WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 472,278: 108,817 129,700 81,032 247,331 208,830 437,180 419,562: 35,098 52,716
Old : 320,624: 83,724 122,490 24,834 188,129 140,460 296,687 287,784: 23,937 32,840
Other: 151,654: 56,452 38,569 24,839 59,202 68,370 140,493 131,778: 11,161 19,876
: : :
: : Changes in Commitments from: December 31, 2012 :
: 15,944: 2,426 -144 8,270 2,337 5,682 13,033 13,808: 2,911 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 27.5 17.2 52.4 44.2 92.6 88.8: 7.4 11.2
Old : 100.0: 26.1 38.2 7.7 58.7 43.8 92.5 89.8: 7.5 10.2
Other: 100.0: 37.2 25.4 16.4 39.0 45.1 92.6 86.9: 7.4 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 121 126 112 91 111 272 299:
Old : 369: 124 115 65 76 87 231 238:
Other: 250: 51 78 47 65 99 150 199:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 21.0 31.3 28.9 18.2 18.6 30.3 24.9
Old : 23.5 29.0 37.8 38.6 23.5 28.5 37.8 38.1
Other: 24.3 15.3 38.7 24.7 23.7 14.6 36.1 22.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,148,434: 345,549 124,689 162,589 504,231 655,252 1,012,369 942,530: 136,065 205,904
Old : 922,822: 304,489 126,437 89,727 413,721 550,137 807,937 766,301: 114,885 156,521
Other: 225,612: 110,113 67,305 3,809 90,510 105,115 204,432 176,229: 21,180 49,383
: : :
: : Changes in Commitments from: December 31, 2012 :
: 20,251: 4,702 18,688 1,396 7,196 -785 13,294 19,299: 6,957 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 10.9 14.2 43.9 57.1 88.2 82.1: 11.8 17.9
Old : 100.0: 33.0 13.7 9.7 44.8 59.6 87.6 83.0: 12.4 17.0
Other: 100.0: 48.8 29.8 1.7 40.1 46.6 90.6 78.1: 9.4 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 701: 166 139 176 224 323 477 570:
Old : 688: 176 124 141 204 310 441 527:
Other: 479: 56 106 26 95 264 167 381:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 11.8 21.7 19.0 11.6 9.5 20.7 15.1
Old : 13.2 13.2 24.3 20.2 13.1 12.6 23.8 19.2
Other: 35.6 23.9 51.6 31.0 35.3 23.8 51.3 30.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,637: 1,686 2,008 390 6,389 6,890 8,465 9,288: 2,172 1,349
Old : 10,247: 1,702 2,000 374 6,030 6,575 8,106 8,949: 2,141 1,298
Other: 390: 0 24 0 359 315 359 339: 31 51
: : :
: : Changes in Commitments from: December 31, 2012 :
: 916: 128 747 193 434 -331 755 609: 161 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.9 3.7 60.1 64.8 79.6 87.3: 20.4 12.7
Old : 100.0: 16.6 19.5 3.6 58.8 64.2 79.1 87.3: 20.9 12.7
Other: 100.0: 0.0 6.2 0.0 92.1 80.8 92.1 86.9: 7.9 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 12 5 16 11 30 26:
Old : 44: 10 12 5 15 10 29 25:
Other: 16: 0 3 0 9 7 9 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 : 33.0 53.0 52.1 68.3 33.0 50.1 51.3 62.9
Old : 32.7 53.9 51.6 69.3 32.7 51.7 50.9 64.6
Other: 75.4 68.7 91.3 85.9 61.8 59.2 71.5 66.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 539,444: 157,182 76,302 80,971 247,036 323,035 485,189 480,308: 54,255 59,136
Old : 461,370: 144,576 69,458 52,649 217,805 296,091 415,030 418,198: 46,340 43,172
Other: 78,074: 38,052 32,290 2,876 29,231 26,944 70,159 62,110: 7,915 15,964
: : :
: : Changes in Commitments from: December 31, 2012 :
: -6,831: -15,861 12,487 7,397 3,188 -29,264 -5,276 -9,380: -1,555 2,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 14.1 15.0 45.8 59.9 89.9 89.0: 10.1 11.0
Old : 100.0: 31.3 15.1 11.4 47.2 64.2 90.0 90.6: 10.0 9.4
Other: 100.0: 48.7 41.4 3.7 37.4 34.5 89.9 79.6: 10.1 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 141 129 145 112 135 332 348:
Old : 435: 148 123 121 107 119 313 314:
Other: 215: 44 71 22 41 78 104 154:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 15.8 30.3 26.3 18.9 15.1 28.0 24.3
Old : 22.8 17.9 33.0 29.8 22.8 16.9 32.8 27.3
Other: 40.9 24.1 56.2 36.4 40.9 24.1 56.2 36.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 303,230: 68,378 95,716 40,867 164,351 132,095 273,596 268,678: 29,634 34,552
Old : 270,731: 68,814 96,386 28,448 149,967 114,073 247,229 238,907: 23,502 31,824
Other: 32,499: 6,687 6,453 5,296 14,384 18,022 26,367 29,771: 6,132 2,728
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,295: 2,783 -6,011 -6,432 1,632 8,591 -2,017 -3,852: -278 1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 31.6 13.5 54.2 43.6 90.2 88.6: 9.8 11.4
Old : 100.0: 25.4 35.6 10.5 55.4 42.1 91.3 88.2: 8.7 11.8
Other: 100.0: 20.6 19.9 16.3 44.3 55.5 81.1 91.6: 18.9 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 64 91 80 64 57 181 193:
Old : 253: 64 96 70 62 55 171 185:
Other: 86: 23 15 14 31 23 61 48:
:----------------------------------------------------------------------------------------------------
: 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 20.0 27.7 28.9 14.9 17.5 24.5 25.9
Old : 18.4 21.2 29.2 31.0 17.9 19.9 28.2 29.3
Other: 28.2 40.4 45.5 56.2 24.6 33.4 35.4 46.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 544,064: 49,035 56,484 2,808 357,100 333,070 408,943 392,362: 135,121 151,702
Old : 544,064: 49,035 56,484 2,808 357,100 333,070 408,943 392,362: 135,121 151,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,369: -3,042 4,842 -472 -2,592 -12,891 -6,106 -8,521: 7,475 9,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.4 0.5 65.6 61.2 75.2 72.1: 24.8 27.9
Old : 100.0: 9.0 10.4 0.5 65.6 61.2 75.2 72.1: 24.8 27.9
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 : 144: 29 23 12 58 67 92 97:
Old : 144: 29 23 12 58 67 92 97:
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 : 26.7 18.6 34.7 29.9 22.9 16.1 30.3 26.2
Old : 26.7 18.6 34.7 29.9 22.9 16.1 30.3 26.2
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 351,274: 19,741 44,412 3,164 260,156 247,858 283,061 295,434: 68,213 55,840
Old : 351,274: 19,741 44,412 3,164 260,156 247,858 283,061 295,434: 68,213 55,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,719: -1,939 -210 301 1,464 -302 -174 -211: 2,893 2,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.6 0.9 74.1 70.6 80.6 84.1: 19.4 15.9
Old : 100.0: 5.6 12.6 0.9 74.1 70.6 80.6 84.1: 19.4 15.9
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 : 62: 7 5 4 29 37 39 43:
Old : 62: 7 5 4 29 37 39 43:
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 : 35.7 39.0 50.9 50.7 34.0 39.0 44.5 49.7
Old : 35.7 39.0 50.9 50.7 34.0 39.0 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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,322: 1,256 762 958 6,679 7,347 8,893 9,067: 429 255
Old : 9,322: 1,256 762 958 6,679 7,347 8,893 9,067: 429 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 740: 159 158 234 514 404 907 796: -167 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 8.2 10.3 71.6 78.8 95.4 97.3: 4.6 2.7
Old : 100.0: 13.5 8.2 10.3 71.6 78.8 95.4 97.3: 4.6 2.7
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 : 42: 7 6 7 21 22 33 32:
Old : 42: 7 6 7 21 22 33 32:
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 : 38.0 42.0 57.9 62.2 18.0 24.2 29.1 33.4
Old : 38.0 42.0 57.9 62.2 18.0 24.2 29.1 33.4
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 231,380: 70,312 28,657 23,142 99,947 154,103 193,401 205,902: 37,979 25,478
Old : 201,916: 63,493 26,444 17,522 86,833 134,845 167,848 178,811: 34,068 23,105
Other: 29,464: 8,195 3,589 4,244 13,114 19,258 25,553 27,091: 3,911 2,373
: : :
: : Changes in Commitments from: December 31, 2012 :
: 19,062: 6,604 7,134 -1,536 15,366 9,683 20,434 15,281: -1,372 3,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.4 10.0 43.2 66.6 83.6 89.0: 16.4 11.0
Old : 100.0: 31.4 13.1 8.7 43.0 66.8 83.1 88.6: 16.9 11.4
Other: 100.0: 27.8 12.2 14.4 44.5 65.4 86.7 91.9: 13.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 74 41 51 74 64 176 136:
Old : 210: 73 41 47 73 62 170 132:
Other: 75: 15 17 10 36 17 58 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 38.4 20.4 48.3 9.5 33.5 16.1 40.1
Old : 13.4 37.8 21.5 46.9 9.8 34.6 16.1 41.5
Other: 29.4 44.3 52.3 68.3 29.4 41.7 46.2 53.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,463: 2,984 5,416 157 8,576 7,114 11,717 12,687: 2,746 1,776
Old : 14,364: 2,980 5,416 146 8,551 7,027 11,677 12,589: 2,687 1,775
Other: 99: 15 11 0 25 87 40 98: 59 1
: : :
: : Changes in Commitments from: December 31, 2012 :
: 203: -8 519 -147 375 -179 220 193: -17 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 37.4 1.1 59.3 49.2 81.0 87.7: 19.0 12.3
Old : 100.0: 20.7 37.7 1.0 59.5 48.9 81.3 87.6: 18.7 12.4
Other: 100.0: 15.2 11.1 0.0 25.3 87.9 40.4 99.0: 59.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 24 15 7 27 14 53 34:
Old : 71: 23 15 7 27 13 52 33:
Other: 8: 1 2 0 1 4 2 6:
:----------------------------------------------------------------------------------------------------
: 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 : 38.5 47.1 52.9 63.8 38.5 46.6 52.9 63.3
Old : 38.7 47.0 53.3 63.8 38.7 46.5 53.3 63.2
Other: 40.4 93.9 40.4 99.0 40.4 93.9 40.4 99.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 962,831: 280,994 151,374 22,133 543,953 707,030 847,080 880,537: 115,751 82,294
Old : 962,831: 280,994 151,374 22,133 543,953 707,030 847,080 880,537: 115,751 82,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -71,492: -56,826 -22,901 -292 -3,630 -55,872 -60,748 -79,065: -10,744 7,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 15.7 2.3 56.5 73.4 88.0 91.5: 12.0 8.5
Old : 100.0: 29.2 15.7 2.3 56.5 73.4 88.0 91.5: 12.0 8.5
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 : 213: 48 33 12 94 86 146 127:
Old : 213: 48 33 12 94 86 146 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 35.0 29.6 45.5 17.7 34.4 28.1 44.9
Old : 18.8 35.0 29.6 45.5 17.7 34.4 28.1 44.9
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,715,600: 292,153 247,347 44,085 1,125,279 1,057,870 1,461,517 1,349,302: 254,083 366,298
Old : 1,715,600: 292,153 247,347 44,085 1,125,279 1,057,870 1,461,517 1,349,302: 254,083 366,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 97,917: -28,446 5,675 7,574 133,922 30,660 113,050 43,909: -15,133 54,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.4 2.6 65.6 61.7 85.2 78.6: 14.8 21.4
Old : 100.0: 17.0 14.4 2.6 65.6 61.7 85.2 78.6: 14.8 21.4
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 : 267: 48 60 34 100 125 169 198:
Old : 267: 48 60 34 100 125 169 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 20.9 34.8 27.5 22.1 15.8 32.3 22.1
Old : 22.7 20.9 34.8 27.5 22.1 15.8 32.3 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,511,744: 178,653 182,825 28,329 1,103,243 1,055,772 1,310,225 1,266,926: 201,519 244,818
Old : 1,511,744: 178,653 182,825 28,329 1,103,243 1,055,772 1,310,225 1,266,926: 201,519 244,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -16,115: -7,221 -1,503 9,036 -11,527 -24,705 -9,712 -17,172: -6,403 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.1 1.9 73.0 69.8 86.7 83.8: 13.3 16.2
Old : 100.0: 11.8 12.1 1.9 73.0 69.8 86.7 83.8: 13.3 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 : 202: 37 33 16 85 99 131 139:
Old : 202: 37 33 16 85 99 131 139:
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 : 26.8 23.1 39.7 34.5 26.6 22.6 38.7 32.8
Old : 26.8 23.1 39.7 34.5 26.6 22.6 38.7 32.8
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 357,487: 31,891 35,290 63,028 245,176 229,289 340,095 327,607: 17,392 29,880
Old : 357,487: 31,891 35,290 63,028 245,176 229,289 340,095 327,607: 17,392 29,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -89,682: -35,763 -8,209 2,605 -57,103 -81,813 -90,261 -87,417: 579 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.9 17.6 68.6 64.1 95.1 91.6: 4.9 8.4
Old : 100.0: 8.9 9.9 17.6 68.6 64.1 95.1 91.6: 4.9 8.4
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 : 75: 13 18 23 37 38 61 69:
Old : 75: 13 18 23 37 38 61 69:
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 : 35.6 31.6 47.8 45.3 30.3 26.4 39.6 34.2
Old : 35.6 31.6 47.8 45.3 30.3 26.4 39.6 34.2
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,682: 12,463 3,591 0 26,233 39,017 38,696 42,607: 7,987 4,075
Old : 46,682: 12,463 3,591 0 26,233 39,017 38,696 42,607: 7,987 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -123: -1,187 -1,194 -158 577 394 -768 -959: 645 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.7 0.0 56.2 83.6 82.9 91.3: 17.1 8.7
Old : 100.0: 26.7 7.7 0.0 56.2 83.6 82.9 91.3: 17.1 8.7
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 : 89: 30 11 0 30 24 60 35:
Old : 89: 30 11 0 30 24 60 35:
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 : 24.1 51.9 39.3 71.8 23.7 51.9 39.0 71.8
Old : 24.1 51.9 39.3 71.8 23.7 51.9 39.0 71.8
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,364: 24,926 7,181 0 52,465 78,033 77,391 85,214: 15,973 8,150
Old : 93,364: 24,926 7,181 0 52,465 78,033 77,391 85,214: 15,973 8,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -246: -2,374 -2,388 -316 1,154 787 -1,536 -1,917: 1,290 1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.7 0.0 56.2 83.6 82.9 91.3: 17.1 8.7
Old : 100.0: 26.7 7.7 0.0 56.2 83.6 82.9 91.3: 17.1 8.7
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 : 89: 30 11 0 30 24 60 35:
Old : 89: 30 11 0 30 24 60 35:
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 : 24.1 51.9 39.3 71.8 23.7 51.9 39.0 71.8
Old : 24.1 51.9 39.3 71.8 23.7 51.9 39.0 71.8
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,638: 630 4,703 0 7,892 3,878 8,522 8,581: 116 57
Old : 8,638: 630 4,703 0 7,892 3,878 8,522 8,581: 116 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -352: -339 -233 0 -8 -103 -347 -336: -5 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 54.4 0.0 91.4 44.9 98.7 99.3: 1.3 0.7
Old : 100.0: 7.3 54.4 0.0 91.4 44.9 98.7 99.3: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 7 0 3 11 7 18:
Old : 24: 4 7 0 3 11 7 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.1 75.6 98.7 91.0 97.1 75.6 98.6 91.0
Old : 97.1 75.6 98.7 91.0 97.1 75.6 98.6 91.0
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,812: 373 1,307 0 7,303 6,445 7,676 7,752: 136 60
Old : 7,812: 373 1,307 0 7,303 6,445 7,676 7,752: 136 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 8: 17 -32 0 5 7 22 -25: -14 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 16.7 0.0 93.5 82.5 98.3 99.2: 1.7 0.8
Old : 100.0: 4.8 16.7 0.0 93.5 82.5 98.3 99.2: 1.7 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 : 21: 3 4 0 3 12 6 16:
Old : 21: 3 4 0 3 12 6 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 : 97.3 66.3 98.3 87.0 97.3 66.3 97.7 87.0
Old : 97.3 66.3 98.3 87.0 97.3 66.3 97.7 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013