WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 600,139: 137,205 96,353 177,174 244,177 273,402 558,556 546,929: 41,582 53,209
Old : 491,730: 114,309 96,427 128,610 213,102 228,107 456,021 453,144: 35,708 38,586
Other: 108,409: 41,816 18,846 29,643 31,075 45,295 102,535 93,785: 5,874 14,624
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,133: -9,461 24 2,056 3,377 -3,190 -4,028 -1,110: 1,894 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.1 29.5 40.7 45.6 93.1 91.1: 6.9 8.9
Old : 100.0: 23.2 19.6 26.2 43.3 46.4 92.7 92.2: 7.3 7.8
Other: 100.0: 38.6 17.4 27.3 28.7 41.8 94.6 86.5: 5.4 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 153 122 167 107 136 338 354:
Old : 414: 148 121 146 91 133 307 336:
Other: 235: 58 56 56 57 102 144 194:
:----------------------------------------------------------------------------------------------------
: 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 13.6 24.5 20.8 12.7 10.3 21.3 16.1
Old : 16.3 14.4 27.9 22.2 15.1 12.1 24.6 18.4
Other: 32.6 22.4 47.4 33.9 24.4 10.0 35.2 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 1,850,087: 370,349 59,054 637,044 663,753 878,026 1,671,146 1,574,124: 178,941 275,963
Old : 1,711,597: 336,146 77,934 594,987 614,746 793,666 1,545,879 1,466,587: 165,717 245,010
Other: 138,490: 62,923 9,839 13,337 49,007 84,361 125,267 107,537: 13,224 30,953
: : :
: : Changes in Commitments from: October 2, 2012 :
: 6,753: -13,171 -1,897 15,195 -402 -7,060 1,621 6,238: 5,131 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.2 34.4 35.9 47.5 90.3 85.1: 9.7 14.9
Old : 100.0: 19.6 4.6 34.8 35.9 46.4 90.3 85.7: 9.7 14.3
Other: 100.0: 45.4 7.1 9.6 35.4 60.9 90.5 77.6: 9.5 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 846: 257 150 280 283 396 644 733:
Old : 844: 244 162 272 270 396 625 729:
Other: 436: 70 63 44 83 267 170 359:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 10.0 17.7 16.7 7.2 6.3 12.7 9.6
Old : 10.0 9.4 18.0 15.6 7.5 6.5 13.1 9.9
Other: 36.2 26.9 46.7 33.6 36.1 26.2 44.5 31.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 12,110: 2,156 537 613 7,152 9,990 9,920 11,140: 2,190 969
Old : 12,058: 2,161 539 606 7,114 9,955 9,880 11,100: 2,178 957
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: October 2, 2012 :
: -5: 29 -113 7 168 -8 205 -114: -210 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 4.4 5.1 59.1 82.5 81.9 92.0: 18.1 8.0
Old : 100.0: 17.9 4.5 5.0 59.0 82.6 81.9 92.1: 18.1 7.9
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 : 41: 17 7 9 14 11 35 23:
Old : 41: 17 7 9 14 11 35 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 : 37.5 69.3 54.1 81.2 30.4 59.8 43.7 68.1
Old : 37.5 69.6 54.2 81.3 30.4 60.2 43.8 68.5
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, October 9, 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 : 1,131,066: 229,279 34,107 424,740 397,565 581,794 1,051,584 1,040,641: 79,482 90,425
Old : 1,072,729: 210,686 34,312 408,617 378,488 546,852 997,791 989,781: 74,938 82,949
Other: 58,337: 27,725 8,927 6,991 19,077 34,942 53,793 50,860: 4,544 7,477
: : :
: : Changes in Commitments from: October 2, 2012 :
: 5,817: -5,294 -1,394 8,373 -1,305 -2,327 1,774 4,652: 4,044 1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 3.0 37.6 35.1 51.4 93.0 92.0: 7.0 8.0
Old : 100.0: 19.6 3.2 38.1 35.3 51.0 93.0 92.3: 7.0 7.7
Other: 100.0: 47.5 15.3 12.0 32.7 59.9 92.2 87.2: 7.8 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 647: 239 163 285 188 212 552 551:
Old : 644: 242 164 279 185 211 543 548:
Other: 262: 45 71 29 44 126 106 212:
:----------------------------------------------------------------------------------------------------
: 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 15.3 21.9 24.4 6.9 9.3 11.6 13.5
Old : 14.7 14.3 22.1 23.5 9.0 9.7 13.9 14.2
Other: 43.9 45.7 56.8 53.9 43.2 45.3 52.9 50.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 380,557: 54,754 56,886 100,695 190,589 184,400 346,038 341,981: 34,519 38,576
Old : 366,202: 56,861 57,920 94,814 182,823 175,546 334,498 328,280: 31,704 37,922
Other: 14,356: 1,427 2,501 2,347 7,766 8,854 11,540 13,702: 2,816 654
: : :
: : Changes in Commitments from: October 2, 2012 :
: 22,105: 1,452 5,930 14,308 5,487 -3,458 21,248 16,780: 857 5,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.9 26.5 50.1 48.5 90.9 89.9: 9.1 10.1
Old : 100.0: 15.5 15.8 25.9 49.9 47.9 91.3 89.6: 8.7 10.4
Other: 100.0: 9.9 17.4 16.3 54.1 61.7 80.4 95.4: 19.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 63 90 120 91 83 245 240:
Old : 294: 66 93 119 91 82 244 239:
Other: 57: 13 7 13 25 14 44 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 22.9 21.9 30.4 10.1 14.3 17.6 19.8
Old : 13.4 23.3 22.5 30.6 10.3 15.1 17.9 20.6
Other: 34.3 53.0 49.7 70.2 31.0 53.0 42.8 69.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 704,683: 65,554 60,683 65,852 421,695 428,181 553,101 554,716: 151,582 149,967
Old : 704,683: 65,554 60,683 65,852 421,695 428,181 553,101 554,716: 151,582 149,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 18,677: 12,934 8,483 5,354 5,519 11,438 23,808 25,275: -5,131 -6,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.6 9.3 59.8 60.8 78.5 78.7: 21.5 21.3
Old : 100.0: 9.3 8.6 9.3 59.8 60.8 78.5 78.7: 21.5 21.3
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 : 174: 32 32 42 88 93 143 144:
Old : 174: 32 32 42 88 93 143 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 14.3 26.4 23.5 14.3 13.8 21.6 21.0
Old : 18.5 14.3 26.4 23.5 14.3 13.8 21.6 21.0
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, October 9, 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 : 370,705: 36,374 29,494 7,234 253,772 275,944 297,380 312,672: 73,325 58,033
Old : 370,705: 36,374 29,494 7,234 253,772 275,944 297,380 312,672: 73,325 58,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 306: -6,460 -959 4,615 -6,712 -4,186 -8,557 -530: 8,863 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.0 2.0 68.5 74.4 80.2 84.3: 19.8 15.7
Old : 100.0: 9.8 8.0 2.0 68.5 74.4 80.2 84.3: 19.8 15.7
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 : 64: 6 6 4 32 39 40 47:
Old : 64: 6 6 4 32 39 40 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 : 34.8 36.3 50.6 48.1 32.5 36.3 44.1 46.7
Old : 34.8 36.3 50.6 48.1 32.5 36.3 44.1 46.7
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, October 9, 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 : 10,459: 3,318 442 1,677 4,971 8,069 9,966 10,188: 493 271
Old : 10,459: 3,318 442 1,677 4,971 8,069 9,966 10,188: 493 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -240: 316 -17 -88 -455 -48 -227 -153: -13 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.2 16.0 47.5 77.1 95.3 97.4: 4.7 2.6
Old : 100.0: 31.7 4.2 16.0 47.5 77.1 95.3 97.4: 4.7 2.6
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 : 39: 8 4 5 22 22 34 29:
Old : 39: 8 4 5 22 22 34 29:
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 : 55.8 45.9 70.7 72.1 29.5 23.7 35.7 33.9
Old : 55.8 45.9 70.7 72.1 29.5 23.7 35.7 33.9
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, October 9, 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 : 275,287: 61,489 11,405 77,162 94,556 161,801 233,207 250,368: 42,080 24,919
Old : 263,056: 57,968 9,964 74,046 90,227 154,926 222,241 238,936: 40,815 24,120
Other: 12,231: 4,042 1,963 2,595 4,329 6,875 10,966 11,432: 1,266 799
: : :
: : Changes in Commitments from: October 2, 2012 :
: -1,851: 1,735 4 460 -5,232 -4,135 -3,037 -3,671: 1,186 1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.1 28.0 34.3 58.8 84.7 90.9: 15.3 9.1
Old : 100.0: 22.0 3.8 28.1 34.3 58.9 84.5 90.8: 15.5 9.2
Other: 100.0: 33.0 16.0 21.2 35.4 56.2 89.7 93.5: 10.3 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 65 33 49 88 76 179 140:
Old : 208: 67 35 49 88 76 179 140:
Other: 52: 13 9 8 28 9 43 24:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 31.5 20.6 42.8 6.7 22.6 11.6 29.3
Old : 13.4 30.4 20.9 42.0 7.0 22.3 12.1 29.1
Other: 47.9 60.5 66.2 78.8 40.5 46.4 51.8 61.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 15,937: 3,353 5,517 1,103 8,281 7,585 12,737 14,204: 3,200 1,733
Old : 15,932: 3,353 5,514 1,103 8,280 7,585 12,736 14,201: 3,196 1,731
Other: 5: 0 3 0 1 0 1 3: 4 2
: : :
: : Changes in Commitments from: October 2, 2012 :
: 264: 129 -75 96 79 266 304 287: -40 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 34.6 6.9 52.0 47.6 79.9 89.1: 20.1 10.9
Old : 100.0: 21.0 34.6 6.9 52.0 47.6 79.9 89.1: 20.1 10.9
Other: 100.0: 0.0 60.0 0.0 20.0 0.0 20.0 60.0: 80.0 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 23 10 27 10 54 38:
Old : 73: 22 23 10 27 10 54 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 : 32.3 43.2 45.9 56.7 32.2 42.3 44.5 55.4
Old : 32.3 43.2 45.9 56.7 32.2 42.3 44.5 55.4
Other: 20.0 60.0 20.0 60.0 20.0 60.0 20.0 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 1,021,165: 269,855 219,582 78,848 532,706 640,271 881,409 938,701: 139,756 82,464
Old : 1,021,165: 269,855 219,582 78,848 532,706 640,271 881,409 938,701: 139,756 82,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,287: -17,464 -15 267 17,312 -1,606 114 -1,355: 1,173 2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 21.5 7.7 52.2 62.7 86.3 91.9: 13.7 8.1
Old : 100.0: 26.4 21.5 7.7 52.2 62.7 86.3 91.9: 13.7 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 : 218: 46 39 25 96 94 155 145:
Old : 218: 46 39 25 96 94 155 145:
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 : 17.4 30.5 27.0 41.4 16.5 29.1 25.1 38.6
Old : 17.4 30.5 27.0 41.4 16.5 29.1 25.1 38.6
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, October 9, 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 : 2,028,014: 286,443 170,778 198,784 1,213,429 1,352,425 1,698,656 1,721,987: 329,358 306,027
Old : 2,028,014: 286,443 170,778 198,784 1,213,429 1,352,425 1,698,656 1,721,987: 329,358 306,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -12,568: -36,410 13,086 5,296 17,506 -24,801 -13,608 -6,420: 1,040 -6,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 8.4 9.8 59.8 66.7 83.8 84.9: 16.2 15.1
Old : 100.0: 14.1 8.4 9.8 59.8 66.7 83.8 84.9: 16.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 53 52 67 141 152 231 234:
Old : 276: 53 52 67 141 152 231 234:
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 : 18.3 24.6 27.5 31.0 17.4 19.9 25.3 25.7
Old : 18.3 24.6 27.5 31.0 17.4 19.9 25.3 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 1,584,195: 305,411 156,187 113,937 912,041 1,071,874 1,331,389 1,341,997: 252,805 242,198
Old : 1,584,195: 305,411 156,187 113,937 912,041 1,071,874 1,331,389 1,341,997: 252,805 242,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -11,257: 2,553 -3,884 3,198 -17,226 -20,606 -11,475 -21,291: 217 10,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 9.9 7.2 57.6 67.7 84.0 84.7: 16.0 15.3
Old : 100.0: 19.3 9.9 7.2 57.6 67.7 84.0 84.7: 16.0 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 : 199: 39 32 32 81 107 137 154:
Old : 199: 39 32 32 81 107 137 154:
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 : 18.9 25.6 29.9 35.1 17.2 25.4 26.8 34.4
Old : 18.9 25.6 29.9 35.1 17.2 25.4 26.8 34.4
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, October 9, 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 : 390,596: 5,525 43,389 67,099 288,165 240,606 360,789 351,094: 29,806 39,502
Old : 390,596: 5,525 43,389 67,099 288,165 240,606 360,789 351,094: 29,806 39,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 3,848: 1,602 288 -4,836 -309 6,054 -3,543 1,506: 7,391 2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 11.1 17.2 73.8 61.6 92.4 89.9: 7.6 10.1
Old : 100.0: 1.4 11.1 17.2 73.8 61.6 92.4 89.9: 7.6 10.1
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 : 73: 10 16 22 40 39 64 64:
Old : 73: 10 16 22 40 39 64 64:
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 : 43.4 28.0 51.3 45.1 33.8 22.2 38.9 30.8
Old : 43.4 28.0 51.3 45.1 33.8 22.2 38.9 30.8
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, October 9, 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 : 59,004: 23,458 5,963 699 27,201 46,939 51,359 53,601: 7,645 5,404
Old : 59,004: 23,458 5,963 699 27,201 46,939 51,359 53,601: 7,645 5,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,173: -3,955 685 -468 520 -5,637 -3,903 -5,420: -270 1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.1 1.2 46.1 79.6 87.0 90.8: 13.0 9.2
Old : 100.0: 39.8 10.1 1.2 46.1 79.6 87.0 90.8: 13.0 9.2
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 : 103: 34 16 9 35 30 74 50:
Old : 103: 34 16 9 35 30 74 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 : 27.1 42.9 41.9 61.3 27.1 42.9 41.6 61.3
Old : 27.1 42.9 41.9 61.3 27.1 42.9 41.6 61.3
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, October 9, 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 : 118,009: 46,916 11,926 1,399 54,403 93,877 102,718 107,202: 15,291 10,807
Old : 118,009: 46,916 11,926 1,399 54,403 93,877 102,718 107,202: 15,291 10,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -8,347: -7,910 1,371 -937 1,041 -11,274 -7,806 -10,840: -540 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.1 1.2 46.1 79.6 87.0 90.8: 13.0 9.2
Old : 100.0: 39.8 10.1 1.2 46.1 79.6 87.0 90.8: 13.0 9.2
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 : 103: 34 16 9 35 30 74 50:
Old : 103: 34 16 9 35 30 74 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 : 27.1 42.9 41.9 61.3 27.1 42.9 41.6 61.3
Old : 27.1 42.9 41.9 61.3 27.1 42.9 41.6 61.3
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, October 9, 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 : 8,483: 5,969 6,964 1,062 1,327 456 8,358 8,482: 125 1
Old : 8,483: 5,969 6,964 1,062 1,327 456 8,358 8,482: 125 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 214: 200 265 14 0 -64 214 215: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 82.1 12.5 15.6 5.4 98.5 100.0: 1.5 0.0
Old : 100.0: 70.4 82.1 12.5 15.6 5.4 98.5 100.0: 1.5 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 : 24: 12 9 3 1 2 15 12:
Old : 24: 12 9 3 1 2 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 79.6 90.5 97.3 68.0 72.7 82.0 85.9
Old : 68.0 79.6 90.5 97.3 68.0 72.7 82.0 85.9
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, October 9, 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 : 12,006: 1,155 5,890 1 10,687 6,066 11,843 11,957: 163 49
Old : 12,006: 1,155 5,890 1 10,687 6,066 11,843 11,957: 163 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 325: -10 252 -4 341 73 327 321: -2 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 49.1 0.0 89.0 50.5 98.6 99.6: 1.4 0.4
Old : 100.0: 9.6 49.1 0.0 89.0 50.5 98.6 99.6: 1.4 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: 6 7 1 6 10 13 17:
Old : 29: 6 7 1 6 10 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 : 87.5 79.0 96.4 92.7 87.5 79.0 96.4 92.7
Old : 87.5 79.0 96.4 92.7 87.5 79.0 96.4 92.7
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, October 9, 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 : 13,961: 2,244 1,929 0 11,463 11,994 13,707 13,923: 254 38
Old : 13,961: 2,244 1,929 0 11,463 11,994 13,707 13,923: 254 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 401: 459 558 0 -27 -155 432 403: -31 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.8 0.0 82.1 85.9 98.2 99.7: 1.8 0.3
Old : 100.0: 16.1 13.8 0.0 82.1 85.9 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 : 29: 7 4 0 4 15 11 19:
Old : 29: 7 4 0 4 15 11 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.9 67.7 96.8 87.3 90.9 67.7 96.8 87.3
Old : 90.9 67.7 96.8 87.3 90.9 67.7 96.8 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012