,809 6,762 9,581 9,610: 1,948 1,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -108: 111 121 55 -7 51 159 227: -267 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 23.1 1.6 59.1 58.7 83.1 83.4: 16.9 16.6
Old : 100.0: 22.5 23.1 1.6 59.1 58.7 83.1 83.4: 16.9 16.6
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 : 46: 15 13 5 15 10 32 27:
Old : 46: 15 13 5 15 10 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 56.8 53.6 69.7 25.9 52.9 44.1 61.3
Old : 32.9 56.8 53.6 69.7 25.9 52.9 44.1 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 19, 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 : 783,333: 282,996 49,355 141,972 285,469 502,740 710,437 694,067: 72,896 89,266
Old : 189,505: 103,226 21,782 11,630 56,002 136,303 170,858 169,715: 18,647 19,790
Other: 593,828: 211,138 58,941 98,974 229,467 366,437 539,579 524,352: 54,249 69,476
: : :
: : Changes in Commitments from: June 12, 2012 :
: 11,605: -2,358 -2,073 10,668 -2,137 2,520 6,173 11,115: 5,432 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.3 18.1 36.4 64.2 90.7 88.6: 9.3 11.4
Old : 100.0: 54.5 11.5 6.1 29.6 71.9 90.2 89.6: 9.8 10.4
Other: 100.0: 35.6 9.9 16.7 38.6 61.7 90.9 88.3: 9.1 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 596: 239 99 194 172 205 500 439:
Old : 451: 157 83 62 100 160 284 282:
Other: 553: 200 114 158 145 193 429 398:
:----------------------------------------------------------------------------------------------------
: 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 22.5 18.7 32.5 8.8 18.6 14.8 26.7
Old : 24.2 30.8 34.3 43.0 24.1 30.1 33.1 41.4
Other: 11.3 23.7 20.1 31.0 11.0 19.4 18.0 26.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 19, 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 : 377,621: 83,997 103,470 54,698 206,019 185,691 344,714 343,859: 32,907 33,762
Old : 176,354: 54,363 58,114 11,228 96,780 88,956 162,371 158,298: 13,983 18,056
Other: 201,267: 48,157 63,879 24,947 109,239 96,735 182,343 185,561: 18,924 15,706
: : :
: : Changes in Commitments from: June 12, 2012 :
: -15,488: 888 -524 -10,572 -7,557 -2,089 -17,241 -13,185: 1,753 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.4 14.5 54.6 49.2 91.3 91.1: 8.7 8.9
Old : 100.0: 30.8 33.0 6.4 54.9 50.4 92.1 89.8: 7.9 10.2
Other: 100.0: 23.9 31.7 12.4 54.3 48.1 90.6 92.2: 9.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 79 83 97 75 70 211 219:
Old : 234: 74 65 49 65 59 163 155:
Other: 222: 66 67 48 60 51 153 150:
:----------------------------------------------------------------------------------------------------
: 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 17.3 30.7 25.9 15.6 12.5 22.6 19.7
Old : 33.8 18.3 43.1 29.5 33.8 17.6 42.4 27.6
Other: 19.3 22.0 33.8 33.8 17.6 16.0 30.3 26.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 19, 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 : 649,558: 82,269 37,859 5,633 410,140 479,321 498,042 522,813: 151,516 126,745
Old : 649,558: 82,269 37,859 5,633 410,140 479,321 498,042 522,813: 151,516 126,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -27,293: -17,556 -9,090 55 -15,547 -20,410 -33,048 -29,445: 5,755 2,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.8 0.9 63.1 73.8 76.7 80.5: 23.3 19.5
Old : 100.0: 12.7 5.8 0.9 63.1 73.8 76.7 80.5: 23.3 19.5
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 : 163: 32 24 9 76 78 113 106:
Old : 163: 32 24 9 76 78 113 106:
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 : 26.0 17.3 37.4 30.6 24.1 17.1 33.3 29.6
Old : 26.0 17.3 37.4 30.6 24.1 17.1 33.3 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 19, 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 : 345,539: 45,044 21,523 460 236,634 269,665 282,138 291,648: 63,401 53,891
Old : 345,539: 45,044 21,523 460 236,634 269,665 282,138 291,648: 63,401 53,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -11,296: 1,665 5,323 -7,362 -10 -11,517 -5,707 -13,556: -5,589 2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 6.2 0.1 68.5 78.0 81.7 84.4: 18.3 15.6
Old : 100.0: 13.0 6.2 0.1 68.5 78.0 81.7 84.4: 18.3 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 : 67: 7 6 3 37 41 45 49:
Old : 67: 7 6 3 37 41 45 49:
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 : 30.2 42.3 47.3 53.4 29.1 41.5 41.5 51.8
Old : 30.2 42.3 47.3 53.4 29.1 41.5 41.5 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 - Futures Only, June 19, 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 : 10,309: 1,748 205 899 7,226 8,832 9,873 9,936: 436 373
Old : 10,309: 1,748 205 899 7,226 8,832 9,873 9,936: 436 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -987: -60 46 -116 -850 -953 -1,026 -1,023: 39 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.0 8.7 70.1 85.7 95.8 96.4: 4.2 3.6
Old : 100.0: 17.0 2.0 8.7 70.1 85.7 95.8 96.4: 4.2 3.6
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 : 37: 5 3 5 23 24 30 31:
Old : 37: 5 3 5 23 24 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 52.9 64.3 70.6 20.5 26.9 30.9 33.4
Old : 45.2 52.9 64.3 70.6 20.5 26.9 30.9 33.4
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 - Futures Only, June 19, 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 : 259,367: 100,578 9,295 31,443 81,195 192,833 213,216 233,571: 46,151 25,796
Old : 113,126: 57,474 5,000 3,100 31,095 91,298 91,669 99,398: 21,457 13,728
Other: 146,241: 54,717 15,908 16,730 50,100 101,535 121,547 134,173: 24,694 12,068
: : :
: : Changes in Commitments from: June 12, 2012 :
: 15,144: 7,436 -1,879 9,904 -3,362 4,843 13,978 12,868: 1,166 2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 3.6 12.1 31.3 74.3 82.2 90.1: 17.8 9.9
Old : 100.0: 50.8 4.4 2.7 27.5 80.7 81.0 87.9: 19.0 12.1
Other: 100.0: 37.4 10.9 11.4 34.3 69.4 83.1 91.7: 16.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 101 19 61 72 79 198 151:
Old : 188: 83 14 31 57 69 146 109:
Other: 188: 61 43 43 59 52 148 114:
:----------------------------------------------------------------------------------------------------
: 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 32.2 18.1 45.4 9.0 28.1 15.7 38.8
Old : 15.2 28.9 25.0 45.0 14.2 26.2 22.8 39.5
Other: 13.6 37.5 24.6 51.6 13.5 33.7 23.3 44.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 19, 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 : 16,051: 3,723 6,564 1,753 8,037 5,484 13,513 13,801: 2,538 2,250
Old : 6,261: 2,812 4,247 5 2,214 1,158 5,031 5,410: 1,230 851
Other: 9,790: 2,434 3,840 225 5,823 4,326 8,482 8,391: 1,308 1,399
: : :
: : Changes in Commitments from: June 12, 2012 :
: 296: 25 -110 500 -177 7 348 397: -52 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 40.9 10.9 50.1 34.2 84.2 86.0: 15.8 14.0
Old : 100.0: 44.9 67.8 0.1 35.4 18.5 80.4 86.4: 19.6 13.6
Other: 100.0: 24.9 39.2 2.3 59.5 44.2 86.6 85.7: 13.4 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 24 22 19 27 16 61 54:
Old : 62: 24 17 1 16 5 41 22:
Other: 67: 15 24 7 17 14 37 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 : 30.3 31.7 43.6 45.3 30.3 29.2 41.9 42.1
Old : 24.8 42.4 37.5 69.2 24.8 42.3 37.5 69.1
Other: 46.1 37.9 63.7 53.1 46.1 36.9 62.8 52.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 19, 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 : 912,151: 218,013 181,519 19,859 542,205 632,120 780,077 833,498: 132,074 78,653
Old : 912,151: 218,013 181,519 19,859 542,205 632,120 780,077 833,498: 132,074 78,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -68,607: -24,777 -126 2,015 -44,697 -71,083 -67,459 -69,194: -1,148 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.9 2.2 59.4 69.3 85.5 91.4: 14.5 8.6
Old : 100.0: 23.9 19.9 2.2 59.4 69.3 85.5 91.4: 14.5 8.6
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 : 213: 42 34 17 103 93 153 136:
Old : 213: 42 34 17 103 93 153 136:
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 : 15.7 36.2 28.0 46.7 14.1 32.5 23.2 41.3
Old : 15.7 36.2 28.0 46.7 14.1 32.5 23.2 41.3
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 - Futures Only, June 19, 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 : 1,759,586: 273,224 296,221 24,249 1,185,613 1,145,893 1,483,086 1,466,363: 276,500 293,223
Old : 1,759,586: 273,224 296,221 24,249 1,185,613 1,145,893 1,483,086 1,466,363: 276,500 293,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -44,524: 58,014 -14,374 -3,041 -82,785 -32,920 -27,812 -50,335: -16,712 5,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 16.8 1.4 67.4 65.1 84.3 83.3: 15.7 16.7
Old : 100.0: 15.5 16.8 1.4 67.4 65.1 84.3 83.3: 15.7 16.7
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 : 262: 31 67 22 101 133 146 208:
Old : 262: 31 67 22 101 133 146 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 20.7 44.5 29.1 29.1 18.2 39.4 25.3
Old : 32.7 20.7 44.5 29.1 29.1 18.2 39.4 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 19, 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 : 1,115,987: 189,449 143,228 5,774 700,645 731,718 895,868 880,720: 220,119 235,267
Old : 1,115,987: 189,449 143,228 5,774 700,645 731,718 895,868 880,720: 220,119 235,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -18,257: 1,767 2,401 -952 -13,158 -7,528 -12,343 -6,079: -5,914 -12,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 12.8 0.5 62.8 65.6 80.3 78.9: 19.7 21.1
Old : 100.0: 17.0 12.8 0.5 62.8 65.6 80.3 78.9: 19.7 21.1
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 : 187: 36 26 10 80 91 122 121:
Old : 187: 36 26 10 80 91 122 121:
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 : 19.6 20.1 32.3 29.5 18.0 18.6 29.5 27.3
Old : 19.6 20.1 32.3 29.5 18.0 18.6 29.5 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 19, 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 : 515,363: 22,919 66,801 82,849 386,480 317,132 492,248 466,782: 23,115 48,581
Old : 515,363: 22,919 66,801 82,849 386,480 317,132 492,248 466,782: 23,115 48,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 17,701: -1,628 6,199 2,117 15,496 11,909 15,985 20,225: 1,716 -2,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 13.0 16.1 75.0 61.5 95.5 90.6: 4.5 9.4
Old : 100.0: 4.4 13.0 16.1 75.0 61.5 95.5 90.6: 4.5 9.4
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 : 95: 18 19 28 50 53 81 90:
Old : 95: 18 19 28 50 53 81 90:
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 : 43.3 26.0 52.9 41.9 32.5 18.9 37.2 28.5
Old : 43.3 26.0 52.9 41.9 32.5 18.9 37.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 19, 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 : 38,715: 9,785 7,545 158 22,432 26,752 32,374 34,454: 6,341 4,261
Old : 38,715: 9,785 7,545 158 22,432 26,752 32,374 34,454: 6,341 4,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -50,066: -1,324 1,713 -5,887 -37,248 -40,076 -44,458 -44,250: -5,608 -5,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.5 0.4 57.9 69.1 83.6 89.0: 16.4 11.0
Old : 100.0: 25.3 19.5 0.4 57.9 69.1 83.6 89.0: 16.4 11.0
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 : 80: 20 12 4 29 24 50 39:
Old : 80: 20 12 4 29 24 50 39:
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 : 29.4 41.3 47.3 59.8 29.4 41.3 47.2 59.5
Old : 29.4 41.3 47.3 59.8 29.4 41.3 47.2 59.5
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 - Futures Only, June 19, 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 : 77,430: 19,569 15,089 316 44,863 53,503 64,748 68,908: 12,682 8,522
Old : 77,430: 19,569 15,089 316 44,863 53,503 64,748 68,908: 12,682 8,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -52,291: -949 -3,280 -2,503 -43,720 -45,762 -47,172 -51,545: -5,119 -746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.5 0.4 57.9 69.1 83.6 89.0: 16.4 11.0
Old : 100.0: 25.3 19.5 0.4 57.9 69.1 83.6 89.0: 16.4 11.0
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 : 80: 20 12 4 29 24 50 39:
Old : 80: 20 12 4 29 24 50 39:
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 : 29.4 41.3 47.3 59.8 29.4 41.3 47.2 59.5
Old : 29.4 41.3 47.3 59.8 29.4 41.3 47.2 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 19, 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 : 10,591: 4,586 6,532 3,336 2,557 616 10,479 10,484: 112 107
Old : 10,591: 4,586 6,532 3,336 2,557 616 10,479 10,484: 112 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 2,368: -238 -385 2,632 55 116 2,449 2,363: -81 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 61.7 31.5 24.1 5.8 98.9 99.0: 1.1 1.0
Old : 100.0: 43.3 61.7 31.5 24.1 5.8 98.9 99.0: 1.1 1.0
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 : 22: 8 10 5 3 3 13 16:
Old : 22: 8 10 5 3 3 13 16:
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 : 68.6 73.0 91.4 90.6 45.5 50.1 63.8 63.5
Old : 68.6 73.0 91.4 90.6 45.5 50.1 63.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, June 19, 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 : 9,430: 1,510 2,248 45 7,674 7,070 9,229 9,363: 201 67
Old : 9,430: 1,510 2,248 45 7,674 7,070 9,229 9,363: 201 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -3,089: -43 -862 -2,104 -736 65 -2,883 -2,901: -206 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 23.8 0.5 81.4 75.0 97.9 99.3: 2.1 0.7
Old : 100.0: 16.0 23.8 0.5 81.4 75.0 97.9 99.3: 2.1 0.7
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 : 29: 7 7 1 6 10 13 18:
Old : 29: 7 7 1 6 10 13 18:
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 : 79.6 69.0 93.5 86.7 79.6 69.0 93.5 86.6
Old : 79.6 69.0 93.5 86.7 79.6 69.0 93.5 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, June 19, 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 : 9,308: 2,060 1,649 0 6,961 7,612 9,021 9,261: 287 47
Old : 9,308: 2,060 1,649 0 6,961 7,612 9,021 9,261: 287 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -2,065: 257 -144 -461 -1,894 -1,375 -2,098 -1,980: 33 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.7 0.0 74.8 81.8 96.9 99.5: 3.1 0.5
Old : 100.0: 22.1 17.7 0.0 74.8 81.8 96.9 99.5: 3.1 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 : 31: 8 7 0 3 14 11 21:
Old : 31: 8 7 0 3 14 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 58.4 95.4 78.0 86.8 58.4 95.4 78.0
Old : 86.8 58.4 95.4 78.0 86.8 58.4 95.4 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012