WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 621,040: 144,948 84,751 186,530 248,043 292,336 579,521 563,617: 41,518 57,423
Old : 540,914: 124,561 78,959 155,244 225,130 261,792 504,935 495,995: 35,979 44,919
Other: 80,125: 30,090 15,494 21,584 22,913 30,544 74,586 67,622: 5,539 12,503
: : :
: : Changes in Commitments from: August 7, 2012 :
: -17,580: -4,485 110 -7,572 -5,224 -11,667 -17,281 -19,129: -300 1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 13.6 30.0 39.9 47.1 93.3 90.8: 6.7 9.2
Old : 100.0: 23.0 14.6 28.7 41.6 48.4 93.3 91.7: 6.7 8.3
Other: 100.0: 37.6 19.3 26.9 28.6 38.1 93.1 84.4: 6.9 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 146 124 160 99 135 331 341:
Old : 411: 144 123 149 95 135 317 334:
Other: 200: 45 49 37 42 91 108 164:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 15.0 24.8 22.8 13.0 11.5 20.9 17.3
Old : 15.7 15.3 27.2 23.4 14.6 13.0 22.7 19.4
Other: 42.2 27.9 57.8 39.4 27.8 10.1 35.5 15.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,966,851: 395,926 52,620 679,519 706,686 961,892 1,782,131 1,694,031: 184,720 272,820
Old : 378,895: 68,940 9,464 177,663 99,773 168,940 346,376 356,067: 32,520 22,829
Other: 1,587,955: 345,759 61,929 483,083 606,913 792,952 1,435,755 1,337,964: 152,201 249,992
: : :
: : Changes in Commitments from: August 7, 2012 :
: 22,092: 16,531 -244 9,093 -5,263 11,132 20,361 19,981: 1,731 2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 2.7 34.5 35.9 48.9 90.6 86.1: 9.4 13.9
Old : 100.0: 18.2 2.5 46.9 26.3 44.6 91.4 94.0: 8.6 6.0
Other: 100.0: 21.8 3.9 30.4 38.2 49.9 90.4 84.3: 9.6 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 855: 249 156 287 306 409 668 747:
Old : 587: 157 80 133 201 256 404 424:
Other: 842: 226 175 256 252 404 591 725:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 10.6 17.6 16.9 7.1 5.5 12.2 9.1
Old : 11.1 19.6 19.4 27.6 7.6 13.5 11.9 17.2
Other: 11.0 9.6 18.7 15.7 7.5 6.2 13.2 9.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 11,640: 3,025 180 833 5,436 9,759 9,295 10,773: 2,345 867
Old : 11,628: 3,025 176 833 5,424 9,754 9,283 10,764: 2,345 864
Other: 12: 0 4 0 12 5 12 9: 0 3
: : :
: : Changes in Commitments from: August 7, 2012 :
: 355: 118 50 -30 187 297 275 316: 79 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 1.6 7.2 46.7 83.8 79.9 92.5: 20.1 7.5
Old : 100.0: 26.0 1.5 7.2 46.6 83.9 79.8 92.6: 20.2 7.4
Other: 100.0: 0.0 33.6 0.0 99.7 41.5 99.7 75.1: 0.3 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 8 8 14 13 37 23:
Old : 44: 17 7 8 14 13 37 23:
Other: 4: 0 1 0 2 2 2 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 : 29.9 63.5 49.7 79.6 27.3 55.7 41.4 69.0
Old : 29.9 63.6 49.7 79.6 27.3 55.8 41.5 69.1
Other: 99.7 75.1 99.7 75.1 83.1 58.5 83.1 58.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,140,549: 282,974 51,565 409,130 368,472 595,667 1,060,577 1,056,362: 79,972 84,187
Old : 1,106,395: 273,956 52,033 400,136 355,375 573,703 1,029,467 1,025,872: 76,928 80,523
Other: 34,154: 13,554 4,068 4,459 13,097 21,963 31,110 30,490: 3,044 3,664
: : :
: : Changes in Commitments from: August 7, 2012 :
: 471: 2,532 -1,446 7,317 -10,335 -9,328 -485 -3,457: 956 3,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.5 35.9 32.3 52.2 93.0 92.6: 7.0 7.4
Old : 100.0: 24.8 4.7 36.2 32.1 51.9 93.0 92.7: 7.0 7.3
Other: 100.0: 39.7 11.9 13.1 38.3 64.3 91.1 89.3: 8.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 264 140 254 177 221 534 529:
Old : 644: 258 147 250 176 218 528 526:
Other: 226: 43 43 22 37 125 88 182:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 15.0 20.0 23.8 6.2 10.2 10.8 14.6
Old : 13.1 14.3 20.1 23.3 7.4 10.5 12.0 15.1
Other: 36.4 47.5 47.8 57.4 31.4 42.1 40.9 49.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 385,087: 62,416 52,408 87,276 203,528 215,023 353,220 354,706: 31,867 30,380
Old : 66,052: 14,999 12,510 9,381 36,931 39,287 61,311 61,177: 4,741 4,875
Other: 319,034: 61,269 53,750 64,043 166,597 175,736 291,909 293,529: 27,125 25,505
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,675: -134 -11,853 10,411 -10,832 5,154 -554 3,713: 2,230 -2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 13.6 22.7 52.9 55.8 91.7 92.1: 8.3 7.9
Old : 100.0: 22.7 18.9 14.2 55.9 59.5 92.8 92.6: 7.2 7.4
Other: 100.0: 19.2 16.8 20.1 52.2 55.1 91.5 92.0: 8.5 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 67 81 107 84 76 224 216:
Old : 165: 55 35 34 43 53 111 109:
Other: 260: 65 90 88 83 71 206 201:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 23.8 25.1 33.9 9.7 17.3 16.8 24.4
Old : 37.6 23.8 49.9 36.3 33.9 22.0 42.1 32.9
Other: 14.6 24.6 24.9 35.6 11.7 16.8 20.0 25.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 694,788: 73,455 57,273 64,234 382,249 426,546 519,937 548,053: 174,852 146,736
Old : 694,788: 73,455 57,273 64,234 382,249 426,546 519,937 548,053: 174,852 146,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -5,786: -2,571 754 6,313 -5,948 -10,022 -2,205 -2,955: -3,581 -2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.2 9.2 55.0 61.4 74.8 78.9: 25.2 21.1
Old : 100.0: 10.6 8.2 9.2 55.0 61.4 74.8 78.9: 25.2 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 34 28 37 83 83 133 132:
Old : 164: 34 28 37 83 83 133 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 13.5 27.0 23.7 15.8 12.2 22.8 22.0
Old : 19.1 13.5 27.0 23.7 15.8 12.2 22.8 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 360,090: 45,337 25,676 518 248,545 281,423 294,400 307,617: 65,689 52,473
Old : 360,090: 45,337 25,676 518 248,545 281,423 294,400 307,617: 65,689 52,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 7,309: -1,923 -24 -206 7,214 13,068 5,085 12,838: 2,224 -5,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.1 0.1 69.0 78.2 81.8 85.4: 18.2 14.6
Old : 100.0: 12.6 7.1 0.1 69.0 78.2 81.8 85.4: 18.2 14.6
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 : 69: 7 5 4 35 43 45 49:
Old : 69: 7 5 4 35 43 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 39.5 50.9 50.2 32.9 39.3 45.2 49.1
Old : 34.5 39.5 50.9 50.2 32.9 39.3 45.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 12,226: 2,371 336 2,859 6,425 8,812 11,655 12,007: 571 219
Old : 12,226: 2,371 336 2,859 6,425 8,812 11,655 12,007: 571 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -173: -7 147 25 -115 -381 -97 -209: -76 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.7 23.4 52.6 72.1 95.3 98.2: 4.7 1.8
Old : 100.0: 19.4 2.7 23.4 52.6 72.1 95.3 98.2: 4.7 1.8
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 : 47: 14 3 7 24 23 41 31:
Old : 47: 14 3 7 24 23 41 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 49.9 70.1 72.8 15.6 20.1 22.7 27.1
Old : 58.2 49.9 70.1 72.8 15.6 20.1 22.7 27.1
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 with Delta-adjusted Options and Futures Combined, August 14, 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 : 323,240: 83,754 6,408 98,817 89,243 189,966 271,814 295,192: 51,426 28,048
Old : 53,549: 18,747 797 12,916 12,789 34,148 44,451 47,860: 9,097 5,688
Other: 269,691: 75,895 16,499 75,013 76,454 155,819 227,363 247,331: 42,328 22,360
: : :
: : Changes in Commitments from: August 7, 2012 :
: 15,126: 6,994 -162 6,782 -1,369 9,018 12,407 15,638: 2,720 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.0 30.6 27.6 58.8 84.1 91.3: 15.9 8.7
Old : 100.0: 35.0 1.5 24.1 23.9 63.8 83.0 89.4: 17.0 10.6
Other: 100.0: 28.1 6.1 27.8 28.3 57.8 84.3 91.7: 15.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 91 26 82 70 75 204 164:
Old : 135: 49 12 24 48 49 104 78:
Other: 219: 79 47 72 64 67 186 153:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 27.8 18.5 40.6 6.5 22.9 11.7 30.1
Old : 24.5 27.0 33.9 40.0 18.7 22.7 25.6 33.2
Other: 11.1 28.5 18.3 41.7 7.6 23.3 13.8 30.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 14,536: 3,945 4,463 884 7,142 8,069 11,971 13,417: 2,565 1,119
Old : 14,533: 3,945 4,462 884 7,139 8,069 11,968 13,416: 2,565 1,117
Other: 3: 0 1 0 3 0 3 1: 0 2
: : :
: : Changes in Commitments from: August 7, 2012 :
: -212: -440 35 94 379 -219 34 -90: -246 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 30.7 6.1 49.1 55.5 82.4 92.3: 17.6 7.7
Old : 100.0: 27.1 30.7 6.1 49.1 55.5 82.4 92.3: 17.6 7.7
Other: 100.0: 0.0 33.3 0.0 100.0 0.0 100.0 33.3: 0.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 23 26 13 24 13 58 43:
Old : 78: 23 26 13 24 13 58 43:
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 : 32.5 44.4 46.4 58.6 32.2 43.2 45.1 55.5
Old : 32.5 44.4 46.5 58.6 32.2 43.3 45.1 55.5
Other: 100.0 33.3 100.0 33.3 100.0 33.3 100.0 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,150,028: 312,321 185,560 110,015 602,140 772,746 1,024,476 1,068,321: 125,552 81,707
Old : 1,150,028: 312,321 185,560 110,015 602,140 772,746 1,024,476 1,068,321: 125,552 81,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -30,311: -40,975 22,493 6,635 14,344 -59,217 -19,996 -30,089: -10,315 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 16.1 9.6 52.4 67.2 89.1 92.9: 10.9 7.1
Old : 100.0: 27.2 16.1 9.6 52.4 67.2 89.1 92.9: 10.9 7.1
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 : 229: 46 39 28 109 112 171 163:
Old : 229: 46 39 28 109 112 171 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 31.4 25.2 41.5 15.4 28.7 23.4 34.9
Old : 16.0 31.4 25.2 41.5 15.4 28.7 23.4 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,119,277: 223,451 185,309 270,086 1,318,477 1,346,319 1,812,013 1,801,714: 307,264 317,563
Old : 2,119,277: 223,451 185,309 270,086 1,318,477 1,346,319 1,812,013 1,801,714: 307,264 317,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 30,613: 18,453 -20,374 -1,655 -1,071 55,084 15,728 33,056: 14,886 -2,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 8.7 12.7 62.2 63.5 85.5 85.0: 14.5 15.0
Old : 100.0: 10.5 8.7 12.7 62.2 63.5 85.5 85.0: 14.5 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 39 58 64 147 159 224 243:
Old : 276: 39 58 64 147 159 224 243:
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 : 25.1 14.5 33.0 21.6 23.6 11.7 29.3 17.3
Old : 25.1 14.5 33.0 21.6 23.6 11.7 29.3 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,307,260: 214,235 112,740 65,099 791,637 884,243 1,070,971 1,062,082: 236,289 245,178
Old : 1,307,260: 214,235 112,740 65,099 791,637 884,243 1,070,971 1,062,082: 236,289 245,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 31,845: -16,344 944 -2,288 56,011 32,667 37,379 31,323: -5,534 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 8.6 5.0 60.6 67.6 81.9 81.2: 18.1 18.8
Old : 100.0: 16.4 8.6 5.0 60.6 67.6 81.9 81.2: 18.1 18.8
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 : 189: 28 34 32 88 104 133 153:
Old : 189: 28 34 32 88 104 133 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 21.6 32.3 31.3 17.3 21.0 28.6 30.0
Old : 19.4 21.6 32.3 31.3 17.3 21.0 28.6 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 473,453: 17,400 45,144 82,954 349,506 304,137 449,861 432,235: 23,592 41,218
Old : 473,453: 17,400 45,144 82,954 349,506 304,137 449,861 432,235: 23,592 41,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 8,248: 5,120 -3,846 -1,952 8,334 12,427 11,501 6,629: -3,253 1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 9.5 17.5 73.8 64.2 95.0 91.3: 5.0 8.7
Old : 100.0: 3.7 9.5 17.5 73.8 64.2 95.0 91.3: 5.0 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 : 91: 21 15 26 48 45 79 77:
Old : 91: 21 15 26 48 45 79 77:
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 : 42.1 27.6 50.1 45.2 31.3 20.3 36.3 32.1
Old : 42.1 27.6 50.1 45.2 31.3 20.3 36.3 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 53,583: 18,660 6,111 254 25,860 41,468 44,774 47,832: 8,809 5,751
Old : 53,583: 18,660 6,111 254 25,860 41,468 44,774 47,832: 8,809 5,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -231: -1,685 213 -80 956 134 -808 267: 578 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 11.4 0.5 48.3 77.4 83.6 89.3: 16.4 10.7
Old : 100.0: 34.8 11.4 0.5 48.3 77.4 83.6 89.3: 16.4 10.7
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 : 93: 29 15 10 34 27 68 47:
Old : 93: 29 15 10 34 27 68 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 : 28.3 45.5 42.2 61.2 28.3 45.5 42.2 61.2
Old : 28.3 45.5 42.2 61.2 28.3 45.5 42.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 107,166: 37,320 12,222 508 51,720 82,935 89,548 95,665: 17,619 11,501
Old : 107,166: 37,320 12,222 508 51,720 82,935 89,548 95,665: 17,619 11,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -461: -3,369 425 -159 1,912 268 -1,617 534: 1,156 -995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 11.4 0.5 48.3 77.4 83.6 89.3: 16.4 10.7
Old : 100.0: 34.8 11.4 0.5 48.3 77.4 83.6 89.3: 16.4 10.7
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 : 93: 29 15 10 34 27 68 47:
Old : 93: 29 15 10 34 27 68 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 : 28.3 45.5 42.2 61.2 28.3 45.5 42.2 61.2
Old : 28.3 45.5 42.2 61.2 28.3 45.5 42.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 8,431: 5,914 6,451 900 1,448 1,075 8,262 8,426: 169 5
Old : 8,431: 5,914 6,451 900 1,448 1,075 8,262 8,426: 169 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 71: 16 126 0 0 -55 16 71: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 76.5 10.7 17.2 12.8 98.0 99.9: 2.0 0.1
Old : 100.0: 70.1 76.5 10.7 17.2 12.8 98.0 99.9: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 10 2 1 2 9 13:
Old : 20: 7 10 2 1 2 9 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 : 79.1 76.4 96.3 94.0 77.7 69.5 87.3 85.2
Old : 79.1 76.4 96.3 94.0 77.7 69.5 87.3 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 10,845: 1,338 4,548 50 9,139 6,206 10,527 10,804: 318 41
Old : 10,845: 1,338 4,548 50 9,139 6,206 10,527 10,804: 318 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -164: 16 -389 10 -178 212 -152 -167: -12 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 41.9 0.5 84.3 57.2 97.1 99.6: 2.9 0.4
Old : 100.0: 12.3 41.9 0.5 84.3 57.2 97.1 99.6: 2.9 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 : 29: 7 7 1 6 10 14 17:
Old : 29: 7 7 1 6 10 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 82.1 93.8 91.6 82.7 81.6 93.8 91.1
Old : 82.7 82.1 93.8 91.6 82.7 81.6 93.8 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 14,946: 2,205 3,258 0 12,469 11,647 14,674 14,905: 272 41
Old : 14,946: 2,205 3,258 0 12,469 11,647 14,674 14,905: 272 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -92: -51 916 0 -5 -1,017 -56 -101: -36 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 21.8 0.0 83.4 77.9 98.2 99.7: 1.8 0.3
Old : 100.0: 14.8 21.8 0.0 83.4 77.9 98.2 99.7: 1.8 0.3
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 : 31: 7 7 0 4 14 11 21:
Old : 31: 7 7 0 4 14 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 70.0 97.1 85.5 89.0 70.0 97.1 85.5
Old : 89.0 70.0 97.1 85.5 89.0 70.0 97.1 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012