WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 596,617: 152,334 95,486 167,152 237,885 277,183 557,370 539,821: 39,247 56,796
Old : 491,289: 124,192 89,312 125,453 209,622 235,194 459,267 449,960: 32,022 41,330
Other: 105,328: 41,787 19,819 28,053 28,263 41,989 98,104 89,862: 7,224 15,466
: : :
: : Changes in Commitments from: September 18, 2012 :
: -4,097: -988 -4,159 -298 -2,271 -401 -3,556 -4,858: -540 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 16.0 28.0 39.9 46.5 93.4 90.5: 6.6 9.5
Old : 100.0: 25.3 18.2 25.5 42.7 47.9 93.5 91.6: 6.5 8.4
Other: 100.0: 39.7 18.8 26.6 26.8 39.9 93.1 85.3: 6.9 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 146 125 163 104 135 338 344:
Old : 411: 139 130 143 91 130 311 326:
Other: 229: 55 58 48 53 103 136 189:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 14.2 24.9 21.9 13.2 10.3 21.9 16.4
Old : 16.3 14.4 28.1 22.0 15.4 11.7 24.9 18.1
Other: 33.8 23.7 49.0 34.6 25.0 10.0 35.3 16.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,772,923: 382,480 58,462 578,213 642,892 859,769 1,603,584 1,496,443: 169,339 276,480
Old : 1,645,816: 353,295 82,328 536,021 599,515 780,969 1,488,831 1,399,317: 156,985 246,499
Other: 127,107: 58,655 5,604 12,722 43,377 78,800 114,754 97,126: 12,354 29,981
: : :
: : Changes in Commitments from: September 18, 2012 :
: -56,811: -11,746 -11,924 -31,640 -10,224 -16,350 -53,610 -59,913: -3,201 3,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.3 32.6 36.3 48.5 90.4 84.4: 9.6 15.6
Old : 100.0: 21.5 5.0 32.6 36.4 47.5 90.5 85.0: 9.5 15.0
Other: 100.0: 46.1 4.4 10.0 34.1 62.0 90.3 76.4: 9.7 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 839: 245 154 257 270 399 617 715:
Old : 836: 234 163 250 259 397 598 712:
Other: 421: 60 56 40 76 275 153 356:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 9.4 17.7 16.0 7.7 6.4 13.5 9.9
Old : 10.1 8.9 18.0 15.0 7.9 6.6 14.1 10.2
Other: 37.6 26.2 48.3 32.6 37.5 25.4 45.5 30.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,248: 3,489 636 591 5,716 10,223 9,797 11,449: 2,451 799
Old : 12,196: 3,494 638 584 5,678 10,188 9,757 11,409: 2,439 787
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: September 18, 2012 :
: -42: -238 122 27 338 -219 128 -69: -170 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.2 4.8 46.7 83.5 80.0 93.5: 20.0 6.5
Old : 100.0: 28.7 5.2 4.8 46.6 83.5 80.0 93.5: 20.0 6.5
Other: 100.0: 3.8 9.7 0.0 73.0 67.3 76.9 76.9: 23.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 5 9 14 12 37 23:
Old : 43: 20 5 9 14 12 37 23:
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 : 32.5 66.9 51.7 81.5 28.7 59.0 44.8 73.2
Old : 32.5 67.2 51.7 81.6 28.7 59.3 44.8 73.6
Other: 73.0 76.9 76.9 76.9 63.4 67.3 67.3 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,136,216: 245,647 31,431 428,405 382,333 583,646 1,056,385 1,043,482: 79,831 92,734
Old : 1,088,420: 231,777 36,668 411,759 370,062 552,728 1,013,598 1,001,155: 74,822 87,265
Other: 47,797: 23,753 4,645 6,764 12,271 30,918 42,788 42,328: 5,009 5,469
: : :
: : Changes in Commitments from: September 18, 2012 :
: -20,882: -24,151 -24,058 -5,771 12,683 10,258 -17,239 -19,572: -3,643 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 2.8 37.7 33.6 51.4 93.0 91.8: 7.0 8.2
Old : 100.0: 21.3 3.4 37.8 34.0 50.8 93.1 92.0: 6.9 8.0
Other: 100.0: 49.7 9.7 14.2 25.7 64.7 89.5 88.6: 10.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 255 148 278 181 219 545 550:
Old : 652: 241 168 271 176 216 533 546:
Other: 257: 61 50 32 47 124 124 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 14.7 21.2 23.4 6.9 9.5 11.5 13.9
Old : 14.0 13.6 21.5 22.5 8.7 9.8 13.4 14.4
Other: 32.1 46.9 44.6 56.2 30.2 46.5 40.2 53.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 341,651: 63,351 41,272 69,179 172,587 203,426 305,117 313,878: 36,534 27,773
Old : 329,729: 65,459 43,248 63,214 166,684 196,311 295,357 302,774: 34,372 26,955
Other: 11,922: 2,241 2,373 1,616 5,903 7,115 9,760 11,104: 2,162 818
: : :
: : Changes in Commitments from: September 18, 2012 :
: -23,196: -16,207 -1,121 -2,754 3,730 -18,788 -15,231 -22,663: -7,965 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 12.1 20.2 50.5 59.5 89.3 91.9: 10.7 8.1
Old : 100.0: 19.9 13.1 19.2 50.6 59.5 89.6 91.8: 10.4 8.2
Other: 100.0: 18.8 19.9 13.6 49.5 59.7 81.9 93.1: 18.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 70 74 97 81 78 219 207:
Old : 269: 73 78 96 81 78 218 207:
Other: 45: 10 7 12 21 10 38 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 26.5 23.4 36.4 10.8 19.5 19.1 27.1
Old : 12.9 27.0 23.7 36.7 11.1 20.3 19.5 27.8
Other: 31.0 56.2 48.7 74.4 29.1 56.2 44.8 68.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 652,984: 40,703 56,747 49,036 413,213 389,489 502,951 495,272: 150,033 157,712
Old : 652,984: 40,703 56,747 49,036 413,213 389,489 502,951 495,272: 150,033 157,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -25,766: -1,603 13,854 -23,644 9,318 -5,682 -15,930 -15,473: -9,835 -10,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 8.7 7.5 63.3 59.6 77.0 75.8: 23.0 24.2
Old : 100.0: 6.2 8.7 7.5 63.3 59.6 77.0 75.8: 23.0 24.2
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 : 150: 28 30 37 75 76 125 121:
Old : 150: 28 30 37 75 76 125 121:
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 : 19.9 14.6 28.3 24.8 14.2 14.4 21.0 21.2
Old : 19.9 14.6 28.3 24.8 14.2 14.4 21.0 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 359,116: 41,907 30,833 1,710 252,673 267,842 296,290 300,385: 62,826 58,731
Old : 359,116: 41,907 30,833 1,710 252,673 267,842 296,290 300,385: 62,826 58,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,762: 94 -3,469 -832 2,855 3,098 2,117 -1,203: -4,879 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 8.6 0.5 70.4 74.6 82.5 83.6: 17.5 16.4
Old : 100.0: 11.7 8.6 0.5 70.4 74.6 82.5 83.6: 17.5 16.4
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 : 66: 6 6 4 35 38 43 46:
Old : 66: 6 6 4 35 38 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 39.0 51.7 50.6 35.0 38.3 45.6 48.6
Old : 36.3 39.0 51.7 50.6 35.0 38.3 45.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,522: 2,451 448 2,085 5,622 7,710 10,158 10,243: 364 279
Old : 10,522: 2,451 448 2,085 5,622 7,710 10,158 10,243: 364 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -677: -138 121 -93 -202 -664 -433 -636: -244 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.3 19.8 53.4 73.3 96.5 97.3: 3.5 2.7
Old : 100.0: 23.3 4.3 19.8 53.4 73.3 96.5 97.3: 3.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 5 6 22 23 35 30:
Old : 40: 8 5 6 22 23 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 52.8 73.7 73.2 22.3 21.4 28.5 28.8
Old : 56.6 52.8 73.7 73.2 22.3 21.4 28.5 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 290,177: 63,145 10,786 82,409 100,778 172,294 246,333 265,488: 43,844 24,688
Old : 279,512: 60,882 10,375 79,075 96,698 166,020 236,655 255,469: 42,857 24,043
Other: 10,665: 3,059 1,207 2,538 4,080 6,274 9,677 10,019: 988 646
: : :
: : Changes in Commitments from: September 18, 2012 :
: -22,656: -11,694 -567 -9,359 4,160 -12,161 -16,893 -22,086: -5,764 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.7 28.4 34.7 59.4 84.9 91.5: 15.1 8.5
Old : 100.0: 21.8 3.7 28.3 34.6 59.4 84.7 91.4: 15.3 8.6
Other: 100.0: 28.7 11.3 23.8 38.3 58.8 90.7 93.9: 9.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 78 30 63 86 80 197 155:
Old : 222: 80 31 63 86 80 196 155:
Other: 45: 10 7 5 26 11 37 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 : 13.3 31.9 20.8 43.8 7.2 22.8 12.4 30.3
Old : 13.2 31.1 20.9 43.3 7.5 22.5 12.8 30.4
Other: 46.0 59.0 64.0 77.3 33.6 41.5 47.1 55.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,910: 2,808 5,998 681 8,185 6,624 11,674 13,303: 3,236 1,607
Old : 14,905: 2,808 5,995 681 8,182 6,624 11,671 13,300: 3,234 1,605
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: September 18, 2012 :
: 282: 15 182 111 104 35 230 327: 52 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 40.2 4.6 54.9 44.4 78.3 89.2: 21.7 10.8
Old : 100.0: 18.8 40.2 4.6 54.9 44.4 78.3 89.2: 21.7 10.8
Other: 100.0: 0.0 60.0 0.0 60.0 0.0 60.0 60.0: 40.0 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 19 26 8 24 9 48 38:
Old : 69: 19 26 8 24 9 48 38:
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 : 35.8 43.0 49.6 57.1 35.8 41.7 49.4 55.9
Old : 35.8 43.0 49.6 57.2 35.8 41.7 49.4 55.9
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,048,596: 275,903 219,246 76,483 559,406 667,494 911,791 963,223: 136,804 85,373
Old : 1,048,596: 275,903 219,246 76,483 559,406 667,494 911,791 963,223: 136,804 85,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 4,793: -11,291 33,070 -3,634 10,624 -33,260 -4,301 -3,824: 9,094 8,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 20.9 7.3 53.3 63.7 87.0 91.9: 13.0 8.1
Old : 100.0: 26.3 20.9 7.3 53.3 63.7 87.0 91.9: 13.0 8.1
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 : 214: 41 41 23 96 94 150 145:
Old : 214: 41 41 23 96 94 150 145:
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 : 19.2 29.8 29.1 41.3 19.1 28.0 27.0 37.3
Old : 19.2 29.8 29.1 41.3 19.1 28.0 27.0 37.3
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 with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,917,801: 233,172 160,164 172,949 1,194,479 1,279,277 1,600,600 1,612,390: 317,201 305,411
Old : 1,917,801: 233,172 160,164 172,949 1,194,479 1,279,277 1,600,600 1,612,390: 317,201 305,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -101,847: -39,410 -13,040 -68,604 -1,540 -16,433 -109,554 -98,077: 7,708 -3,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.4 9.0 62.3 66.7 83.5 84.1: 16.5 15.9
Old : 100.0: 12.2 8.4 9.0 62.3 66.7 83.5 84.1: 16.5 15.9
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 : 260: 40 56 65 138 142 221 220:
Old : 260: 40 56 65 138 142 221 220:
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 : 20.2 25.9 29.5 32.1 19.2 20.5 26.1 25.8
Old : 20.2 25.9 29.5 32.1 19.2 20.5 26.1 25.8
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,568,751: 257,944 155,811 92,068 959,720 1,083,178 1,309,731 1,331,056: 259,020 237,695
Old : 1,568,751: 257,944 155,811 92,068 959,720 1,083,178 1,309,731 1,331,056: 259,020 237,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 158,421: -21,496 31,943 26,963 154,620 102,639 160,088 161,544: -1,666 -3,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.9 5.9 61.2 69.0 83.5 84.8: 16.5 15.2
Old : 100.0: 16.4 9.9 5.9 61.2 69.0 83.5 84.8: 16.5 15.2
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 : 186: 34 30 30 79 104 126 151:
Old : 186: 34 30 30 79 104 126 151:
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 : 20.4 26.3 32.5 36.6 20.2 26.1 32.0 35.4
Old : 20.4 26.3 32.5 36.6 20.2 26.1 32.0 35.4
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 460,357: 20,062 44,795 83,415 330,356 293,072 433,834 421,282: 26,523 39,075
Old : 460,357: 20,062 44,795 83,415 330,356 293,072 433,834 421,282: 26,523 39,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 7,224: 3,542 -361 3,361 3,774 4,510 10,676 7,509: -3,452 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.7 18.1 71.8 63.7 94.2 91.5: 5.8 8.5
Old : 100.0: 4.4 9.7 18.1 71.8 63.7 94.2 91.5: 5.8 8.5
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 : 83: 16 18 28 42 42 71 75:
Old : 83: 16 18 28 42 42 71 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 : 40.2 29.8 49.5 47.1 31.2 25.0 36.9 32.2
Old : 40.2 29.8 49.5 47.1 31.2 25.0 36.9 32.2
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,169: 27,891 6,358 704 24,030 49,437 52,625 56,499: 8,544 4,670
Old : 61,169: 27,891 6,358 704 24,030 49,437 52,625 56,499: 8,544 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -16,594: 1,805 298 -1,253 -15,995 -13,185 -15,442 -14,140: -1,152 -2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 10.4 1.2 39.3 80.8 86.0 92.4: 14.0 7.6
Old : 100.0: 45.6 10.4 1.2 39.3 80.8 86.0 92.4: 14.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 34 13 8 36 28 73 46:
Old : 100: 34 13 8 36 28 73 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.8 40.4 59.8 24.8 42.8 39.5 59.8
Old : 25.3 42.8 40.4 59.8 24.8 42.8 39.5 59.8
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 122,337: 55,782 12,716 1,408 48,060 98,873 105,250 112,998: 17,088 9,340
Old : 122,337: 55,782 12,716 1,408 48,060 98,873 105,250 112,998: 17,088 9,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -33,188: 3,611 597 -2,506 -31,989 -26,371 -30,885 -28,280: -2,303 -4,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 10.4 1.2 39.3 80.8 86.0 92.4: 14.0 7.6
Old : 100.0: 45.6 10.4 1.2 39.3 80.8 86.0 92.4: 14.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 34 13 8 36 28 73 46:
Old : 100: 34 13 8 36 28 73 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 42.8 40.4 59.8 24.8 42.8 39.5 59.8
Old : 25.3 42.8 40.4 59.8 24.8 42.8 39.5 59.8
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,318: 5,720 6,755 1,024 1,378 537 8,122 8,316: 196 2
Old : 8,318: 5,720 6,755 1,024 1,378 537 8,122 8,316: 196 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -5,867: -2,505 -569 -3,378 -1 -1,916 -5,884 -5,863: 17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 81.2 12.3 16.6 6.5 97.6 100.0: 2.4 0.0
Old : 100.0: 68.8 81.2 12.3 16.6 6.5 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 3 1 2 15 11:
Old : 23: 12 8 3 1 2 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 77.1 89.0 96.8 66.0 69.8 80.5 86.4
Old : 66.0 77.1 89.0 96.8 66.0 69.8 80.5 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,785: 1,131 5,547 5 9,479 5,185 10,615 10,737: 170 48
Old : 10,785: 1,131 5,547 5 9,479 5,185 10,615 10,737: 170 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 359: 123 2,092 0 237 -1,715 360 377: -1 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 51.4 0.0 87.9 48.1 98.4 99.6: 1.6 0.4
Old : 100.0: 10.5 51.4 0.0 87.9 48.1 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 8 1 6 9 13 17:
Old : 28: 6 8 1 6 9 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.4 75.9 96.1 91.4 86.4 75.8 96.1 91.3
Old : 86.4 75.9 96.1 91.4 86.4 75.8 96.1 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,546: 1,668 1,401 0 11,616 12,088 13,284 13,489: 262 57
Old : 13,546: 1,668 1,401 0 11,616 12,088 13,284 13,489: 262 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 131: 20 -690 0 27 812 47 122: 84 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.3 0.0 85.8 89.2 98.1 99.6: 1.9 0.4
Old : 100.0: 12.3 10.3 0.0 85.8 89.2 98.1 99.6: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 6 0 4 14 9 20:
Old : 28: 5 6 0 4 14 9 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.7 69.7 97.8 86.3 93.7 69.7 97.8 86.3
Old : 93.7 69.7 97.8 86.3 93.7 69.7 97.8 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012