WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 612,444: 106,660 142,633 197,395 263,975 212,296 568,029 552,323: 44,415 60,121
Old : 370,699: 78,085 121,892 99,451 166,047 116,329 343,584 337,673: 27,116 33,027
Other: 241,745: 57,706 49,872 68,812 97,927 95,966 224,445 214,651: 17,300 27,095
: : :
: : Changes in Commitments from: February 12, 2013 :
: -4,535: -3,052 7,025 -660 689 -10,457 -3,023 -4,091: -1,513 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.3 32.2 43.1 34.7 92.7 90.2: 7.3 9.8
Old : 100.0: 21.1 32.9 26.8 44.8 31.4 92.7 91.1: 7.3 8.9
Other: 100.0: 23.9 20.6 28.5 40.5 39.7 92.8 88.8: 7.2 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 146 148 179 111 124 347 370:
Old : 404: 143 128 133 95 109 292 320:
Other: 296: 73 99 95 81 108 211 250:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.1 23.3 19.7 11.0 9.8 19.0 15.1
Old : 15.6 16.4 25.7 25.9 15.4 15.4 24.1 24.9
Other: 20.1 12.1 31.2 22.3 16.6 10.5 24.9 16.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,798,722: 330,442 207,748 531,557 750,026 783,715 1,612,026 1,523,020: 186,696 275,702
Old : 1,331,073: 247,414 171,286 367,373 572,787 604,464 1,187,574 1,143,123: 143,499 187,949
Other: 467,649: 148,309 101,743 98,903 177,240 179,251 424,452 379,897: 43,197 87,752
: : :
: : Changes in Commitments from: February 12, 2013 :
: 30,688: -10,343 33,581 19,566 17,817 -24,326 27,041 28,821: 3,647 1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 11.5 29.6 41.7 43.6 89.6 84.7: 10.4 15.3
Old : 100.0: 18.6 12.9 27.6 43.0 45.4 89.2 85.9: 10.8 14.1
Other: 100.0: 31.7 21.8 21.1 37.9 38.3 90.8 81.2: 9.2 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 208 172 257 284 340 623 653:
Old : 742: 207 152 227 256 323 569 614:
Other: 558: 115 115 106 161 273 333 440:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 11.8 17.7 18.0 7.4 6.3 13.6 10.1
Old : 11.1 11.1 19.4 17.7 10.0 7.6 17.0 12.4
Other: 20.0 22.8 31.9 29.6 19.0 19.3 27.7 24.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,142: 3,056 1,243 944 5,394 8,544 9,394 10,732: 2,747 1,410
Old : 11,004: 2,984 1,259 845 4,491 7,625 8,320 9,730: 2,684 1,274
Other: 1,137: 96 8 75 903 919 1,074 1,002: 63 136
: : :
: : Changes in Commitments from: February 12, 2013 :
: 563: 663 67 154 -344 375 472 596: 91 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 10.2 7.8 44.4 70.4 77.4 88.4: 22.6 11.6
Old : 100.0: 27.1 11.4 7.7 40.8 69.3 75.6 88.4: 24.4 11.6
Other: 100.0: 8.5 0.7 6.6 79.4 80.8 94.4 88.1: 5.6 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 7 9 16 13 38 27:
Old : 47: 18 9 9 15 13 37 27:
Other: 21: 4 2 5 9 10 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 54.1 45.5 71.0 25.1 46.9 42.1 61.9
Old : 25.5 57.3 46.0 71.4 23.9 50.2 41.4 61.5
Other: 69.4 61.7 86.9 76.9 63.9 61.4 80.1 72.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 906,979: 199,883 60,189 324,746 316,155 449,037 840,784 833,972: 66,195 73,007
Old : 722,910: 176,662 50,751 236,024 256,070 387,522 668,756 674,296: 54,154 48,614
Other: 184,069: 53,150 39,367 58,793 60,085 61,515 172,028 159,676: 12,041 24,393
: : :
: : Changes in Commitments from: February 12, 2013 :
: 24,210: 647 2,659 4,755 21,003 16,177 26,406 23,591: -2,196 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 6.6 35.8 34.9 49.5 92.7 92.0: 7.3 8.0
Old : 100.0: 24.4 7.0 32.6 35.4 53.6 92.5 93.3: 7.5 6.7
Other: 100.0: 28.9 21.4 31.9 32.6 33.4 93.5 86.7: 6.5 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 196 144 253 139 158 468 444:
Old : 516: 196 141 227 129 149 438 418:
Other: 317: 95 92 85 74 101 213 240:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 12.4 20.5 21.4 8.9 9.7 13.6 15.6
Old : 14.6 14.5 21.5 23.8 12.0 13.2 16.9 20.0
Other: 21.5 18.9 34.1 33.0 17.6 15.3 26.9 24.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 372,877: 72,978 81,680 78,369 180,507 178,698 331,854 338,747: 41,022 34,130
Old : 326,894: 71,681 80,768 59,176 163,727 156,674 294,584 296,618: 32,311 30,276
Other: 45,982: 12,273 11,888 8,218 16,780 22,023 37,271 42,129: 8,712 3,853
: : :
: : Changes in Commitments from: February 12, 2013 :
: -8,614: 787 -1,049 -1,780 -8,419 -627 -9,412 -3,456: 799 -5,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 21.9 21.0 48.4 47.9 89.0 90.8: 11.0 9.2
Old : 100.0: 21.9 24.7 18.1 50.1 47.9 90.1 90.7: 9.9 9.3
Other: 100.0: 26.7 25.9 17.9 36.5 47.9 81.1 91.6: 18.9 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 70 86 94 78 70 216 201:
Old : 260: 68 91 82 75 70 200 198:
Other: 119: 41 16 26 43 28 96 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 : 13.6 19.7 23.3 29.7 10.0 16.0 16.6 22.6
Old : 14.5 20.9 25.1 29.8 11.5 17.3 19.7 24.4
Other: 20.7 34.2 36.0 52.6 18.9 29.2 29.8 45.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 726,459: 47,177 62,252 51,726 472,154 410,060 571,057 524,038: 155,402 202,421
Old : 726,459: 47,177 62,252 51,726 472,154 410,060 571,057 524,038: 155,402 202,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 7,780: 7,444 735 -1,007 -1,959 5,118 4,478 4,846: 3,302 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.6 7.1 65.0 56.4 78.6 72.1: 21.4 27.9
Old : 100.0: 6.5 8.6 7.1 65.0 56.4 78.6 72.1: 21.4 27.9
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 : 168: 30 33 39 83 91 135 141:
Old : 168: 30 33 39 83 91 135 141:
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 : 22.1 17.7 28.8 24.5 20.2 16.1 26.7 22.5
Old : 22.1 17.7 28.8 24.5 20.2 16.1 26.7 22.5
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 374,153: 17,253 43,242 3,101 278,009 259,710 298,363 306,053: 75,790 68,100
Old : 374,153: 17,253 43,242 3,101 278,009 259,710 298,363 306,053: 75,790 68,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 7,063: 128 414 -798 2,538 4,646 1,868 4,262: 5,195 2,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.6 0.8 74.3 69.4 79.7 81.8: 20.3 18.2
Old : 100.0: 4.6 11.6 0.8 74.3 69.4 79.7 81.8: 20.3 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 : 63: 5 6 3 32 38 39 45:
Old : 63: 5 6 3 32 38 39 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 : 36.7 36.8 51.4 49.7 33.2 36.2 45.4 48.4
Old : 36.7 36.8 51.4 49.7 33.2 36.2 45.4 48.4
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,940: 939 524 414 7,874 8,762 9,227 9,700: 713 240
Old : 9,940: 939 524 414 7,874 8,762 9,227 9,700: 713 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 498: 48 171 -215 743 645 576 601: -78 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.3 4.2 79.2 88.1 92.8 97.6: 7.2 2.4
Old : 100.0: 9.4 5.3 4.2 79.2 88.1 92.8 97.6: 7.2 2.4
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 : 45: 8 6 8 23 26 37 35:
Old : 45: 8 6 8 23 26 37 35:
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 : 43.5 39.9 60.7 59.2 20.7 18.6 29.0 28.3
Old : 43.5 39.9 60.7 59.2 20.7 18.6 29.0 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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 337,965: 84,494 34,537 58,325 149,075 213,971 291,894 306,833: 46,071 31,132
Old : 280,580: 72,764 27,098 46,440 123,094 181,380 242,298 254,919: 38,282 25,661
Other: 57,385: 14,416 10,123 9,200 25,981 32,591 49,596 51,914: 7,789 5,471
: : :
: : Changes in Commitments from: February 12, 2013 :
: -208: 503 4,594 -5,277 4,973 1,705 199 1,022: -407 -1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.2 17.3 44.1 63.3 86.4 90.8: 13.6 9.2
Old : 100.0: 25.9 9.7 16.6 43.9 64.6 86.4 90.9: 13.6 9.1
Other: 100.0: 25.1 17.6 16.0 45.3 56.8 86.4 90.5: 13.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 69 54 63 84 79 191 166:
Old : 224: 70 49 61 83 78 186 162:
Other: 110: 25 28 25 46 33 86 71:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 31.9 19.2 44.7 7.1 28.1 12.7 34.2
Old : 12.6 33.5 20.7 44.8 8.4 30.5 14.6 37.0
Other: 22.8 33.9 36.9 50.5 19.6 29.7 31.1 41.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 15,266: 3,226 3,312 1,377 7,639 9,606 12,242 14,295: 3,024 971
Old : 14,839: 3,220 3,447 1,232 7,532 9,212 11,983 13,890: 2,856 949
Other: 427: 141 0 11 107 394 259 405: 168 22
: : :
: : Changes in Commitments from: February 12, 2013 :
: 182: -76 -177 184 -52 379 56 386: 125 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 21.7 9.0 50.0 62.9 80.2 93.6: 19.8 6.4
Old : 100.0: 21.7 23.2 8.3 50.8 62.1 80.8 93.6: 19.2 6.4
Other: 100.0: 33.0 0.0 2.6 25.1 92.3 60.7 94.9: 39.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 16 13 31 21 60 44:
Old : 73: 19 19 13 30 21 59 44:
Other: 19: 8 0 4 6 4 15 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 47.0 39.9 62.2 25.6 46.2 38.2 60.4
Old : 27.4 46.6 41.0 62.3 26.4 46.0 39.3 60.6
Other: 39.8 92.3 54.1 94.9 39.8 92.3 54.1 92.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,073,457: 263,323 212,604 78,372 605,638 698,496 947,333 989,472: 126,124 83,984
Old : 1,073,457: 263,323 212,604 78,372 605,638 698,496 947,333 989,472: 126,124 83,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -21,662: -28,647 8,182 -6,417 13,399 -28,218 -21,666 -26,454: 4 4,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 19.8 7.3 56.4 65.1 88.3 92.2: 11.7 7.8
Old : 100.0: 24.5 19.8 7.3 56.4 65.1 88.3 92.2: 11.7 7.8
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 : 223: 42 43 31 100 106 162 161:
Old : 223: 42 43 31 100 106 162 161:
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 : 19.6 24.7 33.2 36.0 19.1 23.0 30.2 32.2
Old : 19.6 24.7 33.2 36.0 19.1 23.0 30.2 32.2
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,629,025: 297,582 285,020 299,726 1,750,994 1,627,959 2,348,302 2,212,705: 280,723 416,320
Old : 2,629,025: 297,582 285,020 299,726 1,750,994 1,627,959 2,348,302 2,212,705: 280,723 416,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 76,005: 4,666 18,984 10,859 51,416 51,658 66,941 81,501: 9,064 -5,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.8 11.4 66.6 61.9 89.3 84.2: 10.7 15.8
Old : 100.0: 11.3 10.8 11.4 66.6 61.9 89.3 84.2: 10.7 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 48 74 79 151 171 250 273:
Old : 315: 48 74 79 151 171 250 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 14.3 30.2 21.6 16.9 10.6 25.1 16.0
Old : 19.4 14.3 30.2 21.6 16.9 10.6 25.1 16.0
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,898,578: 254,609 158,237 189,365 1,248,217 1,259,108 1,692,191 1,606,711: 206,387 291,868
Old : 1,898,578: 254,609 158,237 189,365 1,248,217 1,259,108 1,692,191 1,606,711: 206,387 291,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 29,344: 10,782 -1,175 -8,070 39,454 24,027 42,166 14,781: -12,822 14,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.3 10.0 65.7 66.3 89.1 84.6: 10.9 15.4
Old : 100.0: 13.4 8.3 10.0 65.7 66.3 89.1 84.6: 10.9 15.4
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 : 212: 31 39 32 108 116 154 172:
Old : 212: 31 39 32 108 116 154 172:
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 : 26.9 20.8 38.5 33.1 23.8 20.2 33.3 30.3
Old : 26.9 20.8 38.5 33.1 23.8 20.2 33.3 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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 340,964: 20,530 24,094 56,478 246,808 229,902 323,816 310,475: 17,148 30,490
Old : 340,964: 20,530 24,094 56,478 246,808 229,902 323,816 310,475: 17,148 30,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 7,531: 586 -1,193 1,415 6,586 5,300 8,587 5,522: -1,056 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.1 16.6 72.4 67.4 95.0 91.1: 5.0 8.9
Old : 100.0: 6.0 7.1 16.6 72.4 67.4 95.0 91.1: 5.0 8.9
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 : 78: 18 14 25 35 40 62 71:
Old : 78: 18 14 25 35 40 62 71:
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 : 40.1 28.4 53.5 40.5 31.3 21.0 39.5 28.4
Old : 40.1 28.4 53.5 40.5 31.3 21.0 39.5 28.4
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 63,383: 19,278 4,994 666 32,795 49,793 52,739 55,453: 10,643 7,930
Old : 63,383: 19,278 4,994 666 32,795 49,793 52,739 55,453: 10,643 7,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -9: -920 -1,099 -187 461 444 -646 -842: 637 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.9 1.1 51.7 78.6 83.2 87.5: 16.8 12.5
Old : 100.0: 30.4 7.9 1.1 51.7 78.6 83.2 87.5: 16.8 12.5
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 : 111: 37 15 7 39 32 80 50:
Old : 111: 37 15 7 39 32 80 50:
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 : 23.7 41.0 38.4 60.6 23.7 40.1 38.1 59.7
Old : 23.7 41.0 38.4 60.6 23.7 40.1 38.1 59.7
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, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 126,765: 38,556 9,988 1,332 65,591 99,585 105,479 110,905: 21,287 15,860
Old : 126,765: 38,556 9,988 1,332 65,591 99,585 105,479 110,905: 21,287 15,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -17: -1,839 -2,198 -374 922 888 -1,292 -1,684: 1,274 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.9 1.1 51.7 78.6 83.2 87.5: 16.8 12.5
Old : 100.0: 30.4 7.9 1.1 51.7 78.6 83.2 87.5: 16.8 12.5
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 : 111: 37 15 7 39 32 80 50:
Old : 111: 37 15 7 39 32 80 50:
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 : 23.7 41.0 38.4 60.6 23.7 40.1 38.1 59.7
Old : 23.7 41.0 38.4 60.6 23.7 40.1 38.1 59.7
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, February 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,378: 5,781 9,137 1,236 3,243 0 10,260 10,373: 118 5
Old : 10,378: 5,781 9,137 1,236 3,243 0 10,260 10,373: 118 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 52: -1,351 18 29 1,426 0 104 47: -52 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 88.0 11.9 31.2 0.0 98.9 100.0: 1.1 0.0
Old : 100.0: 55.7 88.0 11.9 31.2 0.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 9 3 3 0 16 10:
Old : 23: 11 9 3 3 0 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 86.1 83.6 98.7 58.7 81.8 79.6 87.5
Old : 58.7 86.1 83.6 98.7 58.7 81.8 79.6 87.5
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,882: 3,811 6,039 15 8,019 5,721 11,845 11,775: 37 107
Old : 11,882: 3,811 6,039 15 8,019 5,721 11,845 11,775: 37 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 661: 680 40 0 -10 606 670 646: -9 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 50.8 0.1 67.5 48.1 99.7 99.1: 0.3 0.9
Old : 100.0: 32.1 50.8 0.1 67.5 48.1 99.7 99.1: 0.3 0.9
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 : 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 : 98.3 68.0 99.7 84.0 98.3 67.9 99.5 83.8
Old : 98.3 68.0 99.7 84.0 98.3 67.9 99.5 83.8
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 6,526: 267 511 0 6,149 5,960 6,416 6,471: 110 55
Old : 6,526: 267 511 0 6,149 5,960 6,416 6,471: 110 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -37: -182 -155 0 171 89 -11 -66: -26 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.8 0.0 94.2 91.3 98.3 99.2: 1.7 0.8
Old : 100.0: 4.1 7.8 0.0 94.2 91.3 98.3 99.2: 1.7 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 : 21: 3 4 0 5 10 8 14:
Old : 21: 3 4 0 5 10 8 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.5 75.8 98.3 92.1 94.5 75.8 97.7 92.1
Old : 94.5 75.8 98.3 92.1 94.5 75.8 97.7 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2013