WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, January 29, 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 : 457,933: 112,235 119,659 87,348 220,326 199,340 419,909 406,347: 38,024 51,586 Old : 295,218: 91,079 111,714 27,634 151,726 126,380 270,439 265,728: 24,779 29,490 Other: 162,715: 53,515 40,304 27,355 68,600 72,960 149,470 140,619: 13,245 22,096 : : : : : Changes in Commitments from: January 22, 2013 : : -1,128: 5,803 -3,405 865 -8,335 154 -1,667 -2,386: 539 1,258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 26.1 19.1 48.1 43.5 91.7 88.7: 8.3 11.3 Old : 100.0: 30.9 37.8 9.4 51.4 42.8 91.6 90.0: 8.4 10.0 Other: 100.0: 32.9 24.8 16.8 42.2 44.8 91.9 86.4: 8.1 13.6 : : : :# Traders : Number of Traders in Each Category : All : 389: 134 114 124 95 114 295 299: Old : 367: 141 98 68 67 93 239 231: Other: 259: 52 80 54 69 99 162 203: :---------------------------------------------------------------------------------------------------- : 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 : 16.8 18.3 27.4 26.3 15.8 15.8 26.1 22.4 Old : 21.7 26.0 32.9 37.1 21.7 26.0 32.6 37.1 Other: 25.3 15.2 39.4 25.0 22.9 14.1 35.6 21.5 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, January 29, 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 : 1,223,428: 375,850 132,255 181,086 516,449 683,642 1,073,385 996,983: 150,043 226,445 Old : 957,004: 316,278 104,905 113,129 405,677 568,265 835,084 786,299: 121,920 170,705 Other: 266,424: 121,463 89,241 6,066 110,772 115,377 238,301 210,684: 28,123 55,740 : : : : : Changes in Commitments from: January 22, 2013 : : 28,632: 14,823 3,425 5,379 4,111 9,245 24,313 18,049: 4,319 10,583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 10.8 14.8 42.2 55.9 87.7 81.5: 12.3 18.5 Old : 100.0: 33.0 11.0 11.8 42.4 59.4 87.3 82.2: 12.7 17.8 Other: 100.0: 45.6 33.5 2.3 41.6 43.3 89.4 79.1: 10.6 20.9 : : : :# Traders : Number of Traders in Each Category : All : 706: 177 144 188 223 315 503 570: Old : 685: 189 125 152 199 298 458 521: Other: 505: 73 124 32 107 250 203 387: :---------------------------------------------------------------------------------------------------- : 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 : 11.3 11.1 21.2 18.1 11.3 9.3 20.2 14.8 Old : 12.8 11.9 23.1 19.4 12.5 11.5 22.3 18.1 Other: 32.8 20.8 45.8 27.1 32.6 20.4 45.5 26.6 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, January 29, 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 : 10,558: 1,191 1,906 447 6,407 6,673 8,045 9,026: 2,513 1,532 Old : 9,954: 1,275 1,899 358 5,871 6,331 7,504 8,588: 2,450 1,366 Other: 604: 5 96 0 536 342 541 438: 63 166 : : : : : Changes in Commitments from: January 22, 2013 : : -69: 231 -52 -140 -449 66 -358 -126: 289 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 18.1 4.2 60.7 63.2 76.2 85.5: 23.8 14.5 Old : 100.0: 12.8 19.1 3.6 59.0 63.6 75.4 86.3: 24.6 13.7 Other: 100.0: 0.8 15.9 0.0 88.7 56.6 89.6 72.5: 10.4 27.5 : : : :# Traders : Number of Traders in Each Category : All : 43: 10 13 8 15 9 30 26: Old : 43: 10 13 7 14 9 28 26: Other: 17: 1 3 0 8 8 9 11: :---------------------------------------------------------------------------------------------------- : 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 : 36.2 51.7 50.7 66.3 36.2 49.8 50.4 61.7 Old : 35.2 54.3 49.3 68.7 35.2 52.4 48.6 64.1 Other: 74.3 51.0 88.7 69.2 74.3 51.0 83.8 65.4 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, January 29, 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 : 574,109: 166,323 73,905 109,868 234,494 325,835 510,685 509,608: 63,424 64,501 Old : 476,890: 155,678 64,920 70,976 195,152 296,466 421,806 432,362: 55,084 44,528 Other: 97,219: 45,244 43,584 4,293 39,342 29,369 88,879 77,246: 8,340 19,973 : : : : : Changes in Commitments from: January 22, 2013 : : 25,863: 3,160 291 14,272 3,967 7,142 21,399 21,705: 4,464 4,158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 12.9 19.1 40.8 56.8 89.0 88.8: 11.0 11.2 Old : 100.0: 32.6 13.6 14.9 40.9 62.2 88.4 90.7: 11.6 9.3 Other: 100.0: 46.5 44.8 4.4 40.5 30.2 91.4 79.5: 8.6 20.5 : : : :# Traders : Number of Traders in Each Category : All : 447: 161 118 165 108 126 364 340: Old : 433: 169 108 139 97 110 335 302: Other: 242: 59 81 20 53 71 126 163: :---------------------------------------------------------------------------------------------------- : 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 : 17.4 14.8 26.0 22.7 16.1 13.3 24.1 20.4 Old : 19.7 17.0 28.9 26.5 19.6 15.8 28.6 24.8 Other: 33.6 20.3 46.8 32.0 33.6 20.3 46.8 31.1 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, January 29, 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 : 318,695: 73,205 81,661 46,708 161,082 156,508 280,995 284,877: 37,700 33,818 Old : 283,307: 75,989 79,793 31,295 145,062 140,895 252,346 251,983: 30,961 31,324 Other: 35,388: 7,128 11,780 5,501 16,020 15,613 28,649 32,894: 6,739 2,494 : : : : : Changes in Commitments from: January 22, 2013 : : 1,504: 1,910 -3,441 335 -373 6,554 1,872 3,448: -368 -1,944 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 25.6 14.7 50.5 49.1 88.2 89.4: 11.8 10.6 Old : 100.0: 26.8 28.2 11.0 51.2 49.7 89.1 88.9: 10.9 11.1 Other: 100.0: 20.1 33.3 15.5 45.3 44.1 81.0 93.0: 19.0 7.0 : : : :# Traders : Number of Traders in Each Category : All : 254: 72 80 83 62 63 191 187: Old : 249: 71 82 75 61 62 182 181: Other: 91: 28 15 16 34 20 71 46: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.8 20.7 25.1 30.3 11.6 19.9 19.9 28.5 Old : 15.7 22.0 26.9 31.9 13.2 21.6 23.0 30.8 Other: 24.9 36.3 42.1 57.4 24.4 31.1 35.0 50.3 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, January 29, 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 : 564,575: 39,691 60,806 2,625 386,009 336,485 428,325 399,916: 136,250 164,659 Old : 564,575: 39,691 60,806 2,625 386,009 336,485 428,325 399,916: 136,250 164,659 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 14,819: -9,520 7,474 -1,573 24,311 2,548 13,218 8,449: 1,601 6,370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 10.8 0.5 68.4 59.6 75.9 70.8: 24.1 29.2 Old : 100.0: 7.0 10.8 0.5 68.4 59.6 75.9 70.8: 24.1 29.2 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 : 149: 18 29 15 68 76 96 110: Old : 149: 18 29 15 68 76 96 110: 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 : 25.7 18.6 33.2 27.4 23.1 15.6 30.1 23.8 Old : 25.7 18.6 33.2 27.4 23.1 15.6 30.1 23.8 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 29, 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 : 365,171: 19,974 45,696 3,067 273,932 250,637 296,973 299,400: 68,198 65,771 Old : 365,171: 19,974 45,696 3,067 273,932 250,637 296,973 299,400: 68,198 65,771 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 7,714: -29 -1,241 -105 9,956 650 9,822 -696: -2,108 8,410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 12.5 0.8 75.0 68.6 81.3 82.0: 18.7 18.0 Old : 100.0: 5.5 12.5 0.8 75.0 68.6 81.3 82.0: 18.7 18.0 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 : 64: 7 6 3 30 38 39 45: Old : 64: 7 6 3 30 38 39 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 : 37.7 36.8 52.3 50.9 34.1 36.7 45.9 50.4 Old : 37.7 36.8 52.3 50.9 34.1 36.7 45.9 50.4 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 29, 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 : 9,294: 1,155 641 622 6,774 7,694 8,551 8,957: 743 337 Old : 9,294: 1,155 641 622 6,774 7,694 8,551 8,957: 743 337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 166: -85 52 -10 175 156 80 198: 86 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 6.9 6.7 72.9 82.8 92.0 96.4: 8.0 3.6 Old : 100.0: 12.4 6.9 6.7 72.9 82.8 92.0 96.4: 8.0 3.6 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 : 40: 7 4 7 20 24 31 33: Old : 40: 7 4 7 20 24 31 33: 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 : 44.0 36.2 61.2 58.3 26.7 22.8 35.4 32.8 Old : 44.0 36.2 61.2 58.3 26.7 22.8 35.4 32.8 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 29, 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 : 275,945: 74,965 31,779 38,372 120,732 179,172 234,069 249,323: 41,876 26,622 Old : 236,047: 62,720 26,492 31,249 105,697 154,226 199,666 211,967: 36,381 24,080 Other: 39,898: 14,970 8,012 4,398 15,035 24,946 34,403 37,356: 5,495 2,542 : : : : : Changes in Commitments from: January 22, 2013 : : 14,588: 2,231 742 7,213 4,153 6,592 13,597 14,547: 991 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 11.5 13.9 43.8 64.9 84.8 90.4: 15.2 9.6 Old : 100.0: 26.6 11.2 13.2 44.8 65.3 84.6 89.8: 15.4 10.2 Other: 100.0: 37.5 20.1 11.0 37.7 62.5 86.2 93.6: 13.8 6.4 : : : :# Traders : Number of Traders in Each Category : All : 210: 62 45 53 68 68 165 143: Old : 207: 64 41 52 64 68 159 141: Other: 87: 24 18 11 37 18 68 41: :---------------------------------------------------------------------------------------------------- : 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 : 11.5 33.4 20.0 43.8 8.7 32.0 15.7 37.8 Old : 12.6 33.8 21.6 43.2 9.8 33.1 17.6 39.1 Other: 29.1 31.9 47.7 51.7 29.1 29.5 45.1 43.6 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, January 29, 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 : 14,682: 2,698 5,596 411 8,560 6,975 11,669 12,982: 3,013 1,700 Old : 14,469: 2,666 5,594 410 8,500 6,793 11,576 12,797: 2,893 1,672 Other: 213: 33 3 0 60 182 93 185: 120 28 : : : : : Changes in Commitments from: January 22, 2013 : : 545: 56 -85 293 150 329 499 537: 46 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 38.1 2.8 58.3 47.5 79.5 88.4: 20.5 11.6 Old : 100.0: 18.4 38.7 2.8 58.7 46.9 80.0 88.4: 20.0 11.6 Other: 100.0: 15.5 1.4 0.0 28.2 85.4 43.7 86.9: 56.3 13.1 : : : :# Traders : Number of Traders in Each Category : All : 73: 23 17 6 29 13 54 34: Old : 72: 21 18 6 28 12 52 33: Other: 10: 3 1 0 2 4 5 5: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 43.7 45.1 59.4 32.4 43.7 44.4 58.8 Old : 32.9 44.3 45.8 59.5 32.9 44.3 45.2 59.4 Other: 43.2 85.9 43.7 86.9 43.2 85.9 43.7 86.9 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, January 29, 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 : 979,644: 289,139 192,757 30,749 551,020 665,946 870,908 889,452: 108,736 90,192 Old : 979,644: 289,139 192,757 30,749 551,020 665,946 870,908 889,452: 108,736 90,192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -13,290: -11,190 3,633 8,829 4,285 -42,572 1,924 -30,110: -15,214 16,820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 19.7 3.1 56.2 68.0 88.9 90.8: 11.1 9.2 Old : 100.0: 29.5 19.7 3.1 56.2 68.0 88.9 90.8: 11.1 9.2 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 : 224: 47 43 22 92 99 149 154: Old : 224: 47 43 22 92 99 149 154: 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 : 20.9 28.7 33.3 39.0 19.6 27.3 30.9 37.3 Old : 20.9 28.7 33.3 39.0 19.6 27.3 30.9 37.3 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 29, 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 : 1,983,650: 324,553 282,001 66,523 1,351,741 1,266,289 1,742,817 1,614,813: 240,833 368,837 Old : 1,983,650: 324,553 282,001 66,523 1,351,741 1,266,289 1,742,817 1,614,813: 240,833 368,837 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 97,086: -5,033 19,138 10,104 100,348 61,034 105,419 90,276: -8,333 6,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 14.2 3.4 68.1 63.8 87.9 81.4: 12.1 18.6 Old : 100.0: 16.4 14.2 3.4 68.1 63.8 87.9 81.4: 12.1 18.6 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 : 293: 43 67 46 112 152 187 233: Old : 293: 43 67 46 112 152 187 233: 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 : 21.7 16.6 34.1 23.8 21.0 13.6 30.9 19.3 Old : 21.7 16.6 34.1 23.8 21.0 13.6 30.9 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders - Futures Only, January 29, 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 : 1,518,520: 222,035 166,643 23,039 1,079,791 1,047,025 1,324,865 1,236,707: 193,655 281,813 Old : 1,518,520: 222,035 166,643 23,039 1,079,791 1,047,025 1,324,865 1,236,707: 193,655 281,813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -19,236: 19,767 6,913 -4,742 -6,428 -53,553 8,597 -51,382: -27,833 32,146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 11.0 1.5 71.1 69.0 87.2 81.4: 12.8 18.6 Old : 100.0: 14.6 11.0 1.5 71.1 69.0 87.2 81.4: 12.8 18.6 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 : 205: 35 37 18 84 104 128 150: Old : 205: 35 37 18 84 104 128 150: 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 : 27.9 21.9 42.2 35.0 27.3 21.2 39.8 33.7 Old : 27.9 21.9 42.2 35.0 27.3 21.2 39.8 33.7 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 29, 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 : 365,782: 26,893 28,049 52,240 271,265 254,680 350,398 334,969: 15,384 30,813 Old : 365,782: 26,893 28,049 52,240 271,265 254,680 350,398 334,969: 15,384 30,813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -7,485: 2,051 -31 -1,321 -4,003 -72 -3,273 -1,424: -4,212 -6,061 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 7.7 14.3 74.2 69.6 95.8 91.6: 4.2 8.4 Old : 100.0: 7.4 7.7 14.3 74.2 69.6 95.8 91.6: 4.2 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 : 81: 18 16 24 40 38 67 69: Old : 81: 18 16 24 40 38 67 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 : 38.1 32.1 51.2 47.2 31.7 25.7 40.7 35.4 Old : 38.1 32.1 51.2 47.2 31.7 25.7 40.7 35.4 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 29, 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 : 57,873: 17,078 6,281 115 30,994 44,133 48,187 50,528: 9,687 7,346 Old : 57,873: 17,078 6,281 115 30,994 44,133 48,187 50,528: 9,687 7,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 2,734: 1,377 2,252 91 -166 -59 1,301 2,284: 1,433 451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 10.9 0.2 53.6 76.3 83.3 87.3: 16.7 12.7 Old : 100.0: 29.5 10.9 0.2 53.6 76.3 83.3 87.3: 16.7 12.7 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 : 105: 29 20 2 37 27 67 48: Old : 105: 29 20 2 37 27 67 48: 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 43.8 38.4 62.5 23.5 43.7 38.2 62.4 Old : 23.5 43.8 38.4 62.5 23.5 43.7 38.2 62.4 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 29, 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 : 115,746: 34,156 12,561 229 61,988 88,265 96,373 101,055: 19,373 14,691 Old : 115,746: 34,156 12,561 229 61,988 88,265 96,373 101,055: 19,373 14,691 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 5,468: 2,753 4,504 181 -332 -118 2,602 4,567: 2,866 901 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 10.9 0.2 53.6 76.3 83.3 87.3: 16.7 12.7 Old : 100.0: 29.5 10.9 0.2 53.6 76.3 83.3 87.3: 16.7 12.7 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 : 105: 29 20 2 37 27 67 48: Old : 105: 29 20 2 37 27 67 48: 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 43.8 38.4 62.5 23.5 43.7 38.2 62.4 Old : 23.5 43.8 38.4 62.5 23.5 43.7 38.2 62.4 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 29, 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 : 9,600: 1,623 5,590 0 7,889 3,890 9,512 9,480: 88 120 Old : 9,600: 1,623 5,590 0 7,889 3,890 9,512 9,480: 88 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : 774: 1,059 558 0 -285 170 774 728: 0 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 58.2 0.0 82.2 40.5 99.1 98.8: 0.9 1.3 Old : 100.0: 16.9 58.2 0.0 82.2 40.5 99.1 98.8: 0.9 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 6 0 3 10 8 16: Old : 23: 5 6 0 3 10 8 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 77.3 99.1 90.9 97.3 77.3 99.1 90.9 Old : 97.3 77.3 99.1 90.9 97.3 77.3 99.1 90.9 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 29, 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 : 6,562: 224 606 0 6,201 5,914 6,425 6,520: 137 42 Old : 6,562: 224 606 0 6,201 5,914 6,425 6,520: 137 42 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2013 : : -470: -5 -448 0 -409 -23 -414 -471: -56 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 9.2 0.0 94.5 90.1 97.9 99.4: 2.1 0.6 Old : 100.0: 3.4 9.2 0.0 94.5 90.1 97.9 99.4: 2.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 6 0 5 10 8 16: Old : 23: 3 6 0 5 10 8 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 : 95.9 74.6 97.9 90.9 95.9 74.6 97.3 90.9 Old : 95.9 74.6 97.9 90.9 95.9 74.6 97.3 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013