WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 516,840: 111,208 103,260 133,286 230,803 223,890 475,298 460,436: 41,543 56,404
Old : 357,219: 79,788 100,292 70,322 176,251 152,007 326,360 322,621: 30,859 34,598
Other: 159,622: 54,318 25,866 40,067 54,552 71,883 148,937 137,816: 10,684 21,806
: : :
: : Changes in Commitments from: December 4, 2012 :
: 8,142: -8,388 11,848 6,991 9,795 -12,848 8,397 5,990: -255 2,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.0 25.8 44.7 43.3 92.0 89.1: 8.0 10.9
Old : 100.0: 22.3 28.1 19.7 49.3 42.6 91.4 90.3: 8.6 9.7
Other: 100.0: 34.0 16.2 25.1 34.2 45.0 93.3 86.3: 6.7 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 133 144 142 99 112 309 325:
Old : 387: 119 143 112 83 100 266 292:
Other: 248: 70 61 60 68 103 169 199:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 17.4 26.6 25.9 15.3 13.9 25.6 19.8
Old : 19.2 23.6 32.6 33.0 18.8 22.2 32.0 31.0
Other: 23.3 14.9 35.6 25.6 20.5 13.0 29.4 19.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,550,240: 364,522 93,380 395,871 627,007 826,754 1,387,400 1,316,006: 162,840 234,234
Old : 1,285,096: 304,863 96,497 299,372 538,625 708,522 1,142,860 1,104,391: 142,236 180,705
Other: 265,144: 110,989 48,214 45,168 88,383 118,232 244,540 211,615: 20,604 53,529
: : :
: : Changes in Commitments from: December 4, 2012 :
: 18,824: -35,360 15,270 27,560 28,776 -18,052 20,976 24,779: -2,152 -5,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.0 25.5 40.4 53.3 89.5 84.9: 10.5 15.1
Old : 100.0: 23.7 7.5 23.3 41.9 55.1 88.9 85.9: 11.1 14.1
Other: 100.0: 41.9 18.2 17.0 33.3 44.6 92.2 79.8: 7.8 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 192 163 233 253 382 563 674:
Old : 766: 203 148 206 237 372 528 647:
Other: 512: 69 105 60 105 298 204 435:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 11.9 19.7 19.2 8.4 7.6 15.1 12.3
Old : 12.4 10.9 21.3 18.4 10.6 8.4 18.2 13.3
Other: 30.2 22.6 46.7 29.7 29.9 19.1 43.3 25.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 11,507: 3,373 1,136 462 5,264 8,890 9,099 10,488: 2,408 1,019
Old : 11,313: 3,373 1,133 461 5,096 8,732 8,930 10,326: 2,383 987
Other: 194: 0 3 1 168 158 169 162: 25 32
: : :
: : Changes in Commitments from: December 4, 2012 :
: 1,315: 1,371 297 246 -392 701 1,226 1,245: 89 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.9 4.0 45.7 77.3 79.1 91.1: 20.9 8.9
Old : 100.0: 29.8 10.0 4.1 45.0 77.2 78.9 91.3: 21.1 8.7
Other: 100.0: 0.0 1.6 0.5 86.6 81.4 87.1 83.5: 12.9 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 20 10 8 18 13 44 25:
Old : 51: 20 10 8 18 13 44 25:
Other: 13: 0 2 1 6 6 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 56.4 46.2 76.4 32.0 54.8 45.9 73.0
Old : 32.1 56.9 46.0 76.3 31.9 55.4 45.7 73.3
Other: 81.4 79.4 87.1 83.5 80.4 79.4 85.6 82.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 858,490: 181,702 43,361 306,349 298,117 433,029 786,168 782,739: 72,321 75,751
Old : 772,915: 165,565 40,444 271,256 269,920 399,111 706,741 710,812: 66,173 62,103
Other: 85,575: 35,602 22,382 15,628 28,197 33,918 79,427 71,928: 6,148 13,647
: : :
: : Changes in Commitments from: December 4, 2012 :
: 9,198: 9,447 -6,474 8,790 -9,755 8,749 8,482 11,065: 716 -1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.1 35.7 34.7 50.4 91.6 91.2: 8.4 8.8
Old : 100.0: 21.4 5.2 35.1 34.9 51.6 91.4 92.0: 8.6 8.0
Other: 100.0: 41.6 26.2 18.3 33.0 39.6 92.8 84.1: 7.2 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 500: 195 121 229 135 165 428 431:
Old : 493: 204 109 215 132 161 416 415:
Other: 240: 52 71 50 45 98 128 194:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 12.9 22.5 21.5 10.2 11.0 16.3 17.0
Old : 15.8 13.4 23.2 22.2 12.0 11.5 18.6 18.2
Other: 36.7 22.4 51.3 33.5 36.7 21.7 49.8 29.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 360,381: 57,577 88,805 85,463 182,559 147,515 325,598 321,783: 34,782 38,598
Old : 336,894: 59,519 91,610 75,045 172,157 132,932 306,721 299,586: 30,173 37,308
Other: 23,487: 3,954 3,092 4,521 10,402 14,583 18,878 22,196: 4,609 1,291
: : :
: : Changes in Commitments from: December 4, 2012 :
: -928: 3,448 -10,361 5,487 -10,242 5,013 -1,307 139: 379 -1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 24.6 23.7 50.7 40.9 90.3 89.3: 9.7 10.7
Old : 100.0: 17.7 27.2 22.3 51.1 39.5 91.0 88.9: 9.0 11.1
Other: 100.0: 16.8 13.2 19.3 44.3 62.1 80.4 94.5: 19.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 59 97 99 78 72 208 225:
Old : 276: 60 105 93 78 72 203 222:
Other: 75: 25 7 16 29 21 62 39:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 18.0 23.9 27.2 11.1 10.9 19.5 18.2
Old : 14.5 17.8 24.6 26.8 12.2 11.2 21.0 18.6
Other: 32.1 46.5 47.2 64.3 24.0 38.7 33.9 54.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 692,898: 82,734 53,944 54,988 390,193 424,571 527,915 533,504: 164,983 159,395
Old : 692,898: 82,734 53,944 54,988 390,193 424,571 527,915 533,504: 164,983 159,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -40,001: -15,918 12,281 -640 -30,733 -49,327 -47,291 -37,686: 7,290 -2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.8 7.9 56.3 61.3 76.2 77.0: 23.8 23.0
Old : 100.0: 11.9 7.8 7.9 56.3 61.3 76.2 77.0: 23.8 23.0
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 : 163: 34 29 38 78 80 132 127:
Old : 163: 34 29 38 78 80 132 127:
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 : 20.1 15.9 27.4 25.9 17.5 13.7 23.8 22.8
Old : 20.1 15.9 27.4 25.9 17.5 13.7 23.8 22.8
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, December 11, 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 : 370,814: 26,437 50,718 2,643 273,986 259,391 303,066 312,752: 67,748 58,062
Old : 370,814: 26,437 50,718 2,643 273,986 259,391 303,066 312,752: 67,748 58,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -10,111: 2,469 -2,525 -1,445 -8,487 -9,788 -7,463 -13,758: -2,648 3,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.7 0.7 73.9 70.0 81.7 84.3: 18.3 15.7
Old : 100.0: 7.1 13.7 0.7 73.9 70.0 81.7 84.3: 18.3 15.7
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 : 63: 9 6 4 29 35 41 42:
Old : 63: 9 6 4 29 35 41 42:
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 : 32.7 41.3 48.1 53.0 30.9 37.8 41.7 48.6
Old : 32.7 41.3 48.1 53.0 30.9 37.8 41.7 48.6
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, December 11, 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 : 9,738: 1,227 840 1,728 6,102 6,802 9,057 9,370: 681 368
Old : 9,738: 1,227 840 1,728 6,102 6,802 9,057 9,370: 681 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -1,040: -266 661 -1,141 280 -787 -1,127 -1,267: 87 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.6 17.7 62.7 69.9 93.0 96.2: 7.0 3.8
Old : 100.0: 12.6 8.6 17.7 62.7 69.9 93.0 96.2: 7.0 3.8
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 : 36: 6 4 7 18 19 30 27:
Old : 36: 6 4 7 18 19 30 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 : 47.4 44.1 67.3 71.0 21.9 25.2 31.4 32.6
Old : 47.4 44.1 67.3 71.0 21.9 25.2 31.4 32.6
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, December 11, 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 : 270,198: 64,858 21,713 54,365 102,621 169,086 221,844 245,165: 48,354 25,034
Old : 248,583: 60,646 22,908 48,871 93,629 153,445 203,147 225,224: 45,436 23,359
Other: 21,616: 6,714 1,308 2,991 8,992 15,641 18,698 19,941: 2,918 1,675
: : :
: : Changes in Commitments from: December 4, 2012 :
: 9,624: 6,217 -2,542 -863 1,809 14,428 7,163 11,024: 2,461 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 8.0 20.1 38.0 62.6 82.1 90.7: 17.9 9.3
Old : 100.0: 24.4 9.2 19.7 37.7 61.7 81.7 90.6: 18.3 9.4
Other: 100.0: 31.1 6.1 13.8 41.6 72.4 86.5 92.3: 13.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 71 33 57 77 74 173 145:
Old : 200: 69 36 56 77 73 172 143:
Other: 55: 10 9 12 30 17 45 34:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 34.2 19.7 46.2 7.3 26.1 12.7 32.6
Old : 11.3 33.9 19.2 45.2 7.2 26.2 12.6 32.2
Other: 40.6 50.9 60.4 67.2 34.2 47.9 49.1 59.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 15,595: 3,555 4,470 939 7,893 8,375 12,387 13,784: 3,208 1,810
Old : 15,561: 3,558 4,470 936 7,893 8,345 12,387 13,751: 3,174 1,809
Other: 34: 0 3 0 0 30 0 33: 34 1
: : :
: : Changes in Commitments from: December 4, 2012 :
: 295: 429 -452 222 -192 607 459 377: -164 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 28.7 6.0 50.6 53.7 79.4 88.4: 20.6 11.6
Old : 100.0: 22.9 28.7 6.0 50.7 53.6 79.6 88.4: 20.4 11.6
Other: 100.0: 0.0 8.8 0.0 0.0 88.2 0.0 97.1: 100.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 23 16 7 27 17 54 38:
Old : 73: 23 16 7 27 17 54 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 : 32.4 44.7 45.2 58.7 32.2 44.0 45.0 58.0
Old : 32.4 44.7 45.3 58.7 32.2 44.0 45.1 58.0
Other: 0.0 97.1 0.0 97.1 0.0 97.1 0.0 97.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,076,241: 269,254 227,081 87,325 582,723 676,138 939,303 990,544: 136,938 85,697
Old : 1,076,241: 269,254 227,081 87,325 582,723 676,138 939,303 990,544: 136,938 85,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -4,662: 3,329 -42,200 5,256 -11,093 31,246 -2,507 -5,698: -2,154 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.1 8.1 54.1 62.8 87.3 92.0: 12.7 8.0
Old : 100.0: 25.0 21.1 8.1 54.1 62.8 87.3 92.0: 12.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 47 41 32 100 96 163 153:
Old : 226: 47 41 32 100 96 163 153:
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 : 15.1 33.9 24.0 44.9 13.7 33.0 22.4 42.5
Old : 15.1 33.9 24.0 44.9 13.7 33.0 22.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 2,064,594: 355,091 194,158 227,765 1,150,170 1,309,690 1,733,025 1,731,612: 331,569 332,981
Old : 2,064,594: 355,091 194,158 227,765 1,150,170 1,309,690 1,733,025 1,731,612: 331,569 332,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 103,266: -24,464 28,625 34,243 77,436 84,004 87,215 146,872: 16,051 -43,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.4 11.0 55.7 63.4 83.9 83.9: 16.1 16.1
Old : 100.0: 17.2 9.4 11.0 55.7 63.4 83.9 83.9: 16.1 16.1
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 : 271: 50 54 65 131 144 216 228:
Old : 271: 50 54 65 131 144 216 228:
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 20.9 26.8 27.2 16.4 16.8 24.9 23.1
Old : 17.1 20.9 26.8 27.2 16.4 16.8 24.9 23.1
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, December 11, 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 : 1,639,798: 282,218 158,757 142,331 963,276 1,097,098 1,387,825 1,398,186: 251,973 241,613
Old : 1,639,798: 282,218 158,757 142,331 963,276 1,097,098 1,387,825 1,398,186: 251,973 241,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -30,091: -16,793 -14,698 4,611 128 -14,603 -12,055 -24,690: -18,037 -5,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.7 8.7 58.7 66.9 84.6 85.3: 15.4 14.7
Old : 100.0: 17.2 9.7 8.7 58.7 66.9 84.6 85.3: 15.4 14.7
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 : 209: 39 38 35 91 105 150 158:
Old : 209: 39 38 35 91 105 150 158:
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 : 19.6 18.3 30.4 29.9 18.5 16.7 28.2 26.3
Old : 19.6 18.3 30.4 29.9 18.5 16.7 28.2 26.3
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, December 11, 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 : 354,036: 17,801 45,907 59,529 253,689 212,123 331,019 317,559: 23,016 36,476
Old : 354,036: 17,801 45,907 59,529 253,689 212,123 331,019 317,559: 23,016 36,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 13,242: 4,908 -1,449 -222 8,413 12,946 13,100 11,276: 143 1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 13.0 16.8 71.7 59.9 93.5 89.7: 6.5 10.3
Old : 100.0: 5.0 13.0 16.8 71.7 59.9 93.5 89.7: 6.5 10.3
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 : 72: 8 19 22 36 39 59 67:
Old : 72: 8 19 22 36 39 59 67:
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 : 42.2 30.2 53.1 46.0 34.3 26.8 39.6 32.4
Old : 42.2 30.2 53.1 46.0 34.3 26.8 39.6 32.4
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, December 11, 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 : 52,471: 12,941 7,095 1,035 30,469 37,744 44,445 45,874: 8,026 6,597
Old : 52,471: 12,941 7,095 1,035 30,469 37,744 44,445 45,874: 8,026 6,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,405: 2,406 792 -917 2,787 1,827 4,277 1,703: -872 1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 13.5 2.0 58.1 71.9 84.7 87.4: 15.3 12.6
Old : 100.0: 24.7 13.5 2.0 58.1 71.9 84.7 87.4: 15.3 12.6
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 : 99: 28 17 8 37 30 70 50:
Old : 99: 28 17 8 37 30 70 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 32.0 35.9 52.3 21.5 30.3 35.3 50.7
Old : 22.1 32.0 35.9 52.3 21.5 30.3 35.3 50.7
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, December 11, 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 : 104,943: 25,882 14,189 2,071 60,937 75,488 88,890 91,748: 16,053 13,195
Old : 104,943: 25,882 14,189 2,071 60,937 75,488 88,890 91,748: 16,053 13,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 6,810: 4,813 1,584 -1,833 5,575 3,654 8,554 3,405: -1,744 3,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 13.5 2.0 58.1 71.9 84.7 87.4: 15.3 12.6
Old : 100.0: 24.7 13.5 2.0 58.1 71.9 84.7 87.4: 15.3 12.6
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 : 99: 28 17 8 37 30 70 50:
Old : 99: 28 17 8 37 30 70 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 32.0 35.9 52.3 21.5 30.3 35.3 50.7
Old : 22.1 32.0 35.9 52.3 21.5 30.3 35.3 50.7
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, December 11, 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 : 9,530: 7,394 7,249 981 1,024 1,295 9,399 9,525: 131 5
Old : 9,530: 7,394 7,249 981 1,024 1,295 9,399 9,525: 131 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 234: 231 224 2 0 12 233 238: 1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 76.1 10.3 10.7 13.6 98.6 99.9: 1.4 0.1
Old : 100.0: 77.6 76.1 10.3 10.7 13.6 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 : 20: 10 7 3 1 2 13 10:
Old : 20: 10 7 3 1 2 13 10:
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 : 67.9 71.0 92.2 96.0 67.9 71.0 85.6 88.0
Old : 67.9 71.0 92.2 96.0 67.9 71.0 85.6 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 13,353: 2,403 4,899 311 10,403 8,047 13,117 13,257: 236 96
Old : 13,353: 2,403 4,899 311 10,403 8,047 13,117 13,257: 236 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 264: 1,187 404 -38 -919 -125 230 241: 34 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 36.7 2.3 77.9 60.3 98.2 99.3: 1.8 0.7
Old : 100.0: 18.0 36.7 2.3 77.9 60.3 98.2 99.3: 1.8 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 : 31: 6 8 2 5 12 12 21:
Old : 31: 6 8 2 5 12 12 21:
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 : 89.9 67.7 96.6 86.4 87.6 67.7 94.3 86.2
Old : 89.9 67.7 96.6 86.4 87.6 67.7 94.3 86.2
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, December 11, 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 : 12,695: 896 1,377 593 11,022 10,654 12,511 12,624: 184 71
Old : 12,695: 896 1,377 593 11,022 10,654 12,511 12,624: 184 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -598: 87 -137 472 -1,092 -944 -533 -609: -65 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.8 4.7 86.8 83.9 98.6 99.4: 1.4 0.6
Old : 100.0: 7.1 10.8 4.7 86.8 83.9 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 4 1 3 14 10 18:
Old : 26: 6 4 1 3 14 10 18:
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 63.1 98.0 86.1 92.0 58.5 93.6 81.5
Old : 94.9 63.1 98.0 86.1 92.0 58.5 93.6 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012