WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 606,751: 140,715 96,311 178,273 247,035 279,391 566,024 553,975: 40,727 52,776
Old : 487,085: 116,888 96,306 126,259 211,351 228,649 454,498 451,214: 32,587 35,871
Other: 119,666: 42,967 19,145 32,874 35,684 50,742 111,526 102,761: 8,140 16,905
: : :
: : Changes in Commitments from: October 16, 2012 :
: 1,407: 7,866 -420 -872 -4,578 5,154 2,416 3,862: -1,009 -2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.9 29.4 40.7 46.0 93.3 91.3: 6.7 8.7
Old : 100.0: 24.0 19.8 25.9 43.4 46.9 93.3 92.6: 6.7 7.4
Other: 100.0: 35.9 16.0 27.5 29.8 42.4 93.2 85.9: 6.8 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 160 128 178 107 135 356 365:
Old : 430: 155 130 159 89 131 324 348:
Other: 243: 65 53 66 63 102 160 200:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 14.0 24.4 21.3 12.5 10.9 20.9 16.1
Old : 16.9 15.7 28.1 23.0 15.3 14.0 24.5 20.3
Other: 29.9 20.6 43.6 31.8 22.1 10.3 32.5 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,935,194: 396,666 60,569 672,006 684,379 927,371 1,753,052 1,659,946: 182,142 275,248
Old : 1,780,539: 357,877 77,368 624,748 629,850 837,247 1,612,475 1,539,363: 168,064 241,176
Other: 154,655: 70,692 15,104 15,355 54,529 90,124 140,577 120,583: 14,078 34,072
: : :
: : Changes in Commitments from: October 16, 2012 :
: 38,178: 23,994 -3,780 20,467 -8,718 22,788 35,744 39,475: 2,435 -1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.1 34.7 35.4 47.9 90.6 85.8: 9.4 14.2
Old : 100.0: 20.1 4.3 35.1 35.4 47.0 90.6 86.5: 9.4 13.5
Other: 100.0: 45.7 9.8 9.9 35.3 58.3 90.9 78.0: 9.1 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 859: 265 153 300 288 395 670 748:
Old : 855: 257 162 291 279 393 655 739:
Other: 461: 73 73 51 88 277 183 382:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 10.4 17.2 17.4 6.8 6.5 11.9 9.7
Old : 10.1 10.1 17.6 16.5 7.3 6.7 12.7 9.9
Other: 35.6 26.4 45.6 32.9 35.5 25.5 44.8 31.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,314: 3,576 308 664 6,563 10,977 10,803 11,949: 2,511 1,365
Old : 13,261: 3,577 306 661 6,525 10,942 10,763 11,909: 2,498 1,352
Other: 53: 2 5 0 38 35 40 40: 13 13
: : :
: : Changes in Commitments from: October 16, 2012 :
: 604: 444 -189 56 -31 495 470 363: 134 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 2.3 5.0 49.3 82.4 81.1 89.7: 18.9 10.3
Old : 100.0: 27.0 2.3 5.0 49.2 82.5 81.2 89.8: 18.8 10.2
Other: 100.0: 3.8 9.5 0.0 71.7 66.0 75.4 75.5: 24.6 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 9 10 15 12 39 24:
Old : 45: 18 8 10 15 12 39 24:
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 : 31.5 65.3 53.3 79.8 28.9 55.7 46.7 69.0
Old : 31.6 65.5 53.4 79.8 28.9 55.8 46.8 69.1
Other: 71.7 75.5 75.4 75.5 62.2 66.1 66.0 66.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,103,335: 221,868 35,225 423,301 378,096 553,933 1,023,265 1,012,459: 80,070 90,877
Old : 1,038,635: 205,602 33,141 400,624 357,024 522,927 963,249 956,691: 75,385 81,943
Other: 64,700: 29,861 15,679 9,081 21,073 31,006 60,015 55,767: 4,685 8,933
: : :
: : Changes in Commitments from: October 16, 2012 :
: -22,927: 5,536 1,341 -11,712 -21,120 -12,374 -27,296 -22,745: 4,369 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.2 38.4 34.3 50.2 92.7 91.8: 7.3 8.2
Old : 100.0: 19.8 3.2 38.6 34.4 50.3 92.7 92.1: 7.3 7.9
Other: 100.0: 46.2 24.2 14.0 32.6 47.9 92.8 86.2: 7.2 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 225 178 289 176 196 546 536:
Old : 627: 237 167 280 173 196 537 530:
Other: 256: 44 79 33 47 111 110 208:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.6 22.1 23.3 7.4 8.6 12.3 12.9
Old : 14.7 14.5 22.4 22.9 9.1 9.0 14.3 13.4
Other: 44.8 34.2 57.9 44.7 44.7 34.1 54.8 43.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 393,432: 49,222 69,414 110,213 199,760 176,788 359,195 356,415: 34,237 37,018
Old : 378,409: 51,064 69,816 104,753 191,328 167,664 347,146 342,233: 31,263 36,176
Other: 15,024: 1,212 2,652 2,406 8,432 9,124 12,049 14,182: 2,974 842
: : :
: : Changes in Commitments from: October 16, 2012 :
: -5,922: -1,122 2,008 -1,886 -2,055 -4,673 -5,063 -4,551: -859 -1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.6 28.0 50.8 44.9 91.3 90.6: 8.7 9.4
Old : 100.0: 13.5 18.4 27.7 50.6 44.3 91.7 90.4: 8.3 9.6
Other: 100.0: 8.1 17.7 16.0 56.1 60.7 80.2 94.4: 19.8 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 62 92 135 90 82 247 260:
Old : 304: 65 95 134 90 81 247 258:
Other: 57: 11 10 15 24 13 45 32:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 20.7 22.3 28.5 9.7 12.0 16.7 17.5
Old : 13.9 21.0 22.8 28.7 9.9 12.5 17.1 18.3
Other: 33.5 53.6 48.6 73.9 30.1 53.6 42.5 71.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 663,906: 34,396 53,189 65,826 414,954 395,203 515,177 514,218: 148,729 149,688
Old : 663,906: 34,396 53,189 65,826 414,954 395,203 515,177 514,218: 148,729 149,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -32,792: -26,446 1,164 595 -4,563 -30,170 -30,414 -28,411: -2,378 -4,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.0 9.9 62.5 59.5 77.6 77.5: 22.4 22.5
Old : 100.0: 5.2 8.0 9.9 62.5 59.5 77.6 77.5: 22.4 22.5
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 : 167: 28 33 46 87 88 141 141:
Old : 167: 28 33 46 87 88 141 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 13.6 26.7 23.1 14.5 12.8 21.6 20.3
Old : 19.1 13.6 26.7 23.1 14.5 12.8 21.6 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, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 368,362: 37,077 30,643 6,572 255,771 275,256 299,420 312,470: 68,942 55,892
Old : 368,362: 37,077 30,643 6,572 255,771 275,256 299,420 312,470: 68,942 55,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -3,014: -1,325 -1,767 -2,205 4,444 968 914 -3,005: -3,927 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.3 1.8 69.4 74.7 81.3 84.8: 18.7 15.2
Old : 100.0: 10.1 8.3 1.8 69.4 74.7 81.3 84.8: 18.7 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 : 60: 6 6 5 30 37 39 45:
Old : 60: 6 6 5 30 37 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 37.2 51.3 49.1 33.0 36.9 44.8 48.3
Old : 35.1 37.2 51.3 49.1 33.0 36.9 44.8 48.3
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 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,187: 3,553 500 1,804 4,316 7,649 9,673 9,953: 514 234
Old : 10,187: 3,553 500 1,804 4,316 7,649 9,673 9,953: 514 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -94: 254 218 89 -408 -378 -65 -71: -29 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 4.9 17.7 42.4 75.1 95.0 97.7: 5.0 2.3
Old : 100.0: 34.9 4.9 17.7 42.4 75.1 95.0 97.7: 5.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 5 6 21 21 34 28:
Old : 37: 8 5 6 21 21 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 42.1 74.4 71.0 34.1 27.4 39.6 38.6
Old : 60.4 42.1 74.4 71.0 34.1 27.4 39.6 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 281,131: 64,759 14,693 72,429 98,090 171,298 235,278 258,420: 45,853 22,712
Old : 266,715: 60,464 15,091 68,393 93,455 161,631 222,312 245,115: 44,403 21,600
Other: 14,417: 5,510 817 2,821 4,635 9,667 12,966 13,305: 1,450 1,111
: : :
: : Changes in Commitments from: October 16, 2012 :
: 3,742: 787 3,122 -1,823 2,293 2,740 1,257 4,040: 2,485 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 5.2 25.8 34.9 60.9 83.7 91.9: 16.3 8.1
Old : 100.0: 22.7 5.7 25.6 35.0 60.6 83.4 91.9: 16.6 8.1
Other: 100.0: 38.2 5.7 19.6 32.2 67.1 89.9 92.3: 10.1 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 66 29 49 89 81 180 143:
Old : 203: 65 33 48 89 81 179 142:
Other: 54: 15 7 11 29 11 47 26:
:----------------------------------------------------------------------------------------------------
: 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 30.8 20.2 43.5 6.3 23.8 11.1 30.7
Old : 12.8 29.5 20.5 42.7 6.6 22.9 11.5 30.2
Other: 47.2 55.3 63.2 72.4 38.4 47.2 46.6 59.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,709: 2,676 5,334 922 8,718 7,666 12,316 13,922: 3,393 1,787
Old : 15,693: 2,676 5,334 922 8,718 7,652 12,316 13,908: 3,377 1,785
Other: 16: 0 0 0 0 14 0 14: 16 2
: : :
: : Changes in Commitments from: October 16, 2012 :
: -472: -133 -90 -383 -9 53 -526 -420: 53 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 34.0 5.9 55.5 48.8 78.4 88.6: 21.6 11.4
Old : 100.0: 17.0 34.0 5.9 55.6 48.8 78.5 88.6: 21.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 87.5 0.0 87.5: 100.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 21 17 10 28 13 51 39:
Old : 69: 21 17 10 28 12 51 38:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 43.3 46.4 57.3 32.7 41.8 45.6 55.3
Old : 32.8 43.3 46.5 57.3 32.7 41.8 45.6 55.3
Other: 0.0 87.5 0.0 87.5 0.0 87.5 0.0 87.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,083,495: 208,349 253,182 89,891 632,957 611,903 931,197 954,976: 152,299 128,519
Old : 1,083,495: 208,349 253,182 89,891 632,957 611,903 931,197 954,976: 152,299 128,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 36,104: -47,736 6,732 8,232 60,795 -27,009 21,291 -12,045: 14,813 48,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.4 8.3 58.4 56.5 85.9 88.1: 14.1 11.9
Old : 100.0: 19.2 23.4 8.3 58.4 56.5 85.9 88.1: 14.1 11.9
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 : 225: 45 43 29 106 93 162 154:
Old : 225: 45 43 29 106 93 162 154:
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 : 15.5 26.6 25.3 33.9 14.4 25.1 23.2 32.2
Old : 15.5 26.6 25.3 33.9 14.4 25.1 23.2 32.2
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, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,098,222: 261,870 190,734 202,182 1,332,475 1,385,491 1,796,527 1,778,407: 301,695 319,815
Old : 2,098,222: 261,870 190,734 202,182 1,332,475 1,385,491 1,796,527 1,778,407: 301,695 319,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 34,210: -62,276 14,774 1,176 102,907 16,962 41,807 32,913: -7,597 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.1 9.6 63.5 66.0 85.6 84.8: 14.4 15.2
Old : 100.0: 12.5 9.1 9.6 63.5 66.0 85.6 84.8: 14.4 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 : 283: 42 65 77 144 150 234 244:
Old : 283: 42 65 77 144 150 234 244:
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 : 17.7 23.9 26.8 30.2 17.3 19.4 25.1 25.1
Old : 17.7 23.9 26.8 30.2 17.3 19.4 25.1 25.1
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 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,574,311: 231,264 145,541 139,647 971,318 1,021,634 1,342,229 1,306,822: 232,082 267,489
Old : 1,574,311: 231,264 145,541 139,647 971,318 1,021,634 1,342,229 1,306,822: 232,082 267,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -41,847: -45,870 -13,461 -6,522 20,698 -42,494 -31,694 -62,477: -10,153 20,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.2 8.9 61.7 64.9 85.3 83.0: 14.7 17.0
Old : 100.0: 14.7 9.2 8.9 61.7 64.9 85.3 83.0: 14.7 17.0
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 : 198: 32 39 41 92 106 145 165:
Old : 198: 32 39 41 92 106 145 165:
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 : 17.3 23.5 28.1 32.5 14.7 23.0 23.8 30.7
Old : 17.3 23.5 28.1 32.5 14.7 23.0 23.8 30.7
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 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 404,048: 8,126 47,509 68,375 304,262 250,094 380,762 365,978: 23,286 38,071
Old : 404,048: 8,126 47,509 68,375 304,262 250,094 380,762 365,978: 23,286 38,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 8,318: 2,840 1,853 3,531 8,309 3,822 14,681 9,206: -6,363 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.8 16.9 75.3 61.9 94.2 90.6: 5.8 9.4
Old : 100.0: 2.0 11.8 16.9 75.3 61.9 94.2 90.6: 5.8 9.4
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 : 74: 10 19 23 40 38 65 65:
Old : 74: 10 19 23 40 38 65 65:
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 : 43.0 28.4 51.8 47.0 32.9 22.2 39.3 34.0
Old : 43.0 28.4 51.8 47.0 32.9 22.2 39.3 34.0
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 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 56,284: 18,878 7,661 979 27,877 43,480 47,734 52,119: 8,550 4,164
Old : 56,284: 18,878 7,661 979 27,877 43,480 47,734 52,119: 8,550 4,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -5,418: -7,098 1,443 547 909 -5,822 -5,641 -3,832: 224 -1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 13.6 1.7 49.5 77.3 84.8 92.6: 15.2 7.4
Old : 100.0: 33.5 13.6 1.7 49.5 77.3 84.8 92.6: 15.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 37 13 10 35 24 76 43:
Old : 99: 37 13 10 35 24 76 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 : 23.2 42.3 38.1 62.8 23.2 42.3 37.8 62.7
Old : 23.2 42.3 38.1 62.8 23.2 42.3 37.8 62.7
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 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 112,568: 37,756 15,321 1,957 55,755 86,960 95,468 104,239: 17,100 8,329
Old : 112,568: 37,756 15,321 1,957 55,755 86,960 95,468 104,239: 17,100 8,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -10,836: -14,196 2,886 1,095 1,818 -11,644 -11,283 -7,664: 447 -3,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 13.6 1.7 49.5 77.3 84.8 92.6: 15.2 7.4
Old : 100.0: 33.5 13.6 1.7 49.5 77.3 84.8 92.6: 15.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 37 13 10 35 24 76 43:
Old : 99: 37 13 10 35 24 76 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 : 23.2 42.3 38.1 62.8 23.2 42.3 37.8 62.7
Old : 23.2 42.3 38.1 62.8 23.2 42.3 37.8 62.7
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 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,449: 6,116 7,076 1,052 1,134 316 8,302 8,444: 147 5
Old : 8,449: 6,116 7,076 1,052 1,134 316 8,302 8,444: 147 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 30: 0 131 10 0 -115 10 26: 20 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 83.7 12.5 13.4 3.7 98.3 99.9: 1.7 0.1
Old : 100.0: 72.4 83.7 12.5 13.4 3.7 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 9 3 1 2 15 12:
Old : 24: 12 9 3 1 2 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 81.1 89.1 96.6 67.7 74.1 81.4 86.0
Old : 67.7 81.1 89.1 96.6 67.7 74.1 81.4 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,630: 2,020 5,075 1 9,433 6,493 11,454 11,569: 176 61
Old : 11,630: 2,020 5,075 1 9,433 6,493 11,454 11,569: 176 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 124: -49 62 0 176 61 127 123: -3 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 43.6 0.0 81.1 55.8 98.5 99.5: 1.5 0.5
Old : 100.0: 17.4 43.6 0.0 81.1 55.8 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 6 1 5 10 13 16:
Old : 28: 7 6 1 5 10 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.1 85.1 95.8 94.5 87.1 85.1 95.8 94.5
Old : 87.1 85.1 95.8 94.5 87.1 85.1 95.8 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,694: 1,655 1,588 0 11,758 12,075 13,413 13,663: 281 31
Old : 13,694: 1,655 1,588 0 11,758 12,075 13,413 13,663: 281 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: 63: -28 95 0 82 -26 54 69: 9 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.6 0.0 85.9 88.2 97.9 99.8: 2.1 0.2
Old : 100.0: 12.1 11.6 0.0 85.9 88.2 97.9 99.8: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 5 0 4 14 10 19:
Old : 28: 6 5 0 4 14 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.5 69.1 97.4 88.4 94.5 69.1 97.4 88.4
Old : 94.5 69.1 97.4 88.4 94.5 69.1 97.4 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012