WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 5, 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 : 467,801: 121,759 138,412 83,674 224,745 193,523 430,178 415,609: 37,623 52,192
Old : 296,322: 96,944 124,323 25,000 151,020 117,635 272,964 266,958: 23,358 29,364
Other: 171,479: 56,012 45,286 27,477 73,725 75,888 157,214 148,651: 14,265 22,828
: : :
: : Changes in Commitments from: January 29, 2013 :
: 9,868: 9,524 18,753 -3,674 4,419 -5,817 10,269 9,262: -401 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 29.6 17.9 48.0 41.4 92.0 88.8: 8.0 11.2
Old : 100.0: 32.7 42.0 8.4 51.0 39.7 92.1 90.1: 7.9 9.9
Other: 100.0: 32.7 26.4 16.0 43.0 44.3 91.7 86.7: 8.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 126 123 127 94 111 292 301:
Old : 363: 127 111 68 71 89 232 237:
Other: 267: 62 83 60 67 101 170 210:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 15.9 27.0 24.7 15.5 14.5 25.8 21.7
Old : 21.7 22.5 33.1 34.9 21.7 22.5 32.8 34.9
Other: 24.5 15.4 38.7 25.0 22.0 13.6 34.4 21.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 5, 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 : 1,282,117: 395,267 140,575 197,769 539,613 713,937 1,132,649 1,052,281: 149,468 229,836
Old : 995,464: 329,811 107,971 123,361 420,814 593,327 873,986 824,659: 121,478 170,805
Other: 286,653: 132,367 99,515 7,497 118,799 120,610 258,663 227,622: 27,990 59,031
: : :
: : Changes in Commitments from: January 29, 2013 :
: 58,689: 19,417 8,320 16,683 23,164 30,295 59,264 55,298: -575 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 11.0 15.4 42.1 55.7 88.3 82.1: 11.7 17.9
Old : 100.0: 33.1 10.8 12.4 42.3 59.6 87.8 82.8: 12.2 17.2
Other: 100.0: 46.2 34.7 2.6 41.4 42.1 90.2 79.4: 9.8 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 185 149 206 221 319 519 587:
Old : 702: 202 126 166 202 302 476 538:
Other: 522: 85 130 39 103 254 215 399:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 12.0 19.9 18.8 10.6 9.4 19.5 15.3
Old : 11.8 12.5 21.4 19.8 11.7 11.7 20.6 18.2
Other: 31.1 21.2 44.4 27.1 30.9 20.9 44.2 26.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 5, 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 : 11,512: 1,691 1,779 715 6,586 7,506 8,992 10,000: 2,520 1,512
Old : 10,770: 1,804 1,772 584 5,921 7,055 8,309 9,411: 2,461 1,359
Other: 742: 8 128 10 665 451 683 589: 59 153
: : :
: : Changes in Commitments from: January 29, 2013 :
: 954: 500 -127 268 179 833 947 974: 7 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 15.5 6.2 57.2 65.2 78.1 86.9: 21.9 13.1
Old : 100.0: 16.8 16.5 5.4 55.0 65.5 77.1 87.4: 22.9 12.6
Other: 100.0: 1.1 17.3 1.3 89.6 60.8 92.0 79.4: 8.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 11 10 15 11 33 28:
Old : 43: 13 11 8 15 11 32 27:
Other: 19: 1 5 2 8 8 11 13:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 50.7 52.4 67.2 33.5 42.4 46.5 55.2
Old : 33.4 53.5 51.9 67.8 33.3 44.9 45.4 55.6
Other: 78.0 58.0 90.0 74.0 78.0 58.0 86.5 70.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 5, 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 : 607,911: 193,831 80,360 106,915 241,170 355,845 541,916 543,120: 65,995 64,791
Old : 501,884: 179,751 67,519 69,492 195,530 321,739 444,773 458,750: 57,111 43,134
Other: 106,027: 45,361 44,122 6,142 45,640 34,106 97,143 84,370: 8,884 21,657
: : :
: : Changes in Commitments from: January 29, 2013 :
: 33,802: 27,508 6,455 -2,953 6,676 30,010 31,231 33,512: 2,571 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 13.2 17.6 39.7 58.5 89.1 89.3: 10.9 10.7
Old : 100.0: 35.8 13.5 13.8 39.0 64.1 88.6 91.4: 11.4 8.6
Other: 100.0: 42.8 41.6 5.8 43.0 32.2 91.6 79.6: 8.4 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 172 111 164 115 138 373 353:
Old : 454: 180 103 129 105 127 345 313:
Other: 254: 53 84 33 52 81 132 180:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 15.1 23.9 23.6 14.7 13.4 22.4 20.9
Old : 18.3 17.8 27.2 28.0 18.1 17.1 26.7 26.7
Other: 31.1 19.4 46.8 31.4 31.0 19.3 46.7 30.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 5, 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 : 328,213: 78,113 81,785 50,651 158,834 162,086 287,598 294,522: 40,615 33,691
Old : 290,350: 80,362 81,343 32,916 143,743 145,362 257,021 259,621: 33,329 30,729
Other: 37,863: 9,066 11,757 6,420 15,091 16,724 30,577 34,901: 7,286 2,962
: : :
: : Changes in Commitments from: January 29, 2013 :
: 9,518: 4,908 124 3,943 -2,248 5,578 6,603 9,645: 2,915 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 24.9 15.4 48.4 49.4 87.6 89.7: 12.4 10.3
Old : 100.0: 27.7 28.0 11.3 49.5 50.1 88.5 89.4: 11.5 10.6
Other: 100.0: 23.9 31.1 17.0 39.9 44.2 80.8 92.2: 19.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 77 79 88 66 62 202 190:
Old : 256: 75 84 79 63 61 190 185:
Other: 102: 36 13 18 37 23 81 51:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 20.8 25.3 30.7 11.2 19.8 20.0 28.1
Old : 16.0 22.2 27.7 32.0 13.6 21.5 23.8 30.5
Other: 24.2 34.4 40.7 55.5 22.6 29.6 31.9 48.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 5, 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 : 586,451: 31,457 60,362 4,528 416,651 343,391 452,636 408,281: 133,815 178,170
Old : 586,451: 31,457 60,362 4,528 416,651 343,391 452,636 408,281: 133,815 178,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 21,876: -8,234 -444 1,903 30,642 6,906 24,311 8,365: -2,435 13,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.3 0.8 71.0 58.6 77.2 69.6: 22.8 30.4
Old : 100.0: 5.4 10.3 0.8 71.0 58.6 77.2 69.6: 22.8 30.4
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 : 149: 21 28 17 66 76 98 110:
Old : 149: 21 28 17 66 76 98 110:
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 18.3 33.8 27.4 23.3 15.2 30.3 23.7
Old : 25.7 18.3 33.8 27.4 23.3 15.2 30.3 23.7
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, February 5, 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 : 371,944: 18,591 48,125 3,225 279,042 258,511 300,858 309,861: 71,086 62,083
Old : 371,944: 18,591 48,125 3,225 279,042 258,511 300,858 309,861: 71,086 62,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 6,773: -1,383 2,429 158 5,110 7,874 3,885 10,461: 2,888 -3,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.9 0.9 75.0 69.5 80.9 83.3: 19.1 16.7
Old : 100.0: 5.0 12.9 0.9 75.0 69.5 80.9 83.3: 19.1 16.7
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 : 65: 6 7 3 32 38 40 46:
Old : 65: 6 7 3 32 38 40 46:
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 : 37.5 36.1 52.3 50.6 34.0 36.1 46.0 50.0
Old : 37.5 36.1 52.3 50.6 34.0 36.1 46.0 50.0
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, February 5, 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 : 9,053: 1,300 259 598 6,411 7,827 8,309 8,684: 744 369
Old : 9,053: 1,300 259 598 6,411 7,827 8,309 8,684: 744 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -241: 145 -382 -24 -363 133 -242 -273: 1 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.9 6.6 70.8 86.5 91.8 95.9: 8.2 4.1
Old : 100.0: 14.4 2.9 6.6 70.8 86.5 91.8 95.9: 8.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 3 7 21 26 34 34:
Old : 43: 9 3 7 21 26 34 34:
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 38.7 57.4 59.5 22.0 22.4 29.5 30.2
Old : 38.0 38.7 57.4 59.5 22.0 22.4 29.5 30.2
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, February 5, 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 : 293,791: 82,607 29,337 41,304 125,717 194,012 249,628 264,653: 44,163 29,138
Old : 249,469: 69,903 22,677 32,970 108,201 168,507 211,074 224,154: 38,395 25,315
Other: 44,322: 16,420 10,376 4,618 17,516 25,505 38,554 40,499: 5,768 3,823
: : :
: : Changes in Commitments from: January 29, 2013 :
: 17,846: 7,642 -2,442 2,932 4,985 14,840 15,559 15,330: 2,287 2,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.0 14.1 42.8 66.0 85.0 90.1: 15.0 9.9
Old : 100.0: 28.0 9.1 13.2 43.4 67.5 84.6 89.9: 15.4 10.1
Other: 100.0: 37.0 23.4 10.4 39.5 57.5 87.0 91.4: 13.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 74 48 62 75 76 189 160:
Old : 228: 78 41 60 70 74 181 155:
Other: 94: 24 22 12 40 20 71 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 : 11.0 33.5 19.2 43.2 8.4 32.5 14.9 39.7
Old : 12.3 35.1 21.1 44.3 9.9 34.9 17.9 42.8
Other: 26.6 31.1 44.2 49.9 26.2 29.4 40.7 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 5, 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 : 14,487: 3,325 4,479 453 7,821 8,159 11,599 13,091: 2,888 1,396
Old : 14,179: 3,300 4,565 367 7,749 7,856 11,416 12,788: 2,763 1,391
Other: 308: 111 0 0 72 303 183 303: 125 5
: : :
: : Changes in Commitments from: January 29, 2013 :
: -195: 627 -1,117 42 -739 1,184 -70 109: -125 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 30.9 3.1 54.0 56.3 80.1 90.4: 19.9 9.6
Old : 100.0: 23.3 32.2 2.6 54.7 55.4 80.5 90.2: 19.5 9.8
Other: 100.0: 36.0 0.0 0.0 23.4 98.4 59.4 98.4: 40.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 23 18 9 28 17 59 38:
Old : 74: 22 19 8 25 16 54 37:
Other: 13: 5 0 0 4 4 9 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 45.0 42.9 61.0 29.1 44.5 41.1 59.5
Old : 30.5 44.4 43.8 60.7 29.7 43.9 42.0 59.4
Other: 47.1 98.4 59.1 98.4 47.1 98.4 59.1 98.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 5, 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 : 1,057,234: 273,120 221,907 48,601 615,110 705,326 936,831 975,834: 120,403 81,400
Old : 1,057,234: 273,120 221,907 48,601 615,110 705,326 936,831 975,834: 120,403 81,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 77,590: -16,019 29,150 17,852 64,090 39,380 65,923 86,382: 11,667 -8,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 21.0 4.6 58.2 66.7 88.6 92.3: 11.4 7.7
Old : 100.0: 25.8 21.0 4.6 58.2 66.7 88.6 92.3: 11.4 7.7
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 : 218: 47 45 26 84 94 143 153:
Old : 218: 47 45 26 84 94 143 153:
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 27.6 37.5 38.3 23.5 26.4 35.5 35.7
Old : 23.5 27.6 37.5 38.3 23.5 26.4 35.5 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 5, 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 : 2,032,227: 324,797 277,891 58,981 1,397,783 1,313,554 1,781,561 1,650,426: 250,666 381,801
Old : 2,032,227: 324,797 277,891 58,981 1,397,783 1,313,554 1,781,561 1,650,426: 250,666 381,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 48,577: 244 -4,110 -7,542 46,042 47,265 38,744 35,613: 9,833 12,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.7 2.9 68.8 64.6 87.7 81.2: 12.3 18.8
Old : 100.0: 16.0 13.7 2.9 68.8 64.6 87.7 81.2: 12.3 18.8
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 : 302: 49 70 47 108 151 187 239:
Old : 302: 49 70 47 108 151 187 239:
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 16.0 35.2 23.3 20.5 12.2 30.5 18.5
Old : 22.7 16.0 35.2 23.3 20.5 12.2 30.5 18.5
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, February 5, 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 : 1,566,469: 215,086 172,723 32,862 1,116,627 1,086,827 1,364,575 1,292,412: 201,894 274,057
Old : 1,566,469: 215,086 172,723 32,862 1,116,627 1,086,827 1,364,575 1,292,412: 201,894 274,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 47,949: -6,949 6,080 9,823 36,836 39,802 39,710 55,705: 8,239 -7,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.0 2.1 71.3 69.4 87.1 82.5: 12.9 17.5
Old : 100.0: 13.7 11.0 2.1 71.3 69.4 87.1 82.5: 12.9 17.5
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 : 210: 30 40 21 90 109 132 158:
Old : 210: 30 40 21 90 109 132 158:
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 : 29.2 22.8 42.0 35.5 28.6 22.3 39.4 34.7
Old : 29.2 22.8 42.0 35.5 28.6 22.3 39.4 34.7
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, February 5, 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 : 321,671: 21,580 25,025 47,296 233,616 218,690 302,492 291,011: 19,179 30,660
Old : 321,671: 21,580 25,025 47,296 233,616 218,690 302,492 291,011: 19,179 30,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -44,111: -5,313 -3,024 -4,944 -37,649 -35,990 -47,906 -43,958: 3,795 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.8 14.7 72.6 68.0 94.0 90.5: 6.0 9.5
Old : 100.0: 6.7 7.8 14.7 72.6 68.0 94.0 90.5: 6.0 9.5
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 : 73: 13 17 24 34 35 60 65:
Old : 73: 13 17 24 34 35 60 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 30.5 53.7 43.7 31.1 21.7 40.2 29.9
Old : 40.4 30.5 53.7 43.7 31.1 21.7 40.2 29.9
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, February 5, 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 : 58,609: 19,318 4,964 31 29,232 47,250 48,580 52,244: 10,029 6,365
Old : 58,609: 19,318 4,964 31 29,232 47,250 48,580 52,244: 10,029 6,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 736: 2,240 -1,317 -84 -1,763 3,118 394 1,717: 343 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.5 0.1 49.9 80.6 82.9 89.1: 17.1 10.9
Old : 100.0: 33.0 8.5 0.1 49.9 80.6 82.9 89.1: 17.1 10.9
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 : 108: 35 16 1 36 30 72 46:
Old : 108: 35 16 1 36 30 72 46:
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 : 23.9 43.3 39.1 63.1 23.9 42.9 38.8 62.7
Old : 23.9 43.3 39.1 63.1 23.9 42.9 38.8 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 5, 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 : 117,218: 38,636 9,927 61 58,463 94,500 97,160 104,488: 20,058 12,730
Old : 117,218: 38,636 9,927 61 58,463 94,500 97,160 104,488: 20,058 12,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,472: 4,480 -2,634 -168 -3,525 6,235 787 3,433: 685 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.5 0.1 49.9 80.6 82.9 89.1: 17.1 10.9
Old : 100.0: 33.0 8.5 0.1 49.9 80.6 82.9 89.1: 17.1 10.9
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 : 108: 35 16 1 36 30 72 46:
Old : 108: 35 16 1 36 30 72 46:
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 : 23.9 43.3 39.1 63.1 23.9 42.9 38.8 62.7
Old : 23.9 43.3 39.1 63.1 23.9 42.9 38.8 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,459: 4,879 5,374 1,177 1,279 908 7,335 7,459: 124 0
Old : 7,459: 4,879 5,374 1,177 1,279 908 7,335 7,459: 124 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 72.0 15.8 17.1 12.2 98.3 100.0: 1.7 0.0
Old : 100.0: 65.4 72.0 15.8 17.1 12.2 98.3 100.0: 1.7 0.0
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 : 22: 11 7 3 3 1 16 9:
Old : 22: 11 7 3 3 1 16 9:
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 : 60.5 78.8 80.4 99.1 58.1 73.7 74.0 84.2
Old : 60.5 78.8 80.4 99.1 58.1 73.7 74.0 84.2
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, February 5, 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 : 10,423: 2,536 5,749 15 7,786 4,558 10,337 10,322: 86 101
Old : 10,423: 2,536 5,749 15 7,786 4,558 10,337 10,322: 86 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 823: 913 159 15 -103 668 825 842: -2 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 55.2 0.1 74.7 43.7 99.2 99.0: 0.8 1.0
Old : 100.0: 24.3 55.2 0.1 74.7 43.7 99.2 99.0: 0.8 1.0
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 : 23: 4 6 2 3 11 9 17:
Old : 23: 4 6 2 3 11 9 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.7 73.3 99.2 89.3 97.7 73.1 99.0 89.1
Old : 97.7 73.3 99.2 89.3 97.7 73.1 99.0 89.1
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, February 5, 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 : 6,592: 458 626 0 6,006 5,931 6,464 6,557: 128 35
Old : 6,592: 458 626 0 6,006 5,931 6,464 6,557: 128 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 30: 234 20 0 -195 17 39 37: -9 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.5 0.0 91.1 90.0 98.1 99.5: 1.9 0.5
Old : 100.0: 6.9 9.5 0.0 91.1 90.0 98.1 99.5: 1.9 0.5
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 : 21: 2 5 0 5 10 7 15:
Old : 21: 2 5 0 5 10 7 15:
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 : 95.4 74.7 98.1 90.7 95.4 74.7 97.4 90.7
Old : 95.4 74.7 98.1 90.7 95.4 74.7 97.4 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2013