WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 548,370: 103,559 122,986 137,257 271,016 233,971 511,831 494,213: 36,539 54,157
Old : 378,863: 72,186 120,178 72,067 208,724 153,019 352,977 345,264: 25,886 33,599
Other: 169,507: 54,492 25,928 42,070 62,292 80,951 158,855 148,949: 10,653 20,558
: : :
: : Changes in Commitments from: December 24, 2012 :
: 15,946: -315 3,961 3,232 11,400 8,339 14,317 15,532: 1,629 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 22.4 25.0 49.4 42.7 93.3 90.1: 6.7 9.9
Old : 100.0: 19.1 31.7 19.0 55.1 40.4 93.2 91.1: 6.8 8.9
Other: 100.0: 32.1 15.3 24.8 36.7 47.8 93.7 87.9: 6.3 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 124 126 135 105 126 292 329:
Old : 375: 112 125 104 95 115 259 294:
Other: 253: 65 62 62 70 107 164 209:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 17.1 27.9 24.7 15.7 13.9 26.3 19.6
Old : 20.1 23.2 33.5 32.1 20.0 21.5 32.9 30.2
Other: 21.3 16.1 33.7 24.8 20.2 14.8 30.5 21.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,528,736: 305,249 123,072 427,612 636,083 740,038 1,368,944 1,290,722: 159,792 238,014
Old : 1,237,683: 246,951 117,543 321,503 532,538 619,309 1,100,992 1,058,355: 136,691 179,328
Other: 291,053: 109,822 57,052 54,586 103,545 120,728 267,952 232,367: 23,100 58,686
: : :
: : Changes in Commitments from: December 24, 2012 :
: 9,538: -6,222 -1,708 16,257 -1,869 -2,487 8,166 12,061: 1,371 -2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.1 28.0 41.6 48.4 89.5 84.4: 10.5 15.6
Old : 100.0: 20.0 9.5 26.0 43.0 50.0 89.0 85.5: 11.0 14.5
Other: 100.0: 37.7 19.6 18.8 35.6 41.5 92.1 79.8: 7.9 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 180 153 215 268 363 550 638:
Old : 720: 185 137 186 257 352 524 599:
Other: 497: 70 99 69 118 283 222 419:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 10.9 18.9 18.2 8.8 6.4 15.6 10.1
Old : 11.0 10.5 20.3 17.7 9.8 8.0 17.9 12.5
Other: 27.3 20.8 43.8 28.8 27.1 17.3 40.3 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 10,755: 1,062 1,127 1,109 6,510 7,339 8,681 9,575: 2,075 1,181
Old : 10,393: 1,065 1,124 1,090 6,189 7,027 8,343 9,241: 2,050 1,152
Other: 363: 3 9 13 321 312 338 334: 25 28
: : :
: : Changes in Commitments from: December 24, 2012 :
: -132: -660 -240 404 415 -510 160 -345: -291 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.5 10.3 60.5 68.2 80.7 89.0: 19.3 11.0
Old : 100.0: 10.2 10.8 10.5 59.5 67.6 80.3 88.9: 19.7 11.1
Other: 100.0: 0.9 2.5 3.6 88.6 86.0 93.1 92.2: 6.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 8 9 18 12 36 26:
Old : 43: 15 7 9 18 12 36 26:
Other: 19: 2 3 3 10 6 14 10:
:----------------------------------------------------------------------------------------------------
: 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 : 33.4 55.1 50.4 71.5 33.3 51.2 47.6 61.9
Old : 33.3 55.9 49.4 72.3 33.2 52.8 47.4 63.0
Other: 74.0 74.7 86.4 90.3 54.3 59.6 61.9 62.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 756,932: 169,600 52,516 243,711 280,879 397,617 694,191 693,844: 62,741 63,088
Old : 657,674: 147,562 44,079 206,899 248,054 359,969 602,515 610,947: 55,159 46,727
Other: 99,258: 38,044 24,443 20,807 32,826 37,648 91,676 82,897: 7,582 16,361
: : :
: : Changes in Commitments from: December 24, 2012 :
: -15,752: -3,416 3,819 -1,721 -8,044 -11,754 -13,181 -9,656: -2,571 -6,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.9 32.2 37.1 52.5 91.7 91.7: 8.3 8.3
Old : 100.0: 22.4 6.7 31.5 37.7 54.7 91.6 92.9: 8.4 7.1
Other: 100.0: 38.3 24.6 21.0 33.1 37.9 92.4 83.5: 7.6 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 165 117 200 128 149 391 384:
Old : 444: 166 111 182 125 140 374 360:
Other: 227: 59 65 51 47 86 132 178:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 14.5 24.0 24.2 12.0 12.0 18.5 19.6
Old : 17.1 15.8 25.4 25.7 14.2 13.3 21.4 20.9
Other: 32.3 21.0 47.0 34.6 32.3 20.2 44.1 30.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 344,337: 63,481 97,991 73,910 175,861 138,375 313,252 310,277: 31,085 34,060
Old : 315,913: 64,801 100,143 62,756 162,450 120,669 290,007 283,567: 25,906 32,346
Other: 28,424: 4,563 3,732 5,270 13,411 17,707 23,245 26,710: 5,179 1,715
: : :
: : Changes in Commitments from: December 24, 2012 :
: -8,827: 363 -2,921 -3,117 -6,206 -2,816 -8,960 -8,853: 133 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 28.5 21.5 51.1 40.2 91.0 90.1: 9.0 9.9
Old : 100.0: 20.5 31.7 19.9 51.4 38.2 91.8 89.8: 8.2 10.2
Other: 100.0: 16.1 13.1 18.5 47.2 62.3 81.8 94.0: 18.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 63 98 95 70 64 195 212:
Old : 262: 65 103 90 70 63 190 208:
Other: 83: 27 9 18 32 21 69 42:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 18.2 24.9 27.5 12.0 13.4 20.9 21.0
Old : 14.3 18.7 26.0 27.3 13.6 14.5 22.7 22.8
Other: 26.2 45.2 41.9 61.9 20.8 37.7 31.5 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 616,161: 51,543 51,269 35,701 388,601 372,743 475,845 459,713: 140,316 156,449
Old : 616,161: 51,543 51,269 35,701 388,601 372,743 475,845 459,713: 140,316 156,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 7,446: -707 1,412 -1,216 12,579 16,660 10,656 16,856: -3,210 -9,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.3 5.8 63.1 60.5 77.2 74.6: 22.8 25.4
Old : 100.0: 8.4 8.3 5.8 63.1 60.5 77.2 74.6: 22.8 25.4
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 : 158: 32 27 39 75 84 125 132:
Old : 158: 32 27 39 75 84 125 132:
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 : 24.3 15.2 32.0 25.2 21.0 13.2 28.0 22.2
Old : 24.3 15.2 32.0 25.2 21.0 13.2 28.0 22.2
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 31, 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 : 349,199: 21,680 44,550 2,945 258,692 248,160 283,317 295,655: 65,882 53,543
Old : 349,199: 21,680 44,550 2,945 258,692 248,160 283,317 295,655: 65,882 53,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -6,890: 2 -1,922 -58 -8,345 -4,524 -8,401 -6,504: 1,511 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.8 0.8 74.1 71.1 81.1 84.7: 18.9 15.3
Old : 100.0: 6.2 12.8 0.8 74.1 71.1 81.1 84.7: 18.9 15.3
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 : 63: 8 5 3 28 38 38 44:
Old : 63: 8 5 3 28 38 38 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 : 36.3 41.4 51.4 53.7 34.1 41.4 45.0 52.8
Old : 36.3 41.4 51.4 53.7 34.1 41.4 45.0 52.8
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 31, 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 : 8,582: 1,097 604 724 6,165 6,943 7,986 8,271: 596 311
Old : 8,582: 1,097 604 724 6,165 6,943 7,986 8,271: 596 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -42: -100 52 -196 597 468 301 324: -343 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.0 8.4 71.8 80.9 93.1 96.4: 6.9 3.6
Old : 100.0: 12.8 7.0 8.4 71.8 80.9 93.1 96.4: 6.9 3.6
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 : 38: 5 5 6 20 21 30 29:
Old : 38: 5 5 6 20 21 30 29:
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 : 41.9 43.9 61.8 65.4 18.7 25.4 30.3 37.2
Old : 41.9 43.9 61.8 65.4 18.7 25.4 30.3 37.2
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 31, 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 : 253,318: 61,340 20,957 52,370 97,634 156,483 211,344 229,810: 41,974 23,508
Old : 224,066: 57,013 20,727 45,357 83,710 136,780 186,080 202,865: 37,986 21,201
Other: 29,252: 6,187 2,089 5,153 13,924 19,704 25,264 26,945: 3,988 2,307
: : :
: : Changes in Commitments from: December 24, 2012 :
: -4,017: -1,873 2,379 1,991 -1,386 -10,480 -1,268 -6,110: -2,749 2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 8.3 20.7 38.5 61.8 83.4 90.7: 16.6 9.3
Old : 100.0: 25.4 9.3 20.2 37.4 61.0 83.0 90.5: 17.0 9.5
Other: 100.0: 21.2 7.1 17.6 47.6 67.4 86.4 92.1: 13.6 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 59 37 50 73 71 162 136:
Old : 190: 60 37 50 72 69 160 134:
Other: 67: 10 16 15 35 17 55 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 : 13.1 36.7 20.6 48.5 7.8 27.5 13.8 32.6
Old : 12.8 36.5 21.0 46.4 7.9 28.0 13.9 33.3
Other: 36.0 49.2 57.5 66.8 27.8 43.2 42.6 53.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,783: 2,901 4,889 619 8,434 7,449 11,954 12,956: 2,829 1,826
Old : 14,725: 2,912 4,886 607 8,434 7,405 11,954 12,898: 2,771 1,826
Other: 58: 0 14 0 0 44 0 58: 58 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -980: -275 583 -147 -267 -1,385 -689 -950: -291 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 33.1 4.2 57.1 50.4 80.9 87.6: 19.1 12.4
Old : 100.0: 19.8 33.2 4.1 57.3 50.3 81.2 87.6: 18.8 12.4
Other: 100.0: 0.0 24.1 0.0 0.0 75.9 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 20 16 8 28 16 53 35:
Old : 69: 21 15 8 28 16 53 35:
Other: 5: 0 2 0 0 3 0 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 46.3 50.5 62.2 37.1 45.0 50.4 60.4
Old : 37.3 46.3 50.7 62.2 37.2 45.0 50.6 60.4
Other: 0.0 96.6 0.0 100.0 0.0 96.6 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 31, 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 : 1,100,626: 324,645 181,149 64,662 583,123 778,754 972,430 1,024,565: 128,196 76,060
Old : 1,100,626: 324,645 181,149 64,662 583,123 778,754 972,430 1,024,565: 128,196 76,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,253: 9,988 5,053 3,588 -7,901 -1,411 5,676 7,230: -4,423 -5,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 16.5 5.9 53.0 70.8 88.4 93.1: 11.6 6.9
Old : 100.0: 29.5 16.5 5.9 53.0 70.8 88.4 93.1: 11.6 6.9
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 : 224: 48 39 26 99 95 160 147:
Old : 224: 48 39 26 99 95 160 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 35.1 25.3 47.6 15.7 34.1 23.9 44.6
Old : 16.6 35.1 25.3 47.6 15.7 34.1 23.9 44.6
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 31, 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 : 1,941,520: 322,672 230,617 183,597 1,143,998 1,190,486 1,650,267 1,604,699: 291,253 336,821
Old : 1,941,520: 322,672 230,617 183,597 1,143,998 1,190,486 1,650,267 1,604,699: 291,253 336,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 21,711: 16,956 -1,039 4,791 4,549 18,838 26,296 22,589: -4,586 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.9 9.5 58.9 61.3 85.0 82.7: 15.0 17.3
Old : 100.0: 16.6 11.9 9.5 58.9 61.3 85.0 82.7: 15.0 17.3
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 : 259: 41 54 59 131 142 207 220:
Old : 259: 41 54 59 131 142 207 220:
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 : 17.0 20.1 27.8 27.1 15.5 15.3 24.7 21.8
Old : 17.0 20.1 27.8 27.1 15.5 15.3 24.7 21.8
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 with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,625,202: 193,212 181,597 77,209 1,140,120 1,115,225 1,410,542 1,374,030: 214,661 251,172
Old : 1,625,202: 193,212 181,597 77,209 1,140,120 1,115,225 1,410,542 1,374,030: 214,661 251,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 3,613: -13,279 -9,162 4,221 7,722 19,921 -1,336 14,980: 4,949 -11,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.2 4.8 70.2 68.6 86.8 84.5: 13.2 15.5
Old : 100.0: 11.9 11.2 4.8 70.2 68.6 86.8 84.5: 13.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 37 31 30 87 106 133 158:
Old : 195: 37 31 30 87 106 133 158:
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 : 28.5 21.5 40.4 31.9 27.9 20.6 39.6 29.8
Old : 28.5 21.5 40.4 31.9 27.9 20.6 39.6 29.8
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 31, 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 : 457,281: 65,268 42,859 69,797 305,286 312,396 440,351 425,051: 16,929 32,230
Old : 457,281: 65,268 42,859 69,797 305,286 312,396 440,351 425,051: 16,929 32,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 7,610: -3,736 -8,397 3,535 7,487 11,347 7,287 6,485: 323 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 9.4 15.3 66.8 68.3 96.3 93.0: 3.7 7.0
Old : 100.0: 14.3 9.4 15.3 66.8 68.3 96.3 93.0: 3.7 7.0
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 : 83: 14 19 26 41 42 69 75:
Old : 83: 14 19 26 41 42 69 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 40.2 45.6 54.2 28.7 37.5 37.6 43.5
Old : 34.9 40.2 45.6 54.2 28.7 37.5 37.6 43.5
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 31, 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 : 48,036: 13,940 4,532 606 25,985 39,518 40,531 44,657: 7,505 3,379
Old : 48,036: 13,940 4,532 606 25,985 39,518 40,531 44,657: 7,505 3,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,219: 317 1,538 103 -1,117 -2,283 -698 -642: -521 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.4 1.3 54.1 82.3 84.4 93.0: 15.6 7.0
Old : 100.0: 29.0 9.4 1.3 54.1 82.3 84.4 93.0: 15.6 7.0
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 : 96: 33 12 6 35 26 69 43:
Old : 96: 33 12 6 35 26 69 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 53.2 34.9 69.1 19.8 53.2 34.6 69.0
Old : 20.0 53.2 34.9 69.1 19.8 53.2 34.6 69.0
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 31, 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 : 96,072: 27,880 9,065 1,212 51,970 79,037 81,062 89,314: 15,010 6,758
Old : 96,072: 27,880 9,065 1,212 51,970 79,037 81,062 89,314: 15,010 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,437: 633 3,075 205 -2,234 -4,565 -1,395 -1,285: -1,042 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.4 1.3 54.1 82.3 84.4 93.0: 15.6 7.0
Old : 100.0: 29.0 9.4 1.3 54.1 82.3 84.4 93.0: 15.6 7.0
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 : 96: 33 12 6 35 26 69 43:
Old : 96: 33 12 6 35 26 69 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 53.2 34.9 69.1 19.8 53.2 34.6 69.0
Old : 20.0 53.2 34.9 69.1 19.8 53.2 34.6 69.0
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 31, 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 : 8,990: 969 4,936 0 7,900 3,981 8,869 8,917: 121 73
Old : 8,990: 969 4,936 0 7,900 3,981 8,869 8,917: 121 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -14: -21 22 0 9 -38 -12 -16: -2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 54.9 0.0 87.9 44.3 98.7 99.2: 1.3 0.8
Old : 100.0: 10.8 54.9 0.0 87.9 44.3 98.7 99.2: 1.3 0.8
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 : 25: 5 7 0 3 10 8 17:
Old : 25: 5 7 0 3 10 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.8 72.6 98.7 88.3 95.8 72.6 98.7 88.3
Old : 95.8 72.6 98.7 88.3 95.8 72.6 98.7 88.3
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 31, 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 : 7,804: 356 1,339 0 7,298 6,438 7,654 7,777: 150 27
Old : 7,804: 356 1,339 0 7,298 6,438 7,654 7,777: 150 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -388: -331 63 0 -27 -444 -358 -381: -30 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 17.2 0.0 93.5 82.5 98.1 99.7: 1.9 0.3
Old : 100.0: 4.6 17.2 0.0 93.5 82.5 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 : 22: 2 6 0 3 12 5 18:
Old : 22: 2 6 0 3 12 5 18:
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 : 97.6 66.1 98.1 86.9 97.5 66.1 97.5 86.9
Old : 97.6 66.1 98.1 86.9 97.5 66.1 97.5 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013