WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 19, 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 : 483,373: 117,079 147,464 102,030 225,623 177,477 444,732 426,971: 38,641 56,402
Old : 289,094: 96,623 124,211 30,023 139,607 104,102 266,253 258,336: 22,841 30,758
Other: 194,279: 57,521 60,318 34,942 86,016 73,375 178,479 168,635: 15,800 25,644
: : :
: : Changes in Commitments from: February 12, 2013 :
: -6,763: -1,686 7,877 -3,854 152 -10,269 -5,388 -6,246: -1,375 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 30.5 21.1 46.7 36.7 92.0 88.3: 8.0 11.7
Old : 100.0: 33.4 43.0 10.4 48.3 36.0 92.1 89.4: 7.9 10.6
Other: 100.0: 29.6 31.0 18.0 44.3 37.8 91.9 86.8: 8.1 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 121 142 135 97 109 295 322:
Old : 370: 127 118 70 71 84 225 249:
Other: 279: 59 99 71 70 99 183 223:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 13.8 25.7 21.8 13.3 12.4 23.4 19.2
Old : 19.3 19.9 30.7 32.1 19.3 19.9 30.5 32.1
Other: 23.5 13.7 35.4 23.9 20.7 11.4 30.8 19.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 19, 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 : 1,313,307: 363,706 184,192 207,968 593,728 687,784 1,165,402 1,079,944: 147,905 233,363
Old : 991,437: 308,089 167,488 116,424 450,585 539,739 875,098 823,651: 116,339 167,786
Other: 321,870: 137,558 98,645 9,603 143,143 148,045 290,304 256,293: 31,566 65,577
: : :
: : Changes in Commitments from: February 12, 2013 :
: 22,039: -7,400 30,322 11,550 16,133 -21,864 20,283 20,008: 1,756 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.0 15.8 45.2 52.4 88.7 82.2: 11.3 17.8
Old : 100.0: 31.1 16.9 11.7 45.4 54.4 88.3 83.1: 11.7 16.9
Other: 100.0: 42.7 30.6 3.0 44.5 46.0 90.2 79.6: 9.8 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 199 140 202 228 312 533 576:
Old : 699: 206 120 166 206 296 483 532:
Other: 526: 91 119 37 121 250 238 384:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 12.5 20.4 18.7 10.3 8.7 18.5 13.5
Old : 13.6 12.1 22.8 19.4 13.5 10.6 22.2 17.3
Other: 27.9 25.0 41.1 30.2 27.7 24.6 40.9 29.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 19, 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 : 11,268: 2,986 1,585 328 5,275 8,121 8,589 10,034: 2,679 1,234
Old : 10,281: 2,986 1,570 281 4,387 7,324 7,654 9,175: 2,627 1,106
Other: 987: 24 39 23 888 797 935 859: 52 128
: : :
: : Changes in Commitments from: February 12, 2013 :
: 506: 565 190 109 -268 259 406 558: 100 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.1 2.9 46.8 72.1 76.2 89.0: 23.8 11.0
Old : 100.0: 29.0 15.3 2.7 42.7 71.2 74.4 89.2: 25.6 10.8
Other: 100.0: 2.4 4.0 2.3 90.0 80.7 94.7 87.0: 5.3 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 17 10 6 15 11 35 24:
Old : 46: 17 10 5 12 11 31 24:
Other: 20: 2 4 1 9 8 11 13:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 58.2 48.8 75.8 27.1 50.5 45.7 66.4
Old : 27.3 61.3 48.9 76.0 25.5 53.8 44.6 65.9
Other: 77.1 68.1 92.8 82.1 77.1 67.8 88.6 78.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 19, 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 : 639,511: 196,861 85,153 104,312 279,164 386,539 580,337 576,004: 59,174 63,507
Old : 519,045: 174,896 69,075 69,562 226,343 338,128 470,801 476,765: 48,244 42,280
Other: 120,466: 50,599 44,712 6,116 52,821 48,411 109,536 99,239: 10,930 21,227
: : :
: : Changes in Commitments from: February 12, 2013 :
: 20,707: -3,296 10,081 -2,062 27,415 13,037 22,057 21,056: -1,350 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 13.3 16.3 43.7 60.4 90.7 90.1: 9.3 9.9
Old : 100.0: 33.7 13.3 13.4 43.6 65.1 90.7 91.9: 9.3 8.1
Other: 100.0: 42.0 37.1 5.1 43.8 40.2 90.9 82.4: 9.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 173 122 184 126 138 395 380:
Old : 471: 177 117 156 109 126 357 348:
Other: 294: 65 101 38 64 88 160 205:
:----------------------------------------------------------------------------------------------------
: 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 16.1 23.0 27.0 14.4 13.7 21.4 22.1
Old : 18.4 19.3 26.3 31.0 18.4 18.3 26.1 27.9
Other: 27.0 21.2 41.2 34.0 27.0 21.1 41.2 33.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 19, 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 : 326,995: 73,632 87,433 48,316 165,595 158,147 287,543 293,896: 39,452 33,099
Old : 282,856: 72,091 86,182 30,482 149,435 136,887 252,008 253,551: 30,848 29,305
Other: 44,139: 12,393 12,103 6,982 16,160 21,260 35,535 40,345: 8,604 3,794
: : :
: : Changes in Commitments from: February 12, 2013 :
: -9,451: -371 353 -2,942 -6,986 -1,663 -10,299 -4,252: 848 -5,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.7 14.8 50.6 48.4 87.9 89.9: 12.1 10.1
Old : 100.0: 25.5 30.5 10.8 52.8 48.4 89.1 89.6: 10.9 10.4
Other: 100.0: 28.1 27.4 15.8 36.6 48.2 80.5 91.4: 19.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 68 85 88 70 64 202 192:
Old : 253: 66 90 76 66 63 185 188:
Other: 115: 39 15 19 42 23 91 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 20.7 24.8 30.7 11.1 18.1 18.9 25.5
Old : 15.4 21.4 27.0 30.9 12.9 19.8 22.5 27.7
Other: 21.6 35.7 37.5 54.8 19.7 30.4 31.1 47.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 19, 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 : 615,847: 46,915 64,610 6,444 428,518 365,431 481,877 436,485: 133,970 179,362
Old : 615,847: 46,915 64,610 6,444 428,518 365,431 481,877 436,485: 133,970 179,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 6,724: 6,150 166 1,100 -1,930 5,615 5,320 6,881: 1,404 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.5 1.0 69.6 59.3 78.2 70.9: 21.8 29.1
Old : 100.0: 7.6 10.5 1.0 69.6 59.3 78.2 70.9: 21.8 29.1
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 : 159: 23 33 24 68 81 106 123:
Old : 159: 23 33 24 68 81 106 123:
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 : 25.9 19.5 33.8 27.4 23.9 17.7 31.6 25.2
Old : 25.9 19.5 33.8 27.4 23.9 17.7 31.6 25.2
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 19, 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 : 373,189: 17,253 43,242 3,101 278,009 259,710 298,363 306,053: 74,826 67,136
Old : 373,189: 17,253 43,242 3,101 278,009 259,710 298,363 306,053: 74,826 67,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 6,934: 128 414 -798 2,538 4,646 1,868 4,262: 5,066 2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.6 0.8 74.5 69.6 79.9 82.0: 20.1 18.0
Old : 100.0: 4.6 11.6 0.8 74.5 69.6 79.9 82.0: 20.1 18.0
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 : 63: 5 6 3 32 38 39 45:
Old : 63: 5 6 3 32 38 39 45:
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 : 36.8 36.9 51.6 49.9 33.3 36.3 45.5 48.6
Old : 36.8 36.9 51.6 49.9 33.3 36.3 45.5 48.6
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 - Futures Only, February 19, 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 : 9,940: 939 524 414 7,874 8,762 9,227 9,700: 713 240
Old : 9,940: 939 524 414 7,874 8,762 9,227 9,700: 713 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 498: 48 171 -215 743 645 576 601: -78 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.3 4.2 79.2 88.1 92.8 97.6: 7.2 2.4
Old : 100.0: 9.4 5.3 4.2 79.2 88.1 92.8 97.6: 7.2 2.4
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 : 45: 8 6 8 23 26 37 35:
Old : 45: 8 6 8 23 26 37 35:
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 : 43.5 39.9 60.7 59.2 20.7 18.6 29.0 28.3
Old : 43.5 39.9 60.7 59.2 20.7 18.6 29.0 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 19, 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 : 288,404: 89,718 33,691 27,277 128,113 198,202 245,108 259,170: 43,296 29,234
Old : 238,237: 75,847 28,221 18,674 107,777 167,422 202,298 214,317: 35,939 23,920
Other: 50,167: 17,518 9,117 4,956 20,336 30,780 42,810 44,853: 7,357 5,314
: : :
: : Changes in Commitments from: February 12, 2013 :
: 37: 747 3,160 -4,765 4,401 2,897 383 1,292: -346 -1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 11.7 9.5 44.4 68.7 85.0 89.9: 15.0 10.1
Old : 100.0: 31.8 11.8 7.8 45.2 70.3 84.9 90.0: 15.1 10.0
Other: 100.0: 34.9 18.2 9.9 40.5 61.4 85.3 89.4: 14.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 77 46 56 78 73 184 154:
Old : 221: 77 42 54 75 71 177 149:
Other: 106: 34 18 11 42 27 81 51:
:----------------------------------------------------------------------------------------------------
: 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 34.5 19.5 46.4 8.3 32.5 14.8 40.1
Old : 13.2 36.2 21.9 46.5 10.3 35.4 17.6 43.3
Other: 23.2 36.3 38.8 52.5 22.4 34.0 35.6 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 19, 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 : 14,627: 3,240 3,441 952 7,539 9,306 11,731 13,699: 2,896 928
Old : 14,214: 3,235 3,573 814 7,432 8,912 11,481 13,299: 2,733 915
Other: 413: 139 2 4 107 394 250 400: 163 13
: : :
: : Changes in Commitments from: February 12, 2013 :
: 163: -131 -104 161 46 313 76 370: 87 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 23.5 6.5 51.5 63.6 80.2 93.7: 19.8 6.3
Old : 100.0: 22.8 25.1 5.7 52.3 62.7 80.8 93.6: 19.2 6.4
Other: 100.0: 33.7 0.5 1.0 25.9 95.4 60.5 96.9: 39.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 20 18 11 29 17 58 38:
Old : 72: 20 18 10 27 16 55 37:
Other: 18: 6 1 1 6 4 13 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 : 27.7 48.4 41.5 64.3 27.0 47.7 40.2 62.6
Old : 28.5 48.0 42.6 64.4 27.8 47.5 41.3 62.8
Other: 41.2 95.4 55.9 96.9 41.2 95.4 55.9 95.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 19, 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 : 1,017,032: 264,749 205,829 49,578 577,889 678,979 892,216 934,386: 124,816 82,646
Old : 1,017,032: 264,749 205,829 49,578 577,889 678,979 892,216 934,386: 124,816 82,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -16,470: -32,516 5,126 -1,069 17,017 -25,116 -16,568 -21,059: 98 4,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.2 4.9 56.8 66.8 87.7 91.9: 12.3 8.1
Old : 100.0: 26.0 20.2 4.9 56.8 66.8 87.7 91.9: 12.3 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 : 221: 43 42 20 91 104 146 155:
Old : 221: 43 42 20 91 104 146 155:
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 : 20.3 26.1 34.5 38.0 20.0 24.3 31.7 33.9
Old : 20.3 26.1 34.5 38.0 20.0 24.3 31.7 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 19, 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 : 2,087,761: 330,346 277,058 71,361 1,434,365 1,362,631 1,836,072 1,711,050: 251,689 376,711
Old : 2,087,761: 330,346 277,058 71,361 1,434,365 1,362,631 1,836,072 1,711,050: 251,689 376,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 56,947: 18,140 16,401 4,400 26,499 46,211 49,039 67,012: 7,908 -10,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.3 3.4 68.7 65.3 87.9 82.0: 12.1 18.0
Old : 100.0: 15.8 13.3 3.4 68.7 65.3 87.9 82.0: 12.1 18.0
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 : 303: 59 56 45 107 150 191 227:
Old : 303: 59 56 45 107 150 191 227:
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 16.8 37.3 25.4 21.1 13.0 31.2 19.3
Old : 24.3 16.8 37.3 25.4 21.1 13.0 31.2 19.3
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 19, 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 : 1,634,321: 237,352 173,919 46,788 1,154,544 1,136,244 1,438,684 1,356,951: 195,637 277,370
Old : 1,634,321: 237,352 173,919 46,788 1,154,544 1,136,244 1,438,684 1,356,951: 195,637 277,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 39,880: 1,397 -2,437 7,610 44,655 22,768 53,662 27,941: -13,782 11,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 10.6 2.9 70.6 69.5 88.0 83.0: 12.0 17.0
Old : 100.0: 14.5 10.6 2.9 70.6 69.5 88.0 83.0: 12.0 17.0
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 : 208: 25 45 20 96 105 135 156:
Old : 208: 25 45 20 96 105 135 156:
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 24.0 43.0 36.2 29.1 23.4 41.1 35.1
Old : 29.9 24.0 43.0 36.2 29.1 23.4 41.1 35.1
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 - Futures Only, February 19, 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 : 335,283: 21,512 24,201 52,235 245,330 229,042 319,077 305,478: 16,206 29,805
Old : 335,283: 21,512 24,201 52,235 245,330 229,042 319,077 305,478: 16,206 29,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 7,661: 676 -1,075 1,368 6,700 5,322 8,744 5,615: -1,083 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.2 15.6 73.2 68.3 95.2 91.1: 4.8 8.9
Old : 100.0: 6.4 7.2 15.6 73.2 68.3 95.2 91.1: 4.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 18 13 24 34 39 60 69:
Old : 76: 18 13 24 34 39 60 69:
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 : 40.8 28.8 54.5 41.2 31.9 21.4 40.2 28.8
Old : 40.8 28.8 54.5 41.2 31.9 21.4 40.2 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, February 19, 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 : 61,804: 19,004 5,290 90 32,209 48,737 51,303 54,117: 10,501 7,687
Old : 61,804: 19,004 5,290 90 32,209 48,737 51,303 54,117: 10,501 7,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 115: -1,014 -1,249 11 510 483 -494 -756: 609 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.6 0.1 52.1 78.9 83.0 87.6: 17.0 12.4
Old : 100.0: 30.7 8.6 0.1 52.1 78.9 83.0 87.6: 17.0 12.4
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 : 110: 35 16 2 37 31 74 47:
Old : 110: 35 16 2 37 31 74 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 : 24.3 42.1 39.4 62.2 24.3 41.1 39.1 61.2
Old : 24.3 42.1 39.4 62.2 24.3 41.1 39.1 61.2
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 19, 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 : 123,607: 38,007 10,579 180 64,418 97,474 102,605 108,233: 21,002 15,374
Old : 123,607: 38,007 10,579 180 64,418 97,474 102,605 108,233: 21,002 15,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 230: -2,027 -2,498 21 1,019 965 -987 -1,512: 1,217 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.6 0.1 52.1 78.9 83.0 87.6: 17.0 12.4
Old : 100.0: 30.7 8.6 0.1 52.1 78.9 83.0 87.6: 17.0 12.4
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 : 110: 35 16 2 37 31 74 47:
Old : 110: 35 16 2 37 31 74 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 : 24.3 42.1 39.4 62.2 24.3 41.1 39.1 61.2
Old : 24.3 42.1 39.4 62.2 24.3 41.1 39.1 61.2
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 19, 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 : 10,378: 5,781 9,137 1,236 3,243 0 10,260 10,373: 118 5
Old : 10,378: 5,781 9,137 1,236 3,243 0 10,260 10,373: 118 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 52: -1,351 18 29 1,426 0 104 47: -52 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 88.0 11.9 31.2 0.0 98.9 100.0: 1.1 0.0
Old : 100.0: 55.7 88.0 11.9 31.2 0.0 98.9 100.0: 1.1 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 9 3 3 0 16 10:
Old : 23: 11 9 3 3 0 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 86.1 83.6 98.7 58.7 81.8 79.6 87.5
Old : 58.7 86.1 83.6 98.7 58.7 81.8 79.6 87.5
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 19, 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 : 11,882: 3,811 6,039 15 8,019 5,721 11,845 11,775: 37 107
Old : 11,882: 3,811 6,039 15 8,019 5,721 11,845 11,775: 37 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 661: 680 40 0 -10 606 670 646: -9 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 50.8 0.1 67.5 48.1 99.7 99.1: 0.3 0.9
Old : 100.0: 32.1 50.8 0.1 67.5 48.1 99.7 99.1: 0.3 0.9
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 : 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 : 98.3 68.0 99.7 84.0 98.3 67.9 99.5 83.8
Old : 98.3 68.0 99.7 84.0 98.3 67.9 99.5 83.8
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 19, 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 : 6,526: 267 511 0 6,149 5,960 6,416 6,471: 110 55
Old : 6,526: 267 511 0 6,149 5,960 6,416 6,471: 110 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -37: -182 -155 0 171 89 -11 -66: -26 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.8 0.0 94.2 91.3 98.3 99.2: 1.7 0.8
Old : 100.0: 4.1 7.8 0.0 94.2 91.3 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 5 10 8 14:
Old : 21: 3 4 0 5 10 8 14:
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 : 94.5 75.8 98.3 92.1 94.5 75.8 97.7 92.1
Old : 94.5 75.8 98.3 92.1 94.5 75.8 97.7 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2013