WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 600,714: 153,321 99,646 167,449 240,156 277,584 560,927 544,679: 39,787 56,035 Old : 498,801: 126,317 95,268 126,153 213,924 236,331 466,394 457,753: 32,407 41,048 Other: 101,913: 41,808 19,181 26,492 26,232 41,253 94,532 86,926: 7,380 14,987 : : : : : Changes in Commitments from: September 11, 2012 : : 11,196: 3,579 2,744 4,497 1,963 1,333 10,040 8,574: 1,157 2,623 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 16.6 27.9 40.0 46.2 93.4 90.7: 6.6 9.3 Old : 100.0: 25.3 19.1 25.3 42.9 47.4 93.5 91.8: 6.5 8.2 Other: 100.0: 41.0 18.8 26.0 25.7 40.5 92.8 85.3: 7.2 14.7 : : : :# Traders : Number of Traders in Each Category : All : 431: 152 126 171 106 138 342 359: Old : 420: 149 126 148 93 133 314 339: Other: 228: 52 57 46 52 103 132 188: :---------------------------------------------------------------------------------------------------- : 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 : 14.4 14.6 25.0 22.1 13.0 10.4 22.1 16.7 Old : 15.9 14.5 28.2 22.3 15.1 12.3 25.2 18.6 Other: 34.8 23.5 50.5 34.2 25.3 9.8 35.9 16.4 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 1,829,734: 394,226 70,385 609,853 653,115 876,118 1,657,195 1,556,357: 172,540 273,377 Old : 1,704,169: 363,100 89,917 569,509 610,713 799,113 1,543,321 1,458,538: 160,847 245,631 Other: 125,565: 59,041 8,384 12,430 42,402 77,006 113,873 97,819: 11,692 27,746 : : : : : Changes in Commitments from: September 11, 2012 : : 29,386: -3,009 9,992 22,779 13,250 -12,900 33,021 19,872: -3,635 9,514 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 3.8 33.3 35.7 47.9 90.6 85.1: 9.4 14.9 Old : 100.0: 21.3 5.3 33.4 35.8 46.9 90.6 85.6: 9.4 14.4 Other: 100.0: 47.0 6.7 9.9 33.8 61.3 90.7 77.9: 9.3 22.1 : : : :# Traders : Number of Traders in Each Category : All : 854: 243 164 270 275 407 631 734: Old : 850: 237 167 265 267 404 617 729: Other: 419: 57 57 40 75 274 151 354: :---------------------------------------------------------------------------------------------------- : 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 10.3 17.5 17.0 7.5 6.0 13.1 9.7 Old : 9.8 9.4 17.8 16.1 7.7 6.2 13.5 10.1 Other: 37.8 27.2 48.6 33.5 37.7 26.2 46.2 31.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 12,291: 3,727 513 564 5,378 10,441 9,669 11,519: 2,621 772 Old : 12,269: 3,732 514 558 5,359 10,428 9,649 11,501: 2,619 768 Other: 22: 1 5 0 19 13 20 18: 2 4 : : : : : Changes in Commitments from: September 11, 2012 : : -321: -501 -231 -29 183 -11 -348 -271: 27 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 4.2 4.6 43.8 85.0 78.7 93.7: 21.3 6.3 Old : 100.0: 30.4 4.2 4.6 43.7 85.0 78.6 93.7: 21.4 6.3 Other: 100.0: 4.5 22.8 0.0 86.2 59.0 90.8 81.8: 9.2 18.2 : : : :# Traders : Number of Traders in Each Category : All : 44: 21 4 9 15 13 38 24: Old : 44: 21 4 9 15 13 38 24: Other: 6: 1 1 0 3 2 4 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 : 32.7 67.3 51.5 80.7 28.8 59.2 44.3 72.3 Old : 32.7 67.4 51.5 80.9 28.8 59.4 44.4 72.5 Other: 90.8 81.8 90.8 81.8 81.7 72.8 81.7 72.8 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 1,157,098: 269,798 55,489 434,176 369,650 573,388 1,073,624 1,063,054: 83,474 94,044 Old : 1,112,715: 257,402 59,548 419,490 356,696 544,987 1,033,588 1,024,025: 79,127 88,690 Other: 44,384: 20,733 4,280 6,349 12,954 28,401 40,036 39,030: 4,347 5,354 : : : : : Changes in Commitments from: September 11, 2012 : : -11,292: -16,768 2,726 -4,461 14,406 -15,452 -6,823 -17,187: -4,469 5,895 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 4.8 37.5 31.9 49.6 92.8 91.9: 7.2 8.1 Old : 100.0: 23.1 5.4 37.7 32.1 49.0 92.9 92.0: 7.1 8.0 Other: 100.0: 46.7 9.6 14.3 29.2 64.0 90.2 87.9: 9.8 12.1 : : : :# Traders : Number of Traders in Each Category : All : 661: 252 162 272 173 224 538 556: Old : 660: 245 174 265 171 221 529 552: Other: 252: 60 48 27 42 124 115 187: :---------------------------------------------------------------------------------------------------- : 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 14.1 19.9 23.0 6.4 9.9 10.8 14.1 Old : 13.0 13.2 20.2 22.3 7.8 10.3 12.5 14.6 Other: 33.6 48.1 44.0 57.6 30.8 47.4 39.2 53.7 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 364,847: 79,557 42,394 71,934 168,857 222,214 320,348 336,542: 44,498 28,305 Old : 353,658: 81,404 44,637 66,002 163,915 215,443 311,321 326,082: 42,336 27,576 Other: 11,189: 2,357 1,961 1,728 4,942 6,771 9,027 10,460: 2,162 729 : : : : : Changes in Commitments from: September 11, 2012 : : -16,305: -9,809 -180 -4,963 -3,202 -14,805 -17,975 -19,948: 1,670 3,643 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 11.6 19.7 46.3 60.9 87.8 92.2: 12.2 7.8 Old : 100.0: 23.0 12.6 18.7 46.3 60.9 88.0 92.2: 12.0 7.8 Other: 100.0: 21.1 17.5 15.4 44.2 60.5 80.7 93.5: 19.3 6.5 : : : :# Traders : Number of Traders in Each Category : All : 263: 87 63 86 82 77 219 191: Old : 263: 90 66 85 82 77 218 191: Other: 41: 11 7 9 18 10 33 23: :---------------------------------------------------------------------------------------------------- : 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 : 13.1 27.9 22.7 38.3 10.0 21.5 17.6 29.0 Old : 13.2 28.1 22.8 38.5 10.1 22.1 17.9 29.5 Other: 33.1 52.3 50.6 72.7 31.1 52.3 45.9 65.8 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 678,750: 42,306 42,894 72,680 403,895 395,172 518,882 510,745: 159,868 168,004 Old : 678,750: 42,306 42,894 72,680 403,895 395,172 518,882 510,745: 159,868 168,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 18,078: -26,784 -3,124 25,804 27,811 -21,551 26,830 1,129: -8,752 16,949 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 6.3 10.7 59.5 58.2 76.4 75.2: 23.6 24.8 Old : 100.0: 6.2 6.3 10.7 59.5 58.2 76.4 75.2: 23.6 24.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 153: 24 31 36 82 80 129 124: Old : 153: 24 31 36 82 80 129 124: 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 : 18.2 13.4 25.5 22.9 12.7 13.1 18.4 19.9 Old : 18.2 13.4 25.5 22.9 12.7 13.1 18.4 19.9 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 18, 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 : 361,877: 41,813 34,302 2,542 249,818 264,744 294,173 301,588: 67,704 60,289 Old : 361,877: 41,813 34,302 2,542 249,818 264,744 294,173 301,588: 67,704 60,289 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -17,054: 2,471 338 -10,864 -8,533 -8,228 -16,926 -18,754: -128 1,700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 9.5 0.7 69.0 73.2 81.3 83.3: 18.7 16.7 Old : 100.0: 11.6 9.5 0.7 69.0 73.2 81.3 83.3: 18.7 16.7 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 5 33 39 42 47: Old : 64: 6 6 5 33 39 42 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 : 35.5 40.5 51.5 52.3 34.5 39.6 45.7 49.5 Old : 35.5 40.5 51.5 52.3 34.5 39.6 45.7 49.5 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 18, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 29,000 U.S. GALLONS) : : : : All : 11,199: 2,589 327 2,178 5,824 8,374 10,591 10,879: 608 320 Old : 11,199: 2,589 327 2,178 5,824 8,374 10,591 10,879: 608 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -730: -168 198 -485 -44 -481 -697 -768: -33 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 2.9 19.4 52.0 74.8 94.6 97.1: 5.4 2.9 Old : 100.0: 23.1 2.9 19.4 52.0 74.8 94.6 97.1: 5.4 2.9 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 : 38: 10 4 6 20 22 33 29: Old : 38: 10 4 6 20 22 33 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 : 56.5 53.4 73.7 75.7 21.6 20.5 27.4 28.1 Old : 56.5 53.4 73.7 75.7 21.6 20.5 27.4 28.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 312,833: 74,839 11,353 91,768 96,618 184,454 263,225 287,575: 49,608 25,258 Old : 302,712: 72,458 10,980 88,669 92,917 178,368 254,045 278,018: 48,667 24,695 Other: 10,121: 3,041 1,033 2,438 3,701 6,086 9,180 9,557: 940 564 : : : : : Changes in Commitments from: September 11, 2012 : : 2,506: -6,744 -596 2,458 7,136 2,219 2,850 4,081: -344 -1,575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 3.6 29.3 30.9 59.0 84.1 91.9: 15.9 8.1 Old : 100.0: 23.9 3.6 29.3 30.7 58.9 83.9 91.8: 16.1 8.2 Other: 100.0: 30.0 10.2 24.1 36.6 60.1 90.7 94.4: 9.3 5.6 : : : :# Traders : Number of Traders in Each Category : All : 231: 84 33 71 81 77 201 163: Old : 230: 85 34 70 81 77 200 162: Other: 43: 9 7 5 25 11 36 21: :---------------------------------------------------------------------------------------------------- : 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 32.9 20.5 44.8 6.6 24.4 11.5 32.3 Old : 13.5 32.2 20.6 44.3 6.8 24.1 11.9 32.3 Other: 47.1 60.2 63.7 78.6 34.2 42.5 46.3 56.0 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 14,628: 2,793 5,816 571 8,081 6,589 11,444 12,976: 3,183 1,651 Old : 14,623: 2,793 5,813 571 8,078 6,589 11,441 12,973: 3,181 1,649 Other: 5: 0 3 0 3 0 3 3: 2 2 : : : : : Changes in Commitments from: September 11, 2012 : : -147: -30 -47 -128 -183 -1 -341 -176: 193 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 39.8 3.9 55.2 45.0 78.2 88.7: 21.8 11.3 Old : 100.0: 19.1 39.8 3.9 55.2 45.1 78.2 88.7: 21.8 11.3 Other: 100.0: 0.0 60.0 0.0 60.0 0.0 60.0 60.0: 40.0 40.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 16 24 8 26 11 47 38: Old : 66: 16 24 8 26 11 47 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 : 36.6 43.1 50.8 58.0 36.5 41.8 50.7 56.8 Old : 36.6 43.1 50.8 58.1 36.5 41.8 50.8 56.8 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 18, 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 : 1,043,803: 287,193 186,176 80,117 548,782 700,754 916,093 967,047: 127,710 76,756 Old : 1,043,803: 287,193 186,176 80,117 548,782 700,754 916,093 967,047: 127,710 76,756 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -43,795: -6,417 -18,072 -9,761 -32,409 -13,365 -48,587 -41,198: 4,792 -2,597 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 17.8 7.7 52.6 67.1 87.8 92.6: 12.2 7.4 Old : 100.0: 27.5 17.8 7.7 52.6 67.1 87.8 92.6: 12.2 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 : 213: 47 34 26 97 93 155 142: Old : 213: 47 34 26 97 93 155 142: 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 : 17.5 28.3 28.6 39.6 17.5 25.8 27.3 34.9 Old : 17.5 28.3 28.6 39.6 17.5 25.8 27.3 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 2,019,648: 272,582 173,203 241,553 1,196,019 1,295,711 1,710,154 1,710,467: 309,494 309,181 Old : 2,019,648: 272,582 173,203 241,553 1,196,019 1,295,711 1,710,154 1,710,467: 309,494 309,181 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 74,588: -1,992 8,562 25,467 62,695 35,068 86,170 69,098: -11,582 5,490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 8.6 12.0 59.2 64.2 84.7 84.7: 15.3 15.3 Old : 100.0: 13.5 8.6 12.0 59.2 64.2 84.7 84.7: 15.3 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 : 267: 39 60 67 140 146 226 226: Old : 267: 39 60 67 140 146 226 226: 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 24.3 27.4 30.8 17.7 19.0 24.2 24.8 Old : 18.9 24.3 27.4 30.8 17.7 19.0 24.2 24.8 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 18, 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 : 1,410,330: 279,439 123,868 65,105 805,099 980,539 1,149,644 1,169,512: 260,686 240,818 Old : 1,410,330: 279,439 123,868 65,105 805,099 980,539 1,149,644 1,169,512: 260,686 240,818 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 42,265: -24,336 -4,034 -13,563 62,521 56,523 24,622 38,926: 17,643 3,339 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 8.8 4.6 57.1 69.5 81.5 82.9: 18.5 17.1 Old : 100.0: 19.8 8.8 4.6 57.1 69.5 81.5 82.9: 18.5 17.1 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 : 185: 40 28 32 84 96 135 145: Old : 185: 40 28 32 84 96 135 145: 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 : 15.2 26.6 27.7 37.2 14.9 26.4 25.8 35.4 Old : 15.2 26.6 27.7 37.2 14.9 26.4 25.8 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 18, 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 : 453,132: 16,520 45,156 80,055 326,583 288,562 423,158 413,772: 29,975 39,360 Old : 453,132: 16,520 45,156 80,055 326,583 288,562 423,158 413,772: 29,975 39,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 4,281: 3,027 -6,837 -1,761 1,240 9,946 2,506 1,347: 1,776 2,934 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 10.0 17.7 72.1 63.7 93.4 91.3: 6.6 8.7 Old : 100.0: 3.6 10.0 17.7 72.1 63.7 93.4 91.3: 6.6 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 80: 16 16 25 42 41 69 71: Old : 80: 16 16 25 42 41 69 71: 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 : 41.0 29.7 50.1 47.6 31.5 24.8 36.2 32.6 Old : 41.0 29.7 50.1 47.6 31.5 24.8 36.2 32.6 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 18, 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 : 77,763: 26,086 6,060 1,957 40,024 62,622 68,067 70,639: 9,696 7,124 Old : 77,763: 26,086 6,060 1,957 40,024 62,622 68,067 70,639: 9,696 7,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 13,269: 3,771 116 808 8,628 11,367 13,208 12,291: 61 978 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 7.8 2.5 51.5 80.5 87.5 90.8: 12.5 9.2 Old : 100.0: 33.5 7.8 2.5 51.5 80.5 87.5 90.8: 12.5 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 : 105: 33 13 10 47 35 86 53: Old : 105: 33 13 10 47 35 86 53: 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 : 20.6 39.8 36.0 55.1 19.8 39.8 32.1 51.4 Old : 20.6 39.8 36.0 55.1 19.8 39.8 32.1 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 155,525: 52,171 12,120 3,914 80,049 125,244 136,134 141,277: 19,391 14,248 Old : 155,525: 52,171 12,120 3,914 80,049 125,244 136,134 141,277: 19,391 14,248 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 26,538: 7,542 231 1,617 17,257 22,734 26,415 24,582: 123 1,956 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 7.8 2.5 51.5 80.5 87.5 90.8: 12.5 9.2 Old : 100.0: 33.5 7.8 2.5 51.5 80.5 87.5 90.8: 12.5 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 : 105: 33 13 10 47 35 86 53: Old : 105: 33 13 10 47 35 86 53: 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 : 20.6 39.8 36.0 55.1 19.8 39.8 32.1 51.4 Old : 20.6 39.8 36.0 55.1 19.8 39.8 32.1 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 14,185: 8,225 7,324 4,402 1,379 2,453 14,006 14,179: 179 6 Old : 14,185: 8,225 7,324 4,402 1,379 2,453 14,006 14,179: 179 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 5,028: 1,491 957 3,389 86 682 4,966 5,028: 62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 51.6 31.0 9.7 17.3 98.7 100.0: 1.3 0.0 Old : 100.0: 58.0 51.6 31.0 9.7 17.3 98.7 100.0: 1.3 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 : 20: 10 7 6 2 2 15 12: Old : 20: 10 7 6 2 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 : 73.4 74.8 91.9 96.4 51.7 58.1 66.0 68.7 Old : 73.4 74.8 91.9 96.4 51.7 58.1 66.0 68.7 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 18, 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 : 10,426: 1,008 3,455 5 9,242 6,900 10,255 10,360: 171 66 Old : 10,426: 1,008 3,455 5 9,242 6,900 10,255 10,360: 171 66 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -2,500: -146 -1,602 -990 -1,318 107 -2,454 -2,485: -46 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 33.1 0.0 88.6 66.2 98.4 99.4: 1.6 0.6 Old : 100.0: 9.7 33.1 0.0 88.6 66.2 98.4 99.4: 1.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 6 9 1 6 9 13 18: Old : 29: 6 9 1 6 9 13 18: 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 : 87.2 79.7 97.1 90.4 87.2 79.7 97.1 90.3 Old : 87.2 79.7 97.1 90.4 87.2 79.7 97.1 90.3 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 18, 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 : 13,415: 1,648 2,091 0 11,589 11,276 13,237 13,367: 178 48 Old : 13,415: 1,648 2,091 0 11,589 11,276 13,237 13,367: 178 48 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -2,607: -49 539 -1,736 -798 -1,419 -2,583 -2,616: -24 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 15.6 0.0 86.4 84.1 98.7 99.6: 1.3 0.4 Old : 100.0: 12.3 15.6 0.0 86.4 84.1 98.7 99.6: 1.3 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 : 26: 4 5 0 4 14 8 19: Old : 26: 4 5 0 4 14 8 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 : 95.0 71.1 98.7 89.0 95.0 71.1 98.4 89.0 Old : 95.0 71.1 98.7 89.0 95.0 71.1 98.4 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012