WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 577,068: 120,564 140,404 173,036 242,538 206,217 536,137 519,657: 40,931 57,412
Old : 266,768: 82,020 99,369 51,639 113,822 92,400 247,480 243,408: 19,288 23,360
Other: 310,300: 61,316 63,807 98,625 128,716 113,817 288,657 276,249: 21,643 34,051
: : :
: : Changes in Commitments from: March 12, 2013 :
: -8,356: 2,917 -5,649 -6,248 -4,082 5,378 -7,413 -6,519: -942 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.3 30.0 42.0 35.7 92.9 90.1: 7.1 9.9
Old : 100.0: 30.7 37.2 19.4 42.7 34.6 92.8 91.2: 7.2 8.8
Other: 100.0: 19.8 20.6 31.8 41.5 36.7 93.0 89.0: 7.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 130 160 167 108 116 335 355:
Old : 376: 120 130 101 83 90 256 268:
Other: 324: 88 108 108 85 107 232 271:
:----------------------------------------------------------------------------------------------------
: 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 13.4 23.6 21.7 11.4 10.1 19.2 16.0
Old : 16.9 22.4 27.8 33.5 16.4 21.9 25.7 32.4
Other: 19.8 13.8 30.4 22.5 14.7 8.8 21.6 13.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,775,631: 390,738 175,586 510,835 697,845 819,641 1,599,417 1,506,062: 176,214 269,568
Old : 1,206,394: 302,441 143,918 297,536 486,226 598,672 1,086,204 1,040,126: 120,190 166,268
Other: 569,236: 177,434 120,806 124,161 211,618 220,970 513,213 465,937: 56,023 103,300
: : :
: : Changes in Commitments from: March 12, 2013 :
: 92,559: 40,443 -21,397 19,987 32,232 91,405 92,663 89,996: -103 2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.9 28.8 39.3 46.2 90.1 84.8: 9.9 15.2
Old : 100.0: 25.1 11.9 24.7 40.3 49.6 90.0 86.2: 10.0 13.8
Other: 100.0: 31.2 21.2 21.8 37.2 38.8 90.2 81.9: 9.8 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 209 180 242 269 345 617 637:
Old : 741: 193 174 206 225 326 540 591:
Other: 604: 139 119 118 187 289 382 472:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 13.7 17.4 20.0 7.6 9.6 14.1 13.5
Old : 10.4 11.9 18.9 19.3 9.4 9.0 16.3 13.5
Other: 18.3 21.5 29.1 28.4 17.0 18.5 24.9 24.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,610: 4,308 318 1,009 3,943 9,176 9,260 10,504: 2,350 1,106
Old : 9,418: 4,278 620 373 2,573 7,494 7,223 8,486: 2,194 931
Other: 2,192: 349 18 317 1,370 1,683 2,036 2,018: 156 174
: : :
: : Changes in Commitments from: March 12, 2013 :
: 557: 373 -461 150 -247 823 277 512: 280 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 2.7 8.7 34.0 79.0 79.8 90.5: 20.2 9.5
Old : 100.0: 45.4 6.6 4.0 27.3 79.6 76.7 90.1: 23.3 9.9
Other: 100.0: 15.9 0.8 14.5 62.5 76.8 92.9 92.1: 7.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 5 5 13 14 34 21:
Old : 42: 18 5 5 12 12 33 19:
Other: 24: 3 4 5 10 12 16 18:
:----------------------------------------------------------------------------------------------------
: 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 : 39.5 53.2 55.1 73.2 39.5 53.2 52.3 69.8
Old : 39.7 56.4 55.4 76.1 39.7 56.4 55.1 74.3
Other: 68.9 55.1 83.3 75.9 61.5 54.4 70.6 68.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 807,250: 179,530 61,254 263,894 302,941 408,362 746,364 733,510: 60,886 73,740
Old : 576,624: 152,532 49,166 158,963 217,536 327,223 529,031 535,352: 47,593 41,272
Other: 230,626: 59,558 44,648 72,371 85,404 81,140 217,333 198,158: 13,293 32,468
: : :
: : Changes in Commitments from: March 12, 2013 :
: -19,795: -26,704 12,643 -3,441 14,753 -28,899 -15,392 -19,697: -4,403 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 7.6 32.7 37.5 50.6 92.5 90.9: 7.5 9.1
Old : 100.0: 26.5 8.5 27.6 37.7 56.7 91.7 92.8: 8.3 7.2
Other: 100.0: 25.8 19.4 31.4 37.0 35.2 94.2 85.9: 5.8 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 186 143 227 120 143 414 418:
Old : 474: 185 132 194 108 131 383 373:
Other: 324: 93 111 94 77 92 225 244:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 14.4 21.8 23.9 10.0 11.0 15.3 16.6
Old : 17.1 19.0 24.3 27.2 15.4 16.0 21.5 23.3
Other: 18.8 19.3 31.2 32.6 15.4 14.1 23.1 21.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 381,703: 63,552 112,048 72,923 213,181 159,300 349,656 344,271: 32,047 37,432
Old : 308,320: 58,247 107,880 47,213 181,198 121,012 286,658 276,105: 21,662 32,215
Other: 73,383: 18,149 17,012 12,865 31,983 38,288 62,998 68,166: 10,386 5,218
: : :
: : Changes in Commitments from: March 12, 2013 :
: 16,263: -1,451 1,145 7,906 11,913 8,160 18,367 17,210: -2,104 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 29.4 19.1 55.9 41.7 91.6 90.2: 8.4 9.8
Old : 100.0: 18.9 35.0 15.3 58.8 39.2 93.0 89.6: 7.0 10.4
Other: 100.0: 24.7 23.2 17.5 43.6 52.2 85.8 92.9: 14.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 62 92 88 74 73 191 209:
Old : 252: 62 92 77 68 72 172 204:
Other: 132: 37 30 30 47 34 104 80:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 18.3 30.5 26.8 12.8 14.6 21.4 21.6
Old : 23.2 18.2 34.0 27.6 19.9 16.7 30.2 25.2
Other: 21.9 37.1 36.5 52.9 18.6 32.6 29.6 43.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 725,301: 57,903 67,836 58,901 467,963 414,964 584,767 541,701: 140,534 183,600
Old : 725,301: 57,903 67,836 58,901 467,963 414,964 584,767 541,701: 140,534 183,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -35,375: -8,299 9,419 -1,304 -18,230 -32,311 -27,834 -24,197: -7,541 -11,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.4 8.1 64.5 57.2 80.6 74.7: 19.4 25.3
Old : 100.0: 8.0 9.4 8.1 64.5 57.2 80.6 74.7: 19.4 25.3
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 : 169: 23 44 38 78 87 129 141:
Old : 169: 23 44 38 78 87 129 141:
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 : 23.5 15.6 31.3 23.4 20.8 13.5 27.9 20.5
Old : 23.5 15.6 31.3 23.4 20.8 13.5 27.9 20.5
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 382,187: 25,266 53,359 3,715 279,409 267,578 308,389 324,652: 73,797 57,535
Old : 382,187: 25,266 53,359 3,715 279,409 267,578 308,389 324,652: 73,797 57,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -5,957: -353 1,939 672 -3,631 1,225 -3,312 3,835: -2,645 -9,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.0 1.0 73.1 70.0 80.7 84.9: 19.3 15.1
Old : 100.0: 6.6 14.0 1.0 73.1 70.0 80.7 84.9: 19.3 15.1
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 : 68: 7 7 5 35 41 44 51:
Old : 68: 7 7 5 35 41 44 51:
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 : 36.9 37.7 51.1 51.0 33.9 37.7 45.8 50.6
Old : 36.9 37.7 51.1 51.0 33.9 37.7 45.8 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 10,924: 1,106 1,148 705 8,423 8,720 10,234 10,573: 690 351
Old : 10,924: 1,106 1,148 705 8,423 8,720 10,234 10,573: 690 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -312: 2 175 32 -368 -510 -334 -303: 22 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.5 6.5 77.1 79.8 93.7 96.8: 6.3 3.2
Old : 100.0: 10.1 10.5 6.5 77.1 79.8 93.7 96.8: 6.3 3.2
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 : 50: 10 5 9 24 27 41 37:
Old : 50: 10 5 9 24 27 41 37:
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 : 48.2 40.9 61.8 63.9 22.5 20.8 30.0 32.1
Old : 48.2 40.9 61.8 63.9 22.5 20.8 30.0 32.1
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 322,376: 87,200 35,484 59,007 133,076 199,312 279,283 293,803: 43,094 28,573
Old : 257,302: 78,634 27,359 43,833 100,525 163,336 222,992 234,528: 34,309 22,774
Other: 65,075: 14,779 14,339 8,960 32,550 35,976 56,290 59,276: 8,785 5,799
: : :
: : Changes in Commitments from: March 12, 2013 :
: -11,987: -13,056 390 281 2,374 -13,868 -10,400 -13,197: -1,587 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.0 18.3 41.3 61.8 86.6 91.1: 13.4 8.9
Old : 100.0: 30.6 10.6 17.0 39.1 63.5 86.7 91.1: 13.3 8.9
Other: 100.0: 22.7 22.0 13.8 50.0 55.3 86.5 91.1: 13.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 78 41 57 89 83 195 159:
Old : 224: 78 38 56 85 78 186 152:
Other: 126: 25 33 23 57 36 99 75:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 32.3 15.4 44.8 7.6 30.1 13.5 37.3
Old : 9.4 34.1 17.2 44.6 9.2 32.5 16.2 39.1
Other: 21.3 35.7 33.3 50.4 17.9 30.2 29.2 43.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,870: 2,576 6,756 2,065 9,361 5,983 14,001 14,803: 2,869 2,067
Old : 16,262: 2,498 6,809 1,956 9,185 5,542 13,640 14,308: 2,623 1,954
Other: 608: 156 25 30 176 440 362 495: 246 113
: : :
: : Changes in Commitments from: March 12, 2013 :
: 2,318: -223 2,052 863 1,717 -913 2,356 2,002: -38 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 40.0 12.2 55.5 35.5 83.0 87.7: 17.0 12.3
Old : 100.0: 15.4 41.9 12.0 56.5 34.1 83.9 88.0: 16.1 12.0
Other: 100.0: 25.6 4.1 5.0 28.9 72.4 59.5 81.5: 40.5 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 25 21 10 26 15 53 46:
Old : 77: 23 25 10 26 15 53 46:
Other: 21: 7 4 4 7 5 15 12:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 35.8 43.0 50.7 26.0 28.2 38.2 42.6
Old : 31.1 36.0 44.6 50.8 27.5 28.4 40.2 42.6
Other: 40.9 71.6 51.9 78.5 40.9 71.2 49.9 74.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,009,545: 327,042 174,763 61,038 493,913 694,272 881,993 930,072: 127,553 79,473
Old : 1,009,545: 327,042 174,763 61,038 493,913 694,272 881,993 930,072: 127,553 79,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -74,561: -7,582 -4,458 3,904 -66,901 -70,428 -70,579 -70,983: -3,981 -3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 17.3 6.0 48.9 68.8 87.4 92.1: 12.6 7.9
Old : 100.0: 32.4 17.3 6.0 48.9 68.8 87.4 92.1: 12.6 7.9
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 : 208: 56 31 26 82 89 146 138:
Old : 208: 56 31 26 82 89 146 138:
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 : 18.6 26.8 31.5 38.4 16.2 25.9 25.1 36.0
Old : 18.6 26.8 31.5 38.4 16.2 25.9 25.1 36.0
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,653,524: 324,033 300,367 312,987 1,692,531 1,672,215 2,329,551 2,285,569: 323,973 367,955
Old : 2,653,524: 324,033 300,367 312,987 1,692,531 1,672,215 2,329,551 2,285,569: 323,973 367,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 50,963: 47,721 4,618 1,616 -26,456 21,960 22,881 28,194: 28,082 22,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.3 11.8 63.8 63.0 87.8 86.1: 12.2 13.9
Old : 100.0: 12.2 11.3 11.8 63.8 63.0 87.8 86.1: 12.2 13.9
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 : 307: 51 73 81 150 158 247 266:
Old : 307: 51 73 81 150 158 247 266:
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 : 24.8 14.0 34.8 21.6 22.1 11.2 30.7 17.0
Old : 24.8 14.0 34.8 21.6 22.1 11.2 30.7 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,918,575: 301,318 173,084 151,514 1,237,161 1,343,406 1,689,993 1,668,005: 228,582 250,570
Old : 1,918,575: 301,318 173,084 151,514 1,237,161 1,343,406 1,689,993 1,668,005: 228,582 250,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 18,265: 27,556 17,591 -6,732 -10,460 11,121 10,363 21,979: 7,902 -3,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 9.0 7.9 64.5 70.0 88.1 86.9: 11.9 13.1
Old : 100.0: 15.7 9.0 7.9 64.5 70.0 88.1 86.9: 11.9 13.1
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 : 208: 34 39 40 89 114 142 174:
Old : 208: 34 39 40 89 114 142 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 25.9 44.0 38.4 27.9 24.9 40.0 34.1
Old : 28.6 25.9 44.0 38.4 27.9 24.9 40.0 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 353,149: 26,375 38,302 58,091 244,289 221,923 328,755 318,316: 24,394 34,833
Old : 353,149: 26,375 38,302 58,091 244,289 221,923 328,755 318,316: 24,394 34,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 20,971: 7,959 -1,437 2,593 8,018 19,995 18,571 21,152: 2,400 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.8 16.4 69.2 62.8 93.1 90.1: 6.9 9.9
Old : 100.0: 7.5 10.8 16.4 69.2 62.8 93.1 90.1: 6.9 9.9
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 : 71: 17 13 21 31 38 54 67:
Old : 71: 17 13 21 31 38 54 67:
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 : 39.9 28.5 53.4 43.6 30.5 25.7 36.9 33.7
Old : 39.9 28.5 53.4 43.6 30.5 25.7 36.9 33.7
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 56,027: 22,921 3,903 978 23,545 42,373 47,444 47,254: 8,582 8,773
Old : 56,027: 22,921 3,903 978 23,545 42,373 47,444 47,254: 8,582 8,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -50,372: 664 -2,301 -1,842 -45,606 -39,681 -46,784 -43,823: -3,588 -6,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 7.0 1.7 42.0 75.6 84.7 84.3: 15.3 15.7
Old : 100.0: 40.9 7.0 1.7 42.0 75.6 84.7 84.3: 15.3 15.7
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 : 108: 38 17 11 32 30 74 54:
Old : 108: 38 17 11 32 30 74 54:
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 : 26.8 31.4 40.7 54.9 26.4 31.1 40.4 54.6
Old : 26.8 31.4 40.7 54.9 26.4 31.1 40.4 54.6
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 112,054: 45,842 7,806 1,957 47,090 84,745 94,889 94,508: 17,165 17,545
Old : 112,054: 45,842 7,806 1,957 47,090 84,745 94,889 94,508: 17,165 17,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -57,921: 3,942 -5,777 -513 -57,367 -45,015 -53,937 -51,305: -3,983 -6,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 7.0 1.7 42.0 75.6 84.7 84.3: 15.3 15.7
Old : 100.0: 40.9 7.0 1.7 42.0 75.6 84.7 84.3: 15.3 15.7
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 : 108: 38 17 11 32 30 74 54:
Old : 108: 38 17 11 32 30 74 54:
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 : 26.8 31.4 40.7 54.9 26.4 31.1 40.4 54.6
Old : 26.8 31.4 40.7 54.9 26.4 31.1 40.4 54.6
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 12,615: 8,297 11,252 1,168 2,859 191 12,324 12,611: 291 4
Old : 12,615: 8,297 11,252 1,168 2,859 191 12,324 12,611: 291 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 86: 1,117 195 -297 -883 191 -63 89: 149 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 89.2 9.3 22.7 1.5 97.7 100.0: 2.3 0.0
Old : 100.0: 65.8 89.2 9.3 22.7 1.5 97.7 100.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 9 3 2 1 15 11:
Old : 23: 11 9 3 2 1 15 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 : 68.5 89.8 88.4 98.2 68.5 84.8 85.3 89.6
Old : 68.5 89.8 88.4 98.2 68.5 84.8 85.3 89.6
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 8,647: 1,496 5,418 17 7,092 3,102 8,605 8,537: 42 110
Old : 8,647: 1,496 5,418 17 7,092 3,102 8,605 8,537: 42 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -2,614: -789 32 -1,127 -705 -1,497 -2,621 -2,592: 7 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 62.7 0.2 82.0 35.9 99.5 98.7: 0.5 1.3
Old : 100.0: 17.3 62.7 0.2 82.0 35.9 99.5 98.7: 0.5 1.3
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 : 22: 4 7 2 3 9 9 16:
Old : 22: 4 7 2 3 9 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 : 97.4 78.7 99.5 92.7 97.4 78.5 99.3 92.5
Old : 97.4 78.7 99.5 92.7 97.4 78.5 99.3 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 14,071: 4,220 1,933 36 9,788 12,062 14,044 14,031: 27 40
Old : 14,071: 4,220 1,933 36 9,788 12,062 14,044 14,031: 27 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 13.7 0.3 69.6 85.7 99.8 99.7: 0.2 0.3
Old : 100.0: 30.0 13.7 0.3 69.6 85.7 99.8 99.7: 0.2 0.3
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 : 23: 2 6 1 7 8 10 14:
Old : 23: 2 6 1 7 8 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.5 71.0 99.3 92.6 86.5 71.0 99.3 92.6
Old : 86.5 71.0 99.3 92.6 86.5 71.0 99.3 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013