WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 636,334: 143,346 103,875 188,306 263,586 286,605 595,238 578,787: 41,097 57,548
Old : 490,554: 115,058 96,988 132,461 211,099 222,653 458,618 452,102: 31,936 38,453
Other: 145,780: 46,465 25,066 37,667 52,488 63,952 136,620 126,685: 9,160 19,095
: : :
: : Changes in Commitments from: November 6, 2012 :
: 28,522: 6,496 5,702 12,133 15,369 6,836 33,997 24,670: -5,475 3,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.3 29.6 41.4 45.0 93.5 91.0: 6.5 9.0
Old : 100.0: 23.5 19.8 27.0 43.0 45.4 93.5 92.2: 6.5 7.8
Other: 100.0: 31.9 17.2 25.8 36.0 43.9 93.7 86.9: 6.3 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 163 143 179 111 132 365 375:
Old : 443: 151 146 154 97 128 334 351:
Other: 264: 66 74 67 70 104 174 215:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.2 24.4 22.1 12.4 10.6 20.7 15.8
Old : 16.7 16.3 26.9 24.6 15.1 14.8 22.7 21.5
Other: 27.6 17.4 40.2 27.1 22.4 11.0 30.7 17.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 1,903,443: 341,659 92,331 646,584 732,650 892,805 1,720,893 1,631,720: 182,550 271,723
Old : 1,698,531: 297,685 101,076 577,939 656,097 790,235 1,531,722 1,469,250: 166,809 229,280
Other: 204,912: 91,575 38,857 21,043 76,553 102,569 189,171 162,469: 15,741 42,442
: : :
: : Changes in Commitments from: November 6, 2012 :
: 16,016: -26,558 15,327 14,193 27,420 -12,800 15,056 16,720: 960 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.9 34.0 38.5 46.9 90.4 85.7: 9.6 14.3
Old : 100.0: 17.5 6.0 34.0 38.6 46.5 90.2 86.5: 9.8 13.5
Other: 100.0: 44.7 19.0 10.3 37.4 50.1 92.3 79.3: 7.7 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 846: 227 186 303 307 391 677 749:
Old : 840: 235 178 289 297 387 657 735:
Other: 500: 68 106 54 101 282 197 416:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.9 17.9 16.4 6.7 5.6 12.1 8.6
Old : 11.2 9.1 18.6 15.6 8.3 5.9 14.1 9.0
Other: 36.9 23.1 49.9 31.6 36.4 22.1 49.1 29.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,661: 2,061 317 729 7,204 9,932 9,994 10,978: 2,667 1,683
Old : 12,606: 2,063 319 725 7,165 9,893 9,953 10,937: 2,653 1,669
Other: 55: 2 2 0 39 39 41 41: 14 14
: : :
: : Changes in Commitments from: November 6, 2012 :
: -213: -112 -70 -0 -156 -421 -268 -491: 55 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.5 5.8 56.9 78.4 78.9 86.7: 21.1 13.3
Old : 100.0: 16.4 2.5 5.8 56.8 78.5 79.0 86.8: 21.0 13.2
Other: 100.0: 3.6 3.7 0.0 70.9 70.9 74.5 74.6: 25.5 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 5 12 15 12 36 25:
Old : 41: 16 5 12 15 12 36 25:
Other: 8: 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 : 35.2 68.1 51.5 77.3 29.3 53.9 43.5 62.4
Old : 35.2 68.1 51.5 77.3 29.2 53.9 43.5 62.5
Other: 70.9 74.6 74.5 74.6 63.6 67.3 67.2 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 860,728: 188,059 43,938 294,149 308,563 447,069 790,771 785,156: 69,957 75,572
Old : 786,450: 169,775 35,315 268,810 282,869 417,435 721,455 721,560: 64,995 64,890
Other: 74,278: 30,969 21,308 12,654 25,694 29,634 69,316 63,596: 4,962 10,682
: : :
: : Changes in Commitments from: November 6, 2012 :
: 23,422: -27,514 9,385 34,864 17,407 -21,397 24,757 22,852: -1,335 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 5.1 34.2 35.8 51.9 91.9 91.2: 8.1 8.8
Old : 100.0: 21.6 4.5 34.2 36.0 53.1 91.7 91.7: 8.3 8.3
Other: 100.0: 41.7 28.7 17.0 34.6 39.9 93.3 85.6: 6.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 191 126 215 151 183 435 443:
Old : 519: 205 114 204 148 183 424 435:
Other: 241: 43 71 41 45 108 114 198:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 14.1 22.3 22.3 9.4 10.7 15.4 15.8
Old : 15.0 14.1 22.8 22.4 11.5 11.5 17.9 17.3
Other: 39.2 25.8 53.3 37.1 39.2 24.7 51.7 34.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 447,855: 48,881 98,476 132,344 232,966 175,182 414,191 406,001: 33,665 41,854
Old : 430,525: 51,016 100,365 124,636 224,979 164,570 400,631 389,571: 29,894 40,954
Other: 17,330: 2,723 2,968 2,850 7,987 10,612 13,560 16,430: 3,771 900
: : :
: : Changes in Commitments from: November 6, 2012 :
: 11,904: 246 5,226 9,547 3,761 -6,909 13,554 7,865: -1,650 4,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.0 29.6 52.0 39.1 92.5 90.7: 7.5 9.3
Old : 100.0: 11.8 23.3 28.9 52.3 38.2 93.1 90.5: 6.9 9.5
Other: 100.0: 15.7 17.1 16.4 46.1 61.2 78.2 94.8: 21.8 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 60 109 135 85 78 246 266:
Old : 311: 67 113 132 85 78 245 264:
Other: 71: 15 16 16 31 14 55 38:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.1 23.7 26.0 10.6 10.7 16.9 16.6
Old : 15.1 18.6 23.9 25.8 11.0 10.4 17.4 16.4
Other: 30.8 47.2 44.3 70.1 18.6 47.1 30.0 62.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 735,574: 70,790 44,982 64,955 438,563 458,359 574,308 568,296: 161,266 167,278
Old : 735,574: 70,790 44,982 64,955 438,563 458,359 574,308 568,296: 161,266 167,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 83,013: 31,272 -9,848 16,795 22,999 64,653 71,066 71,600: 11,947 11,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.1 8.8 59.6 62.3 78.1 77.3: 21.9 22.7
Old : 100.0: 9.6 6.1 8.8 59.6 62.3 78.1 77.3: 21.9 22.7
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 : 174: 31 36 45 83 89 143 141:
Old : 174: 31 36 45 83 89 143 141:
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 : 18.9 14.7 26.6 23.7 15.9 13.4 22.7 22.4
Old : 18.9 14.7 26.6 23.7 15.9 13.4 22.7 22.4
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, November 13, 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 : 358,123: 23,868 52,029 1,792 262,099 249,488 287,759 303,309: 70,364 54,814
Old : 358,123: 23,868 52,029 1,792 262,099 249,488 287,759 303,309: 70,364 54,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 11,717: 5,176 13,522 -405 6,205 -3,442 10,976 9,675: 741 2,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 14.5 0.5 73.2 69.7 80.4 84.7: 19.6 15.3
Old : 100.0: 6.7 14.5 0.5 73.2 69.7 80.4 84.7: 19.6 15.3
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 : 64: 8 6 4 33 36 44 43:
Old : 64: 8 6 4 33 36 44 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 : 34.0 39.6 49.0 51.8 31.7 39.6 42.9 50.5
Old : 34.0 39.6 49.0 51.8 31.7 39.6 42.9 50.5
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,480: 3,955 461 1,936 5,040 8,794 10,931 11,191: 549 289
Old : 11,480: 3,955 461 1,936 5,040 8,794 10,931 11,191: 549 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 422: -1 38 53 432 427 484 518: -62 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.0 16.9 43.9 76.6 95.2 97.5: 4.8 2.5
Old : 100.0: 34.5 4.0 16.9 43.9 76.6 95.2 97.5: 4.8 2.5
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 : 34: 7 4 4 15 21 25 27:
Old : 34: 7 4 4 15 21 25 27:
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 : 67.5 42.5 79.1 69.3 36.8 23.5 41.2 34.8
Old : 67.5 42.5 79.1 69.3 36.8 23.5 41.2 34.8
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, November 13, 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 : 281,994: 59,384 22,175 74,948 98,087 155,470 232,419 252,593: 49,576 29,401
Old : 265,471: 55,002 22,642 70,844 92,212 144,100 218,058 237,586: 47,413 27,886
Other: 16,523: 5,935 1,086 2,550 5,875 11,371 14,360 15,007: 2,163 1,515
: : :
: : Changes in Commitments from: November 6, 2012 :
: -8,463: -8,870 6,116 -4,035 4,830 -16,015 -8,076 -13,934: -388 5,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 7.9 26.6 34.8 55.1 82.4 89.6: 17.6 10.4
Old : 100.0: 20.7 8.5 26.7 34.7 54.3 82.1 89.5: 17.9 10.5
Other: 100.0: 35.9 6.6 15.4 35.6 68.8 86.9 90.8: 13.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 55 40 62 82 75 173 150:
Old : 191: 56 40 61 82 75 172 149:
Other: 54: 9 11 10 31 11 45 28:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 30.7 20.2 42.9 7.0 24.1 11.9 30.5
Old : 12.8 29.9 19.9 42.0 6.6 23.0 11.6 29.6
Other: 44.9 53.2 61.9 71.1 38.2 50.5 49.2 62.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 14,840: 2,633 5,266 510 8,427 7,108 11,570 12,884: 3,270 1,956
Old : 14,821: 2,634 5,266 510 8,427 7,092 11,570 12,867: 3,251 1,954
Other: 19: 0 1 0 0 16 0 17: 19 2
: : :
: : Changes in Commitments from: November 6, 2012 :
: 600: -83 289 226 405 21 547 536: 53 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 35.5 3.4 56.8 47.9 78.0 86.8: 22.0 13.2
Old : 100.0: 17.8 35.5 3.4 56.9 47.9 78.1 86.8: 21.9 13.2
Other: 100.0: 0.0 5.3 0.0 0.0 84.2 0.0 89.5: 100.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 16 22 5 26 12 45 36:
Old : 67: 17 21 5 26 11 45 35:
Other: 5: 0 1 0 0 4 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 : 35.5 45.4 50.0 61.1 35.5 43.9 49.9 59.7
Old : 35.5 45.4 50.1 61.2 35.5 43.9 50.0 59.7
Other: 0.0 84.2 0.0 89.5 0.0 84.2 0.0 89.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 1,166,575: 256,070 290,498 103,090 674,549 688,363 1,033,709 1,081,951: 132,866 84,624
Old : 1,166,575: 256,070 290,498 103,090 674,549 688,363 1,033,709 1,081,951: 132,866 84,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 85,230: 38,006 32,894 6,568 31,448 56,991 76,022 96,454: 9,208 -11,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.9 8.8 57.8 59.0 88.6 92.7: 11.4 7.3
Old : 100.0: 22.0 24.9 8.8 57.8 59.0 88.6 92.7: 11.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 43 45 35 102 96 166 155:
Old : 223: 43 45 35 102 96 166 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 29.8 25.5 40.9 14.0 28.4 22.6 37.4
Old : 16.4 29.8 25.5 40.9 14.0 28.4 22.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,162,772: 365,868 168,819 261,424 1,217,439 1,370,969 1,844,731 1,801,213: 318,041 361,559
Old : 2,162,772: 365,868 168,819 261,424 1,217,439 1,370,969 1,844,731 1,801,213: 318,041 361,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 45,521: 35,144 -13,850 9,245 -30,431 36,489 13,958 31,884: 31,563 13,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.8 12.1 56.3 63.4 85.3 83.3: 14.7 16.7
Old : 100.0: 16.9 7.8 12.1 56.3 63.4 85.3 83.3: 14.7 16.7
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 : 291: 56 52 75 148 154 242 243:
Old : 291: 56 52 75 148 154 242 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 17.7 26.3 24.5 16.0 13.2 24.4 19.2
Old : 16.6 17.7 26.3 24.5 16.0 13.2 24.4 19.2
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 with Delta-adjusted Options and Futures Combined, November 13, 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 : 1,702,434: 286,420 148,434 207,006 962,330 1,084,001 1,455,756 1,439,441: 246,677 262,993
Old : 1,702,434: 286,420 148,434 207,006 962,330 1,084,001 1,455,756 1,439,441: 246,677 262,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 135,995: 62,875 5,208 66,323 -10,792 77,679 118,405 149,210: 17,590 -13,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 8.7 12.2 56.5 63.7 85.5 84.6: 14.5 15.4
Old : 100.0: 16.8 8.7 12.2 56.5 63.7 85.5 84.6: 14.5 15.4
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 : 212: 41 32 36 97 119 151 174:
Old : 212: 41 32 36 97 119 151 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 18.3 28.1 28.3 15.5 18.1 24.9 26.6
Old : 16.9 18.3 28.1 28.3 15.5 18.1 24.9 26.6
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 with Delta-adjusted Options and Futures Combined, November 13, 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 : 385,399: 14,351 48,620 66,393 281,107 236,994 361,851 352,006: 23,548 33,392
Old : 385,399: 14,351 48,620 66,393 281,107 236,994 361,851 352,006: 23,548 33,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 12,387: 1,496 144 2,580 6,193 10,371 10,268 13,095: 2,119 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.6 17.2 72.9 61.5 93.9 91.3: 6.1 8.7
Old : 100.0: 3.7 12.6 17.2 72.9 61.5 93.9 91.3: 6.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 11 18 24 39 38 64 67:
Old : 74: 11 18 24 39 38 64 67:
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 : 40.1 27.6 49.9 47.6 31.8 26.2 38.1 36.0
Old : 40.1 27.6 49.9 47.6 31.8 26.2 38.1 36.0
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, November 13, 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 : 52,274: 12,584 8,722 3,333 26,329 36,184 42,246 48,239: 10,028 4,035
Old : 52,274: 12,584 8,722 3,333 26,329 36,184 42,246 48,239: 10,028 4,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -76: -2,423 2,482 1,082 -978 -3,230 -2,319 334: 2,242 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.7 6.4 50.4 69.2 80.8 92.3: 19.2 7.7
Old : 100.0: 24.1 16.7 6.4 50.4 69.2 80.8 92.3: 19.2 7.7
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 : 101: 27 20 10 38 26 69 52:
Old : 101: 27 20 10 38 26 69 52:
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 36.2 33.0 58.2 16.1 35.2 30.0 55.7
Old : 18.0 36.2 33.0 58.2 16.1 35.2 30.0 55.7
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, November 13, 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 : 104,548: 25,168 17,445 6,666 52,657 72,367 84,491 96,478: 20,057 8,070
Old : 104,548: 25,168 17,445 6,666 52,657 72,367 84,491 96,478: 20,057 8,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -153: -4,845 4,965 2,163 -1,955 -6,461 -4,637 667: 4,485 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.7 6.4 50.4 69.2 80.8 92.3: 19.2 7.7
Old : 100.0: 24.1 16.7 6.4 50.4 69.2 80.8 92.3: 19.2 7.7
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 : 101: 27 20 10 38 26 69 52:
Old : 101: 27 20 10 38 26 69 52:
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 36.2 33.0 58.2 16.1 35.2 30.0 55.7
Old : 18.0 36.2 33.0 58.2 16.1 35.2 30.0 55.7
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,106: 5,879 7,117 953 1,149 27 7,981 8,097: 125 9
Old : 8,106: 5,879 7,117 953 1,149 27 7,981 8,097: 125 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 956: 992 979 -41 6 27 957 965: -1 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 87.8 11.8 14.2 0.3 98.5 99.9: 1.5 0.1
Old : 100.0: 72.5 87.8 11.8 14.2 0.3 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 7 3 2 1 15 9:
Old : 21: 11 7 3 2 1 15 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 : 61.8 86.1 88.5 99.6 61.8 77.0 80.2 88.1
Old : 61.8 86.1 88.5 99.6 61.8 77.0 80.2 88.1
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, November 13, 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 : 11,747: 1,088 4,339 1 10,427 7,344 11,516 11,684: 231 63
Old : 11,747: 1,088 4,339 1 10,427 7,344 11,516 11,684: 231 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 218: -166 116 0 372 79 206 195: 12 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 36.9 0.0 88.8 62.5 98.0 99.5: 2.0 0.5
Old : 100.0: 9.3 36.9 0.0 88.8 62.5 98.0 99.5: 2.0 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: 7 7 1 5 12 13 19:
Old : 31: 7 7 1 5 12 13 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 : 89.4 79.9 96.4 90.0 89.4 79.8 96.4 90.0
Old : 89.4 79.9 96.4 90.0 89.4 79.8 96.4 90.0
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,047: 1,412 2,334 0 12,337 11,674 13,749 14,008: 298 39
Old : 14,047: 1,412 2,334 0 12,337 11,674 13,749 14,008: 298 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 27: -38 58 0 6 -16 -32 42: 59 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.6 0.0 87.8 83.1 97.9 99.7: 2.1 0.3
Old : 100.0: 10.1 16.6 0.0 87.8 83.1 97.9 99.7: 2.1 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 : 31: 7 6 0 4 15 11 21:
Old : 31: 7 6 0 4 15 11 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.2 56.6 97.0 77.1 94.2 56.6 97.0 77.1
Old : 94.2 56.6 97.0 77.1 94.2 56.6 97.0 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012