WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 26, 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 : 452,291: 107,308 151,075 87,116 220,376 158,981 414,800 397,172: 37,491 55,119
Old : 247,270: 83,185 120,319 13,488 130,915 86,086 227,588 219,893: 19,682 27,377
Other: 205,021: 58,324 64,957 39,427 89,461 72,895 187,212 177,279: 17,809 27,742
: : :
: : Changes in Commitments from: February 19, 2013 :
: -31,082: -9,771 3,611 -14,914 -5,247 -18,496 -29,932 -29,799: -1,150 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 33.4 19.3 48.7 35.2 91.7 87.8: 8.3 12.2
Old : 100.0: 33.6 48.7 5.5 52.9 34.8 92.0 88.9: 8.0 11.1
Other: 100.0: 28.4 31.7 19.2 43.6 35.6 91.3 86.5: 8.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 105 140 118 107 112 286 311:
Old : 355: 107 120 35 81 82 205 221:
Other: 283: 62 94 65 79 101 182 226:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 15.0 27.7 23.5 14.5 13.3 25.4 20.4
Old : 21.9 22.9 35.0 35.1 21.9 22.9 34.9 35.1
Other: 23.8 14.5 35.5 23.4 20.5 9.5 30.4 15.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 26, 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 : 1,242,545: 334,634 196,001 196,215 559,523 622,992 1,090,372 1,015,208: 152,173 227,337
Old : 906,918: 274,039 180,155 103,923 410,803 468,012 788,765 752,090: 118,153 154,828
Other: 335,627: 143,517 98,768 9,370 148,720 154,980 301,607 263,118: 34,020 72,509
: : :
: : Changes in Commitments from: February 19, 2013 :
: -70,762: -29,072 11,809 -11,753 -34,205 -64,792 -75,030 -64,736: 4,268 -6,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.8 15.8 45.0 50.1 87.8 81.7: 12.2 18.3
Old : 100.0: 30.2 19.9 11.5 45.3 51.6 87.0 82.9: 13.0 17.1
Other: 100.0: 42.8 29.4 2.8 44.3 46.2 89.9 78.4: 10.1 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 687: 180 147 196 227 294 517 546:
Old : 661: 184 127 159 201 277 460 501:
Other: 517: 97 117 35 125 239 246 370:
:----------------------------------------------------------------------------------------------------
: 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 13.1 20.3 20.1 10.9 10.3 19.4 15.9
Old : 12.8 12.8 22.9 21.5 12.8 12.2 21.8 19.5
Other: 26.8 23.9 40.4 29.5 26.6 23.4 40.2 28.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 26, 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 : 10,515: 3,594 1,163 160 4,906 8,065 8,660 9,388: 1,855 1,127
Old : 9,206: 3,576 1,166 17 3,846 7,112 7,439 8,295: 1,767 911
Other: 1,309: 130 109 31 1,060 953 1,221 1,093: 88 216
: : :
: : Changes in Commitments from: February 19, 2013 :
: -753: 608 -422 -168 -369 -56 71 -646: -824 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 11.1 1.5 46.7 76.7 82.4 89.3: 17.6 10.7
Old : 100.0: 38.8 12.7 0.2 41.8 77.3 80.8 90.1: 19.2 9.9
Other: 100.0: 9.9 8.3 2.4 81.0 72.8 93.3 83.5: 6.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 7 3 14 12 33 20:
Old : 43: 17 7 1 12 11 29 19:
Other: 19: 3 2 2 9 9 12 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 : 35.0 59.1 55.4 76.1 34.9 53.6 54.1 68.5
Old : 33.5 60.6 56.5 77.2 33.4 55.1 54.0 69.3
Other: 76.5 62.9 90.8 80.0 73.9 62.7 88.2 77.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 26, 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 : 598,066: 194,318 66,063 90,515 256,815 374,879 541,648 531,457: 56,418 66,609
Old : 464,309: 171,138 52,341 52,402 195,885 317,142 419,425 421,885: 44,884 42,424
Other: 133,757: 54,082 44,624 7,211 60,930 57,737 122,223 109,572: 11,534 24,185
: : :
: : Changes in Commitments from: February 19, 2013 :
: -41,445: -2,543 -19,090 -13,797 -22,349 -11,660 -38,689 -44,547: -2,756 3,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.0 15.1 42.9 62.7 90.6 88.9: 9.4 11.1
Old : 100.0: 36.9 11.3 11.3 42.2 68.3 90.3 90.9: 9.7 9.1
Other: 100.0: 40.4 33.4 5.4 45.6 43.2 91.4 81.9: 8.6 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 157 111 160 118 136 359 347:
Old : 430: 153 105 121 102 124 316 307:
Other: 286: 72 93 47 63 87 167 199:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 18.6 22.4 28.8 13.0 16.1 20.5 23.8
Old : 18.4 23.5 27.1 34.4 17.7 22.5 26.4 32.3
Other: 25.9 23.3 39.6 36.6 25.9 23.2 39.5 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 26, 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 : 320,143: 69,598 103,123 39,996 177,518 142,111 287,112 285,230: 33,031 34,913
Old : 269,845: 63,697 101,438 23,532 157,703 113,892 244,932 238,862: 24,913 30,983
Other: 50,298: 14,718 10,502 7,647 19,815 28,219 42,180 46,368: 8,118 3,930
: : :
: : Changes in Commitments from: February 19, 2013 :
: -6,852: -4,034 15,690 -8,320 11,923 -16,036 -431 -8,666: -6,421 1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 32.2 12.5 55.4 44.4 89.7 89.1: 10.3 10.9
Old : 100.0: 23.6 37.6 8.7 58.4 42.2 90.8 88.5: 9.2 11.5
Other: 100.0: 29.3 20.9 15.2 39.4 56.1 83.9 92.2: 16.1 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 68 88 76 67 62 186 186:
Old : 247: 65 87 62 61 60 165 178:
Other: 119: 38 18 19 42 28 92 61:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 21.2 28.2 30.3 11.9 18.5 20.6 26.1
Old : 19.2 20.5 31.0 29.9 14.3 20.4 24.6 29.3
Other: 21.7 35.7 36.9 53.0 20.4 30.3 32.7 45.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 26, 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 : 779,151: 40,315 57,983 20,784 555,142 521,710 616,241 600,477: 162,910 178,674
Old : 779,151: 40,315 57,983 20,784 555,142 521,710 616,241 600,477: 162,910 178,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 163,304: -6,600 -6,627 14,340 126,624 156,279 134,364 163,992: 28,940 -688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.4 2.7 71.2 67.0 79.1 77.1: 20.9 22.9
Old : 100.0: 5.2 7.4 2.7 71.2 67.0 79.1 77.1: 20.9 22.9
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 : 145: 22 32 20 64 72 100 110:
Old : 145: 22 32 20 64 72 100 110:
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 : 32.1 25.1 41.8 35.9 17.8 15.0 23.4 21.2
Old : 32.1 25.1 41.8 35.9 17.8 15.0 23.4 21.2
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, February 26, 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 : 417,174: 19,205 45,666 3,158 312,427 288,330 334,790 337,154: 82,384 80,020
Old : 417,174: 19,205 45,666 3,158 312,427 288,330 334,790 337,154: 82,384 80,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 43,985: 1,952 2,424 57 34,418 28,620 36,427 31,101: 7,558 12,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.9 0.8 74.9 69.1 80.3 80.8: 19.7 19.2
Old : 100.0: 4.6 10.9 0.8 74.9 69.1 80.3 80.8: 19.7 19.2
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 : 65: 7 6 5 36 41 44 51:
Old : 65: 7 6 5 36 41 44 51:
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 : 33.2 33.6 46.2 47.5 30.1 31.7 41.5 42.4
Old : 33.2 33.6 46.2 47.5 30.1 31.7 41.5 42.4
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, February 26, 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 : 10,847: 1,081 537 282 8,734 9,614 10,097 10,433: 750 414
Old : 10,847: 1,081 537 282 8,734 9,614 10,097 10,433: 750 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 907: 142 13 -132 860 852 870 733: 37 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.0 2.6 80.5 88.6 93.1 96.2: 6.9 3.8
Old : 100.0: 10.0 5.0 2.6 80.5 88.6 93.1 96.2: 6.9 3.8
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 : 45: 8 6 7 23 26 37 34:
Old : 45: 8 6 7 23 26 37 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 : 44.6 40.3 60.9 59.6 21.0 18.8 29.8 29.5
Old : 44.6 40.3 60.9 59.6 21.0 18.8 29.8 29.5
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 26, 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 : 276,811: 88,769 29,567 25,263 121,646 193,239 235,678 248,069: 41,133 28,742
Old : 224,202: 77,405 24,841 15,074 98,241 161,246 190,720 201,161: 33,482 23,041
Other: 52,609: 16,782 10,144 4,771 23,405 31,993 44,958 46,908: 7,651 5,701
: : :
: : Changes in Commitments from: February 19, 2013 :
: -11,593: -949 -4,124 -2,014 -6,467 -4,963 -9,430 -11,101: -2,163 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 10.7 9.1 43.9 69.8 85.1 89.6: 14.9 10.4
Old : 100.0: 34.5 11.1 6.7 43.8 71.9 85.1 89.7: 14.9 10.3
Other: 100.0: 31.9 19.3 9.1 44.5 60.8 85.5 89.2: 14.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 79 38 48 78 70 182 139:
Old : 215: 73 40 45 73 68 170 135:
Other: 112: 38 18 13 45 25 87 52:
:----------------------------------------------------------------------------------------------------
: 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 35.8 19.4 48.0 8.4 34.4 15.1 41.9
Old : 13.7 37.1 22.3 47.8 10.1 36.2 17.8 44.2
Other: 21.2 40.3 35.5 56.1 19.4 37.9 31.8 51.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 26, 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 : 14,361: 3,409 3,297 1,097 7,391 8,922 11,897 13,316: 2,464 1,045
Old : 13,899: 3,382 3,423 957 7,323 8,521 11,662 12,901: 2,237 998
Other: 462: 165 12 2 68 401 235 415: 227 47
: : :
: : Changes in Commitments from: February 19, 2013 :
: -266: 169 -144 145 -148 -384 166 -383: -432 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 23.0 7.6 51.5 62.1 82.8 92.7: 17.2 7.3
Old : 100.0: 24.3 24.6 6.9 52.7 61.3 83.9 92.8: 16.1 7.2
Other: 100.0: 35.7 2.6 0.4 14.7 86.8 50.9 89.8: 49.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 19 14 10 28 14 52 35:
Old : 67: 16 18 10 27 13 51 34:
Other: 17: 6 2 1 6 3 12 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 : 26.2 48.1 40.8 64.4 25.7 47.1 39.5 62.1
Old : 27.1 47.8 42.2 64.6 26.6 46.9 40.8 62.5
Other: 39.6 89.0 48.7 89.8 39.6 89.0 48.7 89.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 26, 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 : 1,147,023: 340,013 200,037 50,147 593,528 786,494 983,688 1,036,678: 163,335 110,345
Old : 1,147,023: 340,013 200,037 50,147 593,528 786,494 983,688 1,036,678: 163,335 110,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 129,991: 75,264 -5,792 569 15,639 107,515 91,472 102,292: 38,519 27,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 17.4 4.4 51.7 68.6 85.8 90.4: 14.2 9.6
Old : 100.0: 29.6 17.4 4.4 51.7 68.6 85.8 90.4: 14.2 9.6
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 : 213: 49 35 23 90 93 148 142:
Old : 213: 49 35 23 90 93 148 142:
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 : 20.6 26.1 34.2 37.5 20.6 24.2 31.8 33.6
Old : 20.6 26.1 34.2 37.5 20.6 24.2 31.8 33.6
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 26, 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 : 2,175,882: 367,168 251,260 87,900 1,379,654 1,435,715 1,834,722 1,774,875: 341,160 401,007
Old : 2,175,882: 367,168 251,260 87,900 1,379,654 1,435,715 1,834,722 1,774,875: 341,160 401,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 88,121: 36,822 -25,798 16,539 -54,711 73,084 -1,350 63,825: 89,471 24,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.5 4.0 63.4 66.0 84.3 81.6: 15.7 18.4
Old : 100.0: 16.9 11.5 4.0 63.4 66.0 84.3 81.6: 15.7 18.4
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 : 279: 57 52 53 108 148 188 230:
Old : 279: 57 52 53 108 148 188 230:
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 : 23.4 17.1 35.2 25.7 20.7 13.7 30.2 20.4
Old : 23.4 17.1 35.2 25.7 20.7 13.7 30.2 20.4
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 26, 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 : 1,856,633: 256,970 203,144 33,623 1,236,481 1,298,922 1,527,074 1,535,689: 329,559 320,944
Old : 1,856,633: 256,970 203,144 33,623 1,236,481 1,298,922 1,527,074 1,535,689: 329,559 320,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 222,312: 19,618 29,225 -13,165 81,937 162,678 88,390 178,738: 133,922 43,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.9 1.8 66.6 70.0 82.2 82.7: 17.8 17.3
Old : 100.0: 13.8 10.9 1.8 66.6 70.0 82.2 82.7: 17.8 17.3
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 : 195: 26 44 16 83 99 120 148:
Old : 195: 26 44 16 83 99 120 148:
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 : 26.4 25.3 40.9 35.6 26.0 24.8 38.6 34.5
Old : 26.4 25.3 40.9 35.6 26.0 24.8 38.6 34.5
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 26, 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 : 344,739: 19,427 26,231 51,593 252,649 230,719 323,669 308,543: 21,070 36,196
Old : 344,739: 19,427 26,231 51,593 252,649 230,719 323,669 308,543: 21,070 36,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 9,456: -2,085 2,030 -642 7,319 1,677 4,592 3,065: 4,864 6,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.6 15.0 73.3 66.9 93.9 89.5: 6.1 10.5
Old : 100.0: 5.6 7.6 15.0 73.3 66.9 93.9 89.5: 6.1 10.5
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 : 76: 12 18 22 36 40 60 69:
Old : 76: 12 18 22 36 40 60 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 : 40.6 27.5 54.1 39.5 32.7 21.0 40.7 27.7
Old : 40.6 27.5 54.1 39.5 32.7 21.0 40.7 27.7
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 26, 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 : 62,136: 20,854 5,422 296 30,244 48,163 51,394 53,881: 10,742 8,255
Old : 62,136: 20,854 5,422 296 30,244 48,163 51,394 53,881: 10,742 8,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 332: 1,851 133 206 -1,965 -574 91 -236: 241 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.7 0.5 48.7 77.5 82.7 86.7: 17.3 13.3
Old : 100.0: 33.6 8.7 0.5 48.7 77.5 82.7 86.7: 17.3 13.3
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 : 114: 38 19 5 38 29 77 52:
Old : 114: 38 19 5 38 29 77 52:
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 : 22.8 41.9 36.7 61.9 22.6 40.4 36.2 60.4
Old : 22.8 41.9 36.7 61.9 22.6 40.4 36.2 60.4
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, February 26, 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 : 124,271: 41,708 10,844 591 60,488 96,326 102,787 107,761: 21,484 16,510
Old : 124,271: 41,708 10,844 591 60,488 96,326 102,787 107,761: 21,484 16,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 664: 3,701 265 411 -3,930 -1,148 182 -472: 482 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.7 0.5 48.7 77.5 82.7 86.7: 17.3 13.3
Old : 100.0: 33.6 8.7 0.5 48.7 77.5 82.7 86.7: 17.3 13.3
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 : 114: 38 19 5 38 29 77 52:
Old : 114: 38 19 5 38 29 77 52:
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 : 22.8 41.9 36.7 61.9 22.6 40.4 36.2 60.4
Old : 22.8 41.9 36.7 61.9 22.6 40.4 36.2 60.4
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 26, 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 : 12,837: 7,087 11,626 1,206 4,426 0 12,719 12,832: 118 5
Old : 12,837: 7,087 11,626 1,206 4,426 0 12,719 12,832: 118 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 2,459: 1,306 2,489 -30 1,183 0 2,459 2,459: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 90.6 9.4 34.5 0.0 99.1 100.0: 0.9 0.0
Old : 100.0: 55.2 90.6 9.4 34.5 0.0 99.1 100.0: 0.9 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 : 23: 11 9 3 3 0 16 10:
Old : 23: 11 9 3 3 0 16 10:
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 : 68.8 86.8 86.5 99.0 68.8 83.8 83.5 90.1
Old : 68.8 86.8 86.5 99.0 68.8 83.8 83.5 90.1
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 26, 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 : 12,308: 4,173 5,988 11 8,084 6,156 12,268 12,155: 40 153
Old : 12,308: 4,173 5,988 11 8,084 6,156 12,268 12,155: 40 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 426: 362 -51 -4 65 435 423 380: 3 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 48.7 0.1 65.7 50.0 99.7 98.8: 0.3 1.2
Old : 100.0: 33.9 48.7 0.1 65.7 50.0 99.7 98.8: 0.3 1.2
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 : 25: 4 7 2 4 12 10 19:
Old : 25: 4 7 2 4 12 10 19:
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 : 98.3 65.6 99.7 84.4 98.3 65.5 99.6 84.3
Old : 98.3 65.6 99.7 84.4 98.3 65.5 99.6 84.3
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 26, 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 : 6,865: 470 916 0 6,280 5,884 6,750 6,800: 115 65
Old : 6,865: 470 916 0 6,280 5,884 6,750 6,800: 115 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 339: 203 405 0 131 -76 334 329: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.3 0.0 91.5 85.7 98.3 99.1: 1.7 0.9
Old : 100.0: 6.8 13.3 0.0 91.5 85.7 98.3 99.1: 1.7 0.9
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 : 22: 3 5 0 5 10 8 15:
Old : 22: 3 5 0 5 10 8 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 : 94.8 71.0 98.3 90.6 94.8 71.0 97.7 90.6
Old : 94.8 71.0 98.3 90.6 94.8 71.0 97.7 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013