WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 30, 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 : 465,001: 150,651 107,664 78,781 196,396 229,881 425,828 416,326: 39,173 48,675
Old : 346,875: 128,693 103,295 30,338 156,398 180,430 315,429 314,063: 31,446 32,812
Other: 118,126: 42,147 24,558 28,254 39,998 49,451 110,399 102,263: 7,727 15,863
: : :
: : Changes in Commitments from: October 23, 2012 :
: 267: -2,423 3,722 3,656 -3,144 -6,876 -1,911 502: 2,178 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 23.2 16.9 42.2 49.4 91.6 89.5: 8.4 10.5
Old : 100.0: 37.1 29.8 8.7 45.1 52.0 90.9 90.5: 9.1 9.5
Other: 100.0: 35.7 20.8 23.9 33.9 41.9 93.5 86.6: 6.5 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 134 117 131 93 117 307 301:
Old : 383: 138 110 95 68 106 258 267:
Other: 243: 45 75 48 60 100 145 194:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 17.6 28.6 26.9 16.5 14.7 26.9 21.3
Old : 21.0 20.8 33.4 30.2 20.7 20.5 31.8 29.6
Other: 33.7 21.1 47.1 32.2 25.6 10.7 34.7 17.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 30, 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 : 1,279,243: 411,922 103,291 188,039 530,750 757,263 1,130,711 1,048,593: 148,532 230,650
Old : 1,143,219: 377,962 118,604 151,209 477,972 672,845 1,007,143 942,658: 136,076 200,561
Other: 136,024: 70,142 20,869 648 52,778 84,418 123,568 105,935: 12,456 30,089
: : :
: : Changes in Commitments from: October 23, 2012 :
: 282: -21,081 3,947 11,259 8,405 -15,606 -1,417 -400: 1,699 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.1 14.7 41.5 59.2 88.4 82.0: 11.6 18.0
Old : 100.0: 33.1 10.4 13.2 41.8 58.9 88.1 82.5: 11.9 17.5
Other: 100.0: 51.6 15.3 0.5 38.8 62.1 90.8 77.9: 9.2 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 202 143 193 243 352 547 611:
Old : 761: 197 156 174 233 345 528 590:
Other: 454: 60 86 16 74 259 140 358:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 10.0 21.0 16.2 10.2 8.0 18.0 12.5
Old : 13.0 10.0 21.8 15.8 12.7 8.6 20.9 13.5
Other: 42.2 29.1 53.4 35.3 42.2 29.1 53.4 35.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 30, 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 : 12,763: 3,628 585 29 6,328 10,740 9,985 11,354: 2,778 1,409
Old : 12,709: 3,626 580 29 6,290 10,705 9,945 11,314: 2,764 1,395
Other: 54: 2 5 0 38 35 40 40: 14 14
: : :
: : Changes in Commitments from: October 23, 2012 :
: 438: 26 30 -35 124 312 115 307: 323 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 4.6 0.2 49.6 84.1 78.2 89.0: 21.8 11.0
Old : 100.0: 28.5 4.6 0.2 49.5 84.2 78.3 89.0: 21.7 11.0
Other: 100.0: 3.7 9.3 0.0 70.4 64.8 74.1 74.1: 25.9 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 8 7 15 11 36 22:
Old : 43: 17 8 7 15 11 36 22:
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 : 32.9 69.2 55.9 83.2 31.4 59.6 49.3 71.7
Old : 33.1 69.5 55.9 83.3 31.4 59.9 49.3 71.9
Other: 70.4 74.1 74.1 74.1 61.1 64.8 64.8 64.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 30, 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 : 639,789: 223,530 40,861 88,716 262,039 434,980 574,285 564,557: 65,504 75,232
Old : 584,032: 209,702 36,473 71,394 241,620 409,659 522,716 517,526: 61,316 66,506
Other: 55,757: 30,775 21,335 375 20,419 25,321 51,569 47,031: 4,188 8,726
: : :
: : Changes in Commitments from: October 23, 2012 :
: -66,684: -35,469 -13,514 -9,076 -17,843 -37,686 -62,388 -60,276: -4,296 -6,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 6.4 13.9 41.0 68.0 89.8 88.2: 10.2 11.8
Old : 100.0: 35.9 6.2 12.2 41.4 70.1 89.5 88.6: 10.5 11.4
Other: 100.0: 55.2 38.3 0.7 36.6 45.4 92.5 84.3: 7.5 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 506: 182 99 162 143 175 409 381:
Old : 502: 197 92 144 139 174 398 366:
Other: 236: 33 74 11 34 104 77 183:
:----------------------------------------------------------------------------------------------------
: 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 18.2 25.6 28.1 12.5 16.4 21.0 23.8
Old : 17.3 19.4 26.6 28.9 16.2 17.9 25.3 26.1
Other: 53.3 37.4 68.3 48.8 53.3 37.4 68.3 48.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 30, 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 : 327,746: 56,145 78,083 60,392 177,061 153,107 293,598 291,582: 34,148 36,164
Old : 312,169: 57,951 78,309 54,948 168,271 143,380 281,170 276,637: 30,999 35,532
Other: 15,577: 1,081 2,661 2,557 8,790 9,727 12,428 14,945: 3,149 632
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,503: 1,291 8,664 -9,452 4,422 -1,697 -3,739 -2,485: 1,236 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 23.8 18.4 54.0 46.7 89.6 89.0: 10.4 11.0
Old : 100.0: 18.6 25.1 17.6 53.9 45.9 90.1 88.6: 9.9 11.4
Other: 100.0: 6.9 17.1 16.4 56.4 62.4 79.8 95.9: 20.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 71 79 111 82 68 222 227:
Old : 287: 74 82 109 82 67 221 224:
Other: 58: 14 5 14 26 12 47 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 20.3 22.7 28.1 11.6 14.5 20.3 22.0
Old : 13.3 20.2 23.5 28.4 12.0 14.5 21.0 22.3
Other: 32.9 55.6 47.6 76.0 30.2 55.6 42.4 73.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 30, 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 : 549,851: 35,646 50,966 5,308 365,122 353,241 406,076 409,515: 143,775 140,336
Old : 549,851: 35,646 50,966 5,308 365,122 353,241 406,076 409,515: 143,775 140,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 6,349: -775 -9,290 179 -3,116 6,023 -3,712 -3,088: 10,061 9,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 9.3 1.0 66.4 64.2 73.9 74.5: 26.1 25.5
Old : 100.0: 6.5 9.3 1.0 66.4 64.2 73.9 74.5: 26.1 25.5
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: 19 37 13 67 68 97 107:
Old : 155: 19 37 13 67 68 97 107:
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 : 23.8 15.0 32.7 25.6 18.1 13.6 26.4 22.7
Old : 23.8 15.0 32.7 25.6 18.1 13.6 26.4 22.7
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 30, 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 : 354,041: 23,098 31,159 7,133 254,915 263,125 285,146 301,417: 68,895 52,624
Old : 354,041: 23,098 31,159 7,133 254,915 263,125 285,146 301,417: 68,895 52,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -13,961: -13,979 538 563 -856 -12,131 -14,272 -11,030: 311 -2,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.8 2.0 72.0 74.3 80.5 85.1: 19.5 14.9
Old : 100.0: 6.5 8.8 2.0 72.0 74.3 80.5 85.1: 19.5 14.9
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 : 62: 7 6 5 32 38 42 46:
Old : 62: 7 6 5 32 38 42 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 : 34.1 37.0 49.4 49.0 32.4 36.9 43.3 47.9
Old : 34.1 37.0 49.4 49.0 32.4 36.9 43.3 47.9
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 30, 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 : 10,970: 3,960 628 1,898 4,576 8,220 10,434 10,746: 536 224
Old : 10,970: 3,960 628 1,898 4,576 8,220 10,434 10,746: 536 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 783: 407 128 94 260 571 761 793: 22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 5.7 17.3 41.7 74.9 95.1 98.0: 4.9 2.0
Old : 100.0: 36.1 5.7 17.3 41.7 74.9 95.1 98.0: 4.9 2.0
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 : 36: 7 4 6 18 22 30 29:
Old : 36: 7 4 6 18 22 30 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 : 64.4 42.0 77.4 70.0 35.7 25.4 39.7 36.5
Old : 64.4 42.0 77.4 70.0 35.7 25.4 39.7 36.5
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 30, 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 : 221,538: 76,019 18,183 21,257 80,322 161,387 177,598 200,827: 43,940 20,711
Old : 207,326: 71,587 18,988 17,466 75,934 151,192 164,987 187,646: 42,339 19,680
Other: 14,212: 6,125 888 2,098 4,388 10,195 12,611 13,181: 1,601 1,031
: : :
: : Changes in Commitments from: October 23, 2012 :
: 10,264: 8,426 2,984 -500 810 7,670 8,736 10,154: 1,528 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.2 9.6 36.3 72.8 80.2 90.7: 19.8 9.3
Old : 100.0: 34.5 9.2 8.4 36.6 72.9 79.6 90.5: 20.4 9.5
Other: 100.0: 43.1 6.2 14.8 30.9 71.7 88.7 92.7: 11.3 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 72 25 43 78 71 168 130:
Old : 198: 71 30 42 78 70 168 128:
Other: 56: 15 6 5 30 11 46 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 37.9 18.7 47.3 8.9 33.0 15.5 41.5
Old : 10.8 37.2 19.2 47.2 8.9 32.2 15.7 41.2
Other: 49.6 53.1 64.5 73.5 41.2 48.9 50.8 65.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 30, 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 : 14,527: 2,551 4,943 406 8,253 7,275 11,210 12,624: 3,317 1,903
Old : 14,510: 2,551 4,943 406 8,253 7,260 11,210 12,609: 3,300 1,901
Other: 17: 0 0 0 0 15 0 15: 17 2
: : :
: : Changes in Commitments from: October 23, 2012 :
: -449: -277 -394 -65 -119 -158 -461 -617: 12 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 34.0 2.8 56.8 50.1 77.2 86.9: 22.8 13.1
Old : 100.0: 17.6 34.1 2.8 56.9 50.0 77.3 86.9: 22.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 88.2 0.0 88.2: 100.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 18 5 26 11 45 32:
Old : 65: 16 18 5 26 10 45 31:
Other: 3: 0 0 0 0 3 0 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 : 35.6 43.8 49.0 59.9 35.6 43.0 49.0 57.6
Old : 35.6 43.8 49.1 59.9 35.6 43.0 49.1 57.6
Other: 0.0 88.2 0.0 88.2 0.0 88.2 0.0 88.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 30, 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 : 952,256: 247,803 251,048 10,666 576,971 592,564 835,440 854,278: 116,816 97,978
Old : 952,256: 247,803 251,048 10,666 576,971 592,564 835,440 854,278: 116,816 97,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -28,891: -3,224 -5,525 -2,305 10,708 7,640 5,179 -190: -34,070 -28,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 26.4 1.1 60.6 62.2 87.7 89.7: 12.3 10.3
Old : 100.0: 26.0 26.4 1.1 60.6 62.2 87.7 89.7: 12.3 10.3
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 : 216: 39 42 18 102 86 151 136:
Old : 216: 39 42 18 102 86 151 136:
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 : 16.2 31.4 26.7 42.2 15.0 30.4 25.0 41.2
Old : 16.2 31.4 26.7 42.2 15.0 30.4 25.0 41.2
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 30, 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 : 1,702,252: 356,950 187,494 50,451 1,031,419 1,149,338 1,438,820 1,387,283: 263,432 314,969
Old : 1,702,252: 356,950 187,494 50,451 1,031,419 1,149,338 1,438,820 1,387,283: 263,432 314,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 8,119: 89,532 -628 12,359 -79,433 -24,506 22,458 -12,775: -14,339 20,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.0 3.0 60.6 67.5 84.5 81.5: 15.5 18.5
Old : 100.0: 21.0 11.0 3.0 60.6 67.5 84.5 81.5: 15.5 18.5
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 : 270: 44 54 34 113 124 179 191:
Old : 270: 44 54 34 113 124 179 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 27.0 31.4 34.6 20.1 22.0 29.5 29.6
Old : 20.7 27.0 31.4 34.6 20.1 22.0 29.5 29.6
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 30, 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 : 1,337,485: 215,618 159,476 11,509 883,370 916,706 1,110,497 1,087,691: 226,988 249,794
Old : 1,337,485: 215,618 159,476 11,509 883,370 916,706 1,110,497 1,087,691: 226,988 249,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -21,040: -12,761 14,323 -5,324 -12,501 -25,608 -30,586 -16,609: 9,546 -4,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.9 0.9 66.0 68.5 83.0 81.3: 17.0 18.7
Old : 100.0: 16.1 11.9 0.9 66.0 68.5 83.0 81.3: 17.0 18.7
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 : 193: 30 40 15 81 89 120 135:
Old : 193: 30 40 15 81 89 120 135:
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 : 19.2 26.3 30.8 36.4 17.2 25.7 28.4 34.6
Old : 19.2 26.3 30.8 36.4 17.2 25.7 28.4 34.6
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 30, 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 : 418,586: 33,513 47,784 55,550 308,895 282,150 397,958 385,484: 20,628 33,102
Old : 418,586: 33,513 47,784 55,550 308,895 282,150 397,958 385,484: 20,628 33,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 30,811: 22,828 -275 1,354 8,961 34,485 33,143 35,564: -2,332 -4,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 13.3 73.8 67.4 95.1 92.1: 4.9 7.9
Old : 100.0: 8.0 11.4 13.3 73.8 67.4 95.1 92.1: 4.9 7.9
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 : 76: 17 14 24 39 38 64 69:
Old : 76: 17 14 24 39 38 64 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 31.1 50.9 51.7 33.0 28.1 39.6 40.3
Old : 42.5 31.1 50.9 51.7 33.0 28.1 39.6 40.3
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 30, 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 : 53,837: 16,472 8,687 1,090 27,849 39,967 45,411 49,744: 8,427 4,094
Old : 53,837: 16,472 8,687 1,090 27,849 39,967 45,411 49,744: 8,427 4,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -1,329: -2,250 748 572 217 -2,680 -1,462 -1,361: 134 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 16.1 2.0 51.7 74.2 84.3 92.4: 15.7 7.6
Old : 100.0: 30.6 16.1 2.0 51.7 74.2 84.3 92.4: 15.7 7.6
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 : 98: 33 15 7 35 22 72 40:
Old : 98: 33 15 7 35 22 72 40:
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 : 20.3 40.8 35.6 62.4 19.8 40.8 35.0 62.2
Old : 20.3 40.8 35.6 62.4 19.8 40.8 35.0 62.2
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 30, 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 : 107,674: 32,943 17,374 2,180 55,698 79,933 90,821 99,487: 16,853 8,187
Old : 107,674: 32,943 17,374 2,180 55,698 79,933 90,821 99,487: 16,853 8,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,657: -4,500 1,495 1,143 433 -5,359 -2,924 -2,721: 267 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 16.1 2.0 51.7 74.2 84.3 92.4: 15.7 7.6
Old : 100.0: 30.6 16.1 2.0 51.7 74.2 84.3 92.4: 15.7 7.6
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 : 98: 33 15 7 35 22 72 40:
Old : 98: 33 15 7 35 22 72 40:
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 : 20.3 40.8 35.6 62.4 19.8 40.8 35.0 62.2
Old : 20.3 40.8 35.6 62.4 19.8 40.8 35.0 62.2
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 30, 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 : 6,756: 4,306 5,721 1,031 1,262 0 6,599 6,752: 157 4
Old : 6,756: 4,306 5,721 1,031 1,262 0 6,599 6,752: 157 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -1,693: -1,810 -1,355 -21 128 -316 -1,703 -1,692: 10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 84.7 15.3 18.7 0.0 97.7 99.9: 2.3 0.1
Old : 100.0: 63.7 84.7 15.3 18.7 0.0 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 8 3 2 0 16 9:
Old : 22: 12 8 3 2 0 16 9:
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 83.4 87.9 99.5 67.2 74.6 76.6 84.7
Old : 68.9 83.4 87.9 99.5 67.2 74.6 76.6 84.7
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, October 30, 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 : 12,000: 2,207 5,166 1 9,612 6,789 11,820 11,956: 180 44
Old : 12,000: 2,207 5,166 1 9,612 6,789 11,820 11,956: 180 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 370: 187 91 0 179 296 366 387: 4 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 43.1 0.0 80.1 56.6 98.5 99.6: 1.5 0.4
Old : 100.0: 18.4 43.1 0.0 80.1 56.6 98.5 99.6: 1.5 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 : 27: 7 6 1 5 9 13 15:
Old : 27: 7 6 1 5 9 13 15:
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 : 87.8 84.8 95.9 94.7 87.8 84.8 95.9 94.7
Old : 87.8 84.8 95.9 94.7 87.8 84.8 95.9 94.7
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 30, 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 : 13,969: 1,781 1,802 0 11,900 12,112 13,681 13,914: 288 55
Old : 13,969: 1,781 1,802 0 11,900 12,112 13,681 13,914: 288 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 275: 126 214 0 142 37 268 251: 7 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.9 0.0 85.2 86.7 97.9 99.6: 2.1 0.4
Old : 100.0: 12.7 12.9 0.0 85.2 86.7 97.9 99.6: 2.1 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: 7 5 0 4 14 11 19:
Old : 29: 7 5 0 4 14 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 : 93.0 67.9 96.6 86.8 93.0 67.9 96.6 86.8
Old : 93.0 67.9 96.6 86.8 93.0 67.9 96.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012