WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 19, 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 : 453,923: 123,368 148,428 87,518 206,017 164,242 416,903 400,188: 37,020 53,735
Old : 218,917: 87,617 100,221 11,580 102,357 85,416 201,554 197,217: 17,363 21,700
Other: 235,006: 62,291 74,747 49,398 103,660 78,826 215,349 202,971: 19,657 32,035
: : :
: : Changes in Commitments from: March 12, 2013 :
: -16,398: 2,256 -5,782 -8,812 -9,609 314 -16,165 -14,280: -233 -2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 32.7 19.3 45.4 36.2 91.8 88.2: 8.2 11.8
Old : 100.0: 40.0 45.8 5.3 46.8 39.0 92.1 90.1: 7.9 9.9
Other: 100.0: 26.5 31.8 21.0 44.1 33.5 91.6 86.4: 8.4 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 116 137 121 93 102 282 300:
Old : 343: 112 113 26 60 65 187 189:
Other: 294: 70 98 75 74 96 193 231:
:----------------------------------------------------------------------------------------------------
: 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 15.8 25.6 24.4 14.1 13.0 24.2 20.4
Old : 19.5 27.0 31.3 40.0 19.5 27.0 31.1 40.0
Other: 22.9 16.9 33.6 25.2 18.6 11.2 27.5 17.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 19, 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 : 1,290,733: 396,379 166,138 209,606 543,892 695,608 1,149,877 1,071,352: 140,856 219,381
Old : 910,634: 320,922 140,345 107,707 382,661 518,792 811,290 766,844: 99,344 143,790
Other: 380,099: 168,101 118,437 9,255 161,231 176,816 338,587 304,508: 41,512 75,591
: : :
: : Changes in Commitments from: March 12, 2013 :
: 66,417: 41,495 -11,114 4,084 20,575 73,773 66,154 66,743: 263 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.9 16.2 42.1 53.9 89.1 83.0: 10.9 17.0
Old : 100.0: 35.2 15.4 11.8 42.0 57.0 89.1 84.2: 10.9 15.8
Other: 100.0: 44.2 31.2 2.4 42.4 46.5 89.1 80.1: 10.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 195 155 195 211 324 522 577:
Old : 705: 193 143 155 171 303 449 525:
Other: 563: 106 126 47 144 263 281 409:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 15.0 20.8 21.4 10.7 12.4 19.1 17.4
Old : 13.1 13.6 23.3 22.0 12.5 12.0 21.9 18.7
Other: 25.6 24.4 37.5 31.5 25.6 24.2 37.4 30.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 19, 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 : 10,672: 4,297 955 265 3,868 8,439 8,430 9,659: 2,242 1,013
Old : 8,928: 4,269 926 0 2,527 7,153 6,796 8,079: 2,132 849
Other: 1,744: 257 258 36 1,341 1,286 1,634 1,580: 110 164
: : :
: : Changes in Commitments from: March 12, 2013 :
: 453: 368 -345 15 -248 734 135 404: 318 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 8.9 2.5 36.2 79.1 79.0 90.5: 21.0 9.5
Old : 100.0: 47.8 10.4 0.0 28.3 80.1 76.1 90.5: 23.9 9.5
Other: 100.0: 14.7 14.8 2.1 76.9 73.7 93.7 90.6: 6.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 7 3 12 12 31 19:
Old : 42: 16 7 0 8 11 24 18:
Other: 23: 2 5 3 9 11 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 43.0 57.3 57.6 76.3 43.0 57.3 57.2 73.2
Old : 41.9 59.1 58.5 77.8 41.9 59.1 58.5 77.8
Other: 77.1 60.3 90.9 77.6 74.0 60.1 85.4 77.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 19, 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 : 582,483: 184,102 73,860 82,028 262,249 361,798 528,379 517,686: 54,104 64,797
Old : 427,585: 158,998 55,436 40,554 185,603 294,451 385,155 390,441: 42,430 37,144
Other: 154,898: 58,399 51,719 8,179 76,646 67,347 143,224 127,245: 11,674 27,653
: : :
: : Changes in Commitments from: March 12, 2013 :
: -22,617: -20,179 3,153 -3,284 5,511 -23,339 -17,952 -23,470: -4,665 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 12.7 14.1 45.0 62.1 90.7 88.9: 9.3 11.1
Old : 100.0: 37.2 13.0 9.5 43.4 68.9 90.1 91.3: 9.9 8.7
Other: 100.0: 37.7 33.4 5.3 49.5 43.5 92.5 82.1: 7.5 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 161 127 152 110 128 352 343:
Old : 427: 166 110 108 87 111 302 287:
Other: 304: 74 108 50 70 84 183 210:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 19.1 24.9 28.6 15.2 16.6 22.6 24.0
Old : 22.3 24.8 30.8 35.5 22.0 23.3 30.5 33.0
Other: 22.9 20.5 35.0 33.1 22.9 19.3 34.3 29.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 19, 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 : 337,326: 66,643 113,996 44,563 195,493 142,585 306,699 301,144: 30,627 36,182
Old : 268,525: 61,630 109,803 21,208 165,322 106,423 248,160 237,434: 20,365 31,091
Other: 68,801: 18,226 17,406 10,142 30,171 36,162 58,539 63,710: 10,262 5,091
: : :
: : Changes in Commitments from: March 12, 2013 :
: 12,245: -1,950 520 6,211 10,076 6,509 14,337 13,240: -2,092 -995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 33.8 13.2 58.0 42.3 90.9 89.3: 9.1 10.7
Old : 100.0: 23.0 40.9 7.9 61.6 39.6 92.4 88.4: 7.6 11.6
Other: 100.0: 26.5 25.3 14.7 43.9 52.6 85.1 92.6: 14.9 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 65 87 77 68 58 182 184:
Old : 244: 67 85 65 59 55 160 176:
Other: 128: 38 27 21 46 28 98 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 18.8 33.1 27.9 14.3 16.9 23.8 24.8
Old : 25.8 20.1 37.7 30.4 22.7 19.8 34.6 29.6
Other: 22.3 39.6 37.5 54.9 19.3 34.8 31.0 46.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 19, 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 : 612,710: 55,869 76,491 5,317 426,736 371,915 487,922 453,723: 124,788 158,987
Old : 612,710: 55,869 76,491 5,317 426,736 371,915 487,922 453,723: 124,788 158,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -29,275: -8,888 2,332 -331 -17,401 -15,638 -26,620 -13,637: -2,655 -15,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.5 0.9 69.6 60.7 79.6 74.1: 20.4 25.9
Old : 100.0: 9.1 12.5 0.9 69.6 60.7 79.6 74.1: 20.4 25.9
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 : 160: 23 35 8 68 73 97 110:
Old : 160: 23 35 8 68 73 97 110:
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 : 27.5 18.1 36.6 27.2 24.4 16.0 32.8 24.1
Old : 27.5 18.1 36.6 27.2 24.4 16.0 32.8 24.1
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 19, 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 : 381,333: 25,266 53,334 3,444 279,369 267,532 308,079 324,310: 73,254 57,023
Old : 381,333: 25,266 53,334 3,444 279,369 267,532 308,079 324,310: 73,254 57,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -5,762: -353 1,908 417 -3,660 1,197 -3,596 3,522: -2,166 -9,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.0 0.9 73.3 70.2 80.8 85.0: 19.2 15.0
Old : 100.0: 6.6 14.0 0.9 73.3 70.2 80.8 85.0: 19.2 15.0
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 : 68: 7 7 4 34 41 42 51:
Old : 68: 7 7 4 34 41 42 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 : 37.0 37.8 51.2 51.1 33.9 37.7 45.9 50.7
Old : 37.0 37.8 51.2 51.1 33.9 37.7 45.9 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, March 19, 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 : 10,924: 1,106 1,148 705 8,423 8,720 10,234 10,573: 690 351
Old : 10,924: 1,106 1,148 705 8,423 8,720 10,234 10,573: 690 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -312: 2 175 32 -368 -510 -334 -303: 22 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.5 6.5 77.1 79.8 93.7 96.8: 6.3 3.2
Old : 100.0: 10.1 10.5 6.5 77.1 79.8 93.7 96.8: 6.3 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 : 50: 10 5 9 24 27 41 37:
Old : 50: 10 5 9 24 27 41 37:
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 : 48.2 40.9 61.8 63.9 22.5 20.8 30.0 32.1
Old : 48.2 40.9 61.8 63.9 22.5 20.8 30.0 32.1
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 19, 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 : 280,843: 90,994 33,749 34,118 114,806 186,279 239,918 254,146: 40,925 26,697
Old : 224,127: 80,536 27,214 22,777 88,226 152,981 191,539 202,972: 32,588 21,155
Other: 56,716: 16,801 12,878 4,998 26,580 33,298 48,379 51,174: 8,337 5,542
: : :
: : Changes in Commitments from: March 12, 2013 :
: -11,236: -12,965 89 -708 3,412 -11,855 -10,261 -12,474: -975 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 12.0 12.1 40.9 66.3 85.4 90.5: 14.6 9.5
Old : 100.0: 35.9 12.1 10.2 39.4 68.3 85.5 90.6: 14.5 9.4
Other: 100.0: 29.6 22.7 8.8 46.9 58.7 85.3 90.2: 14.7 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 79 38 50 83 74 187 143:
Old : 217: 77 37 47 77 70 175 136:
Other: 122: 33 24 12 53 29 93 58:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 35.5 16.2 46.9 8.7 34.6 15.5 42.8
Old : 10.6 37.5 18.6 47.5 10.6 37.2 18.6 44.8
Other: 20.6 36.3 33.7 53.2 20.6 33.6 32.3 48.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 19, 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 : 15,144: 3,930 6,756 540 7,842 5,892 12,312 13,188: 2,832 1,956
Old : 14,589: 3,864 6,808 456 7,681 5,468 12,001 12,732: 2,588 1,857
Other: 555: 147 29 3 161 424 311 456: 244 99
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,623: 393 2,071 178 1,082 -922 1,653 1,327: -30 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 44.6 3.6 51.8 38.9 81.3 87.1: 18.7 12.9
Old : 100.0: 26.5 46.7 3.1 52.6 37.5 82.3 87.3: 17.7 12.7
Other: 100.0: 26.5 5.2 0.5 29.0 76.4 56.0 82.2: 44.0 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 24 21 7 25 11 51 39:
Old : 76: 24 23 5 24 10 50 36:
Other: 19: 7 3 1 6 4 13 8:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 39.9 42.0 56.5 28.2 38.2 41.4 54.6
Old : 29.4 40.1 43.6 56.6 29.4 38.9 43.6 54.9
Other: 42.3 78.0 52.6 82.2 42.3 78.0 52.6 80.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 19, 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 : 937,169: 314,855 177,947 27,952 467,654 652,264 810,461 858,163: 126,708 79,006
Old : 937,169: 314,855 177,947 27,952 467,654 652,264 810,461 858,163: 126,708 79,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -86,682: -14,162 -5,540 27 -68,504 -77,584 -82,639 -83,097: -4,043 -3,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 19.0 3.0 49.9 69.6 86.5 91.6: 13.5 8.4
Old : 100.0: 33.6 19.0 3.0 49.9 69.6 86.5 91.6: 13.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 51 34 18 78 87 136 132:
Old : 206: 51 34 18 78 87 136 132:
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 : 19.8 28.8 31.1 41.3 19.5 27.9 29.1 38.8
Old : 19.8 28.8 31.1 41.3 19.5 27.9 29.1 38.8
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 19, 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 : 2,108,233: 320,503 323,798 62,360 1,430,370 1,388,312 1,813,233 1,774,470: 295,000 333,763
Old : 2,108,233: 320,503 323,798 62,360 1,430,370 1,388,312 1,813,233 1,774,470: 295,000 333,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 6,807: 56,944 2,893 -18,734 -56,439 2,628 -18,229 -13,213: 25,036 20,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.4 3.0 67.8 65.9 86.0 84.2: 14.0 15.8
Old : 100.0: 15.2 15.4 3.0 67.8 65.9 86.0 84.2: 14.0 15.8
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 : 300: 50 70 40 116 135 187 224:
Old : 300: 50 70 40 116 135 187 224:
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 : 30.8 17.0 43.0 25.8 28.0 14.2 38.8 21.3
Old : 30.8 17.0 43.0 25.8 28.0 14.2 38.8 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 19, 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 : 1,690,194: 297,114 218,418 19,872 1,152,769 1,209,777 1,469,755 1,448,067: 220,439 242,127
Old : 1,690,194: 297,114 218,418 19,872 1,152,769 1,209,777 1,469,755 1,448,067: 220,439 242,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 29,872: 30,107 24,625 -11,669 4,862 20,636 23,300 33,592: 6,572 -3,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.9 1.2 68.2 71.6 87.0 85.7: 13.0 14.3
Old : 100.0: 17.6 12.9 1.2 68.2 71.6 87.0 85.7: 13.0 14.3
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 : 204: 27 44 17 79 104 116 155:
Old : 204: 27 44 17 79 104 116 155:
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 : 32.2 29.1 48.7 40.2 31.8 28.2 47.6 38.6
Old : 32.2 29.1 48.7 40.2 31.8 28.2 47.6 38.6
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 19, 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 : 350,306: 26,725 38,212 56,506 243,631 221,649 326,862 316,367: 23,444 33,939
Old : 350,306: 26,725 38,212 56,506 243,631 221,649 326,862 316,367: 23,444 33,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 20,962: 8,152 -1,248 2,461 8,037 20,003 18,650 21,216: 2,312 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.9 16.1 69.5 63.3 93.3 90.3: 6.7 9.7
Old : 100.0: 7.6 10.9 16.1 69.5 63.3 93.3 90.3: 6.7 9.7
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 : 69: 18 12 21 29 37 52 66:
Old : 69: 18 12 21 29 37 52 66:
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 : 40.2 28.7 53.8 43.9 30.7 25.9 37.2 34.0
Old : 40.2 28.7 53.8 43.9 30.7 25.9 37.2 34.0
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 19, 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 : 53,674: 22,914 3,891 117 22,205 41,184 45,235 45,192: 8,439 8,483
Old : 53,674: 22,914 3,891 117 22,205 41,184 45,235 45,192: 8,439 8,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -49,027: 704 -2,311 -1,153 -45,007 -39,265 -45,456 -42,729: -3,571 -6,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 7.2 0.2 41.4 76.7 84.3 84.2: 15.7 15.8
Old : 100.0: 42.7 7.2 0.2 41.4 76.7 84.3 84.2: 15.7 15.8
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 : 107: 37 17 4 30 28 67 49:
Old : 107: 37 17 4 30 28 67 49:
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 : 28.0 32.8 42.5 57.3 27.6 32.4 42.1 57.0
Old : 28.0 32.8 42.5 57.3 27.6 32.4 42.1 57.0
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 19, 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 : 107,348: 45,827 7,782 233 44,410 82,368 90,470 90,383: 16,878 16,965
Old : 107,348: 45,827 7,782 233 44,410 82,368 90,470 90,383: 16,878 16,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -56,361: 4,025 -5,782 -236 -56,167 -44,183 -52,378 -50,201: -3,983 -6,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 7.2 0.2 41.4 76.7 84.3 84.2: 15.7 15.8
Old : 100.0: 42.7 7.2 0.2 41.4 76.7 84.3 84.2: 15.7 15.8
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 : 107: 37 17 4 30 28 67 49:
Old : 107: 37 17 4 30 28 67 49:
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 : 28.0 32.8 42.5 57.3 27.6 32.4 42.1 57.0
Old : 28.0 32.8 42.5 57.3 27.6 32.4 42.1 57.0
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 19, 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 : 12,615: 8,297 11,252 1,168 2,859 191 12,324 12,611: 291 4
Old : 12,615: 8,297 11,252 1,168 2,859 191 12,324 12,611: 291 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 86: 1,117 195 -297 -883 191 -63 89: 149 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 89.2 9.3 22.7 1.5 97.7 100.0: 2.3 0.0
Old : 100.0: 65.8 89.2 9.3 22.7 1.5 97.7 100.0: 2.3 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 2 1 15 11:
Old : 23: 11 9 3 2 1 15 11:
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 : 68.5 89.8 88.4 98.2 68.5 84.8 85.3 89.6
Old : 68.5 89.8 88.4 98.2 68.5 84.8 85.3 89.6
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,647: 1,496 5,418 17 7,092 3,102 8,605 8,537: 42 110
Old : 8,647: 1,496 5,418 17 7,092 3,102 8,605 8,537: 42 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -2,614: -789 32 -1,127 -705 -1,497 -2,621 -2,592: 7 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 62.7 0.2 82.0 35.9 99.5 98.7: 0.5 1.3
Old : 100.0: 17.3 62.7 0.2 82.0 35.9 99.5 98.7: 0.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 7 2 3 9 9 16:
Old : 22: 4 7 2 3 9 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.4 78.7 99.5 92.7 97.4 78.5 99.3 92.5
Old : 97.4 78.7 99.5 92.7 97.4 78.5 99.3 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 14,071: 4,220 1,933 36 9,788 12,062 14,044 14,031: 27 40
Old : 14,071: 4,220 1,933 36 9,788 12,062 14,044 14,031: 27 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 13.7 0.3 69.6 85.7 99.8 99.7: 0.2 0.3
Old : 100.0: 30.0 13.7 0.3 69.6 85.7 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 6 1 7 8 10 14:
Old : 23: 2 6 1 7 8 10 14:
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 : 86.5 71.0 99.3 92.6 86.5 71.0 99.3 92.6
Old : 86.5 71.0 99.3 92.6 86.5 71.0 99.3 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013