WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,870 COMMITMENTS 111,271 121,373 71,009 225,556 196,451 407,836 388,833 33,034 52,037 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 6) -2,935 14,205 -8,314 15,598 -4,809 4,349 1,082 -4,343 -1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 27.5 16.1 51.2 44.6 92.5 88.2 7.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 114 112 105 88 107 259 276 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,153,532 COMMITMENTS 387,121 102,754 144,426 485,210 703,692 1016757 950,872 136,775 202,660 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -39,913) -16,570 21,673 -10,290 -14,834 -51,373 -41,694 -39,990 1,781 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 8.9 12.5 42.1 61.0 88.1 82.4 11.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709) 184 123 158 202 342 462 564 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,051 COMMITMENTS 3,448 1,288 84 5,274 8,722 8,806 10,094 2,245 957 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 139) 79 110 31 162 23 272 164 -133 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 11.7 0.8 47.7 78.9 79.7 91.3 20.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 9 3 15 13 37 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,685 COMMITMENTS 197,452 59,989 89,181 257,079 392,692 543,712 541,862 67,973 69,823 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 12,353) 7,706 1,714 -4,359 4,858 12,585 8,205 9,940 4,148 2,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 9.8 14.6 42.0 64.2 88.9 88.6 11.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457) 160 107 178 129 149 378 371 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,356 COMMITMENTS 65,623 93,542 55,556 165,589 134,449 286,768 283,547 31,588 34,809 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 7,348) 1,574 5,212 4,084 3,261 548 8,919 9,844 -1,571 -2,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 29.4 17.5 52.0 42.2 90.1 89.1 9.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 69 89 94 70 61 197 211 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 576,277 COMMITMENTS 83,591 71,426 5,359 352,748 354,776 441,698 431,561 134,579 144,716 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -26,693) -3,879 16,386 -6,928 -1,492 -38,078 -12,299 -28,620 -14,394 1,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 12.4 0.9 61.2 61.6 76.6 74.9 23.4 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 38 29 12 68 75 115 107 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 365,279 COMMITMENTS 21,827 50,574 2,891 276,737 252,627 301,455 306,092 63,824 59,187 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -5,211) -4,610 -146 257 2,751 -6,764 -1,602 -6,653 -3,609 1,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 13.8 0.8 75.8 69.2 82.5 83.8 17.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 6 4 30 37 41 44 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,780 COMMITMENTS 710 558 1,190 5,981 6,555 7,881 8,303 899 477 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -958) -517 -282 -538 -121 -247 -1,176 -1,067 218 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 6.4 13.6 68.1 74.7 89.8 94.6 10.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 4 6 19 20 29 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 237,209 COMMITMENTS 76,030 21,084 26,860 88,794 167,053 191,684 214,997 45,525 22,212 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 14,349) 5,187 -612 5,883 3,011 10,548 14,081 15,819 268 -1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 8.9 11.3 37.4 70.4 80.8 90.6 19.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 71 34 49 70 70 168 135 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,150 COMMITMENTS 3,475 4,130 594 8,171 8,386 12,240 13,110 2,910 2,040 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 212) -22 -380 -29 428 311 377 -98 -165 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 27.3 3.9 53.9 55.4 80.8 86.5 19.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 21 13 6 27 16 50 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,057,716 COMMITMENTS 365,711 197,089 21,160 541,324 760,734 928,195 978,983 129,521 78,733 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 72,922) 90,815 -17,416 -3,618 -10,890 99,284 76,307 78,250 -3,385 -5,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 18.6 2.0 51.2 71.9 87.8 92.6 12.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 52 34 14 98 88 156 130 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,698,628 COMMITMENTS 327,897 260,755 40,062 1047722 1086201 1415681 1387018 282,947 311,610 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -29,361) -27,452 42,385 -6,515 31,398 -71,258 -2,569 -35,388 -26,792 6,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 15.4 2.4 61.7 63.9 83.3 81.7 16.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 45 54 25 102 128 162 192 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,461,674 COMMITMENTS 238,337 172,330 18,998 971,492 1023527 1228827 1214855 232,847 246,819 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -22,675) -45,474 -206 -1,125 36,847 -33,062 -9,752 -34,393 -12,923 11,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 11.8 1.3 66.5 70.0 84.1 83.1 15.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 36 31 13 81 95 123 133 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 432,669 COMMITMENTS 69,798 52,594 56,835 285,928 293,778 412,561 403,207 20,108 29,462 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 88,656) 49,971 6,348 6,211 35,279 82,992 91,461 95,551 -2,805 -6,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 12.2 13.1 66.1 67.9 95.4 93.2 4.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 22 12 26 39 39 68 71 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 77,875 COMMITMENTS 14,859 1,962 6,610 46,613 63,046 68,081 71,617 9,794 6,258 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 27,210) 1,912 -5,753 6,462 16,851 26,322 25,225 27,031 1,986 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 2.5 8.5 59.9 81.0 87.4 92.0 12.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 34 6 12 44 33 81 50 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 16,318 COMMITMENTS 7,192 79 323 7,696 14,745 15,211 15,147 1,107 1,171 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 0.5 2.0 47.2 90.4 93.2 92.8 6.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 1 3 7 11 15 14 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,113 COMMITMENTS 26,318 14,750 1,589 77,833 96,601 105,740 112,940 17,373 10,173 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 21,784) 424 -679 1,293 18,310 23,153 20,027 23,767 1,757 -1,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 12.0 1.3 63.2 78.5 85.9 91.7 14.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 29 11 9 41 31 73 48 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,770 COMMITMENTS 812 4,774 0 7,823 3,944 8,635 8,718 135 52 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -4,583) -1,591 -125 -311 -2,580 -4,103 -4,482 -4,539 -101 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 54.4 0.0 89.2 45.0 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 7 0 3 10 10 17 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 8,209 COMMITMENTS 1,026 1,306 0 6,999 6,874 8,025 8,180 184 29 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -4,486) 130 -71 -593 -4,023 -3,780 -4,486 -4,444 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 15.9 0.0 85.3 83.7 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 0 4 12 9 16
Updated December 21, 2012