WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 4, 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 : 444,444: 121,501 94,674 81,514 203,134 217,067 406,149 393,255: 38,295 51,189
Old : 304,214: 95,503 90,151 29,465 151,098 154,793 276,066 274,409: 28,148 29,805
Other: 140,230: 50,793 29,318 27,254 52,036 62,274 130,083 118,846: 10,147 21,384
: : :
: : Changes in Commitments from: November 27, 2012 :
: -17,202: -8,746 -2,914 -540 -4,262 -13,742 -13,548 -17,196: -3,654 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 21.3 18.3 45.7 48.8 91.4 88.5: 8.6 11.5
Old : 100.0: 31.4 29.6 9.7 49.7 50.9 90.7 90.2: 9.3 9.8
Other: 100.0: 36.2 20.9 19.4 37.1 44.4 92.8 84.8: 7.2 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 127 104 95 90 113 264 269:
Old : 348: 122 100 54 64 92 215 218:
Other: 243: 54 67 44 65 104 145 196:
:----------------------------------------------------------------------------------------------------
: 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 21.1 29.9 30.8 17.5 18.0 29.2 25.3
Old : 22.4 28.3 37.0 39.3 22.4 28.3 36.9 38.6
Other: 27.5 15.6 40.2 26.4 23.3 11.8 32.3 18.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 4, 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 : 1,203,365: 427,726 68,453 146,511 489,624 777,938 1,063,861 992,902: 139,504 210,463
Old : 1,012,638: 378,313 66,152 95,657 415,135 679,756 889,105 841,565: 123,533 171,073
Other: 190,727: 98,737 51,625 1,530 74,489 98,182 174,756 151,337: 15,971 39,390
: : :
: : Changes in Commitments from: November 27, 2012 :
: -37,238: 34,039 5,152 -17,501 -38,460 -10,142 -21,922 -22,491: -15,316 -14,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 5.7 12.2 40.7 64.6 88.4 82.5: 11.6 17.5
Old : 100.0: 37.4 6.5 9.4 41.0 67.1 87.8 83.1: 12.2 16.9
Other: 100.0: 51.8 27.1 0.8 39.1 51.5 91.6 79.3: 8.4 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 748: 186 142 169 211 361 489 597:
Old : 737: 201 122 145 194 351 457 568:
Other: 495: 57 101 17 78 285 143 397:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 13.6 22.5 21.1 10.6 10.9 19.2 17.6
Old : 14.5 13.2 24.6 20.4 12.9 12.5 22.5 19.3
Other: 40.4 25.9 56.2 34.0 40.0 25.8 55.8 33.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 4, 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 : 9,833: 2,033 878 14 5,505 8,034 7,552 8,926: 2,281 907
Old : 9,702: 2,032 878 14 5,395 7,924 7,441 8,816: 2,261 886
Other: 131: 1 0 0 110 110 111 110: 20 21
: : :
: : Changes in Commitments from: November 27, 2012 :
: -877: -213 807 -80 -118 -690 -411 37: -466 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.9 0.1 56.0 81.7 76.8 90.8: 23.2 9.2
Old : 100.0: 20.9 9.0 0.1 55.6 81.7 76.7 90.9: 23.3 9.1
Other: 100.0: 0.8 0.0 0.0 84.0 84.0 84.7 84.0: 15.3 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 7 2 16 12 32 20:
Old : 43: 15 7 2 16 12 32 20:
Other: 11: 1 0 0 6 5 7 5:
:----------------------------------------------------------------------------------------------------
: 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 62.7 51.3 80.0 34.7 62.1 51.3 76.7
Old : 34.3 63.5 51.1 80.0 34.3 62.9 51.1 77.4
Other: 80.9 80.2 84.7 84.0 75.6 78.6 79.4 78.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 4, 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 : 593,935: 183,808 60,989 88,348 259,716 375,369 531,872 524,706: 62,063 69,229
Old : 529,660: 171,522 58,566 66,261 235,929 347,791 473,712 472,618: 55,948 57,042
Other: 64,275: 33,569 23,706 804 23,787 27,578 58,160 52,088: 6,115 12,187
: : :
: : Changes in Commitments from: November 27, 2012 :
: -9,451: -3,623 -4,253 -1,309 -4,864 -6,268 -9,796 -11,830: 345 2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 10.3 14.9 43.7 63.2 89.6 88.3: 10.4 11.7
Old : 100.0: 32.4 11.1 12.5 44.5 65.7 89.4 89.2: 10.6 10.8
Other: 100.0: 52.2 36.9 1.3 37.0 42.9 90.5 81.0: 9.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 153 95 156 117 152 347 350:
Old : 437: 169 84 140 115 146 338 331:
Other: 204: 31 60 12 35 88 78 151:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 16.7 28.5 26.1 16.6 15.8 25.5 23.5
Old : 20.3 18.0 30.0 28.3 19.8 16.9 29.6 25.7
Other: 47.3 26.2 64.7 38.4 47.3 26.2 64.7 37.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 4, 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 : 310,022: 65,824 97,926 43,690 167,880 130,138 277,394 271,754: 32,628 38,268
Old : 288,958: 66,672 98,627 35,718 158,730 117,397 261,120 251,742: 27,838 37,216
Other: 21,064: 3,229 3,376 3,895 9,150 12,741 16,274 20,012: 4,790 1,052
: : :
: : Changes in Commitments from: November 27, 2012 :
: -9,534: 4,190 707 -5,656 -6,074 -3,287 -7,540 -8,236: -1,994 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.6 14.1 54.2 42.0 89.5 87.7: 10.5 12.3
Old : 100.0: 23.1 34.1 12.4 54.9 40.6 90.4 87.1: 9.6 12.9
Other: 100.0: 15.3 16.0 18.5 43.4 60.5 77.3 95.0: 22.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 66 95 87 70 62 193 207:
Old : 269: 67 100 83 70 60 190 202:
Other: 66: 15 11 12 28 18 49 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 17.6 23.5 26.3 12.2 11.0 21.1 19.4
Old : 13.7 17.6 24.3 26.8 13.2 11.5 22.4 19.8
Other: 32.7 44.7 48.8 65.5 24.1 37.7 35.2 54.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 4, 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 : 654,492: 100,366 42,462 19,347 387,421 446,195 507,134 508,004: 147,358 146,488
Old : 654,492: 100,366 42,462 19,347 387,421 446,195 507,134 508,004: 147,358 146,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -34,259: 25,002 -7,078 -12,853 -21,984 -1,589 -9,835 -21,520: -24,424 -12,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 6.5 3.0 59.2 68.2 77.5 77.6: 22.5 22.4
Old : 100.0: 15.3 6.5 3.0 59.2 68.2 77.5 77.6: 22.5 22.4
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 : 159: 36 24 16 68 77 115 106:
Old : 159: 36 24 16 68 77 115 106:
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 : 21.4 19.9 30.3 31.0 18.5 16.5 25.4 26.9
Old : 21.4 19.9 30.3 31.0 18.5 16.5 25.4 26.9
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 - Futures Only, December 4, 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 : 380,644: 23,968 53,249 4,076 282,473 269,179 310,517 326,504: 70,127 54,140
Old : 380,644: 23,968 53,249 4,076 282,473 269,179 310,517 326,504: 70,127 54,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -8,816: 2,077 141 -4,437 15,486 13,058 13,126 8,762: -21,942 -17,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 14.0 1.1 74.2 70.7 81.6 85.8: 18.4 14.2
Old : 100.0: 6.3 14.0 1.1 74.2 70.7 81.6 85.8: 18.4 14.2
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 : 65: 8 8 6 30 36 42 46:
Old : 65: 8 8 6 30 36 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 : 33.2 41.9 49.1 52.7 29.9 36.4 40.6 46.6
Old : 33.2 41.9 49.1 52.7 29.9 36.4 40.6 46.6
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 - Futures Only, December 4, 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 : 10,778: 1,493 179 2,869 5,822 7,589 10,184 10,637: 594 141
Old : 10,778: 1,493 179 2,869 5,822 7,589 10,184 10,637: 594 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 17: -316 -1 27 266 87 -23 113: 40 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 1.7 26.6 54.0 70.4 94.5 98.7: 5.5 1.3
Old : 100.0: 13.9 1.7 26.6 54.0 70.4 94.5 98.7: 5.5 1.3
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 : 34: 8 2 6 17 21 28 28:
Old : 34: 8 2 6 17 21 28 28:
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 : 55.6 53.3 72.2 76.0 17.4 23.7 26.1 30.6
Old : 55.6 53.3 72.2 76.0 17.4 23.7 26.1 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, December 4, 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 : 216,689: 63,952 23,099 24,168 85,387 144,401 173,507 191,668: 43,182 25,021
Old : 197,784: 58,683 24,981 20,005 78,841 129,471 157,529 174,457: 40,255 23,327
Other: 18,905: 8,164 1,013 1,268 6,546 14,930 15,978 17,211: 2,927 1,694
: : :
: : Changes in Commitments from: November 27, 2012 :
: 5,423: 3,050 899 2,353 2,984 5,944 8,387 9,196: -2,964 -3,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.7 11.2 39.4 66.6 80.1 88.5: 19.9 11.5
Old : 100.0: 29.7 12.6 10.1 39.9 65.5 79.6 88.2: 20.4 11.8
Other: 100.0: 43.2 5.4 6.7 34.6 79.0 84.5 91.0: 15.5 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 62 34 56 75 66 167 135:
Old : 191: 59 39 55 74 66 165 134:
Other: 56: 15 6 5 30 15 45 26:
:----------------------------------------------------------------------------------------------------
: 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 37.0 18.4 46.5 8.9 31.6 15.2 38.9
Old : 10.1 35.1 18.9 45.3 8.7 31.1 15.1 38.4
Other: 43.8 58.5 62.5 73.5 42.8 55.5 56.6 68.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 4, 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 : 14,684: 3,107 4,955 397 7,892 7,504 11,396 12,856: 3,288 1,828
Old : 14,661: 3,107 4,952 397 7,892 7,484 11,396 12,833: 3,265 1,828
Other: 23: 0 3 0 0 20 0 23: 23 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 311: 204 -466 184 -196 678 192 396: 119 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 33.7 2.7 53.7 51.1 77.6 87.6: 22.4 12.4
Old : 100.0: 21.2 33.8 2.7 53.8 51.0 77.7 87.5: 22.3 12.5
Other: 100.0: 0.0 13.0 0.0 0.0 87.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 20 15 6 25 13 48 33:
Old : 70: 20 15 6 25 12 48 32:
Other: 4: 0 1 0 0 3 0 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 : 35.4 46.3 48.5 62.2 35.4 45.8 48.4 61.6
Old : 35.4 46.3 48.6 62.2 35.4 45.8 48.5 61.7
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 4, 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 : 996,272: 270,580 256,581 24,191 563,928 631,098 858,699 911,870: 137,573 84,402
Old : 996,272: 270,580 256,581 24,191 563,928 631,098 858,699 911,870: 137,573 84,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -93,044: -13,111 1,073 -25,135 -26,413 -44,676 -64,659 -68,738: -28,385 -24,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 25.8 2.4 56.6 63.3 86.2 91.5: 13.8 8.5
Old : 100.0: 27.2 25.8 2.4 56.6 63.3 86.2 91.5: 13.8 8.5
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 : 226: 51 36 20 99 96 159 143:
Old : 226: 51 36 20 99 96 159 143:
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 : 15.5 34.3 25.1 44.9 13.9 34.3 22.6 43.1
Old : 15.5 34.3 25.1 44.9 13.9 34.3 22.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 4, 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 : 1,701,606: 383,374 180,683 55,670 968,712 1,114,991 1,407,756 1,351,344: 293,850 350,262
Old : 1,701,606: 383,374 180,683 55,670 968,712 1,114,991 1,407,756 1,351,344: 293,850 350,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -147,281: 5,352 -9,685 -41,625 -95,250 -79,843 -131,523 -131,153: -15,758 -16,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.6 3.3 56.9 65.5 82.7 79.4: 17.3 20.6
Old : 100.0: 22.5 10.6 3.3 56.9 65.5 82.7 79.4: 17.3 20.6
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 : 251: 42 53 32 98 131 156 200:
Old : 251: 42 53 32 98 131 156 200:
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 : 21.0 22.1 33.0 29.9 20.6 17.6 31.0 25.4
Old : 21.0 22.1 33.0 29.9 20.6 17.6 31.0 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 4, 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 : 1,521,475: 301,939 185,908 18,807 936,924 1,075,375 1,257,670 1,280,090: 263,805 241,385
Old : 1,521,475: 301,939 185,908 18,807 936,924 1,075,375 1,257,670 1,280,090: 263,805 241,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -77,246: -19,303 1,983 -8,432 -38,657 -44,203 -66,392 -50,652: -10,854 -26,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 12.2 1.2 61.6 70.7 82.7 84.1: 17.3 15.9
Old : 100.0: 19.8 12.2 1.2 61.6 70.7 82.7 84.1: 17.3 15.9
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 : 200: 35 38 12 83 102 125 145:
Old : 200: 35 38 12 83 102 125 145:
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 : 19.5 22.2 30.6 34.0 19.5 20.7 30.0 31.9
Old : 19.5 22.2 30.6 34.0 19.5 20.7 30.0 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 4, 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 : 330,886: 15,164 47,966 50,697 242,254 197,834 308,115 296,497: 22,771 34,389
Old : 330,886: 15,164 47,966 50,697 242,254 197,834 308,115 296,497: 22,771 34,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -62,009: -11,177 -103 -4,284 -44,630 -60,524 -60,091 -64,911: -1,918 2,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 14.5 15.3 73.2 59.8 93.1 89.6: 6.9 10.4
Old : 100.0: 4.6 14.5 15.3 73.2 59.8 93.1 89.6: 6.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 10 16 20 34 36 55 62:
Old : 66: 10 16 20 34 36 55 62:
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 : 44.7 29.8 55.7 46.6 36.2 26.1 40.9 32.5
Old : 44.7 29.8 55.7 46.6 36.2 26.1 40.9 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, December 4, 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 : 47,680: 10,533 6,824 1,214 27,242 35,031 38,988 43,068: 8,692 4,612
Old : 47,680: 10,533 6,824 1,214 27,242 35,031 38,988 43,068: 8,692 4,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -431: 2,430 -3,858 -1,270 -2,107 4,992 -947 -136: 517 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 14.3 2.5 57.1 73.5 81.8 90.3: 18.2 9.7
Old : 100.0: 22.1 14.3 2.5 57.1 73.5 81.8 90.3: 18.2 9.7
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 : 90: 26 11 9 38 26 69 42:
Old : 90: 26 11 9 38 26 69 42:
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 : 18.3 34.4 32.5 57.5 17.7 33.6 31.9 56.5
Old : 18.3 34.4 32.5 57.5 17.7 33.6 31.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 4, 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 : 95,359: 21,066 13,647 2,427 54,483 70,061 77,976 86,135: 17,383 9,224
Old : 95,359: 21,066 13,647 2,427 54,483 70,061 77,976 86,135: 17,383 9,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -861: 4,859 -7,716 -2,539 -4,214 9,984 -1,894 -271: 1,033 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 14.3 2.5 57.1 73.5 81.8 90.3: 18.2 9.7
Old : 100.0: 22.1 14.3 2.5 57.1 73.5 81.8 90.3: 18.2 9.7
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 : 90: 26 11 9 38 26 69 42:
Old : 90: 26 11 9 38 26 69 42:
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 : 18.3 34.4 32.5 57.5 17.7 33.6 31.9 56.5
Old : 18.3 34.4 32.5 57.5 17.7 33.6 31.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 4, 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 : 9,296: 7,163 7,025 979 1,024 1,283 9,166 9,287: 130 9
Old : 9,296: 7,163 7,025 979 1,024 1,283 9,166 9,287: 130 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -35: -31 -393 -6 0 364 -37 -35: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 75.6 10.5 11.0 13.8 98.6 99.9: 1.4 0.1
Old : 100.0: 77.1 75.6 10.5 11.0 13.8 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 7 3 1 2 13 10:
Old : 20: 10 7 3 1 2 13 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 : 68.2 70.9 93.1 95.1 68.2 70.9 85.2 87.7
Old : 68.2 70.9 93.1 95.1 68.2 70.9 85.2 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, December 4, 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 : 13,089: 1,216 4,495 349 11,322 8,172 12,887 13,016: 202 73
Old : 13,089: 1,216 4,495 349 11,322 8,172 12,887 13,016: 202 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 212: 234 -101 348 -355 -8 227 239: -15 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 34.3 2.7 86.5 62.4 98.5 99.4: 1.5 0.6
Old : 100.0: 9.3 34.3 2.7 86.5 62.4 98.5 99.4: 1.5 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 : 31: 7 7 2 5 12 13 20:
Old : 31: 7 7 2 5 12 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 77.3 96.5 88.7 87.2 77.3 93.8 87.6
Old : 89.7 77.3 96.5 88.7 87.2 77.3 93.8 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 4, 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 : 13,293: 809 1,514 121 12,114 11,598 13,044 13,233: 249 60
Old : 13,293: 809 1,514 121 12,114 11,598 13,044 13,233: 249 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 95: 56 -95 109 -62 114 103 128: -8 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.4 0.9 91.1 87.2 98.1 99.5: 1.9 0.5
Old : 100.0: 6.1 11.4 0.9 91.1 87.2 98.1 99.5: 1.9 0.5
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 : 31: 8 5 1 4 15 13 20:
Old : 31: 8 5 1 4 15 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.2 58.0 96.7 79.4 94.2 58.0 96.1 79.4
Old : 94.2 58.0 96.7 79.4 94.2 58.0 96.1 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012