WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 20, 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 : 494,374: 141,105 107,930 89,934 225,198 245,223 456,237 443,087: 38,137 51,287
Old : 357,561: 116,087 101,158 38,054 174,555 186,072 328,696 325,284: 28,865 32,277
Other: 136,813: 46,680 28,434 30,218 50,643 59,151 127,541 117,803: 9,272 19,010
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,297: -18,257 -1,752 4,793 13,377 886 -87 3,927: 1,384 -2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.8 18.2 45.6 49.6 92.3 89.6: 7.7 10.4
Old : 100.0: 32.5 28.3 10.6 48.8 52.0 91.9 91.0: 8.1 9.0
Other: 100.0: 34.1 20.8 22.1 37.0 43.2 93.2 86.1: 6.8 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 150 113 148 96 117 319 318:
Old : 387: 146 111 117 77 107 280 284:
Other: 264: 60 81 47 65 102 156 206:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 18.0 28.5 26.7 16.1 14.6 26.0 21.6
Old : 20.9 22.2 33.9 32.1 20.1 22.2 31.7 31.5
Other: 28.6 18.4 42.1 28.9 23.1 11.4 32.3 17.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 20, 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 : 1,301,506: 408,558 94,549 189,415 552,079 787,976 1,150,052 1,071,940: 151,454 229,566
Old : 1,127,947: 367,028 96,480 143,048 480,399 694,426 990,475 933,954: 137,472 193,993
Other: 173,559: 86,924 43,463 973 71,680 93,550 159,577 137,986: 13,982 35,573
: : :
: : Changes in Commitments from: November 13, 2012 :
: 6,932: 14,435 -23,415 3,858 -11,313 30,067 6,980 10,510: -48 -3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.3 14.6 42.4 60.5 88.4 82.4: 11.6 17.6
Old : 100.0: 32.5 8.6 12.7 42.6 61.6 87.8 82.8: 12.2 17.2
Other: 100.0: 50.1 25.0 0.6 41.3 53.9 91.9 79.5: 8.1 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 798: 204 160 220 260 365 588 651:
Old : 791: 218 147 202 248 360 567 630:
Other: 488: 51 107 16 79 275 139 394:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 10.2 21.1 17.7 9.6 8.4 17.4 13.2
Old : 13.1 10.0 22.5 16.8 12.0 9.3 20.4 14.2
Other: 42.3 26.1 58.2 35.0 42.3 26.1 58.2 35.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 20, 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 : 11,445: 2,239 326 238 6,617 9,384 9,094 9,948: 2,351 1,497
Old : 11,338: 2,240 326 236 6,531 9,301 9,007 9,863: 2,331 1,475
Other: 107: 1 2 0 86 83 87 85: 20 22
: : :
: : Changes in Commitments from: November 13, 2012 :
: -297: 59 -81 41 -134 -145 -34 -185: -263 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.8 2.1 57.8 82.0 79.5 86.9: 20.5 13.1
Old : 100.0: 19.8 2.9 2.1 57.6 82.0 79.4 87.0: 20.6 13.0
Other: 100.0: 0.9 1.9 0.0 80.4 77.6 81.3 79.4: 18.7 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 6 8 17 10 37 22:
Old : 42: 18 6 8 17 10 37 22:
Other: 12: 1 1 0 6 5 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 71.0 51.3 81.0 31.0 58.3 46.7 66.7
Old : 33.1 71.3 51.3 81.1 30.7 58.6 46.6 67.1
Other: 76.6 72.9 81.3 79.4 71.0 72.0 75.7 73.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 20, 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 : 603,691: 192,367 59,672 90,397 261,307 387,676 544,071 537,745: 59,620 65,946
Old : 542,872: 180,801 55,728 69,833 238,117 362,478 488,751 488,039: 54,121 54,833
Other: 60,819: 31,532 23,910 598 23,190 25,198 55,320 49,706: 5,499 11,113
: : :
: : Changes in Commitments from: November 13, 2012 :
: -471: -9,102 6,991 3,114 7,206 -7,833 1,218 2,272: -1,689 -2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 9.9 15.0 43.3 64.2 90.1 89.1: 9.9 10.9
Old : 100.0: 33.3 10.3 12.9 43.9 66.8 90.0 89.9: 10.0 10.1
Other: 100.0: 51.8 39.3 1.0 38.1 41.4 91.0 81.7: 9.0 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 163 105 145 133 167 356 374:
Old : 468: 172 101 122 129 163 344 350:
Other: 221: 31 66 6 34 99 71 168:
:----------------------------------------------------------------------------------------------------
: 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 16.6 27.8 25.5 15.0 15.6 23.9 23.0
Old : 19.2 18.3 28.7 27.7 18.1 17.1 27.6 25.5
Other: 47.9 27.2 64.8 39.9 47.9 27.2 64.8 39.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 20, 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 : 344,913: 60,982 101,583 63,967 186,840 141,677 311,789 307,227: 33,124 37,686
Old : 327,360: 62,958 103,188 56,130 178,817 131,278 297,905 290,596: 29,455 36,764
Other: 17,553: 2,577 2,948 3,284 8,023 10,399 13,884 16,631: 3,669 922
: : :
: : Changes in Commitments from: November 13, 2012 :
: -19,879: 1,664 4,644 -17,140 -5,048 -4,581 -20,524 -17,077: 645 -2,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.5 18.5 54.2 41.1 90.4 89.1: 9.6 10.9
Old : 100.0: 19.2 31.5 17.1 54.6 40.1 91.0 88.8: 9.0 11.2
Other: 100.0: 14.7 16.8 18.7 45.7 59.2 79.1 94.7: 20.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 64 91 109 86 68 222 234:
Old : 291: 70 96 106 86 68 222 231:
Other: 65: 11 14 14 29 15 49 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 : 14.8 18.8 24.2 27.0 13.4 15.6 21.5 23.2
Old : 15.0 18.7 24.5 27.3 14.1 15.5 22.5 23.4
Other: 35.1 46.1 49.1 66.4 21.5 40.2 33.9 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 20, 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 : 633,185: 82,668 52,897 7,419 384,947 423,284 475,034 483,600: 158,151 149,585
Old : 633,185: 82,668 52,897 7,419 384,947 423,284 475,034 483,600: 158,151 149,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 18,123: 12,568 -291 -342 -5,337 9,872 6,889 9,239: 11,234 8,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.4 1.2 60.8 66.8 75.0 76.4: 25.0 23.6
Old : 100.0: 13.1 8.4 1.2 60.8 66.8 75.0 76.4: 25.0 23.6
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 : 173: 28 35 20 71 85 112 127:
Old : 173: 28 35 20 71 85 112 127:
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 : 20.6 17.1 28.9 27.9 17.2 15.6 24.2 26.1
Old : 20.6 17.1 28.9 27.9 17.2 15.6 24.2 26.1
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 20, 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 : 356,716: 24,352 52,580 1,868 259,427 244,979 285,647 299,427: 71,069 57,289
Old : 356,716: 24,352 52,580 1,868 259,427 244,979 285,647 299,427: 71,069 57,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -728: 484 552 83 -2,672 -4,509 -2,105 -3,874: 1,377 3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 14.7 0.5 72.7 68.7 80.1 83.9: 19.9 16.1
Old : 100.0: 6.8 14.7 0.5 72.7 68.7 80.1 83.9: 19.9 16.1
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 : 63: 8 6 4 32 36 43 43:
Old : 63: 8 6 4 32 36 43 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 39.6 49.2 50.7 31.9 39.5 43.1 49.5
Old : 34.1 39.6 49.2 50.7 31.9 39.5 43.1 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 20, 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 : 11,408: 2,617 247 2,584 5,574 8,380 10,775 11,211: 633 197
Old : 11,408: 2,617 247 2,584 5,574 8,380 10,775 11,211: 633 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -72: -1,338 -214 648 534 -414 -156 20: 84 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.2 22.7 48.9 73.5 94.5 98.3: 5.5 1.7
Old : 100.0: 22.9 2.2 22.7 48.9 73.5 94.5 98.3: 5.5 1.7
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 : 33: 6 4 6 15 19 25 28:
Old : 33: 6 4 6 15 19 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 49.2 77.0 72.0 22.4 23.9 29.6 30.0
Old : 61.2 49.2 77.0 72.0 22.4 23.9 29.6 30.0
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 20, 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 : 217,998: 64,695 20,597 23,150 85,072 146,259 172,917 190,006: 45,081 27,992
Old : 202,398: 59,022 20,679 20,935 80,011 134,893 159,968 176,507: 42,430 25,891
Other: 15,600: 6,584 829 1,304 5,061 11,366 12,949 13,499: 2,651 2,101
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,448: -765 -1,650 -3,205 6,396 5,707 2,426 852: -978 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.4 10.6 39.0 67.1 79.3 87.2: 20.7 12.8
Old : 100.0: 29.2 10.2 10.3 39.5 66.6 79.0 87.2: 21.0 12.8
Other: 100.0: 42.2 5.3 8.4 32.4 72.9 83.0 86.5: 17.0 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 59 30 46 81 68 161 129:
Old : 185: 59 32 45 78 68 157 128:
Other: 49: 12 6 4 29 10 41 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 : 11.7 36.4 20.5 45.8 9.4 30.5 16.6 39.2
Old : 11.7 35.0 20.1 45.0 9.2 29.9 16.3 38.2
Other: 47.2 57.3 61.8 73.9 45.4 54.3 55.6 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 20, 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 : 14,277: 2,822 5,421 142 8,082 6,737 11,046 12,300: 3,231 1,977
Old : 14,258: 2,823 5,421 141 8,082 6,721 11,046 12,283: 3,212 1,975
Other: 19: 0 1 0 0 16 0 17: 19 2
: : :
: : Changes in Commitments from: November 13, 2012 :
: 147: -30 174 60 128 -166 158 68: -11 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 38.0 1.0 56.6 47.2 77.4 86.2: 22.6 13.8
Old : 100.0: 19.8 38.0 1.0 56.7 47.1 77.5 86.1: 22.5 13.9
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 : 37.3 46.3 51.6 62.6 37.3 45.5 51.6 61.8
Old : 37.4 46.3 51.7 62.6 37.4 45.5 51.7 61.9
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 20, 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 : 1,093,732: 336,453 253,943 30,978 582,371 731,591 949,802 1,016,512: 143,930 77,220
Old : 1,093,732: 336,453 253,943 30,978 582,371 731,591 949,802 1,016,512: 143,930 77,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 56,270: 56,444 -21,191 9,592 -22,669 74,265 43,367 62,666: 12,903 -6,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 23.2 2.8 53.2 66.9 86.8 92.9: 13.2 7.1
Old : 100.0: 30.8 23.2 2.8 53.2 66.9 86.8 92.9: 13.2 7.1
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 : 230: 53 33 26 108 97 173 145:
Old : 230: 53 33 26 108 97 173 145:
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 : 13.9 35.4 23.2 47.3 12.4 34.3 21.4 45.8
Old : 13.9 35.4 23.2 47.3 12.4 34.3 21.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 20, 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 : 1,857,000: 417,644 256,231 53,692 1,092,701 1,205,639 1,564,037 1,515,562: 292,963 341,438
Old : 1,857,000: 417,644 256,231 53,692 1,092,701 1,205,639 1,564,037 1,515,562: 292,963 341,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 92,400: 46,914 44,020 4,566 38,423 37,685 89,903 86,271: 2,497 6,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.8 2.9 58.8 64.9 84.2 81.6: 15.8 18.4
Old : 100.0: 22.5 13.8 2.9 58.8 64.9 84.2 81.6: 15.8 18.4
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 : 289: 48 62 37 111 143 183 218:
Old : 289: 48 62 37 111 143 183 218:
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 : 19.7 20.4 31.1 27.9 18.8 16.1 29.0 23.0
Old : 19.7 20.4 31.1 27.9 18.8 16.1 29.0 23.0
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 20, 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 : 1,512,595: 329,726 201,689 20,676 903,025 1,031,148 1,253,427 1,253,513: 259,168 259,082
Old : 1,512,595: 329,726 201,689 20,676 903,025 1,031,148 1,253,427 1,253,513: 259,168 259,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 69,800: 33,825 24,625 -4,131 18,546 44,896 48,240 65,390: 21,560 4,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 13.3 1.4 59.7 68.2 82.9 82.9: 17.1 17.1
Old : 100.0: 21.8 13.3 1.4 59.7 68.2 82.9 82.9: 17.1 17.1
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 : 206: 34 42 18 82 105 128 153:
Old : 206: 34 42 18 82 105 128 153:
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 : 20.8 21.8 32.1 32.7 20.8 21.6 32.1 31.4
Old : 20.8 21.8 32.1 32.7 20.8 21.6 32.1 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 20, 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 : 381,820: 18,574 47,183 55,778 280,701 246,376 355,053 349,337: 26,767 32,483
Old : 381,820: 18,574 47,183 55,778 280,701 246,376 355,053 349,337: 26,767 32,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 9,722: 1,832 -2,083 1,144 2,956 11,098 5,932 10,159: 3,790 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.4 14.6 73.5 64.5 93.0 91.5: 7.0 8.5
Old : 100.0: 4.9 12.4 14.6 73.5 64.5 93.0 91.5: 7.0 8.5
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 : 73: 12 16 21 38 39 60 67:
Old : 73: 12 16 21 38 39 60 67:
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 : 41.2 30.1 51.4 49.8 32.6 28.9 38.9 38.2
Old : 41.2 30.1 51.4 49.8 32.6 28.9 38.9 38.2
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 20, 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 : 48,149: 9,387 11,227 2,525 27,627 29,519 39,539 43,270: 8,610 4,879
Old : 48,149: 9,387 11,227 2,525 27,627 29,519 39,539 43,270: 8,610 4,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -2,487: -3,096 2,312 -291 1,816 -5,511 -1,572 -3,490: -915 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.3 5.2 57.4 61.3 82.1 89.9: 17.9 10.1
Old : 100.0: 19.5 23.3 5.2 57.4 61.3 82.1 89.9: 17.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 23 19 5 34 23 60 44:
Old : 92: 23 19 5 34 23 60 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 : 20.8 36.3 36.7 58.6 19.2 32.2 33.7 53.7
Old : 20.8 36.3 36.7 58.6 19.2 32.2 33.7 53.7
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 20, 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 : 96,297: 18,774 22,453 5,049 55,254 59,038 79,077 86,540: 17,220 9,757
Old : 96,297: 18,774 22,453 5,049 55,254 59,038 79,077 86,540: 17,220 9,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -4,973: -6,192 4,624 -582 3,631 -11,022 -3,143 -6,980: -1,830 2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.3 5.2 57.4 61.3 82.1 89.9: 17.9 10.1
Old : 100.0: 19.5 23.3 5.2 57.4 61.3 82.1 89.9: 17.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 23 19 5 34 23 60 44:
Old : 92: 23 19 5 34 23 60 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 : 20.8 36.3 36.7 58.6 19.2 32.2 33.7 53.7
Old : 20.8 36.3 36.7 58.6 19.2 32.2 33.7 53.7
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 20, 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 : 7,153: 4,921 5,764 986 1,121 394 7,028 7,144: 125 9
Old : 7,153: 4,921 5,764 986 1,121 394 7,028 7,144: 125 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -953: -958 -1,353 33 -28 367 -953 -953: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 80.6 13.8 15.7 5.5 98.3 99.9: 1.7 0.1
Old : 100.0: 68.8 80.6 13.8 15.7 5.5 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 8 3 2 1 13 10:
Old : 20: 9 8 3 2 1 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 79.9 90.9 97.1 70.6 68.4 80.3 85.7
Old : 70.6 79.9 90.9 97.1 70.6 68.4 80.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 20, 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 : 12,356: 950 4,119 1 11,188 8,159 12,139 12,279: 217 77
Old : 12,356: 950 4,119 1 11,188 8,159 12,139 12,279: 217 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 609: -138 -220 0 761 815 623 595: -14 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 33.3 0.0 90.5 66.0 98.2 99.4: 1.8 0.6
Old : 100.0: 7.7 33.3 0.0 90.5 66.0 98.2 99.4: 1.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 7 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 : 91.0 80.4 96.3 90.5 91.0 80.4 96.3 90.5
Old : 91.0 80.4 96.3 90.5 91.0 80.4 96.3 90.5
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 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,606: 1,111 2,102 0 12,239 11,455 13,350 13,557: 256 49
Old : 13,606: 1,111 2,102 0 12,239 11,455 13,350 13,557: 256 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -441: -301 -232 0 -98 -219 -399 -451: -42 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.4 0.0 90.0 84.2 98.1 99.6: 1.9 0.4
Old : 100.0: 8.2 15.4 0.0 90.0 84.2 98.1 99.6: 1.9 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 : 30: 6 6 0 4 15 10 21:
Old : 30: 6 6 0 4 15 10 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 : 95.0 56.0 97.6 77.7 95.0 56.0 97.6 77.7
Old : 95.0 56.0 97.6 77.7 95.0 56.0 97.6 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012