WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 27, 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 : 461,646: 130,247 97,588 82,054 207,396 230,809 419,697 410,451: 41,949 51,195
Old : 325,392: 105,313 91,871 30,819 157,410 171,868 293,542 294,558: 31,850 30,834
Other: 136,254: 47,685 28,468 28,484 49,986 58,941 126,155 115,893: 10,099 20,361
: : :
: : Changes in Commitments from: November 20, 2012 :
: -32,728: -10,858 -10,342 -7,880 -17,802 -14,414 -36,540 -32,636: 3,812 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.1 17.8 44.9 50.0 90.9 88.9: 9.1 11.1
Old : 100.0: 32.4 28.2 9.5 48.4 52.8 90.2 90.5: 9.8 9.5
Other: 100.0: 35.0 20.9 20.9 36.7 43.3 92.6 85.1: 7.4 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 139 104 122 93 119 300 293:
Old : 367: 135 99 86 74 105 258 250:
Other: 253: 58 69 50 63 104 155 198:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 20.7 29.2 29.9 16.8 17.0 28.1 24.6
Old : 21.6 26.5 34.3 37.7 21.4 26.5 34.1 37.0
Other: 28.9 17.5 42.2 28.1 23.8 11.5 33.2 17.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 27, 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 : 1,240,603: 393,687 63,301 164,012 528,084 788,080 1,085,783 1,015,393: 154,820 225,210
Old : 1,062,184: 352,366 66,464 115,371 454,992 692,101 922,729 873,936: 139,455 188,248
Other: 178,419: 88,946 44,462 1,016 73,092 95,979 163,054 141,457: 15,365 36,962
: : :
: : Changes in Commitments from: November 20, 2012 :
: -60,903: -14,871 -31,248 -25,403 -23,995 104 -64,269 -56,547: 3,366 -4,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 5.1 13.2 42.6 63.5 87.5 81.8: 12.5 18.2
Old : 100.0: 33.2 6.3 10.9 42.8 65.2 86.9 82.3: 13.1 17.7
Other: 100.0: 49.9 24.9 0.6 41.0 53.8 91.4 79.3: 8.6 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 753: 193 132 178 251 366 539 604:
Old : 745: 206 115 163 238 358 517 582:
Other: 485: 52 98 17 79 282 141 390:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 12.9 22.1 19.9 10.4 10.0 18.7 15.8
Old : 14.1 12.0 23.9 18.9 12.4 11.3 21.7 17.2
Other: 42.2 25.9 58.0 34.1 42.2 25.9 58.0 34.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 27, 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 : 10,710: 2,246 71 94 5,623 8,724 7,963 8,889: 2,747 1,821
Old : 10,582: 2,245 71 94 5,514 8,617 7,853 8,782: 2,729 1,800
Other: 128: 1 0 0 109 107 110 107: 18 21
: : :
: : Changes in Commitments from: November 20, 2012 :
: -735: 7 -255 -144 -994 -660 -1,131 -1,059: 396 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 0.7 0.9 52.5 81.5 74.4 83.0: 25.6 17.0
Old : 100.0: 21.2 0.7 0.9 52.1 81.4 74.2 83.0: 25.8 17.0
Other: 100.0: 0.8 0.0 0.0 85.2 83.6 85.9 83.6: 14.1 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 3 4 16 10 33 17:
Old : 39: 17 3 4 16 10 33 17:
Other: 11: 1 0 0 6 5 7 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 : 29.8 65.0 47.4 78.3 29.8 62.8 47.3 71.2
Old : 29.8 65.5 47.2 78.3 29.8 63.3 47.1 71.3
Other: 82.0 79.7 85.9 83.6 75.8 77.3 79.7 77.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 27, 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 : 603,386: 187,431 65,242 89,657 264,580 381,637 541,668 536,536: 61,718 66,850
Old : 540,791: 177,464 63,063 66,271 241,160 356,029 484,895 485,363: 55,896 55,428
Other: 62,595: 32,594 24,806 759 23,420 25,608 56,773 51,173: 5,822 11,422
: : :
: : Changes in Commitments from: November 20, 2012 :
: -305: -4,936 5,570 -740 3,273 -6,039 -2,403 -1,209: 2,098 904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.8 14.9 43.8 63.2 89.8 88.9: 10.2 11.1
Old : 100.0: 32.8 11.7 12.3 44.6 65.8 89.7 89.8: 10.3 10.2
Other: 100.0: 52.1 39.6 1.2 37.4 40.9 90.7 81.8: 9.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 161 104 154 130 157 367 363:
Old : 460: 175 100 129 128 150 357 334:
Other: 219: 31 70 12 33 93 76 167:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 16.3 28.1 25.5 15.7 15.3 24.6 23.4
Old : 19.6 18.0 29.2 28.1 18.9 16.9 28.5 26.0
Other: 47.9 28.2 64.9 40.1 47.8 28.2 64.9 39.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 27, 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 : 319,556: 61,634 97,219 49,346 173,954 133,425 284,934 279,990: 34,622 39,566
Old : 300,579: 63,078 98,620 41,568 166,008 122,166 270,654 262,354: 29,925 38,225
Other: 18,977: 3,044 3,087 3,290 7,946 11,259 14,280 17,636: 4,697 1,341
: : :
: : Changes in Commitments from: November 20, 2012 :
: -25,357: 652 -4,364 -14,621 -12,886 -8,252 -26,855 -27,237: 1,498 1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 30.4 15.4 54.4 41.8 89.2 87.6: 10.8 12.4
Old : 100.0: 21.0 32.8 13.8 55.2 40.6 90.0 87.3: 10.0 12.7
Other: 100.0: 16.0 16.3 17.3 41.9 59.3 75.2 92.9: 24.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 61 84 86 76 64 195 200:
Old : 257: 63 90 82 76 62 193 195:
Other: 64: 13 11 11 29 16 46 35:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 18.2 23.8 26.6 12.1 13.9 20.7 22.0
Old : 13.9 18.1 24.3 27.0 12.7 13.6 22.1 22.1
Other: 33.7 45.6 49.0 64.9 23.3 36.9 33.6 53.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 27, 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 : 688,751: 75,364 49,540 32,200 409,405 447,784 516,969 529,524: 171,782 159,227
Old : 688,751: 75,364 49,540 32,200 409,405 447,784 516,969 529,524: 171,782 159,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 55,566: -7,304 -3,357 24,781 24,458 24,500 41,935 45,924: 13,631 9,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.2 4.7 59.4 65.0 75.1 76.9: 24.9 23.1
Old : 100.0: 10.9 7.2 4.7 59.4 65.0 75.1 76.9: 24.9 23.1
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 : 150: 32 23 20 63 72 108 103:
Old : 150: 32 23 20 63 72 108 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 18.4 28.5 28.4 16.5 14.0 23.2 23.4
Old : 20.9 18.4 28.5 28.4 16.5 14.0 23.2 23.4
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 27, 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 : 389,460: 21,891 53,108 8,513 266,987 256,121 297,391 317,742: 92,069 71,718
Old : 389,460: 21,891 53,108 8,513 266,987 256,121 297,391 317,742: 92,069 71,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 32,744: -2,461 528 6,645 7,560 11,142 11,744 18,315: 21,000 14,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 13.6 2.2 68.6 65.8 76.4 81.6: 23.6 18.4
Old : 100.0: 5.6 13.6 2.2 68.6 65.8 76.4 81.6: 23.6 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 : 63: 7 6 8 30 36 44 46:
Old : 63: 7 6 8 30 36 44 46:
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 : 31.3 36.0 45.3 47.0 29.5 35.9 39.6 45.7
Old : 31.3 36.0 45.3 47.0 29.5 35.9 39.6 45.7
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 27, 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 : 10,761: 1,809 180 2,842 5,556 7,502 10,207 10,524: 554 237
Old : 10,761: 1,809 180 2,842 5,556 7,502 10,207 10,524: 554 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -647: -808 -67 258 -18 -878 -568 -687: -79 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 1.7 26.4 51.6 69.7 94.9 97.8: 5.1 2.2
Old : 100.0: 16.8 1.7 26.4 51.6 69.7 94.9 97.8: 5.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 3 6 15 19 26 27:
Old : 33: 7 3 6 15 19 26 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 : 58.5 50.2 75.2 70.6 20.1 25.8 30.3 33.2
Old : 58.5 50.2 75.2 70.6 20.1 25.8 30.3 33.2
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 - Futures Only, November 27, 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 : 211,266: 60,902 22,200 21,815 82,403 138,457 165,120 182,472: 46,146 28,794
Old : 194,984: 56,246 23,768 18,157 77,148 126,303 151,551 168,228: 43,433 26,756
Other: 16,282: 7,128 904 1,186 5,255 12,154 13,569 14,244: 2,713 2,038
: : :
: : Changes in Commitments from: November 20, 2012 :
: -6,732: -3,793 1,603 -1,335 -2,669 -7,802 -7,797 -7,534: 1,065 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 10.5 10.3 39.0 65.5 78.2 86.4: 21.8 13.6
Old : 100.0: 28.8 12.2 9.3 39.6 64.8 77.7 86.3: 22.3 13.7
Other: 100.0: 43.8 5.6 7.3 32.3 74.6 83.3 87.5: 16.7 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 55 33 50 72 61 155 126:
Old : 180: 54 36 49 70 61 152 125:
Other: 51: 14 5 4 28 12 42 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 36.3 20.1 45.8 9.8 30.9 17.0 38.0
Old : 11.7 34.6 20.3 44.7 9.5 30.6 16.8 38.1
Other: 46.1 58.5 60.1 74.5 45.0 55.4 53.9 67.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 27, 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 : 14,373: 2,903 5,421 213 8,088 6,826 11,204 12,460: 3,169 1,913
Old : 14,355: 2,904 5,421 212 8,088 6,811 11,204 12,444: 3,151 1,911
Other: 18: 0 1 0 0 15 0 16: 18 2
: : :
: : Changes in Commitments from: November 20, 2012 :
: 96: 81 0 71 6 89 158 160: -62 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 37.7 1.5 56.3 47.5 78.0 86.7: 22.0 13.3
Old : 100.0: 20.2 37.8 1.5 56.3 47.4 78.0 86.7: 22.0 13.3
Other: 100.0: 0.0 5.6 0.0 0.0 83.3 0.0 88.9: 100.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 20 18 4 25 11 47 33:
Old : 71: 20 18 4 25 10 47 32:
Other: 4: 0 1 0 0 3 0 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 45.8 50.8 62.0 37.0 45.3 50.8 61.5
Old : 37.0 45.8 50.9 62.0 37.0 45.3 50.9 61.5
Other: 0.0 88.9 0.0 88.9 0.0 88.9 0.0 88.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 27, 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 : 1,089,316: 283,691 255,508 49,326 590,341 675,774 923,358 980,608: 165,958 108,708
Old : 1,089,316: 283,691 255,508 49,326 590,341 675,774 923,358 980,608: 165,958 108,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -4,416: -52,762 1,565 18,348 7,970 -55,817 -26,444 -35,904: 22,028 31,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.5 4.5 54.2 62.0 84.8 90.0: 15.2 10.0
Old : 100.0: 26.0 23.5 4.5 54.2 62.0 84.8 90.0: 15.2 10.0
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 : 221: 54 31 26 101 96 164 145:
Old : 221: 54 31 26 101 96 164 145:
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 : 14.0 33.6 23.5 43.7 12.8 33.5 21.9 41.6
Old : 14.0 33.6 23.5 43.7 12.8 33.5 21.9 41.6
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 - Futures Only, November 27, 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 : 1,848,887: 378,022 190,368 97,295 1,063,962 1,194,834 1,539,279 1,482,497: 309,608 366,390
Old : 1,848,887: 378,022 190,368 97,295 1,063,962 1,194,834 1,539,279 1,482,497: 309,608 366,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -8,113: -39,622 -65,863 43,603 -28,739 -10,805 -24,758 -33,065: 16,645 24,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.3 5.3 57.5 64.6 83.3 80.2: 16.7 19.8
Old : 100.0: 20.4 10.3 5.3 57.5 64.6 83.3 80.2: 16.7 19.8
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 : 257: 47 52 39 103 133 170 204:
Old : 257: 47 52 39 103 133 170 204:
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 : 18.8 19.6 29.3 26.7 18.1 15.4 26.8 22.1
Old : 18.8 19.6 29.3 26.7 18.1 15.4 26.8 22.1
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 27, 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 : 1,598,721: 321,242 183,925 27,239 975,581 1,119,578 1,324,062 1,330,742: 274,659 267,979
Old : 1,598,721: 321,242 183,925 27,239 975,581 1,119,578 1,324,062 1,330,742: 274,659 267,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 86,126: -8,484 -17,764 6,563 72,556 88,430 70,635 77,229: 15,491 8,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.5 1.7 61.0 70.0 82.8 83.2: 17.2 16.8
Old : 100.0: 20.1 11.5 1.7 61.0 70.0 82.8 83.2: 17.2 16.8
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 : 196: 33 38 16 86 101 131 143:
Old : 196: 33 38 16 86 101 131 143:
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 : 19.9 20.5 31.1 32.3 18.5 20.2 28.9 30.7
Old : 19.9 20.5 31.1 32.3 18.5 20.2 28.9 30.7
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 27, 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 : 392,895: 26,341 48,069 54,981 286,884 258,358 368,206 361,408: 24,689 31,487
Old : 392,895: 26,341 48,069 54,981 286,884 258,358 368,206 361,408: 24,689 31,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 11,075: 7,767 886 -797 6,183 11,982 13,153 12,071: -2,078 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 12.2 14.0 73.0 65.8 93.7 92.0: 6.3 8.0
Old : 100.0: 6.7 12.2 14.0 73.0 65.8 93.7 92.0: 6.3 8.0
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 : 74: 14 15 22 39 40 64 67:
Old : 74: 14 15 22 39 40 64 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 : 40.7 33.0 51.1 52.6 32.9 31.3 39.7 41.0
Old : 40.7 33.0 51.1 52.6 32.9 31.3 39.7 41.0
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 27, 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 : 48,110: 8,104 10,682 2,483 29,349 30,039 39,935 43,203: 8,175 4,907
Old : 48,110: 8,104 10,682 2,483 29,349 30,039 39,935 43,203: 8,175 4,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -39: -1,284 -545 -42 1,722 520 397 -67: -435 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.2 5.2 61.0 62.4 83.0 89.8: 17.0 10.2
Old : 100.0: 16.8 22.2 5.2 61.0 62.4 83.0 89.8: 17.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 19 24 5 37 23 60 48:
Old : 95: 19 24 5 37 23 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 33.2 35.8 55.9 20.1 32.5 32.9 54.1
Old : 21.4 33.2 35.8 55.9 20.1 32.5 32.9 54.1
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 27, 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 : 96,220: 16,207 21,363 4,966 58,697 60,077 79,870 86,406: 16,350 9,814
Old : 96,220: 16,207 21,363 4,966 58,697 60,077 79,870 86,406: 16,350 9,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -77: -2,567 -1,090 -83 3,443 1,039 793 -134: -870 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.2 5.2 61.0 62.4 83.0 89.8: 17.0 10.2
Old : 100.0: 16.8 22.2 5.2 61.0 62.4 83.0 89.8: 17.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 19 24 5 37 23 60 48:
Old : 95: 19 24 5 37 23 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 33.2 35.8 55.9 20.1 32.5 32.9 54.1
Old : 21.4 33.2 35.8 55.9 20.1 32.5 32.9 54.1
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 27, 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 : 9,331: 7,194 7,418 985 1,024 919 9,203 9,322: 128 9
Old : 9,331: 7,194 7,418 985 1,024 919 9,203 9,322: 128 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 2,178: 2,273 1,654 -1 -97 525 2,175 2,178: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 79.5 10.6 11.0 9.8 98.6 99.9: 1.4 0.1
Old : 100.0: 77.1 79.5 10.6 11.0 9.8 98.6 99.9: 1.4 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 : 22: 11 8 3 1 2 14 11:
Old : 22: 11 8 3 1 2 14 11:
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 : 66.8 73.6 91.6 94.7 66.8 66.8 83.7 85.9
Old : 66.8 73.6 91.6 94.7 66.8 66.8 83.7 85.9
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 27, 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 : 12,877: 982 4,596 1 11,677 8,180 12,660 12,777: 217 100
Old : 12,877: 982 4,596 1 11,677 8,180 12,660 12,777: 217 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 521: 32 477 0 489 21 521 498: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 35.7 0.0 90.7 63.5 98.3 99.2: 1.7 0.8
Old : 100.0: 7.6 35.7 0.0 90.7 63.5 98.3 99.2: 1.7 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 : 30: 6 8 1 5 11 12 19:
Old : 30: 6 8 1 5 11 12 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 : 91.2 77.4 97.1 89.1 91.2 77.4 97.1 89.1
Old : 91.2 77.4 97.1 89.1 91.2 77.4 97.1 89.1
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 27, 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 : 13,198: 753 1,609 12 12,176 11,484 12,941 13,105: 257 93
Old : 13,198: 753 1,609 12 12,176 11,484 12,941 13,105: 257 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -408: -358 -493 12 -63 29 -409 -452: 1 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 12.2 0.1 92.3 87.0 98.1 99.3: 1.9 0.7
Old : 100.0: 5.7 12.2 0.1 92.3 87.0 98.1 99.3: 1.9 0.7
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 : 29: 6 5 1 4 15 11 20:
Old : 29: 6 5 1 4 15 11 20:
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 : 95.1 58.0 97.4 79.6 95.1 58.0 97.4 79.6
Old : 95.1 58.0 97.4 79.6 95.1 58.0 97.4 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012