WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 7, 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 : 412,883: 115,456 132,191 75,399 191,785 155,875 382,640 363,465: 30,243 49,418
Old : 400,580: 113,517 130,688 71,689 186,723 151,368 371,929 353,745: 28,651 46,835
Other: 12,303: 3,240 2,804 2,409 5,062 4,507 10,711 9,720: 1,592 2,583
: : :
: : Changes in Commitments from: April 30, 2013 :
: 5,801: -3,502 1,752 6,027 5,830 -1,921 8,355 5,858: -2,554 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 32.0 18.3 46.5 37.8 92.7 88.0: 7.3 12.0
Old : 100.0: 28.3 32.6 17.9 46.6 37.8 92.8 88.3: 7.2 11.7
Other: 100.0: 26.3 22.8 19.6 41.1 36.6 87.1 79.0: 12.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 93 146 114 73 109 243 302:
Old : 366: 94 147 110 73 105 239 295:
Other: 95: 12 18 5 17 54 34 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 : 17.7 16.4 30.6 23.8 16.2 13.1 27.6 18.9
Old : 17.6 16.3 30.7 23.9 16.6 13.5 28.4 19.5
Other: 59.6 31.8 74.4 45.7 47.7 16.2 55.2 28.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 7, 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 : 1,143,527: 336,821 204,395 157,852 512,025 561,611 1,006,698 923,858: 136,829 219,669
Old : 619,085: 220,067 126,058 48,115 279,567 338,505 547,749 512,678: 71,336 106,407
Other: 524,442: 204,965 166,548 21,526 232,458 223,106 458,949 411,180: 65,493 113,262
: : :
: : Changes in Commitments from: April 30, 2013 :
: -12,816: 1,333 -4,782 -2,566 -9,206 -10,373 -10,439 -17,721: -2,377 4,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 17.9 13.8 44.8 49.1 88.0 80.8: 12.0 19.2
Old : 100.0: 35.5 20.4 7.8 45.2 54.7 88.5 82.8: 11.5 17.2
Other: 100.0: 39.1 31.8 4.1 44.3 42.5 87.5 78.4: 12.5 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 702: 164 168 190 218 298 500 561:
Old : 621: 164 133 110 149 260 367 451:
Other: 600: 121 144 78 172 253 347 431:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 13.2 22.6 19.3 11.5 11.1 21.6 16.0
Old : 16.3 14.6 27.5 21.6 16.3 13.4 27.5 19.8
Other: 20.2 20.3 31.8 27.9 20.0 19.9 31.5 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 7, 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 : 8,949: 3,408 1,696 17 3,412 6,377 6,837 8,090: 2,112 859
Old : 8,949: 3,408 1,696 17 3,412 6,377 6,837 8,090: 2,112 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 336: 354 458 1 47 -116 402 343: -66 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 19.0 0.2 38.1 71.3 76.4 90.4: 23.6 9.6
Old : 100.0: 38.1 19.0 0.2 38.1 71.3 76.4 90.4: 23.6 9.6
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 : 42: 18 6 4 10 12 31 19:
Old : 42: 18 6 4 10 12 31 19:
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 : 37.1 53.8 54.8 78.3 37.1 52.7 54.8 77.1
Old : 37.1 53.8 54.8 78.3 37.1 52.7 54.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 7, 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 : 536,506: 167,482 105,525 64,027 253,964 301,926 485,473 471,478: 51,033 65,028
Old : 301,801: 124,245 63,475 11,695 133,525 201,327 269,465 276,497: 32,336 25,304
Other: 234,705: 83,220 82,033 12,349 120,439 100,599 216,008 194,981: 18,697 39,724
: : :
: : Changes in Commitments from: April 30, 2013 :
: -1,659: -7,497 9,618 4,672 3,246 -18,598 421 -4,308: -2,080 2,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 19.7 11.9 47.3 56.3 90.5 87.9: 9.5 12.1
Old : 100.0: 41.2 21.0 3.9 44.2 66.7 89.3 91.6: 10.7 8.4
Other: 100.0: 35.5 35.0 5.3 51.3 42.9 92.0 83.1: 8.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 140 138 152 121 136 348 357:
Old : 405: 143 113 64 87 94 257 245:
Other: 349: 89 120 71 91 100 228 251:
:----------------------------------------------------------------------------------------------------
: 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 18.9 23.6 28.2 13.4 17.6 21.4 24.7
Old : 22.8 25.2 31.7 39.1 22.7 24.6 31.2 37.4
Other: 15.4 16.8 26.2 27.1 15.2 16.6 25.2 26.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 7, 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 : 344,213: 74,003 121,351 44,079 192,415 138,355 310,497 303,785: 33,716 40,428
Old : 227,053: 57,147 111,891 10,696 140,546 73,668 208,389 196,255: 18,664 30,798
Other: 117,160: 38,152 30,756 12,087 51,869 64,687 102,108 107,530: 15,052 9,630
: : :
: : Changes in Commitments from: April 30, 2013 :
: 5,574: 1,090 -1,174 2,276 1,625 4,003 4,991 5,105: 583 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 35.3 12.8 55.9 40.2 90.2 88.3: 9.8 11.7
Old : 100.0: 25.2 49.3 4.7 61.9 32.4 91.8 86.4: 8.2 13.6
Other: 100.0: 32.6 26.3 10.3 44.3 55.2 87.2 91.8: 12.8 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 71 90 80 75 69 189 210:
Old : 253: 72 87 50 62 61 152 181:
Other: 180: 52 50 31 59 41 130 106:
:----------------------------------------------------------------------------------------------------
: 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 16.8 35.2 25.9 15.6 12.7 24.2 19.6
Old : 32.5 14.1 44.5 24.5 30.9 13.6 42.4 23.3
Other: 15.1 38.0 27.5 52.6 14.3 33.3 26.2 46.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 7, 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 : 684,138: 90,967 83,478 11,994 422,898 428,622 525,859 524,094: 158,279 160,044
Old : 684,138: 90,967 83,478 11,994 422,898 428,622 525,859 524,094: 158,279 160,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -33,240: -20,853 711 1,721 -14,287 -41,944 -33,419 -39,512: 179 6,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.2 1.8 61.8 62.7 76.9 76.6: 23.1 23.4
Old : 100.0: 13.3 12.2 1.8 61.8 62.7 76.9 76.6: 23.1 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 : 178: 33 37 17 75 82 114 130:
Old : 178: 33 37 17 75 82 114 130:
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 : 28.8 15.1 37.7 25.3 26.5 13.7 32.6 21.0
Old : 28.8 15.1 37.7 25.3 26.5 13.7 32.6 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, May 7, 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 : 400,089: 30,297 47,332 2,384 289,595 295,103 322,276 344,819: 77,813 55,270
Old : 400,089: 30,297 47,332 2,384 289,595 295,103 322,276 344,819: 77,813 55,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 3,232: -4,013 -194 -381 9,621 7,215 5,227 6,640: -1,995 -3,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.8 0.6 72.4 73.8 80.6 86.2: 19.4 13.8
Old : 100.0: 7.6 11.8 0.6 72.4 73.8 80.6 86.2: 19.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 9 7 4 37 42 48 51:
Old : 73: 9 7 4 37 42 48 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 : 34.6 37.6 48.9 50.9 31.2 37.5 43.4 50.4
Old : 34.6 37.6 48.9 50.9 31.2 37.5 43.4 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, May 7, 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 : 10,116: 1,340 549 667 7,442 8,576 9,449 9,792: 667 324
Old : 10,116: 1,340 549 667 7,442 8,576 9,449 9,792: 667 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -129: 174 -634 381 -752 186 -197 -67: 68 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.4 6.6 73.6 84.8 93.4 96.8: 6.6 3.2
Old : 100.0: 13.2 5.4 6.6 73.6 84.8 93.4 96.8: 6.6 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 : 44: 9 6 4 23 26 36 32:
Old : 44: 9 6 4 23 26 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 39.1 68.9 65.7 34.6 19.4 39.0 31.4
Old : 54.7 39.1 68.9 65.7 34.6 19.4 39.0 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 7, 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 : 256,273: 79,403 39,961 20,101 116,035 168,127 215,539 228,189: 40,734 28,084
Old : 172,444: 66,583 25,829 6,561 72,490 121,385 145,634 153,775: 26,810 18,669
Other: 83,829: 19,040 20,352 7,320 43,545 46,742 69,905 74,414: 13,924 9,415
: : :
: : Changes in Commitments from: April 30, 2013 :
: 178: 285 1,473 1,107 -995 -1,812 397 768: -219 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 15.6 7.8 45.3 65.6 84.1 89.0: 15.9 11.0
Old : 100.0: 38.6 15.0 3.8 42.0 70.4 84.5 89.2: 15.5 10.8
Other: 100.0: 22.7 24.3 8.7 51.9 55.8 83.4 88.8: 16.6 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 74 50 60 79 72 186 156:
Old : 218: 74 47 35 68 63 156 132:
Other: 163: 37 43 25 65 38 119 92:
:----------------------------------------------------------------------------------------------------
: 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 32.2 17.5 44.4 9.5 30.4 16.4 38.6
Old : 13.1 40.3 22.1 49.3 12.9 39.1 21.9 46.8
Other: 14.4 29.9 24.2 45.1 13.0 27.2 22.6 41.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 7, 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 : 11,637: 2,164 5,359 144 6,989 4,593 9,297 10,096: 2,340 1,541
Old : 10,423: 2,045 5,359 2 6,583 3,741 8,630 9,102: 1,793 1,321
Other: 1,214: 237 118 24 406 852 667 994: 547 220
: : :
: : Changes in Commitments from: April 30, 2013 :
: -109: -57 351 -141 162 -94 -36 116: -73 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 46.1 1.2 60.1 39.5 79.9 86.8: 20.1 13.2
Old : 100.0: 19.6 51.4 0.0 63.2 35.9 82.8 87.3: 17.2 12.7
Other: 100.0: 19.5 9.7 2.0 33.4 70.2 54.9 81.9: 45.1 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 20 17 6 24 12 45 35:
Old : 63: 20 17 1 20 8 40 26:
Other: 26: 7 4 3 9 7 18 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 : 34.9 39.6 51.1 60.4 34.9 38.8 50.4 58.2
Old : 36.9 43.8 54.8 65.0 36.9 43.8 54.8 64.4
Other: 32.7 59.2 46.7 78.9 32.7 57.5 46.7 76.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 7, 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 : 947,214: 262,248 218,822 32,239 516,900 602,454 811,387 853,515: 135,827 93,699
Old : 947,214: 262,248 218,822 32,239 516,900 602,454 811,387 853,515: 135,827 93,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -5,230: -7,286 -4,081 1,861 -3,164 -11,494 -8,589 -13,714: 3,359 8,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 23.1 3.4 54.6 63.6 85.7 90.1: 14.3 9.9
Old : 100.0: 27.7 23.1 3.4 54.6 63.6 85.7 90.1: 14.3 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 : 210: 41 39 18 86 96 135 145:
Old : 210: 41 39 18 86 96 135 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 21.2 29.3 33.9 17.8 20.6 25.8 32.1
Old : 19.4 21.2 29.3 33.9 17.8 20.6 25.8 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 7, 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 : 2,271,506: 430,480 392,524 86,981 1,444,790 1,421,794 1,962,251 1,901,299: 309,255 370,207
Old : 2,271,506: 430,480 392,524 86,981 1,444,790 1,421,794 1,962,251 1,901,299: 309,255 370,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 63,043: -43,648 50,440 12,961 106,264 -4,805 75,577 58,596: -12,534 4,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.3 3.8 63.6 62.6 86.4 83.7: 13.6 16.3
Old : 100.0: 19.0 17.3 3.8 63.6 62.6 86.4 83.7: 13.6 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 52 80 44 116 166 197 261:
Old : 329: 52 80 44 116 166 197 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 16.0 37.0 24.2 24.3 12.2 34.7 19.8
Old : 25.2 16.0 37.0 24.2 24.3 12.2 34.7 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 7, 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 : 1,877,284: 396,976 241,795 26,685 1,186,430 1,361,881 1,610,091 1,630,361: 267,193 246,923
Old : 1,877,284: 396,976 241,795 26,685 1,186,430 1,361,881 1,610,091 1,630,361: 267,193 246,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -32,343: -42,160 -13,828 -1,901 27,080 -3,937 -16,981 -19,666: -15,362 -12,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.9 1.4 63.2 72.5 85.8 86.8: 14.2 13.2
Old : 100.0: 21.1 12.9 1.4 63.2 72.5 85.8 86.8: 14.2 13.2
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 : 222: 43 42 26 82 104 139 158:
Old : 222: 43 42 26 82 104 139 158:
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 : 27.5 27.3 44.0 39.7 27.1 26.2 41.9 38.4
Old : 27.5 27.3 44.0 39.7 27.1 26.2 41.9 38.4
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 - Futures Only, May 7, 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 : 325,584: 12,422 33,356 67,393 226,571 187,259 306,386 288,008: 19,198 37,576
Old : 325,584: 12,422 33,356 67,393 226,571 187,259 306,386 288,008: 19,198 37,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -46,576: -5,578 -4,638 -5,931 -33,024 -38,626 -44,533 -49,195: -2,043 2,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.2 20.7 69.6 57.5 94.1 88.5: 5.9 11.5
Old : 100.0: 3.8 10.2 20.7 69.6 57.5 94.1 88.5: 5.9 11.5
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 : 63: 6 17 18 29 37 49 59:
Old : 63: 6 17 18 29 37 49 59:
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 : 42.8 26.6 58.3 40.1 31.9 21.6 40.8 27.9
Old : 42.8 26.6 58.3 40.1 31.9 21.6 40.8 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, May 7, 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 : 60,180: 23,762 4,945 12 27,509 45,880 51,283 50,836: 8,898 9,344
Old : 60,180: 23,762 4,945 12 27,509 45,880 51,283 50,836: 8,898 9,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -551: 231 576 7 -517 -1,185 -279 -603: -272 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 8.2 0.0 45.7 76.2 85.2 84.5: 14.8 15.5
Old : 100.0: 39.5 8.2 0.0 45.7 76.2 85.2 84.5: 14.8 15.5
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 : 108: 39 13 2 37 26 76 41:
Old : 108: 39 13 2 37 26 76 41:
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 : 24.0 37.5 38.4 62.5 24.0 37.1 38.4 62.0
Old : 24.0 37.5 38.4 62.5 24.0 37.1 38.4 62.0
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 - Futures Only, May 7, 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 : 120,360: 47,524 9,889 23 55,018 91,760 102,565 101,672: 17,795 18,688
Old : 120,360: 47,524 9,889 23 55,018 91,760 102,565 101,672: 17,795 18,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -1,102: 462 1,151 13 -1,033 -2,369 -558 -1,205: -544 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 8.2 0.0 45.7 76.2 85.2 84.5: 14.8 15.5
Old : 100.0: 39.5 8.2 0.0 45.7 76.2 85.2 84.5: 14.8 15.5
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 : 108: 39 13 2 37 26 76 41:
Old : 108: 39 13 2 37 26 76 41:
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 : 24.0 37.5 38.4 62.5 24.0 37.1 38.4 62.0
Old : 24.0 37.5 38.4 62.5 24.0 37.1 38.4 62.0
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 - Futures Only, May 7, 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 : 10,133: 7,760 8,837 952 1,285 322 9,997 10,111: 136 22
Old : 10,133: 7,760 8,837 952 1,285 322 9,997 10,111: 136 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 31: -101 105 -50 183 -44 32 11: -1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 87.2 9.4 12.7 3.2 98.7 99.8: 1.3 0.2
Old : 100.0: 76.6 87.2 9.4 12.7 3.2 98.7 99.8: 1.3 0.2
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 : 23: 12 7 3 3 1 17 9:
Old : 23: 12 7 3 3 1 17 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 : 73.1 84.2 88.4 99.1 70.6 81.7 82.1 90.4
Old : 73.1 84.2 88.4 99.1 70.6 81.7 82.1 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 7, 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 : 8,767: 600 4,726 44 7,993 3,846 8,637 8,616: 130 151
Old : 8,767: 600 4,726 44 7,993 3,846 8,637 8,616: 130 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 26: 3 -338 7 6 341 16 10: 10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 53.9 0.5 91.2 43.9 98.5 98.3: 1.5 1.7
Old : 100.0: 6.8 53.9 0.5 91.2 43.9 98.5 98.3: 1.5 1.7
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 : 24: 5 8 2 3 8 10 16:
Old : 24: 5 8 2 3 8 10 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 : 95.0 63.5 98.0 85.6 95.0 63.1 98.0 85.1
Old : 95.0 63.5 98.0 85.6 95.0 63.1 98.0 85.1
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 - Futures Only, May 7, 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 : 19,597: 5,227 3,174 33 14,283 16,280 19,543 19,487: 54 110
Old : 19,597: 5,227 3,174 33 14,283 16,280 19,543 19,487: 54 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 1,051: -118 91 -4 1,150 1,012 1,028 1,099: 23 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 16.2 0.2 72.9 83.1 99.7 99.4: 0.3 0.6
Old : 100.0: 26.7 16.2 0.2 72.9 83.1 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 6 2 9 9 14 16:
Old : 27: 4 6 2 9 9 14 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 : 84.5 67.4 97.0 93.9 84.3 67.4 96.7 93.9
Old : 84.5 67.4 97.0 93.9 84.3 67.4 96.7 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 10, 2013