WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 16, 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 : 462,288: 144,207 104,308 75,969 204,465 230,791 424,641 411,068: 37,647 51,220
Old : 353,793: 122,621 104,349 29,204 171,868 185,448 323,693 319,001: 30,100 34,792
Other: 108,495: 41,798 20,171 26,553 32,597 45,343 100,948 92,067: 7,547 16,428
: : :
: : Changes in Commitments from: October 9, 2012 :
: 8,548: -5,387 956 3,278 10,547 2,042 8,438 6,276: 110 2,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 22.6 16.4 44.2 49.9 91.9 88.9: 8.1 11.1
Old : 100.0: 34.7 29.5 8.3 48.6 52.4 91.5 90.2: 8.5 9.8
Other: 100.0: 38.5 18.6 24.5 30.0 41.8 93.0 84.9: 7.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 138 114 124 90 115 297 296:
Old : 380: 136 112 93 69 107 255 268:
Other: 228: 46 64 45 57 97 137 183:
:----------------------------------------------------------------------------------------------------
: 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 16.7 29.0 25.4 16.6 13.8 27.3 20.7
Old : 21.5 19.2 35.0 28.1 20.7 18.6 32.9 27.2
Other: 32.6 22.2 47.3 33.7 24.1 10.1 33.8 16.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 16, 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 : 1,252,825: 422,857 95,804 160,652 525,387 767,934 1,108,896 1,024,390: 143,929 228,435
Old : 1,129,469: 388,533 113,437 127,972 480,961 686,521 997,466 927,930: 132,003 201,539
Other: 123,356: 66,397 14,440 607 44,426 81,413 111,430 96,460: 11,926 26,896
: : :
: : Changes in Commitments from: October 9, 2012 :
: 50,978: 13,922 3,735 10,112 24,232 31,483 48,266 45,330: 2,712 5,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.6 12.8 41.9 61.3 88.5 81.8: 11.5 18.2
Old : 100.0: 34.4 10.0 11.3 42.6 60.8 88.3 82.2: 11.7 17.8
Other: 100.0: 53.8 11.7 0.5 36.0 66.0 90.3 78.2: 9.7 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 212 138 180 226 360 526 613:
Old : 773: 200 151 166 216 353 504 599:
Other: 437: 60 66 14 70 264 137 341:
:----------------------------------------------------------------------------------------------------
: 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 10.1 22.5 17.0 10.6 9.0 18.4 13.8
Old : 13.8 9.8 23.5 16.4 13.4 9.5 21.9 14.6
Other: 44.0 31.8 54.3 38.3 44.0 31.8 54.3 38.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 16, 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 : 11,691: 3,139 690 70 6,177 9,892 9,386 10,652: 2,305 1,039
Old : 11,639: 3,142 690 65 6,139 9,857 9,346 10,612: 2,293 1,027
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: October 9, 2012 :
: 579: 906 -32 11 -531 442 386 421: 193 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.9 0.6 52.8 84.6 80.3 91.1: 19.7 8.9
Old : 100.0: 27.0 5.9 0.6 52.7 84.7 80.3 91.2: 19.7 8.8
Other: 100.0: 3.8 9.6 0.0 73.1 67.3 76.9 76.9: 23.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 7 3 15 10 33 19:
Old : 41: 17 7 3 14 10 32 19:
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 : 35.5 72.5 56.5 85.4 33.1 64.4 49.9 74.6
Old : 35.7 72.8 56.6 85.5 33.2 64.8 50.0 74.7
Other: 73.1 76.9 76.9 76.9 63.5 67.3 67.3 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 16, 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 : 715,100: 258,808 54,657 98,946 291,893 478,539 649,647 632,142: 65,453 82,958
Old : 664,356: 241,559 53,566 86,903 274,710 448,096 603,172 588,565: 61,184 75,791
Other: 50,744: 28,805 12,647 487 17,183 30,443 46,475 43,577: 4,269 7,167
: : :
: : Changes in Commitments from: October 9, 2012 :
: -3,406: -2,544 1,140 6,961 -4,270 -14,392 147 -6,291: -3,553 2,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 7.6 13.8 40.8 66.9 90.8 88.4: 9.2 11.6
Old : 100.0: 36.4 8.1 13.1 41.3 67.4 90.8 88.6: 9.2 11.4
Other: 100.0: 56.8 24.9 1.0 33.9 60.0 91.6 85.9: 8.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 204 132 195 160 190 460 453:
Old : 579: 216 128 181 155 189 448 443:
Other: 248: 34 77 10 35 111 77 195:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 17.5 24.6 27.0 12.4 15.4 20.0 22.2
Old : 16.8 18.4 25.0 27.2 16.0 16.5 24.0 23.7
Other: 55.4 49.9 67.7 57.5 55.4 49.9 67.7 57.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 16, 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 : 335,376: 56,390 67,771 71,722 173,378 158,350 301,490 297,843: 33,886 37,533
Old : 320,378: 57,978 68,320 66,468 164,921 148,806 289,367 283,594: 31,011 36,784
Other: 14,998: 1,290 2,329 2,376 8,457 9,544 12,123 14,249: 2,875 749
: : :
: : Changes in Commitments from: October 9, 2012 :
: 18,964: -3,693 8,782 12,190 9,158 -1,819 17,655 19,153: 1,309 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.2 21.4 51.7 47.2 89.9 88.8: 10.1 11.2
Old : 100.0: 18.1 21.3 20.7 51.5 46.4 90.3 88.5: 9.7 11.5
Other: 100.0: 8.6 15.5 15.8 56.4 63.6 80.8 95.0: 19.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 70 83 119 84 76 235 240:
Old : 299: 72 85 119 84 74 235 238:
Other: 55: 11 9 12 23 13 41 30:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 20.7 22.0 28.5 11.7 15.8 20.0 22.3
Old : 12.8 20.7 22.4 28.6 12.1 15.9 20.7 22.7
Other: 34.6 52.4 50.5 71.8 30.8 52.4 43.6 69.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 16, 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 : 569,927: 60,429 57,210 2,596 371,222 374,411 434,247 434,217: 135,680 135,710
Old : 569,927: 60,429 57,210 2,596 371,222 374,411 434,247 434,217: 135,680 135,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -7,797: -4,105 -8,152 -2,057 -2,786 -3,630 -8,948 -13,839: 1,151 6,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.0 0.5 65.1 65.7 76.2 76.2: 23.8 23.8
Old : 100.0: 10.6 10.0 0.5 65.1 65.7 76.2 76.2: 23.8 23.8
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 : 169: 25 36 9 67 80 100 117:
Old : 169: 25 36 9 67 80 100 117:
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 : 22.9 15.0 31.7 26.9 17.9 14.3 26.2 25.2
Old : 22.9 15.0 31.7 26.9 17.9 14.3 26.2 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, October 16, 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 : 371,187: 38,402 32,379 8,775 251,327 274,288 298,504 315,442: 72,683 55,745
Old : 371,187: 38,402 32,379 8,775 251,327 274,288 298,504 315,442: 72,683 55,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 569: 2,028 2,885 1,541 -2,445 -1,656 1,124 2,770: -555 -2,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.7 2.4 67.7 73.9 80.4 85.0: 19.6 15.0
Old : 100.0: 10.3 8.7 2.4 67.7 73.9 80.4 85.0: 19.6 15.0
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 : 61: 7 6 5 29 37 39 45:
Old : 61: 7 6 5 29 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 : 34.9 36.9 50.7 48.3 32.4 36.5 44.1 46.6
Old : 34.9 36.9 50.7 48.3 32.4 36.5 44.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, October 16, 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 : 10,281: 3,299 282 1,715 4,724 8,027 9,738 10,024: 543 257
Old : 10,281: 3,299 282 1,715 4,724 8,027 9,738 10,024: 543 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -178: -19 -160 38 -247 -42 -228 -164: 50 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 2.7 16.7 45.9 78.1 94.7 97.5: 5.3 2.5
Old : 100.0: 32.1 2.7 16.7 45.9 78.1 94.7 97.5: 5.3 2.5
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 : 40: 9 4 5 22 23 35 30:
Old : 40: 9 4 5 22 23 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 44.3 69.5 73.0 29.7 24.4 36.3 34.3
Old : 56.0 44.3 69.5 73.0 29.7 24.4 36.3 34.3
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 - Futures Only, October 16, 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 : 208,969: 67,650 11,348 25,452 75,909 151,583 169,011 188,383: 39,958 20,586
Old : 196,647: 64,123 11,728 21,821 72,077 143,261 158,021 176,810: 38,626 19,837
Other: 12,322: 4,904 997 2,254 3,832 8,322 10,990 11,573: 1,332 749
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,776: 5,386 -664 -2,630 -1,112 8,074 1,644 4,780: 1,132 -2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.4 12.2 36.3 72.5 80.9 90.1: 19.1 9.9
Old : 100.0: 32.6 6.0 11.1 36.7 72.9 80.4 89.9: 19.6 10.1
Other: 100.0: 39.8 8.1 18.3 31.1 67.5 89.2 93.9: 10.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 67 25 46 78 72 169 128:
Old : 197: 68 28 45 77 72 168 127:
Other: 52: 13 7 6 28 9 43 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 36.0 19.2 45.7 8.6 31.4 15.0 39.8
Old : 11.0 35.2 19.8 45.4 9.1 30.5 15.7 39.2
Other: 50.3 60.7 65.3 78.4 41.2 52.5 50.9 64.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 16, 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 : 15,390: 3,089 5,391 797 8,219 7,379 12,105 13,567: 3,285 1,823
Old : 15,385: 3,090 5,389 796 8,218 7,379 12,104 13,564: 3,281 1,821
Other: 5: 0 3 0 1 0 1 3: 4 2
: : :
: : Changes in Commitments from: October 9, 2012 :
: -2: -425 -125 70 212 -50 -143 -105: 141 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 35.0 5.2 53.4 47.9 78.7 88.2: 21.3 11.8
Old : 100.0: 20.1 35.0 5.2 53.4 48.0 78.7 88.2: 21.3 11.8
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 : 70: 21 19 9 26 10 49 36:
Old : 70: 21 19 9 25 10 48 36:
Other: 3: 0 2 0 1 0 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 43.7 47.8 58.1 33.2 42.9 46.0 56.5
Old : 33.2 43.7 47.8 58.1 33.2 43.0 46.0 56.5
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 - Futures Only, October 16, 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 : 952,587: 292,106 245,936 13,453 510,489 613,737 816,048 873,126: 136,539 79,461
Old : 952,587: 292,106 245,936 13,453 510,489 613,737 816,048 873,126: 136,539 79,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 24,352: -10,211 25,555 20 36,902 780 26,711 26,355: -2,359 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 25.8 1.4 53.6 64.4 85.7 91.7: 14.3 8.3
Old : 100.0: 30.7 25.8 1.4 53.6 64.4 85.7 91.7: 14.3 8.3
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 : 224: 51 39 13 97 89 153 136:
Old : 224: 51 39 13 97 89 153 136:
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 33.4 27.3 44.3 16.8 32.7 24.8 43.4
Old : 17.7 33.4 27.3 44.3 16.8 32.7 24.8 43.4
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 - Futures Only, October 16, 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 : 1,680,993: 327,263 191,298 36,584 1,033,241 1,163,836 1,397,088 1,391,718: 283,905 289,275
Old : 1,680,993: 327,263 191,298 36,584 1,033,241 1,163,836 1,397,088 1,391,718: 283,905 289,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 9,515: 30,395 12,720 -1,433 1,493 -11,838 30,455 -551: -20,940 10,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 11.4 2.2 61.5 69.2 83.1 82.8: 16.9 17.2
Old : 100.0: 19.5 11.4 2.2 61.5 69.2 83.1 82.8: 16.9 17.2
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 : 274: 46 56 30 116 127 183 192:
Old : 274: 46 56 30 116 127 183 192:
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 : 20.8 28.1 32.2 35.0 20.6 23.3 30.5 29.7
Old : 20.8 28.1 32.2 35.0 20.6 23.3 30.5 29.7
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 - Futures Only, October 16, 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 : 1,412,528: 275,291 171,575 9,957 894,785 994,966 1,180,033 1,176,498: 232,495 236,030
Old : 1,412,528: 275,291 171,575 9,957 894,785 994,966 1,180,033 1,176,498: 232,495 236,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -13,606: -32,031 4,967 -1,741 29,043 -21,012 -4,729 -17,786: -8,877 4,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.1 0.7 63.3 70.4 83.5 83.3: 16.5 16.7
Old : 100.0: 19.5 12.1 0.7 63.3 70.4 83.5 83.3: 16.5 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 : 198: 36 39 11 74 91 116 135:
Old : 198: 36 39 11 74 91 116 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 27.6 32.6 38.5 19.9 27.4 31.1 37.5
Old : 20.2 27.6 32.6 38.5 19.9 27.4 31.1 37.5
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 - Futures Only, October 16, 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 : 379,837: 7,821 46,452 50,757 291,938 243,884 350,516 341,093: 29,321 38,744
Old : 379,837: 7,821 46,452 50,757 291,938 243,884 350,516 341,093: 29,321 38,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 5,544: -264 2,421 -1,999 8,214 5,820 5,951 6,242: -407 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.2 13.4 76.9 64.2 92.3 89.8: 7.7 10.2
Old : 100.0: 2.1 12.2 13.4 76.9 64.2 92.3 89.8: 7.7 10.2
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 : 71: 11 15 18 38 39 58 64:
Old : 71: 11 15 18 38 39 58 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 : 45.0 29.5 53.6 48.9 34.5 23.3 40.4 34.8
Old : 45.0 29.5 53.6 48.9 34.5 23.3 40.4 34.8
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 - Futures Only, October 16, 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 : 60,449: 25,678 6,472 6 26,580 48,347 52,263 54,825: 8,186 5,625
Old : 60,449: 25,678 6,472 6 26,580 48,347 52,263 54,825: 8,186 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,643: 2,455 249 -231 -265 2,312 1,959 2,329: 684 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 10.7 0.0 44.0 80.0 86.5 90.7: 13.5 9.3
Old : 100.0: 42.5 10.7 0.0 44.0 80.0 86.5 90.7: 13.5 9.3
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 : 105: 39 12 3 29 31 70 44:
Old : 105: 39 12 3 29 31 70 44:
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 : 26.4 40.1 41.1 58.6 26.4 40.1 40.9 58.6
Old : 26.4 40.1 41.1 58.6 26.4 40.1 40.9 58.6
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 - Futures Only, October 16, 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 : 120,898: 51,355 12,944 12 53,159 96,693 104,526 109,649: 16,372 11,249
Old : 120,898: 51,355 12,944 12 53,159 96,693 104,526 109,649: 16,372 11,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 5,285: 4,909 497 -462 -529 4,623 3,918 4,658: 1,367 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 10.7 0.0 44.0 80.0 86.5 90.7: 13.5 9.3
Old : 100.0: 42.5 10.7 0.0 44.0 80.0 86.5 90.7: 13.5 9.3
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 : 105: 39 12 3 29 31 70 44:
Old : 105: 39 12 3 29 31 70 44:
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 : 26.4 40.1 41.1 58.6 26.4 40.1 40.9 58.6
Old : 26.4 40.1 41.1 58.6 26.4 40.1 40.9 58.6
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 - Futures Only, October 16, 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 : 8,419: 6,116 6,945 1,042 1,134 431 8,292 8,418: 127 1
Old : 8,419: 6,116 6,945 1,042 1,134 431 8,292 8,418: 127 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -64: 147 -19 -20 -193 -25 -66 -64: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 82.5 12.4 13.5 5.1 98.5 100.0: 1.5 0.0
Old : 100.0: 72.6 82.5 12.4 13.5 5.1 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 : 66.8 80.8 89.6 97.5 66.8 73.7 81.7 86.1
Old : 66.8 80.8 89.6 97.5 66.8 73.7 81.7 86.1
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 - Futures Only, October 16, 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 : 11,506: 2,069 5,013 1 9,257 6,432 11,327 11,446: 179 60
Old : 11,506: 2,069 5,013 1 9,257 6,432 11,327 11,446: 179 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -500: 914 -877 0 -1,430 366 -516 -511: 16 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 43.6 0.0 80.5 55.9 98.4 99.5: 1.6 0.5
Old : 100.0: 18.0 43.6 0.0 80.5 55.9 98.4 99.5: 1.6 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 : 87.0 85.6 96.1 94.7 87.0 85.6 96.1 94.7
Old : 87.0 85.6 96.1 94.7 87.0 85.6 96.1 94.7
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 - Futures Only, October 16, 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 : 13,631: 1,683 1,493 0 11,676 12,101 13,359 13,594: 272 37
Old : 13,631: 1,683 1,493 0 11,676 12,101 13,359 13,594: 272 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -330: -561 -436 0 213 107 -348 -329: 18 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.0 0.0 85.7 88.8 98.0 99.7: 2.0 0.3
Old : 100.0: 12.3 11.0 0.0 85.7 88.8 98.0 99.7: 2.0 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 : 31: 6 7 0 4 15 10 22:
Old : 31: 6 7 0 4 15 10 22:
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 : 94.4 68.6 97.3 84.7 94.4 68.6 97.3 84.7
Old : 94.4 68.6 97.3 84.7 94.4 68.6 97.3 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007