WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 585,424: 117,647 146,053 179,284 246,620 200,839 543,550 526,176: 41,874 59,248
Old : 288,564: 86,147 121,269 51,894 129,493 89,794 267,534 262,956: 21,030 25,608
Other: 296,860: 64,075 57,359 94,815 117,127 111,046 276,017 263,220: 20,844 33,640
: : :
: : Changes in Commitments from: March 5, 2013 :
: 22,398: 6,774 1,079 11,069 4,753 9,391 22,596 21,540: -198 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.9 30.6 42.1 34.3 92.8 89.9: 7.2 10.1
Old : 100.0: 29.9 42.0 18.0 44.9 31.1 92.7 91.1: 7.3 8.9
Other: 100.0: 21.6 19.3 31.9 39.5 37.4 93.0 88.7: 7.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 141 153 162 109 119 334 361:
Old : 388: 129 135 88 83 92 252 275:
Other: 325: 94 104 104 87 105 233 266:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 12.7 22.3 20.9 11.0 10.1 18.6 15.8
Old : 16.7 21.1 28.7 32.4 15.8 20.5 27.3 31.7
Other: 18.6 13.7 29.3 22.2 14.2 9.1 21.4 14.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,683,071: 350,294 196,983 490,848 665,613 728,236 1,506,755 1,416,067: 176,317 267,005
Old : 1,141,494: 263,983 159,790 291,500 463,081 526,212 1,018,564 977,502: 122,930 163,992
Other: 541,578: 163,909 114,791 121,750 202,532 202,024 488,191 438,565: 53,387 103,013
: : :
: : Changes in Commitments from: March 5, 2013 :
: 55,531: 9,726 -13,510 25,867 15,633 33,925 51,226 46,281: 4,306 9,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 11.7 29.2 39.5 43.3 89.5 84.1: 10.5 15.9
Old : 100.0: 23.1 14.0 25.5 40.6 46.1 89.2 85.6: 10.8 14.4
Other: 100.0: 30.3 21.2 22.5 37.4 37.3 90.1 81.0: 9.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 747: 204 174 246 259 328 596 620:
Old : 715: 190 167 210 222 309 530 574:
Other: 581: 129 123 112 178 272 365 450:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 12.5 17.7 18.6 8.1 8.8 14.9 13.0
Old : 10.5 11.2 19.1 17.7 10.0 9.0 17.3 14.4
Other: 18.3 21.3 29.2 28.0 17.2 18.1 25.2 23.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,053: 3,934 779 859 4,190 8,354 8,983 9,992: 2,070 1,061
Old : 9,061: 3,909 1,079 309 2,927 6,881 7,145 8,269: 1,916 792
Other: 1,992: 334 9 241 1,262 1,473 1,838 1,723: 154 269
: : :
: : Changes in Commitments from: March 5, 2013 :
: 44: 380 -215 210 -491 21 99 16: -55 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 7.0 7.8 37.9 75.6 81.3 90.4: 18.7 9.6
Old : 100.0: 43.1 11.9 3.4 32.3 75.9 78.9 91.3: 21.1 8.7
Other: 100.0: 16.8 0.4 12.1 63.4 73.9 92.3 86.5: 7.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 19 6 4 14 14 36 21:
Old : 44: 20 5 4 12 12 34 19:
Other: 22: 4 3 4 10 11 15 17:
:----------------------------------------------------------------------------------------------------
: 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 : 36.5 52.8 54.0 71.2 36.5 52.5 52.8 69.0
Old : 36.3 55.7 54.5 75.0 36.3 55.5 54.2 73.6
Other: 70.7 55.3 85.8 74.8 65.4 54.5 74.3 67.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 827,046: 206,234 48,611 267,335 288,187 437,262 761,756 753,208: 65,290 73,838
Old : 601,713: 181,667 42,600 161,178 207,347 356,817 550,192 560,595: 51,521 41,118
Other: 225,333: 60,371 41,815 70,353 80,840 80,445 211,564 192,613: 13,769 32,720
: : :
: : Changes in Commitments from: March 5, 2013 :
: 13,657: 10,147 -845 -3,130 5,125 15,815 12,141 11,839: 1,516 1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.9 32.3 34.8 52.9 92.1 91.1: 7.9 8.9
Old : 100.0: 30.2 7.1 26.8 34.5 59.3 91.4 93.2: 8.6 6.8
Other: 100.0: 26.8 18.6 31.2 35.9 35.7 93.9 85.5: 6.1 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 482: 182 133 213 116 145 406 397:
Old : 466: 184 121 181 103 130 373 354:
Other: 313: 89 104 93 73 94 218 237:
:----------------------------------------------------------------------------------------------------
: 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 14.7 21.3 24.2 8.7 12.6 13.9 18.1
Old : 16.0 19.5 23.3 28.2 13.9 18.1 20.3 25.6
Other: 19.4 19.7 32.2 33.0 15.9 14.2 23.6 21.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 365,440: 65,003 110,903 65,017 201,268 151,140 331,289 327,061: 34,151 38,379
Old : 301,261: 60,548 106,941 42,028 174,579 119,221 277,154 268,190: 24,107 33,071
Other: 64,179: 16,473 15,979 10,972 26,690 31,920 54,135 58,871: 10,044 5,308
: : :
: : Changes in Commitments from: March 5, 2013 :
: 4,191: 1,786 991 3 1,369 3,453 3,159 4,447: 1,033 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 30.3 17.8 55.1 41.4 90.7 89.5: 9.3 10.5
Old : 100.0: 20.1 35.5 14.0 57.9 39.6 92.0 89.0: 8.0 11.0
Other: 100.0: 25.7 24.9 17.1 41.6 49.7 84.3 91.7: 15.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 64 97 89 73 70 194 212:
Old : 257: 63 96 77 67 70 176 206:
Other: 132: 39 29 29 44 35 100 82:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 17.9 29.1 26.2 12.2 14.9 20.9 21.8
Old : 20.8 17.7 31.9 26.9 17.4 16.7 27.9 25.0
Other: 22.3 36.4 37.7 51.9 19.7 31.0 31.5 43.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 760,676: 66,202 58,417 60,205 486,193 447,275 612,601 565,898: 148,076 194,779
Old : 760,676: 66,202 58,417 60,205 486,193 447,275 612,601 565,898: 148,076 194,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 29,383: 5,277 4,366 11,875 9,849 -10,498 27,000 5,742: 2,382 23,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.7 7.9 63.9 58.8 80.5 74.4: 19.5 25.6
Old : 100.0: 8.7 7.7 7.9 63.9 58.8 80.5 74.4: 19.5 25.6
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 : 165: 24 39 36 81 88 130 138:
Old : 165: 24 39 36 81 88 130 138:
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 : 23.5 20.1 31.4 27.1 21.4 18.1 28.5 24.1
Old : 23.5 20.1 31.4 27.1 21.4 18.1 28.5 24.1
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, March 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 : 388,144: 25,619 51,420 3,043 283,039 266,354 311,701 320,817: 76,443 67,327
Old : 388,144: 25,619 51,420 3,043 283,039 266,354 311,701 320,817: 76,443 67,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -19,605: 146 581 -812 -20,004 -14,335 -20,669 -14,566: 1,064 -5,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.2 0.8 72.9 68.6 80.3 82.7: 19.7 17.3
Old : 100.0: 6.6 13.2 0.8 72.9 68.6 80.3 82.7: 19.7 17.3
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 6 36 38 46 47:
Old : 65: 7 6 6 36 38 46 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 : 36.0 37.0 49.8 49.5 33.1 36.4 44.6 48.2
Old : 36.0 37.0 49.8 49.5 33.1 36.4 44.6 48.2
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, March 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 : 11,236: 1,104 973 673 8,791 9,230 10,568 10,876: 668 360
Old : 11,236: 1,104 973 673 8,791 9,230 10,568 10,876: 668 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -144: -74 498 231 -327 -970 -170 -241: 26 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.7 6.0 78.2 82.1 94.1 96.8: 5.9 3.2
Old : 100.0: 9.8 8.7 6.0 78.2 82.1 94.1 96.8: 5.9 3.2
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 : 49: 9 5 8 25 25 41 34:
Old : 49: 9 5 8 25 25 41 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 : 46.1 40.3 59.6 62.3 21.4 20.5 28.7 30.9
Old : 46.1 40.3 59.6 62.3 21.4 20.5 28.7 30.9
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, March 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 : 334,363: 100,255 35,095 58,726 130,701 213,180 289,683 307,001: 44,681 27,363
Old : 269,831: 91,732 27,965 43,579 97,855 176,545 233,166 248,089: 36,665 21,742
Other: 64,532: 15,127 13,734 8,544 32,846 36,634 56,517 58,912: 8,015 5,620
: : :
: : Changes in Commitments from: March 5, 2013 :
: 9,437: 7,902 2,061 1,487 -705 6,455 8,684 10,003: 753 -566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 10.5 17.6 39.1 63.8 86.6 91.8: 13.4 8.2
Old : 100.0: 34.0 10.4 16.2 36.3 65.4 86.4 91.9: 13.6 8.1
Other: 100.0: 23.4 21.3 13.2 50.9 56.8 87.6 91.3: 12.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 87 43 57 87 84 205 162:
Old : 241: 88 42 54 83 81 196 155:
Other: 129: 29 34 23 57 33 101 75:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 31.7 15.2 43.6 7.3 29.4 13.2 36.5
Old : 8.9 34.0 16.7 43.3 8.7 32.4 15.6 38.7
Other: 21.8 38.4 33.9 52.6 18.2 33.0 29.9 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 14,552: 2,799 4,704 1,202 7,644 6,896 11,645 12,802: 2,907 1,750
Old : 14,032: 2,784 4,831 1,057 7,570 6,467 11,411 12,355: 2,621 1,677
Other: 520: 143 0 18 74 429 234 447: 286 73
: : :
: : Changes in Commitments from: March 5, 2013 :
: 698: -302 683 261 547 -654 505 290: 193 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 32.3 8.3 52.5 47.4 80.0 88.0: 20.0 12.0
Old : 100.0: 19.8 34.4 7.5 54.0 46.1 81.3 88.0: 18.7 12.0
Other: 100.0: 27.5 0.0 3.4 14.2 82.6 45.1 86.0: 54.9 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 22 17 9 26 12 52 36:
Old : 69: 20 21 8 26 12 51 36:
Other: 17: 8 0 4 6 5 14 9:
:----------------------------------------------------------------------------------------------------
: 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 40.6 41.1 58.4 27.0 36.1 40.0 53.3
Old : 28.2 40.4 42.6 58.5 28.0 36.3 41.6 53.4
Other: 29.6 82.2 38.9 85.6 29.3 81.0 36.9 81.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,084,106: 334,624 179,221 57,134 560,814 764,700 952,572 1,001,055: 131,534 83,051
Old : 1,084,106: 334,624 179,221 57,134 560,814 764,700 952,572 1,001,055: 131,534 83,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -62,887: -27,611 -1,415 -8,546 -13,197 -60,359 -49,355 -70,320: -13,532 7,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 16.5 5.3 51.7 70.5 87.9 92.3: 12.1 7.7
Old : 100.0: 30.9 16.5 5.3 51.7 70.5 87.9 92.3: 12.1 7.7
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 : 206: 51 36 26 83 89 146 139:
Old : 206: 51 36 26 83 89 146 139:
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 27.8 32.6 39.8 17.6 27.5 28.3 37.7
Old : 19.7 27.8 32.6 39.8 17.6 27.5 28.3 37.7
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, March 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 : 2,602,561: 276,311 295,749 311,371 1,718,988 1,650,255 2,306,670 2,257,375: 295,891 345,186
Old : 2,602,561: 276,311 295,749 311,371 1,718,988 1,650,255 2,306,670 2,257,375: 295,891 345,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 23,538: -91,682 46,461 13,438 140,820 -4,326 62,577 55,574: -39,039 -32,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.4 12.0 66.0 63.4 88.6 86.7: 11.4 13.3
Old : 100.0: 10.6 11.4 12.0 66.0 63.4 88.6 86.7: 11.4 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 : 308: 45 74 79 150 164 244 268:
Old : 308: 45 74 79 150 164 244 268:
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 : 25.9 14.5 35.4 21.4 23.1 12.0 31.3 18.2
Old : 25.9 14.5 35.4 21.4 23.1 12.0 31.3 18.2
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, March 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 : 1,900,310: 273,762 155,493 158,247 1,247,621 1,332,286 1,679,630 1,646,026: 220,680 254,284
Old : 1,900,310: 273,762 155,493 158,247 1,247,621 1,332,286 1,679,630 1,646,026: 220,680 254,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -98,076: -70,349 4,311 -2,207 7,982 -110,243 -64,574 -108,139: -33,502 10,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.2 8.3 65.7 70.1 88.4 86.6: 11.6 13.4
Old : 100.0: 14.4 8.2 8.3 65.7 70.1 88.4 86.6: 11.6 13.4
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 : 206: 34 39 36 94 108 145 166:
Old : 206: 34 39 36 94 108 145 166:
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 : 28.3 27.0 42.6 39.0 27.1 26.0 37.7 34.9
Old : 28.3 27.0 42.6 39.0 27.1 26.0 37.7 34.9
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, March 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 : 332,178: 18,415 39,738 55,498 236,270 201,928 310,184 297,164: 21,994 35,014
Old : 332,178: 18,415 39,738 55,498 236,270 201,928 310,184 297,164: 21,994 35,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 2,506: -4 -1,026 2,633 2,684 3,387 5,312 4,994: -2,806 -2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.0 16.7 71.1 60.8 93.4 89.5: 6.6 10.5
Old : 100.0: 5.5 12.0 16.7 71.1 60.8 93.4 89.5: 6.6 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 : 72: 14 16 21 32 36 55 65:
Old : 72: 14 16 21 32 36 55 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 29.0 55.8 42.0 34.5 25.9 41.0 32.6
Old : 42.4 29.0 55.8 42.0 34.5 25.9 41.0 32.6
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, March 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 : 106,399: 22,257 6,204 2,820 69,151 82,053 94,229 91,077: 12,170 15,322
Old : 106,399: 22,257 6,204 2,820 69,151 82,053 94,229 91,077: 12,170 15,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 34,644: 867 -2,473 1,562 30,608 30,570 33,037 29,659: 1,607 4,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.8 2.7 65.0 77.1 88.6 85.6: 11.4 14.4
Old : 100.0: 20.9 5.8 2.7 65.0 77.1 88.6 85.6: 11.4 14.4
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 : 114: 38 19 13 45 39 87 67:
Old : 114: 38 19 13 45 39 87 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 36.0 40.4 52.3 14.2 19.5 21.8 31.7
Old : 27.6 36.0 40.4 52.3 14.2 19.5 21.8 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 21,412: 2,092 197 801 16,923 17,173 19,815 18,171: 1,596 3,241
Old : 21,412: 2,092 197 801 16,923 17,173 19,815 18,171: 1,596 3,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.9 3.7 79.0 80.2 92.5 84.9: 7.5 15.1
Old : 100.0: 9.8 0.9 3.7 79.0 80.2 92.5 84.9: 7.5 15.1
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 : 20: 3 2 4 9 11 14 15:
Old : 20: 3 2 4 9 11 14 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 : 62.4 58.0 80.7 73.8 54.3 52.4 65.6 62.6
Old : 62.4 58.0 80.7 73.8 54.3 52.4 65.6 62.6
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, March 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 : 169,974: 41,900 13,584 2,469 104,457 129,761 148,826 145,814: 21,148 24,161
Old : 169,974: 41,900 13,584 2,469 104,457 129,761 148,826 145,814: 21,148 24,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 26,465: -881 -3,770 -47 27,370 26,793 26,443 22,976: 22 3,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 8.0 1.5 61.5 76.3 87.6 85.8: 12.4 14.2
Old : 100.0: 24.7 8.0 1.5 61.5 76.3 87.6 85.8: 12.4 14.2
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 : 112: 36 19 12 41 37 81 64:
Old : 112: 36 19 12 41 37 81 64:
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 : 29.9 33.9 43.4 53.1 17.7 30.0 29.1 44.6
Old : 29.9 33.9 43.4 53.1 17.7 30.0 29.1 44.6
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, March 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 : 12,529: 7,180 11,057 1,465 3,742 0 12,387 12,522: 142 7
Old : 12,529: 7,180 11,057 1,465 3,742 0 12,387 12,522: 142 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -364: 58 -268 -92 -313 0 -347 -360: -17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 88.3 11.7 29.9 0.0 98.9 99.9: 1.1 0.1
Old : 100.0: 57.3 88.3 11.7 29.9 0.0 98.9 99.9: 1.1 0.1
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 : 24: 11 10 5 3 0 17 12:
Old : 24: 11 10 5 3 0 17 12:
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 : 66.2 87.0 86.9 96.7 63.2 82.1 80.8 87.0
Old : 66.2 87.0 86.9 96.7 63.2 82.1 80.8 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,261: 2,285 5,386 1,144 7,797 4,599 11,226 11,129: 35 132
Old : 11,261: 2,285 5,386 1,144 7,797 4,599 11,226 11,129: 35 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -1,411: -2,309 -177 1,132 -217 -2,383 -1,394 -1,428: -17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 47.8 10.2 69.2 40.8 99.7 98.8: 0.3 1.2
Old : 100.0: 20.3 47.8 10.2 69.2 40.8 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 : 24: 4 7 3 3 11 9 19:
Old : 24: 4 7 3 3 11 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 63.9 99.7 87.6 88.0 63.8 89.5 80.3
Old : 98.1 63.9 99.7 87.6 88.0 63.8 89.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013