WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 22, 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 : 459,061: 106,432 123,064 86,483 228,661 199,186 421,576 408,733: 37,485 50,328
Old : 297,939: 83,919 112,216 28,853 160,688 127,081 273,460 268,150: 24,479 29,789
Other: 161,122: 53,815 42,150 26,328 67,973 72,105 148,116 140,583: 13,006 20,539
: : :
: : Changes in Commitments from: January 15, 2013 :
: -1,210: -3,685 113 4,652 -1,361 -4,730 -394 35: -816 -1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 26.8 18.8 49.8 43.4 91.8 89.0: 8.2 11.0
Old : 100.0: 28.2 37.7 9.7 53.9 42.7 91.8 90.0: 8.2 10.0
Other: 100.0: 33.4 26.2 16.3 42.2 44.8 91.9 87.3: 8.1 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 130 122 120 97 117 289 308:
Old : 371: 128 113 68 75 91 237 240:
Other: 260: 55 79 55 66 102 160 207:
:----------------------------------------------------------------------------------------------------
: 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 19.6 27.6 27.7 15.9 17.2 26.2 23.6
Old : 22.0 27.9 33.0 38.6 21.9 27.8 32.6 38.5
Other: 25.6 14.8 39.7 25.1 23.8 13.9 36.3 21.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 22, 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 : 1,194,796: 361,027 128,830 175,707 512,338 674,397 1,049,072 978,934: 145,724 215,862
Old : 941,589: 305,599 107,519 107,119 408,897 563,577 821,615 778,215: 119,974 163,374
Other: 253,207: 117,778 83,661 6,238 103,441 110,820 227,457 200,719: 25,750 52,488
: : :
: : Changes in Commitments from: January 15, 2013 :
: 2,510: -5,728 -9,262 9,990 -1,540 1,541 2,722 2,269: -212 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 10.8 14.7 42.9 56.4 87.8 81.9: 12.2 18.1
Old : 100.0: 32.5 11.4 11.4 43.4 59.9 87.3 82.6: 12.7 17.4
Other: 100.0: 46.5 33.0 2.5 40.9 43.8 89.8 79.3: 10.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 193 139 188 219 330 505 590:
Old : 714: 197 126 159 196 316 464 548:
Other: 507: 69 116 34 101 265 194 396:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 10.8 21.6 17.5 11.7 9.3 20.8 15.1
Old : 13.0 11.4 23.4 18.7 12.9 11.4 22.6 17.9
Other: 34.1 21.5 46.6 28.1 33.8 21.2 46.3 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 22, 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 : 10,627: 960 1,958 587 6,856 6,607 8,403 9,152: 2,224 1,475
Old : 10,162: 1,012 1,949 535 6,445 6,311 7,992 8,795: 2,170 1,367
Other: 465: 0 61 0 411 296 411 357: 54 108
: : :
: : Changes in Commitments from: January 15, 2013 :
: -1: -602 -196 8 409 193 -185 5: 184 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 18.4 5.5 64.5 62.2 79.1 86.1: 20.9 13.9
Old : 100.0: 10.0 19.2 5.3 63.4 62.1 78.6 86.5: 21.4 13.5
Other: 100.0: 0.0 13.1 0.0 88.4 63.7 88.4 76.8: 11.6 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 13 6 15 9 28 26:
Old : 43: 10 13 6 15 8 28 25:
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 : 34.3 51.2 51.7 66.4 34.3 49.6 50.3 60.7
Old : 34.3 52.5 51.8 67.7 34.3 51.5 51.3 63.1
Other: 71.0 55.1 88.4 73.1 59.6 48.2 71.8 58.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 22, 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 : 548,246: 163,163 73,614 95,596 230,527 318,693 489,286 487,903: 58,960 60,343
Old : 458,383: 150,667 63,742 61,488 195,419 290,736 407,574 415,966: 50,809 42,417
Other: 89,863: 43,459 40,835 3,145 35,108 27,957 81,712 71,937: 8,151 17,926
: : :
: : Changes in Commitments from: January 15, 2013 :
: 15,860: 7,063 -3,123 6,443 426 10,922 13,932 14,242: 1,928 1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.4 17.4 42.0 58.1 89.2 89.0: 10.8 11.0
Old : 100.0: 32.9 13.9 13.4 42.6 63.4 88.9 90.7: 11.1 9.3
Other: 100.0: 48.4 45.4 3.5 39.1 31.1 90.9 80.1: 9.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 167 113 159 110 127 364 337:
Old : 437: 181 102 133 104 113 343 300:
Other: 228: 44 85 19 46 73 107 163:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 15.2 28.2 24.0 17.6 13.7 26.1 21.6
Old : 21.3 17.4 31.1 27.4 21.1 16.0 30.7 25.2
Other: 35.9 20.8 49.5 33.3 35.9 20.6 49.5 32.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 22, 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 : 317,191: 71,295 85,102 46,373 161,455 149,954 279,123 281,429: 38,068 35,762
Old : 281,766: 74,062 83,170 30,665 145,800 134,581 250,527 248,416: 31,239 33,350
Other: 35,425: 7,226 11,925 5,715 15,655 15,373 28,596 33,013: 6,829 2,412
: : :
: : Changes in Commitments from: January 15, 2013 :
: -1,638: 4,197 -7,084 -3,052 -7,537 7,135 -6,392 -3,001: 4,754 1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.8 14.6 50.9 47.3 88.0 88.7: 12.0 11.3
Old : 100.0: 26.3 29.5 10.9 51.7 47.8 88.9 88.2: 11.1 11.8
Other: 100.0: 20.4 33.7 16.1 44.2 43.4 80.7 93.2: 19.3 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 66 79 76 62 61 180 179:
Old : 239: 64 84 68 61 60 172 174:
Other: 86: 23 15 16 33 20 64 47:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.9 25.0 30.2 12.0 19.3 20.6 28.0
Old : 16.0 22.3 26.6 32.0 13.5 20.7 23.2 30.2
Other: 26.0 37.3 42.6 58.4 25.4 32.8 35.9 50.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 22, 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 : 549,756: 49,211 53,332 4,198 361,698 333,937 415,107 391,467: 134,649 158,289
Old : 549,756: 49,211 53,332 4,198 361,698 333,937 415,107 391,467: 134,649 158,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 5,349: 165 -1,087 743 3,997 3,509 4,905 3,165: 444 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.7 0.8 65.8 60.7 75.5 71.2: 24.5 28.8
Old : 100.0: 9.0 9.7 0.8 65.8 60.7 75.5 71.2: 24.5 28.8
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 : 153: 27 28 18 63 76 101 111:
Old : 153: 27 28 18 63 76 101 111:
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 : 26.7 15.6 34.3 26.1 23.6 13.1 30.8 22.7
Old : 26.7 15.6 34.3 26.1 23.6 13.1 30.8 22.7
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 22, 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 : 357,457: 20,003 46,937 3,172 263,976 249,987 287,151 300,096: 70,306 57,361
Old : 357,457: 20,003 46,937 3,172 263,976 249,987 287,151 300,096: 70,306 57,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -196: 28 2,154 -92 -2,378 -2,272 -2,442 -210: 2,246 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 13.1 0.9 73.8 69.9 80.3 84.0: 19.7 16.0
Old : 100.0: 5.6 13.1 0.9 73.8 69.9 80.3 84.0: 19.7 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 : 64: 7 6 3 30 39 39 46:
Old : 64: 7 6 3 30 39 39 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 : 36.1 37.2 51.1 49.5 34.3 37.2 44.7 49.0
Old : 36.1 37.2 51.1 49.5 34.3 37.2 44.7 49.0
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 22, 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 : 9,128: 1,240 589 632 6,599 7,538 8,471 8,759: 657 369
Old : 9,128: 1,240 589 632 6,599 7,538 8,471 8,759: 657 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 95: -66 -127 -33 126 184 27 24: 68 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.5 6.9 72.3 82.6 92.8 96.0: 7.2 4.0
Old : 100.0: 13.6 6.5 6.9 72.3 82.6 92.8 96.0: 7.2 4.0
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 : 39: 6 5 7 20 23 31 32:
Old : 39: 6 5 7 20 23 31 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 : 43.0 36.3 61.0 56.8 23.2 21.3 32.5 30.1
Old : 43.0 36.3 61.0 56.8 23.2 21.3 32.5 30.1
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 22, 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 : 261,357: 72,734 31,037 31,159 116,579 172,580 220,472 234,776: 40,885 26,581
Old : 224,942: 61,538 23,885 25,091 102,107 151,785 188,736 200,761: 36,206 24,181
Other: 36,415: 13,103 9,059 4,161 14,472 20,795 31,736 34,015: 4,679 2,400
: : :
: : Changes in Commitments from: January 15, 2013 :
: 16,215: 4,168 -5,031 8,555 1,896 11,691 14,619 15,215: 1,596 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.9 11.9 44.6 66.0 84.4 89.8: 15.6 10.2
Old : 100.0: 27.4 10.6 11.2 45.4 67.5 83.9 89.3: 16.1 10.7
Other: 100.0: 36.0 24.9 11.4 39.7 57.1 87.2 93.4: 12.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 65 44 46 70 67 164 137:
Old : 207: 67 40 42 67 67 159 131:
Other: 80: 18 20 9 35 15 59 39:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 35.7 20.0 45.7 9.6 34.2 16.9 39.8
Old : 12.3 36.6 21.6 45.7 10.5 35.7 18.6 41.9
Other: 31.9 35.7 52.1 56.3 31.9 31.6 49.4 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 22, 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 : 14,137: 2,642 5,681 118 8,410 6,646 11,170 12,445: 2,967 1,692
Old : 13,969: 2,616 5,680 117 8,358 6,507 11,091 12,304: 2,878 1,665
Other: 168: 27 2 0 52 139 79 141: 89 27
: : :
: : Changes in Commitments from: January 15, 2013 :
: -197: -342 54 49 29 48 -264 151: 67 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 40.2 0.8 59.5 47.0 79.0 88.0: 21.0 12.0
Old : 100.0: 18.7 40.7 0.8 59.8 46.6 79.4 88.1: 20.6 11.9
Other: 100.0: 16.1 1.2 0.0 31.0 82.7 47.0 83.9: 53.0 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 24 16 6 27 14 52 35:
Old : 73: 23 16 6 27 13 51 34:
Other: 9: 2 2 0 1 4 3 6:
:----------------------------------------------------------------------------------------------------
: 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 : 35.1 45.8 48.6 61.5 35.1 45.8 48.4 61.3
Old : 35.5 46.4 49.1 62.0 35.5 46.4 49.1 62.0
Other: 47.0 82.7 47.0 83.9 47.0 82.7 47.0 83.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 22, 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 : 992,934: 300,329 189,124 21,920 546,735 708,518 868,984 919,562: 123,950 73,372
Old : 992,934: 300,329 189,124 21,920 546,735 708,518 868,984 919,562: 123,950 73,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -21,853: -6,203 6,442 2,611 -15,973 -26,675 -19,565 -17,622: -2,288 -4,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.0 2.2 55.1 71.4 87.5 92.6: 12.5 7.4
Old : 100.0: 30.2 19.0 2.2 55.1 71.4 87.5 92.6: 12.5 7.4
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 : 217: 48 36 16 91 92 145 138:
Old : 217: 48 36 16 91 92 145 138:
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 : 20.1 30.0 31.6 42.2 18.1 29.4 29.1 41.4
Old : 20.1 30.0 31.6 42.2 18.1 29.4 29.1 41.4
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 22, 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 : 1,886,564: 329,586 262,863 56,419 1,251,393 1,205,255 1,637,398 1,524,537: 249,166 362,027
Old : 1,886,564: 329,586 262,863 56,419 1,251,393 1,205,255 1,637,398 1,524,537: 249,166 362,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 100,988: 37,629 -1,796 15,424 54,936 92,294 107,989 105,922: -7,001 -4,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 13.9 3.0 66.3 63.9 86.8 80.8: 13.2 19.2
Old : 100.0: 17.5 13.9 3.0 66.3 63.9 86.8 80.8: 13.2 19.2
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 : 294: 42 71 41 99 149 172 230:
Old : 294: 42 71 41 99 149 172 230:
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 18.1 35.4 25.2 22.1 14.2 34.3 20.0
Old : 22.7 18.1 35.4 25.2 22.1 14.2 34.3 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, January 22, 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 : 1,537,756: 202,268 159,730 27,781 1,086,219 1,100,578 1,316,268 1,288,089: 221,488 249,667
Old : 1,537,756: 202,268 159,730 27,781 1,086,219 1,100,578 1,316,268 1,288,089: 221,488 249,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -6,792: 48,272 -6,055 -3,920 -59,197 1,917 -14,845 -8,058: 8,053 1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.4 1.8 70.6 71.6 85.6 83.8: 14.4 16.2
Old : 100.0: 13.2 10.4 1.8 70.6 71.6 85.6 83.8: 14.4 16.2
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 : 205: 36 35 14 83 106 128 146:
Old : 205: 36 35 14 83 106 128 146:
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 : 28.0 23.7 41.8 35.5 27.7 22.9 40.5 34.2
Old : 28.0 23.7 41.8 35.5 27.7 22.9 40.5 34.2
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 22, 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 : 373,267: 24,842 28,080 53,561 275,268 254,752 353,671 336,393: 19,596 36,874
Old : 373,267: 24,842 28,080 53,561 275,268 254,752 353,671 336,393: 19,596 36,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 644: -4,307 -3,528 -9,550 17,352 7,065 3,495 -6,013: -2,851 6,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.5 14.3 73.7 68.2 94.8 90.1: 5.2 9.9
Old : 100.0: 6.7 7.5 14.3 73.7 68.2 94.8 90.1: 5.2 9.9
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 : 79: 10 21 21 41 40 65 68:
Old : 79: 10 21 21 41 40 65 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 : 38.2 31.6 50.2 45.7 32.1 25.6 40.8 34.6
Old : 38.2 31.6 50.2 45.7 32.1 25.6 40.8 34.6
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 - Futures Only, January 22, 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 : 55,139: 15,702 4,029 24 31,160 44,192 46,886 48,244: 8,254 6,895
Old : 55,139: 15,702 4,029 24 31,160 44,192 46,886 48,244: 8,254 6,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 3,998: 2,014 306 7 1,971 2,101 3,991 2,414: 7 1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 7.3 0.0 56.5 80.1 85.0 87.5: 15.0 12.5
Old : 100.0: 28.5 7.3 0.0 56.5 80.1 85.0 87.5: 15.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 33 13 3 36 27 69 43:
Old : 102: 33 13 3 36 27 69 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 : 24.3 45.1 38.6 64.8 24.1 45.0 38.3 64.7
Old : 24.3 45.1 38.6 64.8 24.1 45.0 38.3 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 22, 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 : 110,278: 31,403 8,057 48 62,320 88,383 93,771 96,488: 16,507 13,790
Old : 110,278: 31,403 8,057 48 62,320 88,383 93,771 96,488: 16,507 13,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 7,995: 4,027 612 13 3,942 4,202 7,982 4,827: 13 3,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 7.3 0.0 56.5 80.1 85.0 87.5: 15.0 12.5
Old : 100.0: 28.5 7.3 0.0 56.5 80.1 85.0 87.5: 15.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 33 13 3 36 27 69 43:
Old : 102: 33 13 3 36 27 69 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 : 24.3 45.1 38.6 64.8 24.1 45.0 38.3 64.7
Old : 24.3 45.1 38.6 64.8 24.1 45.0 38.3 64.7
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 22, 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 : 8,826: 564 5,032 0 8,174 3,720 8,738 8,752: 88 74
Old : 8,826: 564 5,032 0 8,174 3,720 8,738 8,752: 88 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -123: -28 -74 0 -72 -51 -100 -125: -23 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 57.0 0.0 92.6 42.1 99.0 99.2: 1.0 0.8
Old : 100.0: 6.4 57.0 0.0 92.6 42.1 99.0 99.2: 1.0 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 : 24: 4 8 0 4 9 8 17:
Old : 24: 4 8 0 4 9 8 17:
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 : 96.9 74.0 99.0 90.4 96.9 74.0 99.0 90.4
Old : 96.9 74.0 99.0 90.4 96.9 74.0 99.0 90.4
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 22, 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 : 7,032: 229 1,054 0 6,610 5,937 6,839 6,991: 193 41
Old : 7,032: 229 1,054 0 6,610 5,937 6,839 6,991: 193 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -647: -67 -414 0 -635 -246 -702 -660: 55 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 15.0 0.0 94.0 84.4 97.3 99.4: 2.7 0.6
Old : 100.0: 3.3 15.0 0.0 94.0 84.4 97.3 99.4: 2.7 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 : 20: 2 6 0 3 10 5 16:
Old : 20: 2 6 0 3 10 5 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 : 96.8 70.4 97.3 87.5 96.6 70.4 96.6 87.5
Old : 96.8 70.4 97.3 87.5 96.6 70.4 96.6 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2013