WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 602,585: 138,127 100,229 177,731 243,842 272,205 559,701 550,164: 42,884 52,420
Old : 476,232: 114,017 97,191 124,583 202,583 218,323 441,183 440,097: 35,049 36,135
Other: 126,352: 43,154 22,081 34,104 41,260 53,882 118,518 110,067: 7,834 16,285
: : :
: : Changes in Commitments from: October 23, 2012 :
: -4,166: -2,588 3,918 -542 -3,192 -7,186 -6,323 -3,811: 2,157 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.6 29.5 40.5 45.2 92.9 91.3: 7.1 8.7
Old : 100.0: 23.9 20.4 26.2 42.5 45.8 92.6 92.4: 7.4 7.6
Other: 100.0: 34.2 17.5 27.0 32.7 42.6 93.8 87.1: 6.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 147 136 179 109 133 353 367:
Old : 424: 145 135 157 90 128 317 346:
Other: 251: 58 68 66 65 104 166 205:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 14.0 24.5 21.8 12.6 10.6 21.0 15.7
Old : 17.0 15.7 27.5 23.6 15.3 14.1 24.0 20.7
Other: 31.5 19.8 44.0 30.4 23.9 10.0 32.4 16.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,874,753: 367,174 77,341 636,967 688,105 886,764 1,692,246 1,601,072: 182,507 273,681
Old : 1,711,383: 331,225 96,168 584,780 627,567 793,353 1,543,573 1,474,301: 167,810 237,082
Other: 163,370: 71,761 16,986 16,374 60,538 93,412 148,673 126,771: 14,697 36,598
: : :
: : Changes in Commitments from: October 23, 2012 :
: -60,441: -29,493 16,772 -35,039 3,726 -40,607 -60,806 -58,874: 365 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.1 34.0 36.7 47.3 90.3 85.4: 9.7 14.6
Old : 100.0: 19.4 5.6 34.2 36.7 46.4 90.2 86.1: 9.8 13.9
Other: 100.0: 43.9 10.4 10.0 37.1 57.2 91.0 77.6: 9.0 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 831: 233 169 289 298 382 661 726:
Old : 828: 224 181 279 290 380 647 717:
Other: 465: 77 79 50 92 270 189 381:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 9.6 17.1 16.5 7.0 5.8 12.3 9.1
Old : 10.2 9.3 17.5 15.6 8.1 6.0 13.6 9.3
Other: 35.3 25.6 45.5 31.9 35.1 24.8 44.5 30.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,684: 3,603 311 609 6,646 11,287 10,858 12,207: 2,826 1,477
Old : 13,630: 3,605 310 605 6,608 11,252 10,818 12,167: 2,812 1,463
Other: 54: 2 5 0 38 35 40 40: 14 14
: : :
: : Changes in Commitments from: October 23, 2012 :
: 370: 27 3 -55 83 310 55 258: 316 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 2.3 4.4 48.6 82.5 79.3 89.2: 20.7 10.8
Old : 100.0: 26.4 2.3 4.4 48.5 82.6 79.4 89.3: 20.6 10.7
Other: 100.0: 3.7 9.3 0.0 70.3 64.8 74.0 74.1: 26.0 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 15 10 10 15 13 38 25:
Old : 44: 16 9 10 15 13 38 25:
Other: 7: 1 1 0 4 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 65.5 53.1 79.7 29.3 55.7 46.1 68.3
Old : 31.3 65.5 53.1 79.8 29.3 56.0 46.1 68.5
Other: 70.3 74.1 74.0 74.1 61.1 64.8 64.8 64.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 841,602: 219,034 31,664 249,862 299,714 478,777 768,610 760,303: 72,992 81,299
Old : 772,942: 204,276 28,259 223,714 276,452 448,999 704,442 700,972: 68,500 71,970
Other: 68,660: 30,646 19,294 10,259 23,263 29,778 64,168 59,331: 4,492 9,329
: : :
: : Changes in Commitments from: October 23, 2012 :
: -261,733: -2,834 -3,561 -173,438 -78,382 -75,156 -254,655 -252,155: -7,078 -9,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 3.8 29.7 35.6 56.9 91.3 90.3: 8.7 9.7
Old : 100.0: 26.4 3.7 28.9 35.8 58.1 91.1 90.7: 8.9 9.3
Other: 100.0: 44.6 28.1 14.9 33.9 43.4 93.5 86.4: 6.5 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 194 124 219 160 187 460 446:
Old : 534: 211 112 205 157 187 449 437:
Other: 244: 44 70 33 43 112 107 199:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 15.5 21.9 24.1 8.8 12.3 15.3 18.0
Old : 14.6 14.9 22.4 23.8 11.4 13.3 18.4 19.7
Other: 43.3 33.3 57.2 43.9 43.3 33.0 54.7 42.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 387,813: 50,761 78,383 97,439 204,185 175,053 352,385 350,875: 35,428 36,938
Old : 372,080: 52,585 78,549 91,938 195,315 165,287 339,838 335,774: 32,242 36,306
Other: 15,733: 1,022 2,680 2,655 8,871 9,766 12,547 15,101: 3,186 632
: : :
: : Changes in Commitments from: October 23, 2012 :
: -5,619: 1,539 8,970 -12,774 4,426 -1,735 -6,810 -5,540: 1,190 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.2 25.1 52.7 45.1 90.9 90.5: 9.1 9.5
Old : 100.0: 14.1 21.1 24.7 52.5 44.4 91.3 90.2: 8.7 9.8
Other: 100.0: 6.5 17.0 16.9 56.4 62.1 79.8 96.0: 20.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 56 95 122 90 82 236 247:
Old : 292: 59 98 120 90 81 235 244:
Other: 59: 11 8 15 27 14 48 32:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 20.2 21.1 28.2 9.8 12.7 16.9 19.0
Old : 12.3 20.4 21.5 28.4 10.0 13.2 17.4 19.7
Other: 32.5 55.0 47.2 75.3 29.9 55.0 41.9 72.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 634,542: 36,072 47,060 45,916 397,870 385,757 479,858 478,732: 154,684 155,810
Old : 634,542: 36,072 47,060 45,916 397,870 385,757 479,858 478,732: 154,684 155,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -29,364: 1,676 -6,129 -19,910 -17,084 -9,447 -35,318 -35,486: 5,954 6,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.4 7.2 62.7 60.8 75.6 75.4: 24.4 24.6
Old : 100.0: 5.7 7.4 7.2 62.7 60.8 75.6 75.4: 24.4 24.6
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 : 160: 23 36 41 81 81 132 130:
Old : 160: 23 36 41 81 81 132 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 13.3 28.7 23.1 15.7 11.8 23.2 20.2
Old : 20.8 13.3 28.7 23.1 15.7 11.8 23.2 20.2
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, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 354,146: 23,098 31,170 7,135 254,915 263,125 285,148 301,430: 68,999 52,717
Old : 354,146: 23,098 31,170 7,135 254,915 263,125 285,148 301,430: 68,999 52,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -14,216: -13,979 527 563 -856 -12,131 -14,272 -11,041: 56 -3,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.8 2.0 72.0 74.3 80.5 85.1: 19.5 14.9
Old : 100.0: 6.5 8.8 2.0 72.0 74.3 80.5 85.1: 19.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 7 6 5 32 38 42 46:
Old : 62: 7 6 5 32 38 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 37.0 49.4 49.0 32.4 36.9 43.3 47.9
Old : 34.1 37.0 49.4 49.0 32.4 36.9 43.3 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,970: 3,960 628 1,898 4,576 8,220 10,434 10,746: 536 224
Old : 10,970: 3,960 628 1,898 4,576 8,220 10,434 10,746: 536 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 783: 407 128 94 260 571 761 793: 22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 5.7 17.3 41.7 74.9 95.1 98.0: 4.9 2.0
Old : 100.0: 36.1 5.7 17.3 41.7 74.9 95.1 98.0: 4.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 4 6 18 22 30 29:
Old : 36: 7 4 6 18 22 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 42.0 77.4 70.0 35.7 25.4 39.7 36.5
Old : 64.4 42.0 77.4 70.0 35.7 25.4 39.7 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 289,384: 71,568 15,650 72,549 97,834 178,444 241,951 266,642: 47,432 22,741
Old : 273,882: 67,292 16,142 68,187 92,621 167,870 228,100 252,199: 45,782 21,683
Other: 15,502: 5,656 888 2,982 5,213 10,573 13,852 14,443: 1,650 1,058
: : :
: : Changes in Commitments from: October 23, 2012 :
: 8,252: 6,809 957 120 -257 7,145 6,673 8,223: 1,579 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.4 25.1 33.8 61.7 83.6 92.1: 16.4 7.9
Old : 100.0: 24.6 5.9 24.9 33.8 61.3 83.3 92.1: 16.7 7.9
Other: 100.0: 36.5 5.7 19.2 33.6 68.2 89.4 93.2: 10.6 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 68 31 50 84 80 178 144:
Old : 204: 68 35 49 84 80 178 143:
Other: 56: 13 8 11 30 13 47 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 32.2 19.4 44.6 6.7 25.5 11.7 32.0
Old : 12.1 31.1 19.6 43.9 6.6 24.8 11.6 31.7
Other: 47.1 52.3 63.0 71.0 37.8 45.2 46.1 58.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,918: 2,519 4,943 574 8,453 7,456 11,545 12,973: 3,372 1,945
Old : 14,901: 2,519 4,943 574 8,453 7,441 11,545 12,958: 3,355 1,943
Other: 17: 0 0 0 0 15 0 15: 17 2
: : :
: : Changes in Commitments from: October 23, 2012 :
: -792: -157 -391 -349 -265 -210 -771 -949: -21 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 33.1 3.8 56.7 50.0 77.4 87.0: 22.6 13.0
Old : 100.0: 16.9 33.2 3.8 56.7 49.9 77.5 87.0: 22.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 88.2 0.0 88.2: 100.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 18 6 27 14 46 36:
Old : 65: 17 18 6 27 13 46 35:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 42.7 48.2 58.4 34.7 41.5 48.1 55.7
Old : 34.8 42.7 48.3 58.4 34.7 41.6 48.2 55.7
Other: 0.0 88.2 0.0 88.2 0.0 88.2 0.0 88.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,056,008: 208,361 254,955 82,372 647,283 619,171 938,016 956,498: 117,993 99,510
Old : 1,056,008: 208,361 254,955 82,372 647,283 619,171 938,016 956,498: 117,993 99,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -27,487: 12 1,774 -7,520 14,326 7,268 6,819 1,522: -34,306 -29,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 24.1 7.8 61.3 58.6 88.8 90.6: 11.2 9.4
Old : 100.0: 19.7 24.1 7.8 61.3 58.6 88.8 90.6: 11.2 9.4
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 : 220: 33 49 29 109 93 160 153:
Old : 220: 33 49 29 109 93 160 153:
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 : 17.8 28.7 27.7 38.7 16.7 26.7 25.5 35.7
Old : 17.8 28.7 27.7 38.7 16.7 26.7 25.5 35.7
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, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,067,802: 370,870 171,280 216,100 1,192,982 1,341,790 1,779,952 1,729,170: 287,851 338,633
Old : 2,067,802: 370,870 171,280 216,100 1,192,982 1,341,790 1,779,952 1,729,170: 287,851 338,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -30,420: 109,000 -19,454 13,918 -139,493 -43,701 -16,575 -49,238: -13,845 18,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 8.3 10.5 57.7 64.9 86.1 83.6: 13.9 16.4
Old : 100.0: 17.9 8.3 10.5 57.7 64.9 86.1 83.6: 13.9 16.4
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 : 282: 56 50 68 143 149 232 234:
Old : 282: 56 50 68 143 149 232 234:
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 : 17.1 22.4 26.5 29.1 16.5 17.9 24.5 24.1
Old : 17.1 22.4 26.5 29.1 16.5 17.9 24.5 24.1
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, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,524,879: 219,136 155,659 118,847 947,816 987,675 1,285,799 1,262,181: 239,080 262,697
Old : 1,524,879: 219,136 155,659 118,847 947,816 987,675 1,285,799 1,262,181: 239,080 262,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -49,432: -12,128 10,119 -20,800 -23,502 -33,959 -56,431 -44,641: 6,998 -4,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.2 7.8 62.2 64.8 84.3 82.8: 15.7 17.2
Old : 100.0: 14.4 10.2 7.8 62.2 64.8 84.3 82.8: 15.7 17.2
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 : 197: 32 39 38 90 102 139 162:
Old : 197: 32 39 38 90 102 139 162:
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 23.1 29.0 32.0 14.6 22.5 24.2 30.4
Old : 18.0 23.1 29.0 32.0 14.6 22.5 24.2 30.4
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, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 434,333: 30,882 46,747 69,968 312,846 284,493 413,696 401,208: 20,637 33,125
Old : 434,333: 30,882 46,747 69,968 312,846 284,493 413,696 401,208: 20,637 33,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 30,285: 22,756 -762 1,593 8,585 34,399 32,934 35,230: -2,649 -4,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.8 16.1 72.0 65.5 95.2 92.4: 4.8 7.6
Old : 100.0: 7.1 10.8 16.1 72.0 65.5 95.2 92.4: 4.8 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 : 79: 17 16 28 40 38 69 71:
Old : 79: 17 16 28 40 38 69 71:
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 30.0 49.1 49.8 31.8 27.0 38.2 38.8
Old : 41.0 30.0 49.1 49.8 31.8 27.0 38.2 38.8
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, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 55,001: 16,646 8,433 1,538 28,124 40,839 46,308 50,809: 8,693 4,192
Old : 55,001: 16,646 8,433 1,538 28,124 40,839 46,308 50,809: 8,693 4,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -1,283: -2,232 772 559 247 -2,641 -1,426 -1,310: 143 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 15.3 2.8 51.1 74.3 84.2 92.4: 15.8 7.6
Old : 100.0: 30.3 15.3 2.8 51.1 74.3 84.2 92.4: 15.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 34 14 11 35 23 74 43:
Old : 98: 34 14 11 35 23 74 43:
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 : 19.8 40.0 34.8 61.1 19.4 40.0 34.3 60.9
Old : 19.8 40.0 34.8 61.1 19.4 40.0 34.3 60.9
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, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 110,002: 33,293 16,866 3,075 56,248 81,677 92,617 101,619: 17,386 8,384
Old : 110,002: 33,293 16,866 3,075 56,248 81,677 92,617 101,619: 17,386 8,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,565: -4,463 1,545 1,118 494 -5,283 -2,852 -2,620: 286 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 15.3 2.8 51.1 74.3 84.2 92.4: 15.8 7.6
Old : 100.0: 30.3 15.3 2.8 51.1 74.3 84.2 92.4: 15.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 34 14 11 35 23 74 43:
Old : 98: 34 14 11 35 23 74 43:
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 : 19.8 40.0 34.8 61.1 19.4 40.0 34.3 60.9
Old : 19.8 40.0 34.8 61.1 19.4 40.0 34.3 60.9
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, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,756: 4,306 5,721 1,031 1,262 0 6,599 6,752: 157 4
Old : 6,756: 4,306 5,721 1,031 1,262 0 6,599 6,752: 157 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -1,693: -1,810 -1,355 -21 128 -316 -1,703 -1,692: 10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 84.7 15.3 18.7 0.0 97.7 99.9: 2.3 0.1
Old : 100.0: 63.7 84.7 15.3 18.7 0.0 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 8 3 2 0 16 9:
Old : 22: 12 8 3 2 0 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 83.4 87.9 99.5 67.2 74.6 76.6 84.7
Old : 68.9 83.4 87.9 99.5 67.2 74.6 76.6 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,000: 2,207 5,166 1 9,612 6,789 11,820 11,956: 180 44
Old : 12,000: 2,207 5,166 1 9,612 6,789 11,820 11,956: 180 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 370: 187 91 0 179 296 366 387: 4 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 43.1 0.0 80.1 56.6 98.5 99.6: 1.5 0.4
Old : 100.0: 18.4 43.1 0.0 80.1 56.6 98.5 99.6: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 6 1 5 9 13 15:
Old : 27: 7 6 1 5 9 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 84.8 95.9 94.7 87.8 84.8 95.9 94.7
Old : 87.8 84.8 95.9 94.7 87.8 84.8 95.9 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,969: 1,781 1,802 0 11,900 12,112 13,681 13,914: 288 55
Old : 13,969: 1,781 1,802 0 11,900 12,112 13,681 13,914: 288 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 275: 126 214 0 142 37 268 251: 7 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.9 0.0 85.2 86.7 97.9 99.6: 2.1 0.4
Old : 100.0: 12.7 12.9 0.0 85.2 86.7 97.9 99.6: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 5 0 4 14 11 19:
Old : 29: 7 5 0 4 14 11 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.0 67.9 96.6 86.8 93.0 67.9 96.6 86.8
Old : 93.0 67.9 96.6 86.8 93.0 67.9 96.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012