WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 638,623: 123,593 100,496 195,261 277,065 288,092 595,918 583,849: 42,704 54,774
Old : 489,677: 96,512 95,998 135,983 224,090 222,534 456,585 454,515: 33,091 35,161
Other: 148,946: 47,320 24,737 39,038 52,976 65,559 139,333 129,334: 9,613 19,612
: : :
: : Changes in Commitments from: November 13, 2012 :
: 2,288: -19,753 -3,379 6,955 13,479 1,487 681 5,062: 1,607 -2,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.7 30.6 43.4 45.1 93.3 91.4: 6.7 8.6
Old : 100.0: 19.7 19.6 27.8 45.8 45.4 93.2 92.8: 6.8 7.2
Other: 100.0: 31.8 16.6 26.2 35.6 44.0 93.5 86.8: 6.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 159 140 182 110 133 361 375:
Old : 437: 152 142 159 98 129 333 353:
Other: 271: 73 74 63 71 106 175 218:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 14.3 24.7 22.0 12.3 10.5 20.5 15.9
Old : 16.8 16.4 28.0 25.2 14.7 15.0 23.2 22.0
Other: 26.3 17.0 38.7 26.8 21.2 10.8 29.6 17.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,880,049: 364,117 71,359 617,829 716,295 925,129 1,698,241 1,614,318: 181,808 265,731
Old : 1,669,828: 315,241 73,748 553,475 636,202 820,677 1,504,917 1,447,899: 164,911 221,929
Other: 210,221: 90,012 38,747 23,219 80,093 104,453 193,324 166,419: 16,897 43,802
: : :
: : Changes in Commitments from: November 13, 2012 :
: -23,394: 22,458 -20,972 -28,755 -16,355 32,325 -22,651 -17,402: -742 -5,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.8 32.9 38.1 49.2 90.3 85.9: 9.7 14.1
Old : 100.0: 18.9 4.4 33.1 38.1 49.1 90.1 86.7: 9.9 13.3
Other: 100.0: 42.8 18.4 11.0 38.1 49.7 92.0 79.2: 8.0 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 860: 225 193 307 305 396 688 758:
Old : 855: 237 183 295 295 392 671 744:
Other: 506: 64 112 55 105 288 198 428:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 10.5 17.9 17.6 6.7 6.5 12.2 9.8
Old : 11.1 9.9 18.6 17.0 7.8 7.0 13.5 10.2
Other: 35.8 23.0 49.5 32.3 35.4 21.8 48.3 30.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 12,256: 2,194 222 697 6,951 9,800 9,841 10,719: 2,415 1,536
Old : 12,148: 2,195 222 695 6,865 9,717 9,754 10,634: 2,395 1,514
Other: 107: 1 2 0 86 83 87 85: 20 22
: : :
: : Changes in Commitments from: November 13, 2012 :
: -406: 133 -95 -32 -253 -132 -153 -259: -253 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.8 5.7 56.7 80.0 80.3 87.5: 19.7 12.5
Old : 100.0: 18.1 1.8 5.7 56.5 80.0 80.3 87.5: 19.7 12.5
Other: 100.0: 0.9 1.9 0.0 80.4 77.6 81.3 79.4: 18.7 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 3 12 17 11 39 25:
Old : 43: 21 3 12 17 11 39 25:
Other: 12: 1 1 0 6 5 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 68.2 49.3 77.6 28.3 55.6 43.2 63.3
Old : 32.2 68.5 49.2 77.6 28.1 55.8 43.1 63.7
Other: 76.6 72.9 81.3 79.4 71.0 71.9 75.7 73.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 874,049: 177,845 47,336 313,903 314,182 439,572 805,929 800,811: 68,119 73,238
Old : 797,087: 161,959 41,059 285,302 287,537 409,551 734,799 735,912: 62,288 61,175
Other: 76,962: 30,400 20,792 14,086 26,645 30,021 71,131 64,899: 5,831 12,063
: : :
: : Changes in Commitments from: November 13, 2012 :
: 13,321: -10,214 3,398 19,754 5,619 -7,497 15,159 15,654: -1,838 -2,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 5.4 35.9 35.9 50.3 92.2 91.6: 7.8 8.4
Old : 100.0: 20.3 5.2 35.8 36.1 51.4 92.2 92.3: 7.8 7.7
Other: 100.0: 39.5 27.0 18.3 34.6 39.0 92.4 84.3: 7.6 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 178 139 220 150 179 438 439:
Old : 513: 190 128 204 147 176 426 423:
Other: 233: 37 70 38 46 108 110 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 13.7 22.4 21.8 9.8 10.2 15.8 15.3
Old : 15.3 14.0 22.9 22.1 11.6 11.0 18.0 16.7
Other: 37.8 23.3 52.7 35.1 37.8 22.6 51.1 32.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 426,242: 48,080 104,452 114,890 228,694 168,504 391,664 387,846: 34,579 38,396
Old : 408,453: 50,213 106,157 106,806 220,591 158,069 377,610 371,032: 30,843 37,421
Other: 17,790: 2,511 2,939 3,440 8,103 10,435 14,054 16,814: 3,736 975
: : :
: : Changes in Commitments from: November 13, 2012 :
: -21,613: -802 5,976 -17,454 -4,272 -6,678 -22,527 -18,155: 914 -3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 24.5 27.0 53.7 39.5 91.9 91.0: 8.1 9.0
Old : 100.0: 12.3 26.0 26.1 54.0 38.7 92.4 90.8: 7.6 9.2
Other: 100.0: 14.1 16.5 19.3 45.6 58.7 79.0 94.5: 21.0 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 51 108 121 91 81 235 255:
Old : 300: 58 112 119 91 81 235 253:
Other: 67: 12 14 15 30 17 52 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 : 16.3 18.5 24.9 27.2 11.2 11.8 17.6 17.8
Old : 16.1 18.3 25.1 26.9 11.6 11.5 18.1 17.7
Other: 34.7 45.5 48.5 65.5 20.8 39.7 33.0 55.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 746,805: 81,960 43,756 64,013 429,004 467,509 574,978 575,278: 171,827 171,527
Old : 746,805: 81,960 43,756 64,013 429,004 467,509 574,978 575,278: 171,827 171,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 11,231: 11,170 -1,226 -942 -9,559 9,150 670 6,982: 10,561 4,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 5.9 8.6 57.4 62.6 77.0 77.0: 23.0 23.0
Old : 100.0: 11.0 5.9 8.6 57.4 62.6 77.0 77.0: 23.0 23.0
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 : 181: 35 34 44 87 95 149 146:
Old : 181: 35 34 44 87 95 149 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 14.6 24.9 24.0 14.7 13.2 20.6 22.1
Old : 17.6 14.6 24.9 24.0 14.7 13.2 20.6 22.1
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 20, 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 : 357,205: 24,352 52,586 1,877 259,427 244,979 285,656 299,443: 71,549 57,763
Old : 357,205: 24,352 52,586 1,877 259,427 244,979 285,656 299,443: 71,549 57,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -917: 484 558 85 -2,672 -4,509 -2,103 -3,866: 1,186 2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 14.7 0.5 72.6 68.6 80.0 83.8: 20.0 16.2
Old : 100.0: 6.8 14.7 0.5 72.6 68.6 80.0 83.8: 20.0 16.2
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 6 4 32 36 43 43:
Old : 63: 8 6 4 32 36 43 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 49.1 50.7 31.9 39.4 43.0 49.4
Old : 34.0 39.6 49.1 50.7 31.9 39.4 43.0 49.4
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 20, 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 : 11,408: 2,617 247 2,584 5,574 8,380 10,775 11,211: 633 197
Old : 11,408: 2,617 247 2,584 5,574 8,380 10,775 11,211: 633 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -72: -1,338 -214 648 534 -414 -156 20: 84 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.2 22.7 48.9 73.5 94.5 98.3: 5.5 1.7
Old : 100.0: 22.9 2.2 22.7 48.9 73.5 94.5 98.3: 5.5 1.7
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 : 33: 6 4 6 15 19 25 28:
Old : 33: 6 4 6 15 19 25 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 : 61.2 49.2 77.0 72.0 22.4 23.9 29.6 30.0
Old : 61.2 49.2 77.0 72.0 22.4 23.9 29.6 30.0
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 20, 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 : 280,286: 56,778 20,682 69,662 105,379 159,983 231,820 250,327: 48,466 29,959
Old : 263,036: 52,363 21,405 65,670 99,263 148,135 217,296 235,210: 45,740 27,826
Other: 17,250: 5,966 827 2,442 6,116 11,848 14,524 15,117: 2,726 2,133
: : :
: : Changes in Commitments from: November 13, 2012 :
: -1,709: -2,606 -1,493 -5,285 7,292 4,513 -599 -2,266: -1,110 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 7.4 24.9 37.6 57.1 82.7 89.3: 17.3 10.7
Old : 100.0: 19.9 8.1 25.0 37.7 56.3 82.6 89.4: 17.4 10.6
Other: 100.0: 34.6 4.8 14.2 35.5 68.7 84.2 87.6: 15.8 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 55 37 52 88 78 172 144:
Old : 191: 54 40 51 87 78 170 143:
Other: 50: 10 8 10 30 12 43 27:
:----------------------------------------------------------------------------------------------------
: 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 31.4 21.5 42.6 7.4 23.6 12.7 30.0
Old : 12.9 30.9 21.3 41.8 7.1 23.3 12.4 29.4
Other: 44.5 52.9 61.1 69.4 39.6 50.1 49.6 61.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 14,974: 2,645 5,421 541 8,510 6,960 11,697 12,922: 3,277 2,051
Old : 14,955: 2,646 5,421 540 8,510 6,944 11,697 12,905: 3,258 2,049
Other: 19: 0 1 0 0 16 0 17: 19 2
: : :
: : Changes in Commitments from: November 13, 2012 :
: 134: 12 155 31 84 -148 127 38: 7 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 36.2 3.6 56.8 46.5 78.1 86.3: 21.9 13.7
Old : 100.0: 17.7 36.2 3.6 56.9 46.4 78.2 86.3: 21.8 13.7
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: 19 19 5 26 12 45 36:
Old : 67: 19 19 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 : 35.7 44.2 50.0 59.7 35.7 42.5 50.0 58.1
Old : 35.7 44.1 50.1 59.7 35.7 42.5 50.1 58.1
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 20, 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 : 1,223,724: 309,439 273,339 112,589 656,032 759,614 1,078,060 1,145,542: 145,664 78,182
Old : 1,223,724: 309,439 273,339 112,589 656,032 759,614 1,078,060 1,145,542: 145,664 78,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 57,149: 53,369 -17,158 9,498 -18,516 71,251 44,351 63,591: 12,798 -6,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 22.3 9.2 53.6 62.1 88.1 93.6: 11.9 6.4
Old : 100.0: 25.3 22.3 9.2 53.6 62.1 88.1 93.6: 11.9 6.4
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 : 233: 46 42 35 114 101 182 157:
Old : 233: 46 42 35 114 101 182 157:
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 : 13.6 32.0 22.9 43.8 11.5 27.9 19.6 37.7
Old : 13.6 32.0 22.9 43.8 11.5 27.9 19.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 2,238,859: 408,983 208,304 270,814 1,243,244 1,393,802 1,923,041 1,872,920: 315,818 365,939
Old : 2,238,859: 408,983 208,304 270,814 1,243,244 1,393,802 1,923,041 1,872,920: 315,818 365,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 76,087: 43,115 39,485 9,390 25,805 22,833 78,310 71,707: -2,223 4,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.3 12.1 55.5 62.3 85.9 83.7: 14.1 16.3
Old : 100.0: 18.3 9.3 12.1 55.5 62.3 85.9 83.7: 14.1 16.3
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 : 304: 54 64 77 148 160 248 255:
Old : 304: 54 64 77 148 160 248 255:
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 17.2 26.4 23.4 15.6 13.4 23.9 19.0
Old : 16.4 17.2 26.4 23.4 15.6 13.4 23.9 19.0
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 20, 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 : 1,748,215: 321,516 176,966 185,044 970,418 1,115,854 1,476,977 1,477,863: 271,237 270,352
Old : 1,748,215: 321,516 176,966 185,044 970,418 1,115,854 1,476,977 1,477,863: 271,237 270,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 45,781: 35,095 28,532 -21,963 8,089 31,853 21,221 38,422: 24,560 7,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.1 10.6 55.5 63.8 84.5 84.5: 15.5 15.5
Old : 100.0: 18.4 10.1 10.6 55.5 63.8 84.5 84.5: 15.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 36 43 36 91 114 149 171:
Old : 211: 36 43 36 91 114 149 171:
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 : 18.6 18.9 29.3 28.6 17.6 18.7 27.2 27.3
Old : 18.6 18.9 29.3 28.6 17.6 18.7 27.2 27.3
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 20, 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 : 394,867: 16,386 46,594 67,393 283,976 248,162 367,755 362,149: 27,112 32,718
Old : 394,867: 16,386 46,594 67,393 283,976 248,162 367,755 362,149: 27,112 32,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 9,468: 2,036 -2,026 1,000 2,868 11,168 5,904 10,143: 3,564 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 11.8 17.1 71.9 62.8 93.1 91.7: 6.9 8.3
Old : 100.0: 4.1 11.8 17.1 71.9 62.8 93.1 91.7: 6.9 8.3
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 : 76: 12 18 24 39 39 64 69:
Old : 76: 12 18 24 39 39 64 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 29.1 49.7 48.1 31.5 27.9 37.6 36.8
Old : 39.8 29.1 49.7 48.1 31.5 27.9 37.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 49,227: 9,396 10,887 3,070 27,985 30,159 40,451 44,116: 8,776 5,111
Old : 49,227: 9,396 10,887 3,070 27,985 30,159 40,451 44,116: 8,776 5,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -3,047: -3,188 2,165 -263 1,656 -6,025 -1,795 -4,123: -1,252 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 22.1 6.2 56.8 61.3 82.2 89.6: 17.8 10.4
Old : 100.0: 19.1 22.1 6.2 56.8 61.3 82.2 89.6: 17.8 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 : 93: 23 20 9 34 25 62 49:
Old : 93: 23 20 9 34 25 62 49:
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 : 20.3 35.5 36.1 57.3 18.8 31.5 32.9 52.6
Old : 20.3 35.5 36.1 57.3 18.8 31.5 32.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 98,455: 18,792 21,774 6,140 55,970 60,318 80,902 88,232: 17,553 10,223
Old : 98,455: 18,792 21,774 6,140 55,970 60,318 80,902 88,232: 17,553 10,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -6,093: -6,376 4,330 -527 3,313 -12,049 -3,589 -8,246: -2,504 2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 22.1 6.2 56.8 61.3 82.2 89.6: 17.8 10.4
Old : 100.0: 19.1 22.1 6.2 56.8 61.3 82.2 89.6: 17.8 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 : 93: 23 20 9 34 25 62 49:
Old : 93: 23 20 9 34 25 62 49:
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 : 20.3 35.5 36.1 57.3 18.8 31.5 32.9 52.6
Old : 20.3 35.5 36.1 57.3 18.8 31.5 32.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 7,153: 4,921 5,764 986 1,121 394 7,028 7,144: 125 9
Old : 7,153: 4,921 5,764 986 1,121 394 7,028 7,144: 125 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -953: -958 -1,353 33 -28 367 -953 -953: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 80.6 13.8 15.7 5.5 98.3 99.9: 1.7 0.1
Old : 100.0: 68.8 80.6 13.8 15.7 5.5 98.3 99.9: 1.7 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: 9 8 3 2 1 13 10:
Old : 20: 9 8 3 2 1 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 : 70.6 79.9 90.9 97.1 70.6 68.4 80.3 85.7
Old : 70.6 79.9 90.9 97.1 70.6 68.4 80.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,356: 950 4,119 1 11,188 8,159 12,139 12,279: 217 77
Old : 12,356: 950 4,119 1 11,188 8,159 12,139 12,279: 217 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 609: -138 -220 0 761 815 623 595: -14 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 33.3 0.0 90.5 66.0 98.2 99.4: 1.8 0.6
Old : 100.0: 7.7 33.3 0.0 90.5 66.0 98.2 99.4: 1.8 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 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 : 91.0 80.4 96.3 90.5 91.0 80.4 96.3 90.5
Old : 91.0 80.4 96.3 90.5 91.0 80.4 96.3 90.5
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 20, 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 : 13,606: 1,111 2,102 0 12,239 11,455 13,350 13,557: 256 49
Old : 13,606: 1,111 2,102 0 12,239 11,455 13,350 13,557: 256 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -441: -301 -232 0 -98 -219 -399 -451: -42 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.4 0.0 90.0 84.2 98.1 99.6: 1.9 0.4
Old : 100.0: 8.2 15.4 0.0 90.0 84.2 98.1 99.6: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 6 0 4 15 10 21:
Old : 30: 6 6 0 4 15 10 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 : 95.0 56.0 97.6 77.7 95.0 56.0 97.6 77.7
Old : 95.0 56.0 97.6 77.7 95.0 56.0 97.6 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012