WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 15, 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 : 460,271: 110,117 122,951 81,831 230,022 203,916 421,970 408,698: 38,301 51,573
Old : 299,134: 85,651 112,060 25,072 162,879 130,829 273,602 267,961: 25,532 31,173
Other: 161,137: 55,028 41,453 26,197 67,143 73,087 148,368 140,737: 12,769 20,400
: : :
: : Changes in Commitments from: January 8, 2013 :
: -12,007: 1,300 -6,749 799 -17,309 -4,914 -15,210 -10,864: 3,203 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 26.7 17.8 50.0 44.3 91.7 88.8: 8.3 11.2
Old : 100.0: 28.6 37.5 8.4 54.5 43.7 91.5 89.6: 8.5 10.4
Other: 100.0: 34.1 25.7 16.3 41.7 45.4 92.1 87.3: 7.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 126 116 112 92 115 276 295:
Old : 361: 127 104 66 76 92 231 236:
Other: 247: 50 75 46 66 100 147 198:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 19.9 27.7 28.3 15.9 17.4 26.4 23.8
Old : 22.0 28.6 33.2 39.3 21.9 28.1 32.8 38.8
Other: 25.4 14.9 39.8 25.1 23.9 13.6 36.7 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 15, 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 : 1,192,286: 366,755 138,092 165,717 513,878 672,856 1,046,350 976,665: 145,936 215,621
Old : 948,931: 310,218 118,062 102,770 414,709 564,582 827,697 785,414: 121,234 163,517
Other: 243,355: 114,608 78,101 4,876 99,169 108,274 218,653 191,251: 24,702 52,104
: : :
: : Changes in Commitments from: January 8, 2013 :
: 43,852: 21,206 13,403 3,128 9,647 17,604 33,981 34,135: 9,871 9,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 11.6 13.9 43.1 56.4 87.8 81.9: 12.2 18.1
Old : 100.0: 32.7 12.4 10.8 43.7 59.5 87.2 82.8: 12.8 17.2
Other: 100.0: 47.1 32.1 2.0 40.8 44.5 89.8 78.6: 10.2 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 179 149 182 227 332 503 589:
Old : 719: 191 131 149 205 317 463 546:
Other: 511: 67 122 32 99 265 187 403:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 10.8 21.8 17.7 11.7 9.4 20.8 15.4
Old : 13.0 11.5 23.4 19.0 12.9 11.5 22.7 18.3
Other: 35.2 21.5 48.1 29.1 34.9 21.2 47.9 28.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 15, 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 : 10,628: 1,562 2,154 579 6,447 6,414 8,588 9,147: 2,040 1,481
Old : 10,164: 1,614 2,146 527 6,039 6,104 8,180 8,777: 1,984 1,387
Other: 464: 0 60 0 408 310 408 370: 56 94
: : :
: : Changes in Commitments from: January 8, 2013 :
: -9: -124 146 189 58 -476 123 -141: -132 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.3 5.4 60.7 60.4 80.8 86.1: 19.2 13.9
Old : 100.0: 15.9 21.1 5.2 59.4 60.1 80.5 86.4: 19.5 13.6
Other: 100.0: 0.0 12.9 0.0 87.9 66.8 87.9 79.7: 12.1 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 14 6 15 9 30 27:
Old : 45: 10 14 6 14 8 29 26:
Other: 16: 0 3 0 8 8 8 11:
:----------------------------------------------------------------------------------------------------
: 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 : 33.9 49.7 52.5 65.6 33.9 48.0 51.0 59.7
Old : 33.8 50.6 52.8 66.5 33.8 49.8 52.2 62.0
Other: 73.5 57.8 87.9 76.7 58.4 48.5 68.8 59.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 15, 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 : 532,386: 156,100 76,737 89,153 230,101 307,771 475,354 473,661: 57,032 58,725
Old : 448,460: 144,038 68,326 56,990 198,057 281,257 399,085 406,573: 49,375 41,887
Other: 83,926: 41,412 37,761 2,813 32,044 26,514 76,269 67,088: 7,657 16,838
: : :
: : Changes in Commitments from: January 8, 2013 :
: -7,058: -1,082 435 8,182 -16,935 -15,264 -9,835 -6,647: 2,777 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 14.4 16.7 43.2 57.8 89.3 89.0: 10.7 11.0
Old : 100.0: 32.1 15.2 12.7 44.2 62.7 89.0 90.7: 11.0 9.3
Other: 100.0: 49.3 45.0 3.4 38.2 31.6 90.9 79.9: 9.1 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 153 114 157 109 131 347 336:
Old : 425: 157 109 127 105 116 327 296:
Other: 228: 48 78 20 40 80 103 167:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 15.4 29.1 24.9 18.2 14.5 26.9 23.2
Old : 22.2 17.2 31.9 28.1 22.1 16.2 31.6 26.3
Other: 38.3 20.9 52.7 32.7 38.3 20.9 52.7 32.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 15, 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 : 318,829: 67,098 92,186 49,425 168,992 142,819 285,515 284,430: 33,314 34,399
Old : 283,940: 69,640 92,435 34,395 152,767 125,536 256,802 252,366: 27,138 31,574
Other: 34,889: 7,166 9,459 5,322 16,225 17,283 28,713 32,064: 6,176 2,825
: : :
: : Changes in Commitments from: January 8, 2013 :
: 15,599: -1,280 -3,530 8,558 4,641 10,724 11,919 15,752: 3,680 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 28.9 15.5 53.0 44.8 89.6 89.2: 10.4 10.8
Old : 100.0: 24.5 32.6 12.1 53.8 44.2 90.4 88.9: 9.6 11.1
Other: 100.0: 20.5 27.1 15.3 46.5 49.5 82.3 91.9: 17.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 63 87 79 65 61 185 189:
Old : 249: 62 92 71 63 60 177 183:
Other: 86: 24 12 16 33 22 63 48:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 20.3 25.4 29.4 12.3 17.8 21.4 25.8
Old : 16.4 21.6 27.1 30.9 14.8 20.3 24.6 29.2
Other: 29.5 38.2 44.5 54.9 27.2 32.4 37.0 48.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 15, 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 : 544,407: 49,046 54,419 3,455 357,701 330,428 410,202 388,302: 134,205 156,105
Old : 544,407: 49,046 54,419 3,455 357,701 330,428 410,202 388,302: 134,205 156,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 343: 11 -2,065 647 601 -2,642 1,259 -4,060: -916 4,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.0 0.6 65.7 60.7 75.3 71.3: 24.7 28.7
Old : 100.0: 9.0 10.0 0.6 65.7 60.7 75.3 71.3: 24.7 28.7
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 : 148: 27 29 15 59 71 95 106:
Old : 148: 27 29 15 59 71 95 106:
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 : 27.2 17.4 34.8 28.6 23.5 14.9 30.9 24.7
Old : 27.2 17.4 34.8 28.6 23.5 14.9 30.9 24.7
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 - Futures Only, January 15, 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 : 357,653: 19,975 44,783 3,264 266,354 252,259 289,593 300,306: 68,060 57,347
Old : 357,653: 19,975 44,783 3,264 266,354 252,259 289,593 300,306: 68,060 57,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 6,379: 234 371 100 6,198 4,401 6,532 4,872: -153 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.5 0.9 74.5 70.5 81.0 84.0: 19.0 16.0
Old : 100.0: 5.6 12.5 0.9 74.5 70.5 81.0 84.0: 19.0 16.0
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 : 65: 7 5 4 30 40 40 46:
Old : 65: 7 5 4 30 40 40 46:
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 37.6 51.0 49.3 34.1 37.6 44.7 48.7
Old : 36.0 37.6 51.0 49.3 34.1 37.6 44.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, January 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,033: 1,306 716 665 6,473 7,354 8,444 8,735: 589 298
Old : 9,033: 1,306 716 665 6,473 7,354 8,444 8,735: 589 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -289: 50 -46 -293 -206 7 -449 -332: 160 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.9 7.4 71.7 81.4 93.5 96.7: 6.5 3.3
Old : 100.0: 14.5 7.9 7.4 71.7 81.4 93.5 96.7: 6.5 3.3
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 : 39: 6 5 6 20 23 30 32:
Old : 39: 6 5 6 20 23 30 32:
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 : 42.1 38.1 61.1 57.5 19.7 20.9 30.2 30.3
Old : 42.1 38.1 61.1 57.5 19.7 20.9 30.2 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, January 15, 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 : 245,142: 68,566 36,068 22,604 114,683 160,889 205,853 219,561: 39,289 25,581
Old : 212,460: 60,496 31,141 16,741 100,067 140,944 177,304 188,826: 35,156 23,634
Other: 32,682: 9,745 6,602 4,188 14,616 19,945 28,549 30,735: 4,133 1,947
: : :
: : Changes in Commitments from: January 8, 2013 :
: 13,762: -1,746 7,411 -538 14,736 6,786 12,452 13,659: 1,310 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 14.7 9.2 46.8 65.6 84.0 89.6: 16.0 10.4
Old : 100.0: 28.5 14.7 7.9 47.1 66.3 83.5 88.9: 16.5 11.1
Other: 100.0: 29.8 20.2 12.8 44.7 61.0 87.4 94.0: 12.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 68 47 47 71 63 164 138:
Old : 207: 67 46 42 68 63 158 133:
Other: 79: 15 21 10 37 15 59 40:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 37.6 20.8 46.8 10.5 34.9 18.2 41.3
Old : 12.7 37.6 22.0 46.1 11.4 36.2 19.2 43.1
Other: 31.3 40.2 52.1 60.3 31.3 35.2 46.9 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 15, 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 : 14,334: 2,984 5,627 69 8,381 6,598 11,434 12,294: 2,900 2,040
Old : 14,172: 2,967 5,627 60 8,329 6,453 11,356 12,140: 2,816 2,032
Other: 162: 26 9 0 52 145 78 154: 84 8
: : :
: : Changes in Commitments from: January 8, 2013 :
: -129: 0 211 -88 -195 -516 -283 -393: 154 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 39.3 0.5 58.5 46.0 79.8 85.8: 20.2 14.2
Old : 100.0: 20.9 39.7 0.4 58.8 45.5 80.1 85.7: 19.9 14.3
Other: 100.0: 16.0 5.6 0.0 32.1 89.5 48.1 95.1: 51.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 25 16 6 27 14 52 36:
Old : 74: 24 16 5 27 13 51 34:
Other: 10: 2 2 0 1 5 3 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 : 35.8 44.2 49.3 60.6 35.8 44.2 49.3 60.1
Old : 36.2 44.8 49.8 60.5 36.2 44.8 49.8 60.2
Other: 48.1 90.1 48.1 95.1 48.1 90.1 48.1 95.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 15, 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 : 1,014,787: 306,532 182,682 19,309 562,708 735,193 888,549 937,184: 126,238 77,603
Old : 1,014,787: 306,532 182,682 19,309 562,708 735,193 888,549 937,184: 126,238 77,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 51,956: 25,538 31,308 -2,824 18,755 28,163 41,469 56,647: 10,487 -4,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 18.0 1.9 55.5 72.4 87.6 92.4: 12.4 7.6
Old : 100.0: 30.2 18.0 1.9 55.5 72.4 87.6 92.4: 12.4 7.6
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 : 220: 50 36 12 93 91 149 133:
Old : 220: 50 36 12 93 91 149 133:
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 32.7 30.2 43.8 18.4 32.3 28.3 43.0
Old : 19.7 32.7 30.2 43.8 18.4 32.3 28.3 43.0
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 - Futures Only, January 15, 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 : 1,785,576: 291,957 264,659 40,995 1,196,457 1,112,961 1,529,409 1,418,615: 256,167 366,961
Old : 1,785,576: 291,957 264,659 40,995 1,196,457 1,112,961 1,529,409 1,418,615: 256,167 366,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 69,976: -196 17,312 -3,090 71,178 55,091 67,892 69,313: 2,084 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.8 2.3 67.0 62.3 85.7 79.4: 14.3 20.6
Old : 100.0: 16.4 14.8 2.3 67.0 62.3 85.7 79.4: 14.3 20.6
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 : 281: 42 68 39 99 137 171 214:
Old : 281: 42 68 39 99 137 171 214:
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 : 22.7 19.9 35.0 27.4 22.2 14.8 32.4 21.5
Old : 22.7 19.9 35.0 27.4 22.2 14.8 32.4 21.5
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 - Futures Only, January 15, 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 : 1,544,548: 153,996 165,785 31,701 1,145,416 1,098,661 1,331,113 1,296,147: 213,435 248,401
Old : 1,544,548: 153,996 165,785 31,701 1,145,416 1,098,661 1,331,113 1,296,147: 213,435 248,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 32,804: -24,657 -17,040 3,372 42,173 42,889 20,888 29,221: 11,916 3,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.7 2.1 74.2 71.1 86.2 83.9: 13.8 16.1
Old : 100.0: 10.0 10.7 2.1 74.2 71.1 86.2 83.9: 13.8 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 : 200: 31 36 18 85 104 126 148:
Old : 200: 31 36 18 85 104 126 148:
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 : 30.4 24.8 43.6 36.0 30.2 24.3 42.8 34.9
Old : 30.4 24.8 43.6 36.0 30.2 24.3 42.8 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 - Futures Only, January 15, 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 : 372,623: 29,149 31,608 63,111 257,916 247,687 350,176 342,406: 22,447 30,217
Old : 372,623: 29,149 31,608 63,111 257,916 247,687 350,176 342,406: 22,447 30,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 15,136: -2,742 -3,682 83 12,740 18,398 10,081 14,799: 5,055 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.5 16.9 69.2 66.5 94.0 91.9: 6.0 8.1
Old : 100.0: 7.8 8.5 16.9 69.2 66.5 94.0 91.9: 6.0 8.1
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 : 78: 16 15 21 40 39 64 68:
Old : 78: 16 15 21 40 39 64 68:
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 : 37.4 30.9 49.5 44.0 31.4 25.5 39.3 34.2
Old : 37.4 30.9 49.5 44.0 31.4 25.5 39.3 34.2
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 - Futures Only, January 15, 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 : 51,142: 13,688 3,723 18 29,189 42,091 42,895 45,831: 8,247 5,311
Old : 51,142: 13,688 3,723 18 29,189 42,091 42,895 45,831: 8,247 5,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 4,460: 1,225 132 18 2,957 3,074 4,199 3,224: 261 1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.3 0.0 57.1 82.3 83.9 89.6: 16.1 10.4
Old : 100.0: 26.8 7.3 0.0 57.1 82.3 83.9 89.6: 16.1 10.4
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 : 100: 31 13 2 33 28 65 43:
Old : 100: 31 13 2 33 28 65 43:
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 : 24.7 48.5 39.8 67.5 24.5 48.5 39.5 67.5
Old : 24.7 48.5 39.8 67.5 24.5 48.5 39.5 67.5
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 - Futures Only, January 15, 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 : 102,283: 27,376 7,445 35 58,378 84,181 85,789 91,661: 16,494 10,622
Old : 102,283: 27,376 7,445 35 58,378 84,181 85,789 91,661: 16,494 10,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 8,919: 2,450 264 35 5,913 6,148 8,398 6,447: 521 2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.3 0.0 57.1 82.3 83.9 89.6: 16.1 10.4
Old : 100.0: 26.8 7.3 0.0 57.1 82.3 83.9 89.6: 16.1 10.4
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 : 100: 31 13 2 33 28 65 43:
Old : 100: 31 13 2 33 28 65 43:
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 : 24.7 48.5 39.8 67.5 24.5 48.5 39.5 67.5
Old : 24.7 48.5 39.8 67.5 24.5 48.5 39.5 67.5
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 - Futures Only, January 15, 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 : 8,853: 6,163 7,766 1,083 1,476 0 8,722 8,849: 131 4
Old : 8,853: 6,163 7,766 1,083 1,476 0 8,722 8,849: 131 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 87.7 12.2 16.7 0.0 98.5 100.0: 1.5 0.0
Old : 100.0: 69.6 87.7 12.2 16.7 0.0 98.5 100.0: 1.5 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 : 20: 9 8 3 3 0 14 9:
Old : 20: 9 8 3 3 0 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 78.1 87.0 99.0 68.1 78.1 81.6 87.7
Old : 68.1 78.1 87.0 99.0 68.1 78.1 81.6 87.7
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 - Futures Only, January 15, 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 : 8,949: 592 5,106 0 8,246 3,771 8,838 8,877: 111 72
Old : 8,949: 592 5,106 0 8,246 3,771 8,838 8,877: 111 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 311: -38 403 0 354 -107 316 296: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 57.1 0.0 92.1 42.1 98.8 99.2: 1.2 0.8
Old : 100.0: 6.6 57.1 0.0 92.1 42.1 98.8 99.2: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 8 0 4 10 8 18:
Old : 25: 4 8 0 4 10 8 18:
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 : 96.6 73.0 98.8 90.0 96.6 73.0 98.7 90.0
Old : 96.6 73.0 98.8 90.0 96.6 73.0 98.7 90.0
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 - Futures Only, January 15, 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 : 7,679: 296 1,468 0 7,245 6,183 7,541 7,651: 138 28
Old : 7,679: 296 1,468 0 7,245 6,183 7,541 7,651: 138 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -133: -77 161 0 -58 -262 -135 -101: 2 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 19.1 0.0 94.3 80.5 98.2 99.6: 1.8 0.4
Old : 100.0: 3.9 19.1 0.0 94.3 80.5 98.2 99.6: 1.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 6 0 3 12 5 18:
Old : 22: 2 6 0 3 12 5 18:
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 : 97.8 66.3 98.2 85.7 97.6 66.3 97.6 85.7
Old : 97.8 66.3 98.2 85.7 97.6 66.3 97.6 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2013