WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 575,407: 104,059 117,889 167,943 259,974 234,423 531,976 520,255: 43,431 55,153
Old : 382,334: 75,778 110,820 92,038 185,222 145,922 353,039 348,780: 29,295 33,554
Other: 193,074: 53,884 32,673 50,301 74,752 88,501 178,937 171,475: 14,136 21,599
: : :
: : Changes in Commitments from: January 15, 2013 :
: 3,989: -2,053 1,813 6,607 -951 -4,129 3,603 4,291: 386 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.5 29.2 45.2 40.7 92.5 90.4: 7.5 9.6
Old : 100.0: 19.8 29.0 24.1 48.4 38.2 92.3 91.2: 7.7 8.8
Other: 100.0: 27.9 16.9 26.1 38.7 45.8 92.7 88.8: 7.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 139 136 160 111 130 329 356:
Old : 399: 128 132 124 98 119 287 316:
Other: 273: 67 79 77 72 107 183 226:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 16.3 24.3 24.1 13.1 13.3 21.4 18.5
Old : 17.5 22.3 27.1 30.9 17.2 21.0 25.7 29.3
Other: 21.7 15.2 35.1 24.7 19.8 12.1 30.0 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,653,458: 338,145 139,755 485,388 650,658 775,315 1,474,191 1,400,459: 179,267 252,999
Old : 1,300,589: 262,380 105,954 370,237 520,652 639,281 1,153,269 1,115,472: 147,320 185,116
Other: 352,870: 122,521 80,556 68,396 130,005 136,034 320,922 284,987: 31,947 67,883
: : :
: : Changes in Commitments from: January 15, 2013 :
: -4,852: 5,607 -3,488 -1,482 -4,880 688 -755 -4,282: -4,097 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 8.5 29.4 39.4 46.9 89.2 84.7: 10.8 15.3
Old : 100.0: 20.2 8.1 28.5 40.0 49.2 88.7 85.8: 11.3 14.2
Other: 100.0: 34.7 22.8 19.4 36.8 38.6 90.9 80.8: 9.1 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 771: 208 162 248 270 360 596 665:
Old : 756: 207 155 222 250 347 561 630:
Other: 533: 93 111 83 138 282 272 438:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 10.8 18.0 17.2 8.6 7.1 15.1 11.0
Old : 10.2 10.7 19.0 17.3 9.5 8.4 16.7 12.8
Other: 25.0 19.2 36.7 26.6 24.2 15.7 33.5 22.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,680: 841 1,724 1,217 7,311 7,107 9,368 10,048: 2,311 1,632
Old : 11,159: 868 1,720 1,152 6,892 6,764 8,911 9,636: 2,248 1,524
Other: 520: 4 34 35 419 344 457 412: 63 108
: : :
: : Changes in Commitments from: January 15, 2013 :
: -34: -309 -209 -276 385 456 -200 -29: 166 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 14.8 10.4 62.6 60.9 80.2 86.0: 19.8 14.0
Old : 100.0: 7.8 15.4 10.3 61.8 60.6 79.9 86.3: 20.1 13.7
Other: 100.0: 0.8 6.5 6.6 80.4 66.0 87.8 79.2: 12.2 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 13 9 17 11 32 29:
Old : 43: 12 12 9 17 10 32 28:
Other: 18: 2 3 3 8 9 12 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 : 32.0 47.1 49.0 62.9 31.4 43.9 44.5 54.1
Old : 32.0 48.1 48.8 64.0 31.7 45.6 45.3 55.6
Other: 64.9 52.1 83.9 72.6 52.3 38.6 57.2 48.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 787,074: 162,205 54,178 290,487 267,804 373,425 720,495 718,090: 66,578 68,984
Old : 663,078: 144,541 45,582 233,593 227,246 334,986 605,380 614,161: 57,698 48,916
Other: 123,996: 45,949 36,881 28,609 40,558 38,439 115,115 103,929: 8,881 20,067
: : :
: : Changes in Commitments from: January 15, 2013 :
: 25,470: 8,314 -9,980 16,090 -1,087 16,691 23,317 22,802: 2,153 2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.9 36.9 34.0 47.4 91.5 91.2: 8.5 8.8
Old : 100.0: 21.8 6.9 35.2 34.3 50.5 91.3 92.6: 8.7 7.4
Other: 100.0: 37.1 29.7 23.1 32.7 31.0 92.8 83.8: 7.2 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 188 140 237 122 142 429 414:
Old : 479: 197 123 213 118 132 410 382:
Other: 251: 66 83 62 57 80 159 192:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 12.3 22.9 20.2 11.0 9.1 16.8 14.6
Old : 16.2 13.1 24.1 21.3 13.5 10.6 19.9 16.9
Other: 27.4 21.2 41.3 32.6 26.0 17.9 35.8 26.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 361,600: 70,985 80,459 76,402 174,577 167,776 321,965 324,637: 39,635 36,963
Old : 325,489: 73,705 78,416 60,348 158,725 152,219 292,777 290,983: 32,712 34,506
Other: 36,111: 7,191 11,953 6,144 15,853 15,557 29,187 33,654: 6,923 2,457
: : :
: : Changes in Commitments from: January 15, 2013 :
: 1,566: 5,174 -9,110 -451 -8,019 9,591 -3,296 31: 4,862 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.3 21.1 48.3 46.4 89.0 89.8: 11.0 10.2
Old : 100.0: 22.6 24.1 18.5 48.8 46.8 90.0 89.4: 10.0 10.6
Other: 100.0: 19.9 33.1 17.0 43.9 43.1 80.8 93.2: 19.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 78 71 87 66 69 192 194:
Old : 246: 74 78 80 65 69 185 190:
Other: 88: 26 14 19 33 22 68 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 : 13.7 19.8 22.7 28.7 10.5 17.1 18.0 24.8
Old : 14.5 20.7 23.9 29.4 11.7 18.3 20.1 26.7
Other: 25.5 36.6 41.8 57.3 24.9 32.2 35.2 50.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 636,737: 45,160 51,400 44,709 395,591 362,344 485,461 458,453: 151,276 178,284
Old : 636,737: 45,160 51,400 44,709 395,591 362,344 485,461 458,453: 151,276 178,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 7,799: -1,661 -2,642 3,017 6,472 6,114 7,827 6,488: -29 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.1 7.0 62.1 56.9 76.2 72.0: 23.8 28.0
Old : 100.0: 7.1 8.1 7.0 62.1 56.9 76.2 72.0: 23.8 28.0
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 : 161: 30 31 41 78 86 131 135:
Old : 161: 30 31 41 78 86 131 135:
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 : 23.2 13.6 29.7 22.6 20.4 11.1 26.6 19.5
Old : 23.2 13.6 29.7 22.6 20.4 11.1 26.6 19.5
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 with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 358,027: 20,003 46,857 3,262 263,976 249,987 287,241 300,106: 70,786 57,921
Old : 358,027: 20,003 46,857 3,262 263,976 249,987 287,241 300,106: 70,786 57,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -320: 28 2,093 -39 -2,378 -2,272 -2,389 -218: 2,069 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 13.1 0.9 73.7 69.8 80.2 83.8: 19.8 16.2
Old : 100.0: 5.6 13.1 0.9 73.7 69.8 80.2 83.8: 19.8 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 7 6 4 30 39 40 46:
Old : 64: 7 6 4 30 39 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 37.1 51.0 49.4 34.2 37.1 44.6 48.9
Old : 36.1 37.1 51.0 49.4 34.2 37.1 44.6 48.9
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 with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,128: 1,240 589 632 6,599 7,538 8,471 8,759: 657 369
Old : 9,128: 1,240 589 632 6,599 7,538 8,471 8,759: 657 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 95: -66 -127 -33 126 184 27 24: 68 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.5 6.9 72.3 82.6 92.8 96.0: 7.2 4.0
Old : 100.0: 13.6 6.5 6.9 72.3 82.6 92.8 96.0: 7.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 5 7 20 23 31 32:
Old : 39: 6 5 7 20 23 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 36.3 61.0 56.8 23.2 21.3 32.5 30.1
Old : 43.0 36.3 61.0 56.8 23.2 21.3 32.5 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 305,333: 69,955 30,176 60,601 131,512 186,486 262,068 277,263: 43,265 28,069
Old : 265,508: 59,044 22,488 52,908 115,147 164,519 227,099 239,915: 38,409 25,593
Other: 39,825: 12,496 9,273 6,109 16,365 21,967 34,969 37,349: 4,856 2,476
: : :
: : Changes in Commitments from: January 15, 2013 :
: 15,430: 3,779 -4,932 7,898 2,448 11,606 14,124 14,571: 1,306 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.9 19.8 43.1 61.1 85.8 90.8: 14.2 9.2
Old : 100.0: 22.2 8.5 19.9 43.4 62.0 85.5 90.4: 14.5 9.6
Other: 100.0: 31.4 23.3 15.3 41.1 55.2 87.8 93.8: 12.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 62 50 55 78 80 176 156:
Old : 213: 65 45 55 76 79 172 153:
Other: 81: 15 23 18 36 21 62 52:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 34.2 20.1 43.7 8.2 29.2 14.5 34.1
Old : 12.2 34.1 20.7 42.7 9.0 30.6 16.2 35.9
Other: 33.7 36.3 53.3 56.0 29.2 30.4 45.2 42.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,705: 2,568 5,681 471 8,625 6,821 11,665 12,973: 3,040 1,732
Old : 14,531: 2,538 5,682 468 8,573 6,682 11,579 12,832: 2,951 1,699
Other: 174: 33 2 0 52 139 85 141: 89 33
: : :
: : Changes in Commitments from: January 15, 2013 :
: -330: -198 54 -75 -140 52 -413 31: 82 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 38.6 3.2 58.7 46.4 79.3 88.2: 20.7 11.8
Old : 100.0: 17.5 39.1 3.2 59.0 46.0 79.7 88.3: 20.3 11.7
Other: 100.0: 19.1 1.1 0.0 29.8 79.8 48.9 80.9: 51.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 24 17 9 29 17 55 41:
Old : 76: 23 18 9 29 17 55 41:
Other: 12: 5 2 0 1 4 6 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 : 33.8 44.2 46.8 59.3 33.6 43.3 46.5 58.2
Old : 34.2 44.7 47.3 59.8 34.0 43.8 47.2 58.9
Other: 46.7 79.8 48.9 80.9 46.7 79.8 48.9 80.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,050,884: 288,863 195,173 61,678 574,858 719,766 925,400 976,617: 125,484 74,267
Old : 1,050,884: 288,863 195,173 61,678 574,858 719,766 925,400 976,617: 125,484 74,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -26,014: -6,726 6,499 28 -16,540 -28,267 -23,238 -21,741: -2,776 -4,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 18.6 5.9 54.7 68.5 88.1 92.9: 11.9 7.1
Old : 100.0: 27.5 18.6 5.9 54.7 68.5 88.1 92.9: 11.9 7.1
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 : 219: 45 39 28 98 98 157 151:
Old : 219: 45 39 28 98 98 157 151:
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 : 19.0 28.6 29.8 40.5 17.0 27.5 27.4 38.4
Old : 19.0 28.6 29.8 40.5 17.0 27.5 27.4 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,325,892: 327,116 249,762 248,141 1,481,583 1,439,242 2,056,839 1,937,145: 269,053 388,747
Old : 2,325,892: 327,116 249,762 248,141 1,481,583 1,439,242 2,056,839 1,937,145: 269,053 388,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 127,400: 46,352 -3,313 19,405 70,364 116,729 136,120 132,821: -8,720 -5,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.7 10.7 63.7 61.9 88.4 83.3: 11.6 16.7
Old : 100.0: 14.1 10.7 10.7 63.7 61.9 88.4 83.3: 11.6 16.7
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 : 309: 50 73 81 142 167 245 268:
Old : 309: 50 73 81 142 167 245 268:
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 15.1 29.3 21.1 18.2 11.3 27.1 16.4
Old : 18.7 15.1 29.3 21.1 18.2 11.3 27.1 16.4
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 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,731,382: 205,521 149,748 155,069 1,141,757 1,167,331 1,502,347 1,472,148: 229,035 259,234
Old : 1,731,382: 205,521 149,748 155,069 1,141,757 1,167,331 1,502,347 1,472,148: 229,035 259,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 3,419: 43,229 -10,940 6,853 -53,242 6,352 -3,160 2,265: 6,579 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.6 9.0 65.9 67.4 86.8 85.0: 13.2 15.0
Old : 100.0: 11.9 8.6 9.0 65.9 67.4 86.8 85.0: 13.2 15.0
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: 31 41 37 99 120 152 176:
Old : 208: 31 41 37 99 120 152 176:
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 : 24.9 21.4 37.3 31.9 23.8 20.5 35.2 30.5
Old : 24.9 21.4 37.3 31.9 23.8 20.5 35.2 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 379,501: 23,857 27,456 58,686 277,250 256,405 359,793 342,547: 19,708 36,954
Old : 379,501: 23,857 27,456 58,686 277,250 256,405 359,793 342,547: 19,708 36,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 1,025: -3,588 -3,343 -9,841 17,290 7,549 3,861 -5,636: -2,836 6,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 7.2 15.5 73.1 67.6 94.8 90.3: 5.2 9.7
Old : 100.0: 6.3 7.2 15.5 73.1 67.6 94.8 90.3: 5.2 9.7
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 : 81: 11 21 24 42 42 67 73:
Old : 81: 11 21 24 42 42 67 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 31.1 49.4 45.0 31.6 25.2 40.1 34.1
Old : 37.6 31.1 49.4 45.0 31.6 25.2 40.1 34.1
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 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 56,248: 15,903 3,750 520 31,490 44,918 47,913 49,187: 8,335 7,061
Old : 56,248: 15,903 3,750 520 31,490 44,918 47,913 49,187: 8,335 7,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 3,715: 1,925 289 30 1,743 1,839 3,698 2,157: 17 1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.7 0.9 56.0 79.9 85.2 87.4: 14.8 12.6
Old : 100.0: 28.3 6.7 0.9 56.0 79.9 85.2 87.4: 14.8 12.6
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 : 103: 35 12 9 38 28 76 46:
Old : 103: 35 12 9 38 28 76 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 44.2 37.8 63.5 23.6 44.2 37.6 63.4
Old : 23.8 44.2 37.8 63.5 23.6 44.2 37.6 63.4
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 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 112,495: 31,806 7,499 1,040 62,980 89,835 95,826 98,374: 16,669 14,121
Old : 112,495: 31,806 7,499 1,040 62,980 89,835 95,826 98,374: 16,669 14,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 7,430: 3,851 577 59 3,486 3,678 7,396 4,315: 34 3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.7 0.9 56.0 79.9 85.2 87.4: 14.8 12.6
Old : 100.0: 28.3 6.7 0.9 56.0 79.9 85.2 87.4: 14.8 12.6
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 : 103: 35 12 9 38 28 76 46:
Old : 103: 35 12 9 38 28 76 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 44.2 37.8 63.5 23.6 44.2 37.6 63.4
Old : 23.8 44.2 37.8 63.5 23.6 44.2 37.6 63.4
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 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,826: 564 5,032 0 8,174 3,720 8,738 8,752: 88 74
Old : 8,826: 564 5,032 0 8,174 3,720 8,738 8,752: 88 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -123: -28 -74 0 -72 -51 -100 -125: -23 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 57.0 0.0 92.6 42.1 99.0 99.2: 1.0 0.8
Old : 100.0: 6.4 57.0 0.0 92.6 42.1 99.0 99.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 8 0 4 9 8 17:
Old : 24: 4 8 0 4 9 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.9 74.0 99.0 90.4 96.9 74.0 99.0 90.4
Old : 96.9 74.0 99.0 90.4 96.9 74.0 99.0 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 7,032: 229 1,054 0 6,610 5,937 6,839 6,991: 193 41
Old : 7,032: 229 1,054 0 6,610 5,937 6,839 6,991: 193 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -647: -67 -414 0 -635 -246 -702 -660: 55 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 15.0 0.0 94.0 84.4 97.3 99.4: 2.7 0.6
Old : 100.0: 3.3 15.0 0.0 94.0 84.4 97.3 99.4: 2.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 6 0 3 10 5 16:
Old : 20: 2 6 0 3 10 5 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.8 70.4 97.3 87.5 96.6 70.4 96.6 87.5
Old : 96.8 70.4 97.3 87.5 96.6 70.4 96.6 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2013