WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 528,529: 106,703 116,923 133,828 250,411 221,977 490,942 472,727: 37,587 55,802
Old : 368,410: 75,309 112,518 72,557 192,844 148,530 340,710 333,605: 27,700 34,805
Other: 160,119: 51,569 24,579 41,096 57,567 73,448 150,232 139,122: 9,887 20,997
: : :
: : Changes in Commitments from: December 11, 2012 :
: 11,689: -4,505 13,663 541 19,608 -1,913 15,644 12,291: -3,955 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 22.1 25.3 47.4 42.0 92.9 89.4: 7.1 10.6
Old : 100.0: 20.4 30.5 19.7 52.3 40.3 92.5 90.6: 7.5 9.4
Other: 100.0: 32.2 15.4 25.7 36.0 45.9 93.8 86.9: 6.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 123 137 144 102 114 304 322:
Old : 375: 104 141 111 90 101 262 287:
Other: 247: 73 54 63 65 102 168 197:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 16.9 27.1 24.3 14.8 12.8 25.3 18.5
Old : 19.0 22.9 33.0 31.6 18.7 21.3 32.4 29.6
Other: 21.9 14.9 34.9 24.6 20.4 13.3 29.5 19.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,533,350: 333,679 113,537 406,092 626,223 778,194 1,365,994 1,297,823: 167,356 235,527
Old : 1,261,255: 272,469 111,530 307,637 534,652 660,710 1,114,758 1,079,878: 146,497 181,377
Other: 272,095: 111,374 52,171 48,291 91,570 117,484 251,236 217,946: 20,859 54,149
: : :
: : Changes in Commitments from: December 11, 2012 :
: -16,890: -30,843 20,157 10,221 -785 -48,560 -21,406 -18,182: 4,516 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.4 26.5 40.8 50.8 89.1 84.6: 10.9 15.4
Old : 100.0: 21.6 8.8 24.4 42.4 52.4 88.4 85.6: 11.6 14.4
Other: 100.0: 40.9 19.2 17.7 33.7 43.2 92.3 80.1: 7.7 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 178 167 221 249 369 540 652:
Old : 738: 189 149 195 236 359 511 621:
Other: 511: 67 111 66 113 290 213 436:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 12.0 19.4 19.2 8.5 7.0 15.2 10.7
Old : 11.8 11.3 21.0 18.7 9.6 8.0 17.4 12.7
Other: 30.0 21.8 46.5 29.3 29.7 18.4 43.1 24.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 11,703: 3,425 1,293 512 5,494 8,901 9,431 10,706: 2,272 998
Old : 11,499: 3,425 1,290 511 5,316 8,728 9,252 10,529: 2,247 971
Other: 204: 0 3 1 178 173 179 177: 25 27
: : :
: : Changes in Commitments from: December 11, 2012 :
: 196: 52 157 50 230 11 332 218: -136 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 11.0 4.4 46.9 76.1 80.6 91.5: 19.4 8.5
Old : 100.0: 29.8 11.2 4.4 46.2 75.9 80.5 91.6: 19.5 8.4
Other: 100.0: 0.0 1.5 0.5 87.2 84.8 87.7 86.8: 12.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 21 11 9 17 13 44 27:
Old : 53: 21 11 9 17 13 44 27:
Other: 14: 1 2 1 7 7 9 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 54.7 47.0 74.7 32.5 52.8 46.6 70.7
Old : 32.4 55.3 46.7 74.6 32.2 53.3 46.5 70.9
Other: 81.9 80.4 87.7 86.8 80.9 78.9 84.3 83.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 875,152: 190,256 47,166 305,852 303,302 444,926 799,409 797,944: 75,743 77,208
Old : 784,574: 173,747 43,645 268,473 273,432 410,110 715,652 722,228: 68,923 62,346
Other: 90,578: 37,416 24,427 16,472 29,870 34,816 83,758 75,716: 6,820 14,862
: : :
: : Changes in Commitments from: December 11, 2012 :
: 16,662: 8,554 3,805 -497 5,185 11,897 13,241 15,204: 3,421 1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 5.4 34.9 34.7 50.8 91.3 91.2: 8.7 8.8
Old : 100.0: 22.1 5.6 34.2 34.9 52.3 91.2 92.1: 8.8 7.9
Other: 100.0: 41.3 27.0 18.2 33.0 38.4 92.5 83.6: 7.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 501: 194 124 231 141 159 436 429:
Old : 494: 199 117 218 138 150 421 412:
Other: 241: 53 75 48 48 96 132 191:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 13.9 21.7 22.6 10.2 11.7 16.2 18.0
Old : 15.4 14.9 22.7 23.7 11.7 12.8 18.3 19.2
Other: 34.8 21.1 49.1 33.6 34.8 20.5 47.3 29.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 368,699: 60,439 93,546 89,642 185,512 149,546 335,593 332,734: 33,105 35,965
Old : 343,441: 61,785 96,155 79,328 174,211 133,208 315,324 308,691: 28,117 34,750
Other: 25,257: 4,479 3,216 4,489 11,301 16,338 20,269 24,043: 4,989 1,215
: : :
: : Changes in Commitments from: December 11, 2012 :
: 8,318: 2,863 4,741 4,179 2,953 2,031 9,995 10,951: -1,677 -2,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 25.4 24.3 50.3 40.6 91.0 90.2: 9.0 9.8
Old : 100.0: 18.0 28.0 23.1 50.7 38.8 91.8 89.9: 8.2 10.1
Other: 100.0: 17.7 12.7 17.8 44.7 64.7 80.2 95.2: 19.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 61 100 103 76 71 206 230:
Old : 276: 60 107 100 76 71 203 228:
Other: 84: 25 9 19 33 22 68 45:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 19.0 23.6 27.2 10.8 12.8 18.8 19.3
Old : 14.5 19.3 24.1 26.8 12.2 13.0 20.4 20.1
Other: 27.7 46.4 42.6 65.7 21.9 38.1 31.5 54.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 692,618: 70,687 68,460 68,343 396,713 391,031 535,743 527,834: 156,876 164,785
Old : 692,618: 70,687 68,460 68,343 396,713 391,031 535,743 527,834: 156,876 164,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -280: -12,047 14,516 13,355 6,520 -33,541 7,828 -5,670: -8,108 5,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.9 9.9 57.3 56.5 77.4 76.2: 22.6 23.8
Old : 100.0: 10.2 9.9 9.9 57.3 56.5 77.4 76.2: 22.6 23.8
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 : 175: 32 40 46 81 84 144 139:
Old : 175: 32 40 46 81 84 144 139:
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 13.3 27.1 22.9 17.5 11.6 23.9 19.4
Old : 20.1 13.3 27.1 22.9 17.5 11.6 23.9 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 366,573: 21,827 50,479 3,034 276,737 252,627 301,598 306,140: 64,975 60,433
Old : 366,573: 21,827 50,479 3,034 276,737 252,627 301,598 306,140: 64,975 60,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -4,241: -4,610 -239 391 2,751 -6,764 -1,468 -6,612: -2,773 2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.8 0.8 75.5 68.9 82.3 83.5: 17.7 16.5
Old : 100.0: 6.0 13.8 0.8 75.5 68.9 82.3 83.5: 17.7 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 6 5 30 37 42 44:
Old : 63: 8 6 5 30 37 42 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 : 35.0 41.0 50.8 52.5 32.9 39.1 44.5 49.7
Old : 35.0 41.0 50.8 52.5 32.9 39.1 44.5 49.7
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, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 8,780: 710 558 1,190 5,981 6,555 7,881 8,303: 899 477
Old : 8,780: 710 558 1,190 5,981 6,555 7,881 8,303: 899 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -958: -517 -282 -538 -121 -247 -1,176 -1,067: 218 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.4 13.6 68.1 74.7 89.8 94.6: 10.2 5.4
Old : 100.0: 8.1 6.4 13.6 68.1 74.7 89.8 94.6: 10.2 5.4
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 : 36: 4 4 6 19 20 29 27:
Old : 36: 4 4 6 19 20 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 43.7 61.9 68.8 20.2 26.0 30.3 36.2
Old : 43.0 43.7 61.9 68.8 20.2 26.0 30.3 36.2
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, December 18, 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 : 285,846: 69,637 19,821 62,045 105,796 180,562 237,477 262,428: 48,368 23,417
Old : 260,655: 65,995 20,963 55,018 94,568 162,880 215,581 238,861: 45,075 21,794
Other: 25,190: 7,023 2,239 3,646 11,228 17,682 21,897 23,567: 3,293 1,623
: : :
: : Changes in Commitments from: December 11, 2012 :
: 15,647: 4,779 -1,892 7,680 3,175 11,476 15,633 17,264: 14 -1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.9 21.7 37.0 63.2 83.1 91.8: 16.9 8.2
Old : 100.0: 25.3 8.0 21.1 36.3 62.5 82.7 91.6: 17.3 8.4
Other: 100.0: 27.9 8.9 14.5 44.6 70.2 86.9 93.6: 13.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 72 35 55 73 76 175 145:
Old : 203: 76 32 54 72 76 173 143:
Other: 64: 9 15 15 34 15 52 38:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 35.4 20.0 47.7 6.9 26.9 12.2 32.7
Old : 11.9 34.8 19.2 46.4 6.8 26.6 12.3 31.7
Other: 40.4 51.1 59.9 66.0 30.1 45.4 47.9 57.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 15,751: 3,413 4,105 950 8,391 8,588 12,754 13,643: 2,997 2,108
Old : 15,708: 3,414 4,099 948 8,391 8,553 12,754 13,600: 2,954 2,108
Other: 43: 0 8 0 0 35 0 43: 43 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 156: -142 -365 10 498 213 367 -141: -211 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 26.1 6.0 53.3 54.5 81.0 86.6: 19.0 13.4
Old : 100.0: 21.7 26.1 6.0 53.4 54.5 81.2 86.6: 18.8 13.4
Other: 100.0: 0.0 18.6 0.0 0.0 81.4 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 21 15 7 29 18 54 37:
Old : 70: 22 14 7 29 18 54 37:
Other: 5: 0 2 0 0 3 0 5:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 43.9 45.1 57.7 32.7 43.0 44.8 56.9
Old : 32.9 43.8 45.2 57.7 32.8 43.0 44.9 56.9
Other: 0.0 95.3 0.0 100.0 0.0 95.3 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,135,207: 356,243 204,157 76,714 571,075 774,711 1,004,032 1,055,582: 131,175 79,625
Old : 1,135,207: 356,243 204,157 76,714 571,075 774,711 1,004,032 1,055,582: 131,175 79,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 58,966: 86,989 -22,924 -10,611 -11,649 98,572 64,730 65,038: -5,764 -6,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.0 6.8 50.3 68.2 88.4 93.0: 11.6 7.0
Old : 100.0: 31.4 18.0 6.8 50.3 68.2 88.4 93.0: 11.6 7.0
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: 46 41 29 103 97 164 152:
Old : 226: 46 41 29 103 97 164 152:
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 : 16.1 36.7 25.5 47.9 15.2 35.8 24.7 45.5
Old : 16.1 36.7 25.5 47.9 15.2 35.8 24.7 45.5
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 18, 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 : 2,191,607: 332,151 253,127 266,879 1,276,281 1,316,598 1,875,311 1,836,604: 316,297 355,003
Old : 2,191,607: 332,151 253,127 266,879 1,276,281 1,316,598 1,875,311 1,836,604: 316,297 355,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 127,013: -22,940 58,969 39,114 126,112 6,909 142,285 104,992: -15,272 22,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.5 12.2 58.2 60.1 85.6 83.8: 14.4 16.2
Old : 100.0: 15.2 11.5 12.2 58.2 60.1 85.6 83.8: 14.4 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 : 273: 44 62 69 133 145 216 237:
Old : 273: 44 62 69 133 145 216 237:
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 : 16.9 19.6 26.8 25.9 15.7 14.4 24.5 20.3
Old : 16.9 19.6 26.8 25.9 15.7 14.4 24.5 20.3
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 18, 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 : 1,585,713: 244,507 171,576 99,973 1,001,198 1,055,844 1,345,677 1,327,393: 240,036 258,320
Old : 1,585,713: 244,507 171,576 99,973 1,001,198 1,055,844 1,345,677 1,327,393: 240,036 258,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -54,085: -37,712 12,819 -42,358 37,922 -41,254 -42,148 -70,793: -11,937 16,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.8 6.3 63.1 66.6 84.9 83.7: 15.1 16.3
Old : 100.0: 15.4 10.8 6.3 63.1 66.6 84.9 83.7: 15.1 16.3
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 : 194: 35 33 33 88 102 138 153:
Old : 194: 35 33 33 88 102 138 153:
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 : 19.5 18.2 30.6 29.0 19.1 16.2 30.1 24.8
Old : 19.5 18.2 30.6 29.0 19.1 16.2 30.1 24.8
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 18, 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 : 443,138: 67,344 52,073 66,320 289,254 295,176 422,919 413,569: 20,219 29,570
Old : 443,138: 67,344 52,073 66,320 289,254 295,176 422,919 413,569: 20,219 29,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 89,103: 49,543 6,165 6,791 35,565 83,053 91,900 96,009: -2,797 -6,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.8 15.0 65.3 66.6 95.4 93.3: 4.6 6.7
Old : 100.0: 15.2 11.8 15.0 65.3 66.6 95.4 93.3: 4.6 6.7
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 : 84: 20 15 28 41 42 71 76:
Old : 84: 20 15 28 41 42 71 76:
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 : 34.8 39.6 46.1 54.1 29.7 37.9 37.1 43.6
Old : 34.8 39.6 46.1 54.1 29.7 37.9 37.1 43.6
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, December 18, 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 : 79,946: 15,664 1,970 6,875 47,400 64,264 69,938 73,108: 10,008 6,838
Old : 79,946: 15,664 1,970 6,875 47,400 64,264 69,938 73,108: 10,008 6,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 27,474: 2,722 -5,125 5,839 16,931 26,520 25,493 27,234: 1,982 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.5 8.6 59.3 80.4 87.5 91.4: 12.5 8.6
Old : 100.0: 19.6 2.5 8.6 59.3 80.4 87.5 91.4: 12.5 8.6
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 : 97: 33 9 14 45 34 84 53:
Old : 97: 33 9 14 45 34 84 53:
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 : 18.2 33.5 29.8 52.1 15.6 28.5 25.4 43.2
Old : 18.2 33.5 29.8 52.1 15.6 28.5 25.4 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 16,356: 7,207 79 338 7,696 14,745 15,241 15,162: 1,116 1,195
Old : 16,356: 7,207 79 338 7,696 14,745 15,241 15,162: 1,116 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 0.5 2.1 47.1 90.1 93.2 92.7: 6.8 7.3
Old : 100.0: 44.1 0.5 2.1 47.1 90.1 93.2 92.7: 6.8 7.3
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 : 23: 7 1 5 7 11 15 16:
Old : 23: 7 1 5 7 11 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 56.9 79.4 82.7 51.4 54.8 74.2 74.9
Old : 51.5 56.9 79.4 82.7 51.4 54.8 74.2 74.9
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 18, 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 : 127,179: 26,352 13,220 3,636 79,407 99,037 109,394 115,893: 17,785 11,286
Old : 127,179: 26,352 13,220 3,636 79,407 99,037 109,394 115,893: 17,785 11,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 22,236: 469 -969 1,565 18,470 23,549 20,504 24,145: 1,732 -1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.4 2.9 62.4 77.9 86.0 91.1: 14.0 8.9
Old : 100.0: 20.7 10.4 2.9 62.4 77.9 86.0 91.1: 14.0 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 : 94: 30 12 14 42 32 79 51:
Old : 94: 30 12 14 42 32 79 51:
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 : 19.3 29.6 31.9 50.2 18.9 26.7 31.5 44.5
Old : 19.3 29.6 31.9 50.2 18.9 26.7 31.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,770: 812 4,774 0 7,823 3,944 8,635 8,718: 135 52
Old : 8,770: 812 4,774 0 7,823 3,944 8,635 8,718: 135 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -4,583: -1,591 -125 -311 -2,580 -4,103 -4,482 -4,539: -101 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 54.4 0.0 89.2 45.0 98.5 99.4: 1.5 0.6
Old : 100.0: 9.3 54.4 0.0 89.2 45.0 98.5 99.4: 1.5 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 : 27: 7 7 0 3 10 10 17:
Old : 27: 7 7 0 3 10 10 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.4 74.5 97.7 89.7 95.4 74.5 97.7 89.7
Old : 95.4 74.5 97.7 89.7 95.4 74.5 97.7 89.7
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,209: 1,026 1,306 0 6,999 6,874 8,025 8,180: 184 29
Old : 8,209: 1,026 1,306 0 6,999 6,874 8,025 8,180: 184 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -4,486: 130 -71 -593 -4,023 -3,780 -4,486 -4,444: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.9 0.0 85.3 83.7 97.8 99.6: 2.2 0.4
Old : 100.0: 12.5 15.9 0.0 85.3 83.7 97.8 99.6: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 0 4 12 9 16:
Old : 24: 5 4 0 4 12 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.3 63.1 97.4 87.0 94.3 63.1 97.3 87.0
Old : 94.3 63.1 97.4 87.0 94.3 63.1 97.3 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012