WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 607,813: 136,850 98,173 176,173 248,217 279,770 561,241 554,117: 46,572 53,696
Old : 476,155: 111,108 92,549 123,752 203,082 223,598 437,941 439,899: 38,213 36,255
Other: 131,658: 43,753 23,635 34,411 45,135 56,172 123,299 114,217: 8,359 17,441
: : :
: : Changes in Commitments from: October 30, 2012 :
: 5,228: -1,277 -2,055 -1,558 4,375 7,565 1,540 3,952: 3,688 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.2 29.0 40.8 46.0 92.3 91.2: 7.7 8.8
Old : 100.0: 23.3 19.4 26.0 42.7 47.0 92.0 92.4: 8.0 7.6
Other: 100.0: 33.2 18.0 26.1 34.3 42.7 93.7 86.8: 6.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 162 135 177 104 128 362 357:
Old : 429: 154 136 155 89 123 330 336:
Other: 250: 66 62 66 64 103 165 206:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 14.8 24.5 22.6 12.7 11.6 21.2 16.7
Old : 16.7 17.0 26.9 25.2 15.4 15.6 22.9 22.0
Other: 30.0 18.7 43.3 28.6 23.9 9.9 33.0 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 1,887,427: 368,216 77,004 632,391 705,229 905,605 1,705,837 1,615,000: 181,589 272,427
Old : 1,704,302: 326,227 90,346 573,923 636,574 808,128 1,536,724 1,472,397: 167,578 231,905
Other: 183,125: 82,424 27,093 18,033 68,655 97,477 169,113 142,603: 14,012 40,522
: : :
: : Changes in Commitments from: October 30, 2012 :
: 12,674: 1,043 -337 -4,576 17,124 18,840 13,591 13,928: -918 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.1 33.5 37.4 48.0 90.4 85.6: 9.6 14.4
Old : 100.0: 19.1 5.3 33.7 37.4 47.4 90.2 86.4: 9.8 13.6
Other: 100.0: 45.0 14.8 9.8 37.5 53.2 92.3 77.9: 7.7 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 843: 243 162 294 300 393 670 737:
Old : 839: 248 155 280 291 391 653 725:
Other: 472: 69 83 50 97 277 189 390:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 10.1 17.0 16.9 6.7 6.2 12.0 9.5
Old : 10.2 9.9 17.5 16.2 7.7 6.5 13.3 9.8
Other: 36.0 24.0 50.0 31.2 35.6 23.1 49.4 29.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 12,874: 2,173 387 729 7,360 10,353 10,262 11,469: 2,612 1,405
Old : 12,819: 2,175 389 725 7,321 10,314 10,221 11,428: 2,598 1,391
Other: 55: 2 2 0 39 39 41 41: 14 14
: : :
: : Changes in Commitments from: October 30, 2012 :
: -810: -1,430 76 120 714 -934 -596 -738: -214 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.0 5.7 57.2 80.4 79.7 89.1: 20.3 10.9
Old : 100.0: 17.0 3.0 5.7 57.1 80.5 79.7 89.1: 20.3 10.9
Other: 100.0: 3.6 3.7 0.0 70.8 70.8 74.5 74.6: 25.5 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 7 13 14 13 36 28:
Old : 43: 15 7 13 14 13 36 28:
Other: 8: 1 1 0 4 3 5 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 : 34.6 67.1 52.2 78.1 29.7 53.1 44.6 62.4
Old : 34.5 67.1 52.3 78.2 29.7 53.3 44.6 62.5
Other: 70.8 74.6 74.5 74.6 63.6 67.3 67.2 67.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 837,306: 215,573 34,553 259,285 291,156 468,466 766,014 762,304: 71,293 75,002
Old : 765,983: 197,848 28,065 234,877 266,743 438,482 699,468 701,424: 66,515 64,560
Other: 71,323: 31,633 20,397 10,499 24,414 29,984 66,546 60,881: 4,777 10,442
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,296: -3,461 2,889 9,423 -8,558 -10,311 -2,597 2,001: -1,699 -6,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.1 31.0 34.8 55.9 91.5 91.0: 8.5 9.0
Old : 100.0: 25.8 3.7 30.7 34.8 57.2 91.3 91.6: 8.7 8.4
Other: 100.0: 44.4 28.6 14.7 34.2 42.0 93.3 85.4: 6.7 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 198 122 214 152 186 443 445:
Old : 531: 211 111 201 147 186 431 436:
Other: 243: 40 75 35 44 111 107 201:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 15.1 22.2 23.8 8.7 12.2 15.1 18.1
Old : 14.9 14.4 22.8 23.7 11.3 13.4 18.1 19.7
Other: 42.3 30.8 56.2 41.9 42.3 30.4 54.4 40.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 435,951: 48,636 93,249 122,796 229,205 182,091 400,637 398,137: 35,315 37,815
Old : 419,158: 50,435 94,666 115,999 220,761 171,227 387,195 381,892: 31,963 37,267
Other: 16,793: 2,277 2,660 2,721 8,444 10,864 13,442 16,245: 3,351 548
: : :
: : Changes in Commitments from: October 30, 2012 :
: 48,138: -2,125 14,866 25,358 25,019 7,038 48,251 47,262: -113 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 21.4 28.2 52.6 41.8 91.9 91.3: 8.1 8.7
Old : 100.0: 12.0 22.6 27.7 52.7 40.9 92.4 91.1: 7.6 8.9
Other: 100.0: 13.6 15.8 16.2 50.3 64.7 80.0 96.7: 20.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 58 108 144 86 80 252 273:
Old : 315: 61 114 143 86 80 252 272:
Other: 67: 14 9 16 30 15 55 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 19.1 22.2 26.8 9.2 10.5 15.9 16.4
Old : 12.5 18.8 22.5 26.7 9.5 10.7 16.3 16.9
Other: 27.3 54.4 45.8 73.6 22.3 54.4 36.1 70.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 652,562: 39,518 54,829 48,160 415,564 393,707 503,243 496,696: 149,319 155,865
Old : 652,562: 39,518 54,829 48,160 415,564 393,707 503,243 496,696: 149,319 155,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 18,020: 3,446 7,770 2,244 17,694 7,950 23,384 17,964: -5,365 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.4 7.4 63.7 60.3 77.1 76.1: 22.9 23.9
Old : 100.0: 6.1 8.4 7.4 63.7 60.3 77.1 76.1: 22.9 23.9
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 : 168: 30 32 46 86 88 141 141:
Old : 168: 30 32 46 86 88 141 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 12.5 28.7 21.4 17.0 11.2 24.6 19.3
Old : 20.9 12.5 28.7 21.4 17.0 11.2 24.6 19.3
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 346,406: 18,692 38,507 2,197 255,894 252,930 276,783 293,634: 69,623 52,772
Old : 346,406: 18,692 38,507 2,197 255,894 252,930 276,783 293,634: 69,623 52,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,740: -4,406 7,337 -4,938 979 -10,195 -8,365 -7,796: 624 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.1 0.6 73.9 73.0 79.9 84.8: 20.1 15.2
Old : 100.0: 5.4 11.1 0.6 73.9 73.0 79.9 84.8: 20.1 15.2
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 : 61: 6 7 5 33 36 43 44:
Old : 61: 6 7 5 33 36 43 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 38.0 50.3 49.8 32.8 37.7 44.1 47.5
Old : 35.1 38.0 50.3 49.8 32.8 37.7 44.1 47.5
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 11,058: 3,956 423 1,883 4,608 8,367 10,447 10,673: 611 385
Old : 11,058: 3,956 423 1,883 4,608 8,367 10,447 10,673: 611 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 88: -4 -205 -15 32 147 13 -73: 75 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 3.8 17.0 41.7 75.7 94.5 96.5: 5.5 3.5
Old : 100.0: 35.8 3.8 17.0 41.7 75.7 94.5 96.5: 5.5 3.5
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 : 33: 7 3 4 18 19 28 24:
Old : 33: 7 3 4 18 19 28 24:
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 : 67.4 43.5 78.1 71.2 36.2 24.8 40.8 36.1
Old : 67.4 43.5 78.1 71.2 36.2 24.8 40.8 36.1
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 290,458: 68,254 16,059 78,983 93,257 171,485 240,494 266,527: 49,963 23,931
Old : 275,163: 63,949 16,535 74,676 88,034 161,193 226,659 252,404: 48,504 22,759
Other: 15,295: 5,729 948 2,883 5,223 10,292 13,836 14,123: 1,459 1,172
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,074: -3,314 409 6,434 -4,577 -6,959 -1,457 -116: 2,531 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.5 27.2 32.1 59.0 82.8 91.8: 17.2 8.2
Old : 100.0: 23.2 6.0 27.1 32.0 58.6 82.4 91.7: 17.6 8.3
Other: 100.0: 37.5 6.2 18.8 34.2 67.3 90.5 92.3: 9.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 64 37 59 82 79 179 152:
Old : 203: 63 41 58 82 79 179 151:
Other: 57: 16 6 11 31 12 49 28:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 31.4 19.0 44.7 6.1 25.5 10.9 32.3
Old : 12.1 30.2 18.8 44.0 5.7 24.7 10.5 31.9
Other: 47.9 53.0 63.6 70.7 38.3 44.9 46.6 58.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 14,240: 2,716 4,977 285 8,022 7,087 11,023 12,349: 3,217 1,891
Old : 14,223: 2,716 4,977 285 8,022 7,072 11,023 12,334: 3,200 1,889
Other: 17: 0 0 0 0 15 0 15: 17 2
: : :
: : Changes in Commitments from: October 30, 2012 :
: -678: 197 34 -289 -431 -369 -522 -624: -155 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 35.0 2.0 56.3 49.8 77.4 86.7: 22.6 13.3
Old : 100.0: 19.1 35.0 2.0 56.4 49.7 77.5 86.7: 22.5 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 88.2 0.0 88.2: 100.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 15 4 26 12 44 31:
Old : 62: 18 15 4 26 11 44 30:
Other: 4: 0 0 0 0 4 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 : 36.4 47.0 51.2 63.4 36.3 45.9 51.1 62.3
Old : 36.4 47.0 51.3 63.4 36.4 45.9 51.2 62.3
Other: 0.0 88.2 0.0 88.2 0.0 88.2 0.0 88.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 1,081,345: 218,064 257,603 96,522 643,101 631,372 957,687 985,497: 123,658 95,847
Old : 1,081,345: 218,064 257,603 96,522 643,101 631,372 957,687 985,497: 123,658 95,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 25,336: 9,703 2,648 14,150 -4,182 12,201 19,671 28,999: 5,665 -3,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 23.8 8.9 59.5 58.4 88.6 91.1: 11.4 8.9
Old : 100.0: 20.2 23.8 8.9 59.5 58.4 88.6 91.1: 11.4 8.9
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 : 221: 42 44 32 105 93 164 152:
Old : 221: 42 44 32 105 93 164 152:
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 : 19.8 29.2 28.5 39.3 18.0 27.2 26.0 36.1
Old : 19.8 29.2 28.5 39.3 18.0 27.2 26.0 36.1
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 2,117,251: 330,725 182,670 252,179 1,247,869 1,334,480 1,830,773 1,769,329: 286,478 347,922
Old : 2,117,251: 330,725 182,670 252,179 1,247,869 1,334,480 1,830,773 1,769,329: 286,478 347,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 49,449: -40,145 11,389 36,079 54,888 -7,309 50,821 40,159: -1,373 9,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 8.6 11.9 58.9 63.0 86.5 83.6: 13.5 16.4
Old : 100.0: 15.6 8.6 11.9 58.9 63.0 86.5 83.6: 13.5 16.4
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 : 288: 52 59 74 145 151 236 245:
Old : 288: 52 59 74 145 151 236 245:
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 : 16.8 19.2 25.8 25.5 16.1 14.9 23.5 20.6
Old : 16.8 19.2 25.8 25.5 16.1 14.9 23.5 20.6
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 1,566,439: 223,546 143,226 140,683 973,122 1,006,322 1,337,351 1,290,231: 229,088 276,207
Old : 1,566,439: 223,546 143,226 140,683 973,122 1,006,322 1,337,351 1,290,231: 229,088 276,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 41,560: 4,410 -12,433 21,836 25,306 18,647 51,553 28,050: -9,992 13,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 9.1 9.0 62.1 64.2 85.4 82.4: 14.6 17.6
Old : 100.0: 14.3 9.1 9.0 62.1 64.2 85.4 82.4: 14.6 17.6
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 : 206: 30 39 35 98 112 147 167:
Old : 206: 30 39 35 98 112 147 167:
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 : 16.0 19.5 27.3 28.3 15.1 19.3 25.3 26.1
Old : 16.0 19.5 27.3 28.3 15.1 19.3 25.3 26.1
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 373,011: 12,855 48,476 63,813 274,915 226,623 351,583 338,911: 21,429 34,100
Old : 373,011: 12,855 48,476 63,813 274,915 226,623 351,583 338,911: 21,429 34,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -61,321: -18,027 1,728 -6,155 -37,932 -57,870 -62,113 -62,297: 792 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.0 17.1 73.7 60.8 94.3 90.9: 5.7 9.1
Old : 100.0: 3.4 13.0 17.1 73.7 60.8 94.3 90.9: 5.7 9.1
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 : 73: 10 16 23 39 38 63 66:
Old : 73: 10 16 23 39 38 63 66:
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 : 39.7 27.1 49.4 47.1 31.5 24.8 37.9 35.2
Old : 39.7 27.1 49.4 47.1 31.5 24.8 37.9 35.2
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 52,350: 15,007 6,240 2,252 27,306 39,414 44,564 47,905: 7,786 4,445
Old : 52,350: 15,007 6,240 2,252 27,306 39,414 44,564 47,905: 7,786 4,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,651: -1,640 -2,193 714 -818 -1,425 -1,744 -2,904: -907 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.9 4.3 52.2 75.3 85.1 91.5: 14.9 8.5
Old : 100.0: 28.7 11.9 4.3 52.2 75.3 85.1 91.5: 14.9 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 : 92: 27 13 9 36 28 67 46:
Old : 92: 27 13 9 36 28 67 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 40.0 36.0 60.5 20.6 40.0 35.4 60.3
Old : 20.6 40.0 36.0 60.5 20.6 40.0 35.4 60.3
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 104,701: 30,013 12,480 4,503 54,613 78,828 89,129 95,811: 15,572 8,890
Old : 104,701: 30,013 12,480 4,503 54,613 78,828 89,129 95,811: 15,572 8,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -5,302: -3,280 -4,386 1,428 -1,636 -2,850 -3,488 -5,808: -1,814 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.9 4.3 52.2 75.3 85.1 91.5: 14.9 8.5
Old : 100.0: 28.7 11.9 4.3 52.2 75.3 85.1 91.5: 14.9 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 : 92: 27 13 9 36 28 67 46:
Old : 92: 27 13 9 36 28 67 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 40.0 36.0 60.5 20.6 40.0 35.4 60.3
Old : 20.6 40.0 36.0 60.5 20.6 40.0 35.4 60.3
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 7,150: 4,887 6,138 994 1,143 0 7,024 7,132: 126 18
Old : 7,150: 4,887 6,138 994 1,143 0 7,024 7,132: 126 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 394: 581 417 -37 -119 0 425 380: -31 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 85.8 13.9 16.0 0.0 98.2 99.7: 1.8 0.3
Old : 100.0: 68.3 85.8 13.9 16.0 0.0 98.2 99.7: 1.8 0.3
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 : 20: 11 7 3 2 0 15 8:
Old : 20: 11 7 3 2 0 15 8:
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 : 70.1 85.0 89.9 99.7 70.1 76.3 79.2 85.8
Old : 70.1 85.0 89.9 99.7 70.1 76.3 79.2 85.8
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 11,529: 1,254 4,223 1 10,055 7,265 11,310 11,489: 219 40
Old : 11,529: 1,254 4,223 1 10,055 7,265 11,310 11,489: 219 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -471: -953 -943 0 443 476 -510 -467: 39 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 36.6 0.0 87.2 63.0 98.1 99.7: 1.9 0.3
Old : 100.0: 10.9 36.6 0.0 87.2 63.0 98.1 99.7: 1.9 0.3
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 : 32: 8 7 1 5 12 14 19:
Old : 32: 8 7 1 5 12 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 80.8 95.1 91.2 87.7 80.8 95.1 91.2
Old : 87.7 80.8 95.1 91.2 87.7 80.8 95.1 91.2
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 with Delta-adjusted Options and Futures Combined, November 6, 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 : 14,020: 1,450 2,276 0 12,331 11,690 13,781 13,966: 239 54
Old : 14,020: 1,450 2,276 0 12,331 11,690 13,781 13,966: 239 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 51: -331 474 0 431 -422 100 52: -49 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.2 0.0 88.0 83.4 98.3 99.6: 1.7 0.4
Old : 100.0: 10.3 16.2 0.0 88.0 83.4 98.3 99.6: 1.7 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 : 31: 6 7 0 4 15 10 22:
Old : 31: 6 7 0 4 15 10 22:
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 59.6 97.8 80.4 94.9 59.6 97.8 80.4
Old : 94.9 59.6 97.8 80.4 94.9 59.6 97.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012