WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,444 COMMITMENTS 121,501 94,674 81,514 203,134 217,067 406,149 393,255 38,295 51,189 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -17,202) -8,746 -2,914 -540 -4,262 -13,742 -13,548 -17,196 -3,654 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 21.3 18.3 45.7 48.8 91.4 88.5 8.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 127 104 95 90 113 264 269 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,203,365 COMMITMENTS 427,726 68,453 146,511 489,624 777,938 1063861 992,902 139,504 210,463 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -37,238) 34,039 5,152 -17,501 -38,460 -10,142 -21,922 -22,491 -15,316 -14,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 5.7 12.2 40.7 64.6 88.4 82.5 11.6 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 748) 186 142 169 211 361 489 597 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,833 COMMITMENTS 2,033 878 14 5,505 8,034 7,552 8,926 2,281 907 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -877) -213 807 -80 -118 -690 -411 37 -466 -914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 8.9 0.1 56.0 81.7 76.8 90.8 23.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 7 2 16 12 32 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,935 COMMITMENTS 183,808 60,989 88,348 259,716 375,369 531,872 524,706 62,063 69,229 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -9,451) -3,623 -4,253 -1,309 -4,864 -6,268 -9,796 -11,830 345 2,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 10.3 14.9 43.7 63.2 89.6 88.3 10.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 153 95 156 117 152 347 350 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 310,022 COMMITMENTS 65,824 97,926 43,690 167,880 130,138 277,394 271,754 32,628 38,268 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -9,534) 4,190 707 -5,656 -6,074 -3,287 -7,540 -8,236 -1,994 -1,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 31.6 14.1 54.2 42.0 89.5 87.7 10.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 66 95 87 70 62 193 207 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 654,492 COMMITMENTS 100,366 42,462 19,347 387,421 446,195 507,134 508,004 147,358 146,488 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -34,259) 25,002 -7,078 -12,853 -21,984 -1,589 -9,835 -21,520 -24,424 -12,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 6.5 3.0 59.2 68.2 77.5 77.6 22.5 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 36 24 16 68 77 115 106 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 380,644 COMMITMENTS 23,968 53,249 4,076 282,473 269,179 310,517 326,504 70,127 54,140 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,816) 2,077 141 -4,437 15,486 13,058 13,126 8,762 -21,942 -17,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 14.0 1.1 74.2 70.7 81.6 85.8 18.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 8 6 30 36 42 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,778 COMMITMENTS 1,493 179 2,869 5,822 7,589 10,184 10,637 594 141 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 17) -316 -1 27 266 87 -23 113 40 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 1.7 26.6 54.0 70.4 94.5 98.7 5.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 2 6 17 21 28 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 216,689 COMMITMENTS 63,952 23,099 24,168 85,387 144,401 173,507 191,668 43,182 25,021 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,423) 3,050 899 2,353 2,984 5,944 8,387 9,196 -2,964 -3,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 10.7 11.2 39.4 66.6 80.1 88.5 19.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 62 34 56 75 66 167 135 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,684 COMMITMENTS 3,107 4,955 397 7,892 7,504 11,396 12,856 3,288 1,828 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 311) 204 -466 184 -196 678 192 396 119 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 33.7 2.7 53.7 51.1 77.6 87.6 22.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 20 15 6 25 13 48 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 996,272 COMMITMENTS 270,580 256,581 24,191 563,928 631,098 858,699 911,870 137,573 84,402 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -93,044) -13,111 1,073 -25,135 -26,413 -44,676 -64,659 -68,738 -28,385 -24,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 25.8 2.4 56.6 63.3 86.2 91.5 13.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 51 36 20 99 96 159 143 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,701,606 COMMITMENTS 383,374 180,683 55,670 968,712 1114991 1407756 1351344 293,850 350,262 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -147,281) 5,352 -9,685 -41,625 -95,250 -79,843 -131,523 -131,153 -15,758 -16,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 10.6 3.3 56.9 65.5 82.7 79.4 17.3 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 42 53 32 98 131 156 200 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,521,475 COMMITMENTS 301,939 185,908 18,807 936,924 1075375 1257670 1280090 263,805 241,385 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -77,246) -19,303 1,983 -8,432 -38,657 -44,203 -66,392 -50,652 -10,854 -26,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 12.2 1.2 61.6 70.7 82.7 84.1 17.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 35 38 12 83 102 125 145 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 330,886 COMMITMENTS 15,164 47,966 50,697 242,254 197,834 308,115 296,497 22,771 34,389 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -62,009) -11,177 -103 -4,284 -44,630 -60,524 -60,091 -64,911 -1,918 2,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 14.5 15.3 73.2 59.8 93.1 89.6 6.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 10 16 20 34 36 55 62 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,680 COMMITMENTS 10,533 6,824 1,214 27,242 35,031 38,988 43,068 8,692 4,612 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -431) 2,430 -3,858 -1,270 -2,107 4,992 -947 -136 517 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 14.3 2.5 57.1 73.5 81.8 90.3 18.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 11 9 38 26 69 42 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 95,359 COMMITMENTS 21,066 13,647 2,427 54,483 70,061 77,976 86,135 17,383 9,224 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -861) 4,859 -7,716 -2,539 -4,214 9,984 -1,894 -271 1,033 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 14.3 2.5 57.1 73.5 81.8 90.3 18.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 11 9 38 26 69 42 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,296 COMMITMENTS 7,163 7,025 979 1,024 1,283 9,166 9,287 130 9 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -35) -31 -393 -6 0 364 -37 -35 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.1 75.6 10.5 11.0 13.8 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 7 3 1 2 13 10 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,089 COMMITMENTS 1,216 4,495 349 11,322 8,172 12,887 13,016 202 73 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 212) 234 -101 348 -355 -8 227 239 -15 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 34.3 2.7 86.5 62.4 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 2 5 12 13 20 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,293 COMMITMENTS 809 1,514 121 12,114 11,598 13,044 13,233 249 60 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 95) 56 -95 109 -62 114 103 128 -8 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 11.4 0.9 91.1 87.2 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 5 1 4 15 13 20
Updated December 7, 2012