WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 543,875: 107,227 140,422 153,997 240,858 190,907 502,081 485,326: 41,794 58,548
Old : 284,508: 80,515 118,117 43,802 138,314 93,774 262,631 255,693: 21,878 28,816
Other: 259,366: 58,734 54,327 78,173 102,544 97,134 239,450 229,634: 19,916 29,732
: : :
: : Changes in Commitments from: February 19, 2013 :
: -68,570: 567 -2,211 -43,398 -23,117 -21,388 -65,948 -66,997: -2,622 -1,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 25.8 28.3 44.3 35.1 92.3 89.2: 7.7 10.8
Old : 100.0: 28.3 41.5 15.4 48.6 33.0 92.3 89.9: 7.7 10.1
Other: 100.0: 22.6 20.9 30.1 39.5 37.5 92.3 88.5: 7.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 129 143 154 118 125 327 351:
Old : 381: 126 121 95 98 99 264 276:
Other: 300: 76 97 93 89 109 215 252:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 13.2 24.6 21.1 12.1 11.4 21.2 17.3
Old : 19.1 20.7 31.0 31.3 18.9 20.5 30.0 31.1
Other: 19.9 13.0 31.0 21.9 16.1 7.7 24.1 13.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,633,637: 325,308 214,070 443,985 677,733 706,798 1,447,027 1,364,854: 186,610 268,783
Old : 1,141,036: 245,905 185,054 265,171 490,052 518,253 1,001,127 968,478: 139,909 172,559
Other: 492,600: 153,318 102,931 104,899 187,682 188,546 445,900 396,376: 46,701 96,225
: : :
: : Changes in Commitments from: February 19, 2013 :
: -165,086: -5,134 6,322 -87,573 -72,293 -76,916 -164,999 -158,167: -86 -6,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.1 27.2 41.5 43.3 88.6 83.5: 11.4 16.5
Old : 100.0: 21.6 16.2 23.2 42.9 45.4 87.7 84.9: 12.3 15.1
Other: 100.0: 31.1 20.9 21.3 38.1 38.3 90.5 80.5: 9.5 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 178 175 232 267 318 585 596:
Old : 687: 178 155 196 235 297 524 549:
Other: 550: 120 113 104 167 262 340 428:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 12.0 17.5 18.2 8.2 8.1 14.8 12.6
Old : 10.4 10.8 19.3 18.5 10.1 9.6 17.5 15.0
Other: 19.1 22.0 31.0 28.3 18.1 18.5 26.9 23.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,082: 3,616 890 512 4,986 8,454 9,114 9,856: 1,968 1,226
Old : 9,499: 3,583 1,055 181 3,899 7,266 7,664 8,503: 1,835 996
Other: 1,584: 215 16 149 1,086 1,188 1,450 1,353: 134 230
: : :
: : Changes in Commitments from: February 19, 2013 :
: -1,059: 560 -354 -432 -408 -90 -280 -875: -779 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 8.0 4.6 45.0 76.3 82.2 88.9: 17.8 11.1
Old : 100.0: 37.7 11.1 1.9 41.1 76.5 80.7 89.5: 19.3 10.5
Other: 100.0: 13.5 1.0 9.4 68.6 75.0 91.6 85.5: 8.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 6 4 14 14 34 22:
Old : 43: 19 5 4 12 12 32 20:
Other: 20: 2 3 3 10 11 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 33.2 56.2 52.5 73.1 33.1 50.8 51.2 65.4
Old : 32.5 58.8 54.7 75.3 32.4 53.4 52.1 67.4
Other: 69.4 56.6 86.3 75.5 64.6 55.8 76.4 68.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 797,229: 194,449 47,110 254,227 286,364 420,281 735,041 721,618: 62,189 75,611
Old : 593,291: 169,884 40,735 155,873 218,283 349,419 544,039 546,027: 49,252 47,264
Other: 203,938: 56,798 38,608 66,122 68,082 70,861 191,001 175,591: 12,937 28,347
: : :
: : Changes in Commitments from: February 19, 2013 :
: -109,750: -5,433 -13,079 -70,519 -29,791 -28,756 -105,743 -112,354: -4,007 2,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.9 31.9 35.9 52.7 92.2 90.5: 7.8 9.5
Old : 100.0: 28.6 6.9 26.3 36.8 58.9 91.7 92.0: 8.3 8.0
Other: 100.0: 27.9 18.9 32.4 33.4 34.7 93.7 86.1: 6.3 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 472: 173 123 214 127 150 411 395:
Old : 454: 165 117 188 118 138 379 362:
Other: 307: 91 91 93 72 99 214 235:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 14.6 20.3 24.2 8.7 12.2 14.2 18.0
Old : 15.2 19.1 22.7 28.1 12.8 17.7 19.5 25.4
Other: 20.3 19.7 33.6 34.8 17.0 17.0 25.9 26.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 355,022: 67,757 101,539 61,446 191,464 155,889 320,666 318,874: 34,356 36,148
Old : 302,933: 61,754 99,867 43,931 171,096 126,999 276,781 270,797: 26,152 32,136
Other: 52,089: 14,657 10,327 8,860 20,368 28,890 43,885 48,077: 8,203 4,011
: : :
: : Changes in Commitments from: February 19, 2013 :
: -17,855: -5,222 19,859 -16,923 10,957 -22,809 -11,188 -19,873: -6,667 2,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 28.6 17.3 53.9 43.9 90.3 89.8: 9.7 10.2
Old : 100.0: 20.4 33.0 14.5 56.5 41.9 91.4 89.4: 8.6 10.6
Other: 100.0: 28.1 19.8 17.0 39.1 55.5 84.3 92.3: 15.7 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 65 93 87 73 71 196 204:
Old : 252: 61 93 74 69 71 177 199:
Other: 123: 40 19 27 43 33 97 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 19.9 26.5 28.6 11.0 16.4 18.9 23.3
Old : 17.9 18.5 28.8 27.5 12.9 17.8 22.1 25.7
Other: 21.0 34.5 36.1 51.1 19.7 29.2 31.9 43.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 852,465: 43,136 51,637 50,265 579,361 550,459 672,762 652,361: 179,703 200,104
Old : 852,465: 43,136 51,637 50,265 579,361 550,459 672,762 652,361: 179,703 200,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 126,006: -4,041 -10,615 -1,462 107,207 140,399 101,705 128,323: 24,301 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.1 5.9 68.0 64.6 78.9 76.5: 21.1 23.5
Old : 100.0: 5.1 6.1 5.9 68.0 64.6 78.9 76.5: 21.1 23.5
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 : 149: 27 30 30 69 78 113 121:
Old : 149: 27 30 30 69 78 113 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 23.1 38.4 33.2 16.2 14.1 21.3 19.7
Old : 29.4 23.1 38.4 33.2 16.2 14.1 21.3 19.7
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 417,780: 19,205 45,666 3,158 312,427 288,330 334,790 337,154: 82,990 80,626
Old : 417,780: 19,205 45,666 3,158 312,427 288,330 334,790 337,154: 82,990 80,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 43,627: 1,952 2,424 57 34,418 28,620 36,427 31,101: 7,200 12,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.9 0.8 74.8 69.0 80.1 80.7: 19.9 19.3
Old : 100.0: 4.6 10.9 0.8 74.8 69.0 80.1 80.7: 19.9 19.3
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 : 65: 7 6 5 36 41 44 51:
Old : 65: 7 6 5 36 41 44 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 33.6 46.2 47.5 30.1 31.6 41.4 42.3
Old : 33.1 33.6 46.2 47.5 30.1 31.6 41.4 42.3
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,847: 1,081 537 282 8,734 9,614 10,097 10,433: 750 414
Old : 10,847: 1,081 537 282 8,734 9,614 10,097 10,433: 750 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 907: 142 13 -132 860 852 870 733: 37 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.0 2.6 80.5 88.6 93.1 96.2: 6.9 3.8
Old : 100.0: 10.0 5.0 2.6 80.5 88.6 93.1 96.2: 6.9 3.8
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 : 45: 8 6 7 23 26 37 34:
Old : 45: 8 6 7 23 26 37 34:
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 : 44.6 40.3 60.9 59.6 21.0 18.8 29.8 29.5
Old : 44.6 40.3 60.9 59.6 21.0 18.8 29.8 29.5
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 316,590: 84,553 30,905 47,938 140,480 207,107 272,972 285,950: 43,619 30,640
Old : 256,375: 75,127 24,360 34,365 111,348 172,928 220,840 231,653: 35,534 24,722
Other: 60,215: 13,508 10,628 9,491 29,132 34,178 52,131 54,297: 8,084 5,918
: : :
: : Changes in Commitments from: February 19, 2013 :
: -21,375: 59 -3,631 -10,387 -8,594 -6,865 -18,922 -20,883: -2,452 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.8 15.1 44.4 65.4 86.2 90.3: 13.8 9.7
Old : 100.0: 29.3 9.5 13.4 43.4 67.5 86.1 90.4: 13.9 9.6
Other: 100.0: 22.4 17.6 15.8 48.4 56.8 86.6 90.2: 13.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 73 45 55 82 77 189 152:
Old : 219: 71 43 53 80 75 181 148:
Other: 116: 27 30 23 48 32 91 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 : 11.7 32.9 18.6 46.6 7.4 30.6 13.3 36.2
Old : 12.6 34.4 20.5 46.5 8.8 32.1 15.7 38.9
Other: 22.0 37.3 34.9 53.6 17.0 33.4 28.5 45.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,757: 3,314 3,289 1,331 7,579 9,058 12,224 13,678: 2,533 1,079
Old : 14,276: 3,316 3,443 1,155 7,506 8,657 11,977 13,255: 2,299 1,021
Other: 481: 162 10 12 73 401 247 423: 234 58
: : :
: : Changes in Commitments from: February 19, 2013 :
: -509: 88 -23 -47 -60 -548 -18 -617: -491 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 22.3 9.0 51.4 61.4 82.8 92.7: 17.2 7.3
Old : 100.0: 23.2 24.1 8.1 52.6 60.6 83.9 92.8: 16.1 7.2
Other: 100.0: 33.6 2.1 2.5 15.2 83.3 51.3 87.9: 48.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 20 14 11 29 16 54 38:
Old : 68: 18 17 11 28 16 53 38:
Other: 18: 7 1 3 7 3 14 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 : 25.7 47.1 39.9 62.9 25.0 45.8 38.5 60.5
Old : 26.6 46.9 41.3 63.2 25.9 45.7 39.7 60.9
Other: 38.0 85.4 47.2 87.9 38.0 85.4 46.6 85.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,196,223: 339,310 203,658 72,678 619,911 808,607 1,031,899 1,084,943: 164,325 111,281
Old : 1,196,223: 339,310 203,658 72,678 619,911 808,607 1,031,899 1,084,943: 164,325 111,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 122,767: 75,988 -8,946 -5,694 14,273 110,111 84,566 95,470: 38,200 27,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 17.0 6.1 51.8 67.6 86.3 90.7: 13.7 9.3
Old : 100.0: 28.4 17.0 6.1 51.8 67.6 86.3 90.7: 13.7 9.3
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 : 214: 47 38 28 94 95 155 147:
Old : 214: 47 38 28 94 95 155 147:
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 : 19.9 25.1 33.1 36.0 19.9 23.2 30.6 32.2
Old : 19.9 25.1 33.1 36.0 19.9 23.2 30.6 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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,616,667: 354,362 249,030 287,041 1,595,512 1,643,007 2,236,914 2,179,078: 379,753 437,590
Old : 2,616,667: 354,362 249,030 287,041 1,595,512 1,643,007 2,236,914 2,179,078: 379,753 437,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -12,358: 56,780 -35,990 -12,685 -155,482 15,048 -111,388 -33,627: 99,030 21,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.5 11.0 61.0 62.8 85.5 83.3: 14.5 16.7
Old : 100.0: 13.5 9.5 11.0 61.0 62.8 85.5 83.3: 14.5 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 : 287: 50 61 73 133 158 227 248:
Old : 287: 50 61 73 133 158 227 248:
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 : 19.7 14.7 29.6 22.0 17.1 11.6 24.9 17.0
Old : 19.7 14.7 29.6 22.0 17.1 11.6 24.9 17.0
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,038,593: 258,500 166,733 127,964 1,316,561 1,415,151 1,703,025 1,709,848: 335,568 328,745
Old : 2,038,593: 258,500 166,733 127,964 1,316,561 1,415,151 1,703,025 1,709,848: 335,568 328,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 140,015: 3,890 8,496 -61,402 68,345 156,043 10,833 103,137: 129,181 36,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.2 6.3 64.6 69.4 83.5 83.9: 16.5 16.1
Old : 100.0: 12.7 8.2 6.3 64.6 69.4 83.5 83.9: 16.5 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 30 42 37 89 104 142 160:
Old : 197: 30 42 37 89 104 142 160:
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 : 25.0 23.1 39.3 34.8 23.1 22.6 33.2 31.5
Old : 25.0 23.1 39.3 34.8 23.1 22.6 33.2 31.5
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 350,135: 18,264 25,958 55,845 253,994 231,499 328,103 313,302: 22,033 36,834
Old : 350,135: 18,264 25,958 55,845 253,994 231,499 328,103 313,302: 22,033 36,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 9,171: -2,266 1,864 -634 7,186 1,597 4,286 2,827: 4,885 6,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.4 15.9 72.5 66.1 93.7 89.5: 6.3 10.5
Old : 100.0: 5.2 7.4 15.9 72.5 66.1 93.7 89.5: 6.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 13 18 23 37 41 62 71:
Old : 78: 13 18 23 37 41 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 : 40.0 27.1 53.2 39.0 32.2 20.7 40.0 27.2
Old : 40.0 27.1 53.2 39.0 32.2 20.7 40.0 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 64,117: 21,073 5,427 889 31,127 49,291 53,089 55,608: 11,028 8,510
Old : 64,117: 21,073 5,427 889 31,127 49,291 53,089 55,608: 11,028 8,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 735: 1,795 433 224 -1,669 -501 350 155: 385 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.5 1.4 48.5 76.9 82.8 86.7: 17.2 13.3
Old : 100.0: 32.9 8.5 1.4 48.5 76.9 82.8 86.7: 17.2 13.3
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 : 115: 39 19 10 40 30 82 56:
Old : 115: 39 19 10 40 30 82 56:
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 40.6 35.6 60.0 21.9 39.2 35.1 58.5
Old : 22.1 40.6 35.6 60.0 21.9 39.2 35.1 58.5
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 128,235: 42,146 10,854 1,779 62,254 98,583 106,178 111,216: 22,057 17,019
Old : 128,235: 42,146 10,854 1,779 62,254 98,583 106,178 111,216: 22,057 17,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 1,470: 3,590 865 447 -3,337 -1,003 699 310: 770 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.5 1.4 48.5 76.9 82.8 86.7: 17.2 13.3
Old : 100.0: 32.9 8.5 1.4 48.5 76.9 82.8 86.7: 17.2 13.3
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 : 115: 39 19 10 40 30 82 56:
Old : 115: 39 19 10 40 30 82 56:
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 40.6 35.6 60.0 21.9 39.2 35.1 58.5
Old : 22.1 40.6 35.6 60.0 21.9 39.2 35.1 58.5
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,837: 7,087 11,626 1,206 4,426 0 12,719 12,832: 118 5
Old : 12,837: 7,087 11,626 1,206 4,426 0 12,719 12,832: 118 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 2,459: 1,306 2,489 -30 1,183 0 2,459 2,459: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 90.6 9.4 34.5 0.0 99.1 100.0: 0.9 0.0
Old : 100.0: 55.2 90.6 9.4 34.5 0.0 99.1 100.0: 0.9 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 : 68.8 86.8 86.5 99.0 68.8 83.8 83.5 90.1
Old : 68.8 86.8 86.5 99.0 68.8 83.8 83.5 90.1
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 12,308: 4,173 5,988 11 8,084 6,156 12,268 12,155: 40 153
Old : 12,308: 4,173 5,988 11 8,084 6,156 12,268 12,155: 40 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 426: 362 -51 -4 65 435 423 380: 3 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 48.7 0.1 65.7 50.0 99.7 98.8: 0.3 1.2
Old : 100.0: 33.9 48.7 0.1 65.7 50.0 99.7 98.8: 0.3 1.2
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 : 25: 4 7 2 4 12 10 19:
Old : 25: 4 7 2 4 12 10 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 65.6 99.7 84.4 98.3 65.5 99.6 84.3
Old : 98.3 65.6 99.7 84.4 98.3 65.5 99.6 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 6,865: 470 916 0 6,280 5,884 6,750 6,800: 115 65
Old : 6,865: 470 916 0 6,280 5,884 6,750 6,800: 115 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 339: 203 405 0 131 -76 334 329: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.3 0.0 91.5 85.7 98.3 99.1: 1.7 0.9
Old : 100.0: 6.8 13.3 0.0 91.5 85.7 98.3 99.1: 1.7 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 : 22: 3 5 0 5 10 8 15:
Old : 22: 3 5 0 5 10 8 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 : 94.8 71.0 98.3 90.6 94.8 71.0 97.7 90.6
Old : 94.8 71.0 98.3 90.6 94.8 71.0 97.7 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013