WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,623 COMMITMENTS 123,593 100,496 195,261 277,065 288,092 595,918 583,849 42,704 54,774 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,288) -19,753 -3,379 6,955 13,479 1,487 681 5,062 1,607 -2,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 15.7 30.6 43.4 45.1 93.3 91.4 6.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451) 159 140 182 110 133 361 375 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,880,049 COMMITMENTS 364,117 71,359 617,829 716,295 925,129 1698241 1614318 181,808 265,731 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -23,394) 22,458 -20,972 -28,755 -16,355 32,325 -22,651 -17,402 -742 -5,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 3.8 32.9 38.1 49.2 90.3 85.9 9.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 860) 225 193 307 305 396 688 758 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,256 COMMITMENTS 2,194 222 697 6,951 9,800 9,841 10,719 2,415 1,536 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -406) 133 -95 -32 -253 -132 -153 -259 -253 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 1.8 5.7 56.7 80.0 80.3 87.5 19.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 21 3 12 17 11 39 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 874,049 COMMITMENTS 177,845 47,336 313,903 314,182 439,572 805,929 800,811 68,119 73,238 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 13,321) -10,214 3,398 19,754 5,619 -7,497 15,159 15,654 -1,838 -2,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 5.4 35.9 35.9 50.3 92.2 91.6 7.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519) 178 139 220 150 179 438 439 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 426,242 COMMITMENTS 48,080 104,452 114,890 228,694 168,504 391,664 387,846 34,579 38,396 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -21,613) -802 5,976 -17,454 -4,272 -6,678 -22,527 -18,155 914 -3,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 24.5 27.0 53.7 39.5 91.9 91.0 8.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 51 108 121 91 81 235 255 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,805 COMMITMENTS 81,960 43,756 64,013 429,004 467,509 574,978 575,278 171,827 171,527 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,231) 11,170 -1,226 -942 -9,559 9,150 670 6,982 10,561 4,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 5.9 8.6 57.4 62.6 77.0 77.0 23.0 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 35 34 44 87 95 149 146 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 357,205 COMMITMENTS 24,352 52,586 1,877 259,427 244,979 285,656 299,443 71,549 57,763 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -917) 484 558 85 -2,672 -4,509 -2,103 -3,866 1,186 2,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 14.7 0.5 72.6 68.6 80.0 83.8 20.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 6 4 32 36 43 43 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,408 COMMITMENTS 2,617 247 2,584 5,574 8,380 10,775 11,211 633 197 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -72) -1,338 -214 648 534 -414 -156 20 84 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 2.2 22.7 48.9 73.5 94.5 98.3 5.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 4 6 15 19 25 28 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 280,286 COMMITMENTS 56,778 20,682 69,662 105,379 159,983 231,820 250,327 48,466 29,959 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,709) -2,606 -1,493 -5,285 7,292 4,513 -599 -2,266 -1,110 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 7.4 24.9 37.6 57.1 82.7 89.3 17.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 55 37 52 88 78 172 144 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,974 COMMITMENTS 2,645 5,421 541 8,510 6,960 11,697 12,922 3,277 2,051 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 134) 12 155 31 84 -148 127 38 7 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 36.2 3.6 56.8 46.5 78.1 86.3 21.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 19 19 5 26 12 45 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,223,724 COMMITMENTS 309,439 273,339 112,589 656,032 759,614 1078060 1145542 145,664 78,182 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 57,149) 53,369 -17,158 9,498 -18,516 71,251 44,351 63,591 12,798 -6,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 22.3 9.2 53.6 62.1 88.1 93.6 11.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 46 42 35 114 101 182 157 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,238,859 COMMITMENTS 408,983 208,304 270,814 1243244 1393802 1923041 1872920 315,818 365,939 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 76,087) 43,115 39,485 9,390 25,805 22,833 78,310 71,707 -2,223 4,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 9.3 12.1 55.5 62.3 85.9 83.7 14.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 54 64 77 148 160 248 255 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,748,215 COMMITMENTS 321,516 176,966 185,044 970,418 1115854 1476977 1477863 271,237 270,352 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 45,781) 35,095 28,532 -21,963 8,089 31,853 21,221 38,422 24,560 7,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 10.1 10.6 55.5 63.8 84.5 84.5 15.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 36 43 36 91 114 149 171 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 394,867 COMMITMENTS 16,386 46,594 67,393 283,976 248,162 367,755 362,149 27,112 32,718 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 9,468) 2,036 -2,026 1,000 2,868 11,168 5,904 10,143 3,564 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 11.8 17.1 71.9 62.8 93.1 91.7 6.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 12 18 24 39 39 64 69 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,227 COMMITMENTS 9,396 10,887 3,070 27,985 30,159 40,451 44,116 8,776 5,111 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,047) -3,188 2,165 -263 1,656 -6,025 -1,795 -4,123 -1,252 1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 22.1 6.2 56.8 61.3 82.2 89.6 17.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 20 9 34 25 62 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,455 COMMITMENTS 18,792 21,774 6,140 55,970 60,318 80,902 88,232 17,553 10,223 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -6,093) -6,376 4,330 -527 3,313 -12,049 -3,589 -8,246 -2,504 2,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 22.1 6.2 56.8 61.3 82.2 89.6 17.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 20 9 34 25 62 49 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 7,153 COMMITMENTS 4,921 5,764 986 1,121 394 7,028 7,144 125 9 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -953) -958 -1,353 33 -28 367 -953 -953 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.8 80.6 13.8 15.7 5.5 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 8 3 2 1 13 10 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,356 COMMITMENTS 950 4,119 1 11,188 8,159 12,139 12,279 217 77 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 609) -138 -220 0 761 815 623 595 -14 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 33.3 0.0 90.5 66.0 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 7 1 5 12 13 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,606 COMMITMENTS 1,111 2,102 0 12,239 11,455 13,350 13,557 256 49 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -441) -301 -232 0 -98 -219 -399 -451 -42 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 15.4 0.0 90.0 84.2 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 6 0 4 15 10 21
Updated November 26, 2012