WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 562,941: 108,313 118,052 159,893 251,305 229,109 519,511 507,054: 43,431 55,887
Old : 365,954: 77,504 110,831 84,307 175,284 138,148 337,095 333,286: 28,859 32,667
Other: 196,988: 53,353 29,765 53,042 76,021 90,962 182,416 173,768: 14,571 23,220
: : :
: : Changes in Commitments from: January 22, 2013 :
: -12,466: 4,253 162 -8,049 -8,669 -5,313 -12,465 -13,200: -1 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 21.0 28.4 44.6 40.7 92.3 90.1: 7.7 9.9
Old : 100.0: 21.2 30.3 23.0 47.9 37.8 92.1 91.1: 7.9 8.9
Other: 100.0: 27.1 15.1 26.9 38.6 46.2 92.6 88.2: 7.4 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 149 124 165 109 126 336 347:
Old : 395: 134 125 127 95 116 294 305:
Other: 271: 71 74 77 75 106 187 223:
:----------------------------------------------------------------------------------------------------
: 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 15.5 24.4 23.2 13.3 12.5 21.6 17.9
Old : 17.9 21.5 27.5 30.7 17.7 20.4 26.4 29.4
Other: 21.2 15.5 34.5 24.6 18.9 12.1 29.2 18.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 1,638,105: 349,925 144,531 455,232 650,406 774,509 1,455,563 1,374,271: 182,542 263,834
Old : 1,265,320: 271,267 104,913 336,451 511,410 632,200 1,119,128 1,073,564: 146,192 191,756
Other: 372,785: 128,056 89,017 69,382 138,996 142,308 336,435 300,708: 36,351 72,078
: : :
: : Changes in Commitments from: January 22, 2013 :
: -15,353: 11,780 4,776 -30,157 -252 -807 -18,628 -26,187: 3,275 10,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.8 27.8 39.7 47.3 88.9 83.9: 11.1 16.1
Old : 100.0: 21.4 8.3 26.6 40.4 50.0 88.4 84.8: 11.6 15.2
Other: 100.0: 34.4 23.9 18.6 37.3 38.2 90.2 80.7: 9.8 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 744: 190 167 240 270 343 589 635:
Old : 725: 197 150 209 246 327 546 593:
Other: 530: 96 118 86 145 266 285 429:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 10.9 17.8 17.1 8.5 7.0 15.1 11.0
Old : 10.2 10.5 18.9 17.4 9.6 8.6 16.7 13.3
Other: 23.7 18.8 35.9 25.9 23.2 15.3 32.2 21.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 11,533: 1,083 1,720 1,026 6,816 7,112 8,925 9,857: 2,608 1,676
Old : 10,858: 1,122 1,696 937 6,273 6,721 8,332 9,354: 2,526 1,504
Other: 675: 1 64 49 543 391 593 504: 82 171
: : :
: : Changes in Commitments from: January 22, 2013 :
: -147: 243 -4 -192 -495 5 -444 -191: 297 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 14.9 8.9 59.1 61.7 77.4 85.5: 22.6 14.5
Old : 100.0: 10.3 15.6 8.6 57.8 61.9 76.7 86.1: 23.3 13.9
Other: 100.0: 0.1 9.4 7.2 80.5 58.0 87.9 74.6: 12.1 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 10 9 17 11 32 29:
Old : 43: 15 9 9 17 11 32 29:
Other: 18: 3 2 4 8 9 13 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 : 33.8 47.5 48.0 62.1 33.2 44.5 46.7 55.5
Old : 33.0 49.9 46.8 64.0 32.7 46.9 45.5 57.3
Other: 66.6 45.7 83.7 67.7 62.8 42.1 68.2 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 807,210: 169,308 57,379 296,435 271,044 380,289 736,787 734,103: 70,423 73,106
Old : 671,643: 152,030 48,376 232,239 226,073 340,282 610,343 620,897: 61,301 50,746
Other: 135,566: 47,480 39,206 33,993 44,971 40,007 126,444 113,206: 9,122 22,360
: : :
: : Changes in Commitments from: January 22, 2013 :
: 20,136: 7,103 3,201 5,949 3,240 6,863 16,291 16,013: 3,845 4,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 7.1 36.7 33.6 47.1 91.3 90.9: 8.7 9.1
Old : 100.0: 22.6 7.2 34.6 33.7 50.7 90.9 92.4: 9.1 7.6
Other: 100.0: 35.0 28.9 25.1 33.2 29.5 93.3 83.5: 6.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 184 136 227 119 142 419 404:
Old : 470: 184 129 199 113 130 395 369:
Other: 264: 75 84 71 62 81 179 199:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 12.5 22.0 19.8 10.3 9.3 15.8 14.3
Old : 15.6 13.3 23.3 20.8 12.8 11.0 18.9 17.3
Other: 25.9 19.9 39.1 32.0 24.1 17.1 33.6 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 361,369: 72,110 77,457 75,247 174,951 173,941 322,309 326,645: 39,061 34,724
Old : 324,759: 74,927 75,409 59,166 158,444 158,014 292,537 292,590: 32,221 32,169
Other: 36,611: 6,972 11,836 6,292 16,507 15,927 29,771 34,055: 6,839 2,556
: : :
: : Changes in Commitments from: January 22, 2013 :
: -231: 1,125 -3,002 -1,155 374 6,166 344 2,008: -574 -2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 21.4 20.8 48.4 48.1 89.2 90.4: 10.8 9.6
Old : 100.0: 23.1 23.2 18.2 48.8 48.7 90.1 90.1: 9.9 9.9
Other: 100.0: 19.0 32.3 17.2 45.1 43.5 81.3 93.0: 18.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 79 76 95 66 71 205 200:
Old : 255: 77 79 87 65 71 196 195:
Other: 93: 25 20 22 35 22 74 54:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 19.8 23.4 29.3 10.4 17.7 17.7 25.3
Old : 14.5 20.5 24.5 29.9 11.5 19.1 20.0 27.0
Other: 24.1 35.4 40.7 55.8 23.6 29.7 33.8 48.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 655,720: 40,943 58,327 36,893 418,564 372,181 496,400 467,400: 159,321 188,321
Old : 655,720: 40,943 58,327 36,893 418,564 372,181 496,400 467,400: 159,321 188,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 18,984: -4,217 6,926 -7,817 22,973 9,837 10,939 8,947: 8,044 10,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 8.9 5.6 63.8 56.8 75.7 71.3: 24.3 28.7
Old : 100.0: 6.2 8.9 5.6 63.8 56.8 75.7 71.3: 24.3 28.7
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 : 155: 25 26 29 77 87 115 129:
Old : 155: 25 26 29 77 87 115 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 17.3 28.7 25.0 19.8 14.7 25.8 21.8
Old : 22.2 17.3 28.7 25.0 19.8 14.7 25.8 21.8
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 29, 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 : 365,897: 19,974 45,650 3,117 273,932 250,637 297,023 299,405: 68,874 66,492
Old : 365,897: 19,974 45,650 3,117 273,932 250,637 297,023 299,405: 68,874 66,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 7,870: -29 -1,207 -145 9,956 650 9,782 -701: -1,912 8,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.5 0.9 74.9 68.5 81.2 81.8: 18.8 18.2
Old : 100.0: 5.5 12.5 0.9 74.9 68.5 81.2 81.8: 18.8 18.2
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 : 64: 7 6 4 30 38 40 45:
Old : 64: 7 6 4 30 38 40 45:
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 : 37.6 36.7 52.2 50.8 34.1 36.7 45.8 50.3
Old : 37.6 36.7 52.2 50.8 34.1 36.7 45.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 9,294: 1,155 641 622 6,774 7,694 8,551 8,957: 743 337
Old : 9,294: 1,155 641 622 6,774 7,694 8,551 8,957: 743 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 166: -85 52 -10 175 156 80 198: 86 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 6.9 6.7 72.9 82.8 92.0 96.4: 8.0 3.6
Old : 100.0: 12.4 6.9 6.7 72.9 82.8 92.0 96.4: 8.0 3.6
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 : 40: 7 4 7 20 24 31 33:
Old : 40: 7 4 7 20 24 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 36.2 61.2 58.3 26.7 22.8 35.4 32.8
Old : 44.0 36.2 61.2 58.3 26.7 22.8 35.4 32.8
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 with Delta-adjusted Options and Futures Combined, January 29, 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 : 323,734: 71,482 32,087 68,621 139,306 194,708 279,408 295,415: 44,325 28,318
Old : 278,538: 60,359 25,557 59,107 120,460 168,255 239,926 252,919: 38,611 25,618
Other: 45,196: 13,029 8,436 7,607 18,846 26,453 39,482 42,496: 5,714 2,700
: : :
: : Changes in Commitments from: January 22, 2013 :
: 18,401: 1,526 1,910 8,020 7,795 8,222 17,341 18,152: 1,060 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.9 21.2 43.0 60.1 86.3 91.3: 13.7 8.7
Old : 100.0: 21.7 9.2 21.2 43.2 60.4 86.1 90.8: 13.9 9.2
Other: 100.0: 28.8 18.7 16.8 41.7 58.5 87.4 94.0: 12.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 61 48 60 76 77 176 157:
Old : 211: 64 43 59 73 76 171 154:
Other: 89: 15 27 22 40 23 71 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 : 12.2 31.8 19.9 42.3 7.4 27.7 13.5 32.7
Old : 12.7 32.2 20.9 41.7 8.7 28.8 15.2 33.8
Other: 29.2 30.2 46.4 50.9 25.7 27.0 40.8 39.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 15,190: 2,671 5,586 718 8,712 7,150 12,101 13,455: 3,089 1,735
Old : 14,971: 2,643 5,594 707 8,652 6,968 12,002 13,270: 2,969 1,701
Other: 219: 39 3 0 60 182 99 185: 120 34
: : :
: : Changes in Commitments from: January 22, 2013 :
: 485: 103 -95 247 87 330 437 482: 48 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 36.8 4.7 57.4 47.1 79.7 88.6: 20.3 11.4
Old : 100.0: 17.7 37.4 4.7 57.8 46.5 80.2 88.6: 19.8 11.4
Other: 100.0: 17.8 1.4 0.0 27.4 83.1 45.2 84.5: 54.8 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 24 17 9 31 17 57 41:
Old : 75: 24 17 9 30 17 56 41:
Other: 13: 6 1 0 2 4 8 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 42.4 43.6 57.6 31.2 41.8 42.8 56.5
Old : 31.8 43.0 44.3 57.7 31.7 42.4 43.6 57.0
Other: 42.0 83.6 45.2 84.5 42.0 83.6 45.2 84.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 1,017,673: 277,805 195,382 57,069 572,621 673,681 907,496 926,132: 110,178 91,542
Old : 1,017,673: 277,805 195,382 57,069 572,621 673,681 907,496 926,132: 110,178 91,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -33,211: -11,058 209 -4,608 -2,238 -46,085 -17,904 -50,485: -15,307 17,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.2 5.6 56.3 66.2 89.2 91.0: 10.8 9.0
Old : 100.0: 27.3 19.2 5.6 56.3 66.2 89.2 91.0: 10.8 9.0
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 : 226: 44 46 32 98 101 160 161:
Old : 226: 44 46 32 98 101 160 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 27.6 32.0 37.6 18.8 26.3 29.7 35.9
Old : 20.1 27.6 32.0 37.6 18.8 26.3 29.7 35.9
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 29, 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 : 2,511,697: 316,402 274,846 304,954 1,623,475 1,528,882 2,244,831 2,108,682: 266,865 403,014
Old : 2,511,697: 316,402 274,846 304,954 1,623,475 1,528,882 2,244,831 2,108,682: 266,865 403,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 185,805: -10,714 25,084 56,813 141,892 89,640 187,992 171,537: -2,188 14,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.9 12.1 64.6 60.9 89.4 84.0: 10.6 16.0
Old : 100.0: 12.6 10.9 12.1 64.6 60.9 89.4 84.0: 10.6 16.0
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 : 308: 46 72 75 147 169 240 269:
Old : 308: 46 72 75 147 169 240 269:
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 : 17.6 13.8 27.5 19.7 16.8 10.9 24.8 15.6
Old : 17.6 13.8 27.5 19.7 16.8 10.9 24.8 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 1,764,755: 237,158 165,030 147,330 1,175,353 1,158,292 1,559,841 1,470,651: 204,914 294,104
Old : 1,764,755: 237,158 165,030 147,330 1,175,353 1,158,292 1,559,841 1,470,651: 204,914 294,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 33,373: 31,637 15,282 -7,740 33,597 -9,039 57,494 -1,496: -24,121 34,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.4 8.3 66.6 65.6 88.4 83.3: 11.6 16.7
Old : 100.0: 13.4 9.4 8.3 66.6 65.6 88.4 83.3: 11.6 16.7
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 : 207: 30 42 35 98 116 148 173:
Old : 207: 30 42 35 98 116 148 173:
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 : 25.4 19.1 38.0 31.4 21.9 18.2 32.6 29.1
Old : 25.4 19.1 38.0 31.4 21.9 18.2 32.6 29.1
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 29, 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 : 372,012: 25,883 27,439 57,572 273,063 256,122 356,518 341,133: 15,494 30,879
Old : 372,012: 25,883 27,439 57,572 273,063 256,122 356,518 341,133: 15,494 30,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -7,489: 2,026 -17 -1,114 -4,188 -284 -3,276 -1,414: -4,214 -6,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.4 15.5 73.4 68.8 95.8 91.7: 4.2 8.3
Old : 100.0: 7.0 7.4 15.5 73.4 68.8 95.8 91.7: 4.2 8.3
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 : 83: 19 16 25 41 40 69 72:
Old : 83: 19 16 25 41 40 69 72:
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 : 37.5 31.6 50.3 46.4 31.2 25.4 40.0 34.9
Old : 37.5 31.6 50.3 46.4 31.2 25.4 40.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 59,278: 17,277 5,937 733 31,490 45,043 49,499 51,712: 9,779 7,566
Old : 59,278: 17,277 5,937 733 31,490 45,043 49,499 51,712: 9,779 7,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 3,031: 1,374 2,188 213 -0 125 1,586 2,525: 1,445 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.0 1.2 53.1 76.0 83.5 87.2: 16.5 12.8
Old : 100.0: 29.1 10.0 1.2 53.1 76.0 83.5 87.2: 16.5 12.8
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 : 106: 31 19 8 39 28 74 51:
Old : 106: 31 19 8 39 28 74 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 : 22.9 42.8 37.5 61.1 22.9 42.7 37.3 61.0
Old : 22.9 42.8 37.5 61.1 22.9 42.7 37.3 61.0
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 with Delta-adjusted Options and Futures Combined, January 29, 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 : 118,557: 34,554 11,875 1,465 62,979 90,085 98,998 103,425: 19,559 15,132
Old : 118,557: 34,554 11,875 1,465 62,979 90,085 98,998 103,425: 19,559 15,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 6,062: 2,748 4,376 425 -1 250 3,172 5,051: 2,889 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.0 1.2 53.1 76.0 83.5 87.2: 16.5 12.8
Old : 100.0: 29.1 10.0 1.2 53.1 76.0 83.5 87.2: 16.5 12.8
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 : 106: 31 19 8 39 28 74 51:
Old : 106: 31 19 8 39 28 74 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 : 22.9 42.8 37.5 61.1 22.9 42.7 37.3 61.0
Old : 22.9 42.8 37.5 61.1 22.9 42.7 37.3 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 9,600: 1,623 5,590 0 7,889 3,890 9,512 9,480: 88 120
Old : 9,600: 1,623 5,590 0 7,889 3,890 9,512 9,480: 88 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 774: 1,059 558 0 -285 170 774 728: 0 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 58.2 0.0 82.2 40.5 99.1 98.8: 0.9 1.3
Old : 100.0: 16.9 58.2 0.0 82.2 40.5 99.1 98.8: 0.9 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 : 23: 5 6 0 3 10 8 16:
Old : 23: 5 6 0 3 10 8 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 : 97.3 77.3 99.1 90.9 97.3 77.3 99.1 90.9
Old : 97.3 77.3 99.1 90.9 97.3 77.3 99.1 90.9
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 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 6,562: 224 606 0 6,201 5,914 6,425 6,520: 137 42
Old : 6,562: 224 606 0 6,201 5,914 6,425 6,520: 137 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -470: -5 -448 0 -409 -23 -414 -471: -56 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.2 0.0 94.5 90.1 97.9 99.4: 2.1 0.6
Old : 100.0: 3.4 9.2 0.0 94.5 90.1 97.9 99.4: 2.1 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 : 23: 3 6 0 5 10 8 16:
Old : 23: 3 6 0 5 10 8 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 : 95.9 74.6 97.9 90.9 95.9 74.6 97.3 90.9
Old : 95.9 74.6 97.9 90.9 95.9 74.6 97.3 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013