WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED 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: 508,698 COMMITMENTS 119,596 91,412 126,295 221,008 236,739 466,900 454,446 41,798 54,252 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -13,205) -9,137 -3,133 2,552 -3,652 -12,321 -10,237 -12,903 -2,967 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 18.0 24.8 43.4 46.5 91.8 89.3 8.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 144 121 132 100 121 306 314 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED 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: 1,531,416 COMMITMENTS 399,882 78,110 368,311 598,231 844,806 1366424 1291227 164,992 240,189 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -10,401) 27,758 6,742 1,910 -25,782 -4,515 3,886 4,136 -14,287 -14,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 5.1 24.1 39.1 55.2 89.2 84.3 10.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780) 192 165 232 259 386 575 668 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED 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: 10,191 COMMITMENTS 2,002 839 215 5,655 8,189 7,873 9,244 2,319 948 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -860) -200 834 -100 -101 -694 -401 39 -459 -900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 8.2 2.1 55.5 80.4 77.2 90.7 22.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 7 7 18 13 37 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED 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: 849,291 COMMITMENTS 172,256 49,835 297,559 307,871 424,280 777,686 771,674 71,605 77,617 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,972) -3,884 -4,114 11,642 -3,599 -5,367 4,160 2,161 1,812 3,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 5.9 35.0 36.3 50.0 91.6 90.9 8.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483) 184 115 214 137 164 414 413 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED 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: 361,309 COMMITMENTS 54,128 99,166 79,976 192,802 142,502 326,906 321,644 34,403 39,665 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,909) 3,777 -2,079 -3,119 -7,852 -2,343 -7,195 -7,542 -1,715 -1,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 27.4 22.1 53.4 39.4 90.5 89.0 9.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 54 110 103 77 72 207 229 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED 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: 732,899 COMMITMENTS 98,653 41,663 55,628 420,926 473,899 575,206 571,189 157,693 161,710 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -20,419) 24,116 -6,439 -8,392 -11,745 5,301 3,979 -9,529 -24,398 -10,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 5.7 7.6 57.4 64.7 78.5 77.9 21.5 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 41 23 39 80 82 139 126 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED 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: 380,925 COMMITMENTS 23,968 53,242 4,088 282,473 269,179 310,529 326,509 70,396 54,415 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -8,678) 2,077 139 -4,433 15,486 13,058 13,130 8,764 -21,808 -17,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 14.0 1.1 74.2 70.7 81.5 85.7 18.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 8 6 30 36 42 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 260,574 COMMITMENTS 58,641 24,255 55,228 100,812 154,658 214,681 234,141 45,893 26,434 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 7,226) 3,340 742 2,935 3,945 7,442 10,220 11,120 -2,994 -3,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 9.3 21.2 38.7 59.4 82.4 89.9 17.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 67 31 63 80 74 175 149 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED 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: 15,299 COMMITMENTS 3,125 4,922 717 8,085 7,768 11,928 13,408 3,372 1,892 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 306) 339 -499 160 -341 731 158 391 149 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 32.2 4.7 52.8 50.8 78.0 87.6 22.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 14 7 27 15 52 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED 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: 1,080,903 COMMITMENTS 265,925 269,280 82,069 593,816 644,892 941,810 996,242 139,093 84,661 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -77,082) -14,324 1,014 -10,757 -20,953 -41,715 -46,033 -51,458 -31,049 -25,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 24.9 7.6 54.9 59.7 87.1 92.2 12.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 45 44 34 103 100 167 159 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED 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: 1,961,328 COMMITMENTS 379,554 165,533 193,522 1072734 1225685 1645810 1584740 315,518 376,588 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -90,342) 2,345 -21,281 -6,459 -73,175 -49,392 -77,289 -77,132 -13,053 -13,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 8.4 9.9 54.7 62.5 83.9 80.8 16.1 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 53 46 61 122 136 204 214 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED 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: 1,669,890 COMMITMENTS 299,011 173,455 137,720 963,148 1111701 1399880 1422876 270,010 247,014 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -21,834) -19,334 -4,786 37,976 -31,036 -28,158 -12,393 5,032 -9,440 -26,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.4 8.2 57.7 66.6 83.8 85.2 16.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 42 33 30 91 107 147 156 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED 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: 340,793 COMMITMENTS 12,893 47,356 59,751 245,276 199,176 317,920 306,284 22,874 34,510 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -65,028) -11,020 85 -6,987 -44,860 -60,926 -62,868 -67,828 -2,161 2,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 13.9 17.5 72.0 58.4 93.3 89.9 6.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 20 22 36 38 59 65 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED 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: 49,066 COMMITMENTS 10,535 6,302 1,952 27,681 35,917 40,168 44,171 8,898 4,895 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -228) 2,440 -3,986 -1,152 -2,054 5,179 -766 41 539 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 12.8 4.0 56.4 73.2 81.9 90.0 18.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 26 12 12 38 28 70 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED 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: 98,133 COMMITMENTS 21,070 12,605 3,904 55,363 71,834 80,336 88,343 17,797 9,790 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -455) 4,880 -7,972 -2,304 -4,108 10,358 -1,533 81 1,078 -537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 12.8 4.0 56.4 73.2 81.9 90.0 18.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 26 12 12 38 28 70 47 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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