WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 616,980: 109,711 135,607 198,054 263,286 222,753 571,052 556,414: 45,928 60,566
Old : 385,226: 78,840 117,027 109,327 169,219 124,514 357,386 350,868: 27,840 34,357
Other: 231,754: 56,442 44,151 63,156 94,067 98,239 213,666 205,546: 18,089 26,208
: : :
: : Changes in Commitments from: February 5, 2013 :
: 32,537: -6,847 -1,243 32,811 3,809 -3,434 29,773 28,134: 2,764 4,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 22.0 32.1 42.7 36.1 92.6 90.2: 7.4 9.8
Old : 100.0: 20.5 30.4 28.4 43.9 32.3 92.8 91.1: 7.2 8.9
Other: 100.0: 24.4 19.1 27.3 40.6 42.4 92.2 88.7: 7.8 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 444: 145 150 190 117 128 362 378:
Old : 410: 137 134 143 101 117 307 330:
Other: 303: 86 87 98 85 110 220 253:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 12.4 23.5 20.0 11.5 9.9 19.3 15.1
Old : 16.0 16.8 25.5 26.4 16.0 15.7 23.5 25.1
Other: 20.5 13.2 32.5 23.9 18.2 11.6 26.5 17.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,768,034: 340,785 174,167 511,991 732,209 808,041 1,584,985 1,494,199: 183,048 273,835
Old : 1,325,319: 259,009 131,642 364,713 560,362 638,983 1,184,084 1,135,338: 141,234 189,980
Other: 442,715: 140,019 100,769 89,034 171,847 169,058 400,901 358,861: 41,814 83,854
: : :
: : Changes in Commitments from: February 5, 2013 :
: 47,262: -37,380 21,102 25,466 58,246 -4,249 46,332 42,318: 930 4,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 9.9 29.0 41.4 45.7 89.6 84.5: 10.4 15.5
Old : 100.0: 19.5 9.9 27.5 42.3 48.2 89.3 85.7: 10.7 14.3
Other: 100.0: 31.6 22.8 20.1 38.8 38.2 90.6 81.1: 9.4 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 200 172 256 283 344 619 652:
Old : 739: 204 151 226 257 329 570 611:
Other: 556: 108 120 102 157 276 322 445:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 12.0 17.9 18.2 7.7 6.8 14.3 10.7
Old : 10.9 11.5 19.6 18.2 9.6 8.5 16.6 13.0
Other: 20.8 21.3 33.1 28.7 20.1 18.0 29.2 23.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,578: 2,394 1,176 790 5,738 8,169 8,922 10,135: 2,656 1,443
Old : 10,687: 2,390 1,168 701 5,022 7,513 8,112 9,382: 2,575 1,305
Other: 891: 8 12 86 717 655 810 753: 81 138
: : :
: : Changes in Commitments from: February 5, 2013 :
: -830: 855 -413 -546 -1,205 288 -896 -671: 66 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.2 6.8 49.6 70.6 77.1 87.5: 22.9 12.5
Old : 100.0: 22.4 10.9 6.6 47.0 70.3 75.9 87.8: 24.1 12.2
Other: 100.0: 0.9 1.4 9.6 80.4 73.5 90.9 84.6: 9.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 8 10 15 12 36 27:
Old : 45: 18 8 10 15 12 36 27:
Other: 19: 3 3 6 8 8 14 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 54.8 48.1 69.4 30.8 48.5 45.4 61.7
Old : 30.1 56.4 47.0 69.8 30.1 49.8 44.3 61.6
Other: 73.6 59.3 84.4 75.5 70.0 59.1 76.1 69.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 882,769: 199,235 57,530 319,991 295,152 432,860 814,378 810,381: 68,391 72,388
Old : 709,060: 176,416 45,227 236,169 239,387 379,901 651,973 661,297: 57,088 47,763
Other: 173,709: 50,007 39,491 56,634 55,764 52,959 162,405 149,084: 11,303 24,625
: : :
: : Changes in Commitments from: February 5, 2013 :
: -7,560: 198 -72 -18,908 16,481 14,826 -2,228 -4,154: -5,332 -3,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.5 36.2 33.4 49.0 92.3 91.8: 7.7 8.2
Old : 100.0: 24.9 6.4 33.3 33.8 53.6 91.9 93.3: 8.1 6.7
Other: 100.0: 28.8 22.7 32.6 32.1 30.5 93.5 85.8: 6.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 195 140 243 128 150 444 431:
Old : 497: 204 124 218 122 139 420 399:
Other: 294: 81 93 81 68 93 195 226:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 12.3 20.6 21.2 9.0 9.2 14.1 15.8
Old : 14.4 13.9 21.6 23.4 11.7 12.0 17.5 19.3
Other: 22.3 20.0 35.4 34.2 18.7 15.6 27.9 23.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 381,490: 72,191 82,729 80,150 188,926 179,325 341,267 342,203: 40,224 39,287
Old : 338,977: 73,523 81,119 61,924 171,171 160,223 306,618 303,266: 32,359 35,711
Other: 42,513: 8,833 11,775 8,060 17,755 19,102 34,648 38,937: 7,864 3,576
: : :
: : Changes in Commitments from: February 5, 2013 :
: 7,585: -4,977 8,413 -1,872 16,087 -3,691 9,238 2,850: -1,653 4,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.7 21.0 49.5 47.0 89.5 89.7: 10.5 10.3
Old : 100.0: 21.7 23.9 18.3 50.5 47.3 90.5 89.5: 9.5 10.5
Other: 100.0: 20.8 27.7 19.0 41.8 44.9 81.5 91.6: 18.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 71 83 97 78 68 215 201:
Old : 258: 69 87 88 76 68 203 198:
Other: 115: 38 18 24 43 29 91 65:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 20.0 23.6 29.8 10.5 16.3 17.7 23.0
Old : 13.8 21.3 24.8 30.5 11.6 17.9 20.1 24.6
Other: 21.4 29.1 35.9 48.5 20.4 24.6 29.4 41.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 718,679: 39,733 61,517 52,733 474,112 404,941 566,579 519,192: 152,100 199,487
Old : 718,679: 39,733 61,517 52,733 474,112 404,941 566,579 519,192: 152,100 199,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 15,974: 6,122 2,587 2,983 15,253 15,581 24,359 21,151: -8,385 -5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.6 7.3 66.0 56.3 78.8 72.2: 21.2 27.8
Old : 100.0: 5.5 8.6 7.3 66.0 56.3 78.8 72.2: 21.2 27.8
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 : 171: 25 34 37 84 97 132 145:
Old : 171: 25 34 37 84 97 132 145:
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 : 21.6 16.0 28.3 23.1 19.6 13.8 26.1 20.3
Old : 21.6 16.0 28.3 23.1 19.6 13.8 26.1 20.3
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 with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 367,090: 17,125 42,828 3,899 275,471 255,064 296,495 301,791: 70,595 65,299
Old : 367,090: 17,125 42,828 3,899 275,471 255,064 296,495 301,791: 70,595 65,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -5,721: -1,466 -5,257 628 -3,571 -3,447 -4,409 -8,076: -1,312 2,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.7 1.1 75.0 69.5 80.8 82.2: 19.2 17.8
Old : 100.0: 4.7 11.7 1.1 75.0 69.5 80.8 82.2: 19.2 17.8
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 : 65: 5 7 4 31 39 39 47:
Old : 65: 5 7 4 31 39 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 36.0 52.2 49.5 33.5 35.6 45.7 47.7
Old : 37.2 36.0 52.2 49.5 33.5 35.6 45.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,442: 891 353 629 7,131 8,117 8,651 9,099: 791 343
Old : 9,442: 891 353 629 7,131 8,117 8,651 9,099: 791 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 389: -409 94 31 720 290 342 415: 47 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.7 6.7 75.5 86.0 91.6 96.4: 8.4 3.6
Old : 100.0: 9.4 3.7 6.7 75.5 86.0 91.6 96.4: 8.4 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 : 46: 9 6 8 20 27 35 36:
Old : 46: 9 6 8 20 27 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 41.1 58.4 59.7 17.9 19.8 26.2 28.3
Old : 40.7 41.1 58.4 59.7 17.9 19.8 26.2 28.3
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 338,173: 83,991 29,942 63,602 144,102 212,266 291,695 305,810: 46,478 32,363
Old : 282,349: 73,867 22,840 50,790 117,868 181,191 242,524 254,820: 39,825 27,529
Other: 55,824: 13,568 10,546 9,368 26,234 31,076 49,171 50,991: 6,653 4,834
: : :
: : Changes in Commitments from: February 5, 2013 :
: -5,669: 5,860 593 -8,730 -2,568 707 -5,438 -7,429: -231 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 8.9 18.8 42.6 62.8 86.3 90.4: 13.7 9.6
Old : 100.0: 26.2 8.1 18.0 41.7 64.2 85.9 90.3: 14.1 9.7
Other: 100.0: 24.3 18.9 16.8 47.0 55.7 88.1 91.3: 11.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 70 57 67 80 76 193 168:
Old : 230: 76 49 65 79 76 189 165:
Other: 104: 16 32 25 46 31 82 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 31.4 19.5 43.6 8.0 28.1 13.9 34.2
Old : 12.4 33.5 21.1 43.7 9.5 31.2 16.3 37.3
Other: 23.6 33.1 38.0 49.8 20.1 27.8 32.0 39.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,084: 3,302 3,489 1,193 7,691 9,226 12,186 13,909: 2,898 1,176
Old : 14,681: 3,269 3,585 1,085 7,585 8,854 11,939 13,525: 2,741 1,156
Other: 404: 132 3 9 106 372 247 384: 157 20
: : :
: : Changes in Commitments from: February 5, 2013 :
: -75: -93 -889 348 -208 723 47 182: -122 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.1 7.9 51.0 61.2 80.8 92.2: 19.2 7.8
Old : 100.0: 22.3 24.4 7.4 51.7 60.3 81.3 92.1: 18.7 7.9
Other: 100.0: 32.6 0.7 2.3 26.2 92.1 61.1 95.1: 38.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 16 12 32 19 61 41:
Old : 73: 21 17 11 30 19 58 41:
Other: 17: 7 1 3 5 4 13 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 : 27.3 47.3 41.1 62.6 26.7 46.1 39.6 60.7
Old : 28.0 46.8 42.2 62.6 27.5 45.8 40.6 60.8
Other: 40.6 92.1 55.7 95.1 40.6 92.1 55.7 92.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,095,119: 291,970 204,422 84,789 592,239 726,714 968,998 1,015,926: 126,121 79,193
Old : 1,095,119: 291,970 204,422 84,789 592,239 726,714 968,998 1,015,926: 126,121 79,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -22,870: 26,409 -21,277 2,957 -56,231 -1,112 -26,865 -19,433: 3,995 -3,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 18.7 7.7 54.1 66.4 88.5 92.8: 11.5 7.2
Old : 100.0: 26.7 18.7 7.7 54.1 66.4 88.5 92.8: 11.5 7.2
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 : 223: 49 39 33 96 103 161 160:
Old : 223: 49 39 33 96 103 161 160:
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 25.5 31.3 36.3 17.6 24.0 28.8 32.5
Old : 18.8 25.5 31.3 36.3 17.6 24.0 28.8 32.5
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,553,020: 292,917 266,036 288,866 1,699,578 1,576,301 2,281,361 2,131,203: 271,659 421,816
Old : 2,553,020: 292,917 266,036 288,866 1,699,578 1,576,301 2,281,361 2,131,203: 271,659 421,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -55,223: -17,954 -12,892 -15,906 -14,546 -28,802 -48,406 -57,600: -6,817 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.4 11.3 66.6 61.7 89.4 83.5: 10.6 16.5
Old : 100.0: 11.5 10.4 11.3 66.6 61.7 89.4 83.5: 10.6 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 : 318: 55 72 85 147 170 249 280:
Old : 318: 55 72 85 147 170 249 280:
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 : 18.5 14.4 29.3 20.4 16.3 10.0 25.1 14.8
Old : 18.5 14.4 29.3 20.4 16.3 10.0 25.1 14.8
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,869,235: 243,827 159,413 197,435 1,208,763 1,235,082 1,650,025 1,591,929: 219,209 277,305
Old : 1,869,235: 243,827 159,413 197,435 1,208,763 1,235,082 1,650,025 1,591,929: 219,209 277,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 1,425: 11,949 -5,346 7,128 -25,160 8,728 -6,083 10,511: 7,508 -9,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.5 10.6 64.7 66.1 88.3 85.2: 11.7 14.8
Old : 100.0: 13.0 8.5 10.6 64.7 66.1 88.3 85.2: 11.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 32 38 34 105 118 152 175:
Old : 211: 32 38 34 105 118 152 175:
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 : 26.8 20.4 38.5 32.6 23.3 19.8 33.4 30.3
Old : 26.8 20.4 38.5 32.6 23.3 19.8 33.4 30.3
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 333,434: 19,945 25,287 55,063 240,221 224,602 315,229 304,953: 18,204 28,481
Old : 333,434: 19,945 25,287 55,063 240,221 224,602 315,229 304,953: 18,204 28,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 5,982: -570 891 3,031 4,862 4,523 7,324 8,445: -1,342 -2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.6 16.5 72.0 67.4 94.5 91.5: 5.5 8.5
Old : 100.0: 6.0 7.6 16.5 72.0 67.4 94.5 91.5: 5.5 8.5
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 : 77: 17 15 25 35 39 62 70:
Old : 77: 17 15 25 35 39 62 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 29.1 53.9 41.4 31.4 21.3 39.7 28.9
Old : 40.5 29.1 53.9 41.4 31.4 21.3 39.7 28.9
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 63,391: 20,198 6,093 853 32,335 49,349 53,385 56,295: 10,006 7,097
Old : 63,391: 20,198 6,093 853 32,335 49,349 53,385 56,295: 10,006 7,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 3,145: 777 1,665 -12 2,549 996 3,314 2,649: -169 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 9.6 1.3 51.0 77.8 84.2 88.8: 15.8 11.2
Old : 100.0: 31.9 9.6 1.3 51.0 77.8 84.2 88.8: 15.8 11.2
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 : 116: 38 21 9 41 28 85 52:
Old : 116: 38 21 9 41 28 85 52:
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 : 23.2 40.5 37.6 59.7 23.2 39.7 37.3 59.0
Old : 23.2 40.5 37.6 59.7 23.2 39.7 37.3 59.0
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 126,783: 40,395 12,187 1,706 64,669 98,697 106,770 112,590: 20,012 14,193
Old : 126,783: 40,395 12,187 1,706 64,669 98,697 106,770 112,590: 20,012 14,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 6,289: 1,555 3,330 -24 5,098 1,993 6,628 5,299: -339 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 9.6 1.3 51.0 77.8 84.2 88.8: 15.8 11.2
Old : 100.0: 31.9 9.6 1.3 51.0 77.8 84.2 88.8: 15.8 11.2
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 : 116: 38 21 9 41 28 85 52:
Old : 116: 38 21 9 41 28 85 52:
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 : 23.2 40.5 37.6 59.7 23.2 39.7 37.3 59.0
Old : 23.2 40.5 37.6 59.7 23.2 39.7 37.3 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,326: 7,132 9,119 1,207 1,817 0 10,156 10,326: 170 0
Old : 10,326: 7,132 9,119 1,207 1,817 0 10,156 10,326: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 2,867: 2,253 3,745 30 538 -908 2,821 2,867: 46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 88.3 11.7 17.6 0.0 98.4 100.0: 1.6 0.0
Old : 100.0: 69.1 88.3 11.7 17.6 0.0 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 8 3 4 0 17 9:
Old : 23: 11 8 3 4 0 17 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 : 63.3 86.1 81.9 99.4 63.3 81.8 78.0 88.3
Old : 63.3 86.1 81.9 99.4 63.3 81.8 78.0 88.3
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,221: 3,131 5,999 15 8,029 5,115 11,175 11,129: 46 92
Old : 11,221: 3,131 5,999 15 8,029 5,115 11,175 11,129: 46 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 798: 595 250 0 243 557 838 807: -40 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 53.5 0.1 71.6 45.6 99.6 99.2: 0.4 0.8
Old : 100.0: 27.9 53.5 0.1 71.6 45.6 99.6 99.2: 0.4 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 7 2 3 12 9 19:
Old : 25: 4 7 2 3 12 9 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.1 67.7 99.6 83.4 98.1 67.6 99.4 83.2
Old : 98.1 67.7 99.6 83.4 98.1 67.6 99.4 83.2
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 6,563: 449 666 0 5,978 5,871 6,427 6,537: 136 26
Old : 6,563: 449 666 0 5,978 5,871 6,427 6,537: 136 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -29: -9 40 0 -28 -60 -37 -20: 8 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.1 0.0 91.1 89.5 97.9 99.6: 2.1 0.4
Old : 100.0: 6.8 10.1 0.0 91.1 89.5 97.9 99.6: 2.1 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 : 21: 2 5 0 5 10 7 15:
Old : 21: 2 5 0 5 10 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 : 95.3 74.2 97.9 90.2 95.3 74.2 97.3 90.2
Old : 95.3 74.2 97.9 90.2 95.3 74.2 97.3 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2013