WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 31, 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 : 456,334: 106,391 129,844 72,762 244,994 203,148 424,147 405,754: 32,187 50,580
Old : 311,754: 77,857 120,944 24,273 187,195 135,478 289,325 280,695: 22,429 31,059
Other: 144,580: 55,021 35,387 22,002 57,799 67,670 134,822 125,059: 9,758 19,521
: : :
: : Changes in Commitments from: December 24, 2012 :
: 7,784: 39 3,933 -2,109 8,534 5,527 6,464 7,351: 1,320 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 28.5 15.9 53.7 44.5 92.9 88.9: 7.1 11.1
Old : 100.0: 25.0 38.8 7.8 60.0 43.5 92.8 90.0: 7.2 10.0
Other: 100.0: 38.1 24.5 15.2 40.0 46.8 93.3 86.5: 6.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 111 114 96 94 115 254 283:
Old : 348: 112 103 50 76 93 210 226:
Other: 242: 47 71 40 63 104 139 195:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.2 32.5 28.6 18.5 17.4 31.3 24.2
Old : 24.1 27.7 39.8 38.5 24.1 27.1 39.8 37.8
Other: 25.0 15.4 38.6 24.4 23.8 14.6 35.6 22.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 31, 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 : 1,128,183: 340,847 106,001 161,193 497,035 656,037 999,075 923,231: 129,108 204,952
Old : 912,397: 305,162 112,741 87,614 409,018 552,883 801,794 753,238: 110,603 159,159
Other: 215,786: 105,687 63,262 3,577 88,017 103,154 197,281 169,993: 18,505 45,793
: : :
: : Changes in Commitments from: December 24, 2012 :
: -9,401: -12,592 -3,786 8,421 -4,985 -10,592 -9,156 -5,957: -245 -3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.4 14.3 44.1 58.1 88.6 81.8: 11.4 18.2
Old : 100.0: 33.4 12.4 9.6 44.8 60.6 87.9 82.6: 12.1 17.4
Other: 100.0: 49.0 29.3 1.7 40.8 47.8 91.4 78.8: 8.6 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 696: 169 129 155 221 332 466 556:
Old : 681: 181 109 125 206 321 435 518:
Other: 479: 55 101 22 87 271 157 381:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 11.2 22.4 18.6 11.8 8.5 20.8 13.9
Old : 13.9 11.6 25.1 18.5 13.3 11.1 23.8 17.5
Other: 36.8 24.9 54.3 32.1 36.5 24.8 54.0 31.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 31, 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 : 9,721: 1,558 1,261 197 5,955 7,221 7,710 8,679: 2,011 1,042
Old : 9,383: 1,562 1,253 192 5,643 6,924 7,397 8,369: 1,986 1,014
Other: 338: 0 12 1 312 297 313 310: 25 28
: : :
: : Changes in Commitments from: December 24, 2012 :
: -319: -297 -1 14 260 -506 -23 -493: -296 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.0 2.0 61.3 74.3 79.3 89.3: 20.7 10.7
Old : 100.0: 16.6 13.4 2.0 60.1 73.8 78.8 89.2: 21.2 10.8
Other: 100.0: 0.0 3.6 0.3 92.3 87.9 92.6 91.7: 7.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 9 4 16 11 31 23:
Old : 43: 12 9 4 15 11 30 23:
Other: 17: 0 3 1 10 6 11 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 60.5 53.2 76.7 35.6 58.7 51.3 70.9
Old : 35.4 61.6 52.1 77.8 35.4 60.6 51.0 72.4
Other: 76.6 75.7 89.6 91.1 58.3 63.9 68.0 68.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 31, 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 : 546,275: 173,043 63,815 73,574 243,848 352,299 490,465 489,688: 55,810 56,587
Old : 471,764: 156,128 57,636 51,288 215,470 321,201 422,886 430,125: 48,878 41,639
Other: 74,511: 37,200 26,464 2,001 28,378 31,098 67,579 59,563: 6,932 14,948
: : :
: : Changes in Commitments from: December 24, 2012 :
: -23,694: -5,878 -493 -3,958 -10,997 -13,191 -20,833 -17,642: -2,861 -6,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.7 13.5 44.6 64.5 89.8 89.6: 10.2 10.4
Old : 100.0: 33.1 12.2 10.9 45.7 68.1 89.6 91.2: 10.4 8.8
Other: 100.0: 49.9 35.5 2.7 38.1 41.7 90.7 79.9: 9.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 137 101 144 118 136 331 327:
Old : 411: 142 101 118 114 123 315 296:
Other: 204: 45 60 16 35 79 88 149:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 19.1 29.3 30.3 17.6 17.9 26.8 28.1
Old : 21.2 21.5 31.4 33.3 21.0 20.0 31.2 30.4
Other: 43.0 24.3 58.7 37.0 43.0 24.3 58.7 36.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 31, 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 : 305,525: 65,595 101,727 47,299 162,719 123,504 275,613 272,530: 29,912 32,995
Old : 277,485: 67,286 104,251 35,988 149,387 105,916 252,661 246,155: 24,824 31,330
Other: 28,040: 4,628 3,795 4,992 13,332 17,588 22,952 26,375: 5,088 1,665
: : :
: : Changes in Commitments from: December 24, 2012 :
: -8,712: 383 -2,852 -3,283 -6,052 -2,387 -8,952 -8,522: 240 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 33.3 15.5 53.3 40.4 90.2 89.2: 9.8 10.8
Old : 100.0: 24.2 37.6 13.0 53.8 38.2 91.1 88.7: 8.9 11.3
Other: 100.0: 16.5 13.5 17.8 47.5 62.7 81.9 94.1: 18.1 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 65 94 85 65 56 186 196:
Old : 256: 66 100 79 64 53 179 190:
Other: 82: 24 11 15 32 19 65 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 18.5 26.3 27.5 13.5 15.4 23.5 24.0
Old : 15.9 18.8 27.7 28.4 15.4 16.8 25.7 26.3
Other: 26.5 45.8 42.3 62.8 21.1 38.2 31.9 52.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 31, 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 : 542,695: 52,077 51,642 3,280 359,692 345,961 415,049 400,883: 127,646 141,812
Old : 542,695: 52,077 51,642 3,280 359,692 345,961 415,049 400,883: 127,646 141,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 842: -3,044 1,226 -1,710 9,989 12,659 5,235 12,175: -4,393 -11,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.5 0.6 66.3 63.7 76.5 73.9: 23.5 26.1
Old : 100.0: 9.6 9.5 0.6 66.3 63.7 76.5 73.9: 23.5 26.1
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 : 152: 26 29 11 59 76 92 109:
Old : 152: 26 29 11 59 76 92 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 17.2 35.9 28.3 23.8 15.2 31.7 25.5
Old : 27.4 17.2 35.9 28.3 23.8 15.2 31.7 25.5
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 31, 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 : 348,555: 21,680 44,622 2,863 258,692 248,160 283,235 295,645: 65,320 52,910
Old : 348,555: 21,680 44,622 2,863 258,692 248,160 283,235 295,645: 65,320 52,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -6,980: 2 -1,927 -48 -8,345 -4,524 -8,391 -6,499: 1,411 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.8 0.8 74.2 71.2 81.3 84.8: 18.7 15.2
Old : 100.0: 6.2 12.8 0.8 74.2 71.2 81.3 84.8: 18.7 15.2
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 : 63: 8 5 2 28 38 37 44:
Old : 63: 8 5 2 28 38 37 44:
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 : 36.4 41.5 51.5 53.8 34.2 41.5 45.1 52.9
Old : 36.4 41.5 51.5 53.8 34.2 41.5 45.1 52.9
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 - Futures Only, December 31, 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 : 8,582: 1,097 604 724 6,165 6,943 7,986 8,271: 596 311
Old : 8,582: 1,097 604 724 6,165 6,943 7,986 8,271: 596 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -42: -100 52 -196 597 468 301 324: -343 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.0 8.4 71.8 80.9 93.1 96.4: 6.9 3.6
Old : 100.0: 12.8 7.0 8.4 71.8 80.9 93.1 96.4: 6.9 3.6
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 : 38: 5 5 6 20 21 30 29:
Old : 38: 5 5 6 20 21 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 : 41.9 43.9 61.8 65.4 18.7 25.4 30.3 37.2
Old : 41.9 43.9 61.8 65.4 18.7 25.4 30.3 37.2
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 31, 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 : 212,318: 63,708 21,523 24,678 84,581 144,420 172,967 190,621: 39,351 21,697
Old : 186,757: 59,682 21,726 19,106 72,464 126,484 151,252 167,316: 35,505 19,441
Other: 25,561: 6,382 2,153 3,216 12,117 17,936 21,715 23,305: 3,846 2,256
: : :
: : Changes in Commitments from: December 24, 2012 :
: -4,805: -2,662 854 2,624 -2,041 -10,123 -2,079 -6,645: -2,726 1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 10.1 11.6 39.8 68.0 81.5 89.8: 18.5 10.2
Old : 100.0: 32.0 11.6 10.2 38.8 67.7 81.0 89.6: 19.0 10.4
Other: 100.0: 25.0 8.4 12.6 47.4 70.2 85.0 91.2: 15.0 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 57 37 43 69 64 155 124:
Old : 186: 58 37 41 67 63 151 122:
Other: 66: 15 10 8 35 15 52 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 : 11.5 40.3 19.9 49.1 9.3 32.5 16.4 38.9
Old : 12.2 38.6 20.9 47.3 9.5 33.2 16.6 39.3
Other: 32.5 52.7 56.1 69.0 31.9 46.5 46.3 57.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 31, 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 : 14,260: 2,992 4,897 304 8,201 7,293 11,497 12,494: 2,763 1,766
Old : 14,202: 3,001 4,892 295 8,201 7,249 11,497 12,436: 2,705 1,766
Other: 58: 0 14 0 0 44 0 58: 58 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,051: -155 560 -247 -388 -1,331 -790 -1,018: -261 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 34.3 2.1 57.5 51.1 80.6 87.6: 19.4 12.4
Old : 100.0: 21.1 34.4 2.1 57.7 51.0 81.0 87.6: 19.0 12.4
Other: 100.0: 0.0 24.1 0.0 0.0 75.9 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 21 13 5 25 14 48 30:
Old : 66: 21 13 5 25 13 48 29:
Other: 5: 0 2 0 0 3 0 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 : 38.5 48.0 52.3 64.5 38.5 47.5 52.3 63.4
Old : 38.7 48.0 52.5 64.5 38.7 47.5 52.5 63.4
Other: 0.0 96.6 0.0 100.0 0.0 96.6 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 31, 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 : 1,034,323: 337,820 174,275 22,425 547,583 762,902 907,828 959,602: 126,495 74,721
Old : 1,034,323: 337,820 174,275 22,425 547,583 762,902 907,828 959,602: 126,495 74,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -8,532: 10,117 2,856 -149 -14,112 -5,196 -4,144 -2,489: -4,388 -6,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.8 2.2 52.9 73.8 87.8 92.8: 12.2 7.2
Old : 100.0: 32.7 16.8 2.2 52.9 73.8 87.8 92.8: 12.2 7.2
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 : 221: 53 33 13 93 89 151 130:
Old : 221: 53 33 13 93 89 151 130:
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 : 17.6 37.4 26.8 49.9 16.8 36.3 25.5 48.1
Old : 17.6 37.4 26.8 49.9 16.8 36.3 25.5 48.1
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 31, 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 : 1,617,683: 320,599 241,672 36,511 991,357 1,027,210 1,348,467 1,305,393: 269,216 312,290
Old : 1,617,683: 320,599 241,672 36,511 991,357 1,027,210 1,348,467 1,305,393: 269,216 312,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 12,940: 11,134 6,358 -267 4,396 6,708 15,263 12,799: -2,323 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 14.9 2.3 61.3 63.5 83.4 80.7: 16.6 19.3
Old : 100.0: 19.8 14.9 2.3 61.3 63.5 83.4 80.7: 16.6 19.3
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 : 246: 36 52 21 100 121 149 181:
Old : 246: 36 52 21 100 121 149 181:
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 23.6 31.8 31.7 18.8 18.3 29.6 26.2
Old : 19.8 23.6 31.8 31.7 18.8 18.3 29.6 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 31, 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 : 1,527,859: 185,874 184,328 19,293 1,114,770 1,080,477 1,319,937 1,284,098: 207,922 243,761
Old : 1,527,859: 185,874 184,328 19,293 1,114,770 1,080,477 1,319,937 1,284,098: 207,922 243,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -12,554: -13,937 -6,154 -4,539 1,047 8,791 -17,429 -1,902: 4,875 -10,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.1 1.3 73.0 70.7 86.4 84.0: 13.6 16.0
Old : 100.0: 12.2 12.1 1.3 73.0 70.7 86.4 84.0: 13.6 16.0
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 : 191: 29 37 13 76 102 112 145:
Old : 191: 29 37 13 76 102 112 145:
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 : 30.2 22.6 42.9 33.6 30.0 21.8 42.5 31.6
Old : 30.2 22.6 42.9 33.6 30.0 21.8 42.5 31.6
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 31, 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 : 447,169: 67,654 43,499 60,423 302,279 311,102 430,356 415,024: 16,813 32,145
Old : 447,169: 67,654 43,499 60,423 302,279 311,102 430,356 415,024: 16,813 32,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 7,872: -3,852 -8,210 3,562 7,838 11,377 7,548 6,729: 324 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.7 13.5 67.6 69.6 96.2 92.8: 3.8 7.2
Old : 100.0: 15.1 9.7 13.5 67.6 69.6 96.2 92.8: 3.8 7.2
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 : 80: 16 16 25 39 39 66 71:
Old : 80: 16 16 25 39 39 66 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 : 35.6 41.1 46.6 55.4 29.4 38.3 38.5 44.5
Old : 35.6 41.1 46.6 55.4 29.4 38.3 38.5 44.5
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 31, 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 : 46,805: 13,650 4,785 158 25,656 38,623 39,464 43,566: 7,342 3,240
Old : 46,805: 13,650 4,785 158 25,656 38,623 39,464 43,566: 7,342 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,248: 277 1,512 106 -1,119 -2,298 -736 -680: -512 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 10.2 0.3 54.8 82.5 84.3 93.1: 15.7 6.9
Old : 100.0: 29.2 10.2 0.3 54.8 82.5 84.3 93.1: 15.7 6.9
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 : 95: 31 13 1 34 23 65 37:
Old : 95: 31 13 1 34 23 65 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 54.6 35.9 71.0 20.3 54.6 35.5 70.8
Old : 20.5 54.6 35.9 71.0 20.3 54.6 35.5 70.8
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 31, 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 : 93,610: 27,300 9,569 316 51,311 77,246 78,927 87,131: 14,683 6,479
Old : 93,610: 27,300 9,569 316 51,311 77,246 78,927 87,131: 14,683 6,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,496: 553 3,023 212 -2,237 -4,595 -1,472 -1,360: -1,024 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 10.2 0.3 54.8 82.5 84.3 93.1: 15.7 6.9
Old : 100.0: 29.2 10.2 0.3 54.8 82.5 84.3 93.1: 15.7 6.9
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 : 95: 31 13 1 34 23 65 37:
Old : 95: 31 13 1 34 23 65 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 54.6 35.9 71.0 20.3 54.6 35.5 70.8
Old : 20.5 54.6 35.9 71.0 20.3 54.6 35.5 70.8
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 31, 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 : 8,990: 969 4,936 0 7,900 3,981 8,869 8,917: 121 73
Old : 8,990: 969 4,936 0 7,900 3,981 8,869 8,917: 121 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -14: -21 22 0 9 -38 -12 -16: -2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 54.9 0.0 87.9 44.3 98.7 99.2: 1.3 0.8
Old : 100.0: 10.8 54.9 0.0 87.9 44.3 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 7 0 3 10 8 17:
Old : 25: 5 7 0 3 10 8 17:
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 : 95.8 72.6 98.7 88.3 95.8 72.6 98.7 88.3
Old : 95.8 72.6 98.7 88.3 95.8 72.6 98.7 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 31, 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 : 7,804: 356 1,339 0 7,298 6,438 7,654 7,777: 150 27
Old : 7,804: 356 1,339 0 7,298 6,438 7,654 7,777: 150 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -388: -331 63 0 -27 -444 -358 -381: -30 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 17.2 0.0 93.5 82.5 98.1 99.7: 1.9 0.3
Old : 100.0: 4.6 17.2 0.0 93.5 82.5 98.1 99.7: 1.9 0.3
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 : 22: 2 6 0 3 12 5 18:
Old : 22: 2 6 0 3 12 5 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.6 66.1 98.1 86.9 97.5 66.1 97.5 86.9
Old : 97.6 66.1 98.1 86.9 97.5 66.1 97.5 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013