WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 12, 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 : 470,321: 121,112 154,210 96,330 215,626 163,928 433,068 414,468: 37,253 55,853
Old : 240,127: 92,902 122,167 10,648 118,193 83,194 221,743 216,009: 18,384 24,118
Other: 230,194: 64,824 68,657 49,068 97,433 80,734 211,325 198,459: 18,869 31,735
: : :
: : Changes in Commitments from: March 5, 2013 :
: 9,433: 9,425 317 2,411 -2,159 5,631 9,677 8,359: -244 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 32.8 20.5 45.8 34.9 92.1 88.1: 7.9 11.9
Old : 100.0: 38.7 50.9 4.4 49.2 34.6 92.3 90.0: 7.7 10.0
Other: 100.0: 28.2 29.8 21.3 42.3 35.1 91.8 86.2: 8.2 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 119 137 120 97 104 286 306:
Old : 355: 119 118 24 63 62 192 194:
Other: 295: 76 94 71 76 97 194 229:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.1 24.8 24.1 13.6 12.8 23.4 19.7
Old : 19.4 25.0 32.9 38.4 19.2 25.0 32.7 38.4
Other: 21.8 16.1 32.9 24.5 18.0 11.2 27.3 17.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 12, 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 : 1,224,316: 354,884 177,252 205,522 523,317 621,835 1,083,723 1,004,609: 140,593 219,707
Old : 865,272: 287,783 153,268 108,113 367,887 460,420 763,783 721,801: 101,489 143,471
Other: 359,044: 155,175 112,058 9,335 155,430 161,415 319,940 282,808: 39,104 76,236
: : :
: : Changes in Commitments from: March 5, 2013 :
: 20,012: 4,008 -13,850 4,641 7,309 23,114 15,958 13,905: 4,054 6,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 14.5 16.8 42.7 50.8 88.5 82.1: 11.5 17.9
Old : 100.0: 33.3 17.7 12.5 42.5 53.2 88.3 83.4: 11.7 16.6
Other: 100.0: 43.2 31.2 2.6 43.3 45.0 89.1 78.8: 10.9 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 190 152 198 205 305 505 561:
Old : 680: 195 132 159 171 286 440 511:
Other: 539: 106 121 43 135 246 266 388:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 13.2 21.0 19.3 11.2 11.5 19.9 17.1
Old : 13.3 12.1 23.4 20.2 13.1 12.0 22.7 19.7
Other: 26.1 24.3 38.2 30.3 26.1 23.9 38.1 29.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 12, 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 : 10,219: 3,929 1,300 250 4,116 7,705 8,295 9,255: 1,924 964
Old : 8,617: 3,906 1,328 0 2,883 6,575 6,789 7,903: 1,828 714
Other: 1,602: 238 187 35 1,233 1,130 1,506 1,352: 96 250
: : :
: : Changes in Commitments from: March 5, 2013 :
: -117: 385 -74 55 -492 -109 -52 -128: -65 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 12.7 2.4 40.3 75.4 81.2 90.6: 18.8 9.4
Old : 100.0: 45.3 15.4 0.0 33.5 76.3 78.8 91.7: 21.2 8.3
Other: 100.0: 14.9 11.7 2.2 77.0 70.5 94.0 84.4: 6.0 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 7 2 13 12 33 19:
Old : 44: 18 7 0 9 11 27 18:
Other: 21: 2 5 2 9 10 12 16:
:----------------------------------------------------------------------------------------------------
: 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 : 39.5 56.6 57.4 74.8 39.5 56.2 57.4 73.0
Old : 38.2 58.1 57.3 77.4 38.2 57.8 57.3 77.1
Other: 80.0 61.1 92.0 77.5 77.0 60.9 89.0 76.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 12, 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 : 605,100: 204,281 70,707 85,312 256,738 385,137 546,331 541,156: 58,769 63,944
Old : 455,120: 181,257 56,829 43,176 184,127 319,401 408,560 419,406: 46,560 35,714
Other: 149,980: 58,230 49,084 6,930 72,611 65,736 137,771 121,750: 12,209 28,230
: : :
: : Changes in Commitments from: March 5, 2013 :
: 11,983: 10,229 -187 -3,469 3,965 13,815 10,725 10,159: 1,258 1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 11.7 14.1 42.4 63.6 90.3 89.4: 9.7 10.6
Old : 100.0: 39.8 12.5 9.5 40.5 70.2 89.8 92.2: 10.2 7.8
Other: 100.0: 38.8 32.7 4.6 48.4 43.8 91.9 81.2: 8.1 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 164 117 150 106 132 351 337:
Old : 430: 169 102 106 84 112 303 280:
Other: 297: 67 109 50 65 85 176 207:
:----------------------------------------------------------------------------------------------------
: 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 18.9 23.4 28.1 13.4 16.8 20.5 24.2
Old : 20.0 24.4 28.5 35.3 19.8 23.5 28.2 33.3
Other: 23.9 20.5 35.7 32.8 23.9 19.1 35.4 29.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 12, 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 : 325,081: 68,593 113,476 38,352 185,417 136,076 292,362 287,904: 32,719 37,177
Old : 263,710: 64,352 109,181 17,100 159,466 105,458 240,918 231,739: 22,792 31,971
Other: 61,371: 16,429 16,483 9,064 25,951 30,618 51,444 56,165: 9,927 5,206
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,363: 3,019 1,785 -2,627 89 2,493 481 1,651: 882 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 34.9 11.8 57.0 41.9 89.9 88.6: 10.1 11.4
Old : 100.0: 24.4 41.4 6.5 60.5 40.0 91.4 87.9: 8.6 12.1
Other: 100.0: 26.8 26.9 14.8 42.3 49.9 83.8 91.5: 16.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 67 91 79 65 57 184 188:
Old : 247: 68 88 66 58 53 165 177:
Other: 127: 36 28 20 43 29 94 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 18.6 31.3 27.3 13.5 17.0 23.1 24.7
Old : 22.6 19.8 35.1 29.7 19.5 19.5 31.7 29.0
Other: 22.8 38.1 39.0 53.8 20.3 32.4 32.7 44.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 12, 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 : 641,985: 64,757 74,159 5,648 444,137 387,553 514,542 467,360: 127,443 174,625
Old : 641,985: 64,757 74,159 5,648 444,137 387,553 514,542 467,360: 127,443 174,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 351: 4,335 10,785 355 -754 -30,591 3,936 -19,451: -3,585 19,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.6 0.9 69.2 60.4 80.1 72.8: 19.9 27.2
Old : 100.0: 10.1 11.6 0.9 69.2 60.4 80.1 72.8: 19.9 27.2
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 : 156: 19 36 9 71 77 97 115:
Old : 156: 19 36 9 71 77 97 115:
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 : 27.7 19.9 37.0 28.1 25.3 18.1 33.8 25.4
Old : 27.7 19.9 37.0 28.1 25.3 18.1 33.8 25.4
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, March 12, 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 : 387,095: 25,619 51,426 3,027 283,029 266,335 311,675 320,788: 75,420 66,307
Old : 387,095: 25,619 51,426 3,027 283,029 266,335 311,675 320,788: 75,420 66,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -19,804: 146 582 -779 -20,006 -14,321 -20,639 -14,518: 835 -5,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.3 0.8 73.1 68.8 80.5 82.9: 19.5 17.1
Old : 100.0: 6.6 13.3 0.8 73.1 68.8 80.5 82.9: 19.5 17.1
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 : 65: 7 6 5 36 38 45 47:
Old : 65: 7 6 5 36 38 45 47:
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 : 36.1 37.1 49.9 49.6 33.2 36.5 44.8 48.3
Old : 36.1 37.1 49.9 49.6 33.2 36.5 44.8 48.3
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, March 12, 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 : 11,236: 1,104 973 673 8,791 9,230 10,568 10,876: 668 360
Old : 11,236: 1,104 973 673 8,791 9,230 10,568 10,876: 668 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -144: -74 498 231 -327 -970 -170 -241: 26 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.7 6.0 78.2 82.1 94.1 96.8: 5.9 3.2
Old : 100.0: 9.8 8.7 6.0 78.2 82.1 94.1 96.8: 5.9 3.2
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 : 49: 9 5 8 25 25 41 34:
Old : 49: 9 5 8 25 25 41 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 : 46.1 40.3 59.6 62.3 21.4 20.5 28.7 30.9
Old : 46.1 40.3 59.6 62.3 21.4 20.5 28.7 30.9
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, March 12, 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 : 292,079: 103,959 33,660 34,826 111,394 198,134 250,179 266,620: 41,900 25,459
Old : 235,588: 93,603 28,177 23,327 84,317 164,008 201,247 215,512: 34,341 20,076
Other: 56,491: 17,241 12,368 4,614 27,077 34,126 48,932 51,108: 7,559 5,383
: : :
: : Changes in Commitments from: March 5, 2013 :
: 9,808: 7,736 1,993 2,165 -662 6,453 9,239 10,611: 569 -803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.5 11.9 38.1 67.8 85.7 91.3: 14.3 8.7
Old : 100.0: 39.7 12.0 9.9 35.8 69.6 85.4 91.5: 14.6 8.5
Other: 100.0: 30.5 21.9 8.2 47.9 60.4 86.6 90.5: 13.4 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 87 41 49 81 74 196 145:
Old : 235: 88 40 45 75 73 184 140:
Other: 125: 36 26 12 53 25 95 57:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 34.3 15.8 45.1 8.3 33.3 15.0 41.6
Old : 10.0 36.6 18.1 45.0 10.0 36.4 17.9 44.0
Other: 20.8 39.7 34.3 55.6 20.8 37.2 33.4 51.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 12, 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 : 13,521: 3,537 4,685 362 6,760 6,814 10,659 11,861: 2,862 1,660
Old : 13,044: 3,525 4,793 246 6,693 6,407 10,464 11,446: 2,580 1,598
Other: 477: 124 4 4 67 407 195 415: 282 62
: : :
: : Changes in Commitments from: March 5, 2013 :
: 349: -21 682 -34 223 -669 168 -21: 181 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 34.6 2.7 50.0 50.4 78.8 87.7: 21.2 12.3
Old : 100.0: 27.0 36.7 1.9 51.3 49.1 80.2 87.7: 19.8 12.3
Other: 100.0: 26.0 0.8 0.8 14.0 85.3 40.9 87.0: 59.1 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 23 15 7 24 10 49 32:
Old : 67: 23 17 4 23 9 47 29:
Other: 16: 7 1 2 5 4 12 7:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 43.6 42.8 62.8 28.9 43.0 42.8 62.0
Old : 29.9 43.4 44.4 62.8 29.9 43.4 44.4 62.2
Other: 31.9 85.7 38.8 87.0 31.9 85.7 38.2 85.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 12, 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 : 1,023,851: 329,017 183,487 27,925 536,158 729,848 893,100 941,260: 130,751 82,591
Old : 1,023,851: 329,017 183,487 27,925 536,158 729,848 893,100 941,260: 130,751 82,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -52,644: -24,657 -6,808 -3,179 -11,417 -50,220 -39,253 -60,207: -13,391 7,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 17.9 2.7 52.4 71.3 87.2 91.9: 12.8 8.1
Old : 100.0: 32.1 17.9 2.7 52.4 71.3 87.2 91.9: 12.8 8.1
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 : 205: 49 37 16 78 89 134 135:
Old : 205: 49 37 16 78 89 134 135:
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 : 20.7 29.5 34.2 41.6 19.0 29.1 31.5 39.9
Old : 20.7 29.5 34.2 41.6 19.0 29.1 31.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 12, 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 : 2,101,426: 263,559 320,905 81,094 1,486,809 1,385,684 1,831,462 1,787,683: 269,964 313,743
Old : 2,101,426: 263,559 320,905 81,094 1,486,809 1,385,684 1,831,462 1,787,683: 269,964 313,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -21,199: -90,591 43,573 -5,683 110,608 -27,671 14,334 10,219: -35,533 -31,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.3 3.9 70.8 65.9 87.2 85.1: 12.8 14.9
Old : 100.0: 12.5 15.3 3.9 70.8 65.9 87.2 85.1: 12.8 14.9
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 : 301: 38 77 40 116 147 179 239:
Old : 301: 38 77 40 116 147 179 239:
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 : 31.7 17.4 42.9 25.9 28.5 14.8 38.6 22.6
Old : 31.7 17.4 42.9 25.9 28.5 14.8 38.6 22.6
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, March 12, 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 : 1,660,322: 267,007 193,793 31,541 1,147,907 1,189,141 1,446,455 1,414,475: 213,867 245,847
Old : 1,660,322: 267,007 193,793 31,541 1,147,907 1,189,141 1,446,455 1,414,475: 213,867 245,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -123,220: -77,038 -5,078 -6,429 -4,323 -120,237 -87,790 -131,744: -35,430 8,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.7 1.9 69.1 71.6 87.1 85.2: 12.9 14.8
Old : 100.0: 16.1 11.7 1.9 69.1 71.6 87.1 85.2: 12.9 14.8
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 : 203: 29 42 16 84 100 122 149:
Old : 203: 29 42 16 84 100 122 149:
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 : 31.3 30.8 46.9 41.6 30.9 29.7 45.8 39.8
Old : 31.3 30.8 46.9 41.6 30.9 29.7 45.8 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 12, 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 : 329,344: 18,573 39,460 54,045 235,594 201,646 308,212 295,151: 21,132 34,193
Old : 329,344: 18,573 39,460 54,045 235,594 201,646 308,212 295,151: 21,132 34,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 2,549: 143 -947 2,505 2,687 3,389 5,335 4,947: -2,786 -2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.0 16.4 71.5 61.2 93.6 89.6: 6.4 10.4
Old : 100.0: 5.6 12.0 16.4 71.5 61.2 93.6 89.6: 6.4 10.4
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 : 70: 14 16 21 30 35 53 64:
Old : 70: 14 16 21 30 35 53 64:
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 : 42.7 29.2 56.3 42.4 34.8 26.2 41.3 32.9
Old : 42.7 29.2 56.3 42.4 34.8 26.2 41.3 32.9
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, March 12, 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 : 102,701: 22,210 6,202 1,270 67,212 80,449 90,691 87,920: 12,010 14,781
Old : 102,701: 22,210 6,202 1,270 67,212 80,449 90,691 87,920: 12,010 14,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 33,481: 820 -2,467 892 30,189 30,185 31,901 28,610: 1,581 4,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.0 1.2 65.4 78.3 88.3 85.6: 11.7 14.4
Old : 100.0: 21.6 6.0 1.2 65.4 78.3 88.3 85.6: 11.7 14.4
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 : 112: 37 18 10 44 39 83 65:
Old : 112: 37 18 10 44 39 83 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 : 28.6 37.3 41.8 54.2 14.7 20.2 22.6 32.8
Old : 28.6 37.3 41.8 54.2 14.7 20.2 22.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 12, 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 : 163,709: 41,802 13,564 469 100,577 126,551 142,848 140,584: 20,861 23,125
Old : 163,709: 41,802 13,564 469 100,577 126,551 142,848 140,584: 20,861 23,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 25,270: -978 -3,774 -287 26,532 26,024 25,267 21,963: 3 3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.3 0.3 61.4 77.3 87.3 85.9: 12.7 14.1
Old : 100.0: 25.5 8.3 0.3 61.4 77.3 87.3 85.9: 12.7 14.1
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 : 111: 35 19 9 40 36 77 62:
Old : 111: 35 19 9 40 36 77 62:
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 : 31.0 35.2 45.1 55.2 18.4 31.1 29.9 46.3
Old : 31.0 35.2 45.1 55.2 18.4 31.1 29.9 46.3
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, March 12, 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 : 12,529: 7,180 11,057 1,465 3,742 0 12,387 12,522: 142 7
Old : 12,529: 7,180 11,057 1,465 3,742 0 12,387 12,522: 142 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -364: 58 -268 -92 -313 0 -347 -360: -17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 88.3 11.7 29.9 0.0 98.9 99.9: 1.1 0.1
Old : 100.0: 57.3 88.3 11.7 29.9 0.0 98.9 99.9: 1.1 0.1
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 : 24: 11 10 5 3 0 17 12:
Old : 24: 11 10 5 3 0 17 12:
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 : 66.2 87.0 86.9 96.7 63.2 82.1 80.8 87.0
Old : 66.2 87.0 86.9 96.7 63.2 82.1 80.8 87.0
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, March 12, 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 : 11,261: 2,285 5,386 1,144 7,797 4,599 11,226 11,129: 35 132
Old : 11,261: 2,285 5,386 1,144 7,797 4,599 11,226 11,129: 35 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -1,411: -2,309 -177 1,132 -217 -2,383 -1,394 -1,428: -17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 47.8 10.2 69.2 40.8 99.7 98.8: 0.3 1.2
Old : 100.0: 20.3 47.8 10.2 69.2 40.8 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 : 24: 4 7 3 3 11 9 19:
Old : 24: 4 7 3 3 11 9 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 : 98.1 63.9 99.7 87.6 88.0 63.8 89.5 80.3
Old : 98.1 63.9 99.7 87.6 88.0 63.8 89.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013