WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 25, 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 : 451,415: 164,205 104,926 63,169 188,203 230,687 415,577 398,782: 35,838 52,633
Old : 350,441: 136,475 98,056 24,514 160,657 190,308 321,646 312,878: 28,795 37,563
Other: 100,974: 41,098 20,238 25,287 27,546 40,379 93,931 85,904: 7,043 15,070
: : :
: : Changes in Commitments from: September 18, 2012 :
: -1,057: 179 -3,172 877 -1,600 828 -544 -1,467: -513 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 23.2 14.0 41.7 51.1 92.1 88.3: 7.9 11.7
Old : 100.0: 38.9 28.0 7.0 45.8 54.3 91.8 89.3: 8.2 10.7
Other: 100.0: 40.7 20.0 25.0 27.3 40.0 93.0 85.1: 7.0 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 139 106 115 91 117 297 281:
Old : 373: 136 106 86 73 105 260 251:
Other: 223: 50 58 35 48 100 122 178:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 18.3 30.1 27.3 17.4 14.9 28.8 22.6
Old : 21.6 18.7 35.1 27.9 21.1 18.2 34.0 27.1
Other: 35.2 24.7 51.1 35.9 26.1 10.4 36.8 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 25, 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 : 1,172,897: 406,467 89,434 135,184 497,212 727,704 1,038,863 952,322: 134,034 220,575
Old : 1,067,083: 377,680 108,786 106,195 459,847 656,416 943,722 871,397: 123,361 195,686
Other: 105,814: 56,231 8,092 1,545 37,365 71,288 95,141 80,925: 10,673 24,889
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,350: -15,844 -5,990 7,929 5,720 -9,688 -2,195 -7,749: -155 5,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 7.6 11.5 42.4 62.0 88.6 81.2: 11.4 18.8
Old : 100.0: 35.4 10.2 10.0 43.1 61.5 88.4 81.7: 11.6 18.3
Other: 100.0: 53.1 7.6 1.5 35.3 67.4 89.9 76.5: 10.1 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 208 141 154 212 366 499 594:
Old : 772: 200 143 146 199 359 479 584:
Other: 410: 49 59 14 61 264 116 334:
:----------------------------------------------------------------------------------------------------
: 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 10.1 23.0 17.0 11.7 9.5 20.2 14.5
Old : 13.6 10.0 23.9 16.7 12.8 10.0 22.8 15.6
Other: 45.1 29.7 54.9 35.4 45.1 29.7 54.9 34.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 25, 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 : 11,232: 3,529 837 45 5,267 9,651 8,841 10,533: 2,391 699
Old : 11,180: 3,532 837 40 5,229 9,616 8,801 10,493: 2,379 687
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: September 18, 2012 :
: -46: -193 130 -12 330 -200 125 -82: -171 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.5 0.4 46.9 85.9 78.7 93.8: 21.3 6.2
Old : 100.0: 31.6 7.5 0.4 46.8 86.0 78.7 93.9: 21.3 6.1
Other: 100.0: 3.8 9.6 0.0 73.1 67.3 76.9 76.9: 23.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 6 4 14 10 34 19:
Old : 42: 19 6 4 13 10 33 19:
Other: 7: 1 1 0 4 3 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 71.9 54.1 87.3 31.2 64.2 48.8 79.6
Old : 34.6 72.3 54.2 87.7 31.2 64.6 48.8 80.0
Other: 73.1 76.9 76.9 76.9 63.5 67.3 67.3 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 25, 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 : 725,029: 269,448 51,762 95,696 289,627 496,003 654,771 643,461: 70,258 81,568
Old : 685,708: 256,520 56,277 84,330 279,381 468,624 620,231 609,231: 65,477 76,477
Other: 39,321: 23,642 6,199 652 10,246 27,379 34,540 34,230: 4,781 5,091
: : :
: : Changes in Commitments from: September 18, 2012 :
: -5,092: -19,346 -19,995 6,541 8,823 8,317 -3,982 -5,137: -1,110 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.1 13.2 39.9 68.4 90.3 88.7: 9.7 11.3
Old : 100.0: 37.4 8.2 12.3 40.7 68.3 90.5 88.8: 9.5 11.2
Other: 100.0: 60.1 15.8 1.7 26.1 69.6 87.8 87.1: 12.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 236 123 195 162 206 483 459:
Old : 608: 228 136 184 155 202 467 450:
Other: 252: 55 51 14 40 120 104 178:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 18.8 23.4 28.9 11.1 16.4 18.6 23.1
Old : 15.6 18.7 23.6 28.7 14.1 17.1 21.8 24.1
Other: 36.7 55.9 49.3 63.0 36.7 55.9 49.3 62.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 25, 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 : 292,609: 65,791 44,899 37,095 154,470 183,681 257,356 265,675: 35,253 26,934
Old : 280,687: 67,873 46,849 31,156 148,567 176,566 247,596 254,571: 33,091 26,116
Other: 11,922: 2,241 2,373 1,616 5,903 7,115 9,760 11,104: 2,162 818
: : :
: : Changes in Commitments from: September 18, 2012 :
: -17,927: -15,531 -4,650 3,821 1,666 -16,482 -10,044 -17,311: -7,883 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 15.3 12.7 52.8 62.8 88.0 90.8: 12.0 9.2
Old : 100.0: 24.2 16.7 11.1 52.9 62.9 88.2 90.7: 11.8 9.3
Other: 100.0: 18.8 19.9 13.6 49.5 59.7 81.9 93.1: 18.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 81 60 85 73 67 207 185:
Old : 261: 84 64 84 73 67 206 185:
Other: 45: 10 7 12 21 10 38 25:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 28.1 25.1 37.7 12.7 23.3 22.4 31.4
Old : 14.2 28.7 25.5 38.1 13.1 23.8 23.0 32.2
Other: 31.0 56.2 48.7 74.4 29.1 56.2 44.8 68.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 25, 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 : 561,389: 41,732 58,606 4,535 377,243 357,073 423,510 420,214: 137,879 141,175
Old : 561,389: 41,732 58,606 4,535 377,243 357,073 423,510 420,214: 137,879 141,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 2,940: -4,075 12,727 -3,363 12,378 -379 4,940 8,985: -2,000 -6,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.4 0.8 67.2 63.6 75.4 74.9: 24.6 25.1
Old : 100.0: 7.4 10.4 0.8 67.2 63.6 75.4 74.9: 24.6 25.1
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 : 145: 25 29 6 63 66 93 96:
Old : 145: 25 29 6 63 66 93 96:
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 : 23.1 16.2 32.6 27.9 16.4 16.1 24.1 24.2
Old : 23.1 16.2 32.6 27.9 16.4 16.1 24.1 24.2
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, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 359,072: 41,907 30,833 1,710 252,673 267,842 296,290 300,385: 62,782 58,687
Old : 359,072: 41,907 30,833 1,710 252,673 267,842 296,290 300,385: 62,782 58,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,613: 94 -3,457 -814 2,855 3,098 2,135 -1,173: -4,748 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 8.6 0.5 70.4 74.6 82.5 83.7: 17.5 16.3
Old : 100.0: 11.7 8.6 0.5 70.4 74.6 82.5 83.7: 17.5 16.3
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 : 66: 6 6 4 35 38 43 46:
Old : 66: 6 6 4 35 38 43 46:
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 : 36.3 39.0 51.7 50.7 35.0 38.3 45.6 48.6
Old : 36.3 39.0 51.7 50.7 35.0 38.3 45.6 48.6
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, September 25, 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 : 10,522: 2,451 448 2,085 5,622 7,710 10,158 10,243: 364 279
Old : 10,522: 2,451 448 2,085 5,622 7,710 10,158 10,243: 364 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -677: -138 121 -93 -202 -664 -433 -636: -244 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.3 19.8 53.4 73.3 96.5 97.3: 3.5 2.7
Old : 100.0: 23.3 4.3 19.8 53.4 73.3 96.5 97.3: 3.5 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 : 40: 8 5 6 22 23 35 30:
Old : 40: 8 5 6 22 23 35 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 : 56.6 52.8 73.7 73.2 22.3 21.4 28.5 28.8
Old : 56.6 52.8 73.7 73.2 22.3 21.4 28.5 28.8
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, September 25, 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 : 223,005: 66,668 15,820 29,947 85,667 154,483 182,282 200,250: 40,723 22,755
Old : 212,404: 64,404 15,367 26,665 81,587 148,257 172,656 190,289: 39,748 22,115
Other: 10,601: 3,060 1,249 2,486 4,080 6,226 9,626 9,961: 975 640
: : :
: : Changes in Commitments from: September 18, 2012 :
: -16,564: -8,319 1,835 -6,645 3,396 -11,612 -11,568 -16,422: -4,996 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.1 13.4 38.4 69.3 81.7 89.8: 18.3 10.2
Old : 100.0: 30.3 7.2 12.6 38.4 69.8 81.3 89.6: 18.7 10.4
Other: 100.0: 28.9 11.8 23.5 38.5 58.7 90.8 94.0: 9.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 72 29 54 83 72 186 140:
Old : 214: 74 30 54 83 72 185 140:
Other: 45: 9 8 3 26 10 36 20:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 33.9 19.8 45.9 9.4 28.1 16.4 37.4
Old : 11.3 33.8 20.1 45.4 9.9 28.1 17.2 37.9
Other: 46.0 59.3 64.1 77.7 34.3 41.9 47.8 55.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 25, 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 : 14,308: 3,089 5,962 232 7,804 6,540 11,125 12,734: 3,183 1,574
Old : 14,303: 3,092 5,962 229 7,801 6,540 11,122 12,731: 3,181 1,572
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: September 18, 2012 :
: 269: 26 176 97 85 37 208 310: 61 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 41.7 1.6 54.5 45.7 77.8 89.0: 22.2 11.0
Old : 100.0: 21.6 41.7 1.6 54.5 45.7 77.8 89.0: 22.2 11.0
Other: 100.0: 0.0 60.0 0.0 60.0 0.0 60.0 60.0: 40.0 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 24 21 6 23 8 47 35:
Old : 69: 24 21 6 23 8 47 35:
Other: 3: 0 2 0 1 0 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 44.7 50.6 59.5 36.2 43.9 50.4 58.7
Old : 36.2 44.7 50.6 59.5 36.2 43.9 50.4 58.7
Other: 60.0 60.0 60.0 60.0 60.0 60.0 60.0 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 25, 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 : 960,648: 315,324 220,981 12,194 497,352 643,473 824,870 876,648: 135,778 84,000
Old : 960,648: 315,324 220,981 12,194 497,352 643,473 824,870 876,648: 135,778 84,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 11,890: 13,043 36,254 -11,398 1,085 -21,259 2,730 3,597: 9,160 8,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 23.0 1.3 51.8 67.0 85.9 91.3: 14.1 8.7
Old : 100.0: 32.8 23.0 1.3 51.8 67.0 85.9 91.3: 14.1 8.7
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 : 210: 46 34 11 91 90 142 130:
Old : 210: 46 34 11 91 90 142 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 32.2 29.0 44.3 18.2 31.2 27.0 42.3
Old : 18.5 32.2 29.0 44.3 18.2 31.2 27.0 42.3
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, September 25, 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 : 1,606,021: 244,601 161,075 34,618 1,029,956 1,123,984 1,309,175 1,319,677: 296,846 286,344
Old : 1,606,021: 244,601 161,075 34,618 1,029,956 1,123,984 1,309,175 1,319,677: 296,846 286,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 12,486: -52,378 -13,468 1,281 50,463 21,132 -634 8,945: 13,120 3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.0 2.2 64.1 70.0 81.5 82.2: 18.5 17.8
Old : 100.0: 15.2 10.0 2.2 64.1 70.0 81.5 82.2: 18.5 17.8
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 : 255: 51 42 26 108 123 176 174:
Old : 255: 51 42 26 108 123 176 174:
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 : 23.5 30.8 34.4 38.2 23.0 25.2 31.3 31.7
Old : 23.5 30.8 34.4 38.2 23.0 25.2 31.3 31.7
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, September 25, 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 : 1,440,242: 263,273 160,405 10,352 916,309 1,039,497 1,189,934 1,210,254: 250,308 229,988
Old : 1,440,242: 263,273 160,405 10,352 916,309 1,039,497 1,189,934 1,210,254: 250,308 229,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 143,559: -21,932 39,135 773 165,552 107,890 144,393 147,798: -834 -4,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 11.1 0.7 63.6 72.2 82.6 84.0: 17.4 16.0
Old : 100.0: 18.3 11.1 0.7 63.6 72.2 82.6 84.0: 17.4 16.0
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 : 183: 35 28 13 72 96 114 130:
Old : 183: 35 28 13 72 96 114 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 28.7 35.4 39.8 22.1 28.4 35.0 38.6
Old : 22.2 28.7 35.4 39.8 22.1 28.4 35.0 38.6
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, September 25, 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 : 437,583: 23,488 45,668 63,173 324,509 289,770 411,170 398,611: 26,413 38,972
Old : 437,583: 23,488 45,668 63,173 324,509 289,770 411,170 398,611: 26,413 38,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 7,611: 4,152 481 2,865 3,954 4,551 10,971 7,897: -3,360 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.4 14.4 74.2 66.2 94.0 91.1: 6.0 8.9
Old : 100.0: 5.4 10.4 14.4 74.2 66.2 94.0 91.1: 6.0 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 : 80: 16 17 25 39 42 65 74:
Old : 80: 16 17 25 39 42 65 74:
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 : 42.2 31.3 51.9 49.5 32.9 26.4 38.8 34.0
Old : 42.2 31.3 51.9 49.5 32.9 26.4 38.8 34.0
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 - Futures Only, September 25, 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 : 60,437: 27,727 6,551 388 23,867 48,904 51,981 55,842: 8,456 4,595
Old : 60,437: 27,727 6,551 388 23,867 48,904 51,981 55,842: 8,456 4,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -15,419: 2,226 579 -1,244 -15,283 -12,495 -14,301 -13,160: -1,118 -2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 10.8 0.6 39.5 80.9 86.0 92.4: 14.0 7.6
Old : 100.0: 45.9 10.8 0.6 39.5 80.9 86.0 92.4: 14.0 7.6
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 : 100: 33 14 4 31 27 65 44:
Old : 100: 33 14 4 31 27 65 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 : 25.6 43.3 40.9 60.5 25.1 43.3 40.0 60.5
Old : 25.6 43.3 40.9 60.5 25.1 43.3 40.0 60.5
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, September 25, 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 : 120,873: 55,453 13,101 775 47,733 97,808 103,961 111,684: 16,912 9,189
Old : 120,873: 55,453 13,101 775 47,733 97,808 103,961 111,684: 16,912 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -30,837: 4,452 1,157 -2,487 -30,566 -24,990 -28,601 -26,320: -2,236 -4,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 10.8 0.6 39.5 80.9 86.0 92.4: 14.0 7.6
Old : 100.0: 45.9 10.8 0.6 39.5 80.9 86.0 92.4: 14.0 7.6
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 : 100: 33 14 4 31 27 65 44:
Old : 100: 33 14 4 31 27 65 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 : 25.6 43.3 40.9 60.5 25.1 43.3 40.0 60.5
Old : 25.6 43.3 40.9 60.5 25.1 43.3 40.0 60.5
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, September 25, 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 : 8,318: 5,720 6,755 1,024 1,378 537 8,122 8,316: 196 2
Old : 8,318: 5,720 6,755 1,024 1,378 537 8,122 8,316: 196 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -5,867: -2,505 -569 -3,378 -1 -1,916 -5,884 -5,863: 17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 81.2 12.3 16.6 6.5 97.6 100.0: 2.4 0.0
Old : 100.0: 68.8 81.2 12.3 16.6 6.5 97.6 100.0: 2.4 0.0
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 : 23: 12 8 3 1 2 15 11:
Old : 23: 12 8 3 1 2 15 11:
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 : 66.0 77.1 89.0 96.8 66.0 69.8 80.5 86.4
Old : 66.0 77.1 89.0 96.8 66.0 69.8 80.5 86.4
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, September 25, 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 : 10,785: 1,131 5,547 5 9,479 5,185 10,615 10,737: 170 48
Old : 10,785: 1,131 5,547 5 9,479 5,185 10,615 10,737: 170 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 359: 123 2,092 0 237 -1,715 360 377: -1 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 51.4 0.0 87.9 48.1 98.4 99.6: 1.6 0.4
Old : 100.0: 10.5 51.4 0.0 87.9 48.1 98.4 99.6: 1.6 0.4
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 : 28: 6 8 1 6 9 13 17:
Old : 28: 6 8 1 6 9 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.4 75.9 96.1 91.4 86.4 75.8 96.1 91.3
Old : 86.4 75.9 96.1 91.4 86.4 75.8 96.1 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 - Futures Only, September 25, 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 : 13,546: 1,668 1,401 0 11,616 12,088 13,284 13,489: 262 57
Old : 13,546: 1,668 1,401 0 11,616 12,088 13,284 13,489: 262 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 131: 20 -690 0 27 812 47 122: 84 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.3 0.0 85.8 89.2 98.1 99.6: 1.9 0.4
Old : 100.0: 12.3 10.3 0.0 85.8 89.2 98.1 99.6: 1.9 0.4
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 : 28: 5 6 0 4 14 9 20:
Old : 28: 5 6 0 4 14 9 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 : 93.7 69.7 97.8 86.3 93.7 69.7 97.8 86.3
Old : 93.7 69.7 97.8 86.3 93.7 69.7 97.8 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012