WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 13, 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 : 493,077: 159,362 109,682 85,141 211,821 244,337 456,324 439,160: 36,753 53,917
Old : 358,759: 133,211 101,099 36,024 161,650 186,212 330,885 323,335: 27,874 35,424
Other: 134,318: 45,680 28,112 29,588 50,171 58,125 125,439 115,825: 8,879 18,493
: : :
: : Changes in Commitments from: November 6, 2012 :
: 26,387: 7,963 4,046 11,142 13,136 7,131 32,241 22,319: -5,854 4,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.2 17.3 43.0 49.6 92.5 89.1: 7.5 10.9
Old : 100.0: 37.1 28.2 10.0 45.1 51.9 92.2 90.1: 7.8 9.9
Other: 100.0: 34.0 20.9 22.0 37.4 43.3 93.4 86.2: 6.6 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 151 116 142 98 117 324 316:
Old : 395: 147 110 104 76 109 279 279:
Other: 257: 53 82 52 64 100 155 204:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 18.0 28.2 27.0 16.1 14.9 25.9 21.6
Old : 20.9 22.1 32.0 31.8 20.5 22.1 30.1 30.9
Other: 29.9 18.8 43.6 29.1 24.3 11.8 33.3 18.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 13, 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 : 1,294,574: 394,123 117,964 185,557 563,392 757,909 1,143,072 1,061,430: 151,502 233,144
Old : 1,124,273: 353,478 123,382 137,008 495,352 665,309 985,838 925,699: 138,435 198,574
Other: 170,301: 88,262 42,199 932 68,040 92,600 157,234 135,731: 13,067 34,570
: : :
: : Changes in Commitments from: November 6, 2012 :
: 8,265: -17,664 10,985 5,117 17,129 -11,226 4,582 4,876: 3,683 3,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 9.1 14.3 43.5 58.5 88.3 82.0: 11.7 18.0
Old : 100.0: 31.4 11.0 12.2 44.1 59.2 87.7 82.3: 12.3 17.7
Other: 100.0: 51.8 24.8 0.5 40.0 54.4 92.3 79.7: 7.7 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 787: 201 161 223 254 363 574 648:
Old : 779: 208 153 201 241 356 550 623:
Other: 484: 53 108 17 78 271 142 388:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 9.5 22.1 16.5 9.9 8.0 17.8 12.4
Old : 14.2 9.1 23.7 15.4 13.0 8.8 21.8 13.6
Other: 43.3 26.4 58.7 34.1 43.3 26.3 58.7 34.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 13, 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 : 11,742: 2,180 407 197 6,751 9,529 9,128 10,133: 2,614 1,609
Old : 11,687: 2,180 407 195 6,712 9,490 9,087 10,092: 2,600 1,595
Other: 55: 2 2 0 39 39 41 41: 14 14
: : :
: : Changes in Commitments from: November 6, 2012 :
: -150: -142 -74 42 -109 -406 -209 -438: 59 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.5 1.7 57.5 81.2 77.7 86.3: 22.3 13.7
Old : 100.0: 18.7 3.5 1.7 57.4 81.2 77.8 86.4: 22.2 13.6
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 : 40: 17 4 8 15 10 34 21:
Old : 40: 17 4 7 15 10 34 20:
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 : 35.6 71.4 53.1 81.3 31.1 57.6 46.4 66.8
Old : 35.5 71.4 53.2 81.4 31.0 57.6 46.4 66.9
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 13, 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 : 604,162: 201,469 52,681 87,283 254,101 395,509 542,853 535,473: 61,309 68,689
Old : 545,716: 187,699 46,796 69,659 231,659 370,387 489,017 486,842: 56,699 58,874
Other: 58,446: 30,977 23,092 417 22,442 25,122 53,836 48,631: 4,610 9,815
: : :
: : Changes in Commitments from: November 6, 2012 :
: -16,199: -19,060 9,429 1,089 3,635 -26,948 -14,336 -16,430: -1,863 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 8.7 14.4 42.1 65.5 89.9 88.6: 10.1 11.4
Old : 100.0: 34.4 8.6 12.8 42.5 67.9 89.6 89.2: 10.4 10.8
Other: 100.0: 53.0 39.5 0.7 38.4 43.0 92.1 83.2: 7.9 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 166 101 151 126 171 359 374:
Old : 472: 182 91 134 121 169 347 358:
Other: 230: 31 74 10 34 99 75 177:
:----------------------------------------------------------------------------------------------------
: 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 16.8 27.4 26.4 14.1 16.2 22.9 23.5
Old : 18.7 18.4 28.2 28.0 17.4 17.7 26.8 26.0
Other: 49.8 29.9 65.9 42.2 49.8 29.9 65.9 42.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 13, 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 : 364,792: 59,318 96,939 81,107 191,888 146,258 332,313 324,304: 32,479 40,488
Old : 347,697: 61,480 98,909 73,463 183,982 135,680 318,925 308,052: 28,772 39,645
Other: 17,095: 2,788 2,980 2,694 7,906 10,578 13,388 16,252: 3,707 843
: : :
: : Changes in Commitments from: November 6, 2012 :
: -201: 1,629 4,600 1,894 -2,169 -10,432 1,354 -3,938: -1,555 3,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.6 22.2 52.6 40.1 91.1 88.9: 8.9 11.1
Old : 100.0: 17.7 28.4 21.1 52.9 39.0 91.7 88.6: 8.3 11.4
Other: 100.0: 16.3 17.4 15.8 46.2 61.9 78.3 95.1: 21.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 68 98 124 79 64 232 246:
Old : 303: 75 102 120 79 64 231 243:
Other: 70: 14 17 15 30 12 53 36:
:----------------------------------------------------------------------------------------------------
: 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 17.3 23.5 25.0 12.2 14.1 20.2 21.4
Old : 14.4 17.2 24.0 25.1 12.6 13.8 20.9 21.5
Other: 31.2 47.9 44.8 71.1 19.3 47.7 30.8 63.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 13, 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 : 615,062: 70,100 53,188 7,761 390,284 413,412 468,145 474,361: 146,917 140,701
Old : 615,062: 70,100 53,188 7,761 390,284 413,412 468,145 474,361: 146,917 140,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 60,034: 32,614 -6,952 2,576 12,910 62,419 48,100 58,043: 11,934 1,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.6 1.3 63.5 67.2 76.1 77.1: 23.9 22.9
Old : 100.0: 11.4 8.6 1.3 63.5 67.2 76.1 77.1: 23.9 22.9
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 : 167: 29 33 21 70 77 114 116:
Old : 167: 29 33 21 70 77 114 116:
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 : 22.4 17.1 31.3 27.8 18.7 15.9 26.5 26.6
Old : 22.4 17.1 31.3 27.8 18.7 15.9 26.5 26.6
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 13, 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 : 357,444: 23,868 52,028 1,785 262,099 249,488 287,752 303,301: 69,692 54,143
Old : 357,444: 23,868 52,028 1,785 262,099 249,488 287,752 303,301: 69,692 54,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 11,376: 5,176 13,534 -411 6,205 -3,442 10,970 9,681: 406 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 14.6 0.5 73.3 69.8 80.5 84.9: 19.5 15.1
Old : 100.0: 6.7 14.6 0.5 73.3 69.8 80.5 84.9: 19.5 15.1
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 : 64: 8 6 4 33 36 44 43:
Old : 64: 8 6 4 33 36 44 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 : 34.1 39.7 49.1 51.9 31.8 39.6 42.9 50.6
Old : 34.1 39.7 49.1 51.9 31.8 39.6 42.9 50.6
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 13, 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 : 11,480: 3,955 461 1,936 5,040 8,794 10,931 11,191: 549 289
Old : 11,480: 3,955 461 1,936 5,040 8,794 10,931 11,191: 549 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 422: -1 38 53 432 427 484 518: -62 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.0 16.9 43.9 76.6 95.2 97.5: 4.8 2.5
Old : 100.0: 34.5 4.0 16.9 43.9 76.6 95.2 97.5: 4.8 2.5
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 : 34: 7 4 4 15 21 25 27:
Old : 34: 7 4 4 15 21 25 27:
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 : 67.5 42.5 79.1 69.3 36.8 23.5 41.2 34.8
Old : 67.5 42.5 79.1 69.3 36.8 23.5 41.2 34.8
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 13, 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 : 216,550: 65,460 22,247 26,355 78,676 140,552 170,491 189,154: 46,059 27,396
Old : 201,634: 59,938 22,277 23,847 73,888 129,601 157,673 175,725: 43,961 25,909
Other: 14,916: 6,632 1,080 1,398 4,788 10,951 12,818 13,429: 2,098 1,487
: : :
: : Changes in Commitments from: November 6, 2012 :
: -6,295: -8,508 1,342 842 1,661 -13,995 -6,005 -11,811: -290 5,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 10.3 12.2 36.3 64.9 78.7 87.3: 21.3 12.7
Old : 100.0: 29.7 11.0 11.8 36.6 64.3 78.2 87.2: 21.8 12.8
Other: 100.0: 44.5 7.2 9.4 32.1 73.4 85.9 90.0: 14.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 61 32 57 76 65 164 136:
Old : 186: 60 34 56 74 65 161 135:
Other: 53: 13 7 4 30 9 44 20:
:----------------------------------------------------------------------------------------------------
: 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 35.6 18.8 44.8 9.0 31.3 15.6 39.9
Old : 10.3 34.2 18.2 43.8 8.6 29.8 15.3 38.8
Other: 47.8 57.5 62.1 74.4 44.2 55.2 55.3 69.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 13, 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 : 14,130: 2,852 5,247 82 7,954 6,903 10,888 12,232: 3,242 1,898
Old : 14,111: 2,853 5,247 81 7,954 6,887 10,888 12,215: 3,223 1,896
Other: 19: 0 1 0 0 16 0 17: 19 2
: : :
: : Changes in Commitments from: November 6, 2012 :
: 331: 138 270 -30 134 34 242 274: 89 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 37.1 0.6 56.3 48.9 77.1 86.6: 22.9 13.4
Old : 100.0: 20.2 37.2 0.6 56.4 48.8 77.2 86.6: 22.8 13.4
Other: 100.0: 0.0 5.3 0.0 0.0 84.2 0.0 89.5: 100.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 18 19 3 25 9 43 31:
Old : 66: 18 19 3 25 8 43 30:
Other: 5: 0 1 0 0 4 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 47.6 51.5 64.2 37.2 46.8 51.5 63.4
Old : 37.2 47.6 51.6 64.2 37.2 46.8 51.6 63.4
Other: 0.0 84.2 0.0 89.5 0.0 84.2 0.0 89.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 13, 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 : 1,037,462: 280,009 275,134 21,386 605,040 657,326 906,435 953,846: 131,027 83,616
Old : 1,037,462: 280,009 275,134 21,386 605,040 657,326 906,435 953,846: 131,027 83,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 73,751: 24,427 23,697 5,801 33,232 54,131 63,460 83,629: 10,291 -9,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 26.5 2.1 58.3 63.4 87.4 91.9: 12.6 8.1
Old : 100.0: 27.0 26.5 2.1 58.3 63.4 87.4 91.9: 12.6 8.1
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 : 220: 48 38 26 97 93 158 144:
Old : 220: 48 38 26 97 93 158 144:
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 : 15.4 33.1 25.4 44.7 13.3 32.2 23.0 43.3
Old : 15.4 33.1 25.4 44.7 13.3 32.2 23.0 43.3
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 13, 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 : 1,764,600: 370,730 212,211 49,126 1,054,278 1,167,954 1,474,134 1,429,291: 290,466 335,309
Old : 1,764,600: 370,730 212,211 49,126 1,054,278 1,167,954 1,474,134 1,429,291: 290,466 335,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 69,836: 51,173 3,011 1,156 -15,041 47,906 37,288 52,073: 32,548 17,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.0 2.8 59.7 66.2 83.5 81.0: 16.5 19.0
Old : 100.0: 21.0 12.0 2.8 59.7 66.2 83.5 81.0: 16.5 19.0
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 : 276: 45 55 37 116 129 184 198:
Old : 276: 45 55 37 116 129 184 198:
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 : 20.2 21.4 31.7 29.3 19.7 16.4 30.1 23.7
Old : 20.2 21.4 31.7 29.3 19.7 16.4 30.1 23.7
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 13, 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 : 1,442,795: 295,901 177,064 24,807 884,479 986,252 1,205,187 1,188,123: 237,608 254,672
Old : 1,442,795: 295,901 177,064 24,807 884,479 986,252 1,205,187 1,188,123: 237,608 254,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 94,936: 72,714 26,735 12,100 -13,971 61,803 70,843 100,638: 24,093 -5,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.3 1.7 61.3 68.4 83.5 82.3: 16.5 17.7
Old : 100.0: 20.5 12.3 1.7 61.3 68.4 83.5 82.3: 16.5 17.7
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 : 207: 30 40 17 82 107 122 154:
Old : 207: 30 40 17 82 107 122 154:
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 : 19.4 21.6 31.1 32.4 19.4 21.3 30.6 31.4
Old : 19.4 21.6 31.1 32.4 19.4 21.3 30.6 31.4
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 13, 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 : 372,098: 16,742 49,266 54,634 277,745 235,278 349,121 339,178: 22,977 32,920
Old : 372,098: 16,742 49,266 54,634 277,745 235,278 349,121 339,178: 22,977 32,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 12,064: 1,798 213 2,354 6,227 10,417 10,379 12,984: 1,685 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 13.2 14.7 74.6 63.2 93.8 91.2: 6.2 8.8
Old : 100.0: 4.5 13.2 14.7 74.6 63.2 93.8 91.2: 6.2 8.8
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 : 71: 11 16 21 38 37 60 64:
Old : 71: 11 16 21 38 37 60 64:
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 : 41.4 28.5 51.7 49.3 32.8 27.2 39.4 37.4
Old : 41.4 28.5 51.7 49.3 32.8 27.2 39.4 37.4
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 13, 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 : 50,635: 12,483 8,915 2,816 25,812 35,030 41,110 46,760: 9,525 3,875
Old : 50,635: 12,483 8,915 2,816 25,812 35,030 41,110 46,760: 9,525 3,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -477: -2,252 2,453 957 -1,144 -3,470 -2,439 -60: 1,962 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 17.6 5.6 51.0 69.2 81.2 92.3: 18.8 7.7
Old : 100.0: 24.7 17.6 5.6 51.0 69.2 81.2 92.3: 18.8 7.7
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 : 100: 26 20 6 38 24 67 47:
Old : 100: 26 20 6 38 24 67 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 : 18.5 37.4 33.9 60.1 16.6 36.3 31.0 57.5
Old : 18.5 37.4 33.9 60.1 16.6 36.3 31.0 57.5
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 13, 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 : 101,270: 24,966 17,829 5,631 51,623 70,060 82,220 93,520: 19,050 7,750
Old : 101,270: 24,966 17,829 5,631 51,623 70,060 82,220 93,520: 19,050 7,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -954: -4,504 4,906 1,914 -2,287 -6,939 -4,877 -119: 3,923 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 17.6 5.6 51.0 69.2 81.2 92.3: 18.8 7.7
Old : 100.0: 24.7 17.6 5.6 51.0 69.2 81.2 92.3: 18.8 7.7
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 : 100: 26 20 6 38 24 67 47:
Old : 100: 26 20 6 38 24 67 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 : 18.5 37.4 33.9 60.1 16.6 36.3 31.0 57.5
Old : 18.5 37.4 33.9 60.1 16.6 36.3 31.0 57.5
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 13, 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 : 8,106: 5,879 7,117 953 1,149 27 7,981 8,097: 125 9
Old : 8,106: 5,879 7,117 953 1,149 27 7,981 8,097: 125 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 956: 992 979 -41 6 27 957 965: -1 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 87.8 11.8 14.2 0.3 98.5 99.9: 1.5 0.1
Old : 100.0: 72.5 87.8 11.8 14.2 0.3 98.5 99.9: 1.5 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 : 21: 11 7 3 2 1 15 9:
Old : 21: 11 7 3 2 1 15 9:
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 : 61.8 86.1 88.5 99.6 61.8 77.0 80.2 88.1
Old : 61.8 86.1 88.5 99.6 61.8 77.0 80.2 88.1
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 13, 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 : 11,747: 1,088 4,339 1 10,427 7,344 11,516 11,684: 231 63
Old : 11,747: 1,088 4,339 1 10,427 7,344 11,516 11,684: 231 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 218: -166 116 0 372 79 206 195: 12 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 36.9 0.0 88.8 62.5 98.0 99.5: 2.0 0.5
Old : 100.0: 9.3 36.9 0.0 88.8 62.5 98.0 99.5: 2.0 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: 7 7 1 5 12 13 19:
Old : 31: 7 7 1 5 12 13 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 : 89.4 79.9 96.4 90.0 89.4 79.8 96.4 90.0
Old : 89.4 79.9 96.4 90.0 89.4 79.8 96.4 90.0
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 13, 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 : 14,047: 1,412 2,334 0 12,337 11,674 13,749 14,008: 298 39
Old : 14,047: 1,412 2,334 0 12,337 11,674 13,749 14,008: 298 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 27: -38 58 0 6 -16 -32 42: 59 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.6 0.0 87.8 83.1 97.9 99.7: 2.1 0.3
Old : 100.0: 10.1 16.6 0.0 87.8 83.1 97.9 99.7: 2.1 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 : 31: 7 6 0 4 15 11 21:
Old : 31: 7 6 0 4 15 11 21:
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 56.6 97.0 77.1 94.2 56.6 97.0 77.1
Old : 94.2 56.6 97.0 77.1 94.2 56.6 97.0 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012