WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 9, 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 : 453,740: 149,594 103,352 72,691 193,918 228,749 416,203 404,792: 37,537 48,948
Old : 350,916: 127,369 102,796 27,932 163,835 185,500 319,136 316,228: 31,780 34,688
Other: 102,824: 40,986 19,317 25,998 30,083 43,249 97,067 88,564: 5,757 14,260
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,458: -8,615 -712 1,863 2,955 -2,241 -3,797 -1,090: 1,339 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 22.8 16.0 42.7 50.4 91.7 89.2: 8.3 10.8
Old : 100.0: 36.3 29.3 8.0 46.7 52.9 90.9 90.1: 9.1 9.9
Other: 100.0: 39.9 18.8 25.3 29.3 42.1 94.4 86.1: 5.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 141 106 119 93 121 297 291:
Old : 376: 136 104 90 75 111 259 262:
Other: 228: 47 61 43 53 100 130 184:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 17.2 29.1 26.4 16.4 14.7 27.8 22.0
Old : 20.9 19.2 34.8 28.6 20.7 18.5 33.0 27.2
Other: 34.3 23.5 49.9 35.2 25.7 10.5 37.2 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 9, 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 : 1,201,847: 408,935 92,069 150,540 501,155 736,451 1,060,630 979,060: 141,217 222,787
Old : 1,086,495: 378,442 109,836 119,444 458,666 659,819 956,552 889,099: 129,943 197,396
Other: 115,352: 60,224 11,964 1,365 42,489 76,632 104,078 89,961: 11,274 25,391
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,242: -3,886 -2,213 4,682 -8,852 -6,783 -8,056 -4,314: 3,814 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 7.7 12.5 41.7 61.3 88.3 81.5: 11.7 18.5
Old : 100.0: 34.8 10.1 11.0 42.2 60.7 88.0 81.8: 12.0 18.2
Other: 100.0: 52.2 10.4 1.2 36.8 66.4 90.2 78.0: 9.8 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 208 141 172 217 360 518 601:
Old : 773: 201 149 160 203 356 497 589:
Other: 424: 57 67 12 67 256 129 332:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 9.9 22.2 16.5 11.2 9.3 19.3 13.9
Old : 12.9 9.8 23.2 16.0 12.5 9.8 21.7 15.0
Other: 43.3 30.9 53.7 37.4 43.3 30.9 53.7 37.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 9, 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 : 11,112: 2,233 722 59 6,708 9,450 9,000 10,231: 2,112 881
Old : 11,060: 2,236 722 54 6,670 9,415 8,960 10,191: 2,100 869
Other: 52: 2 5 0 38 35 40 40: 12 12
: : :
: : Changes in Commitments from: October 2, 2012 :
: 68: -42 -76 38 305 -19 301 -57: -233 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.5 0.5 60.4 85.0 81.0 92.1: 19.0 7.9
Old : 100.0: 20.2 6.5 0.5 60.3 85.1 81.0 92.1: 19.0 7.9
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 7 3 14 9 32 18:
Old : 40: 17 7 3 13 9 31 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 : 38.6 74.6 56.3 86.6 33.2 65.1 46.5 74.1
Old : 38.6 74.9 56.4 86.7 33.1 65.5 46.6 74.5
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 9, 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 : 718,506: 261,352 53,517 91,985 296,163 492,931 649,500 638,433: 69,006 80,073
Old : 669,410: 243,480 52,896 81,744 279,436 461,678 604,660 596,318: 64,750 73,092
Other: 49,096: 27,735 10,484 378 16,727 31,253 44,840 42,115: 4,256 6,981
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,616: -5,585 67 -495 138 -2,517 -5,942 -2,945: 3,326 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 7.4 12.8 41.2 68.6 90.4 88.9: 9.6 11.1
Old : 100.0: 36.4 7.9 12.2 41.7 69.0 90.3 89.1: 9.7 10.9
Other: 100.0: 56.5 21.4 0.8 34.1 63.7 91.3 85.8: 8.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 213 125 187 170 199 472 451:
Old : 590: 221 127 174 165 197 461 440:
Other: 257: 40 71 10 37 122 84 199:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 20.1 24.5 29.3 11.5 16.7 18.9 23.6
Old : 16.7 19.9 24.6 28.8 15.2 17.8 22.9 25.3
Other: 51.3 52.9 62.8 58.7 51.3 52.9 62.8 58.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 9, 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 : 316,412: 60,083 58,989 59,532 164,220 160,169 283,835 278,690: 32,577 37,722
Old : 302,085: 61,916 59,771 53,928 156,454 151,318 272,298 265,017: 29,787 37,068
Other: 14,327: 1,426 2,477 2,345 7,766 8,851 11,537 13,673: 2,790 654
: : :
: : Changes in Commitments from: October 2, 2012 :
: 19,699: 3,259 5,334 12,213 3,987 -3,059 19,459 14,488: 240 5,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 18.6 18.8 51.9 50.6 89.7 88.1: 10.3 11.9
Old : 100.0: 20.5 19.8 17.9 51.8 50.1 90.1 87.7: 9.9 12.3
Other: 100.0: 10.0 17.3 16.4 54.2 61.8 80.5 95.4: 19.5 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 76 74 107 82 70 231 217:
Old : 285: 78 78 106 82 69 230 216:
Other: 57: 12 8 12 25 13 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 : 13.3 22.9 23.2 30.4 12.2 15.6 21.2 22.7
Old : 13.8 23.2 23.9 30.7 12.6 16.6 21.8 23.8
Other: 34.4 53.1 49.8 70.1 31.0 53.1 42.8 69.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 9, 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 : 577,724: 64,534 65,362 4,653 374,008 378,041 443,195 448,056: 134,529 129,668
Old : 577,724: 64,534 65,362 4,653 374,008 378,041 443,195 448,056: 134,529 129,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 3,119: 11,334 5,542 -1,347 345 4,266 10,332 8,461: -7,213 -5,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.3 0.8 64.7 65.4 76.7 77.6: 23.3 22.4
Old : 100.0: 11.2 11.3 0.8 64.7 65.4 76.7 77.6: 23.3 22.4
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 : 166: 20 39 9 66 79 94 119:
Old : 166: 20 39 9 66 79 94 119:
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 : 22.6 15.7 32.1 26.8 17.4 15.3 26.4 24.4
Old : 22.6 15.7 32.1 26.8 17.4 15.3 26.4 24.4
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 9, 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 : 370,618: 36,374 29,494 7,234 253,772 275,944 297,380 312,672: 73,238 57,946
Old : 370,618: 36,374 29,494 7,234 253,772 275,944 297,380 312,672: 73,238 57,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 293: -6,460 -959 4,615 -6,712 -4,186 -8,557 -530: 8,850 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.0 2.0 68.5 74.5 80.2 84.4: 19.8 15.6
Old : 100.0: 9.8 8.0 2.0 68.5 74.5 80.2 84.4: 19.8 15.6
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 4 32 39 40 47:
Old : 64: 6 6 4 32 39 40 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 : 34.8 36.3 50.6 48.1 32.5 36.3 44.1 46.7
Old : 34.8 36.3 50.6 48.1 32.5 36.3 44.1 46.7
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 9, 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 : 10,459: 3,318 442 1,677 4,971 8,069 9,966 10,188: 493 271
Old : 10,459: 3,318 442 1,677 4,971 8,069 9,966 10,188: 493 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -240: 316 -17 -88 -455 -48 -227 -153: -13 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.2 16.0 47.5 77.1 95.3 97.4: 4.7 2.6
Old : 100.0: 31.7 4.2 16.0 47.5 77.1 95.3 97.4: 4.7 2.6
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 : 39: 8 4 5 22 22 34 29:
Old : 39: 8 4 5 22 22 34 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 : 55.8 45.9 70.7 72.1 29.5 23.7 35.7 33.9
Old : 55.8 45.9 70.7 72.1 29.5 23.7 35.7 33.9
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 9, 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 : 206,193: 62,264 12,012 28,082 77,021 143,509 167,367 183,603: 38,826 22,590
Old : 194,239: 59,348 11,218 24,520 72,754 136,680 156,622 172,418: 37,617 21,821
Other: 11,954: 4,075 1,953 2,403 4,267 6,829 10,745 11,185: 1,209 769
: : :
: : Changes in Commitments from: October 2, 2012 :
: -3,400: 1,638 -1,260 250 -6,301 -4,065 -4,413 -5,075: 1,013 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.8 13.6 37.4 69.6 81.2 89.0: 18.8 11.0
Old : 100.0: 30.6 5.8 12.6 37.5 70.4 80.6 88.8: 19.4 11.2
Other: 100.0: 34.1 16.3 20.1 35.7 57.1 89.9 93.6: 10.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 60 33 46 81 68 169 128:
Old : 200: 63 34 46 80 68 168 128:
Other: 50: 11 9 3 28 8 40 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 34.0 19.3 44.1 9.0 28.6 15.6 37.6
Old : 11.4 33.8 20.0 44.4 9.5 28.5 16.4 37.8
Other: 48.3 61.1 67.1 79.9 41.9 47.4 53.4 63.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 9, 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 : 15,392: 3,514 5,516 727 8,007 7,429 12,248 13,672: 3,144 1,720
Old : 15,387: 3,515 5,514 726 8,006 7,429 12,247 13,669: 3,140 1,718
Other: 5: 0 3 0 1 0 1 3: 4 2
: : :
: : Changes in Commitments from: October 2, 2012 :
: 225: 177 -78 55 32 260 264 237: -39 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 35.8 4.7 52.0 48.3 79.6 88.8: 20.4 11.2
Old : 100.0: 22.8 35.8 4.7 52.0 48.3 79.6 88.8: 20.4 11.2
Other: 100.0: 0.0 60.0 0.0 20.0 0.0 20.0 60.0: 80.0 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 21 8 25 9 52 35:
Old : 73: 24 21 8 25 9 52 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 : 33.3 44.7 46.7 58.5 33.3 44.0 45.4 57.5
Old : 33.3 44.7 46.7 58.6 33.3 44.0 45.4 57.5
Other: 20.0 60.0 20.0 60.0 20.0 60.0 20.0 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 9, 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 : 928,235: 302,317 220,381 13,433 473,587 612,957 789,337 846,771: 138,898 81,464
Old : 928,235: 302,317 220,381 13,433 473,587 612,957 789,337 846,771: 138,898 81,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 6,419: -12,246 6,183 -914 17,667 -1,638 4,507 3,631: 1,912 2,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 23.7 1.4 51.0 66.0 85.0 91.2: 15.0 8.8
Old : 100.0: 32.6 23.7 1.4 51.0 66.0 85.0 91.2: 15.0 8.8
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 : 214: 50 33 13 90 90 145 131:
Old : 214: 50 33 13 90 90 145 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 33.2 27.4 44.7 15.9 32.6 25.5 43.8
Old : 16.8 33.2 27.4 44.7 15.9 32.6 25.5 43.8
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 9, 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 : 1,671,478: 296,868 178,578 38,017 1,031,748 1,175,674 1,366,633 1,392,269: 304,845 279,209
Old : 1,671,478: 296,868 178,578 38,017 1,031,748 1,175,674 1,366,633 1,392,269: 304,845 279,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -23,441: -38,043 5,457 5,753 8,966 -27,106 -23,324 -15,896: -117 -7,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.7 2.3 61.7 70.3 81.8 83.3: 18.2 16.7
Old : 100.0: 17.8 10.7 2.3 61.7 70.3 81.8 83.3: 18.2 16.7
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 : 272: 52 50 29 106 132 175 194:
Old : 272: 52 50 29 106 132 175 194:
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 : 21.6 29.7 32.4 37.4 21.4 24.8 30.8 32.0
Old : 21.6 29.7 32.4 37.4 21.4 24.8 30.8 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 9, 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 : 1,426,134: 307,322 166,608 11,698 865,742 1,015,978 1,184,762 1,194,284: 241,372 231,850
Old : 1,426,134: 307,322 166,608 11,698 865,742 1,015,978 1,184,762 1,194,284: 241,372 231,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -19,212: -1,315 -7,800 2,819 -19,951 -22,649 -18,447 -27,630: -765 8,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.7 0.8 60.7 71.2 83.1 83.7: 16.9 16.3
Old : 100.0: 21.5 11.7 0.8 60.7 71.2 83.1 83.7: 16.9 16.3
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 : 195: 38 31 13 74 95 119 132:
Old : 195: 38 31 13 74 95 119 132:
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 : 19.5 28.4 31.4 39.0 19.0 28.2 29.7 38.1
Old : 19.5 28.4 31.4 39.0 19.0 28.2 29.7 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 9, 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 : 374,293: 8,085 44,031 52,756 283,724 238,064 344,565 334,851: 29,728 39,442
Old : 374,293: 8,085 44,031 52,756 283,724 238,064 344,565 334,851: 29,728 39,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 4,403: 1,647 592 -4,636 54 6,106 -2,935 2,062: 7,338 2,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 11.8 14.1 75.8 63.6 92.1 89.5: 7.9 10.5
Old : 100.0: 2.2 11.8 14.1 75.8 63.6 92.1 89.5: 7.9 10.5
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 : 69: 12 12 18 37 39 57 62:
Old : 69: 12 12 18 37 39 57 62:
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 : 45.2 29.2 53.5 46.9 35.3 23.2 40.6 32.2
Old : 45.2 29.2 53.5 46.9 35.3 23.2 40.6 32.2
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 9, 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 : 57,807: 23,223 6,224 237 26,844 46,035 50,304 52,496: 7,503 5,311
Old : 57,807: 23,223 6,224 237 26,844 46,035 50,304 52,496: 7,503 5,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,235: -3,994 602 -443 478 -5,640 -3,959 -5,481: -276 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 10.8 0.4 46.4 79.6 87.0 90.8: 13.0 9.2
Old : 100.0: 40.2 10.8 0.4 46.4 79.6 87.0 90.8: 13.0 9.2
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 : 103: 33 17 3 31 29 67 46:
Old : 103: 33 17 3 31 29 67 46:
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 : 27.7 43.8 42.8 62.6 27.7 43.8 42.5 62.6
Old : 27.7 43.8 42.8 62.6 27.7 43.8 42.5 62.6
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 9, 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 : 115,613: 46,446 12,447 474 53,688 92,070 100,608 104,991: 15,005 10,622
Old : 115,613: 46,446 12,447 474 53,688 92,070 100,608 104,991: 15,005 10,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -8,470: -7,988 1,203 -885 955 -11,280 -7,918 -10,962: -552 2,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 10.8 0.4 46.4 79.6 87.0 90.8: 13.0 9.2
Old : 100.0: 40.2 10.8 0.4 46.4 79.6 87.0 90.8: 13.0 9.2
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 : 103: 33 17 3 31 29 67 46:
Old : 103: 33 17 3 31 29 67 46:
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 : 27.7 43.8 42.8 62.6 27.7 43.8 42.5 62.6
Old : 27.7 43.8 42.8 62.6 27.7 43.8 42.5 62.6
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 9, 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 : 8,483: 5,969 6,964 1,062 1,327 456 8,358 8,482: 125 1
Old : 8,483: 5,969 6,964 1,062 1,327 456 8,358 8,482: 125 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 214: 200 265 14 0 -64 214 215: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 82.1 12.5 15.6 5.4 98.5 100.0: 1.5 0.0
Old : 100.0: 70.4 82.1 12.5 15.6 5.4 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 : 24: 12 9 3 1 2 15 12:
Old : 24: 12 9 3 1 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 : 68.0 79.6 90.5 97.3 68.0 72.7 82.0 85.9
Old : 68.0 79.6 90.5 97.3 68.0 72.7 82.0 85.9
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 9, 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 : 12,006: 1,155 5,890 1 10,687 6,066 11,843 11,957: 163 49
Old : 12,006: 1,155 5,890 1 10,687 6,066 11,843 11,957: 163 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 325: -10 252 -4 341 73 327 321: -2 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 49.1 0.0 89.0 50.5 98.6 99.6: 1.4 0.4
Old : 100.0: 9.6 49.1 0.0 89.0 50.5 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 6 10 13 17:
Old : 29: 6 7 1 6 10 13 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 : 87.5 79.0 96.4 92.7 87.5 79.0 96.4 92.7
Old : 87.5 79.0 96.4 92.7 87.5 79.0 96.4 92.7
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 9, 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 : 13,961: 2,244 1,929 0 11,463 11,994 13,707 13,923: 254 38
Old : 13,961: 2,244 1,929 0 11,463 11,994 13,707 13,923: 254 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 401: 459 558 0 -27 -155 432 403: -31 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.8 0.0 82.1 85.9 98.2 99.7: 1.8 0.3
Old : 100.0: 16.1 13.8 0.0 82.1 85.9 98.2 99.7: 1.8 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 : 29: 7 4 0 4 15 11 19:
Old : 29: 7 4 0 4 15 11 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 : 90.9 67.7 96.8 87.3 90.9 67.7 96.8 87.3
Old : 90.9 67.7 96.8 87.3 90.9 67.7 96.8 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012