WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 24, 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 : 448,550: 106,352 125,911 74,871 236,460 197,621 417,683 398,403: 30,867 50,147
Old : 305,442: 78,374 114,016 27,113 178,075 133,346 283,562 274,475: 21,880 30,967
Other: 143,108: 51,495 35,412 24,241 58,385 64,275 134,121 123,928: 8,987 19,180
: : :
: : Changes in Commitments from: December 18, 2012 :
: 7,680: -4,919 4,538 3,862 10,904 1,170 9,847 9,570: -2,167 -1,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 28.1 16.7 52.7 44.1 93.1 88.8: 6.9 11.2
Old : 100.0: 25.7 37.3 8.9 58.3 43.7 92.8 89.9: 7.2 10.1
Other: 100.0: 36.0 24.7 16.9 40.8 44.9 93.7 86.6: 6.3 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 108 120 103 95 116 261 291:
Old : 354: 107 111 55 76 92 214 230:
Other: 243: 46 69 40 64 107 141 195:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 19.7 31.7 28.2 17.5 16.2 30.5 23.3
Old : 23.0 27.6 39.1 37.9 23.0 27.4 39.1 37.7
Other: 25.0 14.5 39.3 24.0 23.4 13.4 33.8 21.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 24, 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 : 1,137,584: 353,439 109,787 152,772 502,020 666,629 1,008,231 929,188: 129,353 208,396
Old : 927,556: 316,685 117,198 82,159 417,053 564,695 815,897 764,052: 111,659 163,504
Other: 210,028: 104,314 60,149 3,053 84,967 101,934 192,334 165,136: 17,694 44,892
: : :
: : Changes in Commitments from: December 18, 2012 :
: -15,948: -33,682 7,033 8,346 16,810 -37,063 -8,526 -21,684: -7,422 5,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 9.7 13.4 44.1 58.6 88.6 81.7: 11.4 18.3
Old : 100.0: 34.1 12.6 8.9 45.0 60.9 88.0 82.4: 12.0 17.6
Other: 100.0: 49.7 28.6 1.5 40.5 48.5 91.6 78.6: 8.4 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 699: 171 125 155 218 335 464 558:
Old : 685: 186 106 123 200 322 430 518:
Other: 478: 51 104 23 89 271 155 385:
:----------------------------------------------------------------------------------------------------
: 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 11.4 23.0 19.0 11.6 8.7 20.5 14.1
Old : 14.7 11.5 25.6 18.5 13.5 11.0 24.1 17.5
Other: 38.2 25.4 55.5 32.3 37.9 25.3 55.2 32.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 24, 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 : 10,040: 1,855 1,262 183 5,695 7,727 7,733 9,172: 2,307 868
Old : 9,716: 1,859 1,254 178 5,406 7,435 7,443 8,867: 2,273 849
Other: 324: 0 12 1 289 292 290 305: 34 19
: : :
: : Changes in Commitments from: December 18, 2012 :
: -1,011: -1,593 -26 99 421 -995 -1,073 -922: 62 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 12.6 1.8 56.7 77.0 77.0 91.4: 23.0 8.6
Old : 100.0: 19.1 12.9 1.8 55.6 76.5 76.6 91.3: 23.4 8.7
Other: 100.0: 0.0 3.7 0.3 89.2 90.1 89.5 94.1: 10.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 8 4 16 11 31 22:
Old : 42: 12 8 4 15 11 30 22:
Other: 15: 0 3 1 8 6 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 33.4 61.1 50.8 78.2 33.4 59.3 48.5 72.4
Old : 33.1 62.1 49.8 78.8 33.1 61.0 48.2 73.8
Other: 80.6 77.5 89.2 93.5 61.1 66.7 66.4 71.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 24, 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 : 569,969: 178,921 64,308 77,532 254,845 365,490 511,298 507,330: 58,671 62,639
Old : 498,555: 160,865 58,535 57,135 228,528 334,267 446,528 449,937: 52,027 48,618
Other: 71,414: 36,781 24,498 1,672 26,317 31,223 64,770 57,393: 6,644 14,021
: : :
: : Changes in Commitments from: December 18, 2012 :
: -41,716: -18,531 4,319 -11,649 -2,234 -27,202 -32,414 -34,532: -9,302 -7,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 11.3 13.6 44.7 64.1 89.7 89.0: 10.3 11.0
Old : 100.0: 32.3 11.7 11.5 45.8 67.0 89.6 90.2: 10.4 9.8
Other: 100.0: 51.5 34.3 2.3 36.9 43.7 90.7 80.4: 9.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 137 106 151 126 141 350 341:
Old : 428: 147 103 131 122 130 335 317:
Other: 204: 37 63 12 36 83 81 152:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 19.3 28.0 29.8 16.9 18.2 26.0 27.6
Old : 20.2 21.7 30.3 32.3 20.0 20.5 30.1 29.5
Other: 45.0 24.2 61.2 37.3 45.0 24.2 61.2 36.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 24, 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 : 314,237: 65,212 104,579 50,582 168,771 125,891 284,565 281,052: 29,672 33,185
Old : 286,704: 66,711 107,290 39,326 155,979 108,238 262,016 254,854: 24,688 31,850
Other: 27,533: 5,020 3,808 4,737 12,792 17,653 22,549 26,198: 4,984 1,335
: : :
: : Changes in Commitments from: December 18, 2012 :
: -4,119: -411 11,037 -4,974 3,182 -8,558 -2,203 -2,495: -1,916 -1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 33.3 16.1 53.7 40.1 90.6 89.4: 9.4 10.6
Old : 100.0: 23.3 37.4 13.7 54.4 37.8 91.4 88.9: 8.6 11.1
Other: 100.0: 18.2 13.8 17.2 46.5 64.1 81.9 95.2: 18.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 66 91 91 70 61 197 207:
Old : 267: 67 97 87 69 58 192 201:
Other: 83: 23 11 18 32 19 66 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 : 14.3 18.5 25.2 27.1 13.3 14.9 23.1 22.6
Old : 15.5 18.9 26.4 28.1 15.3 15.4 25.4 23.9
Other: 27.8 46.2 43.6 64.0 22.3 38.5 32.7 53.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 24, 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 : 541,853: 55,121 50,416 4,990 349,703 333,302 409,814 388,708: 132,039 153,145
Old : 541,853: 55,121 50,416 4,990 349,703 333,302 409,814 388,708: 132,039 153,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -34,424: -28,470 -21,010 -369 -3,045 -21,474 -31,884 -42,853: -2,540 8,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.3 0.9 64.5 61.5 75.6 71.7: 24.4 28.3
Old : 100.0: 10.2 9.3 0.9 64.5 61.5 75.6 71.7: 24.4 28.3
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 : 146: 29 24 12 59 70 95 99:
Old : 146: 29 24 12 59 70 95 99:
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 : 26.2 15.9 34.5 27.6 22.9 14.2 30.2 24.4
Old : 26.2 15.9 34.5 27.6 22.9 14.2 30.2 24.4
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, December 24, 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 : 355,535: 21,678 46,549 2,911 267,037 252,684 291,626 302,144: 63,909 53,391
Old : 355,535: 21,678 46,549 2,911 267,037 252,684 291,626 302,144: 63,909 53,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -9,744: -149 -4,025 20 -9,700 57 -9,829 -3,948: 85 -5,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.1 0.8 75.1 71.1 82.0 85.0: 18.0 15.0
Old : 100.0: 6.1 13.1 0.8 75.1 71.1 82.0 85.0: 18.0 15.0
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 : 64: 8 6 4 28 38 39 45:
Old : 64: 8 6 4 28 38 39 45:
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 : 35.9 40.6 50.8 53.3 33.7 39.1 44.3 50.8
Old : 35.9 40.6 50.8 53.3 33.7 39.1 44.3 50.8
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 24, 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 : 8,624: 1,197 552 920 5,568 6,475 7,685 7,947: 939 677
Old : 8,624: 1,197 552 920 5,568 6,475 7,685 7,947: 939 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -156: 487 -6 -270 -413 -80 -196 -356: 40 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.4 10.7 64.6 75.1 89.1 92.1: 10.9 7.9
Old : 100.0: 13.9 6.4 10.7 64.6 75.1 89.1 92.1: 10.9 7.9
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 : 37: 7 4 6 18 19 29 27:
Old : 37: 7 4 6 18 19 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 : 40.5 43.1 60.7 65.1 19.7 23.4 29.2 35.5
Old : 40.5 43.1 60.7 65.1 19.7 23.4 29.2 35.5
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 217,123: 66,370 20,669 22,054 86,622 154,543 175,046 197,266: 42,077 19,857
Old : 194,720: 62,559 21,358 16,872 76,624 138,169 156,055 176,399: 38,665 18,321
Other: 22,403: 6,684 2,184 2,309 9,998 16,374 18,991 20,867: 3,412 1,536
: : :
: : Changes in Commitments from: December 18, 2012 :
: -20,086: -9,660 -415 -4,806 -2,172 -12,510 -16,638 -17,731: -3,448 -2,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.5 10.2 39.9 71.2 80.6 90.9: 19.4 9.1
Old : 100.0: 32.1 11.0 8.7 39.4 71.0 80.1 90.6: 19.9 9.4
Other: 100.0: 29.8 9.7 10.3 44.6 73.1 84.8 93.1: 15.2 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 61 38 43 70 66 158 128:
Old : 189: 63 38 41 68 66 154 126:
Other: 64: 14 12 6 32 14 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 : 11.9 41.7 19.5 50.3 8.9 33.0 15.6 39.4
Old : 12.2 39.9 20.3 49.0 8.9 33.3 15.5 39.4
Other: 35.1 57.2 57.5 71.2 33.8 50.2 49.4 61.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 24, 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 : 15,311: 3,147 4,337 551 8,589 8,624 12,287 13,512: 3,024 1,799
Old : 15,260: 3,147 4,332 551 8,589 8,581 12,287 13,464: 2,973 1,796
Other: 51: 0 5 0 0 43 0 48: 51 3
: : :
: : Changes in Commitments from: December 18, 2012 :
: 161: -328 207 -43 418 238 47 402: 114 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 28.3 3.6 56.1 56.3 80.2 88.3: 19.8 11.7
Old : 100.0: 20.6 28.4 3.6 56.3 56.2 80.5 88.2: 19.5 11.8
Other: 100.0: 0.0 9.8 0.0 0.0 84.3 0.0 94.1: 100.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 20 13 5 28 16 50 33:
Old : 67: 20 13 5 28 16 50 33:
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 : 33.2 45.0 46.5 60.1 33.2 44.2 45.8 58.5
Old : 33.3 44.9 46.7 60.1 33.3 44.2 45.9 58.5
Other: 0.0 94.1 0.0 94.1 0.0 94.1 0.0 94.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 24, 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 : 1,042,855: 327,703 171,419 22,574 561,695 768,098 911,972 962,091: 130,883 80,764
Old : 1,042,855: 327,703 171,419 22,574 561,695 768,098 911,972 962,091: 130,883 80,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -14,861: -38,008 -25,670 1,414 20,371 7,364 -16,223 -16,892: 1,362 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 16.4 2.2 53.9 73.7 87.4 92.3: 12.6 7.7
Old : 100.0: 31.4 16.4 2.2 53.9 73.7 87.4 92.3: 12.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 50 30 11 94 90 148 127:
Old : 215: 50 30 11 94 90 148 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 37.7 26.6 49.1 16.3 36.8 25.6 47.4
Old : 17.1 37.7 26.6 49.1 16.3 36.8 25.6 47.4
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 24, 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 : 1,604,743: 309,465 235,314 36,778 986,961 1,020,502 1,333,204 1,292,594: 271,539 312,149
Old : 1,604,743: 309,465 235,314 36,778 986,961 1,020,502 1,333,204 1,292,594: 271,539 312,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -93,885: -18,432 -25,441 -3,284 -60,761 -65,699 -82,477 -94,424: -11,408 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 14.7 2.3 61.5 63.6 83.1 80.5: 16.9 19.5
Old : 100.0: 19.3 14.7 2.3 61.5 63.6 83.1 80.5: 16.9 19.5
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 : 245: 41 51 21 99 119 153 178:
Old : 245: 41 51 21 99 119 153 178:
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 : 20.5 23.9 32.1 32.4 19.4 18.8 30.1 27.1
Old : 20.5 23.9 32.1 32.4 19.4 18.8 30.1 27.1
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, December 24, 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 : 1,540,413: 199,811 190,482 23,832 1,113,723 1,071,686 1,337,366 1,286,000: 203,047 254,413
Old : 1,540,413: 199,811 190,482 23,832 1,113,723 1,071,686 1,337,366 1,286,000: 203,047 254,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 78,739: -38,526 18,152 4,834 142,231 48,159 108,539 71,145: -29,800 7,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.4 1.5 72.3 69.6 86.8 83.5: 13.2 16.5
Old : 100.0: 13.0 12.4 1.5 72.3 69.6 86.8 83.5: 13.2 16.5
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 : 190: 28 39 12 78 98 112 143:
Old : 190: 28 39 12 78 98 112 143:
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 : 29.0 20.4 41.0 31.4 28.8 19.2 40.7 28.9
Old : 29.0 20.4 41.0 31.4 28.8 19.2 40.7 28.9
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 24, 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 : 439,297: 71,506 51,709 56,861 294,441 299,725 422,808 408,295: 16,489 31,002
Old : 439,297: 71,506 51,709 56,861 294,441 299,725 422,808 408,295: 16,489 31,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 6,628: 1,708 -885 26 8,513 5,947 10,247 5,088: -3,619 1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.8 12.9 67.0 68.2 96.2 92.9: 3.8 7.1
Old : 100.0: 16.3 11.8 12.9 67.0 68.2 96.2 92.9: 3.8 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 12 23 39 39 67 68:
Old : 80: 21 12 23 39 39 67 68:
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 : 36.2 42.6 48.1 56.6 30.7 40.1 39.4 46.7
Old : 36.2 42.6 48.1 56.6 30.7 40.1 39.4 46.7
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 24, 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 : 48,053: 13,374 3,273 52 26,774 40,921 40,200 44,246: 7,854 3,808
Old : 48,053: 13,374 3,273 52 26,774 40,921 40,200 44,246: 7,854 3,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -29,822: -1,486 1,311 -6,558 -19,839 -22,125 -27,882 -27,372: -1,940 -2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.8 0.1 55.7 85.2 83.7 92.1: 16.3 7.9
Old : 100.0: 27.8 6.8 0.1 55.7 85.2 83.7 92.1: 16.3 7.9
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 : 88: 26 10 1 33 24 60 34:
Old : 88: 26 10 1 33 24 60 34:
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 55.1 39.3 71.5 23.9 55.1 39.0 71.5
Old : 24.0 55.1 39.3 71.5 23.9 55.1 39.0 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 24, 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 : 96,106: 26,747 6,546 104 53,548 81,841 80,399 88,491: 15,707 7,615
Old : 96,106: 26,747 6,546 104 53,548 81,841 80,399 88,491: 15,707 7,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -27,007: 429 -8,204 -1,485 -24,285 -14,760 -25,341 -24,449: -1,666 -2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.8 0.1 55.7 85.2 83.7 92.1: 16.3 7.9
Old : 100.0: 27.8 6.8 0.1 55.7 85.2 83.7 92.1: 16.3 7.9
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 : 88: 26 10 1 33 24 60 34:
Old : 88: 26 10 1 33 24 60 34:
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 55.1 39.3 71.5 23.9 55.1 39.0 71.5
Old : 24.0 55.1 39.3 71.5 23.9 55.1 39.0 71.5
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 24, 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 : 9,004: 990 4,914 0 7,891 4,019 8,881 8,933: 123 71
Old : 9,004: 990 4,914 0 7,891 4,019 8,881 8,933: 123 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 234: 178 140 0 68 75 246 215: -12 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 54.6 0.0 87.6 44.6 98.6 99.2: 1.4 0.8
Old : 100.0: 11.0 54.6 0.0 87.6 44.6 98.6 99.2: 1.4 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 : 25: 5 7 0 3 10 8 17:
Old : 25: 5 7 0 3 10 8 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 : 95.8 72.5 98.6 87.5 95.8 72.5 98.6 87.5
Old : 95.8 72.5 98.6 87.5 95.8 72.5 98.6 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 24, 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 : 8,192: 687 1,276 0 7,325 6,882 8,012 8,158: 180 34
Old : 8,192: 687 1,276 0 7,325 6,882 8,012 8,158: 180 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -17: -339 -30 0 326 8 -13 -22: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.6 0.0 89.4 84.0 97.8 99.6: 2.2 0.4
Old : 100.0: 8.4 15.6 0.0 89.4 84.0 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 : 22: 3 4 0 4 12 7 16:
Old : 22: 3 4 0 4 12 7 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 : 95.5 62.9 97.8 87.1 95.5 62.9 97.3 87.1
Old : 95.5 62.9 97.8 87.1 95.5 62.9 97.3 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012