WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 563,026: 110,873 144,973 168,214 241,867 191,449 520,954 504,636: 42,072 58,389
Old : 286,756: 83,676 122,292 47,066 134,303 90,803 265,044 260,161: 21,712 26,595
Other: 276,269: 62,845 58,329 85,501 107,564 100,646 255,910 244,475: 20,360 31,794
: : :
: : Changes in Commitments from: February 26, 2013 :
: 19,151: 3,646 4,551 14,217 1,009 541 18,873 19,310: 278 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 25.7 29.9 43.0 34.0 92.5 89.6: 7.5 10.4
Old : 100.0: 29.2 42.6 16.4 46.8 31.7 92.4 90.7: 7.6 9.3
Other: 100.0: 22.7 21.1 30.9 38.9 36.4 92.6 88.5: 7.4 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 139 144 162 115 124 336 357:
Old : 384: 128 125 89 85 97 252 272:
Other: 314: 88 97 103 90 106 234 256:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 13.3 23.4 21.3 11.6 11.3 19.9 17.1
Old : 18.2 21.3 30.0 32.5 17.8 21.1 29.1 32.3
Other: 19.2 13.2 30.1 21.3 15.2 7.6 22.9 13.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,627,540: 340,569 210,493 464,981 649,980 694,311 1,455,529 1,369,785: 172,011 257,755
Old : 1,119,590: 263,972 179,867 273,488 459,720 506,112 997,180 959,467: 122,410 160,123
Other: 507,950: 157,437 111,467 110,652 190,260 188,200 458,349 410,319: 49,601 97,632
: : :
: : Changes in Commitments from: February 26, 2013 :
: -6,096: 15,260 -3,577 20,996 -27,754 -12,487 8,502 4,932: -14,599 -11,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 12.9 28.6 39.9 42.7 89.4 84.2: 10.6 15.8
Old : 100.0: 23.6 16.1 24.4 41.1 45.2 89.1 85.7: 10.9 14.3
Other: 100.0: 31.0 21.9 21.8 37.5 37.1 90.2 80.8: 9.8 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 197 170 237 258 324 583 613:
Old : 707: 188 162 199 223 304 517 567:
Other: 565: 132 108 103 173 268 347 438:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 12.2 17.9 18.0 8.3 8.6 15.2 13.2
Old : 10.8 11.1 19.7 18.2 10.4 9.9 18.0 14.8
Other: 19.1 22.1 30.0 28.2 17.9 18.5 25.8 23.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,009: 3,554 994 649 4,680 8,333 8,884 9,976: 2,125 1,032
Old : 9,238: 3,531 1,240 236 3,496 6,962 7,263 8,438: 1,975 800
Other: 1,771: 276 7 161 1,184 1,371 1,621 1,539: 150 232
: : :
: : Changes in Commitments from: February 26, 2013 :
: -74: -62 104 137 -305 -121 -230 120: 157 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.0 5.9 42.5 75.7 80.7 90.6: 19.3 9.4
Old : 100.0: 38.2 13.4 2.6 37.8 75.4 78.6 91.3: 21.4 8.7
Other: 100.0: 15.6 0.4 9.1 66.9 77.4 91.5 86.9: 8.5 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 4 3 14 14 32 20:
Old : 40: 17 4 3 12 12 30 18:
Other: 20: 4 1 3 10 11 14 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 : 34.7 54.7 52.5 73.4 34.7 50.3 52.2 68.6
Old : 34.6 57.2 55.3 76.8 34.6 52.4 53.2 70.9
Other: 70.9 59.3 86.4 77.8 65.7 58.5 76.3 71.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 813,389: 196,088 49,456 270,465 283,062 421,447 749,615 741,368: 63,774 72,020
Old : 596,127: 173,876 44,671 165,079 206,694 344,239 545,650 553,989: 50,477 42,138
Other: 217,262: 58,523 41,098 69,073 76,368 77,208 203,965 187,379: 13,297 29,882
: : :
: : Changes in Commitments from: February 26, 2013 :
: 16,159: 1,638 2,346 16,238 -3,302 1,166 14,574 19,750: 1,585 -3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 6.1 33.3 34.8 51.8 92.2 91.1: 7.8 8.9
Old : 100.0: 29.2 7.5 27.7 34.7 57.7 91.5 92.9: 8.5 7.1
Other: 100.0: 26.9 18.9 31.8 35.2 35.5 93.9 86.2: 6.1 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 180 132 218 118 144 410 398:
Old : 464: 184 118 183 107 132 375 359:
Other: 307: 88 99 90 73 96 215 233:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 14.5 20.7 23.9 8.3 12.3 13.6 17.4
Old : 15.0 19.2 22.8 27.9 13.0 17.9 19.6 25.4
Other: 19.6 19.3 32.5 34.0 16.4 14.7 24.6 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 361,249: 63,217 109,912 65,014 199,899 147,688 328,130 322,614: 33,118 38,634
Old : 302,994: 60,159 107,073 43,739 174,730 118,145 278,628 268,957: 24,365 34,036
Other: 58,255: 14,146 13,927 10,187 25,169 29,543 49,502 53,657: 8,753 4,598
: : :
: : Changes in Commitments from: February 26, 2013 :
: 6,226: -4,539 8,373 3,568 8,435 -8,201 7,464 3,740: -1,237 2,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 30.4 18.0 55.3 40.9 90.8 89.3: 9.2 10.7
Old : 100.0: 19.9 35.3 14.4 57.7 39.0 92.0 88.8: 8.0 11.2
Other: 100.0: 24.3 23.9 17.5 43.2 50.7 85.0 92.1: 15.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 59 99 89 74 68 191 210:
Old : 251: 55 102 76 69 67 172 204:
Other: 128: 40 23 32 47 33 103 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 17.9 28.2 26.4 11.3 14.6 19.6 21.4
Old : 20.0 16.9 30.9 26.4 14.9 16.0 25.2 24.1
Other: 21.9 37.2 38.2 52.1 19.6 31.2 32.7 45.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 731,294: 60,925 54,052 48,331 476,344 457,773 585,600 560,155: 145,693 171,138
Old : 731,294: 60,925 54,052 48,331 476,344 457,773 585,600 560,155: 145,693 171,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -121,171: 17,789 2,414 -1,934 -103,017 -92,686 -87,161 -92,205: -34,010 -28,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.4 6.6 65.1 62.6 80.1 76.6: 19.9 23.4
Old : 100.0: 8.3 7.4 6.6 65.1 62.6 80.1 76.6: 19.9 23.4
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 : 156: 26 34 34 75 82 123 128:
Old : 156: 26 34 34 75 82 123 128:
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 20.6 33.8 29.1 21.6 18.9 28.5 25.5
Old : 24.9 20.6 33.8 29.1 21.6 18.9 28.5 25.5
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, 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 : 407,749: 25,473 50,839 3,855 303,043 280,689 332,371 335,383: 75,378 72,366
Old : 407,749: 25,473 50,839 3,855 303,043 280,689 332,371 335,383: 75,378 72,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -10,031: 6,268 5,173 697 -9,384 -7,641 -2,419 -1,771: -7,612 -8,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.5 0.9 74.3 68.8 81.5 82.3: 18.5 17.7
Old : 100.0: 6.2 12.5 0.9 74.3 68.8 81.5 82.3: 18.5 17.7
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 : 65: 7 6 6 38 39 48 48:
Old : 65: 7 6 6 38 39 48 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 : 33.9 38.6 47.0 51.7 31.0 34.3 41.8 45.8
Old : 33.9 38.6 47.0 51.7 31.0 34.3 41.8 45.8
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 324,926: 92,354 33,034 57,239 131,406 206,725 280,999 296,997: 43,927 27,929
Old : 261,563: 83,958 26,441 42,150 99,655 171,286 225,764 239,877: 35,799 21,685
Other: 63,364: 14,296 12,493 9,189 31,751 35,438 55,235 57,120: 8,128 6,244
: : :
: : Changes in Commitments from: February 26, 2013 :
: 8,336: 7,800 2,129 9,301 -9,074 -382 8,027 11,048: 309 -2,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.2 17.6 40.4 63.6 86.5 91.4: 13.5 8.6
Old : 100.0: 32.1 10.1 16.1 38.1 65.5 86.3 91.7: 13.7 8.3
Other: 100.0: 22.6 19.7 14.5 50.1 55.9 87.2 90.1: 12.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 84 43 59 83 78 195 158:
Old : 229: 79 44 56 79 76 185 153:
Other: 121: 32 27 23 54 31 98 69:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 31.1 16.3 44.1 7.5 29.1 13.6 35.8
Old : 10.0 34.0 18.1 43.6 9.2 32.3 16.2 38.1
Other: 18.8 37.9 31.4 52.1 15.5 34.1 27.0 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,853: 3,101 4,021 942 7,097 7,550 11,140 12,512: 2,714 1,341
Old : 13,365: 3,098 4,124 817 7,030 7,121 10,945 12,062: 2,420 1,303
Other: 489: 113 7 14 68 429 195 450: 294 39
: : :
: : Changes in Commitments from: February 26, 2013 :
: -904: -213 731 -389 -482 -1,508 -1,085 -1,165: 181 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 29.0 6.8 51.2 54.5 80.4 90.3: 19.6 9.7
Old : 100.0: 23.2 30.9 6.1 52.6 53.3 81.9 90.3: 18.1 9.7
Other: 100.0: 23.2 1.4 2.9 13.8 87.8 39.9 92.1: 60.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 19 19 9 25 13 50 35:
Old : 66: 18 20 9 25 13 50 35:
Other: 18: 8 1 4 5 4 13 9:
:----------------------------------------------------------------------------------------------------
: 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 46.0 42.5 63.4 28.0 43.0 42.4 60.0
Old : 29.1 45.7 44.0 63.8 29.0 42.6 43.9 60.5
Other: 29.1 87.8 36.0 91.7 29.1 87.8 35.3 89.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,146,993: 362,235 180,635 65,680 574,011 825,059 1,001,926 1,071,374: 145,066 75,619
Old : 1,146,993: 362,235 180,635 65,680 574,011 825,059 1,001,926 1,071,374: 145,066 75,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -49,231: 22,925 -23,022 -6,998 -45,899 16,451 -29,972 -13,569: -19,258 -35,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 15.7 5.7 50.0 71.9 87.4 93.4: 12.6 6.6
Old : 100.0: 31.6 15.7 5.7 50.0 71.9 87.4 93.4: 12.6 6.6
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 : 217: 57 30 29 89 97 155 148:
Old : 217: 57 30 29 89 97 155 148:
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 : 21.2 25.9 32.9 38.1 20.4 24.4 30.6 33.4
Old : 21.2 25.9 32.9 38.1 20.4 24.4 30.6 33.4
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, 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 : 2,579,024: 367,993 249,288 297,933 1,578,168 1,654,581 2,244,093 2,201,801: 334,930 377,223
Old : 2,579,024: 367,993 249,288 297,933 1,578,168 1,654,581 2,244,093 2,201,801: 334,930 377,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -37,644: 13,631 258 10,892 -17,344 11,574 7,179 22,723: -44,822 -60,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 9.7 11.6 61.2 64.2 87.0 85.4: 13.0 14.6
Old : 100.0: 14.3 9.7 11.6 61.2 64.2 87.0 85.4: 13.0 14.6
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 : 297: 51 62 72 145 163 237 256:
Old : 297: 51 62 72 145 163 237 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 14.6 30.8 21.5 17.8 11.6 26.7 17.6
Old : 20.9 14.6 30.8 21.5 17.8 11.6 26.7 17.6
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, 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 : 1,998,386: 344,112 151,182 160,454 1,239,639 1,442,528 1,744,204 1,754,164: 254,182 244,222
Old : 1,998,386: 344,112 151,182 160,454 1,239,639 1,442,528 1,744,204 1,754,164: 254,182 244,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -40,207: 85,612 -15,551 32,490 -76,922 27,377 41,180 44,317: -81,387 -84,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.6 8.0 62.0 72.2 87.3 87.8: 12.7 12.2
Old : 100.0: 17.2 7.6 8.0 62.0 72.2 87.3 87.8: 12.7 12.2
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 : 220: 37 42 38 101 118 160 176:
Old : 220: 37 42 38 101 118 160 176:
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 : 26.3 28.0 39.7 39.4 25.5 26.9 34.9 35.4
Old : 26.3 28.0 39.7 39.4 25.5 26.9 34.9 35.4
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, 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 : 329,672: 18,420 40,764 52,865 233,587 198,540 304,872 292,170: 24,800 37,502
Old : 329,672: 18,420 40,764 52,865 233,587 198,540 304,872 292,170: 24,800 37,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -20,464: 156 14,806 -2,979 -20,407 -32,958 -23,231 -21,131: 2,767 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.4 16.0 70.9 60.2 92.5 88.6: 7.5 11.4
Old : 100.0: 5.6 12.4 16.0 70.9 60.2 92.5 88.6: 7.5 11.4
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 : 71: 13 15 20 33 37 55 64:
Old : 71: 13 15 20 33 37 55 64:
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 : 42.1 26.6 55.6 40.0 34.2 23.5 40.5 30.0
Old : 42.1 26.6 55.6 40.0 34.2 23.5 40.5 30.0
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, 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 : 71,755: 21,391 8,677 1,258 38,543 51,484 61,192 61,419: 10,563 10,336
Old : 71,755: 21,391 8,677 1,258 38,543 51,484 61,192 61,419: 10,563 10,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 7,637: 318 3,250 369 7,416 2,192 8,103 5,811: -465 1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.1 1.8 53.7 71.7 85.3 85.6: 14.7 14.4
Old : 100.0: 29.8 12.1 1.8 53.7 71.7 85.3 85.6: 14.7 14.4
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 : 117: 40 21 8 39 30 82 56:
Old : 117: 40 21 8 39 30 82 56:
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 : 21.2 37.7 34.8 55.9 20.8 34.9 33.8 53.1
Old : 21.2 37.7 34.8 55.9 20.8 34.9 33.8 53.1
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 with Delta-adjusted Options and Futures Combined, 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 : 143,510: 42,781 17,354 2,516 77,087 102,967 122,384 122,838: 21,126 20,672
Old : 143,510: 42,781 17,354 2,516 77,087 102,967 122,384 122,838: 21,126 20,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 15,275: 635 6,500 737 14,833 4,384 16,206 11,622: -931 3,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.1 1.8 53.7 71.7 85.3 85.6: 14.7 14.4
Old : 100.0: 29.8 12.1 1.8 53.7 71.7 85.3 85.6: 14.7 14.4
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 : 117: 40 21 8 39 30 82 56:
Old : 117: 40 21 8 39 30 82 56:
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 : 21.2 37.7 34.8 55.9 20.8 34.9 33.8 53.1
Old : 21.2 37.7 34.8 55.9 20.8 34.9 33.8 53.1
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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