WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 586,145: 123,279 135,083 173,686 248,925 222,397 545,890 531,166: 40,255 54,980
Old : 249,680: 86,549 91,124 44,158 101,478 94,587 232,185 229,869: 17,495 19,811
Other: 336,465: 59,953 67,182 106,305 147,448 127,809 313,705 301,296: 22,760 35,169
: : :
: : Changes in Commitments from: March 19, 2013 :
: 9,077: 2,715 -5,321 650 6,388 16,180 9,753 11,509: -676 -2,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 23.0 29.6 42.5 37.9 93.1 90.6: 6.9 9.4
Old : 100.0: 34.7 36.5 17.7 40.6 37.9 93.0 92.1: 7.0 7.9
Other: 100.0: 17.8 20.0 31.6 43.8 38.0 93.2 89.5: 6.8 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 118 164 164 109 124 335 358:
Old : 371: 116 129 98 79 95 250 268:
Other: 335: 86 118 109 84 112 234 282:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 13.6 23.7 21.7 11.4 10.3 18.9 16.2
Old : 14.8 24.1 26.2 35.4 14.4 23.6 24.1 34.0
Other: 19.3 13.7 30.9 22.7 14.3 8.4 21.0 13.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,818,556: 429,375 173,225 489,504 723,631 878,855 1,642,509 1,541,584: 176,046 276,972
Old : 1,207,703: 326,495 135,128 267,805 495,636 636,207 1,089,937 1,039,141: 117,766 168,562
Other: 610,853: 196,180 131,397 128,398 227,995 242,648 552,573 502,443: 58,280 108,410
: : :
: : Changes in Commitments from: March 19, 2013 :
: 42,925: 38,637 -2,362 -21,331 25,786 59,214 43,092 35,521: -167 7,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 9.5 26.9 39.8 48.3 90.3 84.8: 9.7 15.2
Old : 100.0: 27.0 11.2 22.2 41.0 52.7 90.2 86.0: 9.8 14.0
Other: 100.0: 32.1 21.5 21.0 37.3 39.7 90.5 82.3: 9.5 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 213 178 235 271 342 612 636:
Old : 733: 187 174 196 230 326 533 586:
Other: 617: 141 131 124 189 290 388 488:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 14.1 18.0 20.6 7.3 10.0 13.6 14.1
Old : 10.7 12.3 19.1 20.3 9.2 9.0 15.9 13.9
Other: 18.0 22.1 28.9 29.2 16.4 19.2 24.3 24.7
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,190: 4,892 1,390 1,275 2,802 5,669 8,968 8,334: 221 856
Old : 9,134: 4,838 1,390 1,274 2,802 5,614 8,914 8,278: 220 856
Other: 56: 55 1 0 0 55 55 56: 1 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 15.1 13.9 30.5 61.7 97.6 90.7: 2.4 9.3
Old : 100.0: 53.0 15.2 13.9 30.7 61.5 97.6 90.6: 2.4 9.4
Other: 100.0: 98.0 2.0 0.0 0.0 98.0 98.0 100.0: 2.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 6 7 7 9 14 22:
Old : 22: 7 6 7 7 9 14 22:
Other: 3: 1 1 0 0 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 61.9 49.2 85.1 70.3 49.1 37.3 58.0 47.9
Old : 61.7 48.9 85.1 70.2 48.8 36.9 57.8 47.6
Other: 98.0 100.0 98.0 100.0 98.0 100.0 98.0 100.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 12,385: 4,681 196 1,248 4,055 9,611 9,983 11,055: 2,402 1,330
Old : 9,646: 4,723 507 477 2,218 7,631 7,417 8,615: 2,229 1,031
Other: 2,740: 367 98 362 1,837 1,980 2,566 2,440: 174 299
: : :
: : Changes in Commitments from: March 19, 2013 :
: 776: 373 -122 238 112 434 723 551: 52 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.6 10.1 32.7 77.6 80.6 89.3: 19.4 10.7
Old : 100.0: 49.0 5.3 4.9 23.0 79.1 76.9 89.3: 23.1 10.7
Other: 100.0: 13.4 3.6 13.2 67.1 72.3 93.7 89.1: 6.3 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 19 5 7 13 15 37 24:
Old : 46: 19 7 5 12 13 35 21:
Other: 26: 4 4 5 11 12 18 18:
:----------------------------------------------------------------------------------------------------
: 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 : 39.0 50.3 53.5 69.4 39.0 50.2 51.7 67.1
Old : 40.3 54.7 53.5 73.5 40.3 54.7 53.1 72.1
Other: 61.3 53.4 78.0 72.6 57.1 53.0 68.9 66.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 795,077: 182,251 53,868 250,921 299,212 418,615 732,383 723,403: 62,694 71,674
Old : 556,885: 153,242 41,991 141,174 213,612 336,252 508,028 519,417: 48,856 37,467
Other: 238,192: 60,828 43,696 77,926 85,600 82,363 224,355 203,986: 13,838 34,207
: : :
: : Changes in Commitments from: March 19, 2013 :
: -12,173: 2,721 -7,387 -12,973 -3,729 10,252 -13,981 -10,107: 1,808 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 6.8 31.6 37.6 52.7 92.1 91.0: 7.9 9.0
Old : 100.0: 27.5 7.5 25.4 38.4 60.4 91.2 93.3: 8.8 6.7
Other: 100.0: 25.5 18.3 32.7 35.9 34.6 94.2 85.6: 5.8 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 474: 180 133 205 121 143 398 394:
Old : 448: 171 120 175 110 127 369 341:
Other: 324: 95 105 96 78 97 223 251:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 14.6 21.8 24.5 9.7 11.6 15.0 17.9
Old : 17.0 19.6 24.2 28.7 15.4 17.0 21.7 25.4
Other: 18.6 18.7 30.8 31.5 14.3 11.9 21.7 19.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 377,229: 67,686 101,837 73,369 198,403 165,919 339,457 341,125: 37,772 36,104
Old : 300,689: 63,056 99,858 45,976 164,940 124,201 273,972 270,035: 26,717 30,654
Other: 76,540: 18,597 15,946 13,426 33,463 41,719 65,486 71,091: 11,054 5,449
: : :
: : Changes in Commitments from: March 19, 2013 :
: -4,474: 4,134 -10,211 446 -14,779 6,619 -10,199 -3,146: 5,725 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 27.0 19.4 52.6 44.0 90.0 90.4: 10.0 9.6
Old : 100.0: 21.0 33.2 15.3 54.9 41.3 91.1 89.8: 8.9 10.2
Other: 100.0: 24.3 20.8 17.5 43.7 54.5 85.6 92.9: 14.4 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 67 89 93 74 74 197 213:
Old : 254: 72 86 79 68 72 177 204:
Other: 137: 40 29 33 50 35 112 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 : 17.1 19.0 28.3 27.9 11.5 15.4 19.7 21.9
Old : 20.5 18.7 32.0 28.0 18.6 17.3 27.8 25.5
Other: 20.5 38.7 33.6 55.7 17.6 34.8 28.7 47.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 697,842: 57,828 64,263 42,795 457,399 416,370 558,022 523,429: 139,820 174,413
Old : 697,842: 57,828 64,263 42,795 457,399 416,370 558,022 523,429: 139,820 174,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -27,459: -76 -3,572 -16,105 -10,564 1,406 -26,745 -18,272: -714 -9,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.2 6.1 65.5 59.7 80.0 75.0: 20.0 25.0
Old : 100.0: 8.3 9.2 6.1 65.5 59.7 80.0 75.0: 20.0 25.0
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 : 166: 32 33 34 80 82 130 131:
Old : 166: 32 33 34 80 82 130 131:
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 : 26.2 18.4 34.7 26.9 23.3 16.0 30.2 23.3
Old : 26.2 18.4 34.7 26.9 23.3 16.0 30.2 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 378,242: 25,650 51,103 3,354 275,485 260,890 304,489 315,348: 73,753 62,894
Old : 378,242: 25,650 51,103 3,354 275,485 260,890 304,489 315,348: 73,753 62,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -3,945: 384 -2,256 -361 -3,924 -6,688 -3,900 -9,305: -45 5,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.5 0.9 72.8 69.0 80.5 83.4: 19.5 16.6
Old : 100.0: 6.8 13.5 0.9 72.8 69.0 80.5 83.4: 19.5 16.6
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 : 68: 7 7 6 36 41 46 51:
Old : 68: 7 7 6 36 41 46 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 : 37.1 37.3 51.5 49.8 33.8 37.2 46.1 49.1
Old : 37.1 37.3 51.5 49.8 33.8 37.2 46.1 49.1
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 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 : 10,899: 1,045 1,549 548 8,511 8,492 10,104 10,589: 795 310
Old : 10,899: 1,045 1,549 548 8,511 8,492 10,104 10,589: 795 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -25: -61 401 -157 88 -228 -130 16: 105 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.2 5.0 78.1 77.9 92.7 97.2: 7.3 2.8
Old : 100.0: 9.6 14.2 5.0 78.1 77.9 92.7 97.2: 7.3 2.8
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 : 49: 8 6 8 23 29 39 38:
Old : 49: 8 6 8 23 29 39 38:
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 : 48.4 43.8 61.2 66.1 23.7 24.1 30.7 33.8
Old : 48.4 43.8 61.2 66.1 23.7 24.1 30.7 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 318,015: 79,166 37,190 56,797 137,940 196,254 273,903 290,242: 44,112 27,773
Old : 252,359: 70,483 29,206 41,402 106,061 159,911 217,946 230,519: 34,414 21,840
Other: 65,656: 14,973 14,276 9,105 31,879 36,343 55,957 59,723: 9,698 5,933
: : :
: : Changes in Commitments from: March 19, 2013 :
: -4,361: -8,034 1,706 -2,210 4,865 -3,058 -5,379 -3,562: 1,018 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.7 17.9 43.4 61.7 86.1 91.3: 13.9 8.7
Old : 100.0: 27.9 11.6 16.4 42.0 63.4 86.4 91.3: 13.6 8.7
Other: 100.0: 22.8 21.7 13.9 48.6 55.4 85.2 91.0: 14.8 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 71 51 59 85 80 188 165:
Old : 227: 71 47 56 81 76 179 158:
Other: 124: 27 31 23 57 36 100 74:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 30.5 15.7 43.1 7.7 28.3 13.7 34.7
Old : 9.4 32.3 17.3 41.9 9.2 30.4 16.3 36.9
Other: 19.9 34.1 31.6 48.5 16.3 28.9 26.7 41.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 16,900: 2,643 6,944 1,881 9,360 5,808 13,884 14,632: 3,016 2,268
Old : 16,236: 2,544 7,001 1,750 9,166 5,360 13,459 14,111: 2,776 2,125
Other: 664: 186 30 43 194 448 424 522: 240 143
: : :
: : Changes in Commitments from: March 19, 2013 :
: 30: 67 188 -184 -1 -175 -118 -171: 148 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 41.1 11.1 55.4 34.4 82.2 86.6: 17.8 13.4
Old : 100.0: 15.7 43.1 10.8 56.5 33.0 82.9 86.9: 17.1 13.1
Other: 100.0: 28.1 4.6 6.5 29.3 67.4 63.9 78.5: 36.1 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 24 21 11 26 15 53 46:
Old : 76: 24 23 11 26 15 53 46:
Other: 23: 9 4 5 8 4 18 12:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 34.3 41.3 48.8 25.8 28.1 37.9 42.0
Old : 29.6 35.7 42.9 49.6 27.4 29.4 39.9 43.2
Other: 39.5 69.2 52.2 75.8 39.5 67.3 50.9 69.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,011,207: 328,168 161,812 47,520 503,138 723,987 878,826 933,319: 132,381 77,888
Old : 1,011,207: 328,168 161,812 47,520 503,138 723,987 878,826 933,319: 132,381 77,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 1,662: 1,126 -12,951 -13,518 9,226 29,715 -3,166 3,247: 4,828 -1,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 16.0 4.7 49.8 71.6 86.9 92.3: 13.1 7.7
Old : 100.0: 32.5 16.0 4.7 49.8 71.6 86.9 92.3: 13.1 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 : 205: 48 37 26 82 88 143 138:
Old : 205: 48 37 26 82 88 143 138:
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 : 19.0 26.1 31.6 38.3 16.7 25.3 27.7 35.9
Old : 19.0 26.1 31.6 38.3 16.7 25.3 27.7 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,554,984: 383,891 270,217 258,129 1,605,274 1,653,214 2,247,293 2,181,560: 307,691 373,423
Old : 2,554,984: 383,891 270,217 258,129 1,605,274 1,653,214 2,247,293 2,181,560: 307,691 373,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -98,540: 59,858 -30,150 -54,858 -87,257 -19,001 -82,258 -104,009: -16,282 5,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.6 10.1 62.8 64.7 88.0 85.4: 12.0 14.6
Old : 100.0: 15.0 10.6 10.1 62.8 64.7 88.0 85.4: 12.0 14.6
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 : 301: 55 63 72 142 160 233 259:
Old : 301: 55 63 72 142 160 233 259:
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 : 24.4 14.9 35.0 22.7 21.7 11.4 30.8 18.4
Old : 24.4 14.9 35.0 22.7 21.7 11.4 30.8 18.4
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 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 : 1,968,029: 337,009 160,589 145,610 1,249,904 1,403,981 1,732,523 1,710,179: 235,506 257,850
Old : 1,968,029: 337,009 160,589 145,610 1,249,904 1,403,981 1,732,523 1,710,179: 235,506 257,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 49,454: 35,691 -12,495 -5,905 12,743 60,575 42,530 42,175: 6,924 7,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 8.2 7.4 63.5 71.3 88.0 86.9: 12.0 13.1
Old : 100.0: 17.1 8.2 7.4 63.5 71.3 88.0 86.9: 12.0 13.1
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 : 217: 41 37 37 88 117 146 174:
Old : 217: 41 37 37 88 117 146 174:
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 : 30.5 24.7 46.0 36.4 30.1 24.4 41.0 33.3
Old : 30.5 24.7 46.0 36.4 30.1 24.4 41.0 33.3
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, March 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 : 377,185: 42,608 37,403 60,605 252,364 245,653 355,577 343,661: 21,608 33,524
Old : 377,185: 42,608 37,403 60,605 252,364 245,653 355,577 343,661: 21,608 33,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 24,036: 16,233 -899 2,513 8,076 23,730 26,822 25,345: -2,787 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.9 16.1 66.9 65.1 94.3 91.1: 5.7 8.9
Old : 100.0: 11.3 9.9 16.1 66.9 65.1 94.3 91.1: 5.7 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 : 77: 21 13 22 33 40 60 70:
Old : 77: 21 13 22 33 40 60 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 30.0 50.4 45.8 28.7 26.0 34.7 33.8
Old : 38.0 30.0 50.4 45.8 28.7 26.0 34.7 33.8
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 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 : 58,374: 22,206 4,551 1,098 25,906 43,943 49,210 49,593: 9,164 8,781
Old : 58,374: 22,206 4,551 1,098 25,906 43,943 49,210 49,593: 9,164 8,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 2,347: -715 648 120 2,361 1,571 1,765 2,339: 582 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.8 1.9 44.4 75.3 84.3 85.0: 15.7 15.0
Old : 100.0: 38.0 7.8 1.9 44.4 75.3 84.3 85.0: 15.7 15.0
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 : 108: 39 17 9 31 30 73 53:
Old : 108: 39 17 9 31 30 73 53:
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 : 26.4 30.7 41.1 54.8 25.9 30.3 40.7 54.5
Old : 26.4 30.7 41.1 54.8 25.9 30.3 40.7 54.5
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, March 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 : 116,748: 44,411 9,102 2,197 51,812 87,887 98,420 99,185: 18,328 17,562
Old : 116,748: 44,411 9,102 2,197 51,812 87,887 98,420 99,185: 18,328 17,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 4,694: -1,431 1,295 240 4,721 3,142 3,531 4,677: 1,163 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.8 1.9 44.4 75.3 84.3 85.0: 15.7 15.0
Old : 100.0: 38.0 7.8 1.9 44.4 75.3 84.3 85.0: 15.7 15.0
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 : 108: 39 17 9 31 30 73 53:
Old : 108: 39 17 9 31 30 73 53:
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 : 26.4 30.7 41.1 54.8 25.9 30.3 40.7 54.5
Old : 26.4 30.7 41.1 54.8 25.9 30.3 40.7 54.5
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, March 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 : 6,689: 3,996 5,027 1,141 954 517 6,091 6,685: 598 4
Old : 6,689: 3,996 5,027 1,141 954 517 6,091 6,685: 598 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -5,926: -4,301 -6,225 -27 -1,905 326 -6,233 -5,926: 307 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 75.2 17.1 14.3 7.7 91.1 99.9: 8.9 0.1
Old : 100.0: 59.7 75.2 17.1 14.3 7.7 91.1 99.9: 8.9 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 : 20: 8 9 3 2 1 12 11:
Old : 20: 8 9 3 2 1 12 11:
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 75.9 82.2 96.9 57.7 70.2 71.1 80.9
Old : 58.7 75.9 82.2 96.9 57.7 70.2 71.1 80.9
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 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 : 8,614: 1,465 5,336 21 7,097 3,096 8,583 8,453: 31 161
Old : 8,614: 1,465 5,336 21 7,097 3,096 8,583 8,453: 31 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -33: -31 -82 4 5 -6 -22 -84: -11 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 61.9 0.2 82.4 35.9 99.6 98.1: 0.4 1.9
Old : 100.0: 17.0 61.9 0.2 82.4 35.9 99.6 98.1: 0.4 1.9
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 : 21: 4 6 2 3 9 9 15:
Old : 21: 4 6 2 3 9 9 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 : 97.4 79.0 99.6 92.8 97.4 78.7 99.4 92.5
Old : 97.4 79.0 99.6 92.8 97.4 78.7 99.4 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 16,453: 4,682 2,480 86 11,637 13,856 16,405 16,422: 48 31
Old : 16,453: 4,682 2,480 86 11,637 13,856 16,405 16,422: 48 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 2,382: 462 547 50 1,849 1,794 2,361 2,391: 21 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 15.1 0.5 70.7 84.2 99.7 99.8: 0.3 0.2
Old : 100.0: 28.5 15.1 0.5 70.7 84.2 99.7 99.8: 0.3 0.2
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: 3 5 1 6 10 9 16:
Old : 24: 3 5 1 6 10 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.9 67.4 99.3 91.3 91.9 67.4 98.8 91.3
Old : 91.9 67.4 99.3 91.3 91.9 67.4 98.8 91.3
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, March 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 : 3,100: 324 630 0 2,700 2,450 3,024 3,080: 76 20
Old : 3,100: 324 630 0 2,700 2,450 3,024 3,080: 76 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 20.3 0.0 87.1 79.0 97.5 99.4: 2.5 0.6
Old : 100.0: 10.5 20.3 0.0 87.1 79.0 97.5 99.4: 2.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 6 0 4 9 7 15:
Old : 21: 3 6 0 4 9 7 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.5 63.7 97.5 87.8 93.5 63.7 96.3 87.8
Old : 93.5 63.7 97.5 87.8 93.5 63.7 96.3 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013