WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 460,888: 111,687 153,893 93,919 217,785 158,297 423,391 406,109: 37,497 54,779
Old : 244,382: 88,126 123,979 11,333 125,597 83,927 225,056 219,239: 19,326 25,143
Other: 216,506: 62,930 69,283 43,217 92,188 74,370 198,335 186,870: 18,171 29,636
: : :
: : Changes in Commitments from: February 26, 2013 :
: 8,597: 4,379 2,818 6,803 -2,591 -684 8,591 8,937: 6 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.4 20.4 47.3 34.3 91.9 88.1: 8.1 11.9
Old : 100.0: 36.1 50.7 4.6 51.4 34.3 92.1 89.7: 7.9 10.3
Other: 100.0: 29.1 32.0 20.0 42.6 34.4 91.6 86.3: 8.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 113 139 114 102 107 290 300:
Old : 357: 112 119 23 64 70 189 199:
Other: 290: 75 90 72 78 98 198 223:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 15.2 26.1 24.0 13.9 13.7 24.1 20.7
Old : 21.1 24.5 34.1 37.5 21.1 24.5 34.1 37.5
Other: 22.7 14.3 33.8 23.4 19.1 9.6 28.9 16.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 5, 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 : 1,204,304: 350,876 191,102 200,881 516,008 598,721 1,067,765 990,704: 136,539 213,600
Old : 865,402: 291,808 173,538 103,197 369,934 447,303 764,939 724,038: 100,463 141,364
Other: 338,902: 147,556 106,052 9,196 146,074 151,418 302,826 266,666: 36,076 72,236
: : :
: : Changes in Commitments from: February 26, 2013 :
: -38,241: 16,242 -4,899 4,666 -43,515 -24,271 -22,607 -24,504: -15,634 -13,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.9 16.7 42.8 49.7 88.7 82.3: 11.3 17.7
Old : 100.0: 33.7 20.1 11.9 42.7 51.7 88.4 83.7: 11.6 16.3
Other: 100.0: 43.5 31.3 2.7 43.1 44.7 89.4 78.7: 10.6 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 704: 193 144 194 211 301 506 555:
Old : 678: 194 131 154 178 283 440 510:
Other: 527: 98 119 39 131 243 254 378:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 12.9 21.2 19.6 11.4 11.4 20.1 17.3
Old : 13.7 13.1 23.8 20.5 13.5 13.1 23.0 20.0
Other: 27.1 23.6 39.6 29.3 26.9 23.1 39.4 28.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 5, 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 : 10,336: 3,544 1,374 195 4,608 7,814 8,347 9,383: 1,989 953
Old : 8,872: 3,526 1,425 0 3,450 6,709 6,976 8,134: 1,896 738
Other: 1,464: 178 109 35 1,158 1,105 1,371 1,249: 93 215
: : :
: : Changes in Commitments from: February 26, 2013 :
: -179: -50 211 35 -298 -251 -313 -5: 134 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 13.3 1.9 44.6 75.6 80.8 90.8: 19.2 9.2
Old : 100.0: 39.7 16.1 0.0 38.9 75.6 78.6 91.7: 21.4 8.3
Other: 100.0: 12.2 7.4 2.4 79.1 75.5 93.6 85.3: 6.4 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 6 2 13 12 30 18:
Old : 40: 15 6 0 9 11 24 17:
Other: 19: 2 3 2 9 10 12 14:
:----------------------------------------------------------------------------------------------------
: 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 : 36.9 57.8 56.0 76.9 36.9 53.1 55.8 72.2
Old : 36.0 59.2 57.5 79.5 36.0 54.6 55.7 74.2
Other: 78.9 66.1 91.7 81.2 75.6 65.9 88.4 78.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 5, 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 : 593,117: 194,052 70,894 88,781 252,773 371,322 535,606 530,997: 57,511 62,120
Old : 448,074: 172,687 57,963 45,464 184,255 308,143 402,406 411,570: 45,668 36,504
Other: 145,043: 57,032 48,598 7,650 68,518 63,179 133,200 119,427: 11,843 25,616
: : :
: : Changes in Commitments from: February 26, 2013 :
: -4,949: -266 4,831 -1,734 -4,042 -3,557 -6,042 -460: 1,093 -4,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 12.0 15.0 42.6 62.6 90.3 89.5: 9.7 10.5
Old : 100.0: 38.5 12.9 10.1 41.1 68.8 89.8 91.9: 10.2 8.1
Other: 100.0: 39.3 33.5 5.3 47.2 43.6 91.8 82.3: 8.2 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 161 116 162 108 132 356 346:
Old : 435: 167 107 107 91 116 310 290:
Other: 291: 66 107 46 64 88 166 208:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 18.7 22.7 28.1 13.0 16.4 20.4 23.3
Old : 19.0 24.2 27.9 35.2 18.9 23.3 27.7 33.3
Other: 24.6 22.2 37.1 34.7 24.6 18.8 36.8 30.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 5, 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 : 323,718: 65,574 111,691 40,979 185,328 133,583 291,881 286,253: 31,837 37,465
Old : 267,643: 62,583 108,872 21,046 160,808 104,774 244,437 234,692: 23,206 32,951
Other: 56,075: 14,242 14,070 8,682 24,520 28,809 47,444 51,561: 8,631 4,514
: : :
: : Changes in Commitments from: February 26, 2013 :
: 3,575: -4,024 8,568 983 7,810 -8,528 4,769 1,023: -1,194 2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 34.5 12.7 57.2 41.3 90.2 88.4: 9.8 11.6
Old : 100.0: 23.4 40.7 7.9 60.1 39.1 91.3 87.7: 8.7 12.3
Other: 100.0: 25.4 25.1 15.5 43.7 51.4 84.6 92.0: 15.4 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 62 92 79 68 56 183 186:
Old : 243: 60 93 64 62 53 162 177:
Other: 124: 38 22 23 46 28 98 66:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 19.0 30.3 27.8 12.4 16.6 21.6 24.2
Old : 21.7 18.8 34.0 28.5 16.6 18.5 28.4 27.6
Other: 22.2 38.7 39.2 54.2 20.1 32.4 33.7 46.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 5, 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 : 641,634: 60,422 63,374 5,293 444,891 418,144 510,606 486,811: 131,028 154,823
Old : 641,634: 60,422 63,374 5,293 444,891 418,144 510,606 486,811: 131,028 154,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -137,517: 20,107 5,391 -15,491 -110,251 -103,566 -105,635 -113,666: -31,882 -23,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.9 0.8 69.3 65.2 79.6 75.9: 20.4 24.1
Old : 100.0: 9.4 9.9 0.8 69.3 65.2 79.6 75.9: 20.4 24.1
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 : 153: 22 35 9 69 74 98 111:
Old : 153: 22 35 9 69 74 98 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 21.5 38.0 31.1 24.4 19.9 32.4 27.5
Old : 28.1 21.5 38.0 31.1 24.4 19.9 32.4 27.5
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, March 5, 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 : 406,899: 25,473 50,844 3,806 303,035 280,656 332,314 335,306: 74,585 71,593
Old : 406,899: 25,473 50,844 3,806 303,035 280,656 332,314 335,306: 74,585 71,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -10,275: 6,268 5,178 648 -9,392 -7,674 -2,476 -1,848: -7,799 -8,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.5 0.9 74.5 69.0 81.7 82.4: 18.3 17.6
Old : 100.0: 6.3 12.5 0.9 74.5 69.0 81.7 82.4: 18.3 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: 7 6 6 37 39 47 48:
Old : 65: 7 6 6 37 39 47 48:
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 : 34.0 38.7 47.1 51.8 31.1 34.4 41.9 45.9
Old : 34.0 38.7 47.1 51.8 31.1 34.4 41.9 45.9
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, March 5, 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 : 11,380: 1,178 475 442 9,118 10,200 10,738 11,117: 642 263
Old : 11,380: 1,178 475 442 9,118 10,200 10,738 11,117: 642 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 533: 97 -62 160 384 586 641 684: -108 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.2 3.9 80.1 89.6 94.4 97.7: 5.6 2.3
Old : 100.0: 10.4 4.2 3.9 80.1 89.6 94.4 97.7: 5.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 11 4 9 25 26 42 36:
Old : 49: 11 4 9 25 26 42 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 : 44.1 41.1 61.0 63.8 19.0 18.3 26.1 26.7
Old : 44.1 41.1 61.0 63.8 19.0 18.3 26.1 26.7
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, March 5, 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 : 282,271: 96,223 31,667 32,661 112,056 191,681 240,940 256,009: 41,331 26,262
Old : 226,757: 85,820 26,578 21,346 85,966 158,647 193,132 206,571: 33,625 20,186
Other: 55,514: 16,665 11,351 5,053 26,090 33,034 47,808 49,438: 7,706 6,076
: : :
: : Changes in Commitments from: February 26, 2013 :
: 5,460: 7,454 2,100 7,398 -9,590 -1,558 5,262 7,940: 198 -2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 11.2 11.6 39.7 67.9 85.4 90.7: 14.6 9.3
Old : 100.0: 37.8 11.7 9.4 37.9 70.0 85.2 91.1: 14.8 8.9
Other: 100.0: 30.0 20.4 9.1 47.0 59.5 86.1 89.1: 13.9 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 85 38 50 79 70 187 141:
Old : 222: 79 40 44 72 69 171 137:
Other: 117: 40 18 12 51 24 94 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 : 9.2 33.6 17.0 45.7 8.6 32.8 15.5 41.3
Old : 10.7 36.9 19.6 45.0 10.6 36.5 18.7 43.5
Other: 17.8 40.7 31.5 55.3 17.7 38.4 30.4 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 5, 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 : 13,172: 3,558 4,003 396 6,537 7,483 10,491 11,882: 2,681 1,290
Old : 12,702: 3,548 4,101 287 6,475 7,054 10,310 11,442: 2,392 1,260
Other: 470: 117 9 2 62 429 181 440: 289 30
: : :
: : Changes in Commitments from: February 26, 2013 :
: -1,189: 149 706 -701 -854 -1,439 -1,406 -1,434: 217 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 30.4 3.0 49.6 56.8 79.6 90.2: 20.4 9.8
Old : 100.0: 27.9 32.3 2.3 51.0 55.5 81.2 90.1: 18.8 9.9
Other: 100.0: 24.9 1.9 0.4 13.2 91.3 38.5 93.6: 61.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 22 15 7 22 11 46 31:
Old : 64: 22 15 6 21 10 45 29:
Other: 17: 7 2 1 4 4 11 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 48.2 44.4 66.6 29.3 47.6 44.4 65.5
Old : 30.4 47.9 46.0 66.9 30.4 47.3 46.0 66.2
Other: 30.2 91.3 36.8 93.6 30.2 91.3 36.8 93.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 5, 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 : 1,076,495: 353,674 190,295 31,104 547,575 780,068 932,353 1,001,467: 144,142 75,028
Old : 1,076,495: 353,674 190,295 31,104 547,575 780,068 932,353 1,001,467: 144,142 75,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -70,528: 13,661 -9,742 -19,043 -45,953 -6,426 -51,335 -35,211: -19,193 -35,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 17.7 2.9 50.9 72.5 86.6 93.0: 13.4 7.0
Old : 100.0: 32.9 17.7 2.9 50.9 72.5 86.6 93.0: 13.4 7.0
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 : 216: 51 35 20 84 97 143 145:
Old : 216: 51 35 20 84 97 143 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 27.1 34.8 38.7 21.7 26.0 32.6 35.6
Old : 22.5 27.1 34.8 38.7 21.7 26.0 32.6 35.6
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, March 5, 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 : 2,122,625: 354,150 277,332 86,777 1,376,201 1,413,355 1,817,128 1,777,464: 305,497 345,161
Old : 2,122,625: 354,150 277,332 86,777 1,376,201 1,413,355 1,817,128 1,777,464: 305,497 345,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -53,257: -13,018 26,072 -1,123 -3,453 -22,360 -17,594 2,589: -35,663 -55,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.1 4.1 64.8 66.6 85.6 83.7: 14.4 16.3
Old : 100.0: 16.7 13.1 4.1 64.8 66.6 85.6 83.7: 14.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 38 72 36 110 153 169 240:
Old : 292: 38 72 36 110 153 169 240:
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 : 25.1 17.0 36.6 24.9 21.8 13.9 32.6 21.0
Old : 25.1 17.0 36.6 24.9 21.8 13.9 32.6 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, March 5, 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 : 1,783,542: 344,045 198,871 37,970 1,152,230 1,309,378 1,534,245 1,546,219: 249,297 237,323
Old : 1,783,542: 344,045 198,871 37,970 1,152,230 1,309,378 1,534,245 1,546,219: 249,297 237,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -73,091: 87,075 -4,273 4,347 -84,251 10,456 7,171 10,530: -80,262 -83,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.2 2.1 64.6 73.4 86.0 86.7: 14.0 13.3
Old : 100.0: 19.3 11.2 2.1 64.6 73.4 86.0 86.7: 14.0 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 34 43 17 89 110 132 161:
Old : 218: 34 43 17 89 110 132 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 31.2 43.1 41.7 28.6 30.1 41.6 39.6
Old : 28.9 31.2 43.1 41.7 28.6 30.1 41.6 39.6
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, March 5, 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 : 326,795: 18,430 40,407 51,540 232,907 198,257 302,877 290,204: 23,918 36,591
Old : 326,795: 18,430 40,407 51,540 232,907 198,257 302,877 290,204: 23,918 36,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -17,944: -997 14,176 -53 -19,742 -32,462 -20,792 -18,339: 2,848 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.4 15.8 71.3 60.7 92.7 88.8: 7.3 11.2
Old : 100.0: 5.6 12.4 15.8 71.3 60.7 92.7 88.8: 7.3 11.2
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 : 69: 14 14 20 31 36 53 63:
Old : 69: 14 14 20 31 36 53 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 26.9 56.1 40.4 34.5 23.7 40.8 30.2
Old : 42.5 26.9 56.1 40.4 34.5 23.7 40.8 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, March 5, 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 : 69,220: 21,390 8,669 378 37,023 50,264 58,791 59,311: 10,429 9,909
Old : 69,220: 21,390 8,669 378 37,023 50,264 58,791 59,311: 10,429 9,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 7,084: 536 3,247 83 6,779 2,101 7,397 5,430: -313 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.5 0.5 53.5 72.6 84.9 85.7: 15.1 14.3
Old : 100.0: 30.9 12.5 0.5 53.5 72.6 84.9 85.7: 15.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 39 21 3 38 29 78 52:
Old : 116: 39 21 3 38 29 78 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 39.0 35.6 58.0 21.6 36.1 34.9 55.1
Old : 22.0 39.0 35.6 58.0 21.6 36.1 34.9 55.1
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, March 5, 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 : 138,439: 42,780 17,338 756 74,045 100,527 117,581 118,621: 20,858 19,818
Old : 138,439: 42,780 17,338 756 74,045 100,527 117,581 118,621: 20,858 19,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 14,168: 1,072 6,494 165 13,557 4,201 14,794 10,860: -626 3,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.5 0.5 53.5 72.6 84.9 85.7: 15.1 14.3
Old : 100.0: 30.9 12.5 0.5 53.5 72.6 84.9 85.7: 15.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 39 21 3 38 29 78 52:
Old : 116: 39 21 3 38 29 78 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 39.0 35.6 58.0 21.6 36.1 34.9 55.1
Old : 22.0 39.0 35.6 58.0 21.6 36.1 34.9 55.1
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, March 5, 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 : 12,893: 7,122 11,325 1,557 4,055 0 12,734 12,882: 159 11
Old : 12,893: 7,122 11,325 1,557 4,055 0 12,734 12,882: 159 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 56: 35 -301 351 -371 0 15 50: 41 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 87.8 12.1 31.5 0.0 98.8 99.9: 1.2 0.1
Old : 100.0: 55.2 87.8 12.1 31.5 0.0 98.8 99.9: 1.2 0.1
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 : 23: 11 9 4 3 0 16 11:
Old : 23: 11 9 4 3 0 16 11:
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 : 66.6 86.5 87.4 98.0 63.9 82.9 81.6 87.3
Old : 66.6 86.5 87.4 98.0 63.9 82.9 81.6 87.3
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, March 5, 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 : 12,672: 4,594 5,563 12 8,014 6,982 12,620 12,557: 52 115
Old : 12,672: 4,594 5,563 12 8,014 6,982 12,620 12,557: 52 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 364: 421 -425 1 -70 826 352 402: 12 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 43.9 0.1 63.2 55.1 99.6 99.1: 0.4 0.9
Old : 100.0: 36.3 43.9 0.1 63.2 55.1 99.6 99.1: 0.4 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 : 24: 4 6 2 3 12 9 18:
Old : 24: 4 6 2 3 12 9 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 : 98.3 67.0 99.6 86.7 98.3 66.9 99.5 86.6
Old : 98.3 67.0 99.6 86.7 98.3 66.9 99.5 86.6
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, March 5, 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 : 6,976: 504 886 0 6,358 6,014 6,862 6,900: 114 76
Old : 6,976: 504 886 0 6,358 6,014 6,862 6,900: 114 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 111: 34 -30 0 78 130 112 100: -1 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.7 0.0 91.1 86.2 98.4 98.9: 1.6 1.1
Old : 100.0: 7.2 12.7 0.0 91.1 86.2 98.4 98.9: 1.6 1.1
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 : 24: 4 5 0 5 11 9 16:
Old : 24: 4 5 0 5 11 9 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 : 93.4 70.4 97.9 89.1 93.4 70.4 97.8 89.1
Old : 93.4 70.4 97.9 89.1 93.4 70.4 97.8 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013