WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 521,903 COMMITMENTS 128,734 94,545 123,743 224,660 249,060 477,137 467,349 44,766 54,554 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -116,720) 5,141 -5,951 -71,517 -52,405 -39,032 -118,781 -116,500 2,062 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 18.1 23.7 43.0 47.7 91.4 89.5 8.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 140 127 150 102 126 328 331 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,541,817 COMMITMENTS 372,124 71,368 366,401 624,013 849,321 1362538 1287090 179,279 254,727 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -338,232) 8,007 8 -251,428 -92,282 -75,808 -335,703 -327,228 -2,529 -11,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 4.6 23.8 40.5 55.1 88.4 83.5 11.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784) 195 158 231 286 386 603 669 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,052 COMMITMENTS 2,202 6 316 5,756 8,883 8,273 9,204 2,778 1,847 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -1,204) 8 -217 -381 -1,194 -917 -1,567 -1,515 364 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 0.0 2.9 52.1 80.4 74.9 83.3 25.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 18 2 9 16 11 36 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 843,320 COMMITMENTS 176,139 53,949 285,917 311,470 429,646 773,527 769,513 69,793 73,807 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -30,729) -1,705 6,613 -27,986 -2,712 -9,925 -32,403 -31,298 1,674 569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 6.4 33.9 36.9 50.9 91.7 91.2 8.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507) 173 140 215 146 170 433 426 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 370,218 COMMITMENTS 50,351 101,245 83,095 200,654 144,846 334,100 329,186 36,118 41,032 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -56,024) 2,272 -3,207 -31,795 -28,040 -23,659 -57,564 -58,660 1,539 2,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 27.3 22.4 54.2 39.1 90.2 88.9 9.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 42 104 99 83 72 205 219 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,318 COMMITMENTS 74,536 48,101 64,020 432,671 468,597 571,227 580,719 182,091 172,599 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 6,513) -7,424 4,345 7 3,667 1,088 -3,751 5,440 10,264 1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 6.4 8.5 57.4 62.2 75.8 77.1 24.2 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 34 23 33 72 74 122 115 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 389,603 COMMITMENTS 21,891 53,104 8,521 266,987 256,121 297,399 317,746 92,204 71,857 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 32,397) -2,461 517 6,644 7,560 11,142 11,743 18,303 20,655 14,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 13.6 2.2 68.5 65.7 76.3 81.6 23.7 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 6 8 30 36 44 46 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,761 COMMITMENTS 1,809 180 2,842 5,556 7,502 10,207 10,524 554 237 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -647) -808 -67 258 -18 -878 -568 -687 -79 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 1.7 26.4 51.6 69.7 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 6 15 19 26 27 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 253,348 COMMITMENTS 55,302 23,512 52,293 96,867 147,216 204,461 223,021 48,887 30,327 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -26,938) -1,477 2,831 -17,370 -8,512 -12,767 -27,359 -27,306 421 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 9.3 20.6 38.2 58.1 80.7 88.0 19.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 59 31 55 76 68 162 137 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,993 COMMITMENTS 2,786 5,421 557 8,426 7,038 11,770 13,016 3,223 1,977 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 19) 141 0 16 -84 78 73 94 -54 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 36.2 3.7 56.2 46.9 78.5 86.8 21.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 21 18 7 27 14 50 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,157,985 COMMITMENTS 280,248 268,267 92,826 614,769 686,607 987,843 1047700 170,142 110,285 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -65,739) -29,191 -5,073 -19,763 -41,263 -73,007 -90,217 -97,843 24,478 32,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 23.2 8.0 53.1 59.3 85.3 90.5 14.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 46 40 39 105 99 170 160 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,051,670 COMMITMENTS 377,209 186,814 199,981 1145908 1275077 1723099 1661872 328,571 389,797 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -187,190) -31,774 -21,490 -70,832 -97,336 -118,725 -199,942 -211,048 12,753 23,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 9.1 9.7 55.9 62.1 84.0 81.0 16.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 49 54 59 123 138 204 219 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,691,723 COMMITMENTS 318,346 178,241 99,744 994,184 1139859 1412273 1417844 279,450 273,879 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -56,491) -3,170 1,275 -85,300 23,766 24,006 -64,704 -60,019 8,213 3,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 10.5 5.9 58.8 67.4 83.5 83.8 16.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 39 33 30 93 103 148 150 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 405,822 COMMITMENTS 23,913 47,271 66,738 290,136 260,103 380,787 374,111 25,034 31,710 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 10,955) 7,527 677 -655 6,161 11,941 13,032 11,962 -2,078 -1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 11.6 16.4 71.5 64.1 93.8 92.2 6.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 13 18 24 40 40 67 69 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,294 COMMITMENTS 8,095 10,288 3,104 29,735 30,738 40,934 44,131 8,360 5,163 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 67) -1,301 -599 34 1,750 579 483 15 -417 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 20.9 6.3 60.3 62.4 83.0 89.5 17.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 19 25 9 37 25 63 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,588 COMMITMENTS 16,190 20,577 6,208 59,471 61,476 81,869 88,261 16,719 10,327 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 133) -2,602 -1,197 69 3,501 1,158 967 29 -833 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 20.9 6.3 60.3 62.4 83.0 89.5 17.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 19 25 9 37 25 63 52 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,331 COMMITMENTS 7,194 7,418 985 1,024 919 9,203 9,322 128 9 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,178) 2,273 1,654 -1 -97 525 2,175 2,178 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.1 79.5 10.6 11.0 9.8 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 8 3 1 2 14 11 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 12,877 COMMITMENTS 982 4,596 1 11,677 8,180 12,660 12,777 217 100 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 521) 32 477 0 489 21 521 498 0 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 35.7 0.0 90.7 63.5 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 5 11 12 19 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 13,198 COMMITMENTS 753 1,609 12 12,176 11,484 12,941 13,105 257 93 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -408) -358 -493 12 -63 29 -409 -452 1 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 12.2 0.1 92.3 87.0 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 5 1 4 15 11 20
Updated December 5, 2012