WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 18, 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 : 440,870: 111,271 121,373 71,009 225,556 196,451 407,836 388,833: 33,034 52,037
Old : 301,451: 82,629 112,386 23,653 171,142 133,387 277,424 269,426: 24,027 32,025
Other: 139,419: 52,087 32,432 23,911 54,414 63,064 130,412 119,407: 9,007 20,012
: : :
: : Changes in Commitments from: December 11, 2012 :
: 6: -2,935 14,205 -8,314 15,598 -4,809 4,349 1,082: -4,343 -1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 27.5 16.1 51.2 44.6 92.5 88.2: 7.5 11.8
Old : 100.0: 27.4 37.3 7.8 56.8 44.2 92.0 89.4: 8.0 10.6
Other: 100.0: 37.4 23.3 17.2 39.0 45.2 93.5 85.6: 6.5 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 114 112 105 88 107 259 276:
Old : 340: 110 106 58 68 87 207 224:
Other: 236: 52 65 41 60 99 143 184:
:----------------------------------------------------------------------------------------------------
: 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 19.8 31.3 27.8 17.5 16.3 29.9 23.0
Old : 22.8 27.6 39.1 37.9 22.8 27.4 39.0 37.6
Other: 25.1 15.3 39.5 24.8 23.6 13.4 34.0 20.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 18, 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 : 1,153,532: 387,121 102,754 144,426 485,210 703,692 1,016,757 950,872: 136,775 202,660
Old : 945,971: 343,763 107,720 76,495 405,794 601,780 826,052 785,995: 119,919 159,976
Other: 207,561: 108,649 60,325 2,640 79,416 101,912 190,705 164,877: 16,856 42,684
: : :
: : Changes in Commitments from: December 11, 2012 :
: -39,913: -16,570 21,673 -10,290 -14,834 -51,373 -41,694 -39,990: 1,781 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.9 12.5 42.1 61.0 88.1 82.4: 11.9 17.6
Old : 100.0: 36.3 11.4 8.1 42.9 63.6 87.3 83.1: 12.7 16.9
Other: 100.0: 52.3 29.1 1.3 38.3 49.1 91.9 79.4: 8.1 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 184 123 158 202 342 462 564:
Old : 694: 193 107 125 187 329 429 523:
Other: 495: 49 115 25 84 278 151 403:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 13.1 22.5 20.4 11.2 10.4 20.2 16.0
Old : 14.4 12.8 25.2 19.9 12.9 12.2 23.1 19.0
Other: 39.3 25.3 56.3 32.8 39.0 25.2 56.0 32.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 18, 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 : 11,051: 3,448 1,288 84 5,274 8,722 8,806 10,094: 2,245 957
Old : 10,847: 3,451 1,288 80 5,096 8,549 8,627 9,917: 2,220 930
Other: 204: 0 3 1 178 173 179 177: 25 27
: : :
: : Changes in Commitments from: December 11, 2012 :
: 139: 79 110 31 162 23 272 164: -133 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 11.7 0.8 47.7 78.9 79.7 91.3: 20.3 8.7
Old : 100.0: 31.8 11.9 0.7 47.0 78.8 79.5 91.4: 20.5 8.6
Other: 100.0: 0.0 1.5 0.5 87.3 84.8 87.7 86.8: 12.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 9 3 15 13 37 25:
Old : 52: 21 9 3 15 12 37 24:
Other: 12: 0 1 1 7 7 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 57.1 49.3 77.7 34.1 56.2 49.1 74.9
Old : 33.9 57.7 49.1 77.7 33.9 56.9 49.0 75.2
Other: 81.9 80.4 87.7 86.8 80.9 78.9 84.3 83.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 18, 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 : 611,685: 197,452 59,989 89,181 257,079 392,692 543,712 541,862: 67,973 69,823
Old : 541,822: 182,637 56,092 66,076 231,506 363,480 480,219 485,648: 61,603 56,174
Other: 69,863: 36,709 25,791 1,211 25,573 29,212 63,493 56,214: 6,370 13,649
: : :
: : Changes in Commitments from: December 11, 2012 :
: 12,353: 7,706 1,714 -4,359 4,858 12,585 8,205 9,940: 4,148 2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.8 14.6 42.0 64.2 88.9 88.6: 11.1 11.4
Old : 100.0: 33.7 10.4 12.2 42.7 67.1 88.6 89.6: 11.4 10.4
Other: 100.0: 52.5 36.9 1.7 36.6 41.8 90.9 80.5: 9.1 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 160 107 178 129 149 378 371:
Old : 451: 169 101 154 126 138 363 342:
Other: 219: 42 68 12 38 87 90 160:
:----------------------------------------------------------------------------------------------------
: 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 18.2 26.1 28.6 15.6 17.6 24.2 26.6
Old : 18.4 20.3 28.0 30.3 18.2 19.6 27.8 28.6
Other: 45.1 24.0 61.4 35.8 45.1 23.9 61.4 35.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 18, 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 : 318,356: 65,623 93,542 55,556 165,589 134,449 286,768 283,547: 31,588 34,809
Old : 293,485: 66,102 95,285 46,325 154,368 118,229 266,795 259,839: 26,690 33,646
Other: 24,871: 4,543 3,279 4,209 11,221 16,220 19,973 23,708: 4,898 1,163
: : :
: : Changes in Commitments from: December 11, 2012 :
: 7,348: 1,574 5,212 4,084 3,261 548 8,919 9,844: -1,571 -2,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 29.4 17.5 52.0 42.2 90.1 89.1: 9.9 10.9
Old : 100.0: 22.5 32.5 15.8 52.6 40.3 90.9 88.5: 9.1 11.5
Other: 100.0: 18.3 13.2 16.9 45.1 65.2 80.3 95.3: 19.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 69 89 94 70 61 197 211:
Old : 269: 66 98 91 70 60 194 208:
Other: 82: 22 11 16 32 20 63 43:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 18.8 22.9 27.1 12.2 15.3 20.9 22.8
Old : 13.7 19.1 23.8 27.7 13.3 15.7 22.5 24.0
Other: 28.1 47.1 43.2 66.7 22.5 38.7 32.2 55.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 18, 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 : 576,277: 83,591 71,426 5,359 352,748 354,776 441,698 431,561: 134,579 144,716
Old : 576,277: 83,591 71,426 5,359 352,748 354,776 441,698 431,561: 134,579 144,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -26,693: -3,879 16,386 -6,928 -1,492 -38,078 -12,299 -28,620: -14,394 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.4 0.9 61.2 61.6 76.6 74.9: 23.4 25.1
Old : 100.0: 14.5 12.4 0.9 61.2 61.6 76.6 74.9: 23.4 25.1
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 : 170: 38 29 12 68 75 115 107:
Old : 170: 38 29 12 68 75 115 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 15.9 32.1 27.0 21.1 14.6 28.8 24.1
Old : 24.0 15.9 32.1 27.0 21.1 14.6 28.8 24.1
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, December 18, 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 : 365,279: 21,827 50,574 2,891 276,737 252,627 301,455 306,092: 63,824 59,187
Old : 365,279: 21,827 50,574 2,891 276,737 252,627 301,455 306,092: 63,824 59,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -5,211: -4,610 -146 257 2,751 -6,764 -1,602 -6,653: -3,609 1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.8 0.8 75.8 69.2 82.5 83.8: 17.5 16.2
Old : 100.0: 6.0 13.8 0.8 75.8 69.2 82.5 83.8: 17.5 16.2
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 : 63: 8 6 4 30 37 41 44:
Old : 63: 8 6 4 30 37 41 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 : 35.1 41.1 50.9 52.7 33.0 39.2 44.6 49.9
Old : 35.1 41.1 50.9 52.7 33.0 39.2 44.6 49.9
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 8,780: 710 558 1,190 5,981 6,555 7,881 8,303: 899 477
Old : 8,780: 710 558 1,190 5,981 6,555 7,881 8,303: 899 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -958: -517 -282 -538 -121 -247 -1,176 -1,067: 218 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.4 13.6 68.1 74.7 89.8 94.6: 10.2 5.4
Old : 100.0: 8.1 6.4 13.6 68.1 74.7 89.8 94.6: 10.2 5.4
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 : 36: 4 4 6 19 20 29 27:
Old : 36: 4 4 6 19 20 29 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 : 43.0 43.7 61.9 68.8 20.2 26.0 30.3 36.2
Old : 43.0 43.7 61.9 68.8 20.2 26.0 30.3 36.2
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, December 18, 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 : 237,209: 76,030 21,084 26,860 88,794 167,053 191,684 214,997: 45,525 22,212
Old : 215,627: 71,474 21,401 22,478 79,315 151,112 173,267 194,991: 42,360 20,636
Other: 21,582: 7,151 2,278 1,787 9,479 15,941 18,417 20,006: 3,165 1,576
: : :
: : Changes in Commitments from: December 11, 2012 :
: 14,349: 5,187 -612 5,883 3,011 10,548 14,081 15,819: 268 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.9 11.3 37.4 70.4 80.8 90.6: 19.2 9.4
Old : 100.0: 33.1 9.9 10.4 36.8 70.1 80.4 90.4: 19.6 9.6
Other: 100.0: 33.1 10.6 8.3 43.9 73.9 85.3 92.7: 14.7 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 71 34 49 70 70 168 135:
Old : 199: 72 34 46 67 70 163 132:
Other: 63: 12 12 7 33 13 47 32:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 40.5 18.7 50.2 8.3 33.4 14.7 40.4
Old : 11.2 38.9 19.4 49.3 8.3 32.4 14.9 39.3
Other: 36.2 56.1 58.5 70.5 34.3 49.7 52.0 61.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 18, 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 : 15,150: 3,475 4,130 594 8,171 8,386 12,240 13,110: 2,910 2,040
Old : 15,107: 3,479 4,126 590 8,171 8,351 12,240 13,067: 2,867 2,040
Other: 43: 0 8 0 0 35 0 43: 43 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 212: -22 -380 -29 428 311 377 -98: -165 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 27.3 3.9 53.9 55.4 80.8 86.5: 19.2 13.5
Old : 100.0: 23.0 27.3 3.9 54.1 55.3 81.0 86.5: 19.0 13.5
Other: 100.0: 0.0 18.6 0.0 0.0 81.4 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 21 13 6 27 16 50 34:
Old : 68: 21 13 6 27 16 50 34:
Other: 5: 0 2 0 0 3 0 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 45.6 46.8 60.0 34.1 45.1 46.7 59.5
Old : 34.2 45.6 46.9 60.0 34.2 45.1 46.8 59.5
Other: 0.0 95.3 0.0 100.0 0.0 95.3 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 18, 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 : 1,057,716: 365,711 197,089 21,160 541,324 760,734 928,195 978,983: 129,521 78,733
Old : 1,057,716: 365,711 197,089 21,160 541,324 760,734 928,195 978,983: 129,521 78,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 72,922: 90,815 -17,416 -3,618 -10,890 99,284 76,307 78,250: -3,385 -5,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.6 2.0 51.2 71.9 87.8 92.6: 12.2 7.4
Old : 100.0: 34.6 18.6 2.0 51.2 71.9 87.8 92.6: 12.2 7.4
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 : 222: 52 34 14 98 88 156 130:
Old : 222: 52 34 14 98 88 156 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 39.4 27.2 50.8 16.5 38.4 26.4 49.5
Old : 17.2 39.4 27.2 50.8 16.5 38.4 26.4 49.5
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 18, 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 : 1,698,628: 327,897 260,755 40,062 1,047,722 1,086,201 1,415,681 1,387,018: 282,947 311,610
Old : 1,698,628: 327,897 260,755 40,062 1,047,722 1,086,201 1,415,681 1,387,018: 282,947 311,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -29,361: -27,452 42,385 -6,515 31,398 -71,258 -2,569 -35,388: -26,792 6,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.4 2.4 61.7 63.9 83.3 81.7: 16.7 18.3
Old : 100.0: 19.3 15.4 2.4 61.7 63.9 83.3 81.7: 16.7 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 45 54 25 102 128 162 192:
Old : 262: 45 54 25 102 128 162 192:
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 22.9 32.9 30.8 20.1 18.1 31.5 25.8
Old : 20.6 22.9 32.9 30.8 20.1 18.1 31.5 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 18, 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 : 1,461,674: 238,337 172,330 18,998 971,492 1,023,527 1,228,827 1,214,855: 232,847 246,819
Old : 1,461,674: 238,337 172,330 18,998 971,492 1,023,527 1,228,827 1,214,855: 232,847 246,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -22,675: -45,474 -206 -1,125 36,847 -33,062 -9,752 -34,393: -12,923 11,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.8 1.3 66.5 70.0 84.1 83.1: 15.9 16.9
Old : 100.0: 16.3 11.8 1.3 66.5 70.0 84.1 83.1: 15.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 36 31 13 81 95 123 133:
Old : 192: 36 31 13 81 95 123 133:
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 : 21.2 19.7 32.9 31.4 20.9 17.6 32.7 27.0
Old : 21.2 19.7 32.9 31.4 20.9 17.6 32.7 27.0
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 18, 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 : 432,669: 69,798 52,594 56,835 285,928 293,778 412,561 403,207: 20,108 29,462
Old : 432,669: 69,798 52,594 56,835 285,928 293,778 412,561 403,207: 20,108 29,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 88,656: 49,971 6,348 6,211 35,279 82,992 91,461 95,551: -2,805 -6,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.2 13.1 66.1 67.9 95.4 93.2: 4.6 6.8
Old : 100.0: 16.1 12.2 13.1 66.1 67.9 95.4 93.2: 4.6 6.8
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 : 81: 22 12 26 39 39 68 71:
Old : 81: 22 12 26 39 39 68 71:
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 : 35.6 40.5 47.1 55.4 30.4 38.8 38.0 44.7
Old : 35.6 40.5 47.1 55.4 30.4 38.8 38.0 44.7
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 18, 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 : 77,875: 14,859 1,962 6,610 46,613 63,046 68,081 71,617: 9,794 6,258
Old : 77,875: 14,859 1,962 6,610 46,613 63,046 68,081 71,617: 9,794 6,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 27,210: 1,912 -5,753 6,462 16,851 26,322 25,225 27,031: 1,986 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 2.5 8.5 59.9 81.0 87.4 92.0: 12.6 8.0
Old : 100.0: 19.1 2.5 8.5 59.9 81.0 87.4 92.0: 12.6 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 : 95: 34 6 12 44 33 81 50:
Old : 95: 34 6 12 44 33 81 50:
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 : 18.7 34.4 30.2 53.5 16.0 29.3 26.1 44.4
Old : 18.7 34.4 30.2 53.5 16.0 29.3 26.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 18, 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 : 16,318: 7,192 79 323 7,696 14,745 15,211 15,147: 1,107 1,171
Old : 16,318: 7,192 79 323 7,696 14,745 15,211 15,147: 1,107 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 0.5 2.0 47.2 90.4 93.2 92.8: 6.8 7.2
Old : 100.0: 44.1 0.5 2.0 47.2 90.4 93.2 92.8: 6.8 7.2
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 : 23: 7 1 3 7 11 15 14:
Old : 23: 7 1 3 7 11 15 14:
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 : 51.5 57.0 79.4 82.9 51.5 55.0 74.3 75.1
Old : 51.5 57.0 79.4 82.9 51.5 55.0 74.3 75.1
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, December 18, 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 : 123,113: 26,318 14,750 1,589 77,833 96,601 105,740 112,940: 17,373 10,173
Old : 123,113: 26,318 14,750 1,589 77,833 96,601 105,740 112,940: 17,373 10,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 21,784: 424 -679 1,293 18,310 23,153 20,027 23,767: 1,757 -1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.0 1.3 63.2 78.5 85.9 91.7: 14.1 8.3
Old : 100.0: 21.4 12.0 1.3 63.2 78.5 85.9 91.7: 14.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 29 11 9 41 31 73 48:
Old : 92: 29 11 9 41 31 73 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 : 19.9 30.6 33.0 51.8 19.5 27.6 32.6 46.0
Old : 19.9 30.6 33.0 51.8 19.5 27.6 32.6 46.0
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,770: 812 4,774 0 7,823 3,944 8,635 8,718: 135 52
Old : 8,770: 812 4,774 0 7,823 3,944 8,635 8,718: 135 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -4,583: -1,591 -125 -311 -2,580 -4,103 -4,482 -4,539: -101 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 54.4 0.0 89.2 45.0 98.5 99.4: 1.5 0.6
Old : 100.0: 9.3 54.4 0.0 89.2 45.0 98.5 99.4: 1.5 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 : 27: 7 7 0 3 10 10 17:
Old : 27: 7 7 0 3 10 10 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.4 74.5 97.7 89.7 95.4 74.5 97.7 89.7
Old : 95.4 74.5 97.7 89.7 95.4 74.5 97.7 89.7
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,209: 1,026 1,306 0 6,999 6,874 8,025 8,180: 184 29
Old : 8,209: 1,026 1,306 0 6,999 6,874 8,025 8,180: 184 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -4,486: 130 -71 -593 -4,023 -3,780 -4,486 -4,444: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.9 0.0 85.3 83.7 97.8 99.6: 2.2 0.4
Old : 100.0: 12.5 15.9 0.0 85.3 83.7 97.8 99.6: 2.2 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 : 24: 5 4 0 4 12 9 16:
Old : 24: 5 4 0 4 12 9 16:
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 : 94.3 63.1 97.4 87.0 94.3 63.1 97.3 87.0
Old : 94.3 63.1 97.4 87.0 94.3 63.1 97.3 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012