WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 532,424: 103,874 119,025 134,025 259,616 225,632 497,514 478,681: 34,910 53,743
Old : 366,131: 73,037 113,335 70,542 197,507 148,704 341,085 332,582: 25,046 33,550
Other: 166,293: 51,017 25,869 43,303 62,109 76,928 156,429 146,100: 9,864 20,193
: : :
: : Changes in Commitments from: December 18, 2012 :
: 3,895: -2,829 2,102 197 9,205 3,655 6,573 5,954: -2,678 -2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.4 25.2 48.8 42.4 93.4 89.9: 6.6 10.1
Old : 100.0: 19.9 31.0 19.3 53.9 40.6 93.2 90.8: 6.8 9.2
Other: 100.0: 30.7 15.6 26.0 37.3 46.3 94.1 87.9: 5.9 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 121 132 141 106 124 298 334:
Old : 379: 111 129 107 93 109 257 294:
Other: 253: 60 64 60 68 110 163 207:
:----------------------------------------------------------------------------------------------------
: 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 16.8 27.5 24.7 15.0 13.2 26.0 19.2
Old : 19.5 23.2 33.4 32.2 19.3 22.2 32.8 30.7
Other: 21.5 15.1 34.4 24.4 20.0 13.6 29.2 19.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,519,198: 311,471 124,780 411,356 637,952 742,525 1,360,778 1,278,661: 158,420 240,537
Old : 1,237,262: 252,772 120,200 310,044 537,941 623,385 1,100,757 1,053,629: 136,505 183,633
Other: 281,937: 108,640 54,522 51,370 100,011 119,140 260,021 225,032: 21,915 56,904
: : :
: : Changes in Commitments from: December 18, 2012 :
: -14,152: -22,208 11,243 5,263 11,729 -35,669 -5,216 -19,162: -8,936 5,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 8.2 27.1 42.0 48.9 89.6 84.2: 10.4 15.8
Old : 100.0: 20.4 9.7 25.1 43.5 50.4 89.0 85.2: 11.0 14.8
Other: 100.0: 38.5 19.3 18.2 35.5 42.3 92.2 79.8: 7.8 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 178 156 214 263 363 545 639:
Old : 726: 188 138 187 249 352 515 605:
Other: 497: 68 102 67 117 283 218 421:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 10.9 19.5 18.2 8.8 6.5 15.6 10.2
Old : 11.9 10.4 21.1 17.8 10.3 8.0 18.5 12.6
Other: 28.4 21.1 44.9 28.9 28.2 17.5 41.5 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 10,887: 1,722 1,367 705 6,095 7,849 8,521 9,920: 2,366 967
Old : 10,539: 1,722 1,362 688 5,797 7,541 8,207 9,591: 2,332 948
Other: 348: 4 9 13 298 307 314 329: 34 19
: : :
: : Changes in Commitments from: December 18, 2012 :
: -816: -1,704 73 193 601 -1,052 -910 -786: 94 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.6 6.5 56.0 72.1 78.3 91.1: 21.7 8.9
Old : 100.0: 16.3 12.9 6.5 55.0 71.6 77.9 91.0: 22.1 9.0
Other: 100.0: 1.1 2.6 3.6 85.5 88.2 90.2 94.5: 9.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 8 8 18 12 36 25:
Old : 43: 16 6 8 18 12 36 25:
Other: 17: 3 2 3 8 6 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 56.6 48.5 73.1 31.4 53.3 45.8 65.8
Old : 31.3 57.4 47.5 73.6 31.1 54.8 45.6 67.0
Other: 77.5 76.5 87.0 92.7 55.2 62.1 60.8 65.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 772,684: 173,016 48,697 245,432 288,924 409,371 707,372 703,501: 65,312 69,183
Old : 679,432: 152,707 42,993 210,374 258,289 372,227 621,370 625,593: 58,063 53,839
Other: 93,252: 37,609 23,005 17,759 30,634 37,144 86,002 77,908: 7,249 15,344
: : :
: : Changes in Commitments from: December 18, 2012 :
: -102,468: -17,240 1,532 -60,419 -14,378 -35,555 -92,038 -94,443: -10,431 -8,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.3 31.8 37.4 53.0 91.5 91.0: 8.5 9.0
Old : 100.0: 22.5 6.3 31.0 38.0 54.8 91.5 92.1: 8.5 7.9
Other: 100.0: 40.3 24.7 19.0 32.9 39.8 92.2 83.5: 7.8 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 164 119 202 134 153 400 391:
Old : 454: 175 104 188 132 145 385 373:
Other: 231: 52 70 48 48 92 129 183:
:----------------------------------------------------------------------------------------------------
: 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 14.7 23.2 24.0 11.7 12.8 18.3 19.9
Old : 16.5 16.4 24.6 25.4 13.7 14.3 21.1 21.1
Other: 34.5 21.2 48.7 34.6 34.5 20.6 46.8 31.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 353,164: 63,118 100,912 77,027 182,068 141,191 322,212 319,130: 30,952 34,034
Old : 325,247: 64,543 103,549 65,629 169,196 123,423 299,368 292,602: 25,879 32,646
Other: 27,917: 4,956 3,745 5,016 12,872 17,768 22,844 26,528: 5,073 1,388
: : :
: : Changes in Commitments from: December 18, 2012 :
: -15,535: 2,678 7,366 -12,615 -3,445 -8,355 -13,381 -13,604: -2,154 -1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 28.6 21.8 51.6 40.0 91.2 90.4: 8.8 9.6
Old : 100.0: 19.8 31.8 20.2 52.0 37.9 92.0 90.0: 8.0 10.0
Other: 100.0: 17.8 13.4 18.0 46.1 63.6 81.8 95.0: 18.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 63 95 100 75 70 205 223:
Old : 272: 64 101 97 75 69 201 220:
Other: 84: 25 10 21 32 21 70 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 : 13.5 18.5 24.3 27.2 11.9 13.0 20.6 19.8
Old : 14.1 18.9 24.8 26.9 13.5 13.3 22.5 20.7
Other: 27.4 45.6 43.0 63.1 21.7 38.0 32.1 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 608,715: 52,250 49,857 36,917 376,022 356,083 465,189 442,857: 143,526 165,858
Old : 608,715: 52,250 49,857 36,917 376,022 356,083 465,189 442,857: 143,526 165,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -83,903: -18,437 -18,603 -31,426 -20,691 -34,948 -70,554 -84,977: -13,350 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.2 6.1 61.8 58.5 76.4 72.8: 23.6 27.2
Old : 100.0: 8.6 8.2 6.1 61.8 58.5 76.4 72.8: 23.6 27.2
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 : 151: 34 23 39 74 78 123 125:
Old : 151: 34 23 39 74 78 123 125:
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 : 23.5 14.2 30.9 24.8 20.4 12.4 26.9 21.5
Old : 23.5 14.2 30.9 24.8 20.4 12.4 26.9 21.5
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 24, 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 : 356,089: 21,678 46,472 3,003 267,037 252,684 291,718 302,159: 64,371 53,930
Old : 356,089: 21,678 46,472 3,003 267,037 252,684 291,718 302,159: 64,371 53,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -10,484: -149 -4,006 -31 -9,700 57 -9,880 -3,981: -604 -6,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.1 0.8 75.0 71.0 81.9 84.9: 18.1 15.1
Old : 100.0: 6.1 13.1 0.8 75.0 71.0 81.9 84.9: 18.1 15.1
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 : 64: 8 6 5 28 38 40 45:
Old : 64: 8 6 5 28 38 40 45:
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 : 35.9 40.6 50.8 53.2 33.7 39.0 44.3 50.7
Old : 35.9 40.6 50.8 53.2 33.7 39.0 44.3 50.7
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 24, 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 : 8,624: 1,197 552 920 5,568 6,475 7,685 7,947: 939 677
Old : 8,624: 1,197 552 920 5,568 6,475 7,685 7,947: 939 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -156: 487 -6 -270 -413 -80 -196 -356: 40 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.4 10.7 64.6 75.1 89.1 92.1: 10.9 7.9
Old : 100.0: 13.9 6.4 10.7 64.6 75.1 89.1 92.1: 10.9 7.9
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 : 37: 7 4 6 18 19 29 27:
Old : 37: 7 4 6 18 19 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 : 40.5 43.1 60.7 65.1 19.7 23.4 29.2 35.5
Old : 40.5 43.1 60.7 65.1 19.7 23.4 29.2 35.5
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 24, 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 : 257,334: 63,213 18,577 50,379 99,019 166,964 212,611 235,920: 44,723 21,415
Old : 231,263: 59,075 18,933 43,708 87,302 148,792 190,085 211,434: 41,178 19,829
Other: 26,072: 6,632 2,138 4,177 11,717 18,171 22,526 24,486: 3,546 1,586
: : :
: : Changes in Commitments from: December 18, 2012 :
: -28,511: -6,424 -1,244 -11,666 -6,776 -13,599 -24,866 -26,509: -3,645 -2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.2 19.6 38.5 64.9 82.6 91.7: 17.4 8.3
Old : 100.0: 25.5 8.2 18.9 37.8 64.3 82.2 91.4: 17.8 8.6
Other: 100.0: 25.4 8.2 16.0 44.9 69.7 86.4 93.9: 13.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 61 39 49 73 71 164 137:
Old : 193: 61 41 49 72 71 162 136:
Other: 64: 15 11 14 32 16 51 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 : 13.1 37.7 20.7 49.1 7.5 28.5 13.2 33.6
Old : 12.7 37.4 20.0 47.6 7.5 29.0 13.1 34.0
Other: 39.7 52.0 59.0 67.4 29.1 45.9 45.9 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 15,763: 3,176 4,306 766 8,700 8,834 12,643 13,906: 3,120 1,856
Old : 15,712: 3,181 4,306 761 8,700 8,791 12,643 13,858: 3,069 1,853
Other: 51: 0 5 0 0 43 0 48: 51 3
: : :
: : Changes in Commitments from: December 18, 2012 :
: 12: -237 201 -183 309 246 -111 263: 123 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 27.3 4.9 55.2 56.0 80.2 88.2: 19.8 11.8
Old : 100.0: 20.2 27.4 4.8 55.4 56.0 80.5 88.2: 19.5 11.8
Other: 100.0: 0.0 9.8 0.0 0.0 84.3 0.0 94.1: 100.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 23 12 6 29 18 53 36:
Old : 69: 23 12 6 29 18 53 36:
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 : 32.2 43.7 45.2 58.3 32.1 42.7 44.3 56.6
Old : 32.3 43.6 45.3 58.3 32.2 42.7 44.5 56.6
Other: 0.0 94.1 0.0 94.1 0.0 94.1 0.0 94.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,099,373: 314,657 176,096 61,074 591,024 780,165 966,754 1,017,335: 132,619 82,037
Old : 1,099,373: 314,657 176,096 61,074 591,024 780,165 966,754 1,017,335: 132,619 82,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -35,835: -41,587 -28,061 -15,641 19,949 5,454 -37,278 -38,247: 1,444 2,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 16.0 5.6 53.8 71.0 87.9 92.5: 12.1 7.5
Old : 100.0: 28.6 16.0 5.6 53.8 71.0 87.9 92.5: 12.1 7.5
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 : 218: 48 33 23 98 96 154 144:
Old : 218: 48 33 23 98 96 154 144:
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 : 16.2 35.7 25.2 46.8 15.4 34.9 24.2 44.7
Old : 16.2 35.7 25.2 46.8 15.4 34.9 24.2 44.7
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 24, 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 : 1,919,809: 305,716 231,656 178,806 1,139,449 1,171,648 1,623,971 1,582,110: 295,838 337,700
Old : 1,919,809: 305,716 231,656 178,806 1,139,449 1,171,648 1,623,971 1,582,110: 295,838 337,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -271,798: -26,435 -21,472 -88,073 -136,832 -144,950 -251,340 -254,495: -20,458 -17,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.1 9.3 59.4 61.0 84.6 82.4: 15.4 17.6
Old : 100.0: 15.9 12.1 9.3 59.4 61.0 84.6 82.4: 15.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 49 49 60 126 136 204 216:
Old : 256: 49 49 60 126 136 204 216:
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 : 17.2 20.5 27.6 27.8 16.4 15.8 25.5 22.8
Old : 17.2 20.5 27.6 27.8 16.4 15.8 25.5 22.8
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 24, 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 : 1,621,589: 206,491 190,759 72,988 1,132,398 1,095,303 1,411,878 1,359,051: 209,712 262,539
Old : 1,621,589: 206,491 190,759 72,988 1,132,398 1,095,303 1,411,878 1,359,051: 209,712 262,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 35,876: -38,016 19,183 -26,985 131,201 39,460 66,201 31,658: -30,325 4,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.8 4.5 69.8 67.5 87.1 83.8: 12.9 16.2
Old : 100.0: 12.7 11.8 4.5 69.8 67.5 87.1 83.8: 12.9 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 : 192: 27 40 27 85 103 128 154:
Old : 192: 27 40 27 85 103 128 154:
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 : 27.6 19.5 39.0 29.9 27.2 18.3 38.5 27.5
Old : 27.6 19.5 39.0 29.9 27.2 18.3 38.5 27.5
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 24, 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 : 449,671: 69,004 51,256 66,262 297,799 301,048 433,065 418,566: 16,606 31,105
Old : 449,671: 69,004 51,256 66,262 297,799 301,048 433,065 418,566: 16,606 31,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 6,533: 1,660 -817 -58 8,544 5,873 10,146 4,998: -3,613 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.4 14.7 66.2 66.9 96.3 93.1: 3.7 6.9
Old : 100.0: 15.3 11.4 14.7 66.2 66.9 96.3 93.1: 3.7 6.9
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 : 83: 19 15 25 41 42 70 73:
Old : 83: 19 15 25 41 42 70 73:
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 : 35.4 41.6 47.1 55.3 30.0 39.1 38.5 45.5
Old : 35.4 41.6 47.1 55.3 30.0 39.1 38.5 45.5
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 24, 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 : 49,255: 13,623 2,995 504 27,102 41,801 41,229 45,299: 8,026 3,955
Old : 49,255: 13,623 2,995 504 27,102 41,801 41,229 45,299: 8,026 3,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -30,691: -2,040 1,025 -6,371 -20,298 -22,462 -28,709 -27,809: -1,982 -2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 6.1 1.0 55.0 84.9 83.7 92.0: 16.3 8.0
Old : 100.0: 27.7 6.1 1.0 55.0 84.9 83.7 92.0: 16.3 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 : 89: 28 9 6 35 26 65 39:
Old : 89: 28 9 6 35 26 65 39:
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 : 23.4 53.7 38.3 69.8 23.3 53.7 38.0 69.7
Old : 23.4 53.7 38.3 69.8 23.3 53.7 38.0 69.7
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 24, 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 : 98,509: 27,247 5,989 1,007 54,204 83,602 82,458 90,599: 16,052 7,911
Old : 98,509: 27,247 5,989 1,007 54,204 83,602 82,458 90,599: 16,052 7,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -28,670: 895 -7,230 -2,629 -25,203 -15,435 -26,937 -25,294: -1,733 -3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 6.1 1.0 55.0 84.9 83.7 92.0: 16.3 8.0
Old : 100.0: 27.7 6.1 1.0 55.0 84.9 83.7 92.0: 16.3 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 : 89: 28 9 6 35 26 65 39:
Old : 89: 28 9 6 35 26 65 39:
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 : 23.4 53.7 38.3 69.8 23.3 53.7 38.0 69.7
Old : 23.4 53.7 38.3 69.8 23.3 53.7 38.0 69.7
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 24, 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 : 9,004: 990 4,914 0 7,891 4,019 8,881 8,933: 123 71
Old : 9,004: 990 4,914 0 7,891 4,019 8,881 8,933: 123 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 234: 178 140 0 68 75 246 215: -12 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 54.6 0.0 87.6 44.6 98.6 99.2: 1.4 0.8
Old : 100.0: 11.0 54.6 0.0 87.6 44.6 98.6 99.2: 1.4 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 : 25: 5 7 0 3 10 8 17:
Old : 25: 5 7 0 3 10 8 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 : 95.8 72.5 98.6 87.5 95.8 72.5 98.6 87.5
Old : 95.8 72.5 98.6 87.5 95.8 72.5 98.6 87.5
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 24, 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 : 8,192: 687 1,276 0 7,325 6,882 8,012 8,158: 180 34
Old : 8,192: 687 1,276 0 7,325 6,882 8,012 8,158: 180 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -17: -339 -30 0 326 8 -13 -22: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.6 0.0 89.4 84.0 97.8 99.6: 2.2 0.4
Old : 100.0: 8.4 15.6 0.0 89.4 84.0 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 : 22: 3 4 0 4 12 7 16:
Old : 22: 3 4 0 4 12 7 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 : 95.5 62.9 97.8 87.1 95.5 62.9 97.3 87.1
Old : 95.5 62.9 97.8 87.1 95.5 62.9 97.3 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012