WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 490,136: 118,765 139,587 105,884 225,471 187,746 450,120 433,217: 40,016 56,919
Old : 302,197: 97,374 119,386 39,234 142,180 111,468 278,788 270,088: 23,409 32,109
Other: 187,939: 56,035 54,845 32,006 83,291 76,278 171,332 163,129: 16,607 24,810
: : :
: : Changes in Commitments from: February 5, 2013 :
: 22,335: -2,994 1,175 22,210 726 -5,777 19,942 17,608: 2,393 4,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 28.5 21.6 46.0 38.3 91.8 88.4: 8.2 11.6
Old : 100.0: 32.2 39.5 13.0 47.0 36.9 92.3 89.4: 7.7 10.6
Other: 100.0: 29.8 29.2 17.0 44.3 40.6 91.2 86.8: 8.8 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 131 135 149 102 113 313 333:
Old : 382: 130 120 85 76 91 243 265:
Other: 288: 65 94 71 77 103 191 229:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 14.1 26.1 22.1 14.0 12.6 23.8 19.2
Old : 20.0 20.4 30.6 32.3 20.0 20.4 29.9 32.3
Other: 25.0 15.2 37.5 25.0 22.9 12.5 32.9 20.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,291,268: 371,106 153,870 196,418 577,595 709,648 1,145,119 1,059,936: 146,149 231,332
Old : 983,063: 310,855 127,503 116,688 440,297 569,759 867,840 813,950: 115,223 169,113
Other: 308,205: 131,077 97,193 8,904 137,298 139,889 277,279 245,986: 30,926 62,219
: : :
: : Changes in Commitments from: February 5, 2013 :
: 9,151: -24,161 13,295 -1,351 37,982 -4,289 12,470 7,655: -3,319 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.9 15.2 44.7 55.0 88.7 82.1: 11.3 17.9
Old : 100.0: 31.6 13.0 11.9 44.8 58.0 88.3 82.8: 11.7 17.2
Other: 100.0: 42.5 31.5 2.9 44.5 45.4 90.0 79.8: 10.0 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 191 142 207 228 313 527 583:
Old : 697: 198 124 167 209 299 479 536:
Other: 529: 92 123 38 116 254 234 393:
:----------------------------------------------------------------------------------------------------
: 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 12.5 21.1 18.9 10.7 9.1 19.5 14.2
Old : 13.3 12.3 22.8 19.5 12.8 11.7 21.8 18.0
Other: 29.1 23.9 42.8 29.3 28.9 23.5 42.6 28.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,762: 2,421 1,395 219 5,543 7,862 8,183 9,476: 2,579 1,286
Old : 9,969: 2,457 1,377 167 4,836 7,260 7,460 8,804: 2,509 1,165
Other: 793: 8 62 8 707 602 723 672: 70 121
: : :
: : Changes in Commitments from: February 5, 2013 :
: -750: 730 -384 -496 -1,043 356 -809 -524: 59 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.0 2.0 51.5 73.1 76.0 88.1: 24.0 11.9
Old : 100.0: 24.6 13.8 1.7 48.5 72.8 74.8 88.3: 25.2 11.7
Other: 100.0: 1.0 7.8 1.0 89.2 75.9 91.2 84.7: 8.8 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 9 8 14 10 34 24:
Old : 44: 17 9 6 14 10 33 23:
Other: 19: 1 5 1 8 7 10 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 : 33.1 58.8 50.9 73.9 33.1 52.4 49.2 66.7
Old : 32.2 60.4 49.5 74.2 32.2 53.7 47.7 66.6
Other: 81.5 63.9 89.9 80.2 81.5 63.7 88.5 77.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 618,804: 200,157 75,072 106,374 251,749 373,502 558,280 554,948: 60,524 63,856
Old : 506,549: 182,674 60,541 70,097 203,343 333,562 456,114 464,200: 50,435 42,349
Other: 112,255: 48,482 45,530 5,278 48,406 39,940 102,166 90,748: 10,089 21,507
: : :
: : Changes in Commitments from: February 5, 2013 :
: 10,893: 6,326 -5,288 -541 10,579 17,657 16,364 11,828: -5,471 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 12.1 17.2 40.7 60.4 90.2 89.7: 9.8 10.3
Old : 100.0: 36.1 12.0 13.8 40.1 65.8 90.0 91.6: 10.0 8.4
Other: 100.0: 43.2 40.6 4.7 43.1 35.6 91.0 80.8: 9.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 472: 175 117 178 115 133 377 370:
Old : 457: 181 109 151 103 115 348 328:
Other: 272: 58 95 30 59 83 141 191:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 15.8 23.9 26.7 14.5 14.2 22.1 23.1
Old : 18.2 18.7 27.4 30.7 18.1 17.7 27.1 27.9
Other: 29.0 20.8 43.2 33.2 29.0 20.8 43.2 32.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 336,446: 74,003 87,080 51,258 172,581 159,810 297,842 298,148: 38,604 38,298
Old : 295,641: 75,202 85,321 34,188 155,413 141,343 264,803 260,852: 30,838 34,789
Other: 40,805: 8,982 11,940 6,889 17,168 18,467 33,039 37,296: 7,766 3,509
: : :
: : Changes in Commitments from: February 5, 2013 :
: 8,233: -4,110 5,295 607 13,747 -2,276 10,244 3,626: -2,011 4,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 25.9 15.2 51.3 47.5 88.5 88.6: 11.5 11.4
Old : 100.0: 25.4 28.9 11.6 52.6 47.8 89.6 88.2: 10.4 11.8
Other: 100.0: 22.0 29.3 16.9 42.1 45.3 81.0 91.4: 19.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 67 85 87 72 60 203 187:
Old : 252: 68 86 77 69 58 190 181:
Other: 110: 34 18 18 41 25 85 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 20.7 24.7 30.3 11.4 18.3 19.6 26.0
Old : 14.6 21.9 26.5 31.2 12.8 20.4 22.6 28.0
Other: 22.3 30.3 37.4 50.2 21.2 25.6 30.6 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 609,123: 40,765 64,444 5,344 430,448 359,816 476,557 429,604: 132,566 179,519
Old : 609,123: 40,765 64,444 5,344 430,448 359,816 476,557 429,604: 132,566 179,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 22,672: 9,308 4,082 816 13,797 16,425 23,921 21,323: -1,249 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 10.6 0.9 70.7 59.1 78.2 70.5: 21.8 29.5
Old : 100.0: 6.7 10.6 0.9 70.7 59.1 78.2 70.5: 21.8 29.5
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 : 162: 21 31 19 68 86 102 123:
Old : 162: 21 31 19 68 86 102 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 18.0 33.2 26.3 23.2 15.5 30.9 23.1
Old : 25.4 18.0 33.2 26.3 23.2 15.5 30.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 366,255: 17,125 42,828 3,899 275,471 255,064 296,495 301,791: 69,760 64,464
Old : 366,255: 17,125 42,828 3,899 275,471 255,064 296,495 301,791: 69,760 64,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -5,689: -1,466 -5,297 674 -3,571 -3,447 -4,363 -8,070: -1,326 2,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.7 1.1 75.2 69.6 81.0 82.4: 19.0 17.6
Old : 100.0: 4.7 11.7 1.1 75.2 69.6 81.0 82.4: 19.0 17.6
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 : 65: 5 7 4 31 39 39 47:
Old : 65: 5 7 4 31 39 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.1 52.3 49.6 33.6 35.7 45.8 47.8
Old : 37.3 36.1 52.3 49.6 33.6 35.7 45.8 47.8
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,442: 891 353 629 7,131 8,117 8,651 9,099: 791 343
Old : 9,442: 891 353 629 7,131 8,117 8,651 9,099: 791 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 389: -409 94 31 720 290 342 415: 47 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.7 6.7 75.5 86.0 91.6 96.4: 8.4 3.6
Old : 100.0: 9.4 3.7 6.7 75.5 86.0 91.6 96.4: 8.4 3.6
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 : 46: 9 6 8 20 27 35 36:
Old : 46: 9 6 8 20 27 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 41.1 58.4 59.7 17.9 19.8 26.2 28.3
Old : 40.7 41.1 58.4 59.7 17.9 19.8 26.2 28.3
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 288,367: 88,971 30,531 32,042 123,712 195,305 244,725 257,878: 43,642 30,489
Old : 239,503: 76,801 25,090 22,575 102,827 166,053 202,203 213,718: 37,300 25,785
Other: 48,864: 16,198 9,469 5,439 20,885 29,252 42,522 44,160: 6,342 4,704
: : :
: : Changes in Commitments from: February 5, 2013 :
: -5,424: 6,364 1,194 -9,262 -2,005 1,293 -4,903 -6,775: -521 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 10.6 11.1 42.9 67.7 84.9 89.4: 15.1 10.6
Old : 100.0: 32.1 10.5 9.4 42.9 69.3 84.4 89.2: 15.6 10.8
Other: 100.0: 33.1 19.4 11.1 42.7 59.9 87.0 90.4: 13.0 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 76 49 60 74 69 185 154:
Old : 225: 79 44 57 70 69 177 151:
Other: 100: 28 19 12 42 24 77 49:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 33.4 19.7 45.3 9.4 32.4 16.3 40.4
Old : 13.0 36.3 22.4 45.3 11.3 35.9 19.2 43.8
Other: 23.8 35.2 39.8 51.3 22.9 31.7 36.4 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,464: 3,371 3,545 791 7,493 8,993 11,655 13,329: 2,809 1,135
Old : 14,072: 3,337 3,638 691 7,387 8,621 11,415 12,950: 2,657 1,122
Other: 392: 130 3 4 106 372 240 379: 152 13
: : :
: : Changes in Commitments from: February 5, 2013 :
: -23: 46 -934 338 -328 834 56 238: -79 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 24.5 5.5 51.8 62.2 80.6 92.2: 19.4 7.8
Old : 100.0: 23.7 25.9 4.9 52.5 61.3 81.1 92.0: 18.9 8.0
Other: 100.0: 33.2 0.8 1.0 27.0 94.9 61.2 96.7: 38.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 15 10 30 15 59 35:
Old : 71: 20 16 9 26 14 53 34:
Other: 16: 6 1 1 5 4 12 5:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 48.8 42.7 64.8 28.0 48.1 41.4 63.3
Old : 29.0 48.3 43.9 64.8 28.8 47.8 42.5 63.4
Other: 41.8 94.9 57.4 96.7 41.8 94.9 57.4 95.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,033,502: 297,265 200,703 50,647 560,872 704,095 908,784 955,445: 124,718 78,057
Old : 1,033,502: 297,265 200,703 50,647 560,872 704,095 908,784 955,445: 124,718 78,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -23,732: 24,145 -21,204 2,046 -54,238 -1,231 -28,047 -20,389: 4,315 -3,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 19.4 4.9 54.3 68.1 87.9 92.4: 12.1 7.6
Old : 100.0: 28.8 19.4 4.9 54.3 68.1 87.9 92.4: 12.1 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 : 221: 49 39 24 87 101 147 154:
Old : 221: 49 39 24 87 101 147 154:
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 : 20.0 27.0 33.0 37.8 18.7 25.4 30.8 34.5
Old : 20.0 27.0 33.0 37.8 18.7 25.4 30.8 34.5
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,030,814: 312,206 260,657 66,961 1,407,866 1,316,420 1,787,033 1,644,038: 243,781 386,776
Old : 2,030,814: 312,206 260,657 66,961 1,407,866 1,316,420 1,787,033 1,644,038: 243,781 386,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -1,413: -12,591 -17,234 7,980 10,083 2,866 5,472 -6,388: -6,885 4,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.8 3.3 69.3 64.8 88.0 81.0: 12.0 19.0
Old : 100.0: 15.4 12.8 3.3 69.3 64.8 88.0 81.0: 12.0 19.0
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 : 305: 58 62 49 105 151 190 236:
Old : 305: 58 62 49 105 151 190 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 17.1 36.1 23.9 20.2 12.3 31.2 17.8
Old : 23.1 17.1 36.1 23.9 20.2 12.3 31.2 17.8
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,594,441: 235,955 176,356 39,178 1,109,889 1,113,476 1,385,022 1,329,010: 209,419 265,431
Old : 1,594,441: 235,955 176,356 39,178 1,109,889 1,113,476 1,385,022 1,329,010: 209,419 265,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 27,972: 20,869 3,633 6,316 -6,738 26,649 20,447 36,598: 7,525 -8,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.1 2.5 69.6 69.8 86.9 83.4: 13.1 16.6
Old : 100.0: 14.8 11.1 2.5 69.6 69.8 86.9 83.4: 13.1 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 : 209: 27 43 17 90 108 128 157:
Old : 209: 27 43 17 90 108 128 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 23.7 43.5 36.3 29.3 23.1 41.2 35.5
Old : 29.9 23.7 43.5 36.3 29.3 23.1 41.2 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 327,622: 20,836 25,276 50,867 238,630 223,720 310,333 299,863: 17,289 27,759
Old : 327,622: 20,836 25,276 50,867 238,630 223,720 310,333 299,863: 17,289 27,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 5,951: -744 251 3,571 5,014 5,030 7,841 8,852: -1,890 -2,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.7 15.5 72.8 68.3 94.7 91.5: 5.3 8.5
Old : 100.0: 6.4 7.7 15.5 72.8 68.3 94.7 91.5: 5.3 8.5
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 : 75: 17 14 23 34 38 60 67:
Old : 75: 17 14 23 34 38 60 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 29.6 54.9 42.1 32.0 21.7 40.5 29.4
Old : 41.2 29.6 54.9 42.1 32.0 21.7 40.5 29.4
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,689: 20,017 6,539 80 31,700 48,255 51,796 54,873: 9,893 6,816
Old : 61,689: 20,017 6,539 80 31,700 48,255 51,796 54,873: 9,893 6,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 3,080: 699 1,575 49 2,468 1,005 3,216 2,629: -137 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.6 0.1 51.4 78.2 84.0 89.0: 16.0 11.0
Old : 100.0: 32.4 10.6 0.1 51.4 78.2 84.0 89.0: 16.0 11.0
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 : 115: 36 22 2 39 27 77 49:
Old : 115: 36 22 2 39 27 77 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 41.6 38.6 61.4 23.9 40.8 38.4 60.6
Old : 23.9 41.6 38.6 61.4 23.9 40.8 38.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 123,377: 40,034 13,077 159 63,399 96,509 103,592 109,745: 19,785 13,632
Old : 123,377: 40,034 13,077 159 63,399 96,509 103,592 109,745: 19,785 13,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 6,159: 1,398 3,150 98 4,936 2,009 6,432 5,257: -273 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.6 0.1 51.4 78.2 84.0 89.0: 16.0 11.0
Old : 100.0: 32.4 10.6 0.1 51.4 78.2 84.0 89.0: 16.0 11.0
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 : 115: 36 22 2 39 27 77 49:
Old : 115: 36 22 2 39 27 77 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 41.6 38.6 61.4 23.9 40.8 38.4 60.6
Old : 23.9 41.6 38.6 61.4 23.9 40.8 38.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 10,326: 7,132 9,119 1,207 1,817 0 10,156 10,326: 170 0
Old : 10,326: 7,132 9,119 1,207 1,817 0 10,156 10,326: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 2,867: 2,253 3,745 30 538 -908 2,821 2,867: 46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 88.3 11.7 17.6 0.0 98.4 100.0: 1.6 0.0
Old : 100.0: 69.1 88.3 11.7 17.6 0.0 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 8 3 4 0 17 9:
Old : 23: 11 8 3 4 0 17 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 : 63.3 86.1 81.9 99.4 63.3 81.8 78.0 88.3
Old : 63.3 86.1 81.9 99.4 63.3 81.8 78.0 88.3
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 11,221: 3,131 5,999 15 8,029 5,115 11,175 11,129: 46 92
Old : 11,221: 3,131 5,999 15 8,029 5,115 11,175 11,129: 46 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 798: 595 250 0 243 557 838 807: -40 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 53.5 0.1 71.6 45.6 99.6 99.2: 0.4 0.8
Old : 100.0: 27.9 53.5 0.1 71.6 45.6 99.6 99.2: 0.4 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 7 2 3 12 9 19:
Old : 25: 4 7 2 3 12 9 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.1 67.7 99.6 83.4 98.1 67.6 99.4 83.2
Old : 98.1 67.7 99.6 83.4 98.1 67.6 99.4 83.2
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, February 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 6,563: 449 666 0 5,978 5,871 6,427 6,537: 136 26
Old : 6,563: 449 666 0 5,978 5,871 6,427 6,537: 136 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: -29: -9 40 0 -28 -60 -37 -20: 8 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.1 0.0 91.1 89.5 97.9 99.6: 2.1 0.4
Old : 100.0: 6.8 10.1 0.0 91.1 89.5 97.9 99.6: 2.1 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 : 21: 2 5 0 5 10 7 15:
Old : 21: 2 5 0 5 10 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 : 95.3 74.2 97.9 90.2 95.3 74.2 97.3 90.2
Old : 95.3 74.2 97.9 90.2 95.3 74.2 97.3 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2013