WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 584,442: 116,558 136,850 165,243 259,477 226,186 541,279 528,280: 43,164 56,163
Old : 372,918: 81,915 123,430 87,605 175,877 129,786 345,398 340,821: 27,521 32,098
Other: 211,524: 56,057 34,834 56,224 83,600 96,401 195,881 187,459: 15,643 24,065
: : :
: : Changes in Commitments from: January 29, 2013 :
: 21,501: 8,246 18,799 5,350 8,172 -2,923 21,768 21,225: -267 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 23.4 28.3 44.4 38.7 92.6 90.4: 7.4 9.6
Old : 100.0: 22.0 33.1 23.5 47.2 34.8 92.6 91.4: 7.4 8.6
Other: 100.0: 26.5 16.5 26.6 39.5 45.6 92.6 88.6: 7.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 129 152 169 110 124 338 352:
Old : 393: 116 145 128 97 114 290 312:
Other: 279: 81 76 80 77 106 196 228:
:----------------------------------------------------------------------------------------------------
: 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 13.6 24.2 21.6 12.9 11.3 21.0 17.0
Old : 17.6 18.4 27.3 28.3 17.5 17.3 26.0 27.1
Other: 20.4 15.0 33.2 24.3 17.6 11.9 27.5 18.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 1,720,772: 378,165 153,065 486,526 673,963 812,290 1,538,653 1,451,881: 182,119 268,891
Old : 1,315,949: 292,644 106,935 354,441 524,029 662,318 1,171,114 1,123,694: 144,834 192,255
Other: 404,823: 140,781 101,390 76,824 149,934 149,972 367,539 328,187: 37,284 76,636
: : :
: : Changes in Commitments from: January 29, 2013 :
: 82,667: 28,240 8,534 31,294 23,557 37,781 83,091 77,609: -424 5,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.9 28.3 39.2 47.2 89.4 84.4: 10.6 15.6
Old : 100.0: 22.2 8.1 26.9 39.8 50.3 89.0 85.4: 11.0 14.6
Other: 100.0: 34.8 25.0 19.0 37.0 37.0 90.8 81.1: 9.2 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 198 168 257 275 346 610 649:
Old : 739: 210 148 223 254 331 570 607:
Other: 547: 109 122 98 143 272 301 445:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 11.7 16.9 17.8 7.9 7.5 14.5 11.8
Old : 9.7 11.1 17.9 17.9 8.9 8.9 16.0 13.5
Other: 22.3 18.9 34.7 25.9 21.8 15.7 30.8 21.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 12,408: 1,539 1,589 1,337 6,943 7,881 9,819 10,806: 2,590 1,602
Old : 11,580: 1,613 1,583 1,178 6,262 7,371 9,053 10,133: 2,528 1,448
Other: 828: 2 82 82 681 509 766 674: 62 154
: : :
: : Changes in Commitments from: January 29, 2013 :
: 875: 455 -131 311 127 769 894 949: -18 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.8 10.8 56.0 63.5 79.1 87.1: 20.9 12.9
Old : 100.0: 13.9 13.7 10.2 54.1 63.7 78.2 87.5: 21.8 12.5
Other: 100.0: 0.3 9.9 10.0 82.3 61.5 92.5 81.4: 7.5 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 15 10 11 16 13 34 31:
Old : 44: 15 10 11 16 13 34 31:
Other: 20: 3 4 6 8 9 15 15:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 47.2 50.0 64.4 31.1 38.7 43.5 50.5
Old : 31.2 49.8 49.5 64.9 31.0 41.1 42.3 50.8
Other: 71.0 52.0 85.1 70.1 67.1 49.2 72.7 60.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 890,329: 199,037 57,602 338,899 278,670 418,034 816,606 814,535: 73,724 75,795
Old : 734,344: 182,016 49,508 261,371 226,898 372,043 670,285 682,922: 64,059 51,422
Other: 155,986: 47,304 38,378 47,244 51,773 45,991 146,321 131,613: 9,665 24,373
: : :
: : Changes in Commitments from: January 29, 2013 :
: 83,120: 29,729 223 42,463 7,627 37,745 79,819 80,431: 3,301 2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.5 38.1 31.3 47.0 91.7 91.5: 8.3 8.5
Old : 100.0: 24.8 6.7 35.6 30.9 50.7 91.3 93.0: 8.7 7.0
Other: 100.0: 30.3 24.6 30.3 33.2 29.5 93.8 84.4: 6.2 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 190 134 226 127 155 430 419:
Old : 493: 188 133 199 122 147 409 389:
Other: 277: 77 80 75 62 91 181 210:
:----------------------------------------------------------------------------------------------------
: 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 11.9 21.7 20.4 8.8 9.4 13.9 14.5
Old : 15.5 13.1 23.2 21.9 11.2 12.0 16.8 18.5
Other: 23.1 18.2 36.2 31.1 21.1 15.5 31.8 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 373,905: 77,168 74,316 82,022 172,839 183,015 332,028 339,354: 41,877 34,552
Old : 334,496: 79,654 73,911 63,237 157,123 165,817 300,014 302,965: 34,482 31,531
Other: 39,409: 8,859 11,751 7,439 15,716 17,198 32,014 36,388: 7,395 3,020
: : :
: : Changes in Commitments from: January 29, 2013 :
: 12,536: 5,057 -3,140 6,775 -2,113 9,074 9,720 12,709: 2,816 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.9 21.9 46.2 48.9 88.8 90.8: 11.2 9.2
Old : 100.0: 23.8 22.1 18.9 47.0 49.6 89.7 90.6: 10.3 9.4
Other: 100.0: 22.5 29.8 18.9 39.9 43.6 81.2 92.3: 18.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 86 72 99 73 70 218 202:
Old : 262: 83 78 90 70 70 206 198:
Other: 106: 35 17 24 38 26 84 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 19.8 23.6 30.2 9.9 17.6 17.4 25.4
Old : 14.7 21.0 24.9 31.1 11.9 19.0 20.8 27.4
Other: 23.3 33.4 39.6 53.8 21.7 28.0 30.7 45.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 702,706: 33,611 58,930 49,750 458,859 389,360 542,221 498,041: 160,485 204,665
Old : 702,706: 33,611 58,930 49,750 458,859 389,360 542,221 498,041: 160,485 204,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 46,985: -7,332 604 12,858 40,295 17,180 45,821 30,641: 1,165 16,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 8.4 7.1 65.3 55.4 77.2 70.9: 22.8 29.1
Old : 100.0: 4.8 8.4 7.1 65.3 55.4 77.2 70.9: 22.8 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 : 157: 24 31 34 75 90 119 135:
Old : 157: 24 31 34 75 90 119 135:
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 : 21.5 16.7 28.6 24.3 19.4 14.0 25.2 21.1
Old : 21.5 16.7 28.6 24.3 19.4 14.0 25.2 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 372,811: 18,591 48,085 3,271 279,042 258,511 300,904 309,867: 71,907 62,944
Old : 372,811: 18,591 48,085 3,271 279,042 258,511 300,904 309,867: 71,907 62,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 6,914: -1,383 2,435 154 5,110 7,874 3,881 10,462: 3,033 -3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.9 0.9 74.8 69.3 80.7 83.1: 19.3 16.9
Old : 100.0: 5.0 12.9 0.9 74.8 69.3 80.7 83.1: 19.3 16.9
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 : 65: 6 7 4 32 38 41 46:
Old : 65: 6 7 4 32 38 41 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 : 37.4 36.0 52.2 50.4 33.9 36.0 45.9 49.9
Old : 37.4 36.0 52.2 50.4 33.9 36.0 45.9 49.9
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, February 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 : 9,053: 1,300 259 598 6,411 7,827 8,309 8,684: 744 369
Old : 9,053: 1,300 259 598 6,411 7,827 8,309 8,684: 744 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -241: 145 -382 -24 -363 133 -242 -273: 1 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.9 6.6 70.8 86.5 91.8 95.9: 8.2 4.1
Old : 100.0: 14.4 2.9 6.6 70.8 86.5 91.8 95.9: 8.2 4.1
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 : 43: 9 3 7 21 26 34 34:
Old : 43: 9 3 7 21 26 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 38.7 57.4 59.5 22.0 22.4 29.5 30.2
Old : 38.0 38.7 57.4 59.5 22.0 22.4 29.5 30.2
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, February 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 : 343,842: 78,132 29,349 72,332 146,670 211,559 297,133 313,240: 46,709 30,602
Old : 293,536: 67,259 21,681 60,896 124,737 184,313 252,892 266,890: 40,644 26,646
Other: 50,306: 13,674 10,470 8,634 21,933 27,246 44,241 46,350: 6,065 3,956
: : :
: : Changes in Commitments from: January 29, 2013 :
: 20,108: 6,650 -2,737 3,711 7,364 16,851 17,725 17,825: 2,384 2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.5 21.0 42.7 61.5 86.4 91.1: 13.6 8.9
Old : 100.0: 22.9 7.4 20.7 42.5 62.8 86.2 90.9: 13.8 9.1
Other: 100.0: 27.2 20.8 17.2 43.6 54.2 87.9 92.1: 12.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 73 52 68 82 83 199 172:
Old : 233: 77 45 66 79 81 193 167:
Other: 97: 17 30 23 43 25 75 64:
:----------------------------------------------------------------------------------------------------
: 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 32.1 18.9 41.9 7.2 28.2 13.3 34.3
Old : 12.1 33.9 20.0 43.0 8.7 30.4 15.2 37.0
Other: 26.2 28.2 42.0 47.6 23.1 26.2 37.2 37.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 15,160: 3,395 4,378 845 7,899 8,503 12,139 13,727: 3,020 1,433
Old : 14,845: 3,365 4,466 757 7,827 8,200 11,950 13,424: 2,895 1,421
Other: 314: 117 0 0 72 303 189 303: 125 11
: : :
: : Changes in Commitments from: January 29, 2013 :
: -30: 724 -1,208 127 -813 1,353 38 272: -68 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 28.9 5.6 52.1 56.1 80.1 90.5: 19.9 9.5
Old : 100.0: 22.7 30.1 5.1 52.7 55.2 80.5 90.4: 19.5 9.6
Other: 100.0: 37.3 0.0 0.0 22.9 96.4 60.2 96.4: 39.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 25 16 11 30 21 61 44:
Old : 77: 25 17 10 28 21 58 44:
Other: 15: 7 0 0 4 4 11 4:
:----------------------------------------------------------------------------------------------------
: 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 43.4 41.1 58.7 27.4 42.8 38.9 57.6
Old : 29.3 42.8 42.0 58.5 28.0 42.2 39.8 57.4
Other: 46.2 96.4 58.5 96.4 46.2 96.4 58.5 96.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 1,117,989: 265,561 225,699 81,833 648,470 727,827 995,864 1,035,359: 122,125 82,630
Old : 1,117,989: 265,561 225,699 81,833 648,470 727,827 995,864 1,035,359: 122,125 82,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 100,316: -12,245 30,317 24,764 75,849 54,146 88,368 109,227: 11,947 -8,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.2 7.3 58.0 65.1 89.1 92.6: 10.9 7.4
Old : 100.0: 23.8 20.2 7.3 58.0 65.1 89.1 92.6: 10.9 7.4
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 : 221: 43 49 36 91 97 154 162:
Old : 221: 43 49 36 91 97 154 162:
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 : 22.9 26.1 36.1 36.2 22.6 25.0 34.0 33.8
Old : 22.9 26.1 36.1 36.2 22.6 25.0 34.0 33.8
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, February 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 : 2,608,243: 310,871 278,928 304,772 1,714,124 1,605,103 2,329,767 2,188,803: 278,476 419,440
Old : 2,608,243: 310,871 278,928 304,772 1,714,124 1,605,103 2,329,767 2,188,803: 278,476 419,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 96,546: -5,532 4,082 -181 90,649 76,221 84,936 80,121: 11,611 16,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.7 11.7 65.7 61.5 89.3 83.9: 10.7 16.1
Old : 100.0: 11.9 10.7 11.7 65.7 61.5 89.3 83.9: 10.7 16.1
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 : 316: 52 75 84 146 169 248 278:
Old : 316: 52 75 84 146 169 248 278:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 13.4 27.7 19.9 16.1 10.2 23.8 15.3
Old : 17.9 13.4 27.7 19.9 16.1 10.2 23.8 15.3
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 with Delta-adjusted Options and Futures Combined, February 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 : 1,867,810: 231,878 164,758 190,307 1,233,924 1,226,353 1,656,108 1,581,419: 211,701 286,391
Old : 1,867,810: 231,878 164,758 190,307 1,233,924 1,226,353 1,656,108 1,581,419: 211,701 286,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 103,055: -5,280 -271 42,977 58,570 68,061 96,267 110,767: 6,788 -7,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.8 10.2 66.1 65.7 88.7 84.7: 11.3 15.3
Old : 100.0: 12.4 8.8 10.2 66.1 65.7 88.7 84.7: 11.3 15.3
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 : 212: 34 36 35 109 119 157 176:
Old : 212: 34 36 35 109 119 157 176:
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 : 26.4 19.3 37.3 31.9 22.1 18.6 31.3 29.0
Old : 26.4 19.3 37.3 31.9 22.1 18.6 31.3 29.0
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, February 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 : 327,452: 20,515 24,396 52,032 235,359 220,080 307,906 296,508: 19,546 30,944
Old : 327,452: 20,515 24,396 52,032 235,359 220,080 307,906 296,508: 19,546 30,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -44,560: -5,368 -3,043 -5,540 -37,703 -36,042 -48,612 -44,625: 4,052 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 7.5 15.9 71.9 67.2 94.0 90.5: 6.0 9.5
Old : 100.0: 6.3 7.5 15.9 71.9 67.2 94.0 90.5: 6.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 16 25 35 37 62 68:
Old : 75: 15 16 25 35 37 62 68:
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 : 39.6 30.0 52.8 43.0 30.5 21.3 39.4 29.5
Old : 39.6 30.0 52.8 43.0 30.5 21.3 39.4 29.5
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, February 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 : 60,247: 19,420 4,428 865 29,786 48,352 50,071 53,645: 10,176 6,601
Old : 60,247: 19,420 4,428 865 29,786 48,352 50,071 53,645: 10,176 6,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 968: 2,143 -1,509 133 -1,704 3,310 572 1,933: 396 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.3 1.4 49.4 80.3 83.1 89.0: 16.9 11.0
Old : 100.0: 32.2 7.3 1.4 49.4 80.3 83.1 89.0: 16.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 37 15 8 38 31 80 49:
Old : 109: 37 15 8 38 31 80 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 42.1 38.0 61.4 23.2 41.7 37.7 61.0
Old : 23.2 42.1 38.0 61.4 23.2 41.7 37.7 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 120,494: 38,840 8,856 1,730 59,571 96,704 100,142 107,291: 20,351 13,203
Old : 120,494: 38,840 8,856 1,730 59,571 96,704 100,142 107,291: 20,351 13,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,937: 4,287 -3,019 265 -3,408 6,619 1,144 3,866: 793 -1,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.3 1.4 49.4 80.3 83.1 89.0: 16.9 11.0
Old : 100.0: 32.2 7.3 1.4 49.4 80.3 83.1 89.0: 16.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 37 15 8 38 31 80 49:
Old : 109: 37 15 8 38 31 80 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 42.1 38.0 61.4 23.2 41.7 37.7 61.0
Old : 23.2 42.1 38.0 61.4 23.2 41.7 37.7 61.0
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 with Delta-adjusted Options and Futures Combined, February 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 : 7,459: 4,879 5,374 1,177 1,279 908 7,335 7,459: 124 0
Old : 7,459: 4,879 5,374 1,177 1,279 908 7,335 7,459: 124 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 72.0 15.8 17.1 12.2 98.3 100.0: 1.7 0.0
Old : 100.0: 65.4 72.0 15.8 17.1 12.2 98.3 100.0: 1.7 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 : 22: 11 7 3 3 1 16 9:
Old : 22: 11 7 3 3 1 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 78.8 80.4 99.1 58.1 73.7 74.0 84.2
Old : 60.5 78.8 80.4 99.1 58.1 73.7 74.0 84.2
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, February 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 : 10,423: 2,536 5,749 15 7,786 4,558 10,337 10,322: 86 101
Old : 10,423: 2,536 5,749 15 7,786 4,558 10,337 10,322: 86 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 823: 913 159 15 -103 668 825 842: -2 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 55.2 0.1 74.7 43.7 99.2 99.0: 0.8 1.0
Old : 100.0: 24.3 55.2 0.1 74.7 43.7 99.2 99.0: 0.8 1.0
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: 4 6 2 3 11 9 17:
Old : 23: 4 6 2 3 11 9 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 : 97.7 73.3 99.2 89.3 97.7 73.1 99.0 89.1
Old : 97.7 73.3 99.2 89.3 97.7 73.1 99.0 89.1
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, February 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 : 6,592: 458 626 0 6,006 5,931 6,464 6,557: 128 35
Old : 6,592: 458 626 0 6,006 5,931 6,464 6,557: 128 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 30: 234 20 0 -195 17 39 37: -9 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.5 0.0 91.1 90.0 98.1 99.5: 1.9 0.5
Old : 100.0: 6.9 9.5 0.0 91.1 90.0 98.1 99.5: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 5 0 5 10 7 15:
Old : 21: 2 5 0 5 10 7 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.4 74.7 98.1 90.7 95.4 74.7 97.4 90.7
Old : 95.4 74.7 98.1 90.7 95.4 74.7 97.4 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2013