WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 602,272: 146,667 96,330 175,117 240,800 276,592 562,584 548,039: 39,688 54,233
Old : 492,863: 120,928 93,710 128,685 211,403 232,301 461,015 454,695: 31,848 38,168
Other: 109,409: 42,997 19,878 29,175 29,397 44,292 101,569 93,344: 7,840 16,064
: : :
: : Changes in Commitments from: September 25, 2012 :
: 5,655: -5,667 843 7,965 2,915 -591 5,213 8,218: 442 -2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.0 29.1 40.0 45.9 93.4 91.0: 6.6 9.0
Old : 100.0: 24.5 19.0 26.1 42.9 47.1 93.5 92.3: 6.5 7.7
Other: 100.0: 39.3 18.2 26.7 26.9 40.5 92.8 85.3: 7.2 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 152 125 171 103 131 343 348:
Old : 413: 148 126 148 88 128 311 331:
Other: 232: 57 61 52 52 101 141 191:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 13.8 24.4 21.4 12.9 10.5 21.3 16.5
Old : 16.1 14.9 27.7 22.6 15.2 12.2 24.5 18.8
Other: 33.0 22.5 47.6 33.9 24.8 9.9 35.4 16.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 1,843,335: 383,520 60,951 621,849 664,156 885,086 1,669,525 1,567,886: 173,810 275,449
Old : 1,709,732: 351,402 81,799 579,965 617,508 802,780 1,548,874 1,464,543: 160,858 245,189
Other: 133,603: 61,332 8,366 12,671 46,648 82,307 120,651 103,343: 12,952 30,260
: : :
: : Changes in Commitments from: September 25, 2012 :
: 70,411: 1,040 2,489 43,636 21,264 25,318 65,940 71,443: 4,471 -1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.3 33.7 36.0 48.0 90.6 85.1: 9.4 14.9
Old : 100.0: 20.6 4.8 33.9 36.1 47.0 90.6 85.7: 9.4 14.3
Other: 100.0: 45.9 6.3 9.5 34.9 61.6 90.3 77.4: 9.7 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 846: 243 158 269 289 404 638 733:
Old : 842: 232 166 265 276 401 619 729:
Other: 430: 67 57 40 81 272 162 356:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 10.4 17.9 16.9 7.3 6.4 12.8 9.7
Old : 10.3 9.5 18.3 16.0 7.5 6.6 13.2 10.0
Other: 36.8 26.6 47.3 33.3 36.7 26.0 44.7 31.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 12,115: 2,126 650 606 6,983 9,999 9,715 11,255: 2,400 860
Old : 12,062: 2,131 652 598 6,945 9,964 9,675 11,215: 2,388 848
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: September 25, 2012 :
: -134: -1,363 15 14 1,267 -224 -82 -195: -52 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.4 5.0 57.6 82.5 80.2 92.9: 19.8 7.1
Old : 100.0: 17.7 5.4 5.0 57.6 82.6 80.2 93.0: 19.8 7.0
Other: 100.0: 3.8 9.7 0.0 73.0 67.2 76.9 76.9: 23.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 6 9 14 12 34 24:
Old : 41: 17 6 9 14 12 34 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 : 38.8 65.8 55.2 80.5 32.0 56.2 44.4 69.5
Old : 38.7 66.1 55.2 80.6 31.9 56.5 44.5 69.9
Other: 73.0 76.9 76.9 76.9 63.4 67.3 67.2 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 1,125,249: 234,573 35,501 416,367 398,871 584,121 1,049,810 1,035,989: 75,438 89,260
Old : 1,075,922: 218,864 37,598 403,083 383,173 552,268 1,005,120 992,950: 70,802 82,971
Other: 49,327: 22,209 4,403 6,783 15,698 31,852 44,690 43,038: 4,637 6,289
: : :
: : Changes in Commitments from: September 25, 2012 :
: -10,968: -11,074 4,070 -12,038 16,537 475 -6,575 -7,494: -4,393 -3,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.2 37.0 35.4 51.9 93.3 92.1: 6.7 7.9
Old : 100.0: 20.3 3.5 37.5 35.6 51.3 93.4 92.3: 6.6 7.7
Other: 100.0: 45.0 8.9 13.8 31.8 64.6 90.6 87.3: 9.4 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 655: 252 154 277 180 216 542 553:
Old : 652: 243 169 272 176 214 531 551:
Other: 267: 61 60 32 49 123 127 200:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 15.8 21.7 24.7 6.8 9.3 11.5 13.3
Old : 14.4 14.7 21.7 23.8 8.6 9.8 13.6 14.0
Other: 31.9 47.4 45.0 55.8 30.0 46.7 40.7 52.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 358,453: 53,302 50,956 86,387 185,102 187,858 324,790 325,201: 33,662 33,252
Old : 344,555: 55,982 52,821 79,796 177,479 179,658 313,256 312,275: 31,299 32,281
Other: 13,897: 1,889 2,704 2,022 7,623 8,200 11,534 12,926: 2,363 971
: : :
: : Changes in Commitments from: September 25, 2012 :
: 16,801: -10,049 9,683 17,208 12,514 -15,568 19,673 11,323: -2,871 5,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.2 24.1 51.6 52.4 90.6 90.7: 9.4 9.3
Old : 100.0: 16.2 15.3 23.2 51.5 52.1 90.9 90.6: 9.1 9.4
Other: 100.0: 13.6 19.5 14.5 54.9 59.0 83.0 93.0: 17.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 59 92 113 91 81 231 232:
Old : 282: 61 94 112 90 81 229 232:
Other: 56: 11 9 12 26 12 43 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 : 12.6 23.6 22.2 31.8 10.6 15.8 18.2 21.7
Old : 13.0 24.1 22.6 32.0 10.8 16.8 18.6 22.5
Other: 36.6 50.4 53.2 69.0 33.0 50.4 45.8 67.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 686,006: 52,620 52,201 60,498 416,176 416,743 529,293 529,441: 156,713 156,565
Old : 686,006: 52,620 52,201 60,498 416,176 416,743 529,293 529,441: 156,713 156,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 33,022: 11,917 -4,547 11,462 2,963 27,254 26,342 34,169: 6,680 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.6 8.8 60.7 60.7 77.2 77.2: 22.8 22.8
Old : 100.0: 7.7 7.6 8.8 60.7 60.7 77.2 77.2: 22.8 22.8
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 : 159: 24 34 40 83 84 132 133:
Old : 159: 24 34 40 83 84 132 133:
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 : 18.8 15.4 26.8 24.7 14.4 14.6 21.7 21.9
Old : 18.8 15.4 26.8 24.7 14.4 14.6 21.7 21.9
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, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 370,398: 42,834 30,453 2,619 260,484 280,130 305,937 313,202: 64,461 57,196
Old : 370,398: 42,834 30,453 2,619 260,484 280,130 305,937 313,202: 64,461 57,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 11,283: 927 -380 909 7,811 12,288 9,647 12,817: 1,636 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.2 0.7 70.3 75.6 82.6 84.6: 17.4 15.4
Old : 100.0: 11.6 8.2 0.7 70.3 75.6 82.6 84.6: 17.4 15.4
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 : 67: 7 6 4 33 40 42 48:
Old : 67: 7 6 4 33 40 42 48:
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 38.1 50.9 50.0 33.7 38.1 45.5 49.0
Old : 34.9 38.1 50.9 50.0 33.7 38.1 45.5 49.0
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 2, 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 : 10,699: 3,002 459 1,765 5,426 8,117 10,193 10,341: 506 358
Old : 10,699: 3,002 459 1,765 5,426 8,117 10,193 10,341: 506 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 177: 551 11 -320 -196 407 35 98: 142 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.3 16.5 50.7 75.9 95.3 96.7: 4.7 3.3
Old : 100.0: 28.1 4.3 16.5 50.7 75.9 95.3 96.7: 4.7 3.3
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 : 38: 9 4 4 19 22 31 28:
Old : 38: 9 4 4 19 22 31 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 : 56.5 49.9 73.5 73.3 25.2 24.0 33.2 32.2
Old : 56.5 49.9 73.5 73.3 25.2 24.0 33.2 32.2
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 2, 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 : 277,138: 59,753 11,401 76,703 99,788 165,935 236,244 254,039: 40,894 23,099
Old : 265,419: 56,975 10,946 72,922 95,659 159,228 225,556 243,097: 39,863 22,322
Other: 11,719: 3,851 1,527 2,708 4,129 6,707 10,688 10,942: 1,031 777
: : :
: : Changes in Commitments from: September 25, 2012 :
: -13,039: -3,392 615 -5,706 -991 -6,358 -10,089 -11,449: -2,950 -1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.1 27.7 36.0 59.9 85.2 91.7: 14.8 8.3
Old : 100.0: 21.5 4.1 27.5 36.0 60.0 85.0 91.6: 15.0 8.4
Other: 100.0: 32.9 13.0 23.1 35.2 57.2 91.2 93.4: 8.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 70 33 55 87 82 187 149:
Old : 213: 73 32 55 87 82 186 149:
Other: 49: 11 9 6 27 10 41 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 32.3 21.2 43.7 7.0 22.9 12.1 29.5
Old : 13.6 31.4 21.4 43.1 7.3 22.7 12.5 29.4
Other: 47.6 59.1 65.9 77.4 37.2 42.5 49.1 57.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 15,672: 3,224 5,592 1,007 8,202 7,319 12,433 13,917: 3,240 1,756
Old : 15,667: 3,226 5,590 1,005 8,199 7,319 12,430 13,914: 3,238 1,754
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: September 25, 2012 :
: 763: 416 -406 325 18 694 759 613: 4 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 35.7 6.4 52.3 46.7 79.3 88.8: 20.7 11.2
Old : 100.0: 20.6 35.7 6.4 52.3 46.7 79.3 88.8: 20.7 11.2
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 : 70: 21 21 9 27 9 52 36:
Old : 70: 22 20 9 27 9 52 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 : 32.8 43.4 46.2 56.9 32.8 42.5 44.9 55.8
Old : 32.9 43.4 46.2 56.9 32.8 42.5 44.9 55.8
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, October 2, 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 : 1,019,878: 287,319 219,598 78,581 515,394 641,877 881,295 940,056: 138,583 79,822
Old : 1,019,878: 287,319 219,598 78,581 515,394 641,877 881,295 940,056: 138,583 79,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -28,718: 11,417 352 2,098 -44,012 -25,617 -30,497 -23,167: 1,779 -5,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.5 7.7 50.5 62.9 86.4 92.2: 13.6 7.8
Old : 100.0: 28.2 21.5 7.7 50.5 62.9 86.4 92.2: 13.6 7.8
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 : 221: 48 42 24 96 91 159 142:
Old : 221: 48 42 24 96 91 159 142:
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 : 17.0 31.0 26.7 41.5 16.4 28.7 24.4 38.8
Old : 17.0 31.0 26.7 41.5 16.4 28.7 24.4 38.8
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 2, 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 : 2,040,582: 322,853 157,692 193,488 1,195,923 1,377,227 1,712,264 1,728,407: 328,318 312,176
Old : 2,040,582: 322,853 157,692 193,488 1,195,923 1,377,227 1,712,264 1,728,407: 328,318 312,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 122,781: 89,681 -2,472 20,539 1,444 97,949 111,664 116,017: 11,117 6,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.7 9.5 58.6 67.5 83.9 84.7: 16.1 15.3
Old : 100.0: 15.8 7.7 9.5 58.6 67.5 83.9 84.7: 16.1 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 : 270: 53 51 68 138 144 230 224:
Old : 270: 53 51 68 138 144 230 224:
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 : 17.8 24.8 27.5 31.1 16.8 19.3 24.8 24.6
Old : 17.8 24.8 27.5 31.1 16.8 19.3 24.8 24.6
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 2, 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 : 1,595,452: 302,858 160,070 110,738 929,268 1,092,480 1,342,864 1,363,288: 252,588 232,164
Old : 1,595,452: 302,858 160,070 110,738 929,268 1,092,480 1,342,864 1,363,288: 252,588 232,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 26,701: 44,914 4,259 18,671 -30,452 9,302 33,133 32,232: -6,432 -5,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 10.0 6.9 58.2 68.5 84.2 85.4: 15.8 14.6
Old : 100.0: 19.0 10.0 6.9 58.2 68.5 84.2 85.4: 15.8 14.6
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 : 198: 36 32 30 82 108 134 154:
Old : 198: 36 32 30 82 108 134 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 26.0 29.8 36.4 18.1 25.7 28.0 35.5
Old : 18.8 26.0 29.8 36.4 18.1 25.7 28.0 35.5
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 with Delta-adjusted Options and Futures Combined, October 2, 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 : 386,748: 3,923 43,101 71,935 288,474 234,552 364,333 349,588: 22,415 37,160
Old : 386,748: 3,923 43,101 71,935 288,474 234,552 364,333 349,588: 22,415 37,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -73,609: -16,139 -1,694 -11,480 -41,882 -58,520 -69,501 -71,694: -4,108 -1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 11.1 18.6 74.6 60.6 94.2 90.4: 5.8 9.6
Old : 100.0: 1.0 11.1 18.6 74.6 60.6 94.2 90.4: 5.8 9.6
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 : 76: 6 21 24 41 40 66 68:
Old : 76: 6 21 24 41 40 66 68:
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 : 43.6 28.5 52.2 44.6 34.1 21.7 39.3 29.5
Old : 43.6 28.5 52.2 44.6 34.1 21.7 39.3 29.5
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 2, 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 : 63,178: 27,413 5,277 1,168 26,681 52,576 55,262 59,021: 7,916 4,157
Old : 63,178: 27,413 5,277 1,168 26,681 52,576 55,262 59,021: 7,916 4,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,009: -478 -1,081 464 2,651 3,139 2,637 2,522: -628 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 8.4 1.8 42.2 83.2 87.5 93.4: 12.5 6.6
Old : 100.0: 43.4 8.4 1.8 42.2 83.2 87.5 93.4: 12.5 6.6
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 : 108: 43 10 11 36 31 83 48:
Old : 108: 43 10 11 36 31 83 48:
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 : 23.6 43.9 37.5 61.3 22.9 43.9 36.6 61.3
Old : 23.6 43.9 37.5 61.3 22.9 43.9 36.6 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 126,355: 54,826 10,555 2,335 53,362 105,152 110,524 118,042: 15,831 8,313
Old : 126,355: 54,826 10,555 2,335 53,362 105,152 110,524 118,042: 15,831 8,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,018: -956 -2,161 927 5,303 6,279 5,275 5,044: -1,257 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 8.4 1.8 42.2 83.2 87.5 93.4: 12.5 6.6
Old : 100.0: 43.4 8.4 1.8 42.2 83.2 87.5 93.4: 12.5 6.6
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 : 108: 43 10 11 36 31 83 48:
Old : 108: 43 10 11 36 31 83 48:
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 : 23.6 43.9 37.5 61.3 22.9 43.9 36.6 61.3
Old : 23.6 43.9 37.5 61.3 22.9 43.9 36.6 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 8,269: 5,769 6,699 1,048 1,327 520 8,144 8,267: 125 2
Old : 8,269: 5,769 6,699 1,048 1,327 520 8,144 8,267: 125 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -49: 49 -56 24 -51 -17 22 -49: -71 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 81.0 12.7 16.0 6.3 98.5 100.0: 1.5 0.0
Old : 100.0: 69.8 81.0 12.7 16.0 6.3 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 : 23: 12 8 3 1 2 15 11:
Old : 23: 12 8 3 1 2 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 80.1 91.4 96.9 68.9 72.4 82.2 86.0
Old : 68.9 80.1 91.4 96.9 68.9 72.4 82.2 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 2, 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 : 11,681: 1,165 5,638 5 10,346 5,993 11,516 11,636: 165 45
Old : 11,681: 1,165 5,638 5 10,346 5,993 11,516 11,636: 165 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 896: 34 91 0 867 808 901 899: -5 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 48.3 0.0 88.6 51.3 98.6 99.6: 1.4 0.4
Old : 100.0: 10.0 48.3 0.0 88.6 51.3 98.6 99.6: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 7 1 7 10 14 17:
Old : 29: 6 7 1 7 10 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 76.8 96.0 92.7 86.8 76.8 96.0 92.6
Old : 86.8 76.8 96.0 92.7 86.8 76.8 96.0 92.6
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 2, 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 : 13,560: 1,785 1,371 0 11,490 12,149 13,275 13,520: 285 40
Old : 13,560: 1,785 1,371 0 11,490 12,149 13,275 13,520: 285 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 14: 117 -30 0 -126 61 -9 31: 23 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.1 0.0 84.7 89.6 97.9 99.7: 2.1 0.3
Old : 100.0: 13.2 10.1 0.0 84.7 89.6 97.9 99.7: 2.1 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: 7 6 0 4 15 11 21:
Old : 31: 7 6 0 4 15 11 21:
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 : 92.5 69.6 96.7 86.6 92.5 69.6 96.7 86.6
Old : 92.5 69.6 96.7 86.6 92.5 69.6 96.7 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012