WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 579,623: 105,623 123,255 156,623 277,596 243,469 539,843 523,347: 39,780 56,276
Old : 399,712: 75,886 120,944 82,923 213,185 160,369 371,995 364,236: 27,717 35,476
Other: 179,911: 56,043 28,617 47,394 64,412 83,100 167,848 159,110: 12,063 20,801
: : :
: : Changes in Commitments from: December 31, 2012 :
: 31,253: 2,065 269 19,367 6,580 9,498 28,012 29,133: 3,241 2,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 21.3 27.0 47.9 42.0 93.1 90.3: 6.9 9.7
Old : 100.0: 19.0 30.3 20.7 53.3 40.1 93.1 91.1: 6.9 8.9
Other: 100.0: 31.2 15.9 26.3 35.8 46.2 93.3 88.4: 6.7 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 140 131 148 105 121 313 340:
Old : 393: 129 129 112 95 110 276 301:
Other: 262: 66 73 71 73 102 178 214:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 17.6 26.8 25.1 15.1 14.6 24.9 19.7
Old : 19.2 23.8 31.3 31.6 19.1 22.1 30.6 29.7
Other: 20.6 15.8 33.6 24.9 19.6 14.2 29.8 20.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 1,589,423: 305,057 141,947 459,236 653,381 746,414 1,417,674 1,347,597: 171,749 241,826
Old : 1,276,221: 243,697 130,884 345,174 543,697 621,445 1,132,568 1,097,503: 143,653 178,718
Other: 313,202: 113,008 62,710 62,414 109,684 124,969 285,105 250,094: 28,096 63,108
: : :
: : Changes in Commitments from: December 31, 2012 :
: 60,687: -192 18,875 31,623 17,298 6,376 48,729 56,875: 11,958 3,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 8.9 28.9 41.1 47.0 89.2 84.8: 10.8 15.2
Old : 100.0: 19.1 10.3 27.0 42.6 48.7 88.7 86.0: 11.3 14.0
Other: 100.0: 36.1 20.0 19.9 35.0 39.9 91.0 79.9: 9.0 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 175 167 226 270 355 556 646:
Old : 726: 175 157 200 256 342 530 607:
Other: 499: 79 97 72 127 279 238 417:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.0 11.0 18.4 18.2 8.4 6.8 15.1 10.9
Old : 10.7 11.8 19.7 18.9 9.5 8.8 17.4 13.5
Other: 26.4 19.8 40.8 28.5 25.4 16.2 37.1 23.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,920: 1,069 1,759 1,519 7,052 7,127 9,641 10,405: 2,279 1,514
Old : 11,505: 1,085 1,757 1,488 6,684 6,797 9,256 10,042: 2,248 1,463
Other: 415: 3 21 12 369 330 384 364: 31 52
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,165: 7 632 410 543 -212 960 831: 205 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.8 12.7 59.2 59.8 80.9 87.3: 19.1 12.7
Old : 100.0: 9.4 15.3 12.9 58.1 59.1 80.5 87.3: 19.5 12.7
Other: 100.0: 0.8 5.1 3.0 88.8 79.5 92.5 87.6: 7.5 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 10 9 18 12 34 29:
Old : 44: 14 9 9 18 11 34 28:
Other: 18: 2 3 2 9 7 12 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 : 30.7 48.0 48.4 64.4 30.5 43.0 45.3 53.7
Old : 30.4 48.6 48.0 65.0 30.2 44.3 45.6 54.8
Other: 73.1 68.1 88.2 85.0 58.1 55.6 66.6 61.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 760,316: 154,069 68,013 258,452 286,395 367,693 698,916 694,158: 61,400 66,158
Old : 655,121: 130,697 53,703 219,096 252,515 333,948 602,308 606,747: 52,813 48,374
Other: 105,195: 39,668 30,606 23,060 33,880 33,746 96,608 87,411: 8,587 17,784
: : :
: : Changes in Commitments from: December 31, 2012 :
: 3,384: -15,531 15,497 14,740 5,516 -29,923 4,725 314: -1,341 3,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.9 34.0 37.7 48.4 91.9 91.3: 8.1 8.7
Old : 100.0: 20.0 8.2 33.4 38.5 51.0 91.9 92.6: 8.1 7.4
Other: 100.0: 37.7 29.1 21.9 32.2 32.1 91.8 83.1: 8.2 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 479: 171 136 214 126 148 401 408:
Old : 468: 175 129 195 122 138 382 383:
Other: 233: 65 66 58 52 84 151 176:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 12.6 24.6 21.4 12.7 9.7 19.1 16.4
Old : 18.0 13.5 26.2 22.9 15.1 10.7 22.2 18.0
Other: 30.3 22.4 45.9 33.8 30.3 21.5 41.7 30.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 343,794: 66,089 93,422 67,669 179,161 147,180 312,919 308,271: 30,875 35,524
Old : 310,758: 66,050 93,548 55,460 164,579 129,008 286,090 278,016: 24,668 32,742
Other: 33,036: 6,631 6,466 5,616 14,582 18,173 26,829 30,254: 6,207 2,782
: : :
: : Changes in Commitments from: December 31, 2012 :
: -543: 2,608 -4,570 -6,241 3,300 8,805 -333 -2,006: -210 1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 27.2 19.7 52.1 42.8 91.0 89.7: 9.0 10.3
Old : 100.0: 21.3 30.1 17.8 53.0 41.5 92.1 89.5: 7.9 10.5
Other: 100.0: 20.1 19.6 17.0 44.1 55.0 81.2 91.6: 18.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 63 94 90 68 66 189 210:
Old : 259: 63 99 82 67 65 182 203:
Other: 87: 26 13 17 31 25 65 50:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 19.2 25.5 28.3 12.3 15.3 20.9 22.5
Old : 16.3 19.9 26.9 29.1 14.7 17.0 23.9 25.2
Other: 27.7 39.7 44.8 55.3 24.2 32.9 34.8 45.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 631,492: 44,619 56,298 42,190 386,486 359,530 473,295 458,019: 158,197 173,474
Old : 631,492: 44,619 56,298 42,190 386,486 359,530 473,295 458,019: 158,197 173,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 15,331: -6,925 5,028 6,490 -2,115 -13,212 -2,550 -1,694: 17,881 17,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.9 6.7 61.2 56.9 74.9 72.5: 25.1 27.5
Old : 100.0: 7.1 8.9 6.7 61.2 56.9 74.9 72.5: 25.1 27.5
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 : 151: 32 26 40 69 76 119 124:
Old : 151: 32 26 40 69 76 119 124:
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 16.1 30.0 25.8 19.8 13.6 26.1 22.3
Old : 23.1 16.1 30.0 25.8 19.8 13.6 26.1 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 351,925: 19,741 44,424 3,179 260,156 247,858 283,076 295,461: 68,849 56,464
Old : 351,925: 19,741 44,424 3,179 260,156 247,858 283,076 295,461: 68,849 56,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,727: -1,939 -126 234 1,464 -302 -241 -194: 2,967 2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.6 0.9 73.9 70.4 80.4 84.0: 19.6 16.0
Old : 100.0: 5.6 12.6 0.9 73.9 70.4 80.4 84.0: 19.6 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 : 62: 7 5 4 29 37 39 43:
Old : 62: 7 5 4 29 37 39 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 : 35.6 39.0 50.8 50.6 33.9 38.9 44.4 49.6
Old : 35.6 39.0 50.8 50.6 33.9 38.9 44.4 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 9,322: 1,256 762 958 6,679 7,347 8,893 9,067: 429 255
Old : 9,322: 1,256 762 958 6,679 7,347 8,893 9,067: 429 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 740: 159 158 234 514 404 907 796: -167 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 8.2 10.3 71.6 78.8 95.4 97.3: 4.6 2.7
Old : 100.0: 13.5 8.2 10.3 71.6 78.8 95.4 97.3: 4.6 2.7
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 : 42: 7 6 7 21 22 33 32:
Old : 42: 7 6 7 21 22 33 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 : 38.0 42.0 57.9 62.2 18.0 24.2 29.1 33.4
Old : 38.0 42.0 57.9 62.2 18.0 24.2 29.1 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 275,774: 67,842 27,105 53,143 114,168 168,353 235,153 248,601: 40,622 27,173
Old : 242,409: 61,133 24,935 45,530 99,201 147,200 205,863 217,665: 36,546 24,744
Other: 33,366: 7,876 3,336 6,447 14,967 21,153 29,290 30,936: 4,076 2,430
: : :
: : Changes in Commitments from: December 31, 2012 :
: 22,456: 6,502 6,148 773 16,534 11,870 23,809 18,791: -1,352 3,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.8 19.3 41.4 61.0 85.3 90.1: 14.7 9.9
Old : 100.0: 25.2 10.3 18.8 40.9 60.7 84.9 89.8: 15.1 10.2
Other: 100.0: 23.6 10.0 19.3 44.9 63.4 87.8 92.7: 12.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 75 41 58 80 76 185 153:
Old : 215: 71 44 57 80 74 181 151:
Other: 76: 18 15 18 36 20 62 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 : 13.8 36.4 21.3 47.2 7.9 28.4 13.5 33.7
Old : 14.1 35.9 21.7 44.9 8.3 29.3 13.8 34.8
Other: 32.2 44.2 54.0 66.5 26.0 39.4 42.5 49.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 15,049: 2,815 5,418 559 8,860 7,263 12,235 13,240: 2,814 1,809
Old : 14,950: 2,809 5,416 550 8,835 7,176 12,195 13,142: 2,755 1,808
Other: 99: 15 11 0 25 87 40 98: 59 1
: : :
: : Changes in Commitments from: December 31, 2012 :
: 266: -86 529 -59 426 -186 281 284: -15 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 36.0 3.7 58.9 48.3 81.3 88.0: 18.7 12.0
Old : 100.0: 18.8 36.2 3.7 59.1 48.0 81.6 87.9: 18.4 12.1
Other: 100.0: 15.2 11.1 0.0 25.3 87.9 40.4 99.0: 59.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 17 10 29 17 56 40:
Old : 74: 24 16 10 29 17 56 40:
Other: 8: 1 2 0 1 4 2 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 : 37.0 45.3 50.8 61.3 36.9 43.7 50.8 59.7
Old : 37.2 45.2 51.2 61.3 37.1 43.5 51.1 59.6
Other: 40.4 93.9 40.4 99.0 40.4 93.9 40.4 99.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 1,028,893: 263,919 155,783 68,544 577,439 721,281 909,903 945,608: 118,990 83,284
Old : 1,028,893: 263,919 155,783 68,544 577,439 721,281 909,903 945,608: 118,990 83,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -71,733: -60,726 -25,366 3,883 -5,684 -57,473 -62,527 -78,957: -9,206 7,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.1 6.7 56.1 70.1 88.4 91.9: 11.6 8.1
Old : 100.0: 25.7 15.1 6.7 56.1 70.1 88.4 91.9: 11.6 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 : 216: 45 37 27 98 94 155 146:
Old : 216: 45 37 27 98 94 155 146:
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 : 17.6 33.0 27.8 42.9 16.5 31.4 26.2 41.3
Old : 17.6 33.0 27.8 42.9 16.5 31.4 26.2 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 2,117,709: 285,292 234,290 228,882 1,325,568 1,258,499 1,839,742 1,721,670: 277,967 396,038
Old : 2,117,709: 285,292 234,290 228,882 1,325,568 1,258,499 1,839,742 1,721,670: 277,967 396,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 176,189: -37,380 3,673 45,285 181,570 68,013 189,475 116,971: -13,286 59,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.1 10.8 62.6 59.4 86.9 81.3: 13.1 18.7
Old : 100.0: 13.5 11.1 10.8 62.6 59.4 86.9 81.3: 13.1 18.7
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 : 277: 56 57 72 131 144 226 234:
Old : 277: 56 57 72 131 144 226 234:
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 : 18.7 17.5 28.7 23.7 18.1 12.8 25.6 18.5
Old : 18.7 17.5 28.7 23.7 18.1 12.8 25.6 18.5
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 1,648,020: 186,066 182,011 113,155 1,141,273 1,097,682 1,440,494 1,392,848: 207,525 255,171
Old : 1,648,020: 186,066 182,011 113,155 1,141,273 1,097,682 1,440,494 1,392,848: 207,525 255,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 22,817: -7,147 414 35,946 1,153 -17,542 29,953 18,818: -7,135 3,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.0 6.9 69.3 66.6 87.4 84.5: 12.6 15.5
Old : 100.0: 11.3 11.0 6.9 69.3 66.6 87.4 84.5: 12.6 15.5
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 : 204: 38 34 36 96 111 148 167:
Old : 204: 38 34 36 96 111 148 167:
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 : 24.6 21.4 36.5 31.9 24.3 20.8 35.4 30.1
Old : 24.6 21.4 36.5 31.9 24.3 20.8 35.4 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 362,543: 30,578 35,329 67,432 246,805 229,945 344,815 332,706: 17,728 29,837
Old : 362,543: 30,578 35,329 67,432 246,805 229,945 344,815 332,706: 17,728 29,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -94,738: -34,690 -7,529 -2,365 -58,481 -82,451 -95,536 -92,345: 798 -2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.7 18.6 68.1 63.4 95.1 91.8: 4.9 8.2
Old : 100.0: 8.4 9.7 18.6 68.1 63.4 95.1 91.8: 4.9 8.2
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 : 78: 10 22 24 39 40 64 72:
Old : 78: 10 22 24 39 40 64 72:
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 : 35.1 31.2 47.1 44.6 29.9 26.1 39.0 33.7
Old : 35.1 31.2 47.1 44.6 29.9 26.1 39.0 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 47,897: 12,756 3,383 404 26,625 39,889 39,785 43,676: 8,112 4,221
Old : 47,897: 12,756 3,383 404 26,625 39,889 39,785 43,676: 8,112 4,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -139: -1,184 -1,150 -202 640 371 -746 -981: 607 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 7.1 0.8 55.6 83.3 83.1 91.2: 16.9 8.8
Old : 100.0: 26.6 7.1 0.8 55.6 83.3 83.1 91.2: 16.9 8.8
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 : 90: 32 10 5 32 26 66 39:
Old : 90: 32 10 5 32 26 66 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 50.6 38.3 70.0 23.1 50.6 38.0 70.0
Old : 23.5 50.6 38.3 70.0 23.1 50.6 38.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 95,795: 25,513 6,765 808 53,250 79,779 79,571 87,352: 16,224 8,442
Old : 95,795: 25,513 6,765 808 53,250 79,779 79,571 87,352: 16,224 8,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -278: -2,368 -2,300 -404 1,280 742 -1,492 -1,962: 1,214 1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 7.1 0.8 55.6 83.3 83.1 91.2: 16.9 8.8
Old : 100.0: 26.6 7.1 0.8 55.6 83.3 83.1 91.2: 16.9 8.8
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 : 90: 32 10 5 32 26 66 39:
Old : 90: 32 10 5 32 26 66 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 50.6 38.3 70.0 23.1 50.6 38.0 70.0
Old : 23.5 50.6 38.3 70.0 23.1 50.6 38.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 8,638: 630 4,703 0 7,892 3,878 8,522 8,581: 116 57
Old : 8,638: 630 4,703 0 7,892 3,878 8,522 8,581: 116 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -352: -339 -233 0 -8 -103 -347 -336: -5 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 54.4 0.0 91.4 44.9 98.7 99.3: 1.3 0.7
Old : 100.0: 7.3 54.4 0.0 91.4 44.9 98.7 99.3: 1.3 0.7
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 : 24: 4 7 0 3 11 7 18:
Old : 24: 4 7 0 3 11 7 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 : 97.1 75.6 98.7 91.0 97.1 75.6 98.6 91.0
Old : 97.1 75.6 98.7 91.0 97.1 75.6 98.6 91.0
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 7,812: 373 1,307 0 7,303 6,445 7,676 7,752: 136 60
Old : 7,812: 373 1,307 0 7,303 6,445 7,676 7,752: 136 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 8: 17 -32 0 5 7 22 -25: -14 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 16.7 0.0 93.5 82.5 98.3 99.2: 1.7 0.8
Old : 100.0: 4.8 16.7 0.0 93.5 82.5 98.3 99.2: 1.7 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 : 21: 3 4 0 3 12 6 16:
Old : 21: 3 4 0 3 12 6 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 : 97.3 66.3 98.3 87.0 97.3 66.3 97.7 87.0
Old : 97.3 66.3 98.3 87.0 97.3 66.3 97.7 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013