WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 589,518: 149,742 96,902 162,952 238,193 276,252 550,887 536,106: 38,630 53,412
Old : 495,698: 124,891 91,892 126,332 212,343 238,363 463,566 456,587: 32,131 39,111
Other: 93,820: 37,771 17,929 23,701 25,849 37,889 87,321 79,519: 6,499 14,301
: : :
: : Changes in Commitments from: September 4, 2012 :
: 4,522: 1,070 3,421 3,855 77 -1,497 5,002 5,778: -481 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.4 27.6 40.4 46.9 93.4 90.9: 6.6 9.1
Old : 100.0: 25.2 18.5 25.5 42.8 48.1 93.5 92.1: 6.5 7.9
Other: 100.0: 40.3 19.1 25.3 27.6 40.4 93.1 84.8: 6.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 151 125 162 99 138 330 352:
Old : 417: 149 124 146 89 133 307 338:
Other: 220: 54 50 40 51 100 126 177:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 15.3 25.2 23.4 13.2 11.1 22.2 17.5
Old : 16.1 15.5 28.5 23.9 15.2 13.2 25.1 19.8
Other: 37.6 24.7 52.3 35.5 26.2 9.7 35.9 16.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 1,800,348: 397,235 60,393 587,074 639,865 889,018 1,624,173 1,536,485: 176,175 263,863
Old : 1,680,242: 364,756 78,839 549,468 601,170 814,013 1,515,394 1,442,320: 164,848 237,922
Other: 120,106: 58,237 7,312 11,848 38,695 75,005 108,780 94,165: 11,326 25,941
: : :
: : Changes in Commitments from: September 4, 2012 :
: -3,999: -23,957 6,316 16,979 4,753 -27,902 -2,226 -4,608: -1,774 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 3.4 32.6 35.5 49.4 90.2 85.3: 9.8 14.7
Old : 100.0: 21.7 4.7 32.7 35.8 48.4 90.2 85.8: 9.8 14.2
Other: 100.0: 48.5 6.1 9.9 32.2 62.4 90.6 78.4: 9.4 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 868: 267 146 272 276 404 638 737:
Old : 865: 261 151 267 271 402 627 734:
Other: 416: 58 58 40 72 270 149 351:
:----------------------------------------------------------------------------------------------------
: 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 10.1 17.9 17.0 7.6 6.6 13.2 10.5
Old : 10.2 9.2 18.1 16.1 7.9 6.8 13.7 10.8
Other: 38.8 27.8 50.2 34.6 38.7 27.1 47.7 32.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 12,612: 4,228 744 594 5,195 10,452 10,017 11,789: 2,594 822
Old : 12,592: 4,233 744 589 5,178 10,442 10,000 11,774: 2,592 818
Other: 19: 0 5 0 17 10 17 15: 2 4
: : :
: : Changes in Commitments from: September 4, 2012 :
: 21: -212 150 -22 190 -103 -43 25: 64 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 5.9 4.7 41.2 82.9 79.4 93.5: 20.6 6.5
Old : 100.0: 33.6 5.9 4.7 41.1 82.9 79.4 93.5: 20.6 6.5
Other: 100.0: 0.0 26.4 0.0 89.4 52.6 89.4 79.0: 10.6 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 24 4 9 15 13 40 25:
Old : 47: 24 4 9 15 13 40 25:
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 : 30.3 65.7 50.7 80.1 28.6 57.7 44.0 71.8
Old : 30.4 65.8 50.8 80.2 28.7 57.9 44.1 72.0
Other: 89.4 79.0 89.4 79.0 78.8 68.5 78.8 68.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 1,168,390: 286,566 52,764 438,637 355,244 588,841 1,080,447 1,080,241: 87,943 88,149
Old : 1,127,711: 275,422 54,786 426,874 341,641 562,547 1,043,936 1,044,207: 83,775 83,504
Other: 40,680: 17,215 4,048 5,693 13,603 26,294 36,511 36,035: 4,169 4,645
: : :
: : Changes in Commitments from: September 4, 2012 :
: -29,383: -16,570 -3,658 -7,379 -1,462 -15,331 -25,410 -26,368: -3,973 -3,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.5 37.5 30.4 50.4 92.5 92.5: 7.5 7.5
Old : 100.0: 24.4 4.9 37.9 30.3 49.9 92.6 92.6: 7.4 7.4
Other: 100.0: 42.3 10.0 14.0 33.4 64.6 89.8 88.6: 10.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 283 152 277 175 229 558 564:
Old : 679: 274 162 272 174 225 551 560:
Other: 247: 53 50 25 40 126 105 189:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 15.0 19.7 23.9 6.0 10.5 10.4 14.7
Old : 13.0 14.2 20.0 23.3 7.2 10.9 11.8 15.1
Other: 33.4 48.2 44.6 58.2 30.4 47.2 39.9 54.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 381,152: 89,367 42,574 76,897 172,060 237,019 338,323 356,489: 42,829 24,663
Old : 370,215: 91,025 44,813 71,139 167,306 230,605 329,469 346,556: 40,746 23,659
Other: 10,937: 2,467 1,886 1,633 4,754 6,414 8,854 9,933: 2,083 1,004
: : :
: : Changes in Commitments from: September 4, 2012 :
: -19,631: -3,403 2,142 -10,226 -2,916 -10,360 -16,545 -18,445: -3,087 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 11.2 20.2 45.1 62.2 88.8 93.5: 11.2 6.5
Old : 100.0: 24.6 12.1 19.2 45.2 62.3 89.0 93.6: 11.0 6.4
Other: 100.0: 22.6 17.2 14.9 43.5 58.6 81.0 90.8: 19.0 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 98 64 91 83 76 234 195:
Old : 278: 99 69 89 83 76 232 195:
Other: 37: 12 4 9 16 10 30 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 : 12.5 28.5 21.5 39.7 9.3 21.9 16.4 30.6
Old : 12.6 28.7 21.8 39.9 9.5 22.3 16.6 31.0
Other: 34.1 50.2 51.5 72.0 32.5 50.2 47.0 64.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 660,672: 69,091 46,018 46,876 376,085 416,723 492,051 509,617: 168,620 151,055
Old : 660,672: 69,091 46,018 46,876 376,085 416,723 492,051 509,617: 168,620 151,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -34,629: 4,696 1,161 -3,312 -38,238 -24,686 -36,854 -26,838: 2,226 -7,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.0 7.1 56.9 63.1 74.5 77.1: 25.5 22.9
Old : 100.0: 10.5 7.0 7.1 56.9 63.1 74.5 77.1: 25.5 22.9
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 : 147: 28 21 26 75 82 115 117:
Old : 147: 28 21 26 75 82 115 117:
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 14.1 26.8 24.7 14.4 11.7 21.0 20.7
Old : 18.7 14.1 26.8 24.7 14.4 11.7 21.0 20.7
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 with Delta-adjusted Options and Futures Combined, September 11, 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 : 378,932: 39,342 33,964 13,406 258,351 272,972 311,099 320,342: 67,832 58,589
Old : 378,932: 39,342 33,964 13,406 258,351 272,972 311,099 320,342: 67,832 58,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -4,718: -4,307 877 3,854 -4,915 -9,246 -5,368 -4,515: 650 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.0 3.5 68.2 72.0 82.1 84.5: 17.9 15.5
Old : 100.0: 10.4 9.0 3.5 68.2 72.0 82.1 84.5: 17.9 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 7 7 5 36 41 46 50:
Old : 67: 7 7 5 36 41 46 50:
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 : 33.5 41.6 49.9 51.7 31.4 39.1 43.7 48.6
Old : 33.5 41.6 49.9 51.7 31.4 39.1 43.7 48.6
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, September 11, 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 : 11,929: 2,757 129 2,663 5,868 8,855 11,288 11,647: 641 282
Old : 11,929: 2,757 129 2,663 5,868 8,855 11,288 11,647: 641 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 683: 774 -61 18 -131 716 661 673: 22 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.1 22.3 49.2 74.2 94.6 97.6: 5.4 2.4
Old : 100.0: 23.1 1.1 22.3 49.2 74.2 94.6 97.6: 5.4 2.4
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 : 44: 12 3 7 23 23 38 31:
Old : 44: 12 3 7 23 23 38 31:
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 : 54.9 53.5 70.9 76.0 18.5 21.9 24.0 28.4
Old : 54.9 53.5 70.9 76.0 18.5 21.9 24.0 28.4
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, September 11, 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 : 310,327: 81,583 11,949 89,309 89,483 182,236 260,375 283,494: 49,952 26,833
Old : 300,556: 78,882 11,596 86,875 85,947 176,241 251,704 274,712: 48,853 25,844
Other: 9,770: 2,988 640 2,147 3,536 5,995 8,671 8,782: 1,099 989
: : :
: : Changes in Commitments from: September 4, 2012 :
: -13,034: -4,898 2,105 -5,811 78 -9,929 -10,631 -13,635: -2,403 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 3.9 28.8 28.8 58.7 83.9 91.4: 16.1 8.6
Old : 100.0: 26.2 3.9 28.9 28.6 58.6 83.7 91.4: 16.3 8.6
Other: 100.0: 30.6 6.5 22.0 36.2 61.4 88.7 89.9: 11.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 101 20 76 79 77 207 164:
Old : 234: 101 21 75 79 77 205 164:
Other: 41: 9 5 4 25 11 36 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 31.2 19.9 43.6 7.0 23.1 12.0 31.6
Old : 12.7 30.4 20.0 43.1 7.2 22.7 12.4 31.5
Other: 47.8 56.9 64.8 77.2 34.9 39.4 47.7 53.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 14,775: 2,823 5,863 698 8,264 6,590 11,785 13,152: 2,990 1,623
Old : 14,770: 2,826 5,863 695 8,261 6,590 11,782 13,149: 2,988 1,621
Other: 5: 0 3 0 3 0 3 3: 2 2
: : :
: : Changes in Commitments from: September 4, 2012 :
: 961: -132 736 152 816 -220 836 668: 126 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 39.7 4.7 55.9 44.6 79.8 89.0: 20.2 11.0
Old : 100.0: 19.1 39.7 4.7 55.9 44.6 79.8 89.0: 20.2 11.0
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 : 69: 22 21 8 26 10 49 38:
Old : 69: 22 21 8 26 10 49 38:
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 : 36.6 42.5 50.8 57.1 36.6 41.1 50.7 55.7
Old : 36.6 42.5 50.8 57.1 36.6 41.1 50.8 55.7
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, September 11, 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 : 1,087,598: 293,611 204,248 89,878 581,191 714,119 964,680 1,008,245: 122,918 79,352
Old : 1,087,598: 293,611 204,248 89,878 581,191 714,119 964,680 1,008,245: 122,918 79,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -30,720: -15,810 20,067 5,400 -7,915 -61,100 -18,325 -35,634: -12,395 4,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.8 8.3 53.4 65.7 88.7 92.7: 11.3 7.3
Old : 100.0: 27.0 18.8 8.3 53.4 65.7 88.7 92.7: 11.3 7.3
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 : 214: 45 34 28 105 95 161 146:
Old : 214: 45 34 28 105 95 161 146:
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 : 14.9 29.8 25.9 41.1 14.9 27.4 25.2 35.4
Old : 14.9 29.8 25.9 41.1 14.9 27.4 25.2 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 1,945,060: 274,573 164,641 216,086 1,133,324 1,260,643 1,623,984 1,641,370: 321,076 303,690
Old : 1,945,060: 274,573 164,641 216,086 1,133,324 1,260,643 1,623,984 1,641,370: 321,076 303,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 36,847: -5,048 -1,300 19,400 28,921 16,920 43,274 35,020: -6,427 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 8.5 11.1 58.3 64.8 83.5 84.4: 16.5 15.6
Old : 100.0: 14.1 8.5 11.1 58.3 64.8 83.5 84.4: 16.5 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 : 260: 46 52 65 130 145 213 225:
Old : 260: 46 52 65 130 145 213 225:
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 : 19.7 23.1 28.5 29.7 18.3 17.5 24.9 23.8
Old : 19.7 23.1 28.5 29.7 18.3 17.5 24.9 23.8
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, September 11, 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 : 1,368,065: 303,775 127,902 78,668 742,578 924,016 1,125,022 1,130,586: 243,043 237,479
Old : 1,368,065: 303,775 127,902 78,668 742,578 924,016 1,125,022 1,130,586: 243,043 237,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -1,922: 32,176 -8,599 1,628 -21,669 21,267 12,136 14,297: -14,058 -16,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.3 5.8 54.3 67.5 82.2 82.6: 17.8 17.4
Old : 100.0: 22.2 9.3 5.8 54.3 67.5 82.2 82.6: 17.8 17.4
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 : 195: 44 32 32 86 94 143 145:
Old : 195: 44 32 32 86 94 143 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 24.6 29.0 34.9 16.1 23.9 26.7 33.0
Old : 16.8 24.6 29.0 34.9 16.1 23.9 26.7 33.0
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, September 11, 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 : 448,851: 13,493 51,993 81,816 325,343 278,616 420,652 412,425: 28,199 36,426
Old : 448,851: 13,493 51,993 81,816 325,343 278,616 420,652 412,425: 28,199 36,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 10,973: 3,774 -1,431 -710 4,165 11,190 7,229 9,049: 3,744 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 11.6 18.2 72.5 62.1 93.7 91.9: 6.3 8.1
Old : 100.0: 3.0 11.6 18.2 72.5 62.1 93.7 91.9: 6.3 8.1
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 : 84: 15 19 27 44 41 73 74:
Old : 84: 15 19 27 44 41 73 74:
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 : 39.9 29.1 48.4 48.1 30.5 24.0 35.5 34.1
Old : 39.9 29.1 48.4 48.1 30.5 24.0 35.5 34.1
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, September 11, 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 : 64,494: 22,315 5,944 1,148 31,396 51,255 54,859 58,348: 9,634 6,146
Old : 64,494: 22,315 5,944 1,148 31,396 51,255 54,859 58,348: 9,634 6,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 6,929: 2,939 -113 196 2,827 5,936 5,962 6,019: 967 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 9.2 1.8 48.7 79.5 85.1 90.5: 14.9 9.5
Old : 100.0: 34.6 9.2 1.8 48.7 79.5 85.1 90.5: 14.9 9.5
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 : 99: 35 14 8 34 28 73 46:
Old : 99: 35 14 8 34 28 73 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 : 23.5 46.1 37.3 61.5 22.3 46.0 35.3 59.6
Old : 23.5 46.1 37.3 61.5 22.3 46.0 35.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 128,987: 44,630 11,889 2,297 62,792 102,510 109,719 116,695: 19,268 12,292
Old : 128,987: 44,630 11,889 2,297 62,792 102,510 109,719 116,695: 19,268 12,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 13,858: 5,877 -227 393 5,655 11,872 11,925 12,039: 1,933 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 9.2 1.8 48.7 79.5 85.1 90.5: 14.9 9.5
Old : 100.0: 34.6 9.2 1.8 48.7 79.5 85.1 90.5: 14.9 9.5
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 : 99: 35 14 8 34 28 73 46:
Old : 99: 35 14 8 34 28 73 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 : 23.5 46.1 37.3 61.5 22.3 46.0 35.3 59.6
Old : 23.5 46.1 37.3 61.5 22.3 46.0 35.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 9,157: 6,734 6,367 1,013 1,293 1,771 9,040 9,151: 117 6
Old : 9,157: 6,734 6,367 1,013 1,293 1,771 9,040 9,151: 117 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 543: 512 -247 59 0 730 571 542: -28 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 69.5 11.1 14.1 19.3 98.7 99.9: 1.3 0.1
Old : 100.0: 73.5 69.5 11.1 14.1 19.3 98.7 99.9: 1.3 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 : 21: 11 7 3 1 2 14 10:
Old : 21: 11 7 3 1 2 14 10:
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 : 71.1 78.8 90.8 98.0 69.9 72.5 83.8 88.5
Old : 71.1 78.8 90.8 98.0 69.9 72.5 83.8 88.5
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, September 11, 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 : 12,926: 1,154 5,057 995 10,560 6,793 12,709 12,845: 217 81
Old : 12,926: 1,154 5,057 995 10,560 6,793 12,709 12,845: 217 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,190: -71 216 962 328 -3 1,219 1,175: -29 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 39.1 7.7 81.7 52.6 98.3 99.4: 1.7 0.6
Old : 100.0: 8.9 39.1 7.7 81.7 52.6 98.3 99.4: 1.7 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 : 27: 6 8 4 6 8 16 16:
Old : 27: 6 8 4 6 8 16 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 : 83.9 83.0 94.2 91.8 80.5 76.2 88.8 84.9
Old : 83.9 83.0 94.2 91.8 80.5 76.2 88.8 84.9
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, September 11, 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 : 16,022: 1,697 1,552 1,736 12,387 12,695 15,820 15,983: 202 39
Old : 16,022: 1,697 1,552 1,736 12,387 12,695 15,820 15,983: 202 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,377: -95 -1,266 1,413 51 1,215 1,369 1,362: 8 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.7 10.8 77.3 79.2 98.7 99.8: 1.3 0.2
Old : 100.0: 10.6 9.7 10.8 77.3 79.2 98.7 99.8: 1.3 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 : 30: 5 6 1 5 15 11 21:
Old : 30: 5 6 1 5 15 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 75.8 97.6 89.5 82.3 64.9 87.3 78.7
Old : 87.5 75.8 97.6 89.5 82.3 64.9 87.3 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012