WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 18, 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 : 452,472: 164,026 108,098 62,292 189,803 229,859 416,121 400,249: 36,351 52,223
Old : 354,482: 137,627 103,258 23,596 164,236 190,048 325,459 316,902: 29,023 37,580
Other: 97,990: 41,198 19,639 23,897 25,567 39,811 90,662 83,347: 7,328 14,643
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,497: 5,372 69 1,984 -1,478 1,734 5,878 3,787: 619 2,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 23.9 13.8 41.9 50.8 92.0 88.5: 8.0 11.5
Old : 100.0: 38.8 29.1 6.7 46.3 53.6 91.8 89.4: 8.2 10.6
Other: 100.0: 42.0 20.0 24.4 26.1 40.6 92.5 85.1: 7.5 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 137 116 121 92 119 298 295:
Old : 382: 137 112 90 74 107 260 264:
Other: 223: 47 57 33 49 102 119 180:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 18.9 30.6 27.9 17.4 15.0 29.4 23.0
Old : 21.4 19.3 35.9 29.1 20.8 18.9 35.1 27.6
Other: 36.2 24.4 52.5 35.4 26.3 10.2 37.3 16.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 18, 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 : 1,175,247: 422,311 95,424 127,255 491,492 737,392 1,041,058 960,071: 134,189 215,176
Old : 1,070,336: 391,189 110,387 100,157 454,887 667,635 946,233 878,179: 124,103 192,157
Other: 104,911: 56,824 10,739 1,396 36,605 69,757 94,825 81,892: 10,086 23,019
: : :
: : Changes in Commitments from: September 11, 2012 :
: 12,507: 3,540 8,598 6,836 4,155 -10,415 14,531 5,019: -2,024 7,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 8.1 10.8 41.8 62.7 88.6 81.7: 11.4 18.3
Old : 100.0: 36.5 10.3 9.4 42.5 62.4 88.4 82.0: 11.6 18.0
Other: 100.0: 54.2 10.2 1.3 34.9 66.5 90.4 78.1: 9.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 781: 209 138 152 212 367 498 593:
Old : 777: 199 141 145 200 362 481 583:
Other: 406: 48 57 14 60 263 114 331:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.2 23.4 18.2 11.8 9.5 20.4 14.8
Old : 13.8 10.1 24.2 17.0 12.3 10.0 22.0 15.8
Other: 45.2 30.5 55.5 36.4 45.2 30.5 55.5 36.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 18, 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 : 11,278: 3,722 707 57 4,937 9,851 8,716 10,615: 2,562 663
Old : 11,256: 3,724 705 54 4,918 9,838 8,696 10,597: 2,560 659
Other: 22: 1 5 0 19 13 20 18: 2 4
: : :
: : Changes in Commitments from: September 11, 2012 :
: -332: -574 -296 2 198 29 -374 -265: 42 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 6.3 0.5 43.8 87.3 77.3 94.1: 22.7 5.9
Old : 100.0: 33.1 6.3 0.5 43.7 87.4 77.3 94.1: 22.7 5.9
Other: 100.0: 4.5 22.7 0.0 86.4 59.1 90.9 81.8: 9.1 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 8 5 15 12 35 22:
Old : 43: 18 7 5 14 12 34 22:
Other: 6: 1 1 0 3 2 4 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 : 34.6 72.3 55.1 86.3 31.3 64.4 48.2 78.5
Old : 34.6 72.4 55.2 86.5 31.3 64.7 48.2 78.8
Other: 90.9 81.8 90.9 81.8 81.8 72.7 81.8 72.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 18, 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 : 730,121: 288,794 71,757 89,155 280,804 487,686 658,753 648,598: 71,368 81,523
Old : 693,953: 278,097 75,833 78,833 269,777 462,784 626,707 617,450: 67,246 76,503
Other: 36,168: 20,526 5,753 493 11,027 24,902 32,046 31,148: 4,122 5,020
: : :
: : Changes in Commitments from: September 11, 2012 :
: -2,916: -8,315 4,463 -3,477 12,676 -10,046 884 -9,060: -3,800 6,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 9.8 12.2 38.5 66.8 90.2 88.8: 9.8 11.2
Old : 100.0: 40.1 10.9 11.4 38.9 66.7 90.3 89.0: 9.7 11.0
Other: 100.0: 56.8 15.9 1.4 30.5 68.9 88.6 86.1: 11.4 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 229 133 173 157 207 469 446:
Old : 606: 221 145 164 153 204 455 440:
Other: 247: 53 50 10 37 119 96 174:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 18.1 21.9 28.6 10.4 16.5 17.3 23.3
Old : 14.2 19.0 22.0 28.6 12.9 17.4 20.1 24.4
Other: 38.3 57.1 48.4 63.3 38.3 57.1 48.4 63.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 18, 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 : 310,536: 81,322 49,549 33,274 152,804 200,163 267,400 282,986: 43,136 27,550
Old : 299,347: 83,140 51,763 27,371 147,862 193,392 258,373 272,526: 40,974 26,821
Other: 11,189: 2,357 1,961 1,728 4,942 6,771 9,027 10,460: 2,162 729
: : :
: : Changes in Commitments from: September 11, 2012 :
: -13,902: -9,678 -197 -3,045 -2,811 -14,268 -15,534 -17,510: 1,632 3,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.0 10.7 49.2 64.5 86.1 91.1: 13.9 8.9
Old : 100.0: 27.8 17.3 9.1 49.4 64.6 86.3 91.0: 13.7 9.0
Other: 100.0: 21.1 17.5 15.4 44.2 60.5 80.7 93.5: 19.3 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 90 59 74 72 68 203 175:
Old : 257: 93 62 73 72 68 202 175:
Other: 41: 11 7 9 18 10 33 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 29.7 24.3 40.1 11.9 24.8 20.8 33.2
Old : 14.4 30.1 24.8 40.3 12.0 25.6 21.3 34.0
Other: 33.1 52.3 50.6 72.7 31.1 52.3 45.9 65.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 18, 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 : 558,449: 45,807 45,879 7,898 364,865 357,452 418,570 411,229: 139,879 147,220
Old : 558,449: 45,807 45,879 7,898 364,865 357,452 418,570 411,229: 139,879 147,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -14,766: -24,025 -3,865 2,283 17,766 -29,088 -3,976 -30,670: -10,790 15,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.2 1.4 65.3 64.0 75.0 73.6: 25.0 26.4
Old : 100.0: 8.2 8.2 1.4 65.3 64.0 75.0 73.6: 25.0 26.4
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 : 149: 28 25 8 71 67 103 96:
Old : 149: 28 25 8 71 67 103 96:
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 : 22.1 15.4 30.8 26.8 15.4 15.3 22.4 23.5
Old : 22.1 15.4 30.8 26.8 15.4 15.3 22.4 23.5
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, September 18, 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 : 361,685: 41,813 34,290 2,524 249,818 264,744 294,155 301,558: 67,530 60,127
Old : 361,685: 41,813 34,290 2,524 249,818 264,744 294,155 301,558: 67,530 60,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -17,162: 2,471 329 -10,874 -8,533 -8,228 -16,936 -18,773: -226 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.5 0.7 69.1 73.2 81.3 83.4: 18.7 16.6
Old : 100.0: 11.6 9.5 0.7 69.1 73.2 81.3 83.4: 18.7 16.6
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 : 64: 6 6 5 33 39 42 47:
Old : 64: 6 6 5 33 39 42 47:
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 : 35.5 40.5 51.5 52.3 34.5 39.6 45.7 49.5
Old : 35.5 40.5 51.5 52.3 34.5 39.6 45.7 49.5
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 18, 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 : 11,199: 2,589 327 2,178 5,824 8,374 10,591 10,879: 608 320
Old : 11,199: 2,589 327 2,178 5,824 8,374 10,591 10,879: 608 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -730: -168 198 -485 -44 -481 -697 -768: -33 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.9 19.4 52.0 74.8 94.6 97.1: 5.4 2.9
Old : 100.0: 23.1 2.9 19.4 52.0 74.8 94.6 97.1: 5.4 2.9
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 : 38: 10 4 6 20 22 33 29:
Old : 38: 10 4 6 20 22 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 53.4 73.7 75.7 21.6 20.5 27.4 28.1
Old : 56.5 53.4 73.7 75.7 21.6 20.5 27.4 28.1
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 18, 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 : 239,569: 74,987 13,985 36,592 82,271 166,095 193,850 216,672: 45,719 22,897
Old : 229,499: 72,601 13,564 33,545 78,570 160,055 184,716 207,164: 44,783 22,335
Other: 10,070: 3,042 1,077 2,391 3,701 6,040 9,134 9,508: 936 562
: : :
: : Changes in Commitments from: September 11, 2012 :
: 852: -6,206 -400 1,276 6,144 1,503 1,214 2,379: -362 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.8 15.3 34.3 69.3 80.9 90.4: 19.1 9.6
Old : 100.0: 31.6 5.9 14.6 34.2 69.7 80.5 90.3: 19.5 9.7
Other: 100.0: 30.2 10.7 23.7 36.8 60.0 90.7 94.4: 9.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 73 34 64 77 66 191 145:
Old : 222: 74 35 63 77 66 190 144:
Other: 43: 9 7 3 25 10 35 19:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 35.3 19.2 47.6 8.7 30.1 15.6 40.0
Old : 11.0 35.2 19.2 47.2 9.0 30.0 16.3 40.4
Other: 47.1 60.5 63.8 79.0 34.4 43.0 47.0 56.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 18, 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 : 14,039: 3,063 5,786 135 7,719 6,503 10,917 12,424: 3,122 1,615
Old : 14,034: 3,066 5,786 132 7,716 6,503 10,914 12,421: 3,120 1,613
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: September 11, 2012 :
: -62: -103 -75 -8 -141 -11 -252 -94: 190 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 41.2 1.0 55.0 46.3 77.8 88.5: 22.2 11.5
Old : 100.0: 21.8 41.2 0.9 55.0 46.3 77.8 88.5: 22.2 11.5
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 : 66: 21 19 6 24 10 45 35:
Old : 66: 21 19 6 24 10 45 35:
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 : 37.1 44.8 51.9 60.4 37.1 44.0 51.9 59.6
Old : 37.1 44.9 51.9 60.4 37.1 44.1 51.9 59.6
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 18, 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 : 948,758: 302,281 184,727 23,592 496,267 664,732 822,140 873,051: 126,618 75,707
Old : 948,758: 302,281 184,727 23,592 496,267 664,732 822,140 873,051: 126,618 75,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -37,142: -10,621 -19,936 1,922 -33,081 -15,940 -41,780 -33,954: 4,638 -3,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 19.5 2.5 52.3 70.1 86.7 92.0: 13.3 8.0
Old : 100.0: 31.9 19.5 2.5 52.3 70.1 86.7 92.0: 13.3 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 : 207: 46 32 13 90 86 142 125:
Old : 207: 46 32 13 90 86 142 125:
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 : 19.3 30.0 31.3 42.0 19.2 28.6 30.4 39.6
Old : 19.3 30.0 31.3 42.0 19.2 28.6 30.4 39.6
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 18, 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 : 1,593,535: 296,979 174,543 33,337 979,493 1,102,852 1,309,809 1,310,732: 283,726 282,803
Old : 1,593,535: 296,979 174,543 33,337 979,493 1,102,852 1,309,809 1,310,732: 283,726 282,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 22,705: 12,703 -3,173 4,315 18,081 17,723 35,099 18,865: -12,394 3,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.0 2.1 61.5 69.2 82.2 82.3: 17.8 17.7
Old : 100.0: 18.6 11.0 2.1 61.5 69.2 82.2 82.3: 17.8 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 : 260: 56 38 23 117 118 188 164:
Old : 260: 56 38 23 117 118 188 164:
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 : 22.7 30.6 33.4 38.3 22.1 24.7 30.2 32.1
Old : 22.7 30.6 33.4 38.3 22.1 24.7 30.2 32.1
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 18, 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 : 1,296,683: 285,205 121,270 9,579 750,757 931,607 1,045,541 1,062,456: 251,142 234,227
Old : 1,296,683: 285,205 121,270 9,579 750,757 931,607 1,045,541 1,062,456: 251,142 234,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 40,025: -27,690 -6,953 -3,759 54,655 48,168 23,206 37,456: 16,819 2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.4 0.7 57.9 71.8 80.6 81.9: 19.4 18.1
Old : 100.0: 22.0 9.4 0.7 57.9 71.8 80.6 81.9: 19.4 18.1
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 : 180: 41 25 13 76 86 121 120:
Old : 180: 41 25 13 76 86 121 120:
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 : 16.5 28.9 29.5 40.4 16.3 28.7 28.0 38.5
Old : 16.5 28.9 29.5 40.4 16.3 28.7 28.0 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 18, 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 : 429,972: 19,336 45,187 60,308 320,555 285,219 400,199 390,714: 29,773 39,258
Old : 429,972: 19,336 45,187 60,308 320,555 285,219 400,199 390,714: 29,773 39,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 4,994: 3,133 -6,417 -1,705 1,744 10,186 3,172 2,064: 1,822 2,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.5 14.0 74.6 66.3 93.1 90.9: 6.9 9.1
Old : 100.0: 4.5 10.5 14.0 74.6 66.3 93.1 90.9: 6.9 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 : 77: 17 14 23 39 41 64 70:
Old : 77: 17 14 23 39 41 64 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 31.2 52.7 50.1 33.2 26.2 38.2 34.4
Old : 43.2 31.2 52.7 50.1 33.2 26.2 38.2 34.4
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, September 18, 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 : 75,855: 25,501 5,972 1,631 39,150 61,399 66,281 69,002: 9,574 6,853
Old : 75,855: 25,501 5,972 1,631 39,150 61,399 66,281 69,002: 9,574 6,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 12,881: 3,660 82 742 8,340 11,171 12,741 11,994: 140 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 7.9 2.2 51.6 80.9 87.4 91.0: 12.6 9.0
Old : 100.0: 33.6 7.9 2.2 51.6 80.9 87.4 91.0: 12.6 9.0
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 : 105: 33 13 8 44 35 82 52:
Old : 105: 33 13 8 44 35 82 52:
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 40.8 36.9 56.5 20.3 40.8 32.9 52.7
Old : 21.1 40.8 36.9 56.5 20.3 40.8 32.9 52.7
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 18, 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 : 151,710: 51,001 11,944 3,262 78,299 122,798 132,562 138,004: 19,148 13,706
Old : 151,710: 51,001 11,944 3,262 78,299 122,798 132,562 138,004: 19,148 13,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 25,762: 7,319 163 1,484 16,679 22,341 25,482 23,988: 280 1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 7.9 2.2 51.6 80.9 87.4 91.0: 12.6 9.0
Old : 100.0: 33.6 7.9 2.2 51.6 80.9 87.4 91.0: 12.6 9.0
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 : 105: 33 13 8 44 35 82 52:
Old : 105: 33 13 8 44 35 82 52:
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 40.8 36.9 56.5 20.3 40.8 32.9 52.7
Old : 21.1 40.8 36.9 56.5 20.3 40.8 32.9 52.7
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 18, 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 : 14,185: 8,225 7,324 4,402 1,379 2,453 14,006 14,179: 179 6
Old : 14,185: 8,225 7,324 4,402 1,379 2,453 14,006 14,179: 179 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 5,028: 1,491 957 3,389 86 682 4,966 5,028: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 51.6 31.0 9.7 17.3 98.7 100.0: 1.3 0.0
Old : 100.0: 58.0 51.6 31.0 9.7 17.3 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 7 6 2 2 15 12:
Old : 20: 10 7 6 2 2 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 74.8 91.9 96.4 51.7 58.1 66.0 68.7
Old : 73.4 74.8 91.9 96.4 51.7 58.1 66.0 68.7
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 18, 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 : 10,426: 1,008 3,455 5 9,242 6,900 10,255 10,360: 171 66
Old : 10,426: 1,008 3,455 5 9,242 6,900 10,255 10,360: 171 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -2,500: -146 -1,602 -990 -1,318 107 -2,454 -2,485: -46 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 33.1 0.0 88.6 66.2 98.4 99.4: 1.6 0.6
Old : 100.0: 9.7 33.1 0.0 88.6 66.2 98.4 99.4: 1.6 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: 6 9 1 6 9 13 18:
Old : 29: 6 9 1 6 9 13 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 : 87.2 79.7 97.1 90.4 87.2 79.7 97.1 90.3
Old : 87.2 79.7 97.1 90.4 87.2 79.7 97.1 90.3
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, September 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,415: 1,648 2,091 0 11,589 11,276 13,237 13,367: 178 48
Old : 13,415: 1,648 2,091 0 11,589 11,276 13,237 13,367: 178 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -2,607: -49 539 -1,736 -798 -1,419 -2,583 -2,616: -24 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.6 0.0 86.4 84.1 98.7 99.6: 1.3 0.4
Old : 100.0: 12.3 15.6 0.0 86.4 84.1 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 5 0 4 14 8 19:
Old : 26: 4 5 0 4 14 8 19:
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 : 95.0 71.1 98.7 89.0 95.0 71.1 98.4 89.0
Old : 95.0 71.1 98.7 89.0 95.0 71.1 98.4 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012