WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 605,344: 132,850 96,731 179,145 251,613 274,237 563,608 550,113: 41,736 55,231
Old : 490,310: 110,273 97,936 127,941 218,002 226,003 456,217 451,880: 34,093 38,430
Other: 115,034: 42,576 18,795 31,204 33,611 48,234 107,391 98,233: 7,643 16,801
: : :
: : Changes in Commitments from: October 9, 2012 :
: 5,205: -4,356 377 1,972 7,436 835 5,052 3,184: 153 2,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 16.0 29.6 41.6 45.3 93.1 90.9: 6.9 9.1
Old : 100.0: 22.5 20.0 26.1 44.5 46.1 93.0 92.2: 7.0 7.8
Other: 100.0: 37.0 16.3 27.1 29.2 41.9 93.4 85.4: 6.6 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 161 119 174 107 132 344 361:
Old : 420: 156 121 152 89 128 310 342:
Other: 235: 58 57 59 61 100 152 193:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 13.1 24.6 20.2 12.6 9.9 21.1 15.2
Old : 16.8 14.4 28.2 22.0 15.1 12.7 24.9 18.9
Other: 30.7 21.0 44.7 32.3 22.7 9.5 31.9 15.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,897,016: 372,672 64,349 651,539 693,097 904,583 1,717,308 1,620,471: 179,708 276,545
Old : 1,748,821: 336,934 85,510 604,458 641,704 815,115 1,583,096 1,505,083: 165,724 243,737
Other: 148,195: 68,461 11,562 14,357 51,393 89,468 134,211 115,387: 13,984 32,808
: : :
: : Changes in Commitments from: October 9, 2012 :
: 46,928: 2,323 5,295 14,495 29,344 26,556 46,162 46,347: 767 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.4 34.3 36.5 47.7 90.5 85.4: 9.5 14.6
Old : 100.0: 19.3 4.9 34.6 36.7 46.6 90.5 86.1: 9.5 13.9
Other: 100.0: 46.2 7.8 9.7 34.7 60.4 90.6 77.9: 9.4 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 848: 254 158 285 289 394 652 740:
Old : 844: 242 167 279 280 391 637 733:
Other: 447: 72 62 46 88 276 181 366:
:----------------------------------------------------------------------------------------------------
: 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 10.0 18.0 17.2 7.0 6.1 12.3 9.6
Old : 10.8 9.8 18.5 16.2 8.1 6.3 13.7 9.8
Other: 36.7 27.5 46.3 34.3 36.6 26.8 45.2 32.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 12,710: 3,132 497 608 6,594 10,482 10,334 11,586: 2,376 1,124
Old : 12,658: 3,137 499 601 6,556 10,447 10,294 11,546: 2,364 1,112
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: October 9, 2012 :
: 600: 976 -41 -5 -557 491 414 446: 186 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 3.9 4.8 51.9 82.5 81.3 91.2: 18.7 8.8
Old : 100.0: 24.8 3.9 4.7 51.8 82.5 81.3 91.2: 18.7 8.8
Other: 100.0: 3.8 9.7 0.0 73.0 67.3 76.9 76.9: 23.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 5 9 15 12 36 24:
Old : 42: 19 5 9 15 12 36 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 : 33.9 67.9 53.2 80.2 29.5 59.3 46.7 69.5
Old : 34.0 68.0 53.2 80.3 29.6 59.6 46.7 69.6
Other: 73.0 76.9 76.9 76.9 63.4 67.3 67.3 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 1,126,262: 216,332 33,884 435,013 399,216 566,307 1,050,561 1,035,203: 75,701 91,059
Old : 1,065,465: 197,343 32,544 417,442 379,532 532,048 994,317 982,035: 71,148 83,431
Other: 60,797: 28,871 11,221 7,689 19,684 34,259 56,244 53,169: 4,553 7,629
: : :
: : Changes in Commitments from: October 9, 2012 :
: -4,804: -12,947 -223 10,273 1,651 -15,488 -1,023 -5,437: -3,781 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.0 38.6 35.4 50.3 93.3 91.9: 6.7 8.1
Old : 100.0: 18.5 3.1 39.2 35.6 49.9 93.3 92.2: 6.7 7.8
Other: 100.0: 47.5 18.5 12.6 32.4 56.3 92.5 87.5: 7.5 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 241 160 286 176 201 540 543:
Old : 634: 247 157 280 174 200 533 539:
Other: 253: 44 73 33 45 117 107 209:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 14.3 22.1 22.9 7.2 8.0 12.1 12.2
Old : 14.7 14.2 22.8 22.3 9.2 8.4 14.2 12.6
Other: 46.2 42.8 58.9 52.0 46.2 42.8 56.0 49.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 399,354: 50,344 67,405 112,100 201,814 181,461 364,258 360,966: 35,096 38,388
Old : 384,327: 51,928 67,929 106,845 193,357 171,913 352,131 346,688: 32,196 37,639
Other: 15,027: 1,291 2,351 2,379 8,457 9,548 12,127 14,278: 2,900 749
: : :
: : Changes in Commitments from: October 9, 2012 :
: 18,797: -4,410 10,519 11,404 11,226 -2,939 18,220 18,985: 577 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.9 28.1 50.5 45.4 91.2 90.4: 8.8 9.6
Old : 100.0: 13.5 17.7 27.8 50.3 44.7 91.6 90.2: 8.4 9.8
Other: 100.0: 8.6 15.6 15.8 56.3 63.5 80.7 95.0: 19.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 62 94 130 94 89 250 261:
Old : 307: 63 97 130 94 88 250 260:
Other: 55: 12 8 13 23 14 42 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 21.1 21.0 28.8 9.8 12.7 16.6 18.2
Old : 12.6 21.4 21.4 28.9 10.0 13.3 17.0 19.1
Other: 34.5 52.3 50.4 71.6 30.7 52.3 43.5 69.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 696,698: 60,842 52,024 65,231 419,517 425,373 545,590 542,629: 151,107 154,069
Old : 696,698: 60,842 52,024 65,231 419,517 425,373 545,590 542,629: 151,107 154,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -7,985: -4,712 -8,659 -621 -2,178 -2,808 -7,511 -12,088: -475 4,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.5 9.4 60.2 61.1 78.3 77.9: 21.7 22.1
Old : 100.0: 8.7 7.5 9.4 60.2 61.1 78.3 77.9: 21.7 22.1
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 : 175: 33 32 44 88 93 147 143:
Old : 175: 33 32 44 88 93 147 143:
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 13.4 26.1 23.2 14.6 12.5 21.6 21.1
Old : 18.8 13.4 26.1 23.2 14.6 12.5 21.6 21.1
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 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 : 371,376: 38,402 32,410 8,777 251,327 274,288 298,506 315,475: 72,870 55,901
Old : 371,376: 38,402 32,410 8,777 251,327 274,288 298,506 315,475: 72,870 55,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 672: 2,028 2,916 1,543 -2,445 -1,656 1,126 2,803: -455 -2,131
: : :
: : 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 84.9: 19.6 15.1
Old : 100.0: 10.3 8.7 2.4 67.7 73.9 80.4 84.9: 19.6 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 36.4 44.0 46.6
Old : 34.9 36.9 50.7 48.3 32.4 36.4 44.0 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 277,390: 63,972 11,571 74,252 95,798 168,558 234,022 254,380: 43,368 23,009
Old : 264,042: 60,658 11,602 70,202 91,204 160,004 222,064 241,809: 41,978 22,233
Other: 13,347: 4,569 1,223 2,795 4,594 8,553 11,957 12,572: 1,390 776
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,102: 2,484 166 -2,911 1,242 6,757 815 4,012: 1,288 -1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.2 26.8 34.5 60.8 84.4 91.7: 15.6 8.3
Old : 100.0: 23.0 4.4 26.6 34.5 60.6 84.1 91.6: 15.9 8.4
Other: 100.0: 34.2 9.2 20.9 34.4 64.1 89.6 94.2: 10.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 65 30 50 84 79 177 140:
Old : 203: 67 32 49 84 79 177 139:
Other: 53: 9 12 12 28 10 45 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 31.7 20.4 43.3 6.4 24.0 11.3 30.3
Old : 13.1 30.5 20.7 42.5 6.7 23.3 11.8 29.7
Other: 46.9 59.2 63.6 75.5 38.0 48.5 47.0 57.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 16,182: 2,809 5,424 1,305 8,728 7,613 12,842 14,342: 3,340 1,839
Old : 16,177: 2,809 5,421 1,305 8,727 7,613 12,841 14,339: 3,336 1,837
Other: 5: 0 3 0 1 0 1 3: 4 2
: : :
: : Changes in Commitments from: October 9, 2012 :
: 245: -544 -92 202 446 28 104 138: 140 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 33.5 8.1 53.9 47.0 79.4 88.6: 20.6 11.4
Old : 100.0: 17.4 33.5 8.1 53.9 47.1 79.4 88.6: 20.6 11.4
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: 18 22 10 28 12 51 39:
Old : 70: 18 22 10 28 12 51 39:
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 : 32.6 41.6 46.9 55.4 32.6 40.2 45.0 53.1
Old : 32.6 41.6 46.9 55.5 32.6 40.2 45.0 53.1
Other: 20.0 60.0 20.0 60.0 20.0 60.0 20.0 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 1,047,391: 256,085 246,449 81,659 572,161 638,912 909,906 967,021: 137,486 80,371
Old : 1,047,391: 256,085 246,449 81,659 572,161 638,912 909,906 967,021: 137,486 80,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 26,226: -13,770 26,867 2,811 39,456 -1,359 28,497 28,319: -2,270 -2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 23.5 7.8 54.6 61.0 86.9 92.3: 13.1 7.7
Old : 100.0: 24.4 23.5 7.8 54.6 61.0 86.9 92.3: 13.1 7.7
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 : 228: 45 47 26 103 93 163 151:
Old : 228: 45 47 26 103 93 163 151:
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 : 18.4 30.7 27.2 41.0 17.6 29.2 24.7 38.1
Old : 18.4 30.7 27.2 41.0 17.6 29.2 24.7 38.1
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 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 : 2,064,012: 324,147 175,960 201,005 1,229,568 1,368,529 1,754,720 1,745,494: 309,292 318,518
Old : 2,064,012: 324,147 175,960 201,005 1,229,568 1,368,529 1,754,720 1,745,494: 309,292 318,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 35,998: 37,703 5,182 2,221 16,139 16,104 56,064 23,507: -20,066 12,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.5 9.7 59.6 66.3 85.0 84.6: 15.0 15.4
Old : 100.0: 15.7 8.5 9.7 59.6 66.3 85.0 84.6: 15.0 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 : 280: 47 58 70 144 155 235 239:
Old : 280: 47 58 70 144 155 235 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 23.1 26.7 29.0 16.7 18.6 24.8 23.7
Old : 17.4 23.1 26.7 29.0 16.7 18.6 24.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 1,616,158: 277,134 159,002 146,170 950,620 1,064,128 1,373,923 1,369,299: 242,235 246,859
Old : 1,616,158: 277,134 159,002 146,170 950,620 1,064,128 1,373,923 1,369,299: 242,235 246,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 31,963: -28,277 2,815 32,233 38,579 -7,746 42,534 27,302: -10,571 4,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 9.8 9.0 58.8 65.8 85.0 84.7: 15.0 15.3
Old : 100.0: 17.1 9.8 9.0 58.8 65.8 85.0 84.7: 15.0 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 42 35 37 84 104 142 160:
Old : 203: 42 35 37 84 104 142 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 24.1 30.7 33.7 17.3 24.0 27.3 32.8
Old : 19.2 24.1 30.7 33.7 17.3 24.0 27.3 32.8
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 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 : 395,730: 5,285 45,656 64,844 295,952 246,273 366,082 356,772: 29,649 38,958
Old : 395,730: 5,285 45,656 64,844 295,952 246,273 366,082 356,772: 29,649 38,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 5,135: -240 2,267 -2,255 7,787 5,667 5,292 5,678: -157 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 11.5 16.4 74.8 62.2 92.5 90.2: 7.5 9.8
Old : 100.0: 1.3 11.5 16.4 74.8 62.2 92.5 90.2: 7.5 9.8
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 : 75: 10 18 22 41 39 65 66:
Old : 75: 10 18 22 41 39 65 66:
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 : 43.2 28.3 51.5 47.0 33.1 22.3 38.7 33.4
Old : 43.2 28.3 51.5 47.0 33.1 22.3 38.7 33.4
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 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 : 61,702: 25,976 6,218 431 26,968 49,302 53,376 55,951: 8,326 5,751
Old : 61,702: 25,976 6,218 431 26,968 49,302 53,376 55,951: 8,326 5,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,697: 2,518 255 -268 -233 2,364 2,017 2,350: 681 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 10.1 0.7 43.7 79.9 86.5 90.7: 13.5 9.3
Old : 100.0: 42.1 10.1 0.7 43.7 79.9 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: 40 11 9 33 32 77 48:
Old : 105: 40 11 9 33 32 77 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 : 25.9 39.3 40.3 57.4 25.9 39.3 40.1 57.4
Old : 25.9 39.3 40.3 57.4 25.9 39.3 40.1 57.4
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, 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 : 123,404: 51,952 12,436 862 53,937 98,605 106,751 111,902: 16,652 11,501
Old : 123,404: 51,952 12,436 862 53,937 98,605 106,751 111,902: 16,652 11,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 5,395: 5,036 510 -536 -466 4,727 4,033 4,701: 1,361 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 10.1 0.7 43.7 79.9 86.5 90.7: 13.5 9.3
Old : 100.0: 42.1 10.1 0.7 43.7 79.9 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: 40 11 9 33 32 77 48:
Old : 105: 40 11 9 33 32 77 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 : 25.9 39.3 40.3 57.4 25.9 39.3 40.1 57.4
Old : 25.9 39.3 40.3 57.4 25.9 39.3 40.1 57.4
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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