WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 571,418: 106,112 116,076 161,335 260,925 238,552 528,373 515,964: 43,045 55,455
Old : 379,969: 76,648 109,955 86,481 187,617 149,520 350,746 345,956: 29,223 34,013
Other: 191,449: 55,142 31,799 49,176 73,308 89,032 177,627 170,007: 13,822 21,442
: : :
: : Changes in Commitments from: January 8, 2013 :
: -8,205: 489 -7,178 4,712 -16,671 -4,917 -11,470 -7,383: 3,265 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.3 28.2 45.7 41.7 92.5 90.3: 7.5 9.7
Old : 100.0: 20.2 28.9 22.8 49.4 39.4 92.3 91.0: 7.7 9.0
Other: 100.0: 28.8 16.6 25.7 38.3 46.5 92.8 88.8: 7.2 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 141 124 150 105 126 316 338:
Old : 387: 131 120 117 94 117 278 303:
Other: 259: 63 73 72 73 104 175 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 16.6 24.3 24.6 13.3 13.5 21.7 18.6
Old : 17.7 22.9 27.4 31.7 17.4 21.2 26.2 29.6
Other: 21.7 15.3 35.3 25.1 20.1 12.4 30.6 19.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,658,310: 332,538 143,243 486,870 655,538 774,628 1,474,946 1,404,740: 183,364 253,570
Old : 1,318,767: 261,236 116,293 373,481 533,055 642,742 1,167,772 1,132,516: 150,995 186,251
Other: 339,543: 118,760 74,408 65,931 122,483 131,886 307,174 272,224: 32,369 67,319
: : :
: : Changes in Commitments from: January 8, 2013 :
: 68,887: 27,481 1,296 27,634 2,157 28,214 57,272 57,144: 11,615 11,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 8.6 29.4 39.5 46.7 88.9 84.7: 11.1 15.3
Old : 100.0: 19.8 8.8 28.3 40.4 48.7 88.6 85.9: 11.4 14.1
Other: 100.0: 35.0 21.9 19.4 36.1 38.8 90.5 80.2: 9.5 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 179 183 244 274 363 586 670:
Old : 756: 187 167 215 256 349 555 630:
Other: 536: 85 121 87 136 281 267 447:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 10.9 18.1 17.1 8.5 6.9 15.0 11.1
Old : 10.1 10.8 19.1 17.4 9.4 8.3 16.4 12.9
Other: 25.9 18.8 37.8 26.3 25.0 15.2 34.5 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 11,713: 1,150 1,932 1,493 6,925 6,651 9,568 10,077: 2,145 1,637
Old : 11,195: 1,181 1,933 1,424 6,509 6,295 9,114 9,652: 2,080 1,542
Other: 519: 5 35 33 416 356 454 424: 65 94
: : :
: : Changes in Commitments from: January 8, 2013 :
: -206: 81 173 -26 -127 -476 -73 -329: -134 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 16.5 12.7 59.1 56.8 81.7 86.0: 18.3 14.0
Old : 100.0: 10.5 17.3 12.7 58.1 56.2 81.4 86.2: 18.6 13.8
Other: 100.0: 0.9 6.7 6.4 80.2 68.7 87.5 81.8: 12.5 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 12 10 17 10 34 30:
Old : 45: 12 13 10 17 9 34 29:
Other: 18: 3 2 3 8 9 12 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 45.6 49.3 62.1 31.0 42.3 45.4 53.0
Old : 31.6 46.4 49.2 63.0 31.2 43.9 46.1 54.4
Other: 67.3 54.6 83.5 76.1 49.5 39.1 54.9 48.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 761,604: 153,891 64,158 274,396 268,891 356,734 697,178 695,288: 64,426 66,316
Old : 645,716: 131,416 51,594 226,192 232,099 320,504 589,707 598,290: 56,009 47,426
Other: 115,887: 44,117 34,205 26,563 36,792 36,230 107,471 96,998: 8,417 18,889
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,288: -178 -3,855 15,945 -17,504 -10,959 -1,738 1,130: 3,026 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.4 36.0 35.3 46.8 91.5 91.3: 8.5 8.7
Old : 100.0: 20.4 8.0 35.0 35.9 49.6 91.3 92.7: 8.7 7.3
Other: 100.0: 38.1 29.5 22.9 31.7 31.3 92.7 83.7: 7.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 173 137 224 124 146 410 405:
Old : 463: 177 124 198 121 136 389 374:
Other: 247: 68 74 60 52 85 153 190:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 12.4 23.8 20.8 11.7 9.2 17.6 15.3
Old : 17.3 13.1 25.2 22.0 14.3 10.2 20.7 17.2
Other: 29.0 21.8 43.9 31.8 27.7 18.4 38.1 26.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 360,034: 65,811 89,569 76,853 182,597 158,184 325,261 324,606: 34,773 35,428
Old : 324,540: 68,345 89,736 61,506 166,175 140,745 296,026 291,987: 28,514 32,552
Other: 35,495: 7,121 9,487 5,693 16,422 17,439 29,235 32,619: 6,259 2,876
: : :
: : Changes in Commitments from: January 8, 2013 :
: 16,240: -278 -3,853 9,184 3,435 11,004 12,342 16,335: 3,898 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 24.9 21.3 50.7 43.9 90.3 90.2: 9.7 9.8
Old : 100.0: 21.1 27.7 19.0 51.2 43.4 91.2 90.0: 8.8 10.0
Other: 100.0: 20.1 26.7 16.0 46.3 49.1 82.4 91.9: 17.6 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 62 91 88 69 68 193 204:
Old : 254: 60 97 81 68 68 187 199:
Other: 88: 25 13 18 33 24 66 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 19.4 23.2 28.3 10.5 15.7 18.6 22.9
Old : 14.7 20.3 24.3 28.9 12.6 17.8 21.1 25.5
Other: 29.0 37.5 43.7 54.0 26.7 31.9 36.3 47.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 628,938: 46,822 54,042 41,692 389,119 356,230 477,633 451,965: 151,305 176,974
Old : 628,938: 46,822 54,042 41,692 389,119 356,230 477,633 451,965: 151,305 176,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -2,554: 2,203 -2,256 -498 2,633 -3,300 4,338 -6,054: -6,892 3,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.6 6.6 61.9 56.6 75.9 71.9: 24.1 28.1
Old : 100.0: 7.4 8.6 6.6 61.9 56.6 75.9 71.9: 24.1 28.1
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 : 157: 33 30 44 72 81 127 133:
Old : 157: 33 30 44 72 81 127 133:
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 : 23.6 15.1 30.2 24.8 20.4 12.6 26.8 21.2
Old : 23.6 15.1 30.2 24.8 20.4 12.6 26.8 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 358,347: 19,975 44,763 3,301 266,354 252,259 289,630 300,324: 68,717 58,023
Old : 358,347: 19,975 44,763 3,301 266,354 252,259 289,630 300,324: 68,717 58,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 6,422: 234 339 122 6,198 4,401 6,554 4,863: -132 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.5 0.9 74.3 70.4 80.8 83.8: 19.2 16.2
Old : 100.0: 5.6 12.5 0.9 74.3 70.4 80.8 83.8: 19.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 7 5 4 30 40 40 46:
Old : 65: 7 5 4 30 40 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 37.6 50.9 49.2 34.0 37.5 44.6 48.6
Old : 35.9 37.6 50.9 49.2 34.0 37.5 44.6 48.6
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 with Delta-adjusted Options and Futures Combined, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,033: 1,306 716 665 6,473 7,354 8,444 8,735: 589 298
Old : 9,033: 1,306 716 665 6,473 7,354 8,444 8,735: 589 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -289: 50 -46 -293 -206 7 -449 -332: 160 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.9 7.4 71.7 81.4 93.5 96.7: 6.5 3.3
Old : 100.0: 14.5 7.9 7.4 71.7 81.4 93.5 96.7: 6.5 3.3
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 : 39: 6 5 6 20 23 30 32:
Old : 39: 6 5 6 20 23 30 32:
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 : 42.1 38.1 61.1 57.5 19.7 20.9 30.2 30.3
Old : 42.1 38.1 61.1 57.5 19.7 20.9 30.2 30.3
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 289,903: 66,177 35,109 52,703 129,064 174,880 247,943 262,692: 41,959 27,211
Old : 253,270: 58,265 30,136 44,849 112,500 153,079 215,613 228,063: 37,657 25,206
Other: 36,633: 9,400 6,461 6,367 16,564 21,801 32,331 34,629: 4,303 2,005
: : :
: : Changes in Commitments from: January 8, 2013 :
: 14,128: -1,665 8,004 -440 14,896 6,527 12,791 14,091: 1,337 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.1 18.2 44.5 60.3 85.5 90.6: 14.5 9.4
Old : 100.0: 23.0 11.9 17.7 44.4 60.4 85.1 90.0: 14.9 10.0
Other: 100.0: 25.7 17.6 17.4 45.2 59.5 88.3 94.5: 11.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 64 52 55 78 77 175 157:
Old : 213: 64 50 53 77 76 172 153:
Other: 80: 15 21 18 37 20 62 50:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 35.8 20.7 45.4 8.9 29.6 15.4 35.1
Old : 12.3 35.4 21.2 43.9 9.6 30.5 15.8 36.3
Other: 33.8 40.6 53.8 60.0 27.9 33.6 43.2 43.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 15,035: 2,767 5,628 546 8,765 6,768 12,077 12,942: 2,958 2,093
Old : 14,866: 2,742 5,628 536 8,713 6,623 11,992 12,788: 2,874 2,078
Other: 169: 33 9 0 52 145 85 154: 84 15
: : :
: : Changes in Commitments from: January 8, 2013 :
: -13: -48 210 -14 -95 -494 -157 -298: 144 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 37.4 3.6 58.3 45.0 80.3 86.1: 19.7 13.9
Old : 100.0: 18.4 37.9 3.6 58.6 44.6 80.7 86.0: 19.3 14.0
Other: 100.0: 19.6 5.3 0.0 30.7 85.7 50.4 91.0: 49.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 25 17 9 29 17 55 42:
Old : 77: 25 17 9 29 17 55 42:
Other: 13: 5 2 0 1 5 6 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 : 34.1 42.2 47.0 57.8 34.0 40.6 46.9 55.7
Old : 34.5 42.7 47.5 57.7 34.4 41.1 47.5 55.8
Other: 48.4 86.3 50.4 91.0 48.4 86.3 50.4 91.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,076,898: 295,589 188,675 61,650 591,398 748,033 948,637 998,358: 128,261 78,540
Old : 1,076,898: 295,589 188,675 61,650 591,398 748,033 948,637 998,358: 128,261 78,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 48,005: 31,670 32,892 -6,894 13,959 26,752 38,735 52,750: 9,270 -4,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 17.5 5.7 54.9 69.5 88.1 92.7: 11.9 7.3
Old : 100.0: 27.4 17.5 5.7 54.9 69.5 88.1 92.7: 11.9 7.3
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 : 222: 49 37 27 99 97 160 149:
Old : 222: 49 37 27 99 97 160 149:
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 : 18.6 31.1 28.4 42.1 17.2 29.7 26.6 39.9
Old : 18.6 31.1 28.4 42.1 17.2 29.7 26.6 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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,198,492: 280,764 253,075 228,736 1,411,219 1,322,513 1,920,719 1,804,324: 277,773 394,168
Old : 2,198,492: 280,764 253,075 228,736 1,411,219 1,322,513 1,920,719 1,804,324: 277,773 394,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 80,783: -4,528 18,785 -146 85,651 64,015 80,977 82,654: -194 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.5 10.4 64.2 60.2 87.4 82.1: 12.6 17.9
Old : 100.0: 12.8 11.5 10.4 64.2 60.2 87.4 82.1: 12.6 17.9
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 : 295: 52 67 72 139 159 235 254:
Old : 295: 52 67 72 139 159 235 254:
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 : 18.8 16.6 29.0 23.2 18.2 11.8 25.8 17.7
Old : 18.8 16.6 29.0 23.2 18.2 11.8 25.8 17.7
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,727,963: 162,292 160,688 148,216 1,194,999 1,160,979 1,505,507 1,469,883: 222,456 258,080
Old : 1,727,963: 162,292 160,688 148,216 1,194,999 1,160,979 1,505,507 1,469,883: 222,456 258,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 79,943: -23,774 -21,323 35,061 53,726 63,297 65,013 77,034: 14,931 2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.3 8.6 69.2 67.2 87.1 85.1: 12.9 14.9
Old : 100.0: 9.4 9.3 8.6 69.2 67.2 87.1 85.1: 12.9 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 : 203: 26 43 38 99 116 148 174:
Old : 203: 26 43 38 99 116 148 174:
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 : 27.2 22.4 39.2 32.5 26.2 21.8 37.4 31.2
Old : 27.2 22.4 39.2 32.5 26.2 21.8 37.4 31.2
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 378,476: 27,445 30,800 68,527 259,960 248,857 355,932 348,183: 22,544 30,293
Old : 378,476: 27,445 30,800 68,527 259,960 248,857 355,932 348,183: 22,544 30,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 15,933: -3,133 -4,529 1,095 13,155 18,912 11,117 15,477: 4,816 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.1 18.1 68.7 65.8 94.0 92.0: 6.0 8.0
Old : 100.0: 7.3 8.1 18.1 68.7 65.8 94.0 92.0: 6.0 8.0
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 : 80: 15 17 25 41 41 67 73:
Old : 80: 15 17 25 41 41 67 73:
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 : 36.8 30.5 48.7 43.4 30.9 25.2 38.7 33.7
Old : 36.8 30.5 48.7 43.4 30.9 25.2 38.7 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 52,533: 13,978 3,461 490 29,747 43,078 44,215 47,030: 8,318 5,503
Old : 52,533: 13,978 3,461 490 29,747 43,078 44,215 47,030: 8,318 5,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 4,635: 1,221 78 86 3,122 3,189 4,430 3,354: 206 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 6.6 0.9 56.6 82.0 84.2 89.5: 15.8 10.5
Old : 100.0: 26.6 6.6 0.9 56.6 82.0 84.2 89.5: 15.8 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 34 12 8 35 29 72 46:
Old : 101: 34 12 8 35 29 72 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 47.2 38.7 65.7 23.8 47.2 38.4 65.7
Old : 24.1 47.2 38.7 65.7 23.8 47.2 38.4 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 105,065: 27,955 6,922 981 59,494 86,157 88,430 94,060: 16,635 11,006
Old : 105,065: 27,955 6,922 981 59,494 86,157 88,430 94,060: 16,635 11,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 9,271: 2,443 157 173 6,244 6,378 8,859 6,707: 411 2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 6.6 0.9 56.6 82.0 84.2 89.5: 15.8 10.5
Old : 100.0: 26.6 6.6 0.9 56.6 82.0 84.2 89.5: 15.8 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 34 12 8 35 29 72 46:
Old : 101: 34 12 8 35 29 72 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 47.2 38.7 65.7 23.8 47.2 38.4 65.7
Old : 24.1 47.2 38.7 65.7 23.8 47.2 38.4 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 8,853: 6,163 7,766 1,083 1,476 0 8,722 8,849: 131 4
Old : 8,853: 6,163 7,766 1,083 1,476 0 8,722 8,849: 131 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 87.7 12.2 16.7 0.0 98.5 100.0: 1.5 0.0
Old : 100.0: 69.6 87.7 12.2 16.7 0.0 98.5 100.0: 1.5 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 : 20: 9 8 3 3 0 14 9:
Old : 20: 9 8 3 3 0 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 78.1 87.0 99.0 68.1 78.1 81.6 87.7
Old : 68.1 78.1 87.0 99.0 68.1 78.1 81.6 87.7
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 8,949: 592 5,106 0 8,246 3,771 8,838 8,877: 111 72
Old : 8,949: 592 5,106 0 8,246 3,771 8,838 8,877: 111 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 311: -38 403 0 354 -107 316 296: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 57.1 0.0 92.1 42.1 98.8 99.2: 1.2 0.8
Old : 100.0: 6.6 57.1 0.0 92.1 42.1 98.8 99.2: 1.2 0.8
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 : 25: 4 8 0 4 10 8 18:
Old : 25: 4 8 0 4 10 8 18:
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 : 96.6 73.0 98.8 90.0 96.6 73.0 98.7 90.0
Old : 96.6 73.0 98.8 90.0 96.6 73.0 98.7 90.0
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 7,679: 296 1,468 0 7,245 6,183 7,541 7,651: 138 28
Old : 7,679: 296 1,468 0 7,245 6,183 7,541 7,651: 138 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -133: -77 161 0 -58 -262 -135 -101: 2 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 19.1 0.0 94.3 80.5 98.2 99.6: 1.8 0.4
Old : 100.0: 3.9 19.1 0.0 94.3 80.5 98.2 99.6: 1.8 0.4
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 : 22: 2 6 0 3 12 5 18:
Old : 22: 2 6 0 3 12 5 18:
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 : 97.8 66.3 98.2 85.7 97.6 66.3 97.6 85.7
Old : 97.8 66.3 98.2 85.7 97.6 66.3 97.6 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2013