WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 23, 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 : 464,734: 153,074 103,942 75,125 199,540 236,757 427,739 415,824: 36,995 48,910
Old : 352,807: 131,332 102,931 27,436 165,074 190,017 323,842 320,384: 28,965 32,423
Other: 111,927: 41,987 21,256 27,444 34,466 46,740 103,897 95,440: 8,030 16,487
: : :
: : Changes in Commitments from: October 16, 2012 :
: 2,446: 8,867 -366 -844 -4,925 5,966 3,098 4,756: -652 -2,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 22.4 16.2 42.9 50.9 92.0 89.5: 8.0 10.5
Old : 100.0: 37.2 29.2 7.8 46.8 53.9 91.8 90.8: 8.2 9.2
Other: 100.0: 37.5 19.0 24.5 30.8 41.8 92.8 85.3: 7.2 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 148 109 123 92 118 308 295:
Old : 388: 147 106 94 70 110 266 269:
Other: 234: 47 65 49 58 97 139 189:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 17.9 28.7 26.4 16.4 15.1 27.1 21.7
Old : 21.1 20.7 34.4 29.9 20.7 20.4 32.5 29.3
Other: 31.9 22.0 46.6 33.6 23.6 11.0 34.7 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 23, 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 : 1,278,961: 433,003 99,344 176,780 522,345 772,869 1,132,128 1,048,993: 146,833 229,968
Old : 1,150,302: 398,259 115,023 141,961 475,166 691,422 1,015,386 948,406: 134,916 201,896
Other: 128,659: 68,875 18,452 688 47,179 81,447 116,742 100,587: 11,917 28,072
: : :
: : Changes in Commitments from: October 16, 2012 :
: 26,136: 10,146 3,540 16,128 -3,042 4,935 23,232 24,603: 2,904 1,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 7.8 13.8 40.8 60.4 88.5 82.0: 11.5 18.0
Old : 100.0: 34.6 10.0 12.3 41.3 60.1 88.3 82.4: 11.7 17.6
Other: 100.0: 53.5 14.3 0.5 36.7 63.3 90.7 78.2: 9.3 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 221 139 190 226 366 537 627:
Old : 781: 212 150 172 214 360 516 607:
Other: 452: 61 77 17 71 266 140 356:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 10.0 21.0 16.5 10.4 8.5 18.0 13.0
Old : 12.8 9.8 21.7 15.8 12.4 9.1 20.7 13.7
Other: 42.7 30.0 53.9 36.3 42.7 30.0 53.9 36.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 23, 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 : 12,325: 3,602 555 64 6,204 10,428 9,870 11,047: 2,455 1,278
Old : 12,272: 3,600 550 64 6,166 10,393 9,830 11,007: 2,442 1,265
Other: 53: 2 5 0 38 35 40 40: 13 13
: : :
: : Changes in Commitments from: October 16, 2012 :
: 634: 463 -135 -6 27 536 484 395: 150 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 4.5 0.5 50.3 84.6 80.1 89.6: 19.9 10.4
Old : 100.0: 29.3 4.5 0.5 50.2 84.7 80.1 89.7: 19.9 10.3
Other: 100.0: 3.8 9.4 0.0 71.7 66.0 75.5 75.5: 24.5 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 8 7 15 10 37 21:
Old : 44: 18 8 7 15 10 37 21:
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 : 32.7 69.8 56.3 83.8 31.9 59.8 50.1 73.3
Old : 32.8 70.1 56.3 83.9 31.9 60.2 50.2 73.4
Other: 71.7 75.5 75.5 75.5 62.3 66.0 66.0 66.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 23, 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 : 706,473: 258,999 54,375 97,792 279,882 472,666 636,673 624,833: 69,800 81,640
Old : 653,192: 244,214 51,564 82,173 261,377 445,860 587,764 579,597: 65,428 73,595
Other: 53,281: 29,982 18,008 422 18,505 26,806 48,909 45,236: 4,372 8,045
: : :
: : Changes in Commitments from: October 16, 2012 :
: -8,627: 191 -282 -1,154 -12,011 -5,873 -12,974 -7,309: 4,347 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 7.7 13.8 39.6 66.9 90.1 88.4: 9.9 11.6
Old : 100.0: 37.4 7.9 12.6 40.0 68.3 90.0 88.7: 10.0 11.3
Other: 100.0: 56.3 33.8 0.8 34.7 50.3 91.8 84.9: 8.2 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 211 133 194 157 185 468 442:
Old : 578: 225 125 176 155 185 459 428:
Other: 249: 33 83 9 38 105 79 193:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 17.9 24.2 27.1 12.2 15.7 19.7 23.0
Old : 16.3 19.1 24.6 27.9 15.3 16.9 23.3 24.3
Other: 54.3 39.6 67.2 49.9 54.3 39.6 67.1 49.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 23, 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 : 330,249: 54,854 69,419 69,844 172,639 154,804 297,337 294,067: 32,912 36,182
Old : 315,390: 56,680 69,884 64,443 164,289 145,723 285,412 280,050: 29,978 35,340
Other: 14,859: 1,237 2,598 2,338 8,350 9,081 11,925 14,017: 2,934 842
: : :
: : Changes in Commitments from: October 16, 2012 :
: -5,127: -1,536 1,648 -1,878 -739 -3,546 -4,153 -3,776: -974 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 21.0 21.1 52.3 46.9 90.0 89.0: 10.0 11.0
Old : 100.0: 18.0 22.2 20.4 52.1 46.2 90.5 88.8: 9.5 11.2
Other: 100.0: 8.3 17.5 15.7 56.2 61.1 80.3 94.3: 19.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 69 83 122 81 69 232 238:
Old : 297: 72 86 121 81 68 232 236:
Other: 56: 13 8 14 23 11 44 29:
:----------------------------------------------------------------------------------------------------
: 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 20.8 23.2 28.1 11.6 13.8 20.1 20.4
Old : 14.0 20.8 23.9 28.4 12.0 13.9 20.7 21.3
Other: 33.9 54.2 49.1 74.7 30.4 54.2 42.9 72.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 23, 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 : 543,502: 36,421 60,256 5,129 368,238 347,218 409,788 412,603: 133,714 130,899
Old : 543,502: 36,421 60,256 5,129 368,238 347,218 409,788 412,603: 133,714 130,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -26,425: -24,008 3,046 2,533 -2,984 -27,193 -24,459 -21,614: -1,966 -4,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.1 0.9 67.8 63.9 75.4 75.9: 24.6 24.1
Old : 100.0: 6.7 11.1 0.9 67.8 63.9 75.4 75.9: 24.6 24.1
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 : 162: 23 35 13 69 71 103 108:
Old : 162: 23 35 13 69 71 103 108:
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 : 23.3 15.2 32.3 26.7 17.7 14.4 26.1 24.1
Old : 23.3 15.2 32.3 26.7 17.7 14.4 26.1 24.1
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, October 23, 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 : 368,002: 37,077 30,621 6,570 255,771 275,256 299,418 312,447: 68,584 55,555
Old : 368,002: 37,077 30,621 6,570 255,771 275,256 299,418 312,447: 68,584 55,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -3,185: -1,325 -1,758 -2,205 4,444 968 914 -2,995: -4,099 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.3 1.8 69.5 74.8 81.4 84.9: 18.6 15.1
Old : 100.0: 10.1 8.3 1.8 69.5 74.8 81.4 84.9: 18.6 15.1
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 : 60: 6 6 5 30 37 39 45:
Old : 60: 6 6 5 30 37 39 45:
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 : 35.1 37.2 51.4 49.2 33.0 37.0 44.8 48.4
Old : 35.1 37.2 51.4 49.2 33.0 37.0 44.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, October 23, 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 : 10,187: 3,553 500 1,804 4,316 7,649 9,673 9,953: 514 234
Old : 10,187: 3,553 500 1,804 4,316 7,649 9,673 9,953: 514 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -94: 254 218 89 -408 -378 -65 -71: -29 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 4.9 17.7 42.4 75.1 95.0 97.7: 5.0 2.3
Old : 100.0: 34.9 4.9 17.7 42.4 75.1 95.0 97.7: 5.0 2.3
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 : 37: 8 5 6 21 21 34 28:
Old : 37: 8 5 6 21 21 34 28:
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 : 60.4 42.1 74.4 71.0 34.1 27.4 39.6 38.6
Old : 60.4 42.1 74.4 71.0 34.1 27.4 39.6 38.6
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, October 23, 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 : 211,274: 67,593 15,199 21,757 79,512 153,717 168,862 190,673: 42,412 20,601
Old : 197,989: 62,857 15,782 18,374 75,738 144,283 156,969 178,439: 41,020 19,550
Other: 13,285: 6,131 812 1,988 3,774 9,434 11,893 12,234: 1,392 1,051
: : :
: : Changes in Commitments from: October 16, 2012 :
: 2,305: -57 3,851 -3,695 3,603 2,134 -149 2,290: 2,454 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.2 10.3 37.6 72.8 79.9 90.2: 20.1 9.8
Old : 100.0: 31.7 8.0 9.3 38.3 72.9 79.3 90.1: 20.7 9.9
Other: 100.0: 46.1 6.1 15.0 28.4 71.0 89.5 92.1: 10.5 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 68 24 44 83 72 172 128:
Old : 197: 66 29 43 82 72 170 127:
Other: 53: 16 5 5 29 10 45 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 : 10.4 36.3 18.7 46.6 8.5 31.5 15.0 40.6
Old : 11.1 35.2 19.3 46.3 9.0 30.3 15.7 40.0
Other: 50.6 56.3 64.9 75.0 41.9 50.8 52.3 65.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 23, 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 : 14,976: 2,828 5,337 471 8,372 7,433 11,671 13,241: 3,305 1,735
Old : 14,960: 2,828 5,337 471 8,372 7,419 11,671 13,227: 3,289 1,733
Other: 16: 0 0 0 0 14 0 14: 16 2
: : :
: : Changes in Commitments from: October 16, 2012 :
: -414: -261 -54 -326 153 54 -434 -326: 20 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 35.6 3.1 55.9 49.6 77.9 88.4: 22.1 11.6
Old : 100.0: 18.9 35.7 3.1 56.0 49.6 78.0 88.4: 22.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 87.5 0.0 87.5: 100.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 20 18 10 26 10 49 36:
Old : 69: 20 18 10 26 9 49 35:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 45.4 48.3 60.1 34.2 44.6 47.4 58.7
Old : 34.2 45.4 48.3 60.1 34.2 44.6 47.5 58.8
Other: 0.0 87.5 0.0 87.5 0.0 87.5 0.0 87.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 23, 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 : 981,147: 251,027 256,573 12,971 566,263 584,924 830,261 854,468: 150,886 126,679
Old : 981,147: 251,027 256,573 12,971 566,263 584,924 830,261 854,468: 150,886 126,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 28,560: -41,079 10,637 -482 55,774 -28,813 14,213 -18,658: 14,347 47,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 26.2 1.3 57.7 59.6 84.6 87.1: 15.4 12.9
Old : 100.0: 25.6 26.2 1.3 57.7 59.6 84.6 87.1: 15.4 12.9
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 : 222: 45 42 17 99 88 153 138:
Old : 222: 45 42 17 99 88 153 138:
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 : 14.4 29.0 24.3 37.0 13.0 28.5 22.8 36.3
Old : 14.4 29.0 24.3 37.0 13.0 28.5 22.8 36.3
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, October 23, 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 : 1,694,133: 267,418 188,122 38,092 1,110,852 1,173,844 1,416,362 1,400,058: 277,771 294,075
Old : 1,694,133: 267,418 188,122 38,092 1,110,852 1,173,844 1,416,362 1,400,058: 277,771 294,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 13,140: -59,845 -3,176 1,508 77,611 10,008 19,274 8,340: -6,134 4,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.1 2.2 65.6 69.3 83.6 82.6: 16.4 17.4
Old : 100.0: 15.8 11.1 2.2 65.6 69.3 83.6 82.6: 16.4 17.4
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 : 273: 49 51 38 121 124 194 189:
Old : 273: 49 51 38 121 124 194 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 29.4 32.2 36.6 20.9 24.3 30.6 31.4
Old : 21.2 29.4 32.2 36.6 20.9 24.3 30.6 31.4
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, October 23, 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 : 1,358,525: 228,379 145,153 16,833 895,871 942,314 1,141,083 1,104,300: 217,442 254,225
Old : 1,358,525: 228,379 145,153 16,833 895,871 942,314 1,141,083 1,104,300: 217,442 254,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -54,003: -46,912 -26,422 6,876 1,086 -52,652 -38,950 -72,198: -15,053 18,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 10.7 1.2 65.9 69.4 84.0 81.3: 16.0 18.7
Old : 100.0: 16.8 10.7 1.2 65.9 69.4 84.0 81.3: 16.0 18.7
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 : 193: 36 34 16 80 92 125 133:
Old : 193: 36 34 16 80 92 125 133:
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 : 18.2 27.3 29.9 37.6 17.1 26.7 27.7 35.6
Old : 18.2 27.3 29.9 37.6 17.1 26.7 27.7 35.6
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, October 23, 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 : 387,775: 10,685 48,059 54,196 299,934 247,665 364,815 349,920: 22,960 37,855
Old : 387,775: 10,685 48,059 54,196 299,934 247,665 364,815 349,920: 22,960 37,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 7,938: 2,864 1,607 3,439 7,996 3,781 14,299 8,827: -6,361 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.4 14.0 77.3 63.9 94.1 90.2: 5.9 9.8
Old : 100.0: 2.8 12.4 14.0 77.3 63.9 94.1 90.2: 5.9 9.8
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 : 70: 13 14 19 37 37 58 62:
Old : 70: 13 14 19 37 37 58 62:
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 : 44.8 29.6 53.9 49.0 34.3 23.2 40.8 35.4
Old : 44.8 29.6 53.9 49.0 34.3 23.2 40.8 35.4
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, October 23, 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 : 55,166: 18,722 7,940 519 27,633 42,646 46,873 51,104: 8,293 4,062
Old : 55,166: 18,722 7,940 519 27,633 42,646 46,873 51,104: 8,293 4,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -5,284: -6,956 1,468 513 1,053 -5,701 -5,391 -3,721: 107 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 14.4 0.9 50.1 77.3 85.0 92.6: 15.0 7.4
Old : 100.0: 33.9 14.4 0.9 50.1 77.3 85.0 92.6: 15.0 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 : 99: 36 14 4 33 23 71 39:
Old : 99: 36 14 4 33 23 71 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 : 23.6 43.2 38.9 64.1 23.6 43.2 38.5 64.0
Old : 23.6 43.2 38.9 64.1 23.6 43.2 38.5 64.0
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, October 23, 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 : 110,331: 37,443 15,879 1,037 55,265 85,292 93,745 102,208: 16,586 8,123
Old : 110,331: 37,443 15,879 1,037 55,265 85,292 93,745 102,208: 16,586 8,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -10,567: -13,912 2,935 1,025 2,106 -11,401 -10,781 -7,441: 214 -3,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 14.4 0.9 50.1 77.3 85.0 92.6: 15.0 7.4
Old : 100.0: 33.9 14.4 0.9 50.1 77.3 85.0 92.6: 15.0 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 : 99: 36 14 4 33 23 71 39:
Old : 99: 36 14 4 33 23 71 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 : 23.6 43.2 38.9 64.1 23.6 43.2 38.5 64.0
Old : 23.6 43.2 38.9 64.1 23.6 43.2 38.5 64.0
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, October 23, 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 : 8,449: 6,116 7,076 1,052 1,134 316 8,302 8,444: 147 5
Old : 8,449: 6,116 7,076 1,052 1,134 316 8,302 8,444: 147 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 30: 0 131 10 0 -115 10 26: 20 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 83.7 12.5 13.4 3.7 98.3 99.9: 1.7 0.1
Old : 100.0: 72.4 83.7 12.5 13.4 3.7 98.3 99.9: 1.7 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 : 24: 12 9 3 1 2 15 12:
Old : 24: 12 9 3 1 2 15 12:
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 : 67.7 81.1 89.1 96.6 67.7 74.1 81.4 86.0
Old : 67.7 81.1 89.1 96.6 67.7 74.1 81.4 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,630: 2,020 5,075 1 9,433 6,493 11,454 11,569: 176 61
Old : 11,630: 2,020 5,075 1 9,433 6,493 11,454 11,569: 176 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 124: -49 62 0 176 61 127 123: -3 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 43.6 0.0 81.1 55.8 98.5 99.5: 1.5 0.5
Old : 100.0: 17.4 43.6 0.0 81.1 55.8 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 6 1 5 10 13 16:
Old : 28: 7 6 1 5 10 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 : 87.1 85.1 95.8 94.5 87.1 85.1 95.8 94.5
Old : 87.1 85.1 95.8 94.5 87.1 85.1 95.8 94.5
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, October 23, 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 : 13,694: 1,655 1,588 0 11,758 12,075 13,413 13,663: 281 31
Old : 13,694: 1,655 1,588 0 11,758 12,075 13,413 13,663: 281 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 63: -28 95 0 82 -26 54 69: 9 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.6 0.0 85.9 88.2 97.9 99.8: 2.1 0.2
Old : 100.0: 12.1 11.6 0.0 85.9 88.2 97.9 99.8: 2.1 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 : 28: 6 5 0 4 14 10 19:
Old : 28: 6 5 0 4 14 10 19:
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 : 94.5 69.1 97.4 88.4 94.5 69.1 97.4 88.4
Old : 94.5 69.1 97.4 88.4 94.5 69.1 97.4 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012