WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 508,698: 119,596 91,412 126,295 221,008 236,739 466,900 454,446: 41,798 54,252
Old : 352,065: 90,373 89,036 64,610 166,126 166,489 321,109 320,136: 30,956 31,929
Other: 156,633: 50,526 23,678 40,383 54,882 70,249 145,791 134,310: 10,842 22,323
: : :
: : Changes in Commitments from: November 27, 2012 :
: -13,205: -9,137 -3,133 2,552 -3,652 -12,321 -10,237 -12,903: -2,967 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.0 24.8 43.4 46.5 91.8 89.3: 8.2 10.7
Old : 100.0: 25.7 25.3 18.4 47.2 47.3 91.2 90.9: 8.8 9.1
Other: 100.0: 32.3 15.1 25.8 35.0 44.8 93.1 85.7: 6.9 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 144 121 132 100 121 306 314:
Old : 383: 131 121 108 83 107 268 283:
Other: 250: 73 54 63 70 107 167 206:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 18.7 26.6 27.5 15.4 15.2 25.6 21.4
Old : 19.4 24.7 32.4 34.5 19.2 23.3 31.9 32.2
Other: 24.7 14.7 36.2 24.9 20.8 11.7 28.9 18.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,531,416: 399,882 78,110 368,311 598,231 844,806 1,366,424 1,291,227: 164,992 240,189
Old : 1,289,783: 334,367 69,703 296,113 513,857 732,972 1,144,337 1,098,788: 145,446 190,995
Other: 241,633: 100,747 43,639 36,966 84,374 111,834 222,087 192,439: 19,545 49,194
: : :
: : Changes in Commitments from: November 27, 2012 :
: -10,401: 27,758 6,742 1,910 -25,782 -4,515 3,886 4,136: -14,287 -14,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 5.1 24.1 39.1 55.2 89.2 84.3: 10.8 15.7
Old : 100.0: 25.9 5.4 23.0 39.8 56.8 88.7 85.2: 11.3 14.8
Other: 100.0: 41.7 18.1 15.3 34.9 46.3 91.9 79.6: 8.1 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 780: 192 165 232 259 386 575 668:
Old : 771: 202 151 212 242 378 543 647:
Other: 511: 73 98 59 106 299 206 431:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 12.2 19.2 19.6 8.5 8.7 15.1 13.6
Old : 11.9 11.3 20.5 18.8 10.1 9.9 17.6 14.9
Other: 32.7 23.1 47.4 30.5 32.1 20.1 44.6 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,191: 2,002 839 215 5,655 8,189 7,873 9,244: 2,319 948
Old : 10,060: 2,002 840 214 5,545 8,079 7,762 9,133: 2,299 927
Other: 131: 1 0 0 110 110 111 110: 20 21
: : :
: : Changes in Commitments from: November 27, 2012 :
: -860: -200 834 -100 -101 -694 -401 39: -459 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.2 2.1 55.5 80.4 77.2 90.7: 22.8 9.3
Old : 100.0: 19.9 8.3 2.1 55.1 80.3 77.1 90.8: 22.9 9.2
Other: 100.0: 0.8 0.0 0.0 84.0 84.0 84.7 84.0: 15.3 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 7 7 18 13 37 23:
Old : 43: 15 7 7 18 13 37 23:
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 : 33.9 60.8 50.1 78.3 33.5 59.7 49.7 74.3
Old : 33.5 61.6 49.9 78.3 33.1 60.5 49.5 74.9
Other: 80.9 80.1 84.7 84.0 75.6 78.6 79.4 78.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 849,291: 172,256 49,835 297,559 307,871 424,280 777,686 771,674: 71,605 77,617
Old : 768,083: 155,318 45,017 266,975 280,729 391,681 703,022 703,672: 65,062 64,411
Other: 81,208: 32,997 20,878 14,525 27,142 32,598 74,665 68,002: 6,543 13,207
: : :
: : Changes in Commitments from: November 27, 2012 :
: 5,972: -3,884 -4,114 11,642 -3,599 -5,367 4,160 2,161: 1,812 3,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 5.9 35.0 36.3 50.0 91.6 90.9: 8.4 9.1
Old : 100.0: 20.2 5.9 34.8 36.5 51.0 91.5 91.6: 8.5 8.4
Other: 100.0: 40.6 25.7 17.9 33.4 40.1 91.9 83.7: 8.1 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 184 115 214 137 164 414 413:
Old : 476: 197 101 202 134 161 402 400:
Other: 217: 47 55 40 47 97 114 175:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 13.0 23.3 21.8 10.9 10.7 17.1 16.1
Old : 16.4 13.7 24.1 22.1 12.9 11.3 19.6 17.3
Other: 37.4 22.6 52.6 34.5 37.4 22.1 51.1 30.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 361,309: 54,128 99,166 79,976 192,802 142,502 326,906 321,644: 34,403 39,665
Old : 339,923: 56,598 101,515 70,208 183,571 129,637 310,377 301,360: 29,546 38,563
Other: 21,386: 3,192 3,312 4,106 9,230 12,865 16,528 20,284: 4,857 1,102
: : :
: : Changes in Commitments from: November 27, 2012 :
: -8,909: 3,777 -2,079 -3,119 -7,852 -2,343 -7,195 -7,542: -1,715 -1,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 27.4 22.1 53.4 39.4 90.5 89.0: 9.5 11.0
Old : 100.0: 16.7 29.9 20.7 54.0 38.1 91.3 88.7: 8.7 11.3
Other: 100.0: 14.9 15.5 19.2 43.2 60.2 77.3 94.8: 22.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 54 110 103 77 72 207 229:
Old : 277: 57 113 99 77 72 204 226:
Other: 68: 18 9 15 29 20 54 39:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 17.9 24.7 25.9 11.9 8.7 19.8 15.9
Old : 15.2 17.8 25.2 26.0 12.7 9.1 20.9 16.1
Other: 32.3 44.0 48.1 64.5 23.4 37.1 34.3 54.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 732,899: 98,653 41,663 55,628 420,926 473,899 575,206 571,189: 157,693 161,710
Old : 732,899: 98,653 41,663 55,628 420,926 473,899 575,206 571,189: 157,693 161,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -20,419: 24,116 -6,439 -8,392 -11,745 5,301 3,979 -9,529: -24,398 -10,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.7 7.6 57.4 64.7 78.5 77.9: 21.5 22.1
Old : 100.0: 13.5 5.7 7.6 57.4 64.7 78.5 77.9: 21.5 22.1
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 : 165: 41 23 39 80 82 139 126:
Old : 165: 41 23 39 80 82 139 126:
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 : 19.2 17.8 27.2 28.0 16.5 14.2 22.9 23.5
Old : 19.2 17.8 27.2 28.0 16.5 14.2 22.9 23.5
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 with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 380,925: 23,968 53,242 4,088 282,473 269,179 310,529 326,509: 70,396 54,415
Old : 380,925: 23,968 53,242 4,088 282,473 269,179 310,529 326,509: 70,396 54,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -8,678: 2,077 139 -4,433 15,486 13,058 13,130 8,764: -21,808 -17,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 14.0 1.1 74.2 70.7 81.5 85.7: 18.5 14.3
Old : 100.0: 6.3 14.0 1.1 74.2 70.7 81.5 85.7: 18.5 14.3
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 : 65: 8 8 6 30 36 42 46:
Old : 65: 8 8 6 30 36 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.9 49.0 52.7 29.9 36.3 40.6 46.5
Old : 33.1 41.9 49.0 52.7 29.9 36.3 40.6 46.5
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,778: 1,493 179 2,869 5,822 7,589 10,184 10,637: 594 141
Old : 10,778: 1,493 179 2,869 5,822 7,589 10,184 10,637: 594 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 17: -316 -1 27 266 87 -23 113: 40 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 1.7 26.6 54.0 70.4 94.5 98.7: 5.5 1.3
Old : 100.0: 13.9 1.7 26.6 54.0 70.4 94.5 98.7: 5.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 8 2 6 17 21 28 28:
Old : 34: 8 2 6 17 21 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 53.3 72.2 76.0 17.4 23.7 26.1 30.6
Old : 55.6 53.3 72.2 76.0 17.4 23.7 26.1 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 260,574: 58,641 24,255 55,228 100,812 154,658 214,681 234,141: 45,893 26,434
Old : 239,392: 54,081 25,772 49,781 92,641 139,133 196,504 214,686: 42,888 24,706
Other: 21,182: 7,089 1,012 2,918 8,171 15,525 18,177 19,455: 3,005 1,727
: : :
: : Changes in Commitments from: November 27, 2012 :
: 7,226: 3,340 742 2,935 3,945 7,442 10,220 11,120: -2,994 -3,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.3 21.2 38.7 59.4 82.4 89.9: 17.6 10.1
Old : 100.0: 22.6 10.8 20.8 38.7 58.1 82.1 89.7: 17.9 10.3
Other: 100.0: 33.5 4.8 13.8 38.6 73.3 85.8 91.8: 14.2 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 67 31 63 80 74 175 149:
Old : 197: 66 34 62 80 74 174 148:
Other: 57: 13 8 13 31 17 47 35:
:----------------------------------------------------------------------------------------------------
: 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 32.8 19.3 43.6 7.4 25.5 12.6 31.3
Old : 10.9 32.2 19.0 42.3 7.2 25.4 12.5 31.7
Other: 41.1 53.8 61.5 68.5 35.7 50.4 50.6 62.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,299: 3,125 4,922 717 8,085 7,768 11,928 13,408: 3,372 1,892
Old : 15,276: 3,128 4,922 714 8,085 7,748 11,928 13,385: 3,349 1,892
Other: 23: 0 3 0 0 20 0 23: 23 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 306: 339 -499 160 -341 731 158 391: 149 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 32.2 4.7 52.8 50.8 78.0 87.6: 22.0 12.4
Old : 100.0: 20.5 32.2 4.7 52.9 50.7 78.1 87.6: 21.9 12.4
Other: 100.0: 0.0 13.0 0.0 0.0 87.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 14 7 27 15 52 36:
Old : 72: 23 14 7 27 15 52 36:
Other: 4: 0 1 0 0 3 0 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 44.4 46.6 59.7 33.8 43.7 46.3 58.9
Old : 34.0 44.4 46.6 59.7 33.8 43.7 46.4 58.9
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,080,903: 265,925 269,280 82,069 593,816 644,892 941,810 996,242: 139,093 84,661
Old : 1,080,903: 265,925 269,280 82,069 593,816 644,892 941,810 996,242: 139,093 84,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -77,082: -14,324 1,014 -10,757 -20,953 -41,715 -46,033 -51,458: -31,049 -25,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 24.9 7.6 54.9 59.7 87.1 92.2: 12.9 7.8
Old : 100.0: 24.6 24.9 7.6 54.9 59.7 87.1 92.2: 12.9 7.8
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 : 230: 45 44 34 103 100 167 159:
Old : 230: 45 44 34 103 100 167 159:
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 : 14.3 31.7 24.1 42.6 13.0 31.6 21.7 39.8
Old : 14.3 31.7 24.1 42.6 13.0 31.6 21.7 39.8
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,961,328: 379,554 165,533 193,522 1,072,734 1,225,685 1,645,810 1,584,740: 315,518 376,588
Old : 1,961,328: 379,554 165,533 193,522 1,072,734 1,225,685 1,645,810 1,584,740: 315,518 376,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -90,342: 2,345 -21,281 -6,459 -73,175 -49,392 -77,289 -77,132: -13,053 -13,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.4 9.9 54.7 62.5 83.9 80.8: 16.1 19.2
Old : 100.0: 19.4 8.4 9.9 54.7 62.5 83.9 80.8: 16.1 19.2
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 : 257: 53 46 61 122 136 204 214:
Old : 257: 53 46 61 122 136 204 214:
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 : 18.2 19.5 28.9 26.2 17.9 15.2 26.9 21.9
Old : 18.2 19.5 28.9 26.2 17.9 15.2 26.9 21.9
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,669,890: 299,011 173,455 137,720 963,148 1,111,701 1,399,880 1,422,876: 270,010 247,014
Old : 1,669,890: 299,011 173,455 137,720 963,148 1,111,701 1,399,880 1,422,876: 270,010 247,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -21,834: -19,334 -4,786 37,976 -31,036 -28,158 -12,393 5,032: -9,440 -26,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.4 8.2 57.7 66.6 83.8 85.2: 16.2 14.8
Old : 100.0: 17.9 10.4 8.2 57.7 66.6 83.8 85.2: 16.2 14.8
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 : 203: 42 33 30 91 107 147 156:
Old : 203: 42 33 30 91 107 147 156:
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 20.3 28.6 31.6 17.0 18.9 26.5 29.1
Old : 18.0 20.3 28.6 31.6 17.0 18.9 26.5 29.1
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 340,793: 12,893 47,356 59,751 245,276 199,176 317,920 306,284: 22,874 34,510
Old : 340,793: 12,893 47,356 59,751 245,276 199,176 317,920 306,284: 22,874 34,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -65,028: -11,020 85 -6,987 -44,860 -60,926 -62,868 -67,828: -2,161 2,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 13.9 17.5 72.0 58.4 93.3 89.9: 6.7 10.1
Old : 100.0: 3.8 13.9 17.5 72.0 58.4 93.3 89.9: 6.7 10.1
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 : 69: 7 20 22 36 38 59 65:
Old : 69: 7 20 22 36 38 59 65:
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 : 43.4 28.9 54.1 45.3 35.2 25.3 39.7 31.5
Old : 43.4 28.9 54.1 45.3 35.2 25.3 39.7 31.5
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 with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 49,066: 10,535 6,302 1,952 27,681 35,917 40,168 44,171: 8,898 4,895
Old : 49,066: 10,535 6,302 1,952 27,681 35,917 40,168 44,171: 8,898 4,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -228: 2,440 -3,986 -1,152 -2,054 5,179 -766 41: 539 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.8 4.0 56.4 73.2 81.9 90.0: 18.1 10.0
Old : 100.0: 21.5 12.8 4.0 56.4 73.2 81.9 90.0: 18.1 10.0
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 : 91: 26 12 12 38 28 70 47:
Old : 91: 26 12 12 38 28 70 47:
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 : 17.8 33.5 31.6 55.9 17.2 32.6 31.0 54.9
Old : 17.8 33.5 31.6 55.9 17.2 32.6 31.0 54.9
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 98,133: 21,070 12,605 3,904 55,363 71,834 80,336 88,343: 17,797 9,790
Old : 98,133: 21,070 12,605 3,904 55,363 71,834 80,336 88,343: 17,797 9,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -455: 4,880 -7,972 -2,304 -4,108 10,358 -1,533 81: 1,078 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.8 4.0 56.4 73.2 81.9 90.0: 18.1 10.0
Old : 100.0: 21.5 12.8 4.0 56.4 73.2 81.9 90.0: 18.1 10.0
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 : 91: 26 12 12 38 28 70 47:
Old : 91: 26 12 12 38 28 70 47:
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 : 17.8 33.5 31.6 55.9 17.2 32.6 31.0 54.9
Old : 17.8 33.5 31.6 55.9 17.2 32.6 31.0 54.9
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,296: 7,163 7,025 979 1,024 1,283 9,166 9,287: 130 9
Old : 9,296: 7,163 7,025 979 1,024 1,283 9,166 9,287: 130 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -35: -31 -393 -6 0 364 -37 -35: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 75.6 10.5 11.0 13.8 98.6 99.9: 1.4 0.1
Old : 100.0: 77.1 75.6 10.5 11.0 13.8 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 7 3 1 2 13 10:
Old : 20: 10 7 3 1 2 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 70.9 93.1 95.1 68.2 70.9 85.2 87.7
Old : 68.2 70.9 93.1 95.1 68.2 70.9 85.2 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,089: 1,216 4,495 349 11,322 8,172 12,887 13,016: 202 73
Old : 13,089: 1,216 4,495 349 11,322 8,172 12,887 13,016: 202 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 212: 234 -101 348 -355 -8 227 239: -15 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 34.3 2.7 86.5 62.4 98.5 99.4: 1.5 0.6
Old : 100.0: 9.3 34.3 2.7 86.5 62.4 98.5 99.4: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 7 2 5 12 13 20:
Old : 31: 7 7 2 5 12 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 77.3 96.5 88.7 87.2 77.3 93.8 87.6
Old : 89.7 77.3 96.5 88.7 87.2 77.3 93.8 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,293: 809 1,514 121 12,114 11,598 13,044 13,233: 249 60
Old : 13,293: 809 1,514 121 12,114 11,598 13,044 13,233: 249 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 95: 56 -95 109 -62 114 103 128: -8 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.4 0.9 91.1 87.2 98.1 99.5: 1.9 0.5
Old : 100.0: 6.1 11.4 0.9 91.1 87.2 98.1 99.5: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 5 1 4 15 13 20:
Old : 31: 8 5 1 4 15 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.2 58.0 96.7 79.4 94.2 58.0 96.1 79.4
Old : 94.2 58.0 96.7 79.4 94.2 58.0 96.1 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012