WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 584,996: 148,672 93,481 159,098 238,115 277,749 545,885 530,327: 39,111 54,669
Old : 496,575: 124,433 87,969 124,243 214,844 242,734 463,520 454,947: 33,055 41,629
Other: 88,420: 36,078 17,351 23,014 23,272 35,015 82,364 75,380: 6,056 13,040
: : :
: : Changes in Commitments from: August 28, 2012 :
: 8,920: 7,563 4,758 5,391 -4,076 -879 8,878 9,270: 42 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.0 27.2 40.7 47.5 93.3 90.7: 6.7 9.3
Old : 100.0: 25.1 17.7 25.0 43.3 48.9 93.3 91.6: 6.7 8.4
Other: 100.0: 40.8 19.6 26.0 26.3 39.6 93.2 85.3: 6.8 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 143 117 155 94 134 316 336:
Old : 398: 137 119 142 86 129 297 323:
Other: 208: 45 53 36 47 96 114 170:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 15.3 25.4 23.3 13.5 11.3 22.6 18.0
Old : 16.5 15.4 28.6 23.7 15.5 13.1 25.3 20.3
Other: 39.9 26.2 54.9 37.0 27.5 9.8 36.8 16.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 1,804,347: 421,192 54,078 570,095 635,112 916,920 1,626,399 1,541,093: 177,948 263,254
Old : 1,692,769: 390,371 70,800 536,035 598,925 847,661 1,525,332 1,454,496: 167,437 238,273
Other: 111,578: 53,800 6,257 11,080 36,187 69,259 101,067 86,597: 10,511 24,982
: : :
: : Changes in Commitments from: August 28, 2012 :
: -6,611: 8,426 -3,872 10,748 -22,770 -12,100 -3,596 -5,224: -3,015 -1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.0 31.6 35.2 50.8 90.1 85.4: 9.9 14.6
Old : 100.0: 23.1 4.2 31.7 35.4 50.1 90.1 85.9: 9.9 14.1
Other: 100.0: 48.2 5.6 9.9 32.4 62.1 90.6 77.6: 9.4 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 877: 257 156 270 280 418 644 745:
Old : 875: 251 161 265 273 416 631 743:
Other: 419: 58 57 36 71 274 148 350:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 10.3 17.9 17.3 7.5 6.5 13.1 10.7
Old : 10.4 9.4 18.3 16.6 7.9 6.6 13.6 10.9
Other: 40.2 27.0 50.4 33.9 40.2 26.3 48.5 32.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 12,590: 4,440 594 615 5,005 10,555 10,060 11,765: 2,530 826
Old : 12,576: 4,445 594 610 4,993 10,550 10,048 11,755: 2,528 822
Other: 14: 0 5 0 12 5 12 10: 2 4
: : :
: : Changes in Commitments from: August 28, 2012 :
: 683: 804 122 55 -344 570 515 747: 169 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 4.7 4.9 39.7 83.8 79.9 93.4: 20.1 6.6
Old : 100.0: 35.3 4.7 4.9 39.7 83.9 79.9 93.5: 20.1 6.5
Other: 100.0: 0.0 35.8 0.0 85.6 35.7 85.6 71.5: 14.4 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 24 5 8 13 13 39 24:
Old : 48: 24 5 8 13 13 39 24:
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 : 33.7 65.8 51.5 80.3 31.5 58.3 44.4 72.6
Old : 33.7 65.9 51.5 80.4 31.6 58.4 44.4 72.7
Other: 85.6 71.5 85.6 71.5 71.3 57.2 71.3 57.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 1,197,773: 303,135 56,422 446,016 356,706 604,171 1,105,857 1,106,609: 91,917 91,164
Old : 1,157,831: 292,864 57,915 433,950 342,998 579,214 1,069,812 1,071,079: 88,019 86,752
Other: 39,943: 16,929 5,165 5,409 13,707 24,957 36,045 35,530: 3,898 4,412
: : :
: : Changes in Commitments from: August 28, 2012 :
: 41,298: 8,092 -1,877 30,946 41 7,552 39,079 36,621: 2,219 4,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.7 37.2 29.8 50.4 92.3 92.4: 7.7 7.6
Old : 100.0: 25.3 5.0 37.5 29.6 50.0 92.4 92.5: 7.6 7.5
Other: 100.0: 42.4 12.9 13.5 34.3 62.5 90.2 89.0: 9.8 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 268 163 273 173 228 557 556:
Old : 677: 260 171 269 172 225 551 553:
Other: 245: 52 47 23 38 130 100 190:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 15.1 19.6 24.0 5.9 10.5 9.9 14.8
Old : 12.7 14.4 19.7 23.6 6.8 11.0 11.2 15.3
Other: 33.6 46.8 45.3 57.2 30.1 44.1 39.8 51.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 400,783: 92,769 40,432 87,123 174,976 247,379 354,868 374,934: 45,915 25,849
Old : 389,756: 94,414 42,182 81,435 170,125 241,442 345,973 365,059: 43,783 24,697
Other: 11,027: 2,112 2,006 1,932 4,851 5,937 8,895 9,875: 2,132 1,152
: : :
: : Changes in Commitments from: August 28, 2012 :
: 9,609: 9,544 -4,745 -527 -5,026 16,323 3,992 11,051: 5,617 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.1 21.7 43.7 61.7 88.5 93.6: 11.5 6.4
Old : 100.0: 24.2 10.8 20.9 43.6 61.9 88.8 93.7: 11.2 6.3
Other: 100.0: 19.2 18.2 17.5 44.0 53.8 80.7 89.6: 19.3 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 84 77 97 81 77 233 202:
Old : 278: 85 81 97 81 77 233 202:
Other: 38: 11 5 9 16 10 31 22:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 29.9 21.2 41.8 9.1 23.9 15.8 33.0
Old : 13.3 30.2 21.4 42.1 9.2 24.5 16.1 33.6
Other: 33.9 47.1 51.5 68.6 33.1 47.1 46.5 60.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 695,300: 64,395 44,857 50,189 414,323 441,409 528,906 536,455: 166,395 158,846
Old : 695,300: 64,395 44,857 50,189 414,323 441,409 528,906 536,455: 166,395 158,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -7,098: 7,579 -12,726 2,475 -9,424 6,667 630 -3,584: -7,728 -3,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.5 7.2 59.6 63.5 76.1 77.2: 23.9 22.8
Old : 100.0: 9.3 6.5 7.2 59.6 63.5 76.1 77.2: 23.9 22.8
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 : 141: 26 24 30 69 77 111 115:
Old : 141: 26 24 30 69 77 111 115:
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 : 18.7 16.7 27.2 26.5 14.7 11.2 21.4 20.3
Old : 18.7 16.7 27.2 26.5 14.7 11.2 21.4 20.3
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, September 4, 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 : 383,649: 43,649 33,087 9,552 263,266 282,218 316,467 324,857: 67,182 58,793
Old : 383,649: 43,649 33,087 9,552 263,266 282,218 316,467 324,857: 67,182 58,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,361: 324 8,064 -1,022 8,937 140 8,239 7,182: -9,600 -8,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.6 2.5 68.6 73.6 82.5 84.7: 17.5 15.3
Old : 100.0: 11.4 8.6 2.5 68.6 73.6 82.5 84.7: 17.5 15.3
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 : 67: 7 7 5 38 41 48 50:
Old : 67: 7 7 5 38 41 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 42.5 48.6 52.9 31.7 39.0 43.7 48.6
Old : 32.8 42.5 48.6 52.9 31.7 39.0 43.7 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 with Delta-adjusted Options and Futures Combined, September 4, 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 : 11,246: 1,983 190 2,645 5,999 8,139 10,627 10,974: 619 272
Old : 11,246: 1,983 190 2,645 5,999 8,139 10,627 10,974: 619 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -735: -64 -12 -211 -463 -515 -738 -738: 3 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 1.7 23.5 53.3 72.4 94.5 97.6: 5.5 2.4
Old : 100.0: 17.6 1.7 23.5 53.3 72.4 94.5 97.6: 5.5 2.4
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 : 40: 12 3 8 21 21 36 30:
Old : 40: 12 3 8 21 21 36 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 : 58.3 53.0 72.0 74.9 14.5 19.4 19.5 25.4
Old : 58.3 53.0 72.0 74.9 14.5 19.4 19.5 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 323,361: 86,481 9,844 95,121 89,405 192,165 271,006 297,129: 52,355 26,232
Old : 313,820: 83,854 9,531 92,734 85,952 186,238 262,540 288,503: 51,280 25,317
Other: 9,541: 2,947 633 2,066 3,453 5,927 8,466 8,626: 1,075 915
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,106: 1,185 554 -377 -2,735 -653 -1,927 -476: -179 -1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.0 29.4 27.6 59.4 83.8 91.9: 16.2 8.1
Old : 100.0: 26.7 3.0 29.6 27.4 59.3 83.7 91.9: 16.3 8.1
Other: 100.0: 30.9 6.6 21.7 36.2 62.1 88.7 90.4: 11.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 94 31 78 80 81 213 173:
Old : 243: 97 30 77 80 81 211 173:
Other: 40: 8 5 2 25 11 34 17:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 30.2 19.4 43.9 6.8 23.2 11.7 32.2
Old : 12.4 29.5 19.5 43.3 7.0 22.9 12.0 32.1
Other: 48.3 56.3 65.0 77.3 35.1 39.0 48.2 54.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,813: 2,955 5,127 547 7,448 6,811 10,949 12,484: 2,864 1,329
Old : 13,808: 2,955 5,124 547 7,445 6,811 10,946 12,481: 2,862 1,327
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,235: -388 773 -1,004 204 -1,106 -1,188 -1,337: -48 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 37.1 4.0 53.9 49.3 79.3 90.4: 20.7 9.6
Old : 100.0: 21.4 37.1 4.0 53.9 49.3 79.3 90.4: 20.7 9.6
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 : 66: 19 21 12 25 11 53 36:
Old : 66: 19 21 12 25 11 53 36:
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 : 36.5 45.4 51.7 60.4 36.4 44.3 51.6 59.0
Old : 36.5 45.5 51.7 60.4 36.5 44.3 51.6 59.0
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 with Delta-adjusted Options and Futures Combined, September 4, 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 : 1,118,317: 309,420 184,182 84,478 589,106 775,219 983,005 1,043,879: 135,313 74,438
Old : 1,118,317: 309,420 184,182 84,478 589,106 775,219 983,005 1,043,879: 135,313 74,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 56,184: 56,827 32,718 1,196 -884 42,634 57,139 76,548: -955 -20,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 16.5 7.6 52.7 69.3 87.9 93.3: 12.1 6.7
Old : 100.0: 27.7 16.5 7.6 52.7 69.3 87.9 93.3: 12.1 6.7
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 : 215: 46 34 25 97 100 154 148:
Old : 215: 46 34 25 97 100 154 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 32.1 25.7 42.9 14.5 26.6 24.1 35.2
Old : 14.8 32.1 25.7 42.9 14.5 26.6 24.1 35.2
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, September 4, 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 : 1,908,213: 279,621 165,941 196,686 1,104,403 1,243,723 1,580,710 1,606,349: 327,503 301,863
Old : 1,908,213: 279,621 165,941 196,686 1,104,403 1,243,723 1,580,710 1,606,349: 327,503 301,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 35,727: 66,936 -2,267 18,400 -30,798 53,364 54,537 69,497: -18,810 -33,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.7 10.3 57.9 65.2 82.8 84.2: 17.2 15.8
Old : 100.0: 14.7 8.7 10.3 57.9 65.2 82.8 84.2: 17.2 15.8
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 : 248: 44 44 54 128 145 197 218:
Old : 248: 44 44 54 128 145 197 218:
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 : 21.0 20.2 30.3 26.5 19.6 15.4 26.6 21.0
Old : 21.0 20.2 30.3 26.5 19.6 15.4 26.6 21.0
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, September 4, 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 : 1,369,987: 271,599 136,500 77,040 764,247 902,748 1,112,886 1,116,289: 257,101 253,698
Old : 1,369,987: 271,599 136,500 77,040 764,247 902,748 1,112,886 1,116,289: 257,101 253,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -7,530: 50,087 30,352 7,254 -64,756 -43,570 -7,415 -5,964: -115 -1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 10.0 5.6 55.8 65.9 81.2 81.5: 18.8 18.5
Old : 100.0: 19.8 10.0 5.6 55.8 65.9 81.2 81.5: 18.8 18.5
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 : 187: 35 37 32 77 96 130 147:
Old : 187: 35 37 32 77 96 130 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 22.5 29.4 34.0 16.1 22.3 26.8 32.0
Old : 17.6 22.5 29.4 34.0 16.1 22.3 26.8 32.0
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, September 4, 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 : 437,878: 9,719 53,424 82,526 321,178 267,426 413,423 403,376: 24,455 34,502
Old : 437,878: 9,719 53,424 82,526 321,178 267,426 413,423 403,376: 24,455 34,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -74,558: -19,526 -8,859 -3,935 -45,827 -59,959 -69,289 -72,753: -5,269 -1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 12.2 18.8 73.3 61.1 94.4 92.1: 5.6 7.9
Old : 100.0: 2.2 12.2 18.8 73.3 61.1 94.4 92.1: 5.6 7.9
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 : 84: 12 22 28 43 42 73 75:
Old : 84: 12 22 28 43 42 73 75:
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 : 40.3 28.9 48.5 47.5 30.7 22.7 35.7 33.7
Old : 40.3 28.9 48.5 47.5 30.7 22.7 35.7 33.7
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, September 4, 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 : 57,565: 19,376 6,058 952 28,569 45,319 48,897 52,328: 8,668 5,237
Old : 57,565: 19,376 6,058 952 28,569 45,319 48,897 52,328: 8,668 5,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,630: -3,160 934 131 1,101 -3,704 -1,928 -2,639: -701 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.5 1.7 49.6 78.7 84.9 90.9: 15.1 9.1
Old : 100.0: 33.7 10.5 1.7 49.6 78.7 84.9 90.9: 15.1 9.1
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 : 91: 31 11 9 33 27 68 43:
Old : 91: 31 11 9 33 27 68 43:
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 : 25.9 50.9 39.7 64.4 24.7 50.8 38.5 64.4
Old : 25.9 50.9 39.7 64.4 24.7 50.8 38.5 64.4
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, September 4, 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 : 115,130: 38,753 12,115 1,904 57,138 90,638 97,794 104,656: 17,335 10,473
Old : 115,130: 38,753 12,115 1,904 57,138 90,638 97,794 104,656: 17,335 10,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -5,259: -6,321 1,868 261 2,203 -7,408 -3,856 -5,278: -1,403 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.5 1.7 49.6 78.7 84.9 90.9: 15.1 9.1
Old : 100.0: 33.7 10.5 1.7 49.6 78.7 84.9 90.9: 15.1 9.1
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 : 91: 31 11 9 33 27 68 43:
Old : 91: 31 11 9 33 27 68 43:
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 : 25.9 50.9 39.7 64.4 24.7 50.8 38.5 64.4
Old : 25.9 50.9 39.7 64.4 24.7 50.8 38.5 64.4
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, September 4, 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 : 8,614: 6,222 6,614 954 1,293 1,041 8,469 8,609: 145 5
Old : 8,614: 6,222 6,614 954 1,293 1,041 8,469 8,609: 145 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 182: 182 185 0 0 -3 182 182: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 76.8 11.1 15.0 12.1 98.3 99.9: 1.7 0.1
Old : 100.0: 72.2 76.8 11.1 15.0 12.1 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 : 21: 9 9 3 1 2 12 12:
Old : 21: 9 9 3 1 2 12 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 : 75.6 77.0 93.7 95.4 74.3 70.3 85.3 86.0
Old : 75.6 77.0 93.7 95.4 74.3 70.3 85.3 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 with Delta-adjusted Options and Futures Combined, September 4, 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 : 11,736: 1,225 4,841 33 10,232 6,796 11,490 11,670: 246 66
Old : 11,736: 1,225 4,841 33 10,232 6,796 11,490 11,670: 246 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,117: -16 1,047 26 1,117 44 1,127 1,117: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 41.2 0.3 87.2 57.9 97.9 99.4: 2.1 0.6
Old : 100.0: 10.4 41.2 0.3 87.2 57.9 97.9 99.4: 2.1 0.6
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 : 29: 7 8 2 6 9 15 17:
Old : 29: 7 8 2 6 9 15 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 : 85.8 80.4 95.1 90.6 85.8 80.2 95.1 90.2
Old : 85.8 80.4 95.1 90.6 85.8 80.2 95.1 90.2
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, September 4, 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 : 14,645: 1,792 2,818 323 12,336 11,480 14,451 14,621: 194 24
Old : 14,645: 1,792 2,818 323 12,336 11,480 14,451 14,621: 194 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 121: -96 -159 222 44 175 170 238: -49 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 19.2 2.2 84.2 78.4 98.7 99.8: 1.3 0.2
Old : 100.0: 12.2 19.2 2.2 84.2 78.4 98.7 99.8: 1.3 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 : 30: 5 7 2 4 15 10 23:
Old : 30: 5 7 2 4 15 10 23:
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 : 90.1 73.0 97.9 87.8 90.1 70.8 96.2 85.7
Old : 90.1 73.0 97.9 87.8 90.1 70.8 96.2 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012