WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 648,534: 146,843 86,365 199,489 259,858 306,613 606,190 592,467: 42,344 56,068
Old : 566,549: 125,902 81,406 166,905 237,019 274,709 529,825 523,020: 36,724 43,529
Other: 81,985: 31,660 15,677 21,866 22,839 31,904 76,365 69,446: 5,620 12,539
: : :
: : Changes in Commitments from: August 14, 2012 :
: 27,495: 1,895 1,614 12,959 11,815 14,276 26,669 28,850: 826 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.3 30.8 40.1 47.3 93.5 91.4: 6.5 8.6
Old : 100.0: 22.2 14.4 29.5 41.8 48.5 93.5 92.3: 6.5 7.7
Other: 100.0: 38.6 19.1 26.7 27.9 38.9 93.1 84.7: 6.9 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 149 125 165 97 133 334 346:
Old : 417: 143 130 152 94 132 319 339:
Other: 199: 43 51 37 39 92 105 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 15.1 24.0 23.0 12.6 11.1 20.0 16.6
Old : 14.8 15.9 26.3 23.8 14.1 12.4 21.7 18.5
Other: 41.6 27.3 56.9 38.7 28.1 10.1 36.2 15.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 2,073,500: 431,357 55,556 727,381 721,140 1,012,663 1,879,878 1,795,601: 193,622 277,900
Old : 327,919: 42,683 8,321 165,424 90,464 136,553 298,570 310,298: 29,349 17,621
Other: 1,745,581: 407,706 66,268 542,925 630,677 876,110 1,581,308 1,485,303: 164,274 260,278
: : :
: : Changes in Commitments from: August 14, 2012 :
: 106,650: 35,431 2,937 47,862 14,455 50,771 97,748 101,570: 8,902 5,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.7 35.1 34.8 48.8 90.7 86.6: 9.3 13.4
Old : 100.0: 13.0 2.5 50.4 27.6 41.6 91.0 94.6: 9.0 5.4
Other: 100.0: 23.4 3.8 31.1 36.1 50.2 90.6 85.1: 9.4 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 903: 275 163 301 316 421 704 781:
Old : 583: 149 86 129 199 248 403 409:
Other: 893: 251 184 272 265 416 632 761:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 10.2 17.2 16.6 6.7 6.1 11.6 9.8
Old : 11.5 16.6 20.5 25.8 5.3 10.7 8.9 14.7
Other: 10.6 9.5 18.3 16.1 7.5 6.4 13.1 10.3
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 3,423: 1,251 1,062 1,514 366 702 3,131 3,278: 291 145
Old : 2,978: 1,230 1,187 1,221 253 474 2,704 2,883: 274 95
Other: 445: 202 55 113 113 228 427 395: 18 50
: : :
: : Changes in Commitments from: August 14, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 31.0 44.2 10.7 20.5 91.5 95.8: 8.5 4.2
Old : 100.0: 41.3 39.9 41.0 8.5 15.9 90.8 96.8: 9.2 3.2
Other: 100.0: 45.3 12.3 25.3 25.4 51.2 96.0 88.8: 4.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 6 10 6 7 19 17:
Old : 21: 8 5 8 6 7 19 15:
Other: 11: 3 4 4 3 3 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 58.1 74.0 81.0 87.8 36.3 39.2 43.1 47.7
Old : 58.5 81.1 82.1 92.0 40.1 49.9 48.1 55.1
Other: 89.4 75.0 96.0 87.9 67.7 58.7 68.1 60.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 12,350: 3,294 148 972 5,632 10,332 9,898 11,452: 2,452 899
Old : 12,336: 3,299 148 967 5,620 10,327 9,886 11,442: 2,450 895
Other: 14: 0 5 0 12 5 12 10: 2 4
: : :
: : Changes in Commitments from: August 14, 2012 :
: 710: 269 -33 139 196 573 603 679: 107 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 1.2 7.9 45.6 83.7 80.1 92.7: 19.9 7.3
Old : 100.0: 26.7 1.2 7.8 45.6 83.7 80.1 92.7: 19.9 7.3
Other: 100.0: 0.0 35.8 0.0 85.6 35.7 85.6 71.5: 14.4 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 4 8 14 13 37 22:
Old : 43: 20 4 8 14 13 37 22:
Other: 4: 0 1 0 2 2 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 63.4 50.7 79.1 28.7 54.5 41.9 68.2
Old : 31.7 63.5 50.7 79.2 28.7 54.6 41.9 68.3
Other: 85.6 71.5 85.6 71.5 71.3 57.2 71.3 57.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 1,231,055: 307,433 52,835 467,894 367,945 621,743 1,143,272 1,142,472: 87,783 88,583
Old : 1,195,522: 297,205 53,665 458,493 355,143 598,537 1,110,840 1,110,694: 84,681 84,827
Other: 35,533: 14,969 3,911 4,661 12,802 23,206 32,431 31,777: 3,102 3,756
: : :
: : Changes in Commitments from: August 14, 2012 :
: 90,506: 24,459 1,270 58,763 -527 26,076 82,695 86,110: 7,811 4,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.3 38.0 29.9 50.5 92.9 92.8: 7.1 7.2
Old : 100.0: 24.9 4.5 38.4 29.7 50.1 92.9 92.9: 7.1 7.1
Other: 100.0: 42.1 11.0 13.1 36.0 65.3 91.3 89.4: 8.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 271 163 273 181 230 575 551:
Old : 681: 264 172 269 180 227 569 548:
Other: 238: 53 42 25 37 129 98 188:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 15.2 19.7 24.0 6.0 9.9 9.9 14.4
Old : 12.9 14.6 19.9 23.5 6.5 10.1 10.8 14.8
Other: 35.9 48.9 47.1 58.5 32.0 43.5 41.2 50.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 391,665: 73,432 47,999 92,089 189,282 223,665 354,804 363,754: 36,861 27,911
Old : 53,444: 16,589 8,427 7,486 25,628 34,043 49,703 49,955: 3,741 3,489
Other: 338,221: 70,617 53,346 70,830 163,654 189,623 305,101 313,798: 33,120 24,423
: : :
: : Changes in Commitments from: August 14, 2012 :
: 6,579: 11,016 -4,409 4,813 -14,245 8,643 1,584 9,047: 4,995 -2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.3 23.5 48.3 57.1 90.6 92.9: 9.4 7.1
Old : 100.0: 31.0 15.8 14.0 48.0 63.7 93.0 93.5: 7.0 6.5
Other: 100.0: 20.9 15.8 20.9 48.4 56.1 90.2 92.8: 9.8 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 75 79 112 87 78 241 219:
Old : 161: 55 32 32 45 52 112 104:
Other: 272: 72 89 97 86 73 226 203:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 25.4 24.2 36.1 9.4 18.3 16.0 25.6
Old : 33.1 29.3 44.4 42.8 31.3 28.2 42.1 41.7
Other: 14.6 26.7 24.1 37.5 11.1 19.7 18.9 27.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 704,258: 53,828 39,747 67,191 408,148 441,033 529,166 547,970: 175,092 156,288
Old : 704,258: 53,828 39,747 67,191 408,148 441,033 529,166 547,970: 175,092 156,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 9,470: -19,626 -17,527 2,957 25,899 14,487 9,230 -83: 240 9,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.6 9.5 58.0 62.6 75.1 77.8: 24.9 22.2
Old : 100.0: 7.6 5.6 9.5 58.0 62.6 75.1 77.8: 24.9 22.2
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 : 155: 31 22 35 79 87 125 129:
Old : 155: 31 22 35 79 87 125 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 12.5 25.7 22.4 14.3 11.4 20.6 20.6
Old : 18.0 12.5 25.7 22.4 14.3 11.4 20.6 20.6
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 362,324: 42,069 21,394 507 251,797 284,651 294,373 306,553: 67,951 55,771
Old : 362,324: 42,069 21,394 507 251,797 284,651 294,373 306,553: 67,951 55,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 2,234: -3,268 -4,282 -11 3,252 3,228 -27 -1,064: 2,261 3,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.9 0.1 69.5 78.6 81.2 84.6: 18.8 15.4
Old : 100.0: 11.6 5.9 0.1 69.5 78.6 81.2 84.6: 18.8 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 : 66: 6 4 3 36 42 44 47:
Old : 66: 6 4 3 36 42 44 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 : 34.3 41.0 50.6 51.4 32.9 40.4 45.3 50.3
Old : 34.3 41.0 50.6 51.4 32.9 40.4 45.3 50.3
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 with Delta-adjusted Options and Futures Combined, August 21, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,914: 2,136 152 2,985 6,194 8,558 11,315 11,695: 599 219
Old : 11,914: 2,136 152 2,985 6,194 8,558 11,315 11,695: 599 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -312: -235 -184 126 -231 -254 -340 -312: 28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.3 25.1 52.0 71.8 95.0 98.2: 5.0 1.8
Old : 100.0: 17.9 1.3 25.1 52.0 71.8 95.0 98.2: 5.0 1.8
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 : 47: 15 2 8 24 24 41 33:
Old : 47: 15 2 8 24 24 41 33:
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 51.5 69.9 74.6 13.1 19.6 19.7 26.3
Old : 56.5 51.5 69.9 74.6 13.1 19.6 19.7 26.3
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 349,656: 88,317 6,742 110,353 95,933 205,369 294,603 322,464: 55,053 27,192
Old : 55,214: 17,646 817 15,883 13,487 33,165 47,016 49,865: 8,198 5,349
Other: 294,441: 80,881 16,135 84,260 82,446 172,204 247,587 272,599: 46,854 21,843
: : :
: : Changes in Commitments from: August 14, 2012 :
: 26,416: 4,563 333 11,536 6,690 15,403 22,789 27,272: 3,627 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.9 31.6 27.4 58.7 84.3 92.2: 15.7 7.8
Old : 100.0: 32.0 1.5 28.8 24.4 60.1 85.2 90.3: 14.8 9.7
Other: 100.0: 27.5 5.5 28.6 28.0 58.5 84.1 92.6: 15.9 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 101 24 88 78 79 221 176:
Old : 141: 51 12 24 45 52 104 80:
Other: 237: 87 50 79 74 74 207 168:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 27.4 18.9 42.1 6.3 21.9 11.1 31.0
Old : 26.4 29.3 36.3 42.9 14.3 21.3 21.9 32.3
Other: 11.2 28.9 18.0 42.8 7.3 23.4 13.0 31.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 14,787: 3,625 4,273 1,357 7,200 7,969 12,182 13,599: 2,605 1,188
Old : 14,784: 3,626 4,273 1,356 7,197 7,969 12,179 13,598: 2,605 1,186
Other: 3: 0 1 0 3 0 3 1: 0 2
: : :
: : Changes in Commitments from: August 14, 2012 :
: 251: -320 -190 472 58 -100 210 182: 41 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 28.9 9.2 48.7 53.9 82.4 92.0: 17.6 8.0
Old : 100.0: 24.5 28.9 9.2 48.7 53.9 82.4 92.0: 17.6 8.0
Other: 100.0: 0.0 33.3 0.0 100.0 0.0 100.0 33.3: 0.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 25 21 15 25 12 60 42:
Old : 77: 25 21 15 25 12 60 42:
Other: 2: 0 1 0 1 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 43.7 45.8 57.7 31.4 42.5 43.7 54.6
Old : 31.8 43.7 45.8 57.7 31.4 42.5 43.7 54.6
Other: 100.0 33.3 100.0 33.3 100.0 33.3 100.0 33.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 1,142,490: 293,716 153,058 116,303 611,123 785,925 1,021,143 1,055,287: 121,348 87,204
Old : 1,142,490: 293,716 153,058 116,303 611,123 785,925 1,021,143 1,055,287: 121,348 87,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -7,538: -18,605 -32,502 6,288 8,983 13,179 -3,334 -13,035: -4,204 5,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.4 10.2 53.5 68.8 89.4 92.4: 10.6 7.6
Old : 100.0: 25.7 13.4 10.2 53.5 68.8 89.4 92.4: 10.6 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 : 231: 46 39 31 108 112 171 165:
Old : 231: 46 39 31 108 112 171 165:
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 : 15.4 33.2 25.3 42.3 14.7 27.0 22.7 33.6
Old : 15.4 33.2 25.3 42.3 14.7 27.0 22.7 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 2,148,082: 230,749 167,797 291,085 1,316,472 1,354,107 1,838,307 1,812,989: 309,775 335,092
Old : 2,148,082: 230,749 167,797 291,085 1,316,472 1,354,107 1,838,307 1,812,989: 309,775 335,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 28,805: 7,298 -17,513 21,000 -2,004 7,788 26,293 11,275: 2,511 17,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.8 13.6 61.3 63.0 85.6 84.4: 14.4 15.6
Old : 100.0: 10.7 7.8 13.6 61.3 63.0 85.6 84.4: 14.4 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 : 276: 44 53 63 151 161 228 244:
Old : 276: 44 53 63 151 161 228 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 17.6 30.5 24.6 21.4 13.7 26.9 19.2
Old : 22.7 17.6 30.5 24.6 21.4 13.7 26.9 19.2
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 1,381,822: 201,120 114,828 75,249 862,190 931,756 1,138,559 1,121,833: 243,263 259,990
Old : 1,381,822: 201,120 114,828 75,249 862,190 931,756 1,138,559 1,121,833: 243,263 259,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 74,562: -13,116 2,088 10,151 70,553 47,512 67,588 59,750: 6,975 14,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.3 5.4 62.4 67.4 82.4 81.2: 17.6 18.8
Old : 100.0: 14.6 8.3 5.4 62.4 67.4 82.4 81.2: 17.6 18.8
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 : 195: 26 41 36 89 106 139 159:
Old : 195: 26 41 36 89 106 139 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 22.8 30.7 32.0 15.5 22.0 26.4 29.8
Old : 18.1 22.8 30.7 32.0 15.5 22.0 26.4 29.8
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 486,647: 22,065 57,851 84,714 355,574 309,776 462,353 452,341: 24,294 34,306
Old : 486,647: 22,065 57,851 84,714 355,574 309,776 462,353 452,341: 24,294 34,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 13,194: 4,665 12,707 1,760 6,067 5,639 12,492 20,106: 702 -6,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 11.9 17.4 73.1 63.7 95.0 93.0: 5.0 7.0
Old : 100.0: 4.5 11.9 17.4 73.1 63.7 95.0 93.0: 5.0 7.0
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 : 90: 21 14 28 47 45 77 79:
Old : 90: 21 14 28 47 45 77 79:
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 : 42.0 27.7 49.9 47.4 31.3 21.2 36.5 35.0
Old : 42.0 27.7 49.9 47.4 31.3 21.2 36.5 35.0
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 58,000: 21,358 7,044 327 26,910 43,896 48,594 51,267: 9,406 6,733
Old : 58,000: 21,358 7,044 327 26,910 43,896 48,594 51,267: 9,406 6,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 4,417: 2,698 933 72 1,050 2,429 3,820 3,434: 597 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 12.1 0.6 46.4 75.7 83.8 88.4: 16.2 11.6
Old : 100.0: 36.8 12.1 0.6 46.4 75.7 83.8 88.4: 16.2 11.6
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 : 101: 31 19 8 36 27 73 48:
Old : 101: 31 19 8 36 27 73 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 : 26.5 45.0 40.2 60.2 26.5 45.0 40.2 60.1
Old : 26.5 45.0 40.2 60.2 26.5 45.0 40.2 60.1
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 116,000: 42,715 14,088 653 53,820 87,793 97,188 102,534: 18,813 13,467
Old : 116,000: 42,715 14,088 653 53,820 87,793 97,188 102,534: 18,813 13,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 8,834: 5,396 1,866 145 2,100 4,858 7,640 6,869: 1,194 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 12.1 0.6 46.4 75.7 83.8 88.4: 16.2 11.6
Old : 100.0: 36.8 12.1 0.6 46.4 75.7 83.8 88.4: 16.2 11.6
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 : 101: 31 19 8 36 27 73 48:
Old : 101: 31 19 8 36 27 73 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 : 26.5 45.0 40.2 60.2 26.5 45.0 40.2 60.1
Old : 26.5 45.0 40.2 60.2 26.5 45.0 40.2 60.1
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 8,501: 5,934 6,451 982 1,448 1,062 8,364 8,495: 137 6
Old : 8,501: 5,934 6,451 982 1,448 1,062 8,364 8,495: 137 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 70: 20 0 82 0 -13 102 69: -32 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 75.9 11.6 17.0 12.5 98.4 99.9: 1.6 0.1
Old : 100.0: 69.8 75.9 11.6 17.0 12.5 98.4 99.9: 1.6 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 : 20: 7 10 3 1 2 10 13:
Old : 20: 7 10 3 1 2 10 13:
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 : 78.4 74.9 95.7 93.3 77.1 68.1 86.8 83.6
Old : 78.4 74.9 95.7 93.3 77.1 68.1 86.8 83.6
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 with Delta-adjusted Options and Futures Combined, August 21, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,474: 1,098 3,782 7 9,110 6,643 10,215 10,432: 259 42
Old : 10,474: 1,098 3,782 7 9,110 6,643 10,215 10,432: 259 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -371: -240 -766 -43 -29 437 -312 -372: -59 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 36.1 0.1 87.0 63.4 97.5 99.6: 2.5 0.4
Old : 100.0: 10.5 36.1 0.1 87.0 63.4 97.5 99.6: 2.5 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: 6 7 1 6 9 13 16:
Old : 27: 6 7 1 6 9 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 82.1 96.0 91.8 85.5 82.1 96.0 91.7
Old : 85.5 82.1 96.0 91.8 85.5 82.1 96.0 91.7
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 with Delta-adjusted Options and Futures Combined, August 21, 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 : 14,738: 2,227 3,203 0 12,227 11,503 14,454 14,706: 284 32
Old : 14,738: 2,227 3,203 0 12,227 11,503 14,454 14,706: 284 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -208: 22 -55 0 -242 -144 -220 -199: 12 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 21.7 0.0 83.0 78.0 98.1 99.8: 1.9 0.2
Old : 100.0: 15.1 21.7 0.0 83.0 78.0 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 7 0 5 13 12 20:
Old : 31: 7 7 0 5 13 12 20:
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 : 88.7 71.2 96.4 86.6 88.7 71.2 96.4 86.6
Old : 88.7 71.2 96.4 86.6 88.7 71.2 96.4 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012