WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 453,242: 126,325 143,382 87,804 202,610 171,017 416,739 402,203: 36,503 51,039
Old : 206,096: 91,167 91,366 9,701 89,370 86,664 190,238 187,731: 15,858 18,365
Other: 247,146: 61,503 78,361 51,758 113,240 84,353 226,501 214,472: 20,645 32,674
: : :
: : Changes in Commitments from: March 19, 2013 :
: -681: 2,957 -5,046 286 -3,407 6,775 -164 2,015: -517 -2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 31.6 19.4 44.7 37.7 91.9 88.7: 8.1 11.3
Old : 100.0: 44.2 44.3 4.7 43.4 42.1 92.3 91.1: 7.7 8.9
Other: 100.0: 24.9 31.7 20.9 45.8 34.1 91.6 86.8: 8.4 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 116 136 129 90 107 288 307:
Old : 341: 117 106 31 56 66 188 190:
Other: 305: 75 104 80 71 100 195 245:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 15.9 25.9 24.5 14.2 13.3 24.3 20.7
Old : 16.7 28.7 29.1 41.4 16.7 28.7 28.8 41.4
Other: 22.3 17.0 33.7 25.2 18.7 11.0 27.6 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,330,486: 440,854 167,356 196,185 552,896 741,334 1,189,935 1,104,875: 140,551 225,611
Old : 918,411: 347,236 127,798 92,731 380,802 550,498 820,769 771,027: 97,642 147,384
Other: 412,075: 187,948 133,888 9,124 172,094 190,836 369,166 333,848: 42,909 78,227
: : :
: : Changes in Commitments from: March 19, 2013 :
: 39,753: 44,475 1,218 -13,421 9,004 45,726 40,058 33,523: -305 6,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 12.6 14.7 41.6 55.7 89.4 83.0: 10.6 17.0
Old : 100.0: 37.8 13.9 10.1 41.5 59.9 89.4 84.0: 10.6 16.0
Other: 100.0: 45.6 32.5 2.2 41.8 46.3 89.6 81.0: 10.4 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 192 157 185 205 325 508 577:
Old : 697: 192 141 146 164 304 430 525:
Other: 570: 109 130 47 145 266 279 421:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 15.7 20.4 22.5 10.3 13.0 18.5 18.4
Old : 12.8 14.4 23.0 23.4 12.5 12.5 21.7 19.7
Other: 24.5 25.7 36.7 33.5 24.4 25.0 36.5 32.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 11,203: 4,669 1,070 298 3,933 8,601 8,900 9,969: 2,303 1,234
Old : 9,050: 4,718 946 0 2,166 7,160 6,884 8,106: 2,166 944
Other: 2,153: 214 387 35 1,767 1,441 2,016 1,863: 137 290
: : :
: : Changes in Commitments from: March 19, 2013 :
: 531: 372 115 33 65 162 470 310: 61 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 9.6 2.7 35.1 76.8 79.4 89.0: 20.6 11.0
Old : 100.0: 52.1 10.5 0.0 23.9 79.1 76.1 89.6: 23.9 10.4
Other: 100.0: 9.9 18.0 1.6 82.1 66.9 93.6 86.5: 6.4 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 7 5 12 12 34 21:
Old : 45: 18 8 0 8 11 26 19:
Other: 25: 3 5 3 10 11 15 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 : 43.1 55.1 57.1 72.9 43.1 55.1 57.1 71.9
Old : 42.9 58.3 56.8 75.6 42.9 58.3 56.8 75.6
Other: 70.1 55.1 85.5 72.5 69.4 55.0 81.8 72.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 577,889: 182,681 72,056 76,724 262,282 367,564 521,687 516,344: 56,202 61,545
Old : 419,946: 155,318 51,764 35,242 185,386 300,477 375,946 387,483: 44,000 32,463
Other: 157,943: 60,928 53,857 7,917 76,896 67,087 145,741 128,861: 12,202 29,082
: : :
: : Changes in Commitments from: March 19, 2013 :
: -4,594: -1,421 -1,804 -5,304 33 5,766 -6,692 -1,342: 2,098 -3,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 12.5 13.3 45.4 63.6 90.3 89.4: 9.7 10.6
Old : 100.0: 37.0 12.3 8.4 44.1 71.6 89.5 92.3: 10.5 7.7
Other: 100.0: 38.6 34.1 5.0 48.7 42.5 92.3 81.6: 7.7 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 444: 155 120 144 115 128 354 330:
Old : 415: 166 93 102 91 108 305 266:
Other: 302: 68 111 50 72 84 179 212:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.2 24.6 29.7 15.0 16.7 22.3 25.2
Old : 21.9 25.0 30.2 36.8 21.9 23.5 30.2 34.5
Other: 21.7 17.1 33.7 29.9 21.6 16.1 32.7 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 335,578: 69,278 104,921 47,296 182,522 148,259 299,096 300,476: 36,482 35,102
Old : 264,120: 64,851 103,005 22,487 151,190 108,858 238,528 234,350: 25,592 29,770
Other: 71,458: 18,726 16,215 10,510 31,332 39,401 60,568 66,126: 10,890 5,332
: : :
: : Changes in Commitments from: March 19, 2013 :
: -1,748: 2,635 -9,075 2,733 -12,971 5,674 -7,603 -668: 5,855 -1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.3 14.1 54.4 44.2 89.1 89.5: 10.9 10.5
Old : 100.0: 24.6 39.0 8.5 57.2 41.2 90.3 88.7: 9.7 11.3
Other: 100.0: 26.2 22.7 14.7 43.8 55.1 84.8 92.5: 15.2 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 68 84 84 67 62 185 193:
Old : 245: 68 86 67 55 58 158 180:
Other: 133: 43 24 21 49 29 105 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 : 18.6 19.7 30.4 28.9 12.6 17.5 22.0 24.8
Old : 22.8 20.1 34.9 30.0 21.0 20.0 31.5 29.3
Other: 20.7 41.5 34.5 58.2 18.2 37.3 30.0 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 620,347: 57,379 68,617 7,142 427,365 385,909 491,886 461,668: 128,461 158,679
Old : 620,347: 57,379 68,617 7,142 427,365 385,909 491,886 461,668: 128,461 158,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 7,637: 1,510 -7,874 1,825 629 13,994 3,964 7,945: 3,673 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.1 1.2 68.9 62.2 79.3 74.4: 20.7 25.6
Old : 100.0: 9.2 11.1 1.2 68.9 62.2 79.3 74.4: 20.7 25.6
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 : 157: 24 34 10 66 69 97 106:
Old : 157: 24 34 10 66 69 97 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 20.3 38.3 29.8 26.1 18.0 33.9 26.3
Old : 29.2 20.3 38.3 29.8 26.1 18.0 33.9 26.3
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 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 : 377,536: 25,650 51,116 3,174 275,476 260,890 304,300 315,180: 73,236 62,356
Old : 377,536: 25,650 51,116 3,174 275,476 260,890 304,300 315,180: 73,236 62,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -3,797: 384 -2,218 -270 -3,893 -6,642 -3,779 -9,130: -18 5,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.5 0.8 73.0 69.1 80.6 83.5: 19.4 16.5
Old : 100.0: 6.8 13.5 0.8 73.0 69.1 80.6 83.5: 19.4 16.5
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 : 68: 7 7 5 35 41 44 51:
Old : 68: 7 7 5 35 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 : 37.2 37.3 51.6 49.9 33.8 37.3 46.2 49.2
Old : 37.2 37.3 51.6 49.9 33.8 37.3 46.2 49.2
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 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 : 10,899: 1,045 1,549 548 8,511 8,492 10,104 10,589: 795 310
Old : 10,899: 1,045 1,549 548 8,511 8,492 10,104 10,589: 795 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -25: -61 401 -157 88 -228 -130 16: 105 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.2 5.0 78.1 77.9 92.7 97.2: 7.3 2.8
Old : 100.0: 9.6 14.2 5.0 78.1 77.9 92.7 97.2: 7.3 2.8
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 : 49: 8 6 8 23 29 39 38:
Old : 49: 8 6 8 23 29 39 38:
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 : 48.4 43.8 61.2 66.1 23.7 24.1 30.7 33.8
Old : 48.4 43.8 61.2 66.1 23.7 24.1 30.7 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 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 : 278,479: 83,234 35,480 34,205 119,646 183,209 237,085 252,894: 41,394 25,585
Old : 221,824: 72,715 29,742 22,587 94,307 149,547 189,609 201,876: 32,215 19,948
Other: 56,655: 17,155 12,374 4,982 25,339 33,662 47,476 51,018: 9,179 5,637
: : :
: : Changes in Commitments from: March 19, 2013 :
: -2,364: -7,760 1,731 87 4,840 -3,070 -2,833 -1,252: 469 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 12.7 12.3 43.0 65.8 85.1 90.8: 14.9 9.2
Old : 100.0: 32.8 13.4 10.2 42.5 67.4 85.5 91.0: 14.5 9.0
Other: 100.0: 30.3 21.8 8.8 44.7 59.4 83.8 90.1: 16.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 72 48 54 81 72 181 153:
Old : 222: 70 46 50 74 69 168 147:
Other: 121: 36 21 12 54 30 96 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 : 8.9 33.1 16.6 44.2 8.8 32.0 15.7 39.9
Old : 10.5 34.6 19.2 43.5 10.5 34.5 18.6 41.9
Other: 18.0 35.2 31.5 50.7 17.8 33.1 28.9 47.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 15,306: 3,881 6,939 467 8,017 5,729 12,365 13,135: 2,941 2,171
Old : 14,696: 3,768 6,993 382 7,842 5,281 11,992 12,656: 2,704 2,040
Other: 610: 195 28 3 175 448 373 479: 237 131
: : :
: : Changes in Commitments from: March 19, 2013 :
: 162: -49 183 -73 175 -163 53 -53: 109 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 45.3 3.1 52.4 37.4 80.8 85.8: 19.2 14.2
Old : 100.0: 25.6 47.6 2.6 53.4 35.9 81.6 86.1: 18.4 13.9
Other: 100.0: 32.0 4.6 0.5 28.7 73.4 61.1 78.5: 38.9 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 20 6 25 11 50 37:
Old : 74: 23 22 5 24 10 49 35:
Other: 22: 9 4 1 7 4 17 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 : 28.0 37.8 41.5 53.8 27.9 36.9 40.9 52.5
Old : 29.2 39.4 43.0 54.8 29.2 38.7 43.0 54.1
Other: 39.0 74.9 52.5 78.5 39.0 73.3 52.5 75.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 942,861: 311,211 159,605 19,207 480,782 686,872 811,200 865,684: 131,661 77,177
Old : 942,861: 311,211 159,605 19,207 480,782 686,872 811,200 865,684: 131,661 77,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 5,692: -3,644 -18,342 -8,745 13,128 34,608 739 7,521: 4,953 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 16.9 2.0 51.0 72.8 86.0 91.8: 14.0 8.2
Old : 100.0: 33.0 16.9 2.0 51.0 72.8 86.0 91.8: 14.0 8.2
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 : 205: 49 36 15 80 86 133 133:
Old : 205: 49 36 15 80 86 133 133:
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 : 19.6 28.0 31.6 41.1 19.3 27.2 30.5 38.6
Old : 19.6 28.0 31.6 41.1 19.3 27.2 30.5 38.6
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, March 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 : 2,176,645: 395,843 297,653 63,594 1,431,046 1,465,096 1,890,483 1,826,343: 286,162 350,302
Old : 2,176,645: 395,843 297,653 63,594 1,431,046 1,465,096 1,890,483 1,826,343: 286,162 350,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 68,412: 75,340 -26,145 1,234 676 76,784 77,250 51,873: -8,838 16,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.7 2.9 65.7 67.3 86.9 83.9: 13.1 16.1
Old : 100.0: 18.2 13.7 2.9 65.7 67.3 86.9 83.9: 13.1 16.1
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 : 295: 47 67 35 108 147 173 231:
Old : 295: 47 67 35 108 147 173 231:
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 : 28.3 16.9 40.3 25.7 25.6 13.3 36.3 21.4
Old : 28.3 16.9 40.3 25.7 25.6 13.3 36.3 21.4
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, March 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 : 1,781,608: 334,262 207,011 30,302 1,187,981 1,294,567 1,552,545 1,531,880: 229,063 249,728
Old : 1,781,608: 334,262 207,011 30,302 1,187,981 1,294,567 1,552,545 1,531,880: 229,063 249,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 91,414: 37,148 -11,407 10,430 35,212 84,790 82,790 83,813: 8,624 7,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.6 1.7 66.7 72.7 87.1 86.0: 12.9 14.0
Old : 100.0: 18.8 11.6 1.7 66.7 72.7 87.1 86.0: 12.9 14.0
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 : 215: 34 42 15 81 109 123 158:
Old : 215: 34 42 15 81 109 123 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 27.2 50.0 38.0 33.3 26.8 47.9 36.7
Old : 33.5 27.2 50.0 38.0 33.3 26.8 47.9 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 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 : 374,071: 43,297 37,320 58,710 251,406 245,395 353,413 341,425: 20,658 32,646
Old : 374,071: 43,297 37,320 58,710 251,406 245,395 353,413 341,425: 20,658 32,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 23,765: 16,572 -892 2,204 7,775 23,746 26,551 25,058: -2,786 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.0 15.7 67.2 65.6 94.5 91.3: 5.5 8.7
Old : 100.0: 11.6 10.0 15.7 67.2 65.6 94.5 91.3: 5.5 8.7
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 : 75: 22 12 22 31 39 58 69:
Old : 75: 22 12 22 31 39 58 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 30.3 50.8 46.2 28.9 26.3 35.0 34.2
Old : 38.3 30.3 50.8 46.2 28.9 26.3 35.0 34.2
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 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 : 55,859: 22,196 4,560 205 24,482 42,627 46,882 47,391: 8,977 8,468
Old : 55,859: 22,196 4,560 205 24,482 42,627 46,882 47,391: 8,977 8,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 2,185: -718 669 88 2,277 1,443 1,647 2,200: 538 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 8.2 0.4 43.8 76.3 83.9 84.8: 16.1 15.2
Old : 100.0: 39.7 8.2 0.4 43.8 76.3 83.9 84.8: 16.1 15.2
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 : 107: 38 17 3 29 28 67 48:
Old : 107: 38 17 3 29 28 67 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 32.0 43.0 57.3 27.1 31.7 42.5 56.9
Old : 27.5 32.0 43.0 57.3 27.1 31.7 42.5 56.9
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 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 : 111,717: 44,392 9,120 409 48,963 85,253 93,764 94,782: 17,953 16,935
Old : 111,717: 44,392 9,120 409 48,963 85,253 93,764 94,782: 17,953 16,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 4,369: -1,435 1,338 176 4,553 2,885 3,294 4,399: 1,075 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 8.2 0.4 43.8 76.3 83.9 84.8: 16.1 15.2
Old : 100.0: 39.7 8.2 0.4 43.8 76.3 83.9 84.8: 16.1 15.2
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 : 107: 38 17 3 29 28 67 48:
Old : 107: 38 17 3 29 28 67 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 32.0 43.0 57.3 27.1 31.7 42.5 56.9
Old : 27.5 32.0 43.0 57.3 27.1 31.7 42.5 56.9
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 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 : 6,689: 3,996 5,027 1,141 954 517 6,091 6,685: 598 4
Old : 6,689: 3,996 5,027 1,141 954 517 6,091 6,685: 598 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -5,926: -4,301 -6,225 -27 -1,905 326 -6,233 -5,926: 307 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 75.2 17.1 14.3 7.7 91.1 99.9: 8.9 0.1
Old : 100.0: 59.7 75.2 17.1 14.3 7.7 91.1 99.9: 8.9 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 : 20: 8 9 3 2 1 12 11:
Old : 20: 8 9 3 2 1 12 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 : 58.7 75.9 82.2 96.9 57.7 70.2 71.1 80.9
Old : 58.7 75.9 82.2 96.9 57.7 70.2 71.1 80.9
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 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 : 8,614: 1,465 5,336 21 7,097 3,096 8,583 8,453: 31 161
Old : 8,614: 1,465 5,336 21 7,097 3,096 8,583 8,453: 31 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -33: -31 -82 4 5 -6 -22 -84: -11 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 61.9 0.2 82.4 35.9 99.6 98.1: 0.4 1.9
Old : 100.0: 17.0 61.9 0.2 82.4 35.9 99.6 98.1: 0.4 1.9
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 : 21: 4 6 2 3 9 9 15:
Old : 21: 4 6 2 3 9 9 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 : 97.4 79.0 99.6 92.8 97.4 78.7 99.4 92.5
Old : 97.4 79.0 99.6 92.8 97.4 78.7 99.4 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 26, 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 : 16,453: 4,682 2,480 86 11,637 13,856 16,405 16,422: 48 31
Old : 16,453: 4,682 2,480 86 11,637 13,856 16,405 16,422: 48 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 2,382: 462 547 50 1,849 1,794 2,361 2,391: 21 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 15.1 0.5 70.7 84.2 99.7 99.8: 0.3 0.2
Old : 100.0: 28.5 15.1 0.5 70.7 84.2 99.7 99.8: 0.3 0.2
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: 3 5 1 6 10 9 16:
Old : 24: 3 5 1 6 10 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 : 91.9 67.4 99.3 91.3 91.9 67.4 98.8 91.3
Old : 91.9 67.4 99.3 91.3 91.9 67.4 98.8 91.3
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, March 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 : 3,100: 324 630 0 2,700 2,450 3,024 3,080: 76 20
Old : 3,100: 324 630 0 2,700 2,450 3,024 3,080: 76 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 20.3 0.0 87.1 79.0 97.5 99.4: 2.5 0.6
Old : 100.0: 10.5 20.3 0.0 87.1 79.0 97.5 99.4: 2.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 6 0 4 9 7 15:
Old : 21: 3 6 0 4 9 7 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.5 63.7 97.5 87.8 93.5 63.7 96.3 87.8
Old : 93.5 63.7 97.5 87.8 93.5 63.7 96.3 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013