WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 11, 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 : 440,864: 114,206 107,168 79,323 209,958 201,260 403,487 387,751: 37,377 53,113
Old : 299,835: 85,270 100,580 28,793 158,305 138,276 272,368 267,649: 27,467 32,186
Other: 141,029: 54,823 32,475 24,643 51,653 62,984 131,119 120,102: 9,910 20,927
: : :
: : Changes in Commitments from: December 4, 2012 :
: -3,580: -7,295 12,494 -2,191 6,824 -15,807 -2,662 -5,504: -918 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.3 18.0 47.6 45.7 91.5 88.0: 8.5 12.0
Old : 100.0: 28.4 33.5 9.6 52.8 46.1 90.8 89.3: 9.2 10.7
Other: 100.0: 38.9 23.0 17.5 36.6 44.7 93.0 85.2: 7.0 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 125 117 103 89 106 263 283:
Old : 351: 112 119 58 64 85 208 231:
Other: 238: 54 68 39 63 100 145 187:
:----------------------------------------------------------------------------------------------------
: 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 20.2 30.3 29.3 17.7 17.0 29.8 24.0
Old : 22.6 27.9 37.9 38.6 22.6 27.8 37.8 38.4
Other: 26.3 15.9 39.9 26.1 23.2 13.2 33.2 21.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 11, 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 : 1,193,445: 403,691 81,081 154,716 500,044 755,065 1,058,451 990,862: 134,994 202,583
Old : 987,637: 362,553 91,165 85,129 421,848 651,399 869,530 827,693: 118,107 159,944
Other: 205,808: 108,641 57,419 2,084 78,196 103,666 188,921 163,169: 16,887 42,639
: : :
: : Changes in Commitments from: December 4, 2012 :
: -9,920: -24,035 12,628 8,205 10,420 -22,873 -5,410 -2,040: -4,510 -7,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 6.8 13.0 41.9 63.3 88.7 83.0: 11.3 17.0
Old : 100.0: 36.7 9.2 8.6 42.7 66.0 88.0 83.8: 12.0 16.2
Other: 100.0: 52.8 27.9 1.0 38.0 50.4 91.8 79.3: 8.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 192 130 172 206 357 489 590:
Old : 727: 204 114 139 189 343 453 551:
Other: 497: 54 107 19 77 287 141 405:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 13.3 23.1 20.6 10.9 10.6 19.6 16.9
Old : 15.3 12.9 25.7 19.9 13.8 12.0 23.5 18.7
Other: 38.9 25.9 55.9 33.5 38.5 25.9 55.5 33.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 11, 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 : 10,912: 3,369 1,178 53 5,112 8,699 8,534 9,930: 2,378 982
Old : 10,718: 3,371 1,177 50 4,944 8,541 8,365 9,768: 2,353 950
Other: 194: 0 3 1 168 158 169 162: 25 32
: : :
: : Changes in Commitments from: December 4, 2012 :
: 1,079: 1,336 300 39 -393 665 982 1,004: 97 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 10.8 0.5 46.8 79.7 78.2 91.0: 21.8 9.0
Old : 100.0: 31.5 11.0 0.5 46.1 79.7 78.0 91.1: 22.0 8.9
Other: 100.0: 0.0 1.5 0.5 86.6 81.4 87.1 83.5: 12.9 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 9 2 16 12 37 22:
Old : 50: 20 8 2 16 12 37 22:
Other: 12: 0 1 1 6 6 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 33.7 58.5 48.4 79.1 33.7 57.6 48.2 76.5
Old : 33.5 59.2 48.2 79.1 33.5 58.3 48.1 76.9
Other: 81.4 79.4 87.1 83.5 80.4 79.4 85.6 82.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 11, 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 : 599,332: 189,746 58,275 93,540 252,221 380,107 535,507 531,922: 63,825 67,410
Old : 532,164: 175,878 55,036 70,512 227,664 351,711 474,054 477,259: 58,110 54,905
Other: 67,168: 35,889 25,260 1,007 24,557 28,396 61,453 54,663: 5,715 12,505
: : :
: : Changes in Commitments from: December 4, 2012 :
: 5,397: 5,938 -2,714 5,192 -7,495 4,738 3,635 7,216: 1,762 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 9.7 15.6 42.1 63.4 89.4 88.8: 10.6 11.2
Old : 100.0: 33.0 10.3 13.3 42.8 66.1 89.1 89.7: 10.9 10.3
Other: 100.0: 53.4 37.6 1.5 36.6 42.3 91.5 81.4: 8.5 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 158 103 175 122 153 372 364:
Old : 447: 168 95 152 118 148 360 338:
Other: 217: 41 61 16 35 88 88 159:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 16.4 27.1 26.0 15.8 16.2 24.5 24.6
Old : 18.9 17.5 28.6 27.9 18.8 17.2 28.5 26.8
Other: 46.7 25.3 63.5 36.4 46.7 25.3 63.5 35.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 11, 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 : 311,008: 64,049 88,330 51,472 162,328 133,901 277,849 273,703: 33,159 37,305
Old : 287,867: 64,247 89,391 42,971 152,006 119,442 259,224 251,804: 28,643 36,063
Other: 23,141: 4,018 3,155 4,285 10,322 14,459 18,625 21,899: 4,516 1,242
: : :
: : Changes in Commitments from: December 4, 2012 :
: 986: -1,775 -9,596 7,782 -5,552 3,763 455 1,949: 531 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 28.4 16.6 52.2 43.1 89.3 88.0: 10.7 12.0
Old : 100.0: 22.3 31.1 14.9 52.8 41.5 90.0 87.5: 10.0 12.5
Other: 100.0: 17.4 13.6 18.5 44.6 62.5 80.5 94.6: 19.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 64 90 90 71 63 197 209:
Old : 269: 65 98 84 71 63 192 206:
Other: 73: 23 8 13 28 19 57 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 18.5 23.6 27.4 12.7 13.1 22.1 21.3
Old : 14.1 17.5 24.5 26.9 13.9 13.5 23.6 22.2
Other: 32.5 47.2 47.9 65.0 24.7 39.2 34.7 55.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 11, 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 : 602,970: 87,470 55,040 12,287 354,240 392,854 453,997 460,181: 148,973 142,789
Old : 602,970: 87,470 55,040 12,287 354,240 392,854 453,997 460,181: 148,973 142,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -51,522: -12,896 12,578 -7,060 -33,181 -53,341 -53,137 -47,823: 1,615 -3,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.1 2.0 58.7 65.2 75.3 76.3: 24.7 23.7
Old : 100.0: 14.5 9.1 2.0 58.7 65.2 75.3 76.3: 24.7 23.7
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 : 157: 35 24 11 64 72 106 100:
Old : 157: 35 24 11 64 72 106 100:
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 : 22.9 18.2 31.0 29.4 19.9 16.2 27.2 26.7
Old : 22.9 18.2 31.0 29.4 19.9 16.2 27.2 26.7
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, December 11, 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 : 370,490: 26,437 50,720 2,634 273,986 259,391 303,057 312,745: 67,433 57,745
Old : 370,490: 26,437 50,720 2,634 273,986 259,391 303,057 312,745: 67,433 57,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -10,154: 2,469 -2,529 -1,442 -8,487 -9,788 -7,460 -13,759: -2,694 3,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.7 0.7 74.0 70.0 81.8 84.4: 18.2 15.6
Old : 100.0: 7.1 13.7 0.7 74.0 70.0 81.8 84.4: 18.2 15.6
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 : 63: 9 6 3 29 35 40 42:
Old : 63: 9 6 3 29 35 40 42:
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 : 32.7 41.3 48.1 53.1 30.9 37.8 41.7 48.6
Old : 32.7 41.3 48.1 53.1 30.9 37.8 41.7 48.6
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, December 11, 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 : 9,738: 1,227 840 1,728 6,102 6,802 9,057 9,370: 681 368
Old : 9,738: 1,227 840 1,728 6,102 6,802 9,057 9,370: 681 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -1,040: -266 661 -1,141 280 -787 -1,127 -1,267: 87 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.6 17.7 62.7 69.9 93.0 96.2: 7.0 3.8
Old : 100.0: 12.6 8.6 17.7 62.7 69.9 93.0 96.2: 7.0 3.8
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 : 36: 6 4 7 18 19 30 27:
Old : 36: 6 4 7 18 19 30 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 : 47.4 44.1 67.3 71.0 21.9 25.2 31.4 32.6
Old : 47.4 44.1 67.3 71.0 21.9 25.2 31.4 32.6
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, December 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 222,860: 70,843 21,696 20,977 85,783 156,505 177,603 199,178: 45,257 23,682
Old : 203,472: 66,366 23,641 16,307 78,379 141,483 161,052 181,431: 42,420 22,041
Other: 19,388: 7,728 1,306 1,419 7,404 15,022 16,551 17,747: 2,837 1,641
: : :
: : Changes in Commitments from: December 4, 2012 :
: 6,171: 6,891 -1,403 -3,191 396 12,104 4,096 7,510: 2,075 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.7 9.4 38.5 70.2 79.7 89.4: 20.3 10.6
Old : 100.0: 32.6 11.6 8.0 38.5 69.5 79.2 89.2: 20.8 10.8
Other: 100.0: 39.9 6.7 7.3 38.2 77.5 85.4 91.5: 14.6 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 67 35 50 73 65 165 131:
Old : 195: 67 36 47 72 64 162 128:
Other: 54: 13 6 5 29 15 43 26:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 39.0 18.6 49.2 8.8 33.4 15.5 41.2
Old : 10.6 37.6 19.2 48.4 8.8 32.6 15.5 40.2
Other: 41.9 55.5 60.0 72.0 40.7 52.4 55.2 65.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 11, 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 : 14,938: 3,497 4,510 623 7,743 8,075 11,863 13,208: 3,075 1,730
Old : 14,904: 3,497 4,507 623 7,743 8,045 11,863 13,175: 3,041 1,729
Other: 34: 0 3 0 0 30 0 33: 34 1
: : :
: : Changes in Commitments from: December 4, 2012 :
: 254: 390 -445 226 -149 571 467 352: -213 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 30.2 4.2 51.8 54.1 79.4 88.4: 20.6 11.6
Old : 100.0: 23.5 30.2 4.2 52.0 54.0 79.6 88.4: 20.4 11.6
Other: 100.0: 0.0 8.8 0.0 0.0 88.2 0.0 97.1: 100.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 21 16 6 25 15 50 35:
Old : 71: 21 16 6 25 14 50 34:
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 : 33.8 46.7 47.1 61.3 33.8 46.2 47.1 60.8
Old : 33.8 46.6 47.3 61.3 33.8 46.1 47.3 60.8
Other: 0.0 97.1 0.0 97.1 0.0 97.1 0.0 97.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 11, 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 : 984,794: 274,896 214,505 24,778 552,214 661,450 851,888 900,733: 132,906 84,061
Old : 984,794: 274,896 214,505 24,778 552,214 661,450 851,888 900,733: 132,906 84,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -11,478: 4,316 -42,076 587 -11,714 30,352 -6,811 -11,137: -4,667 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.8 2.5 56.1 67.2 86.5 91.5: 13.5 8.5
Old : 100.0: 27.9 21.8 2.5 56.1 67.2 86.5 91.5: 13.5 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 : 223: 51 36 15 96 89 153 134:
Old : 223: 51 36 15 96 89 153 134:
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 : 15.9 37.1 25.1 48.1 14.7 36.1 23.3 46.5
Old : 15.9 37.1 25.1 48.1 14.7 36.1 23.3 46.5
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, December 11, 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 : 1,727,989: 355,349 218,370 46,577 1,016,324 1,157,459 1,418,250 1,422,406: 309,739 305,583
Old : 1,727,989: 355,349 218,370 46,577 1,016,324 1,157,459 1,418,250 1,422,406: 309,739 305,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 26,383: -28,025 37,687 -9,093 47,612 42,468 10,494 71,062: 15,889 -44,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.6 2.7 58.8 67.0 82.1 82.3: 17.9 17.7
Old : 100.0: 20.6 12.6 2.7 58.8 67.0 82.1 82.3: 17.9 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 : 262: 39 59 31 103 130 161 201:
Old : 262: 39 59 31 103 130 161 201:
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 : 20.4 24.3 31.5 31.8 19.7 20.0 29.8 27.5
Old : 20.4 24.3 31.5 31.8 19.7 20.0 29.8 27.5
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, December 11, 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 : 1,484,349: 283,811 172,536 20,123 934,645 1,056,589 1,238,579 1,249,248: 245,770 235,101
Old : 1,484,349: 283,811 172,536 20,123 934,645 1,056,589 1,238,579 1,249,248: 245,770 235,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -37,126: -18,128 -13,372 1,316 -2,279 -18,786 -19,091 -30,842: -18,035 -6,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.6 1.4 63.0 71.2 83.4 84.2: 16.6 15.8
Old : 100.0: 19.1 11.6 1.4 63.0 71.2 83.4 84.2: 16.6 15.8
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 : 207: 35 40 17 85 98 129 146:
Old : 207: 35 40 17 85 98 129 146:
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 : 21.3 20.1 32.5 32.3 21.2 18.5 32.0 29.1
Old : 21.3 20.1 32.5 32.3 21.2 18.5 32.0 29.1
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, December 11, 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 : 344,013: 19,827 46,246 50,624 250,649 210,786 321,100 307,656: 22,913 36,357
Old : 344,013: 19,827 46,246 50,624 250,649 210,786 321,100 307,656: 22,913 36,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 13,127: 4,663 -1,720 -73 8,395 12,952 12,985 11,159: 142 1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 13.4 14.7 72.9 61.3 93.3 89.4: 6.7 10.6
Old : 100.0: 5.8 13.4 14.7 72.9 61.3 93.3 89.4: 6.7 10.6
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 : 69: 12 14 20 34 36 55 63:
Old : 69: 12 14 20 34 36 55 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 31.1 54.6 47.4 35.3 27.6 40.7 33.4
Old : 43.4 31.1 54.6 47.4 35.3 27.6 40.7 33.4
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, December 11, 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 : 50,665: 12,947 7,715 148 29,762 36,724 42,857 44,587: 7,808 6,078
Old : 50,665: 12,947 7,715 148 29,762 36,724 42,857 44,587: 7,808 6,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 2,985: 2,414 891 -1,066 2,520 1,694 3,869 1,519: -884 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.2 0.3 58.7 72.5 84.6 88.0: 15.4 12.0
Old : 100.0: 25.6 15.2 0.3 58.7 72.5 84.6 88.0: 15.4 12.0
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 : 98: 28 16 4 37 29 67 47:
Old : 98: 28 16 4 37 29 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 : 22.8 33.1 37.1 54.2 22.3 31.4 36.6 52.4
Old : 22.8 33.1 37.1 54.2 22.3 31.4 36.6 52.4
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, December 11, 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 : 101,329: 25,894 15,429 296 59,523 73,448 85,713 89,173: 15,616 12,156
Old : 101,329: 25,894 15,429 296 59,523 73,448 85,713 89,173: 15,616 12,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 5,970: 4,828 1,782 -2,131 5,040 3,387 7,737 3,038: -1,767 2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.2 0.3 58.7 72.5 84.6 88.0: 15.4 12.0
Old : 100.0: 25.6 15.2 0.3 58.7 72.5 84.6 88.0: 15.4 12.0
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 : 98: 28 16 4 37 29 67 47:
Old : 98: 28 16 4 37 29 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 : 22.8 33.1 37.1 54.2 22.3 31.4 36.6 52.4
Old : 22.8 33.1 37.1 54.2 22.3 31.4 36.6 52.4
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, December 11, 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 : 9,530: 7,394 7,249 981 1,024 1,295 9,399 9,525: 131 5
Old : 9,530: 7,394 7,249 981 1,024 1,295 9,399 9,525: 131 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 234: 231 224 2 0 12 233 238: 1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 76.1 10.3 10.7 13.6 98.6 99.9: 1.4 0.1
Old : 100.0: 77.6 76.1 10.3 10.7 13.6 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 : 20: 10 7 3 1 2 13 10:
Old : 20: 10 7 3 1 2 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 : 67.9 71.0 92.2 96.0 67.9 71.0 85.6 88.0
Old : 67.9 71.0 92.2 96.0 67.9 71.0 85.6 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, December 11, 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 : 13,353: 2,403 4,899 311 10,403 8,047 13,117 13,257: 236 96
Old : 13,353: 2,403 4,899 311 10,403 8,047 13,117 13,257: 236 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 264: 1,187 404 -38 -919 -125 230 241: 34 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 36.7 2.3 77.9 60.3 98.2 99.3: 1.8 0.7
Old : 100.0: 18.0 36.7 2.3 77.9 60.3 98.2 99.3: 1.8 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 : 31: 6 8 2 5 12 12 21:
Old : 31: 6 8 2 5 12 12 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 : 89.9 67.7 96.6 86.4 87.6 67.7 94.3 86.2
Old : 89.9 67.7 96.6 86.4 87.6 67.7 94.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 11, 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 : 12,695: 896 1,377 593 11,022 10,654 12,511 12,624: 184 71
Old : 12,695: 896 1,377 593 11,022 10,654 12,511 12,624: 184 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -598: 87 -137 472 -1,092 -944 -533 -609: -65 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.8 4.7 86.8 83.9 98.6 99.4: 1.4 0.6
Old : 100.0: 7.1 10.8 4.7 86.8 83.9 98.6 99.4: 1.4 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 : 26: 6 4 1 3 14 10 18:
Old : 26: 6 4 1 3 14 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.9 63.1 98.0 86.1 92.0 58.5 93.6 81.5
Old : 94.9 63.1 98.0 86.1 92.0 58.5 93.6 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012