WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 576,076: 141,108 88,723 153,707 242,192 278,628 537,007 521,057: 39,069 55,018
Old : 490,570: 118,597 83,967 119,695 219,333 245,067 457,624 448,729: 32,945 41,840
Other: 85,506: 33,781 16,025 22,742 22,859 33,560 79,383 72,328: 6,124 13,178
: : :
: : Changes in Commitments from: August 21, 2012 :
: -72,459: -5,735 2,358 -45,782 -17,666 -27,985 -69,183 -71,409: -3,275 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 15.4 26.7 42.0 48.4 93.2 90.4: 6.8 9.6
Old : 100.0: 24.2 17.1 24.4 44.7 50.0 93.3 91.5: 6.7 8.5
Other: 100.0: 39.5 18.7 26.6 26.7 39.2 92.8 84.6: 7.2 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 142 114 158 98 134 322 337:
Old : 399: 133 122 146 93 133 305 330:
Other: 200: 43 50 37 42 95 109 165:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 15.3 25.7 23.1 14.0 11.3 23.1 17.5
Old : 16.7 15.5 28.7 23.6 16.1 12.9 25.8 19.8
Other: 40.6 26.8 55.6 37.8 27.4 9.8 36.4 16.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,810,958: 412,766 57,950 559,347 657,882 929,020 1,629,995 1,546,317: 180,963 264,641
Old : 49,610: 11,202 4,682 29 21,440 37,585 32,671 42,296: 16,939 7,314
Other: 1,761,348: 411,573 63,277 549,309 636,442 891,435 1,597,324 1,504,021: 164,024 257,327
: : :
: : Changes in Commitments from: August 21, 2012 :
: -262,542: -18,591 2,394 -168,034 -63,258 -83,643 -249,883 -249,283: -12,660 -13,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.2 30.9 36.3 51.3 90.0 85.4: 10.0 14.6
Old : 100.0: 22.6 9.4 0.1 43.2 75.8 65.9 85.3: 34.1 14.7
Other: 100.0: 23.4 3.6 31.2 36.1 50.6 90.7 85.4: 9.3 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 891: 272 148 283 320 425 690 767:
Old : 339: 60 21 3 140 139 202 161:
Other: 890: 254 172 270 274 422 631 764:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 10.1 18.1 16.8 7.6 6.3 13.2 10.5
Old : 16.5 37.3 22.2 49.4 16.5 37.3 22.2 49.3
Other: 10.6 9.7 18.6 16.5 7.8 6.2 13.5 10.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 11,907: 3,636 472 561 5,348 9,985 9,545 11,017: 2,362 890
Old : 11,893: 3,641 472 556 5,336 9,980 9,533 11,007: 2,360 886
Other: 14: 0 5 0 12 5 12 10: 2 4
: : :
: : Changes in Commitments from: August 21, 2012 :
: -443: 342 324 -412 -283 -347 -353 -434: -90 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.0 4.7 44.9 83.9 80.2 92.5: 19.8 7.5
Old : 100.0: 30.6 4.0 4.7 44.9 83.9 80.2 92.6: 19.8 7.4
Other: 100.0: 0.0 35.9 0.0 85.5 35.6 85.5 71.5: 14.5 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 25 4 8 13 12 39 23:
Old : 47: 25 4 8 13 12 39 23:
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 : 34.7 66.0 54.1 80.6 32.3 57.9 46.1 72.2
Old : 34.8 66.1 54.1 80.7 32.3 58.0 46.1 72.4
Other: 85.5 71.5 85.5 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 28, 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 : 1,156,476: 295,043 58,299 415,070 356,665 596,620 1,066,778 1,069,988: 89,697 86,487
Old : 1,117,604: 284,363 58,998 404,219 342,778 571,843 1,031,360 1,035,059: 86,244 82,544
Other: 38,872: 16,224 4,845 5,307 13,887 24,776 35,419 34,929: 3,453 3,943
: : :
: : Changes in Commitments from: August 21, 2012 :
: -74,579: -12,390 5,464 -52,824 -11,280 -25,123 -76,493 -72,484: 1,914 -2,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.0 35.9 30.8 51.6 92.2 92.5: 7.8 7.5
Old : 100.0: 25.4 5.3 36.2 30.7 51.2 92.3 92.6: 7.7 7.4
Other: 100.0: 41.7 12.5 13.7 35.7 63.7 91.1 89.9: 8.9 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 675: 259 168 269 178 230 559 553:
Old : 673: 253 174 265 177 227 552 550:
Other: 245: 53 45 27 38 131 101 194:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 14.9 19.6 24.0 6.2 10.6 10.4 15.1
Old : 12.7 14.3 19.6 23.5 7.0 11.0 11.6 15.7
Other: 34.4 48.4 45.4 58.6 30.7 44.0 40.3 51.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 391,175: 83,225 45,177 87,650 180,001 231,056 350,876 363,883: 40,298 27,291
Old : 20,978: 10,239 3,137 184 8,043 15,691 18,466 19,012: 2,512 1,966
Other: 370,197: 82,677 51,731 77,775 171,958 215,365 332,410 344,871: 37,786 25,325
: : :
: : Changes in Commitments from: August 21, 2012 :
: -491: 9,793 -2,822 -4,440 -9,281 7,391 -3,928 130: 3,437 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.5 22.4 46.0 59.1 89.7 93.0: 10.3 7.0
Old : 100.0: 48.8 15.0 0.9 38.3 74.8 88.0 90.6: 12.0 9.4
Other: 100.0: 22.3 14.0 21.0 46.5 58.2 89.8 93.2: 10.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 84 67 103 82 76 231 208:
Old : 93: 29 11 3 22 32 51 46:
Other: 271: 84 78 94 81 74 222 203:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 28.1 22.9 39.2 9.6 21.7 16.4 29.5
Old : 35.1 48.1 48.4 60.6 34.3 47.8 47.6 60.3
Other: 14.6 29.3 23.3 39.7 10.1 22.9 17.3 30.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 702,399: 56,815 57,583 47,714 423,747 434,742 528,276 540,039: 174,123 162,360
Old : 702,399: 56,815 57,583 47,714 423,747 434,742 528,276 540,039: 174,123 162,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,860: 2,987 17,836 -19,477 15,599 -6,290 -891 -7,931: -969 6,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.2 6.8 60.3 61.9 75.2 76.9: 24.8 23.1
Old : 100.0: 8.1 8.2 6.8 60.3 61.9 75.2 76.9: 24.8 23.1
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 : 133: 27 21 30 67 71 107 109:
Old : 133: 27 21 30 67 71 107 109:
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 : 18.7 15.2 28.3 25.2 14.5 10.3 21.6 19.9
Old : 18.7 15.2 28.3 25.2 14.5 10.3 21.6 19.9
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 28, 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 : 385,010: 43,325 25,022 10,574 254,329 282,078 308,228 317,674: 76,782 67,336
Old : 385,010: 43,325 25,022 10,574 254,329 282,078 308,228 317,674: 76,782 67,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 22,686: 1,256 3,628 10,067 2,532 -2,573 13,855 11,121: 8,832 11,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.5 2.7 66.1 73.3 80.1 82.5: 19.9 17.5
Old : 100.0: 11.3 6.5 2.7 66.1 73.3 80.1 82.5: 19.9 17.5
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 : 63: 8 6 5 31 39 41 48:
Old : 63: 8 6 5 31 39 41 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 : 32.2 38.7 47.6 49.9 31.0 37.9 42.5 46.8
Old : 32.2 38.7 47.6 49.9 31.0 37.9 42.5 46.8
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 28, 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 : 11,981: 2,047 202 2,856 6,462 8,654 11,365 11,712: 616 269
Old : 11,981: 2,047 202 2,856 6,462 8,654 11,365 11,712: 616 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 67: -89 50 -129 268 96 50 17: 17 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 1.7 23.8 53.9 72.2 94.9 97.8: 5.1 2.2
Old : 100.0: 17.1 1.7 23.8 53.9 72.2 94.9 97.8: 5.1 2.2
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 : 41: 11 4 8 20 21 35 30:
Old : 41: 11 4 8 20 21 35 30:
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 : 59.0 54.2 72.2 76.4 13.6 18.4 19.3 24.5
Old : 59.0 54.2 72.2 76.4 13.6 18.4 19.3 24.5
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 with Delta-adjusted Options and Futures Combined, August 28, 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 : 325,467: 85,296 9,290 95,498 92,140 192,818 272,934 297,605: 52,533 27,862
Old : 20,667: 8,446 282 0 7,323 16,824 15,769 17,106: 4,898 3,561
Other: 304,800: 82,732 14,890 89,616 84,817 175,994 257,165 280,499: 47,635 24,301
: : :
: : Changes in Commitments from: August 21, 2012 :
: -24,189: -3,021 2,548 -14,855 -3,793 -12,552 -21,670 -24,859: -2,519 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.9 29.3 28.3 59.2 83.9 91.4: 16.1 8.6
Old : 100.0: 40.9 1.4 0.0 35.4 81.4 76.3 82.8: 23.7 17.2
Other: 100.0: 27.1 4.9 29.4 27.8 57.7 84.4 92.0: 15.6 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 92 34 90 80 80 224 180:
Old : 101: 30 2 0 32 40 62 42:
Other: 246: 88 50 84 76 76 214 176:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 28.6 18.4 42.3 6.8 22.7 11.7 31.4
Old : 19.8 36.3 31.3 48.2 19.8 36.0 31.3 47.5
Other: 12.1 28.7 19.3 42.9 7.2 23.0 12.5 31.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 15,049: 3,343 4,354 1,551 7,243 7,916 12,137 13,821: 2,912 1,228
Old : 15,044: 3,344 4,352 1,550 7,240 7,916 12,134 13,818: 2,910 1,226
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: August 21, 2012 :
: 262: -282 81 194 43 -53 -45 222: 306 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 28.9 10.3 48.1 52.6 80.7 91.8: 19.3 8.2
Old : 100.0: 22.2 28.9 10.3 48.1 52.6 80.7 91.9: 19.3 8.1
Other: 100.0: 0.0 60.0 0.0 60.0 0.0 60.0 60.0: 40.0 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 23 23 15 25 12 59 44:
Old : 77: 23 23 15 25 12 59 44:
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 : 31.1 43.1 45.8 57.2 30.9 42.1 43.9 54.0
Old : 31.1 43.1 45.9 57.3 30.9 42.1 43.9 54.0
Other: 60.0 60.0 60.0 60.0 60.0 60.0 60.0 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,062,133: 252,593 151,463 83,282 589,991 732,585 925,866 967,331: 136,267 94,802
Old : 1,062,133: 252,593 151,463 83,282 589,991 732,585 925,866 967,331: 136,267 94,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -80,357: -41,123 -1,595 -33,021 -21,133 -53,340 -95,277 -87,956: 14,920 7,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.3 7.8 55.5 69.0 87.2 91.1: 12.8 8.9
Old : 100.0: 23.8 14.3 7.8 55.5 69.0 87.2 91.1: 12.8 8.9
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 : 222: 42 37 30 108 104 162 159:
Old : 222: 42 37 30 108 104 162 159:
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 : 15.4 32.2 25.7 41.6 14.8 27.6 24.6 35.5
Old : 15.4 32.2 25.7 41.6 14.8 27.6 24.6 35.5
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 28, 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 : 1,872,486: 212,685 168,208 178,286 1,135,201 1,190,359 1,526,173 1,536,853: 346,313 335,633
Old : 1,872,486: 212,685 168,208 178,286 1,135,201 1,190,359 1,526,173 1,536,853: 346,313 335,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -275,596: -18,064 411 -112,799 -181,271 -163,748 -312,134 -276,137: 36,538 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.0 9.5 60.6 63.6 81.5 82.1: 18.5 17.9
Old : 100.0: 11.4 9.0 9.5 60.6 63.6 81.5 82.1: 18.5 17.9
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 : 240: 34 54 56 125 135 194 210:
Old : 240: 34 54 56 125 135 194 210:
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 : 22.5 19.7 31.2 26.5 21.2 15.2 27.2 21.6
Old : 22.5 19.7 31.2 26.5 21.2 15.2 27.2 21.6
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 with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,377,516: 221,512 106,148 69,787 829,003 946,318 1,120,301 1,122,253: 257,215 255,263
Old : 1,377,516: 221,512 106,148 69,787 829,003 946,318 1,120,301 1,122,253: 257,215 255,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -4,306: 20,392 -8,679 -5,463 -33,187 14,563 -18,258 421: 13,952 -4,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 7.7 5.1 60.2 68.7 81.3 81.5: 18.7 18.5
Old : 100.0: 16.1 7.7 5.1 60.2 68.7 81.3 81.5: 18.7 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 : 186: 31 34 33 85 98 134 147:
Old : 186: 31 34 33 85 98 134 147:
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 : 18.7 22.9 31.4 33.0 17.5 22.2 28.3 31.0
Old : 18.7 22.9 31.4 33.0 17.5 22.2 28.3 31.0
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 28, 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 : 512,436: 29,245 62,283 86,461 367,005 327,385 482,712 476,129: 29,724 36,307
Old : 512,436: 29,245 62,283 86,461 367,005 327,385 482,712 476,129: 29,724 36,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 25,789: 7,180 4,432 1,747 11,432 17,609 20,359 23,788: 5,430 2,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 12.2 16.9 71.6 63.9 94.2 92.9: 5.8 7.1
Old : 100.0: 5.7 12.2 16.9 71.6 63.9 94.2 92.9: 5.8 7.1
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 : 91: 20 15 27 46 45 76 79:
Old : 91: 20 15 27 46 45 76 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 : 41.0 28.8 48.6 48.4 30.9 23.7 36.7 37.1
Old : 41.0 28.8 48.6 48.4 30.9 23.7 36.7 37.1
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 28, 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 : 60,194: 22,537 5,123 821 27,467 49,023 50,825 54,967: 9,369 5,227
Old : 60,194: 22,537 5,123 821 27,467 49,023 50,825 54,967: 9,369 5,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 2,194: 1,179 -1,921 495 558 5,126 2,231 3,700: -37 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 8.5 1.4 45.6 81.4 84.4 91.3: 15.6 8.7
Old : 100.0: 37.4 8.5 1.4 45.6 81.4 84.4 91.3: 15.6 8.7
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 : 96: 37 9 7 34 25 75 37:
Old : 96: 37 9 7 34 25 75 37:
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 : 26.2 52.3 38.7 66.1 25.3 52.3 37.8 66.0
Old : 26.2 52.3 38.7 66.1 25.3 52.3 37.8 66.0
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 28, 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 : 120,389: 45,073 10,247 1,643 54,935 98,046 101,651 109,935: 18,738 10,454
Old : 120,389: 45,073 10,247 1,643 54,935 98,046 101,651 109,935: 18,738 10,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,388: 2,358 -3,841 990 1,115 10,253 4,463 7,401: -75 -3,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 8.5 1.4 45.6 81.4 84.4 91.3: 15.6 8.7
Old : 100.0: 37.4 8.5 1.4 45.6 81.4 84.4 91.3: 15.6 8.7
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 : 96: 37 9 7 34 25 75 37:
Old : 96: 37 9 7 34 25 75 37:
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 : 26.2 52.3 38.7 66.1 25.3 52.3 37.8 66.0
Old : 26.2 52.3 38.7 66.1 25.3 52.3 37.8 66.0
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 28, 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 : 8,432: 6,040 6,429 954 1,293 1,044 8,287 8,427: 145 5
Old : 8,432: 6,040 6,429 954 1,293 1,044 8,287 8,427: 145 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -69: 106 -22 -28 -155 -18 -77 -68: 8 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 76.2 11.3 15.3 12.4 98.3 99.9: 1.7 0.1
Old : 100.0: 71.6 76.2 11.3 15.3 12.4 98.3 99.9: 1.7 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 : 21: 8 10 3 1 2 11 13:
Old : 21: 8 10 3 1 2 11 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 : 77.2 77.1 95.2 94.9 75.9 70.3 86.4 85.3
Old : 77.2 77.1 95.2 94.9 75.9 70.3 86.4 85.3
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 28, 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 : 10,619: 1,241 3,794 7 9,115 6,752 10,363 10,553: 256 66
Old : 10,619: 1,241 3,794 7 9,115 6,752 10,363 10,553: 256 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 145: 143 12 0 5 109 148 121: -3 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 35.7 0.1 85.8 63.6 97.6 99.4: 2.4 0.6
Old : 100.0: 11.7 35.7 0.1 85.8 63.6 97.6 99.4: 2.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 7 1 6 9 14 16:
Old : 28: 7 7 1 6 9 14 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 : 84.3 81.8 94.8 91.4 84.3 81.7 94.8 91.3
Old : 84.3 81.8 94.8 91.4 84.3 81.7 94.8 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 14,524: 1,888 2,977 101 12,292 11,305 14,281 14,383: 243 141
Old : 14,524: 1,888 2,977 101 12,292 11,305 14,281 14,383: 243 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -214: -339 -226 101 65 -198 -173 -323: -41 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.5 0.7 84.6 77.8 98.3 99.0: 1.7 1.0
Old : 100.0: 13.0 20.5 0.7 84.6 77.8 98.3 99.0: 1.7 1.0
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 : 28: 6 5 1 5 13 12 18:
Old : 28: 6 5 1 5 13 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.3 73.8 96.6 88.4 90.3 73.1 96.5 87.7
Old : 90.3 73.8 96.6 88.4 90.3 73.1 96.5 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012