WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 24, 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 : 466,862: 155,108 97,990 72,376 200,743 242,733 428,227 413,099: 38,635 53,763
Old : 399,231: 137,586 89,630 48,191 179,747 218,029 365,524 355,850: 33,707 43,381
Other: 67,631: 23,252 14,090 18,455 20,996 24,704 62,703 57,249: 4,928 10,382
: : :
: : Changes in Commitments from: July 17, 2012 :
: 14,252: 7,102 815 6,736 -2,825 2,576 11,013 10,127: 3,239 4,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.0 15.5 43.0 52.0 91.7 88.5: 8.3 11.5
Old : 100.0: 34.5 22.5 12.1 45.0 54.6 91.6 89.1: 8.4 10.9
Other: 100.0: 34.4 20.8 27.3 31.0 36.5 92.7 84.6: 7.3 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 134 103 109 75 116 272 272:
Old : 363: 132 104 100 67 114 256 265:
Other: 171: 31 44 21 32 83 78 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 19.3 29.3 29.0 17.3 15.3 28.2 22.0
Old : 20.3 20.4 32.1 29.7 20.1 18.5 31.0 26.4
Other: 50.2 31.7 66.0 41.9 31.6 10.1 40.6 16.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 24, 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 : 1,199,304: 361,858 96,883 134,596 571,352 762,459 1,067,806 993,938: 131,498 205,366
Old : 355,419: 139,719 75,071 10,212 180,164 233,627 330,095 318,910: 25,324 36,509
Other: 843,885: 281,157 80,830 65,366 391,188 528,832 737,711 675,028: 106,174 168,857
: : :
: : Changes in Commitments from: July 17, 2012 :
: 44,436: 34,238 -11,499 22,783 595 27,698 57,616 38,982: -13,180 5,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 8.1 11.2 47.6 63.6 89.0 82.9: 11.0 17.1
Old : 100.0: 39.3 21.1 2.9 50.7 65.7 92.9 89.7: 7.1 10.3
Other: 100.0: 33.3 9.6 7.7 46.4 62.7 87.4 80.0: 12.6 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 200 137 176 214 348 502 586:
Old : 565: 123 99 21 117 263 252 371:
Other: 720: 179 136 121 172 336 415 541:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 13.0 24.1 21.3 12.1 8.8 20.4 13.3
Old : 24.9 26.4 37.4 35.6 24.9 26.4 37.4 34.7
Other: 16.9 14.1 27.2 19.5 12.9 9.8 21.6 14.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 24, 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 : 10,346: 3,236 428 96 4,738 8,944 8,070 9,468: 2,276 878
Old : 10,339: 3,236 424 96 4,731 8,944 8,063 9,464: 2,276 875
Other: 7: 0 4 0 7 0 7 4: 0 3
: : :
: : Changes in Commitments from: July 17, 2012 :
: 270: -93 -85 73 96 273 76 261: 194 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 4.1 0.9 45.8 86.4 78.0 91.5: 22.0 8.5
Old : 100.0: 31.3 4.1 0.9 45.8 86.5 78.0 91.5: 22.0 8.5
Other: 100.0: 0.0 57.1 0.0 100.0 0.0 100.0 57.1: 0.0 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 7 4 13 13 32 21:
Old : 40: 16 7 4 12 13 31 21:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 71.6 54.9 83.9 35.0 71.2 50.5 81.6
Old : 38.0 71.7 54.9 83.9 35.1 71.3 50.5 81.7
Other: 100.0 57.1 100.0 57.1 100.0 57.1 100.0 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 24, 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 : 811,596: 319,518 63,559 113,417 307,586 559,951 740,521 736,927: 71,075 74,669
Old : 58,450: 31,190 15,870 144 20,975 35,839 52,309 51,853: 6,141 6,597
Other: 753,146: 304,572 63,933 97,029 286,611 524,112 688,212 685,074: 64,934 68,072
: : :
: : Changes in Commitments from: July 17, 2012 :
: -21,675: -2,799 854 -11,348 2,968 -5,512 -11,179 -16,006: -10,496 -5,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 7.8 14.0 37.9 69.0 91.2 90.8: 8.8 9.2
Old : 100.0: 53.4 27.2 0.2 35.9 61.3 89.5 88.7: 10.5 11.3
Other: 100.0: 40.4 8.5 12.9 38.1 69.6 91.4 91.0: 8.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 249 111 184 184 212 511 444:
Old : 316: 95 48 6 78 110 178 159:
Other: 605: 231 129 169 155 204 467 434:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 21.8 19.8 31.4 8.3 16.3 13.9 23.4
Old : 33.7 33.2 43.2 46.6 33.7 30.7 42.6 44.0
Other: 14.0 21.3 21.3 31.5 8.9 16.4 14.8 24.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 24, 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 : 318,775: 67,273 68,379 40,460 183,257 184,335 290,990 293,174: 27,785 25,601
Old : 80,205: 21,850 16,486 3,553 48,993 52,720 74,396 72,759: 5,809 7,446
Other: 238,570: 55,969 62,439 26,361 134,264 131,615 216,594 220,415: 21,976 18,155
: : :
: : Changes in Commitments from: July 17, 2012 :
: -20,277: 506 -1,097 -16,618 698 1,578 -15,414 -16,137: -4,863 -4,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 21.5 12.7 57.5 57.8 91.3 92.0: 8.7 8.0
Old : 100.0: 27.2 20.6 4.4 61.1 65.7 92.8 90.7: 7.2 9.3
Other: 100.0: 23.5 26.2 11.0 56.3 55.2 90.8 92.4: 9.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 78 68 75 72 72 193 188:
Old : 179: 61 29 23 54 58 122 106:
Other: 226: 68 72 50 64 56 161 153:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 25.4 31.1 35.6 13.8 18.7 22.2 27.1
Old : 32.5 26.3 42.0 40.3 32.5 24.0 41.6 38.0
Other: 21.2 26.8 33.8 38.3 15.8 17.9 27.1 27.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 24, 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 : 644,706: 80,131 49,644 6,592 395,787 456,408 482,510 512,644: 162,196 132,062
Old : 644,706: 80,131 49,644 6,592 395,787 456,408 482,510 512,644: 162,196 132,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 18,453: 4,633 3,090 -1,067 17,775 10,120 21,341 12,143: -2,888 6,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.7 1.0 61.4 70.8 74.8 79.5: 25.2 20.5
Old : 100.0: 12.4 7.7 1.0 61.4 70.8 74.8 79.5: 25.2 20.5
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: 33 24 10 67 79 106 107:
Old : 163: 33 24 10 67 79 106 107:
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 : 23.4 17.4 32.0 29.6 19.5 16.1 27.1 28.2
Old : 23.4 17.4 32.0 29.6 19.5 16.1 27.1 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 24, 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 : 349,099: 45,004 23,633 394 231,398 273,496 276,796 297,523: 72,303 51,576
Old : 349,099: 45,004 23,633 394 231,398 273,496 276,796 297,523: 72,303 51,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 447: -474 -1,659 -15 -6,218 -540 -6,707 -2,214: 7,154 2,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.8 0.1 66.3 78.3 79.3 85.2: 20.7 14.8
Old : 100.0: 12.9 6.8 0.1 66.3 78.3 79.3 85.2: 20.7 14.8
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 : 64: 7 4 5 33 41 43 47:
Old : 64: 7 4 5 33 41 43 47:
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 : 32.5 41.4 48.5 52.0 31.3 40.1 42.1 50.3
Old : 32.5 41.4 48.5 52.0 31.3 40.1 42.1 50.3
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 - Futures Only, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 12,068: 1,592 275 2,602 7,166 8,965 11,360 11,842: 708 226
Old : 12,068: 1,592 275 2,602 7,166 8,965 11,360 11,842: 708 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -609: -552 118 688 -778 -1,298 -642 -492: 33 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.3 21.6 59.4 74.3 94.1 98.1: 5.9 1.9
Old : 100.0: 13.2 2.3 21.6 59.4 74.3 94.1 98.1: 5.9 1.9
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 : 38: 8 4 7 20 22 33 30:
Old : 38: 8 4 7 20 22 33 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 : 55.9 50.8 68.7 71.5 15.8 18.6 23.4 26.1
Old : 55.9 50.8 68.7 71.5 15.8 18.6 23.4 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 24, 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 : 260,346: 83,897 7,295 45,244 84,147 180,206 213,288 232,745: 47,058 27,601
Old : 73,492: 29,560 4,257 3,994 26,968 54,615 60,522 62,866: 12,970 10,626
Other: 186,854: 69,702 18,403 25,885 57,179 125,591 152,766 169,879: 34,088 16,975
: : :
: : Changes in Commitments from: July 17, 2012 :
: -13,297: -7,074 -1,491 1,408 -3,152 -9,518 -8,818 -9,601: -4,479 -3,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 2.8 17.4 32.3 69.2 81.9 89.4: 18.1 10.6
Old : 100.0: 40.2 5.8 5.4 36.7 74.3 82.4 85.5: 17.6 14.5
Other: 100.0: 37.3 9.8 13.9 30.6 67.2 81.8 90.9: 18.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 99 23 73 69 69 205 150:
Old : 150: 47 21 21 49 54 107 89:
Other: 214: 81 41 52 59 58 176 126:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 31.3 18.8 43.6 7.7 25.8 13.6 35.0
Old : 27.2 31.3 37.8 46.4 22.5 26.8 31.4 38.2
Other: 10.8 34.6 18.7 45.6 10.6 32.5 17.9 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 24, 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 : 13,086: 3,754 4,832 326 6,643 6,544 10,723 11,702: 2,363 1,384
Old : 13,086: 3,754 4,832 326 6,643 6,544 10,723 11,702: 2,363 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 203: -9 -1 13 145 91 149 103: 54 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 36.9 2.5 50.8 50.0 81.9 89.4: 18.1 10.6
Old : 100.0: 28.7 36.9 2.5 50.8 50.0 81.9 89.4: 18.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 22 23 8 21 12 49 39:
Old : 75: 22 23 8 21 12 49 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 : 36.1 42.0 51.3 56.7 36.1 40.9 51.3 55.0
Old : 36.1 42.0 51.3 56.7 36.1 40.9 51.3 55.0
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 - Futures Only, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,017,880: 355,224 162,189 22,014 508,705 759,311 885,943 943,514: 131,937 74,366
Old : 1,017,880: 355,224 162,189 22,014 508,705 759,311 885,943 943,514: 131,937 74,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 26,378: 10,426 -13,739 1,856 12,830 40,176 25,112 28,293: 1,266 -1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 15.9 2.2 50.0 74.6 87.0 92.7: 13.0 7.3
Old : 100.0: 34.9 15.9 2.2 50.0 74.6 87.0 92.7: 13.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 58 38 16 98 101 163 148:
Old : 239: 58 38 16 98 101 163 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 38.4 28.1 45.9 15.6 37.9 24.0 44.7
Old : 17.5 38.4 28.1 45.9 15.6 37.9 24.0 44.7
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, July 24, 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 : 1,810,150: 255,738 333,152 30,030 1,216,038 1,154,896 1,501,806 1,518,078: 308,344 292,072
Old : 1,810,150: 255,738 333,152 30,030 1,216,038 1,154,896 1,501,806 1,518,078: 308,344 292,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 6,507: -14,366 -2,846 -1,247 12,184 408 -3,429 -3,685: 9,936 10,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.4 1.7 67.2 63.8 83.0 83.9: 17.0 16.1
Old : 100.0: 14.1 18.4 1.7 67.2 63.8 83.0 83.9: 17.0 16.1
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 : 266: 34 71 33 103 132 161 212:
Old : 266: 34 71 33 103 132 161 212:
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 : 30.8 16.3 40.3 24.1 30.2 14.0 38.4 21.1
Old : 30.8 16.3 40.3 24.1 30.2 14.0 38.4 21.1
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 - Futures Only, July 24, 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 : 1,135,700: 246,330 117,866 13,796 628,083 772,243 888,209 903,905: 247,491 231,795
Old : 1,135,700: 246,330 117,866 13,796 628,083 772,243 888,209 903,905: 247,491 231,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,062: -24,350 -5,052 4,764 -1,295 2,913 -20,881 2,625: 22,943 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 10.4 1.2 55.3 68.0 78.2 79.6: 21.8 20.4
Old : 100.0: 21.7 10.4 1.2 55.3 68.0 78.2 79.6: 21.8 20.4
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 : 191: 39 28 11 78 100 121 135:
Old : 191: 39 28 11 78 100 121 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 23.1 30.9 31.9 16.3 21.9 28.4 30.6
Old : 17.5 23.1 30.9 31.9 16.3 21.9 28.4 30.6
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, July 24, 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 : 493,089: 17,619 53,200 73,555 374,951 329,780 466,125 456,535: 26,964 36,554
Old : 493,089: 17,619 53,200 73,555 374,951 329,780 466,125 456,535: 26,964 36,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 6,628: -3,930 -4,554 319 7,913 15,746 4,302 11,511: 2,326 -4,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 10.8 14.9 76.0 66.9 94.5 92.6: 5.5 7.4
Old : 100.0: 3.6 10.8 14.9 76.0 66.9 94.5 92.6: 5.5 7.4
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 : 91: 16 19 28 49 49 79 84:
Old : 91: 16 19 28 49 49 79 84:
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 : 43.6 27.4 52.5 45.8 33.4 22.0 38.4 32.9
Old : 43.6 27.4 52.5 45.8 33.4 22.0 38.4 32.9
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, July 24, 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 : 39,580: 10,655 7,239 38 21,709 28,249 32,401 35,525: 7,179 4,055
Old : 39,580: 10,655 7,239 38 21,709 28,249 32,401 35,525: 7,179 4,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -2,026: -919 1,941 37 -1,148 -4,483 -2,030 -2,506: 4 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.3 0.1 54.8 71.4 81.9 89.8: 18.1 10.2
Old : 100.0: 26.9 18.3 0.1 54.8 71.4 81.9 89.8: 18.1 10.2
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 : 82: 21 16 4 29 22 51 41:
Old : 82: 21 16 4 29 22 51 41:
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 : 29.8 50.1 44.2 65.5 29.8 50.1 43.9 65.5
Old : 29.8 50.1 44.2 65.5 29.8 50.1 43.9 65.5
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, July 24, 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 : 79,159: 21,309 14,477 75 43,417 56,497 64,801 71,049: 14,358 8,110
Old : 79,159: 21,309 14,477 75 43,417 56,497 64,801 71,049: 14,358 8,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -4,052: -1,837 3,882 73 -2,296 -8,966 -4,060 -5,011: 8 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.3 0.1 54.8 71.4 81.9 89.8: 18.1 10.2
Old : 100.0: 26.9 18.3 0.1 54.8 71.4 81.9 89.8: 18.1 10.2
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 : 82: 21 16 4 29 22 51 41:
Old : 82: 21 16 4 29 22 51 41:
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 : 29.8 50.1 44.2 65.5 29.8 50.1 43.9 65.5
Old : 29.8 50.1 44.2 65.5 29.8 50.1 43.9 65.5
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, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,339: 5,881 6,239 900 1,448 1,192 8,229 8,331: 110 8
Old : 8,339: 5,881 6,239 900 1,448 1,192 8,229 8,331: 110 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -4: 39 -38 0 -53 33 -14 -5: 10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 74.8 10.8 17.4 14.3 98.7 99.9: 1.3 0.1
Old : 100.0: 70.5 74.8 10.8 17.4 14.3 98.7 99.9: 1.3 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 : 21: 8 9 2 1 3 10 13:
Old : 21: 8 9 2 1 3 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 73.2 96.2 92.2 79.1 68.6 87.1 84.4
Old : 80.4 73.2 96.2 92.2 79.1 68.6 87.1 84.4
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, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,370: 1,576 2,796 26 8,443 6,017 10,045 8,839: 325 1,531
Old : 10,370: 1,576 2,796 26 8,443 6,017 10,045 8,839: 325 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 365: -13 -979 1 360 -145 348 -1,123: 17 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 27.0 0.3 81.4 58.0 96.9 85.2: 3.1 14.8
Old : 100.0: 15.2 27.0 0.3 81.4 58.0 96.9 85.2: 3.1 14.8
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 : 30: 8 8 1 6 9 14 18:
Old : 30: 8 8 1 6 9 14 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 : 79.7 69.4 92.3 77.8 79.7 69.3 92.1 77.8
Old : 79.7 69.4 92.3 77.8 79.7 69.3 92.1 77.8
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, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,214: 1,923 3,515 0 11,973 10,674 13,896 14,189: 318 25
Old : 14,214: 1,923 3,515 0 11,973 10,674 13,896 14,189: 318 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,116: 130 67 0 2,026 2,049 2,156 2,116: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 24.7 0.0 84.2 75.1 97.8 99.8: 2.2 0.2
Old : 100.0: 13.5 24.7 0.0 84.2 75.1 97.8 99.8: 2.2 0.2
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 : 34: 6 11 0 4 14 10 25:
Old : 34: 6 11 0 4 14 10 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.6 65.2 97.0 81.4 89.6 65.2 97.0 81.4
Old : 89.6 65.2 97.0 81.4 89.6 65.2 97.0 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012