WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 2, 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 : 456,198: 158,209 104,064 70,828 190,963 230,990 420,000 405,882: 36,198 50,316
Old : 351,927: 133,011 100,900 27,905 162,537 188,521 323,453 317,326: 28,474 34,601
Other: 104,271: 42,307 20,273 25,814 28,426 42,469 96,547 88,556: 7,724 15,715
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,783: -5,996 -862 7,659 2,760 303 4,423 7,100: 360 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 22.8 15.5 41.9 50.6 92.1 89.0: 7.9 11.0
Old : 100.0: 37.8 28.7 7.9 46.2 53.6 91.9 90.2: 8.1 9.8
Other: 100.0: 40.6 19.4 24.8 27.3 40.7 92.6 84.9: 7.4 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 146 105 117 88 117 298 285:
Old : 377: 145 103 87 70 106 258 257:
Other: 226: 50 63 36 48 98 126 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.6 29.1 26.8 16.7 15.1 28.0 22.5
Old : 21.1 19.3 34.5 28.9 20.9 18.6 33.5 27.8
Other: 34.6 23.6 49.9 35.1 26.0 10.4 37.1 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 2, 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 : 1,206,089: 412,821 94,282 145,858 510,007 743,234 1,068,686 983,374: 137,403 222,715
Old : 1,094,736: 382,943 112,572 115,708 469,744 668,643 968,395 896,923: 126,341 197,813
Other: 111,353: 58,714 10,546 1,314 40,263 74,591 100,291 86,451: 11,062 24,902
: : :
: : Changes in Commitments from: September 25, 2012 :
: 33,192: 6,354 4,848 10,674 12,795 15,530 29,823 31,052: 3,369 2,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.8 12.1 42.3 61.6 88.6 81.5: 11.4 18.5
Old : 100.0: 35.0 10.3 10.6 42.9 61.1 88.5 81.9: 11.5 18.1
Other: 100.0: 52.7 9.5 1.2 36.2 67.0 90.1 77.6: 9.9 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 204 147 169 223 371 508 619:
Old : 777: 196 151 159 210 363 488 604:
Other: 421: 57 62 12 66 260 126 332:
:----------------------------------------------------------------------------------------------------
: 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 10.9 23.0 17.7 11.3 9.2 19.5 13.9
Old : 13.4 9.8 23.8 16.5 11.8 9.7 21.2 15.1
Other: 44.1 30.5 54.0 37.1 44.1 30.5 54.0 36.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 2, 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 : 11,044: 2,275 798 21 6,403 9,469 8,699 10,288: 2,345 756
Old : 10,992: 2,278 798 16 6,365 9,434 8,659 10,248: 2,333 744
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: September 25, 2012 :
: -188: -1,254 -39 -24 1,136 -182 -142 -245: -46 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 7.2 0.2 58.0 85.7 78.8 93.2: 21.2 6.8
Old : 100.0: 20.7 7.3 0.1 57.9 85.8 78.8 93.2: 21.2 6.8
Other: 100.0: 3.8 9.6 0.0 73.1 67.3 76.9 76.9: 23.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 6 2 14 10 31 18:
Old : 40: 17 6 2 13 10 30 18:
Other: 7: 1 1 0 4 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 70.9 56.5 86.2 33.8 61.6 47.5 76.2
Old : 39.0 71.2 56.6 86.6 33.8 62.0 47.6 76.6
Other: 73.1 76.9 76.9 76.9 63.5 67.3 67.3 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 2, 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 : 721,122: 266,937 53,450 92,480 296,025 495,448 655,442 641,378: 65,680 79,744
Old : 680,457: 252,311 55,155 84,349 282,511 467,124 619,171 606,628: 61,286 73,829
Other: 40,665: 22,133 5,802 624 13,514 28,324 36,271 34,750: 4,394 5,915
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,907: -2,511 1,688 -3,216 6,398 -555 671 -2,083: -4,578 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 7.4 12.8 41.1 68.7 90.9 88.9: 9.1 11.1
Old : 100.0: 37.1 8.1 12.4 41.5 68.6 91.0 89.2: 9.0 10.8
Other: 100.0: 54.4 14.3 1.5 33.2 69.7 89.2 85.5: 10.8 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 228 120 182 165 200 472 451:
Old : 602: 225 135 174 161 198 462 445:
Other: 262: 56 60 13 45 118 110 184:
:----------------------------------------------------------------------------------------------------
: 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 20.5 24.5 30.0 11.3 16.7 19.0 23.4
Old : 16.3 20.0 24.4 29.3 14.5 17.7 22.4 24.8
Other: 36.5 55.9 49.3 62.1 36.4 55.9 49.2 62.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 2, 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 : 296,713: 56,824 53,655 47,319 160,233 163,228 264,376 264,202: 32,337 32,511
Old : 282,841: 58,912 54,953 41,320 152,610 155,028 252,842 251,301: 29,999 31,540
Other: 13,872: 1,889 2,679 2,022 7,623 8,200 11,534 12,901: 2,338 971
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,104: -8,967 8,756 10,224 5,763 -20,453 7,020 -1,473: -2,916 5,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 18.1 15.9 54.0 55.0 89.1 89.0: 10.9 11.0
Old : 100.0: 20.8 19.4 14.6 54.0 54.8 89.4 88.8: 10.6 11.2
Other: 100.0: 13.6 19.3 14.6 55.0 59.1 83.1 93.0: 16.9 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 71 78 101 83 69 218 211:
Old : 275: 73 80 100 82 69 216 211:
Other: 56: 11 9 12 26 12 43 30:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 23.9 23.7 31.9 12.8 17.2 21.9 24.9
Old : 14.1 24.4 24.1 32.2 13.2 18.5 22.6 26.1
Other: 36.7 50.5 53.3 68.9 33.1 50.5 45.9 67.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 2, 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 : 574,605: 53,200 59,820 6,000 373,663 373,775 432,863 439,595: 141,742 135,010
Old : 574,605: 53,200 59,820 6,000 373,663 373,775 432,863 439,595: 141,742 135,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 13,216: 11,468 1,214 1,465 -3,580 16,702 9,353 19,381: 3,863 -6,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 10.4 1.0 65.0 65.0 75.3 76.5: 24.7 23.5
Old : 100.0: 9.3 10.4 1.0 65.0 65.0 75.3 76.5: 24.7 23.5
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 : 155: 17 37 7 66 74 89 112:
Old : 155: 17 37 7 66 74 89 112:
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 : 22.4 16.8 32.0 27.9 17.2 16.5 25.6 25.1
Old : 22.4 16.8 32.0 27.9 17.2 16.5 25.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, October 2, 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 : 370,325: 42,834 30,453 2,619 260,484 280,130 305,937 313,202: 64,388 57,123
Old : 370,325: 42,834 30,453 2,619 260,484 280,130 305,937 313,202: 64,388 57,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 11,253: 927 -380 909 7,811 12,288 9,647 12,817: 1,606 -1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.2 0.7 70.3 75.6 82.6 84.6: 17.4 15.4
Old : 100.0: 11.6 8.2 0.7 70.3 75.6 82.6 84.6: 17.4 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 6 4 33 40 42 48:
Old : 67: 7 6 4 33 40 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 38.1 50.9 50.0 33.7 38.1 45.5 49.0
Old : 34.9 38.1 50.9 50.0 33.7 38.1 45.5 49.0
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, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,699: 3,002 459 1,765 5,426 8,117 10,193 10,341: 506 358
Old : 10,699: 3,002 459 1,765 5,426 8,117 10,193 10,341: 506 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 177: 551 11 -320 -196 407 35 98: 142 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.3 16.5 50.7 75.9 95.3 96.7: 4.7 3.3
Old : 100.0: 28.1 4.3 16.5 50.7 75.9 95.3 96.7: 4.7 3.3
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 : 38: 9 4 4 19 22 31 28:
Old : 38: 9 4 4 19 22 31 28:
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 49.9 73.5 73.3 25.2 24.0 33.2 32.2
Old : 56.5 49.9 73.5 73.3 25.2 24.0 33.2 32.2
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, October 2, 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 : 209,593: 60,626 13,272 27,832 83,322 147,574 171,780 188,678: 37,813 20,915
Old : 197,985: 57,884 12,829 24,083 79,193 140,912 161,160 177,824: 36,825 20,161
Other: 11,608: 3,853 1,554 2,638 4,129 6,662 10,620 10,854: 988 754
: : :
: : Changes in Commitments from: September 25, 2012 :
: -13,412: -6,042 -2,548 -2,115 -2,345 -6,909 -10,502 -11,572: -2,910 -1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 6.3 13.3 39.8 70.4 82.0 90.0: 18.0 10.0
Old : 100.0: 29.2 6.5 12.2 40.0 71.2 81.4 89.8: 18.6 10.2
Other: 100.0: 33.2 13.4 22.7 35.6 57.4 91.5 93.5: 8.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 65 31 50 81 71 175 133:
Old : 203: 68 30 50 80 71 173 133:
Other: 48: 11 8 3 27 9 39 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 : 10.7 35.5 19.5 45.4 9.3 28.2 16.1 37.0
Old : 11.3 35.5 20.4 45.8 9.8 28.2 16.9 37.3
Other: 47.7 59.5 66.2 78.0 38.0 43.0 50.0 57.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 2, 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 : 15,167: 3,337 5,594 672 7,975 7,169 11,984 13,435: 3,183 1,732
Old : 15,162: 3,338 5,592 671 7,972 7,169 11,981 13,432: 3,181 1,730
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: September 25, 2012 :
: 859: 248 -368 440 171 629 859 701: 0 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 36.9 4.4 52.6 47.3 79.0 88.6: 21.0 11.4
Old : 100.0: 22.0 36.9 4.4 52.6 47.3 79.0 88.6: 21.0 11.4
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 : 70: 22 20 7 25 8 50 33:
Old : 70: 22 20 7 25 8 50 33:
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 : 33.7 44.8 47.1 58.7 33.7 44.0 45.8 57.8
Old : 33.7 44.8 47.1 58.8 33.7 44.1 45.8 57.8
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, October 2, 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 : 921,816: 314,563 214,198 14,347 455,920 614,595 784,830 843,140: 136,986 78,676
Old : 921,816: 314,563 214,198 14,347 455,920 614,595 784,830 843,140: 136,986 78,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -38,832: -761 -6,783 2,153 -41,432 -28,878 -40,040 -33,508: 1,208 -5,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.2 1.6 49.5 66.7 85.1 91.5: 14.9 8.5
Old : 100.0: 34.1 23.2 1.6 49.5 66.7 85.1 91.5: 14.9 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 : 218: 54 34 12 91 87 151 127:
Old : 218: 54 34 12 91 87 151 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 33.3 27.7 45.0 16.4 33.2 25.3 44.4
Old : 17.0 33.3 27.7 45.0 16.4 33.2 25.3 44.4
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, October 2, 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 : 1,694,919: 334,911 173,121 32,264 1,022,782 1,202,780 1,389,957 1,408,165: 304,962 286,754
Old : 1,694,919: 334,911 173,121 32,264 1,022,782 1,202,780 1,389,957 1,408,165: 304,962 286,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 88,898: 90,310 12,046 -2,354 -7,174 78,796 80,782 88,488: 8,116 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 10.2 1.9 60.3 71.0 82.0 83.1: 18.0 16.9
Old : 100.0: 19.8 10.2 1.9 60.3 71.0 82.0 83.1: 18.0 16.9
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 : 266: 49 52 25 109 123 175 183:
Old : 266: 49 52 25 109 123 175 183:
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 : 21.0 29.7 32.4 37.3 20.7 24.1 30.4 30.7
Old : 21.0 29.7 32.4 37.3 20.7 24.1 30.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 2, 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 : 1,445,346: 308,637 174,408 8,879 885,693 1,038,627 1,203,209 1,221,914: 242,137 223,432
Old : 1,445,346: 308,637 174,408 8,879 885,693 1,038,627 1,203,209 1,221,914: 242,137 223,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 5,104: 45,364 14,003 -1,473 -30,616 -870 13,275 11,660: -8,171 -6,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.1 0.6 61.3 71.9 83.2 84.5: 16.8 15.5
Old : 100.0: 21.4 12.1 0.6 61.3 71.9 83.2 84.5: 16.8 15.5
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 : 194: 36 30 11 74 97 116 132:
Old : 194: 36 30 11 74 97 116 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 28.6 31.4 40.2 20.0 28.4 30.7 39.2
Old : 20.2 28.6 31.4 40.2 20.0 28.4 30.7 39.2
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, October 2, 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 : 369,890: 6,438 43,439 57,392 283,670 231,958 347,500 332,789: 22,390 37,101
Old : 369,890: 6,438 43,439 57,392 283,670 231,958 347,500 332,789: 22,390 37,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -67,693: -17,050 -2,229 -5,781 -40,839 -57,812 -63,670 -65,822: -4,023 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.7 15.5 76.7 62.7 93.9 90.0: 6.1 10.0
Old : 100.0: 1.7 11.7 15.5 76.7 62.7 93.9 90.0: 6.1 10.0
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 : 72: 9 16 20 38 40 59 66:
Old : 72: 9 16 20 38 40 59 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 29.8 54.4 46.5 35.6 22.8 41.1 31.0
Old : 45.5 29.8 54.4 46.5 35.6 22.8 41.1 31.0
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, October 2, 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 : 62,042: 27,217 5,622 680 26,367 51,675 54,263 57,977: 7,779 4,065
Old : 62,042: 27,217 5,622 680 26,367 51,675 54,263 57,977: 7,779 4,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,605: -510 -929 292 2,500 2,771 2,283 2,135: -678 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 9.1 1.1 42.5 83.3 87.5 93.4: 12.5 6.6
Old : 100.0: 43.9 9.1 1.1 42.5 83.3 87.5 93.4: 12.5 6.6
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 : 108: 42 11 6 31 30 75 45:
Old : 108: 42 11 6 31 30 75 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 44.7 38.2 62.4 23.3 44.7 37.3 62.4
Old : 24.0 44.7 38.2 62.4 23.3 44.7 37.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 2, 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 : 124,083: 54,434 11,244 1,359 52,733 103,350 108,526 115,953: 15,557 8,130
Old : 124,083: 54,434 11,244 1,359 52,733 103,350 108,526 115,953: 15,557 8,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,210: -1,019 -1,857 584 5,000 5,542 4,565 4,269: -1,355 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 9.1 1.1 42.5 83.3 87.5 93.4: 12.5 6.6
Old : 100.0: 43.9 9.1 1.1 42.5 83.3 87.5 93.4: 12.5 6.6
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 : 108: 42 11 6 31 30 75 45:
Old : 108: 42 11 6 31 30 75 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 44.7 38.2 62.4 23.3 44.7 37.3 62.4
Old : 24.0 44.7 38.2 62.4 23.3 44.7 37.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 2, 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 : 8,269: 5,769 6,699 1,048 1,327 520 8,144 8,267: 125 2
Old : 8,269: 5,769 6,699 1,048 1,327 520 8,144 8,267: 125 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -49: 49 -56 24 -51 -17 22 -49: -71 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 81.0 12.7 16.0 6.3 98.5 100.0: 1.5 0.0
Old : 100.0: 69.8 81.0 12.7 16.0 6.3 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 3 1 2 15 11:
Old : 23: 12 8 3 1 2 15 11:
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 : 68.9 80.1 91.4 96.9 68.9 72.4 82.2 86.0
Old : 68.9 80.1 91.4 96.9 68.9 72.4 82.2 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, October 2, 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 : 11,681: 1,165 5,638 5 10,346 5,993 11,516 11,636: 165 45
Old : 11,681: 1,165 5,638 5 10,346 5,993 11,516 11,636: 165 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 896: 34 91 0 867 808 901 899: -5 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 48.3 0.0 88.6 51.3 98.6 99.6: 1.4 0.4
Old : 100.0: 10.0 48.3 0.0 88.6 51.3 98.6 99.6: 1.4 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 : 29: 6 7 1 7 10 14 17:
Old : 29: 6 7 1 7 10 14 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 : 86.8 76.8 96.0 92.7 86.8 76.8 96.0 92.6
Old : 86.8 76.8 96.0 92.7 86.8 76.8 96.0 92.6
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, October 2, 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 : 13,560: 1,785 1,371 0 11,490 12,149 13,275 13,520: 285 40
Old : 13,560: 1,785 1,371 0 11,490 12,149 13,275 13,520: 285 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 14: 117 -30 0 -126 61 -9 31: 23 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.1 0.0 84.7 89.6 97.9 99.7: 2.1 0.3
Old : 100.0: 13.2 10.1 0.0 84.7 89.6 97.9 99.7: 2.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 6 0 4 15 11 21:
Old : 31: 7 6 0 4 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 : 92.5 69.6 96.7 86.6 92.5 69.6 96.7 86.6
Old : 92.5 69.6 96.7 86.6 92.5 69.6 96.7 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012