WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 521,903: 128,734 94,545 123,743 224,660 249,060 477,137 467,349: 44,766 54,554
Old : 372,170: 101,266 90,682 64,618 172,161 183,324 338,044 338,623: 34,126 33,547
Other: 149,733: 48,273 24,668 38,321 52,499 65,736 139,093 128,725: 10,640 21,007
: : :
: : Changes in Commitments from: November 20, 2012 :
: -116,720: 5,141 -5,951 -71,517 -52,405 -39,032 -118,781 -116,500: 2,062 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 18.1 23.7 43.0 47.7 91.4 89.5: 8.6 10.5
Old : 100.0: 27.2 24.4 17.4 46.3 49.3 90.8 91.0: 9.2 9.0
Other: 100.0: 32.2 16.5 25.6 35.1 43.9 92.9 86.0: 7.1 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 140 127 150 102 126 328 331:
Old : 392: 130 125 124 87 114 290 298:
Other: 262: 76 59 62 69 108 170 212:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 18.5 26.2 26.9 15.0 14.3 25.0 20.7
Old : 18.9 23.4 30.3 33.4 18.7 21.9 29.8 30.7
Other: 26.3 16.0 38.6 26.0 21.7 10.9 30.2 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,541,817: 372,124 71,368 366,401 624,013 849,321 1,362,538 1,287,090: 179,279 254,727
Old : 1,321,861: 319,644 72,224 299,368 542,316 741,606 1,161,328 1,113,197: 160,532 208,664
Other: 219,956: 92,139 38,804 27,374 81,697 107,716 201,210 173,894: 18,746 46,063
: : :
: : Changes in Commitments from: November 20, 2012 :
: -338,232: 8,007 8 -251,428 -92,282 -75,808 -335,703 -327,228: -2,529 -11,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.6 23.8 40.5 55.1 88.4 83.5: 11.6 16.5
Old : 100.0: 24.2 5.5 22.6 41.0 56.1 87.9 84.2: 12.1 15.8
Other: 100.0: 41.9 17.6 12.4 37.1 49.0 91.5 79.1: 8.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 195 158 231 286 386 603 669:
Old : 775: 209 139 216 275 381 582 650:
Other: 499: 69 95 56 103 294 197 422:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 11.7 18.8 18.5 8.5 8.3 15.1 12.8
Old : 11.7 10.5 20.1 17.6 9.8 9.3 17.2 13.7
Other: 35.1 23.1 48.9 31.2 34.8 21.7 47.4 28.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 11,052: 2,202 6 316 5,756 8,883 8,273 9,204: 2,778 1,847
Old : 10,924: 2,202 7 315 5,647 8,776 8,163 9,097: 2,760 1,826
Other: 128: 1 0 0 109 107 110 107: 18 21
: : :
: : Changes in Commitments from: November 20, 2012 :
: -1,204: 8 -217 -381 -1,194 -917 -1,567 -1,515: 364 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 0.0 2.9 52.1 80.4 74.9 83.3: 25.1 16.7
Old : 100.0: 20.2 0.1 2.9 51.7 80.3 74.7 83.3: 25.3 16.7
Other: 100.0: 0.8 0.0 0.0 85.1 83.6 85.9 83.6: 14.1 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 2 9 16 11 36 20:
Old : 39: 18 2 9 16 11 36 20:
Other: 12: 1 1 0 6 5 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 63.9 46.4 76.9 28.8 61.2 45.9 69.4
Old : 29.2 64.4 46.2 76.8 28.7 61.6 45.7 69.4
Other: 82.0 79.7 85.9 83.6 75.8 77.3 79.7 77.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 843,320: 176,139 53,949 285,917 311,470 429,646 773,527 769,513: 69,793 73,807
Old : 764,093: 159,379 47,167 256,393 284,710 399,111 700,482 702,671: 63,610 61,421
Other: 79,227: 32,015 22,037 14,269 26,760 30,535 73,045 66,841: 6,183 12,386
: : :
: : Changes in Commitments from: November 20, 2012 :
: -30,729: -1,705 6,613 -27,986 -2,712 -9,925 -32,403 -31,298: 1,674 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.4 33.9 36.9 50.9 91.7 91.2: 8.3 8.8
Old : 100.0: 20.9 6.2 33.6 37.3 52.2 91.7 92.0: 8.3 8.0
Other: 100.0: 40.4 27.8 18.0 33.8 38.5 92.2 84.4: 7.8 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 173 140 215 146 170 433 426:
Old : 500: 185 129 198 144 166 421 408:
Other: 230: 45 65 41 44 103 111 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.3 23.2 21.6 10.6 10.7 16.8 16.4
Old : 16.0 13.9 23.8 22.2 12.6 11.7 19.3 18.1
Other: 37.8 24.3 52.5 35.7 37.8 23.7 51.2 31.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 370,218: 50,351 101,245 83,095 200,654 144,846 334,100 329,186: 36,118 41,032
Old : 350,914: 52,546 103,425 74,389 192,628 133,456 319,562 311,269: 31,351 39,645
Other: 19,304: 3,008 3,023 3,503 8,026 11,390 14,538 17,917: 4,766 1,388
: : :
: : Changes in Commitments from: November 20, 2012 :
: -56,024: 2,272 -3,207 -31,795 -28,040 -23,659 -57,564 -58,660: 1,539 2,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.3 22.4 54.2 39.1 90.2 88.9: 9.8 11.1
Old : 100.0: 15.0 29.5 21.2 54.9 38.0 91.1 88.7: 8.9 11.3
Other: 100.0: 15.6 15.7 18.1 41.6 59.0 75.3 92.8: 24.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 42 104 99 83 72 205 219:
Old : 264: 44 110 95 83 72 203 216:
Other: 66: 16 9 15 30 18 52 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 18.4 25.6 26.2 12.1 11.5 19.7 18.5
Old : 16.1 18.2 26.0 26.3 12.6 11.2 20.9 18.4
Other: 33.2 44.8 48.3 63.9 22.6 36.3 32.7 52.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 753,318: 74,536 48,101 64,020 432,671 468,597 571,227 580,719: 182,091 172,599
Old : 753,318: 74,536 48,101 64,020 432,671 468,597 571,227 580,719: 182,091 172,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 6,513: -7,424 4,345 7 3,667 1,088 -3,751 5,440: 10,264 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.4 8.5 57.4 62.2 75.8 77.1: 24.2 22.9
Old : 100.0: 9.9 6.4 8.5 57.4 62.2 75.8 77.1: 24.2 22.9
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 : 153: 34 23 33 72 74 122 115:
Old : 153: 34 23 33 72 74 122 115:
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 : 19.2 16.9 26.4 26.2 15.2 12.5 21.4 21.1
Old : 19.2 16.9 26.4 26.2 15.2 12.5 21.4 21.1
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 with Delta-adjusted Options and Futures Combined, November 27, 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 : 389,603: 21,891 53,104 8,521 266,987 256,121 297,399 317,746: 92,204 71,857
Old : 389,603: 21,891 53,104 8,521 266,987 256,121 297,399 317,746: 92,204 71,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 32,397: -2,461 517 6,644 7,560 11,142 11,743 18,303: 20,655 14,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 13.6 2.2 68.5 65.7 76.3 81.6: 23.7 18.4
Old : 100.0: 5.6 13.6 2.2 68.5 65.7 76.3 81.6: 23.7 18.4
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 : 63: 7 6 8 30 36 44 46:
Old : 63: 7 6 8 30 36 44 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 : 31.3 35.9 45.3 47.0 29.5 35.9 39.6 45.7
Old : 31.3 35.9 45.3 47.0 29.5 35.9 39.6 45.7
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 27, 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 : 10,761: 1,809 180 2,842 5,556 7,502 10,207 10,524: 554 237
Old : 10,761: 1,809 180 2,842 5,556 7,502 10,207 10,524: 554 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -647: -808 -67 258 -18 -878 -568 -687: -79 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 1.7 26.4 51.6 69.7 94.9 97.8: 5.1 2.2
Old : 100.0: 16.8 1.7 26.4 51.6 69.7 94.9 97.8: 5.1 2.2
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 : 33: 7 3 6 15 19 26 27:
Old : 33: 7 3 6 15 19 26 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 : 58.5 50.2 75.2 70.6 20.1 25.8 30.3 33.2
Old : 58.5 50.2 75.2 70.6 20.1 25.8 30.3 33.2
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 with Delta-adjusted Options and Futures Combined, November 27, 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 : 253,348: 55,302 23,512 52,293 96,867 147,216 204,461 223,021: 48,887 30,327
Old : 234,902: 50,940 24,291 47,829 90,035 134,525 188,803 206,645: 46,099 28,257
Other: 18,446: 6,046 906 2,779 6,832 12,691 15,658 16,376: 2,788 2,070
: : :
: : Changes in Commitments from: November 20, 2012 :
: -26,938: -1,477 2,831 -17,370 -8,512 -12,767 -27,359 -27,306: 421 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.3 20.6 38.2 58.1 80.7 88.0: 19.3 12.0
Old : 100.0: 21.7 10.3 20.4 38.3 57.3 80.4 88.0: 19.6 12.0
Other: 100.0: 32.8 4.9 15.1 37.0 68.8 84.9 88.8: 15.1 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 59 31 55 76 68 162 137:
Old : 184: 59 33 54 76 68 161 136:
Other: 52: 12 7 11 30 14 44 30:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 32.2 20.3 42.6 8.2 25.0 14.0 30.9
Old : 11.8 31.7 19.8 41.3 8.0 25.0 13.7 31.3
Other: 43.5 53.4 61.2 69.2 37.8 49.9 48.6 60.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 14,993: 2,786 5,421 557 8,426 7,038 11,770 13,016: 3,223 1,977
Old : 14,975: 2,787 5,421 556 8,426 7,023 11,770 13,000: 3,205 1,975
Other: 18: 0 1 0 0 15 0 16: 18 2
: : :
: : Changes in Commitments from: November 20, 2012 :
: 19: 141 0 16 -84 78 73 94: -54 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 36.2 3.7 56.2 46.9 78.5 86.8: 21.5 13.2
Old : 100.0: 18.6 36.2 3.7 56.3 46.9 78.6 86.8: 21.4 13.2
Other: 100.0: 0.0 5.6 0.0 0.0 83.3 0.0 88.9: 100.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 21 18 7 27 14 50 39:
Old : 72: 21 18 7 27 13 50 38:
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 : 35.5 43.9 49.3 59.4 35.5 42.8 49.2 58.4
Old : 35.6 43.9 49.4 59.5 35.6 42.8 49.3 58.4
Other: 0.0 88.9 0.0 88.9 0.0 88.9 0.0 88.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,157,985: 280,248 268,267 92,826 614,769 686,607 987,843 1,047,700: 170,142 110,285
Old : 1,157,985: 280,248 268,267 92,826 614,769 686,607 987,843 1,047,700: 170,142 110,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -65,739: -29,191 -5,073 -19,763 -41,263 -73,007 -90,217 -97,843: 24,478 32,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.2 8.0 53.1 59.3 85.3 90.5: 14.7 9.5
Old : 100.0: 24.2 23.2 8.0 53.1 59.3 85.3 90.5: 14.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 46 40 39 105 99 170 160:
Old : 223: 46 40 39 105 99 170 160:
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 : 14.1 31.6 23.0 41.9 12.9 31.5 21.4 39.0
Old : 14.1 31.6 23.0 41.9 12.9 31.5 21.4 39.0
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 27, 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 : 2,051,670: 377,209 186,814 199,981 1,145,908 1,275,077 1,723,099 1,661,872: 328,571 389,797
Old : 2,051,670: 377,209 186,814 199,981 1,145,908 1,275,077 1,723,099 1,661,872: 328,571 389,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -187,190: -31,774 -21,490 -70,832 -97,336 -118,725 -199,942 -211,048: 12,753 23,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.1 9.7 55.9 62.1 84.0 81.0: 16.0 19.0
Old : 100.0: 18.4 9.1 9.7 55.9 62.1 84.0 81.0: 16.0 19.0
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 : 262: 49 54 59 123 138 204 219:
Old : 262: 49 54 59 123 138 204 219:
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 : 17.0 17.9 26.7 24.4 16.3 14.1 24.2 20.1
Old : 17.0 17.9 26.7 24.4 16.3 14.1 24.2 20.1
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 with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,691,723: 318,346 178,241 99,744 994,184 1,139,859 1,412,273 1,417,844: 279,450 273,879
Old : 1,691,723: 318,346 178,241 99,744 994,184 1,139,859 1,412,273 1,417,844: 279,450 273,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -56,491: -3,170 1,275 -85,300 23,766 24,006 -64,704 -60,019: 8,213 3,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.5 5.9 58.8 67.4 83.5 83.8: 16.5 16.2
Old : 100.0: 18.8 10.5 5.9 58.8 67.4 83.5 83.8: 16.5 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 : 198: 39 33 30 93 103 148 150:
Old : 198: 39 33 30 93 103 148 150:
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 : 18.8 19.3 29.4 30.6 17.4 19.1 27.2 29.1
Old : 18.8 19.3 29.4 30.6 17.4 19.1 27.2 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 405,822: 23,913 47,271 66,738 290,136 260,103 380,787 374,111: 25,034 31,710
Old : 405,822: 23,913 47,271 66,738 290,136 260,103 380,787 374,111: 25,034 31,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 10,955: 7,527 677 -655 6,161 11,941 13,032 11,962: -2,078 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.6 16.4 71.5 64.1 93.8 92.2: 6.2 7.8
Old : 100.0: 5.9 11.6 16.4 71.5 64.1 93.8 92.2: 6.2 7.8
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 : 77: 13 18 24 40 40 67 69:
Old : 77: 13 18 24 40 40 67 69:
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 : 39.4 32.0 49.5 50.9 31.9 30.2 38.5 39.6
Old : 39.4 32.0 49.5 50.9 31.9 30.2 38.5 39.6
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 27, 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 : 49,294: 8,095 10,288 3,104 29,735 30,738 40,934 44,131: 8,360 5,163
Old : 49,294: 8,095 10,288 3,104 29,735 30,738 40,934 44,131: 8,360 5,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 67: -1,301 -599 34 1,750 579 483 15: -417 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.9 6.3 60.3 62.4 83.0 89.5: 17.0 10.5
Old : 100.0: 16.4 20.9 6.3 60.3 62.4 83.0 89.5: 17.0 10.5
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 : 96: 19 25 9 37 25 63 52:
Old : 96: 19 25 9 37 25 63 52:
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 : 20.8 32.4 34.9 54.5 19.6 31.8 32.1 52.8
Old : 20.8 32.4 34.9 54.5 19.6 31.8 32.1 52.8
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 27, 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 : 98,588: 16,190 20,577 6,208 59,471 61,476 81,869 88,261: 16,719 10,327
Old : 98,588: 16,190 20,577 6,208 59,471 61,476 81,869 88,261: 16,719 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 133: -2,602 -1,197 69 3,501 1,158 967 29: -833 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.9 6.3 60.3 62.4 83.0 89.5: 17.0 10.5
Old : 100.0: 16.4 20.9 6.3 60.3 62.4 83.0 89.5: 17.0 10.5
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 : 96: 19 25 9 37 25 63 52:
Old : 96: 19 25 9 37 25 63 52:
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 : 20.8 32.4 34.9 54.5 19.6 31.8 32.1 52.8
Old : 20.8 32.4 34.9 54.5 19.6 31.8 32.1 52.8
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,331: 7,194 7,418 985 1,024 919 9,203 9,322: 128 9
Old : 9,331: 7,194 7,418 985 1,024 919 9,203 9,322: 128 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 2,178: 2,273 1,654 -1 -97 525 2,175 2,178: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 79.5 10.6 11.0 9.8 98.6 99.9: 1.4 0.1
Old : 100.0: 77.1 79.5 10.6 11.0 9.8 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 8 3 1 2 14 11:
Old : 22: 11 8 3 1 2 14 11:
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 : 66.8 73.6 91.6 94.7 66.8 66.8 83.7 85.9
Old : 66.8 73.6 91.6 94.7 66.8 66.8 83.7 85.9
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,877: 982 4,596 1 11,677 8,180 12,660 12,777: 217 100
Old : 12,877: 982 4,596 1 11,677 8,180 12,660 12,777: 217 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 521: 32 477 0 489 21 521 498: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 35.7 0.0 90.7 63.5 98.3 99.2: 1.7 0.8
Old : 100.0: 7.6 35.7 0.0 90.7 63.5 98.3 99.2: 1.7 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 : 30: 6 8 1 5 11 12 19:
Old : 30: 6 8 1 5 11 12 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 : 91.2 77.4 97.1 89.1 91.2 77.4 97.1 89.1
Old : 91.2 77.4 97.1 89.1 91.2 77.4 97.1 89.1
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 13,198: 753 1,609 12 12,176 11,484 12,941 13,105: 257 93
Old : 13,198: 753 1,609 12 12,176 11,484 12,941 13,105: 257 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -408: -358 -493 12 -63 29 -409 -452: 1 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 12.2 0.1 92.3 87.0 98.1 99.3: 1.9 0.7
Old : 100.0: 5.7 12.2 0.1 92.3 87.0 98.1 99.3: 1.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 5 1 4 15 11 20:
Old : 29: 6 5 1 4 15 11 20:
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 : 95.1 58.0 97.4 79.6 95.1 58.0 97.4 79.6
Old : 95.1 58.0 97.4 79.6 95.1 58.0 97.4 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012