WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 4, 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 : 445,142: 157,905 102,336 59,514 191,697 232,820 409,116 394,670: 36,026 50,472
Old : 360,109: 134,417 96,524 26,725 168,960 199,103 330,102 322,352: 30,007 37,757
Other: 85,033: 35,377 17,701 20,900 22,737 33,717 79,014 72,318: 6,019 12,715
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,023: 8,006 6,007 -535 -5,316 -3,063 2,155 2,409: -132 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 23.0 13.4 43.1 52.3 91.9 88.7: 8.1 11.3
Old : 100.0: 37.3 26.8 7.4 46.9 55.3 91.7 89.5: 8.3 10.5
Other: 100.0: 41.6 20.8 24.6 26.7 39.7 92.9 85.0: 7.1 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 134 104 114 80 118 276 283:
Old : 363: 128 105 92 69 109 248 262:
Other: 204: 41 53 24 41 95 99 163:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 19.5 31.1 29.5 17.7 15.7 29.8 24.3
Old : 21.6 20.4 35.7 30.5 20.9 19.2 34.8 28.9
Other: 41.5 27.3 57.1 37.9 28.6 9.8 38.3 16.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 4, 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 : 1,178,391: 430,977 82,874 114,251 495,467 772,568 1,040,695 969,693: 137,696 208,698
Old : 1,085,548: 401,673 96,788 90,504 464,698 710,237 956,875 897,529: 128,673 188,019
Other: 92,843: 52,625 9,407 426 30,769 62,331 83,820 72,164: 9,023 20,679
: : :
: : Changes in Commitments from: August 28, 2012 :
: -31,666: 6,421 -4,212 -7,128 -27,713 -18,609 -28,420 -29,949: -3,246 -1,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 7.0 9.7 42.0 65.6 88.3 82.3: 11.7 17.7
Old : 100.0: 37.0 8.9 8.3 42.8 65.4 88.1 82.7: 11.9 17.3
Other: 100.0: 56.7 10.1 0.5 33.1 67.1 90.3 77.7: 9.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 813: 220 139 152 217 383 512 614:
Old : 809: 214 142 144 208 378 495 606:
Other: 406: 47 59 9 58 263 110 329:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 12.3 24.1 19.4 11.8 9.7 20.3 14.9
Old : 14.5 11.0 24.8 18.6 12.3 10.1 21.5 15.6
Other: 48.3 30.4 58.6 37.0 48.3 30.4 58.6 36.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,588: 4,485 870 74 4,564 9,881 9,123 10,825: 2,465 763
Old : 11,574: 4,485 865 74 4,552 9,876 9,111 10,815: 2,463 759
Other: 14: 0 5 0 12 5 12 10: 2 4
: : :
: : Changes in Commitments from: August 28, 2012 :
: 661: 791 176 15 -307 535 499 726: 162 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.5 0.6 39.4 85.3 78.7 93.4: 21.3 6.6
Old : 100.0: 38.8 7.5 0.6 39.3 85.3 78.7 93.4: 21.3 6.6
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 : 46: 21 8 5 11 11 35 21:
Old : 46: 21 8 5 10 11 34 21:
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 : 36.0 70.6 54.5 85.0 34.3 63.2 49.2 77.6
Old : 36.0 70.7 54.5 85.1 34.3 63.4 49.2 77.7
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, September 4, 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 : 742,721: 303,032 70,387 94,059 267,934 501,699 665,025 666,145: 77,696 76,576
Old : 710,757: 294,805 71,329 86,103 255,888 480,866 636,796 638,298: 73,961 72,459
Other: 31,964: 15,956 6,787 227 12,046 20,833 28,229 27,847: 3,735 4,117
: : :
: : Changes in Commitments from: August 28, 2012 :
: 645: 8,636 371 -3,738 -4,573 1,275 325 -2,092: 320 2,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 9.5 12.7 36.1 67.5 89.5 89.7: 10.5 10.3
Old : 100.0: 41.5 10.0 12.1 36.0 67.7 89.6 89.8: 10.4 10.2
Other: 100.0: 49.9 21.2 0.7 37.7 65.2 88.3 87.1: 11.7 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 252 131 176 150 211 488 446:
Old : 627: 243 139 170 147 208 478 441:
Other: 242: 46 50 6 33 125 83 177:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 19.5 21.6 30.1 9.0 17.0 15.8 23.8
Old : 13.6 19.7 21.5 29.7 10.9 17.9 17.9 24.9
Other: 38.7 53.7 50.8 62.9 38.7 53.7 50.6 62.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 4, 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 : 337,865: 90,380 48,659 43,981 159,126 220,256 293,487 312,896: 44,378 24,969
Old : 326,838: 91,993 50,378 38,324 154,275 214,319 284,592 303,021: 42,246 23,817
Other: 11,027: 2,112 2,006 1,932 4,851 5,937 8,895 9,875: 2,132 1,152
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,672: 6,566 -3,611 -5,875 -4,574 12,761 -3,883 3,275: 5,555 -1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 14.4 13.0 47.1 65.2 86.9 92.6: 13.1 7.4
Old : 100.0: 28.1 15.4 11.7 47.2 65.6 87.1 92.7: 12.9 7.3
Other: 100.0: 19.2 18.2 17.5 44.0 53.8 80.7 89.6: 19.3 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 94 64 81 70 67 216 179:
Old : 269: 96 67 81 70 67 216 179:
Other: 38: 11 5 9 16 10 31 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 : 12.8 31.5 21.8 43.9 10.8 26.3 18.8 36.1
Old : 13.1 32.0 22.3 44.3 11.1 27.2 19.2 36.8
Other: 33.9 47.1 51.5 68.6 33.1 47.1 46.5 60.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 4, 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 : 614,505: 65,314 50,683 8,271 388,940 415,537 462,525 474,491: 151,980 140,014
Old : 614,505: 65,314 50,683 8,271 388,940 415,537 462,525 474,491: 151,980 140,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -26,659: 8,167 -10,593 -5,917 -17,579 -1,921 -15,329 -18,431: -11,330 -8,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.2 1.3 63.3 67.6 75.3 77.2: 24.7 22.8
Old : 100.0: 10.6 8.2 1.3 63.3 67.6 75.3 77.2: 24.7 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 : 137: 23 25 9 61 69 89 98:
Old : 137: 23 25 9 61 69 89 98:
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 : 21.1 18.1 30.5 29.1 16.7 12.6 23.9 22.6
Old : 21.1 18.1 30.5 29.1 16.7 12.6 23.9 22.6
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, September 4, 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 : 383,613: 43,649 33,089 9,545 263,266 282,218 316,460 324,852: 67,153 58,761
Old : 383,613: 43,649 33,089 9,545 263,266 282,218 316,460 324,852: 67,153 58,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,388: 324 8,069 -1,029 8,937 140 8,232 7,180: -9,620 -8,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.6 2.5 68.6 73.6 82.5 84.7: 17.5 15.3
Old : 100.0: 11.4 8.6 2.5 68.6 73.6 82.5 84.7: 17.5 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 : 67: 7 7 5 38 41 48 50:
Old : 67: 7 7 5 38 41 48 50:
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 : 32.8 42.5 48.6 52.9 31.7 39.0 43.7 48.6
Old : 32.8 42.5 48.6 52.9 31.7 39.0 43.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 4, 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 : 11,246: 1,983 190 2,645 5,999 8,139 10,627 10,974: 619 272
Old : 11,246: 1,983 190 2,645 5,999 8,139 10,627 10,974: 619 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -735: -64 -12 -211 -463 -515 -738 -738: 3 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 1.7 23.5 53.3 72.4 94.5 97.6: 5.5 2.4
Old : 100.0: 17.6 1.7 23.5 53.3 72.4 94.5 97.6: 5.5 2.4
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 : 40: 12 3 8 21 21 36 30:
Old : 40: 12 3 8 21 21 36 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 : 58.3 53.0 72.0 74.9 14.5 19.4 19.5 25.4
Old : 58.3 53.0 72.0 74.9 14.5 19.4 19.5 25.4
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, September 4, 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 : 251,907: 85,410 11,914 41,485 76,521 174,607 203,416 228,006: 48,491 23,901
Old : 242,366: 82,938 11,756 38,944 73,068 168,680 194,950 219,380: 47,416 22,986
Other: 9,541: 2,947 633 2,066 3,453 5,927 8,466 8,626: 1,075 915
: : :
: : Changes in Commitments from: August 28, 2012 :
: -5,699: -352 1,157 -3,245 -2,152 -1,889 -5,749 -3,977: 50 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 4.7 16.5 30.4 69.3 80.8 90.5: 19.2 9.5
Old : 100.0: 34.2 4.9 16.1 30.1 69.6 80.4 90.5: 19.6 9.5
Other: 100.0: 30.9 6.6 21.7 36.2 62.1 88.7 90.4: 11.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 87 31 73 77 70 207 157:
Old : 238: 90 30 72 77 70 205 157:
Other: 40: 8 5 2 25 11 34 17:
:----------------------------------------------------------------------------------------------------
: 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 33.7 18.0 46.5 8.3 29.0 14.3 39.6
Old : 10.1 33.5 18.1 46.1 8.6 28.7 14.7 39.8
Other: 48.3 56.3 65.0 77.3 35.1 39.0 48.2 54.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 4, 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 : 13,267: 3,060 5,106 213 7,182 6,654 10,455 11,973: 2,812 1,294
Old : 13,262: 3,062 5,105 211 7,179 6,654 10,452 11,970: 2,810 1,292
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,297: -310 688 -1,040 100 -1,038 -1,250 -1,390: -47 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 38.5 1.6 54.1 50.2 78.8 90.2: 21.2 9.8
Old : 100.0: 23.1 38.5 1.6 54.1 50.2 78.8 90.3: 21.2 9.7
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 : 65: 21 18 9 24 9 51 31:
Old : 65: 21 18 9 23 9 50 31:
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 : 37.2 47.2 52.9 62.8 37.2 46.4 52.9 61.7
Old : 37.2 47.3 53.0 62.8 37.2 46.4 53.0 61.7
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, September 4, 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 : 1,012,922: 319,601 175,491 23,610 535,641 740,415 878,852 939,516: 134,070 73,406
Old : 1,012,922: 319,601 175,491 23,610 535,641 740,415 878,852 939,516: 134,070 73,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 38,560: 52,044 32,695 -8,015 -4,670 34,287 39,359 58,967: -799 -20,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 17.3 2.3 52.9 73.1 86.8 92.8: 13.2 7.2
Old : 100.0: 31.6 17.3 2.3 52.9 73.1 86.8 92.8: 13.2 7.2
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 : 212: 49 30 15 92 91 147 130:
Old : 212: 49 30 15 92 91 147 130:
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 : 16.3 34.5 28.1 46.0 16.0 30.7 26.7 40.1
Old : 16.3 34.5 28.1 46.0 16.0 30.7 26.7 40.1
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 - Futures Only, September 4, 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 : 1,585,291: 293,736 185,051 31,652 956,614 1,087,588 1,282,002 1,304,291: 303,289 281,000
Old : 1,585,291: 293,736 185,051 31,652 956,614 1,087,588 1,282,002 1,304,291: 303,289 281,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -19,608: 71,093 13,100 -19,686 -52,305 23,884 -898 17,298: -18,710 -36,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.7 2.0 60.3 68.6 80.9 82.3: 19.1 17.7
Old : 100.0: 18.5 11.7 2.0 60.3 68.6 80.9 82.3: 19.1 17.7
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 : 243: 37 50 23 101 131 151 191:
Old : 243: 37 50 23 101 131 151 191:
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 : 25.2 24.1 36.0 31.7 23.9 19.0 32.4 26.0
Old : 25.2 24.1 36.0 31.7 23.9 19.0 32.4 26.0
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, September 4, 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 : 1,264,148: 276,658 135,672 18,049 721,157 864,145 1,015,864 1,017,866: 248,284 246,282
Old : 1,264,148: 276,658 135,672 18,049 721,157 864,145 1,015,864 1,017,866: 248,284 246,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -32,065: 46,440 31,032 -10,303 -65,113 -50,124 -28,976 -29,395: -3,089 -2,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 10.7 1.4 57.0 68.4 80.4 80.5: 19.6 19.5
Old : 100.0: 21.9 10.7 1.4 57.0 68.4 80.4 80.5: 19.6 19.5
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 : 181: 39 29 18 72 90 120 128:
Old : 181: 39 29 18 72 90 120 128:
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 : 19.1 24.4 31.8 36.8 17.5 24.2 29.1 34.7
Old : 19.1 24.4 31.8 36.8 17.5 24.2 29.1 34.7
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, September 4, 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 : 413,277: 12,481 52,418 62,660 314,002 263,786 389,143 378,864: 24,134 34,413
Old : 413,277: 12,481 52,418 62,660 314,002 263,786 389,143 378,864: 24,134 34,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -69,861: -19,780 -9,962 103 -44,820 -58,225 -64,497 -68,084: -5,364 -1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 12.7 15.2 76.0 63.8 94.2 91.7: 5.8 8.3
Old : 100.0: 3.0 12.7 15.2 76.0 63.8 94.2 91.7: 5.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 21 26 40 41 68 73:
Old : 81: 12 21 26 40 41 68 73:
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 : 42.6 30.6 51.0 50.3 32.6 24.2 38.0 36.0
Old : 42.6 30.6 51.0 50.3 32.6 24.2 38.0 36.0
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, September 4, 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 : 56,223: 18,913 6,026 744 28,104 44,347 47,760 51,117: 8,463 5,107
Old : 56,223: 18,913 6,026 744 28,104 44,347 47,760 51,117: 8,463 5,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -2,653: -3,130 939 128 1,044 -3,757 -1,959 -2,690: -695 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 10.7 1.3 50.0 78.9 84.9 90.9: 15.1 9.1
Old : 100.0: 33.6 10.7 1.3 50.0 78.9 84.9 90.9: 15.1 9.1
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 : 91: 31 11 4 32 25 64 39:
Old : 91: 31 11 4 32 25 64 39:
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 : 26.5 52.1 40.6 65.9 25.3 52.0 39.4 65.9
Old : 26.5 52.1 40.6 65.9 25.3 52.0 39.4 65.9
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, September 4, 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 : 112,446: 37,825 12,052 1,487 56,208 88,694 95,520 102,233: 16,926 10,213
Old : 112,446: 37,825 12,052 1,487 56,208 88,694 95,520 102,233: 16,926 10,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -5,306: -6,259 1,878 255 2,087 -7,513 -3,917 -5,380: -1,389 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 10.7 1.3 50.0 78.9 84.9 90.9: 15.1 9.1
Old : 100.0: 33.6 10.7 1.3 50.0 78.9 84.9 90.9: 15.1 9.1
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 : 91: 31 11 4 32 25 64 39:
Old : 91: 31 11 4 32 25 64 39:
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 : 26.5 52.1 40.6 65.9 25.3 52.0 39.4 65.9
Old : 26.5 52.1 40.6 65.9 25.3 52.0 39.4 65.9
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, September 4, 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 : 8,614: 6,222 6,614 954 1,293 1,041 8,469 8,609: 145 5
Old : 8,614: 6,222 6,614 954 1,293 1,041 8,469 8,609: 145 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 182: 182 185 0 0 -3 182 182: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 76.8 11.1 15.0 12.1 98.3 99.9: 1.7 0.1
Old : 100.0: 72.2 76.8 11.1 15.0 12.1 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: 9 9 3 1 2 12 12:
Old : 21: 9 9 3 1 2 12 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 : 75.6 77.0 93.7 95.4 74.3 70.3 85.3 86.0
Old : 75.6 77.0 93.7 95.4 74.3 70.3 85.3 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 - Futures Only, September 4, 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 : 11,736: 1,225 4,841 33 10,232 6,796 11,490 11,670: 246 66
Old : 11,736: 1,225 4,841 33 10,232 6,796 11,490 11,670: 246 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,117: -16 1,047 26 1,117 44 1,127 1,117: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 41.2 0.3 87.2 57.9 97.9 99.4: 2.1 0.6
Old : 100.0: 10.4 41.2 0.3 87.2 57.9 97.9 99.4: 2.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 8 2 6 9 15 17:
Old : 29: 7 8 2 6 9 15 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 : 85.8 80.4 95.1 90.6 85.8 80.2 95.1 90.2
Old : 85.8 80.4 95.1 90.6 85.8 80.2 95.1 90.2
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, September 4, 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 : 14,645: 1,792 2,818 323 12,336 11,480 14,451 14,621: 194 24
Old : 14,645: 1,792 2,818 323 12,336 11,480 14,451 14,621: 194 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 121: -96 -159 222 44 175 170 238: -49 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 19.2 2.2 84.2 78.4 98.7 99.8: 1.3 0.2
Old : 100.0: 12.2 19.2 2.2 84.2 78.4 98.7 99.8: 1.3 0.2
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 : 30: 5 7 2 4 15 10 23:
Old : 30: 5 7 2 4 15 10 23:
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 : 90.1 73.0 97.9 87.8 90.1 70.8 96.2 85.7
Old : 90.1 73.0 97.9 87.8 90.1 70.8 96.2 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012