WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 28, 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 : 443,119: 149,899 96,329 60,049 197,013 235,883 406,961 392,261: 36,158 50,858
Old : 360,940: 128,508 91,741 27,646 174,716 203,563 330,870 322,950: 30,070 37,990
Other: 82,179: 33,122 16,319 20,672 22,297 32,320 76,091 69,311: 6,088 12,868
: : :
: : Changes in Commitments from: August 21, 2012 :
: -22,376: -9,736 -3,805 -4,009 -5,994 -14,468 -19,739 -22,282: -2,637 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 21.7 13.6 44.5 53.2 91.8 88.5: 8.2 11.5
Old : 100.0: 35.6 25.4 7.7 48.4 56.4 91.7 89.5: 8.3 10.5
Other: 100.0: 40.3 19.9 25.2 27.1 39.3 92.6 84.3: 7.4 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 133 105 115 86 118 287 283:
Old : 367: 129 106 96 78 113 263 267:
Other: 195: 39 50 27 36 94 95 158:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 19.0 30.8 28.6 17.9 15.2 29.4 23.1
Old : 21.8 19.6 35.0 30.0 21.4 18.2 34.0 27.5
Other: 42.2 27.9 57.9 38.4 28.5 9.7 37.9 15.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 28, 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 : 1,210,057: 424,556 87,086 121,379 523,180 791,177 1,069,115 999,642: 140,942 210,415
Old : 49,610: 11,202 4,682 29 21,440 37,585 32,671 42,296: 16,939 7,314
Other: 1,160,447: 423,560 92,610 111,144 501,740 753,592 1,036,444 957,346: 124,003 203,101
: : :
: : Changes in Commitments from: August 21, 2012 :
: -46,911: -11,466 -5,274 -13,099 -21,123 -20,923 -45,688 -39,296: -1,223 -7,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 7.2 10.0 43.2 65.4 88.4 82.6: 11.6 17.4
Old : 100.0: 22.6 9.4 0.1 43.2 75.8 65.9 85.3: 34.1 14.7
Other: 100.0: 36.5 8.0 9.6 43.2 64.9 89.3 82.5: 10.7 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 832: 219 146 173 270 393 582 642:
Old : 339: 60 21 3 140 139 202 161:
Other: 827: 207 164 150 204 387 492 633:
:----------------------------------------------------------------------------------------------------
: 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 11.7 23.9 19.0 11.7 9.3 20.0 14.4
Old : 16.5 37.3 22.2 49.4 16.5 37.3 22.2 49.3
Other: 14.4 11.6 24.9 18.6 12.2 9.6 20.7 14.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 28, 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 : 10,927: 3,694 694 59 4,871 9,346 8,624 10,099: 2,303 828
Old : 10,913: 3,694 689 59 4,859 9,341 8,612 10,089: 2,301 824
Other: 14: 0 5 0 12 5 12 10: 2 4
: : :
: : Changes in Commitments from: August 21, 2012 :
: -61: 324 71 -31 -336 -116 -43 -76: -18 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 6.4 0.5 44.6 85.5 78.9 92.4: 21.1 7.6
Old : 100.0: 33.8 6.3 0.5 44.5 85.6 78.9 92.4: 21.1 7.6
Other: 100.0: 0.0 35.7 0.0 85.7 35.7 85.7 71.4: 14.3 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 8 5 12 10 36 20:
Old : 45: 21 8 5 12 10 36 20:
Other: 4: 0 1 0 2 2 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 70.9 56.9 86.0 35.2 63.0 50.6 77.8
Old : 37.0 71.0 56.9 86.0 35.2 63.1 50.7 78.0
Other: 85.7 71.4 85.7 71.4 71.4 57.1 71.4 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 28, 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 : 742,076: 294,396 70,016 97,797 272,507 500,424 664,700 668,237: 77,376 73,839
Old : 710,609: 286,385 70,155 90,305 259,842 480,014 636,532 640,474: 74,077 70,135
Other: 31,467: 15,245 7,095 258 12,665 20,410 28,168 27,763: 3,299 3,704
: : :
: : Changes in Commitments from: August 21, 2012 :
: -13,113: -25,770 -1,046 9,490 -927 -21,451 -17,207 -13,007: 4,094 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 9.4 13.2 36.7 67.4 89.6 90.0: 10.4 10.0
Old : 100.0: 40.3 9.9 12.7 36.6 67.5 89.6 90.1: 10.4 9.9
Other: 100.0: 48.4 22.5 0.8 40.2 64.9 89.5 88.2: 10.5 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 244 141 177 156 215 492 456:
Old : 631: 238 146 172 153 212 482 452:
Other: 240: 42 51 10 33 124 81 180:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 19.4 22.0 30.1 9.2 16.6 15.9 23.6
Old : 14.1 19.3 21.9 29.8 11.0 17.5 18.0 24.7
Other: 41.3 53.0 53.4 62.4 41.3 53.0 53.3 62.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 28, 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 : 336,193: 83,814 52,270 49,856 163,700 207,495 297,370 309,621: 38,823 26,572
Old : 20,978: 10,239 3,137 184 8,043 15,691 18,466 19,012: 2,512 1,966
Other: 315,215: 82,713 58,271 40,534 155,657 191,804 278,904 290,609: 36,311 24,606
: : :
: : Changes in Commitments from: August 21, 2012 :
: 5,476: 9,986 -3,036 -34 -7,479 9,084 2,473 6,014: 3,003 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 15.5 14.8 48.7 61.7 88.5 92.1: 11.5 7.9
Old : 100.0: 48.8 15.0 0.9 38.3 74.8 88.0 90.6: 12.0 9.4
Other: 100.0: 26.2 18.5 12.9 49.4 60.8 88.5 92.2: 11.5 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 92 56 88 71 67 216 185:
Old : 93: 29 11 3 22 32 51 46:
Other: 260: 91 68 79 70 61 207 176:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 29.2 23.6 40.9 11.2 24.1 19.0 32.8
Old : 35.1 48.1 48.4 60.6 34.3 47.8 47.6 60.3
Other: 14.7 30.7 24.1 41.6 11.9 24.6 20.2 33.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 28, 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 : 641,164: 57,147 61,276 14,188 406,519 417,458 477,854 492,922: 163,310 148,242
Old : 641,164: 57,147 61,276 14,188 406,519 417,458 477,854 492,922: 163,310 148,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 51,844: -6,043 18,743 7,023 40,178 14,933 41,158 40,699: 10,686 11,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.6 2.2 63.4 65.1 74.5 76.9: 25.5 23.1
Old : 100.0: 8.9 9.6 2.2 63.4 65.1 74.5 76.9: 25.5 23.1
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 : 131: 20 26 14 61 67 89 99:
Old : 131: 20 26 14 61 67 89 99:
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 : 20.4 15.9 30.9 26.9 15.9 11.3 23.5 21.5
Old : 20.4 15.9 30.9 26.9 15.9 11.3 23.5 21.5
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, August 28, 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 : 385,001: 43,325 25,020 10,574 254,329 282,078 308,228 317,672: 76,773 67,329
Old : 385,001: 43,325 25,020 10,574 254,329 282,078 308,228 317,672: 76,773 67,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 23,118: 1,256 3,661 10,102 2,536 -2,531 13,894 11,232: 9,224 11,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.5 2.7 66.1 73.3 80.1 82.5: 19.9 17.5
Old : 100.0: 11.3 6.5 2.7 66.1 73.3 80.1 82.5: 19.9 17.5
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 : 63: 8 6 5 31 39 41 48:
Old : 63: 8 6 5 31 39 41 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 : 32.2 38.7 47.6 49.9 31.0 37.9 42.5 46.8
Old : 32.2 38.7 47.6 49.9 31.0 37.9 42.5 46.8
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, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,981: 2,047 202 2,856 6,462 8,654 11,365 11,712: 616 269
Old : 11,981: 2,047 202 2,856 6,462 8,654 11,365 11,712: 616 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 67: -89 50 -129 268 96 50 17: 17 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 1.7 23.8 53.9 72.2 94.9 97.8: 5.1 2.2
Old : 100.0: 17.1 1.7 23.8 53.9 72.2 94.9 97.8: 5.1 2.2
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 : 41: 11 4 8 20 21 35 30:
Old : 41: 11 4 8 20 21 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 : 59.0 54.2 72.2 76.4 13.6 18.4 19.3 24.5
Old : 59.0 54.2 72.2 76.4 13.6 18.4 19.3 24.5
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, August 28, 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 : 257,606: 85,762 10,757 44,730 78,673 176,496 209,165 231,983: 48,441 25,623
Old : 20,667: 8,446 282 0 7,323 16,824 15,769 17,106: 4,898 3,561
Other: 236,939: 83,278 16,437 38,768 71,350 159,672 193,396 214,877: 43,543 22,062
: : :
: : Changes in Commitments from: August 21, 2012 :
: -10,380: -6,070 1,667 -2,288 -115 -10,912 -8,473 -11,533: -1,907 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 4.2 17.4 30.5 68.5 81.2 90.1: 18.8 9.9
Old : 100.0: 40.9 1.4 0.0 35.4 81.4 76.3 82.8: 23.7 17.2
Other: 100.0: 35.1 6.9 16.4 30.1 67.4 81.6 90.7: 18.4 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 88 32 83 76 71 215 166:
Old : 101: 30 2 0 32 40 62 42:
Other: 241: 84 49 76 72 64 204 159:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 32.6 17.3 44.8 8.2 27.9 14.2 38.4
Old : 19.8 36.3 31.3 48.2 19.8 36.0 31.3 47.5
Other: 10.2 33.2 18.3 45.3 8.9 28.7 15.1 39.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,564: 3,370 4,418 1,253 7,082 7,692 11,705 13,363: 2,859 1,201
Old : 14,559: 3,372 4,417 1,251 7,079 7,692 11,702 13,360: 2,857 1,199
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: August 21, 2012 :
: 509: -195 65 334 26 69 165 468: 344 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 30.3 8.6 48.6 52.8 80.4 91.8: 19.6 8.2
Old : 100.0: 23.2 30.3 8.6 48.6 52.8 80.4 91.8: 19.6 8.2
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 : 76: 21 24 12 24 11 56 41:
Old : 76: 21 24 12 24 11 56 41:
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 : 32.0 44.4 46.8 59.0 32.0 43.4 45.0 55.7
Old : 32.0 44.4 46.8 59.1 32.0 43.5 45.0 55.7
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 - Futures Only, August 28, 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 : 974,362: 267,557 142,796 31,625 540,311 706,128 839,493 880,549: 134,869 93,813
Old : 974,362: 267,557 142,796 31,625 540,311 706,128 839,493 880,549: 134,869 93,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -30,046: -47,857 -3,868 2,080 1,363 -39,052 -44,414 -40,840: 14,368 10,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 14.7 3.2 55.5 72.5 86.2 90.4: 13.8 9.6
Old : 100.0: 27.5 14.7 3.2 55.5 72.5 86.2 90.4: 13.8 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 : 218: 46 32 21 103 99 155 146:
Old : 218: 46 32 21 103 99 155 146:
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 : 16.8 33.9 28.0 43.5 16.1 32.0 26.8 40.7
Old : 16.8 33.9 28.0 43.5 16.1 32.0 26.8 40.7
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, August 28, 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 : 1,604,899: 222,643 171,951 51,338 1,008,919 1,063,704 1,282,900 1,286,993: 321,999 317,906
Old : 1,604,899: 222,643 171,951 51,338 1,008,919 1,063,704 1,282,900 1,286,993: 321,999 317,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -26,972: -47,320 -472 11,362 -33,941 -45,716 -69,899 -34,826: 42,927 7,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.7 3.2 62.9 66.3 79.9 80.2: 20.1 19.8
Old : 100.0: 13.9 10.7 3.2 62.9 66.3 79.9 80.2: 20.1 19.8
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 : 234: 40 45 35 104 123 160 187:
Old : 234: 40 45 35 104 123 160 187:
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 : 26.0 22.8 36.1 30.8 25.0 18.1 31.9 25.7
Old : 26.0 22.8 36.1 30.8 25.0 18.1 31.9 25.7
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, August 28, 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 : 1,296,213: 230,218 104,640 28,352 786,270 914,269 1,044,840 1,047,261: 251,373 248,952
Old : 1,296,213: 230,218 104,640 28,352 786,270 914,269 1,044,840 1,047,261: 251,373 248,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 33,544: 22,773 -2,953 10,365 -25,178 24,367 7,960 31,779: 25,584 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 8.1 2.2 60.7 70.5 80.6 80.8: 19.4 19.2
Old : 100.0: 17.8 8.1 2.2 60.7 70.5 80.6 80.8: 19.4 19.2
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 : 183: 35 29 23 82 93 129 133:
Old : 183: 35 29 23 82 93 129 133:
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 : 19.5 24.3 33.0 35.0 18.5 23.6 30.0 33.1
Old : 19.5 24.3 33.0 35.0 18.5 23.6 30.0 33.1
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, August 28, 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 : 483,138: 32,261 62,380 62,557 358,822 322,011 453,640 446,948: 29,498 36,190
Old : 483,138: 32,261 62,380 62,557 358,822 322,011 453,640 446,948: 29,498 36,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 25,489: 8,054 4,660 1,094 10,904 17,732 20,052 23,486: 5,437 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 12.9 12.9 74.3 66.6 93.9 92.5: 6.1 7.5
Old : 100.0: 6.7 12.9 12.9 74.3 66.6 93.9 92.5: 6.1 7.5
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 : 88: 20 14 25 43 44 71 77:
Old : 88: 20 14 25 43 44 71 77:
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 : 43.5 30.6 51.1 51.2 32.7 25.2 38.9 39.4
Old : 43.5 30.6 51.1 51.2 32.7 25.2 38.9 39.4
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 - Futures Only, August 28, 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 : 58,876: 22,042 5,087 616 27,061 48,104 49,719 53,807: 9,158 5,070
Old : 58,876: 22,042 5,087 616 27,061 48,104 49,719 53,807: 9,158 5,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 2,239: 1,231 -1,912 490 647 5,139 2,367 3,716: -128 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 8.6 1.0 46.0 81.7 84.4 91.4: 15.6 8.6
Old : 100.0: 37.4 8.6 1.0 46.0 81.7 84.4 91.4: 15.6 8.6
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 : 96: 37 9 3 34 24 73 34:
Old : 96: 37 9 3 34 24 73 34:
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 : 26.7 53.5 39.6 67.5 25.8 53.4 38.6 67.5
Old : 26.7 53.5 39.6 67.5 25.8 53.4 38.6 67.5
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, August 28, 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 : 117,752: 44,084 10,174 1,232 54,121 96,207 99,437 107,613: 18,315 10,139
Old : 117,752: 44,084 10,174 1,232 54,121 96,207 99,437 107,613: 18,315 10,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,478: 2,461 -3,824 979 1,294 10,277 4,734 7,432: -256 -2,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 8.6 1.0 46.0 81.7 84.4 91.4: 15.6 8.6
Old : 100.0: 37.4 8.6 1.0 46.0 81.7 84.4 91.4: 15.6 8.6
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 : 96: 37 9 3 34 24 73 34:
Old : 96: 37 9 3 34 24 73 34:
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 : 26.7 53.5 39.6 67.5 25.8 53.4 38.6 67.5
Old : 26.7 53.5 39.6 67.5 25.8 53.4 38.6 67.5
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, August 28, 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 : 8,432: 6,040 6,429 954 1,293 1,044 8,287 8,427: 145 5
Old : 8,432: 6,040 6,429 954 1,293 1,044 8,287 8,427: 145 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -69: 106 -22 -28 -155 -18 -77 -68: 8 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 76.2 11.3 15.3 12.4 98.3 99.9: 1.7 0.1
Old : 100.0: 71.6 76.2 11.3 15.3 12.4 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 10 3 1 2 11 13:
Old : 21: 8 10 3 1 2 11 13:
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 : 77.2 77.1 95.2 94.9 75.9 70.3 86.4 85.3
Old : 77.2 77.1 95.2 94.9 75.9 70.3 86.4 85.3
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, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,619: 1,241 3,794 7 9,115 6,752 10,363 10,553: 256 66
Old : 10,619: 1,241 3,794 7 9,115 6,752 10,363 10,553: 256 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 145: 143 12 0 5 109 148 121: -3 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 35.7 0.1 85.8 63.6 97.6 99.4: 2.4 0.6
Old : 100.0: 11.7 35.7 0.1 85.8 63.6 97.6 99.4: 2.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 7 1 6 9 14 16:
Old : 28: 7 7 1 6 9 14 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 : 84.3 81.8 94.8 91.4 84.3 81.7 94.8 91.3
Old : 84.3 81.8 94.8 91.4 84.3 81.7 94.8 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, August 28, 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 : 14,524: 1,888 2,977 101 12,292 11,305 14,281 14,383: 243 141
Old : 14,524: 1,888 2,977 101 12,292 11,305 14,281 14,383: 243 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -214: -339 -226 101 65 -198 -173 -323: -41 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.5 0.7 84.6 77.8 98.3 99.0: 1.7 1.0
Old : 100.0: 13.0 20.5 0.7 84.6 77.8 98.3 99.0: 1.7 1.0
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 : 28: 6 5 1 5 13 12 18:
Old : 28: 6 5 1 5 13 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.3 73.8 96.6 88.4 90.3 73.1 96.5 87.7
Old : 90.3 73.8 96.6 88.4 90.3 73.1 96.5 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012