WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 6, 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 : 466,690: 151,399 105,636 73,999 198,685 237,206 424,083 416,841: 42,607 49,849
Old : 344,413: 128,387 98,828 26,637 154,974 186,094 309,998 311,559: 34,415 32,854
Other: 122,277: 42,790 26,586 27,584 43,711 51,112 114,085 105,282: 8,192 16,995
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,689: 748 -2,028 -4,782 2,289 7,325 -1,745 515: 3,434 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 22.6 15.9 42.6 50.8 90.9 89.3: 9.1 10.7
Old : 100.0: 37.3 28.7 7.7 45.0 54.0 90.0 90.5: 10.0 9.5
Other: 100.0: 35.0 21.7 22.6 35.7 41.8 93.3 86.1: 6.7 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 149 113 128 89 112 315 290:
Old : 384: 149 106 94 68 102 273 255:
Other: 243: 49 73 50 58 100 144 197:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 18.7 28.7 27.8 16.8 16.0 27.2 22.8
Old : 21.1 23.0 32.1 32.5 20.9 22.8 31.0 32.0
Other: 32.2 20.2 46.4 30.4 25.7 10.6 35.5 17.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 6, 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 : 1,286,309: 411,787 106,979 180,440 546,263 769,135 1,138,490 1,056,554: 147,819 229,755
Old : 1,133,687: 373,922 118,276 137,632 485,974 681,412 997,528 937,320: 136,159 196,367
Other: 152,622: 80,078 30,916 595 60,289 87,723 140,962 119,234: 11,660 33,388
: : :
: : Changes in Commitments from: October 30, 2012 :
: 7,066: -135 3,688 -7,599 15,513 11,872 7,779 7,961: -713 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.3 14.0 42.5 59.8 88.5 82.1: 11.5 17.9
Old : 100.0: 33.0 10.4 12.1 42.9 60.1 88.0 82.7: 12.0 17.3
Other: 100.0: 52.5 20.3 0.4 39.5 57.5 92.4 78.1: 7.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 781: 209 142 202 249 362 559 628:
Old : 775: 212 140 179 238 355 539 603:
Other: 461: 51 92 13 77 265 135 366:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 9.8 20.4 16.9 9.9 8.2 17.5 12.8
Old : 12.6 10.1 21.6 16.6 12.3 8.9 20.6 13.9
Other: 42.7 26.9 58.5 34.3 42.7 26.9 58.5 34.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 6, 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 : 11,892: 2,322 481 155 6,860 9,935 9,337 10,571: 2,555 1,321
Old : 11,837: 2,322 481 153 6,821 9,896 9,296 10,530: 2,541 1,307
Other: 55: 2 2 0 39 39 41 41: 14 14
: : :
: : Changes in Commitments from: October 30, 2012 :
: -871: -1,306 -104 126 532 -805 -648 -783: -223 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.0 1.3 57.7 83.5 78.5 88.9: 21.5 11.1
Old : 100.0: 19.6 4.1 1.3 57.6 83.6 78.5 89.0: 21.5 11.0
Other: 100.0: 3.6 3.6 0.0 70.9 70.9 74.5 74.5: 25.5 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 6 9 14 11 34 24:
Old : 42: 16 6 8 14 11 34 23:
Other: 8: 1 1 0 4 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 70.7 53.8 82.6 31.4 57.3 47.4 67.3
Old : 34.7 70.7 53.9 82.6 31.4 57.6 47.4 67.4
Other: 70.9 74.5 74.5 74.5 63.6 67.3 67.3 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 6, 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 : 620,361: 220,529 43,252 86,194 250,466 422,457 557,189 551,903: 63,172 68,458
Old : 562,349: 205,402 37,409 69,146 229,109 397,092 503,657 503,647: 58,692 58,702
Other: 58,012: 31,785 22,501 390 21,357 25,365 53,532 48,256: 4,480 9,756
: : :
: : Changes in Commitments from: October 30, 2012 :
: -19,428: -3,001 2,391 -2,522 -11,573 -12,523 -17,096 -12,654: -2,332 -6,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 7.0 13.9 40.4 68.1 89.8 89.0: 10.2 11.0
Old : 100.0: 36.5 6.7 12.3 40.7 70.6 89.6 89.6: 10.4 10.4
Other: 100.0: 54.8 38.8 0.7 36.8 43.7 92.3 83.2: 7.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 176 104 156 134 174 383 382:
Old : 494: 189 94 136 128 173 371 365:
Other: 235: 30 78 9 34 103 72 185:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 17.6 26.3 27.5 12.7 16.6 21.2 24.5
Old : 17.9 18.6 27.3 28.2 16.4 18.3 25.7 26.9
Other: 52.0 35.0 67.2 46.9 52.0 35.0 67.2 46.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 6, 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 : 364,993: 57,689 92,339 79,213 194,057 156,690 330,959 328,242: 34,034 36,751
Old : 348,401: 59,093 93,389 72,897 185,694 145,863 317,684 312,149: 30,717 36,252
Other: 16,592: 2,311 2,665 2,601 8,363 10,827 13,275 16,093: 3,317 499
: : :
: : Changes in Commitments from: October 30, 2012 :
: 37,247: 1,544 14,256 18,821 16,996 3,583 37,361 36,660: -114 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.3 21.7 53.2 42.9 90.7 89.9: 9.3 10.1
Old : 100.0: 17.0 26.8 20.9 53.3 41.9 91.2 89.6: 8.8 10.4
Other: 100.0: 13.9 16.1 15.7 50.4 65.3 80.0 97.0: 20.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 68 95 132 80 68 239 254:
Old : 309: 70 102 131 80 68 239 253:
Other: 66: 14 9 14 29 13 52 33:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 18.0 23.1 26.0 10.7 13.2 18.3 20.3
Old : 13.5 17.6 23.6 26.0 11.0 13.3 18.9 20.9
Other: 27.7 55.1 46.3 74.5 22.6 55.1 36.5 71.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 6, 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 : 555,028: 37,486 60,140 5,185 377,374 350,993 420,045 416,318: 134,983 138,710
Old : 555,028: 37,486 60,140 5,185 377,374 350,993 420,045 416,318: 134,983 138,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 5,177: 1,840 9,174 -123 12,252 -2,248 13,969 6,803: -8,792 -1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.8 0.9 68.0 63.2 75.7 75.0: 24.3 25.0
Old : 100.0: 6.8 10.8 0.9 68.0 63.2 75.7 75.0: 24.3 25.0
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 : 160: 19 39 19 68 73 101 117:
Old : 160: 19 39 19 68 73 101 117:
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 : 24.4 14.5 33.5 24.9 20.0 13.1 28.7 22.5
Old : 24.4 14.5 33.5 24.9 20.0 13.1 28.7 22.5
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 - Futures Only, November 6, 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 : 346,068: 18,692 38,494 2,196 255,894 252,930 276,782 293,620: 69,286 52,448
Old : 346,068: 18,692 38,494 2,196 255,894 252,930 276,782 293,620: 69,286 52,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,973: -4,406 7,335 -4,937 979 -10,195 -8,364 -7,797: 391 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.1 0.6 73.9 73.1 80.0 84.8: 20.0 15.2
Old : 100.0: 5.4 11.1 0.6 73.9 73.1 80.0 84.8: 20.0 15.2
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 : 61: 6 7 5 33 36 43 44:
Old : 61: 6 7 5 33 36 43 44:
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 : 35.1 38.1 50.4 49.8 32.8 37.8 44.2 47.6
Old : 35.1 38.1 50.4 49.8 32.8 37.8 44.2 47.6
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 - Futures Only, November 6, 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 : 11,058: 3,956 423 1,883 4,608 8,367 10,447 10,673: 611 385
Old : 11,058: 3,956 423 1,883 4,608 8,367 10,447 10,673: 611 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 88: -4 -205 -15 32 147 13 -73: 75 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 3.8 17.0 41.7 75.7 94.5 96.5: 5.5 3.5
Old : 100.0: 35.8 3.8 17.0 41.7 75.7 94.5 96.5: 5.5 3.5
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 : 33: 7 3 4 18 19 28 24:
Old : 33: 7 3 4 18 19 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 43.5 78.1 71.2 36.2 24.8 40.8 36.1
Old : 67.4 43.5 78.1 71.2 36.2 24.8 40.8 36.1
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 - Futures Only, November 6, 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 : 222,845: 73,968 20,905 25,513 77,015 154,547 176,496 200,965: 46,349 21,880
Old : 208,755: 69,594 21,674 21,708 72,501 144,634 163,803 188,016: 44,952 20,739
Other: 14,090: 6,092 949 2,087 4,514 9,913 12,693 12,949: 1,397 1,141
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,307: -2,051 2,722 4,256 -3,307 -6,840 -1,102 138: 2,409 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.4 11.4 34.6 69.4 79.2 90.2: 20.8 9.8
Old : 100.0: 33.3 10.4 10.4 34.7 69.3 78.5 90.1: 21.5 9.9
Other: 100.0: 43.2 6.7 14.8 32.0 70.4 90.1 91.9: 9.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 65 34 51 77 68 170 136:
Old : 199: 65 38 50 77 68 170 135:
Other: 57: 16 6 5 31 10 48 21:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 37.0 17.8 47.0 8.0 32.5 14.1 41.1
Old : 10.1 36.2 17.4 46.3 7.5 31.6 13.9 40.7
Other: 50.1 53.9 65.5 73.0 41.6 48.1 51.2 64.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 6, 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 : 13,799: 2,714 4,977 112 7,820 6,869 10,646 11,958: 3,153 1,841
Old : 13,782: 2,714 4,977 112 7,820 6,854 10,646 11,943: 3,136 1,839
Other: 17: 0 0 0 0 15 0 15: 17 2
: : :
: : Changes in Commitments from: October 30, 2012 :
: -728: 163 34 -294 -433 -406 -564 -666: -164 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 36.1 0.8 56.7 49.8 77.2 86.7: 22.8 13.3
Old : 100.0: 19.7 36.1 0.8 56.7 49.7 77.2 86.7: 22.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 88.2 0.0 88.2: 100.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 15 3 25 9 43 27:
Old : 62: 18 15 3 25 8 43 26:
Other: 4: 0 0 0 0 4 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 : 37.5 48.5 52.5 65.4 37.5 47.6 52.4 64.6
Old : 37.5 48.5 52.5 65.4 37.5 47.6 52.5 64.6
Other: 0.0 88.2 0.0 88.2 0.0 88.2 0.0 88.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 6, 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 : 963,711: 255,582 251,437 15,585 571,808 603,195 842,975 870,217: 120,736 93,494
Old : 963,711: 255,582 251,437 15,585 571,808 603,195 842,975 870,217: 120,736 93,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 11,455: 7,779 389 4,919 -5,163 10,631 7,535 15,939: 3,920 -4,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 26.1 1.6 59.3 62.6 87.5 90.3: 12.5 9.7
Old : 100.0: 26.5 26.1 1.6 59.3 62.6 87.5 90.3: 12.5 9.7
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 : 217: 45 40 20 99 86 155 135:
Old : 217: 45 40 20 99 86 155 135:
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 32.4 27.9 43.3 16.8 31.2 25.9 41.7
Old : 18.2 32.4 27.9 43.3 16.8 31.2 25.9 41.7
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 - Futures Only, November 6, 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 : 1,694,764: 319,557 209,200 47,970 1,069,319 1,120,048 1,436,846 1,377,218: 257,918 317,546
Old : 1,694,764: 319,557 209,200 47,970 1,069,319 1,120,048 1,436,846 1,377,218: 257,918 317,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,488: -37,393 21,706 -2,481 37,900 -29,290 -1,974 -10,065: -5,514 2,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.3 2.8 63.1 66.1 84.8 81.3: 15.2 18.7
Old : 100.0: 18.9 12.3 2.8 63.1 66.1 84.8 81.3: 15.2 18.7
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 : 277: 43 62 38 114 128 183 202:
Old : 277: 43 62 38 114 128 183 202:
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 : 20.9 23.6 31.3 31.0 20.1 18.8 29.2 25.8
Old : 20.9 23.6 31.3 31.0 20.1 18.8 29.2 25.8
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 - Futures Only, November 6, 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 : 1,347,859: 223,187 150,329 12,707 898,450 924,449 1,134,344 1,087,485: 213,515 260,374
Old : 1,347,859: 223,187 150,329 12,707 898,450 924,449 1,134,344 1,087,485: 213,515 260,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 10,374: 7,569 -9,147 1,198 15,080 7,743 23,847 -206: -13,473 10,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.2 0.9 66.7 68.6 84.2 80.7: 15.8 19.3
Old : 100.0: 16.6 11.2 0.9 66.7 68.6 84.2 80.7: 15.8 19.3
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 : 200: 32 34 15 85 98 125 139:
Old : 200: 32 34 15 85 98 125 139:
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 22.6 30.8 32.8 18.6 22.4 30.1 30.3
Old : 18.6 22.6 30.8 32.8 18.6 22.4 30.1 30.3
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 - Futures Only, November 6, 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 : 360,034: 14,944 49,053 52,280 271,518 224,861 338,742 326,194: 21,292 33,840
Old : 360,034: 14,944 49,053 52,280 271,518 224,861 338,742 326,194: 21,292 33,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -58,552: -18,569 1,269 -3,270 -37,377 -57,289 -59,216 -59,290: 664 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 13.6 14.5 75.4 62.5 94.1 90.6: 5.9 9.4
Old : 100.0: 4.2 13.6 14.5 75.4 62.5 94.1 90.6: 5.9 9.4
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 : 70: 10 14 20 38 37 59 63:
Old : 70: 10 14 20 38 37 59 63:
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 : 41.1 28.1 51.1 48.8 32.6 25.8 39.2 36.6
Old : 41.1 28.1 51.1 48.8 32.6 25.8 39.2 36.6
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 - Futures Only, November 6, 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 : 51,112: 14,735 6,462 1,859 26,955 38,500 43,549 46,820: 7,564 4,293
Old : 51,112: 14,735 6,462 1,859 26,955 38,500 43,549 46,820: 7,564 4,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,725: -1,737 -2,226 769 -894 -1,467 -1,862 -2,924: -863 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 12.6 3.6 52.7 75.3 85.2 91.6: 14.8 8.4
Old : 100.0: 28.8 12.6 3.6 52.7 75.3 85.2 91.6: 14.8 8.4
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 : 92: 26 14 6 36 27 65 44:
Old : 92: 26 14 6 36 27 65 44:
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 : 21.1 41.0 36.9 62.0 21.1 41.0 36.3 61.8
Old : 21.1 41.0 36.9 62.0 21.1 41.0 36.3 61.8
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 - Futures Only, November 6, 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 : 102,224: 29,470 12,923 3,717 53,910 76,999 87,097 93,639: 15,127 8,585
Old : 102,224: 29,470 12,923 3,717 53,910 76,999 87,097 93,639: 15,127 8,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -5,450: -3,473 -4,451 1,537 -1,788 -2,934 -3,724 -5,848: -1,726 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 12.6 3.6 52.7 75.3 85.2 91.6: 14.8 8.4
Old : 100.0: 28.8 12.6 3.6 52.7 75.3 85.2 91.6: 14.8 8.4
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 : 92: 26 14 6 36 27 65 44:
Old : 92: 26 14 6 36 27 65 44:
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 : 21.1 41.0 36.9 62.0 21.1 41.0 36.3 61.8
Old : 21.1 41.0 36.9 62.0 21.1 41.0 36.3 61.8
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 - Futures Only, November 6, 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 : 7,150: 4,887 6,138 994 1,143 0 7,024 7,132: 126 18
Old : 7,150: 4,887 6,138 994 1,143 0 7,024 7,132: 126 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 394: 581 417 -37 -119 0 425 380: -31 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 85.8 13.9 16.0 0.0 98.2 99.7: 1.8 0.3
Old : 100.0: 68.3 85.8 13.9 16.0 0.0 98.2 99.7: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 3 2 0 15 8:
Old : 20: 11 7 3 2 0 15 8:
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 : 70.1 85.0 89.9 99.7 70.1 76.3 79.2 85.8
Old : 70.1 85.0 89.9 99.7 70.1 76.3 79.2 85.8
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 - Futures Only, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,529: 1,254 4,223 1 10,055 7,265 11,310 11,489: 219 40
Old : 11,529: 1,254 4,223 1 10,055 7,265 11,310 11,489: 219 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -471: -953 -943 0 443 476 -510 -467: 39 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 36.6 0.0 87.2 63.0 98.1 99.7: 1.9 0.3
Old : 100.0: 10.9 36.6 0.0 87.2 63.0 98.1 99.7: 1.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 7 1 5 12 14 19:
Old : 32: 8 7 1 5 12 14 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 : 87.7 80.8 95.1 91.2 87.7 80.8 95.1 91.2
Old : 87.7 80.8 95.1 91.2 87.7 80.8 95.1 91.2
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 - Futures Only, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 14,020: 1,450 2,276 0 12,331 11,690 13,781 13,966: 239 54
Old : 14,020: 1,450 2,276 0 12,331 11,690 13,781 13,966: 239 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 51: -331 474 0 431 -422 100 52: -49 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.2 0.0 88.0 83.4 98.3 99.6: 1.7 0.4
Old : 100.0: 10.3 16.2 0.0 88.0 83.4 98.3 99.6: 1.7 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 : 31: 6 7 0 4 15 10 22:
Old : 31: 6 7 0 4 15 10 22:
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 : 94.9 59.6 97.8 80.4 94.9 59.6 97.8 80.4
Old : 94.9 59.6 97.8 80.4 94.9 59.6 97.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012