WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 11, 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 : 445,975: 158,654 108,029 60,308 191,281 228,125 410,243 396,462: 35,732 49,513
Old : 355,823: 134,723 102,836 25,835 165,981 191,611 326,539 320,282: 29,284 35,541
Other: 90,152: 37,070 18,332 21,334 25,300 36,514 83,704 76,180: 6,448 13,972
: : :
: : Changes in Commitments from: September 4, 2012 :
: 833: 749 5,693 794 -416 -4,695 1,127 1,792: -294 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 24.2 13.5 42.9 51.2 92.0 88.9: 8.0 11.1
Old : 100.0: 37.9 28.9 7.3 46.6 53.9 91.8 90.0: 8.2 10.0
Other: 100.0: 41.1 20.3 23.7 28.1 40.5 92.8 84.5: 7.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 138 110 115 85 117 287 287:
Old : 373: 134 109 89 70 107 251 263:
Other: 216: 47 54 26 48 99 112 170:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 19.7 30.7 29.3 17.4 15.6 29.5 24.0
Old : 21.3 20.7 35.6 30.2 20.7 19.6 34.8 28.7
Other: 39.1 25.7 54.4 36.6 27.3 10.0 37.4 16.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 11, 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 : 1,162,740: 418,771 86,826 120,419 487,337 747,807 1,026,527 955,052: 136,213 207,688
Old : 1,062,594: 386,520 100,938 95,331 454,354 680,061 936,205 876,330: 126,389 186,264
Other: 100,146: 55,973 9,610 1,366 32,983 67,746 90,322 78,722: 9,824 21,424
: : :
: : Changes in Commitments from: September 4, 2012 :
: -15,651: -12,206 3,952 6,168 -8,130 -24,761 -14,168 -14,641: -1,483 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 7.5 10.4 41.9 64.3 88.3 82.1: 11.7 17.9
Old : 100.0: 36.4 9.5 9.0 42.8 64.0 88.1 82.5: 11.9 17.5
Other: 100.0: 55.9 9.6 1.4 32.9 67.6 90.2 78.6: 9.8 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 800: 216 140 154 211 368 508 599:
Old : 794: 211 140 146 202 362 492 587:
Other: 404: 49 59 14 59 258 114 328:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 11.3 23.8 18.6 11.9 10.0 20.5 15.2
Old : 14.0 10.5 24.5 17.4 12.5 10.5 22.6 16.2
Other: 46.4 31.3 57.4 37.9 46.4 31.3 57.4 37.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 11, 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 : 11,610: 4,296 1,003 55 4,739 9,822 9,090 10,880: 2,520 730
Old : 11,591: 4,296 998 55 4,722 9,812 9,073 10,865: 2,518 726
Other: 19: 0 5 0 17 10 17 15: 2 4
: : :
: : Changes in Commitments from: September 4, 2012 :
: 22: -189 133 -19 175 -59 -33 55: 55 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 8.6 0.5 40.8 84.6 78.3 93.7: 21.7 6.3
Old : 100.0: 37.1 8.6 0.5 40.7 84.7 78.3 93.7: 21.7 6.3
Other: 100.0: 0.0 26.3 0.0 89.5 52.6 89.5 78.9: 10.5 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 9 4 13 12 35 22:
Old : 45: 19 9 4 12 12 34 22:
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 : 32.2 70.5 54.3 84.9 31.0 62.5 48.2 77.0
Old : 32.2 70.6 54.4 85.1 31.1 62.7 48.3 77.2
Other: 89.5 78.9 89.5 78.9 78.9 68.4 78.9 68.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 11, 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 : 733,037: 297,109 67,294 92,632 268,128 497,732 657,869 657,658: 75,168 75,379
Old : 700,246: 287,610 69,084 85,068 256,362 475,049 629,040 629,201: 71,206 71,045
Other: 32,791: 16,813 5,524 250 11,766 22,683 28,829 28,457: 3,962 4,334
: : :
: : Changes in Commitments from: September 4, 2012 :
: -9,684: -5,923 -3,093 -1,427 194 -3,967 -7,156 -8,487: -2,528 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 9.2 12.6 36.6 67.9 89.7 89.7: 10.3 10.3
Old : 100.0: 41.1 9.9 12.1 36.6 67.8 89.8 89.9: 10.2 10.1
Other: 100.0: 51.3 16.8 0.8 35.9 69.2 87.9 86.8: 12.1 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 251 133 176 149 213 485 453:
Old : 628: 240 144 170 146 209 473 447:
Other: 242: 49 49 8 35 121 88 174:
:----------------------------------------------------------------------------------------------------
: 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 19.1 21.8 29.7 9.8 17.1 16.5 23.9
Old : 13.9 19.8 21.9 29.4 12.0 18.0 19.0 24.7
Other: 38.3 57.2 49.7 64.3 38.3 57.2 49.6 64.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 11, 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 : 324,438: 91,000 49,746 36,319 155,615 214,431 282,934 300,496: 41,504 23,942
Old : 313,501: 92,553 51,880 30,666 150,861 208,017 274,080 290,563: 39,421 22,938
Other: 10,937: 2,467 1,886 1,633 4,754 6,414 8,854 9,933: 2,083 1,004
: : :
: : Changes in Commitments from: September 4, 2012 :
: -13,427: 620 1,087 -7,662 -3,511 -5,825 -10,553 -12,400: -2,874 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 15.3 11.2 48.0 66.1 87.2 92.6: 12.8 7.4
Old : 100.0: 29.5 16.5 9.8 48.1 66.4 87.4 92.7: 12.6 7.3
Other: 100.0: 22.6 17.2 14.9 43.5 58.6 81.0 90.8: 19.0 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 101 58 75 72 68 216 175:
Old : 269: 102 63 73 72 68 214 175:
Other: 37: 12 4 9 16 10 30 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 : 12.9 30.4 22.7 41.8 11.0 24.4 19.3 34.2
Old : 13.1 30.7 23.0 42.1 11.2 25.2 19.7 34.7
Other: 34.1 50.2 51.5 72.0 32.5 50.2 47.0 64.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 11, 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 : 573,215: 69,832 49,744 5,615 347,099 386,540 422,546 441,899: 150,669 131,316
Old : 573,215: 69,832 49,744 5,615 347,099 386,540 422,546 441,899: 150,669 131,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -41,290: 4,518 -939 -2,656 -41,841 -28,997 -39,979 -32,592: -1,311 -8,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.7 1.0 60.6 67.4 73.7 77.1: 26.3 22.9
Old : 100.0: 12.2 8.7 1.0 60.6 67.4 73.7 77.1: 26.3 22.9
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 : 141: 23 23 5 64 71 91 95:
Old : 141: 23 23 5 64 71 91 95:
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 : 21.5 15.8 30.7 27.6 16.5 13.5 24.2 23.8
Old : 21.5 15.8 30.7 27.6 16.5 13.5 24.2 23.8
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 11, 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 : 378,847: 39,342 33,961 13,398 258,351 272,972 311,091 320,331: 67,756 58,516
Old : 378,847: 39,342 33,961 13,398 258,351 272,972 311,091 320,331: 67,756 58,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -4,766: -4,307 872 3,853 -4,915 -9,246 -5,369 -4,521: 603 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.0 3.5 68.2 72.1 82.1 84.6: 17.9 15.4
Old : 100.0: 10.4 9.0 3.5 68.2 72.1 82.1 84.6: 17.9 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 7 7 5 36 41 46 50:
Old : 67: 7 7 5 36 41 46 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 : 33.5 41.6 49.9 51.7 31.4 39.1 43.7 48.6
Old : 33.5 41.6 49.9 51.7 31.4 39.1 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 11, 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 : 11,929: 2,757 129 2,663 5,868 8,855 11,288 11,647: 641 282
Old : 11,929: 2,757 129 2,663 5,868 8,855 11,288 11,647: 641 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 683: 774 -61 18 -131 716 661 673: 22 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.1 22.3 49.2 74.2 94.6 97.6: 5.4 2.4
Old : 100.0: 23.1 1.1 22.3 49.2 74.2 94.6 97.6: 5.4 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 : 44: 12 3 7 23 23 38 31:
Old : 44: 12 3 7 23 23 38 31:
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 : 54.9 53.5 70.9 76.0 18.5 21.9 24.0 28.4
Old : 54.9 53.5 70.9 76.0 18.5 21.9 24.0 28.4
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 11, 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 : 238,717: 81,193 14,385 35,316 76,127 164,592 192,636 214,293: 46,081 24,424
Old : 228,993: 78,491 13,989 32,927 72,591 158,641 184,009 205,557: 44,984 23,436
Other: 9,724: 2,989 683 2,102 3,536 5,951 8,627 8,736: 1,097 988
: : :
: : Changes in Commitments from: September 4, 2012 :
: -13,190: -4,217 2,471 -6,169 -394 -10,015 -10,780 -13,713: -2,410 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 6.0 14.8 31.9 68.9 80.7 89.8: 19.3 10.2
Old : 100.0: 34.3 6.1 14.4 31.7 69.3 80.4 89.8: 19.6 10.2
Other: 100.0: 30.7 7.0 21.6 36.4 61.2 88.7 89.8: 11.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 82 31 71 76 68 201 150:
Old : 229: 82 32 70 76 68 199 150:
Other: 41: 9 5 2 25 11 35 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 33.9 18.3 46.2 8.7 28.8 14.9 39.0
Old : 10.6 33.7 18.4 46.0 9.1 28.6 15.5 39.3
Other: 47.8 57.1 64.9 77.1 35.1 39.8 47.9 53.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 11, 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 : 14,101: 3,166 5,861 143 7,860 6,514 11,169 12,518: 2,932 1,583
Old : 14,096: 3,169 5,861 140 7,857 6,514 11,166 12,515: 2,930 1,581
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: September 4, 2012 :
: 834: 106 755 -70 678 -140 714 545: 120 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 41.6 1.0 55.7 46.2 79.2 88.8: 20.8 11.2
Old : 100.0: 22.5 41.6 1.0 55.7 46.2 79.2 88.8: 20.8 11.2
Other: 100.0: 0.0 60.0 0.0 60.0 0.0 60.0 60.0: 40.0 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 20 6 25 9 47 35:
Old : 68: 22 20 5 24 9 46 34:
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 44.5 52.1 59.8 37.2 43.7 52.1 59.0
Old : 37.2 44.5 52.1 59.8 37.2 43.7 52.1 59.0
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 11, 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 : 985,900: 312,902 204,663 21,670 529,348 680,672 863,920 907,005: 121,980 78,895
Old : 985,900: 312,902 204,663 21,670 529,348 680,672 863,920 907,005: 121,980 78,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -27,022: -6,699 29,172 -1,940 -6,293 -59,743 -14,932 -32,511: -12,090 5,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 20.8 2.2 53.7 69.0 87.6 92.0: 12.4 8.0
Old : 100.0: 31.7 20.8 2.2 53.7 69.0 87.6 92.0: 12.4 8.0
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 : 209: 48 29 15 98 88 150 128:
Old : 209: 48 29 15 98 88 150 128:
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 : 16.4 32.6 28.0 44.0 16.4 30.2 27.6 40.4
Old : 16.4 32.6 28.0 44.0 16.4 30.2 27.6 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 11, 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 : 1,570,830: 284,276 177,716 29,022 961,412 1,085,129 1,274,710 1,291,867: 296,120 278,963
Old : 1,570,830: 284,276 177,716 29,022 961,412 1,085,129 1,274,710 1,291,867: 296,120 278,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -14,461: -9,460 -7,335 -2,630 4,798 -2,459 -7,292 -12,424: -7,169 -2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.3 1.8 61.2 69.1 81.1 82.2: 18.9 17.8
Old : 100.0: 18.1 11.3 1.8 61.2 69.1 81.1 82.2: 18.9 17.8
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 : 252: 50 45 28 103 124 168 182:
Old : 252: 50 45 28 103 124 168 182:
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 : 24.1 28.4 34.9 36.5 22.9 22.1 31.0 30.1
Old : 24.1 28.4 34.9 36.5 22.9 22.1 31.0 30.1
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 11, 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 : 1,256,658: 312,895 128,223 13,338 696,102 883,439 1,022,335 1,025,000: 234,323 231,658
Old : 1,256,658: 312,895 128,223 13,338 696,102 883,439 1,022,335 1,025,000: 234,323 231,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -7,490: 36,237 -7,449 -4,711 -25,055 19,294 6,471 7,134: -13,961 -14,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 10.2 1.1 55.4 70.3 81.4 81.6: 18.6 18.4
Old : 100.0: 24.9 10.2 1.1 55.4 70.3 81.4 81.6: 18.6 18.4
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 : 189: 46 26 14 82 84 132 120:
Old : 189: 46 26 14 82 84 132 120:
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 : 18.1 26.8 31.1 37.9 17.5 26.1 29.0 36.0
Old : 18.1 26.8 31.1 37.9 17.5 26.1 29.0 36.0
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 11, 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 : 424,978: 16,203 51,604 62,013 318,811 275,033 397,027 388,650: 27,951 36,328
Old : 424,978: 16,203 51,604 62,013 318,811 275,033 397,027 388,650: 27,951 36,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 11,701: 3,722 -814 -647 4,809 11,247 7,884 9,786: 3,817 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.1 14.6 75.0 64.7 93.4 91.5: 6.6 8.5
Old : 100.0: 3.8 12.1 14.6 75.0 64.7 93.4 91.5: 6.6 8.5
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 : 81: 16 17 25 41 40 68 72:
Old : 81: 16 17 25 41 40 68 72:
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 : 42.2 30.7 50.9 50.7 32.2 25.5 37.6 36.1
Old : 42.2 30.7 50.9 50.7 32.2 25.5 37.6 36.1
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 11, 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 : 62,974: 21,841 5,891 889 30,810 50,229 53,540 57,008: 9,434 5,966
Old : 62,974: 21,841 5,891 889 30,810 50,229 53,540 57,008: 9,434 5,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 6,751: 2,929 -136 146 2,706 5,882 5,780 5,892: 971 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 9.4 1.4 48.9 79.8 85.0 90.5: 15.0 9.5
Old : 100.0: 34.7 9.4 1.4 48.9 79.8 85.0 90.5: 15.0 9.5
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 : 99: 35 14 4 30 27 67 43:
Old : 99: 35 14 4 30 27 67 43:
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 : 24.0 47.2 38.2 62.9 22.9 47.1 36.2 61.0
Old : 24.0 47.2 38.2 62.9 22.9 47.1 36.2 61.0
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 11, 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 : 125,948: 43,682 11,781 1,778 61,620 100,457 107,080 114,016: 18,868 11,932
Old : 125,948: 43,682 11,781 1,778 61,620 100,457 107,080 114,016: 18,868 11,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 13,502: 5,857 -271 291 5,412 11,763 11,560 11,783: 1,942 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 9.4 1.4 48.9 79.8 85.0 90.5: 15.0 9.5
Old : 100.0: 34.7 9.4 1.4 48.9 79.8 85.0 90.5: 15.0 9.5
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 : 99: 35 14 4 30 27 67 43:
Old : 99: 35 14 4 30 27 67 43:
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 : 24.0 47.2 38.2 62.9 22.9 47.1 36.2 61.0
Old : 24.0 47.2 38.2 62.9 22.9 47.1 36.2 61.0
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 11, 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 : 9,157: 6,734 6,367 1,013 1,293 1,771 9,040 9,151: 117 6
Old : 9,157: 6,734 6,367 1,013 1,293 1,771 9,040 9,151: 117 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 543: 512 -247 59 0 730 571 542: -28 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 69.5 11.1 14.1 19.3 98.7 99.9: 1.3 0.1
Old : 100.0: 73.5 69.5 11.1 14.1 19.3 98.7 99.9: 1.3 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: 11 7 3 1 2 14 10:
Old : 21: 11 7 3 1 2 14 10:
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 : 71.1 78.8 90.8 98.0 69.9 72.5 83.8 88.5
Old : 71.1 78.8 90.8 98.0 69.9 72.5 83.8 88.5
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 11, 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 : 12,926: 1,154 5,057 995 10,560 6,793 12,709 12,845: 217 81
Old : 12,926: 1,154 5,057 995 10,560 6,793 12,709 12,845: 217 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,190: -71 216 962 328 -3 1,219 1,175: -29 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 39.1 7.7 81.7 52.6 98.3 99.4: 1.7 0.6
Old : 100.0: 8.9 39.1 7.7 81.7 52.6 98.3 99.4: 1.7 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 : 27: 6 8 4 6 8 16 16:
Old : 27: 6 8 4 6 8 16 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 : 83.9 83.0 94.2 91.8 80.5 76.2 88.8 84.9
Old : 83.9 83.0 94.2 91.8 80.5 76.2 88.8 84.9
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 11, 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 : 16,022: 1,697 1,552 1,736 12,387 12,695 15,820 15,983: 202 39
Old : 16,022: 1,697 1,552 1,736 12,387 12,695 15,820 15,983: 202 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,377: -95 -1,266 1,413 51 1,215 1,369 1,362: 8 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.7 10.8 77.3 79.2 98.7 99.8: 1.3 0.2
Old : 100.0: 10.6 9.7 10.8 77.3 79.2 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 6 1 5 15 11 21:
Old : 30: 5 6 1 5 15 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 75.8 97.6 89.5 82.3 64.9 87.3 78.7
Old : 87.5 75.8 97.6 89.5 82.3 64.9 87.3 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012