WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 14, 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 : 403,380: 116,137 139,819 67,953 187,572 148,074 371,662 355,846: 31,718 47,534
Old : 388,763: 114,070 137,681 63,370 181,427 143,171 358,867 344,222: 29,896 44,541
Other: 14,617: 3,399 3,470 3,251 6,145 4,903 12,795 11,624: 1,822 2,993
: : :
: : Changes in Commitments from: May 7, 2013 :
: -9,503: 681 7,628 -7,446 -4,213 -7,801 -10,978 -7,619: 1,475 -1,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 34.7 16.8 46.5 36.7 92.1 88.2: 7.9 11.8
Old : 100.0: 29.3 35.4 16.3 46.7 36.8 92.3 88.5: 7.7 11.5
Other: 100.0: 23.3 23.7 22.2 42.0 33.5 87.5 79.5: 12.5 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 96 142 106 77 111 245 298:
Old : 370: 96 145 99 77 107 238 292:
Other: 100: 15 18 5 17 57 37 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 16.0 30.6 23.3 16.4 12.5 28.0 18.5
Old : 17.7 15.8 30.6 23.3 16.9 13.0 29.0 19.1
Other: 60.2 35.9 75.1 49.7 44.7 17.5 53.2 29.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 14, 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 : 1,144,874: 351,520 209,247 157,108 503,533 548,682 1,012,161 915,037: 132,713 229,837
Old : 600,680: 230,418 115,023 46,149 255,926 332,253 532,493 493,425: 68,187 107,255
Other: 544,194: 207,388 180,510 24,673 247,607 216,429 479,668 421,612: 64,526 122,582
: : :
: : Changes in Commitments from: May 7, 2013 :
: 1,347: 14,699 4,852 -744 -8,492 -12,929 5,463 -8,821: -4,116 10,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 18.3 13.7 44.0 47.9 88.4 79.9: 11.6 20.1
Old : 100.0: 38.4 19.1 7.7 42.6 55.3 88.6 82.1: 11.4 17.9
Other: 100.0: 38.1 33.2 4.5 45.5 39.8 88.1 77.5: 11.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 715: 171 167 196 216 292 511 561:
Old : 628: 175 131 110 140 257 370 445:
Other: 607: 123 150 78 172 247 349 433:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 13.1 22.3 19.5 11.3 10.7 21.4 15.9
Old : 15.8 14.8 25.5 22.2 15.8 13.8 25.3 20.7
Other: 19.0 20.4 30.5 27.4 18.9 20.0 30.3 26.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 14, 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 : 8,980: 3,719 2,148 45 3,229 6,044 6,993 8,237: 1,987 743
Old : 8,980: 3,719 2,148 45 3,229 6,044 6,993 8,237: 1,987 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: 31: 311 452 28 -183 -333 156 147: -125 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 23.9 0.5 36.0 67.3 77.9 91.7: 22.1 8.3
Old : 100.0: 41.4 23.9 0.5 36.0 67.3 77.9 91.7: 22.1 8.3
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 : 44: 19 6 4 11 12 33 19:
Old : 44: 19 6 4 11 12 33 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 : 34.1 55.3 51.8 78.0 34.1 54.4 51.8 76.8
Old : 34.1 55.3 51.8 78.0 34.1 54.4 51.8 76.8
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 14, 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 : 564,454: 184,009 112,374 71,513 254,527 312,649 510,049 496,536: 54,405 67,918
Old : 312,219: 142,647 66,429 11,112 125,858 210,307 279,617 287,848: 32,602 24,371
Other: 252,235: 87,770 92,353 13,993 128,669 102,342 230,432 208,688: 21,803 43,547
: : :
: : Changes in Commitments from: May 7, 2013 :
: 27,948: 16,527 6,849 7,486 563 10,723 24,576 25,058: 3,372 2,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.9 12.7 45.1 55.4 90.4 88.0: 9.6 12.0
Old : 100.0: 45.7 21.3 3.6 40.3 67.4 89.6 92.2: 10.4 7.8
Other: 100.0: 34.8 36.6 5.5 51.0 40.6 91.4 82.7: 8.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 158 141 159 117 133 376 354:
Old : 419: 165 108 60 76 95 272 234:
Other: 371: 94 135 74 92 102 241 264:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 18.4 22.3 27.3 12.9 16.4 20.3 23.4
Old : 22.0 25.6 30.9 38.2 22.0 25.0 30.9 37.1
Other: 15.5 16.6 26.3 26.9 14.9 16.5 25.4 26.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 14, 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 : 342,662: 78,528 113,658 47,587 182,204 143,310 308,319 304,555: 34,343 38,107
Old : 221,399: 60,002 100,516 12,921 129,717 79,267 202,640 192,704: 18,759 28,695
Other: 121,263: 39,268 33,884 13,924 52,487 64,043 105,679 111,851: 15,584 9,412
: : :
: : Changes in Commitments from: May 7, 2013 :
: -1,551: 4,525 -7,693 3,508 -10,211 4,955 -2,178 770: 627 -2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.2 13.9 53.2 41.8 90.0 88.9: 10.0 11.1
Old : 100.0: 27.1 45.4 5.8 58.6 35.8 91.5 87.0: 8.5 13.0
Other: 100.0: 32.4 27.9 11.5 43.3 52.8 87.1 92.2: 12.9 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 81 83 84 75 72 197 211:
Old : 260: 82 80 57 63 67 163 187:
Other: 184: 51 54 33 56 44 128 113:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 17.6 33.1 26.1 15.1 14.2 23.5 20.9
Old : 30.7 15.4 42.5 26.1 28.9 15.2 40.5 24.8
Other: 15.4 37.1 27.2 50.0 14.4 32.8 25.8 44.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 14, 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 : 662,478: 80,668 66,030 18,112 421,110 411,305 519,890 495,447: 142,588 167,031
Old : 662,478: 80,668 66,030 18,112 421,110 411,305 519,890 495,447: 142,588 167,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -21,660: -10,299 -17,448 6,118 -1,788 -17,317 -5,969 -28,647: -15,691 6,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.0 2.7 63.6 62.1 78.5 74.8: 21.5 25.2
Old : 100.0: 12.2 10.0 2.7 63.6 62.1 78.5 74.8: 21.5 25.2
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 : 176: 31 35 20 79 85 121 129:
Old : 176: 31 35 20 79 85 121 129:
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 : 29.9 14.5 38.6 24.3 26.7 12.6 33.3 20.4
Old : 29.9 14.5 38.6 24.3 26.7 12.6 33.3 20.4
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 14, 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 : 396,689: 24,203 47,786 5,851 294,018 289,746 324,072 343,383: 72,617 53,306
Old : 396,689: 24,203 47,786 5,851 294,018 289,746 324,072 343,383: 72,617 53,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -3,400: -6,094 454 3,467 4,423 -5,357 1,796 -1,436: -5,196 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.0 1.5 74.1 73.0 81.7 86.6: 18.3 13.4
Old : 100.0: 6.1 12.0 1.5 74.1 73.0 81.7 86.6: 18.3 13.4
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 : 74: 7 8 5 42 45 53 54:
Old : 74: 7 8 5 42 45 53 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 : 35.6 35.1 49.7 48.8 31.9 34.8 44.1 48.4
Old : 35.6 35.1 49.7 48.8 31.9 34.8 44.1 48.4
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 14, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,994: 1,787 298 713 6,842 8,605 9,342 9,616: 652 378
Old : 9,994: 1,787 298 713 6,842 8,605 9,342 9,616: 652 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -122: 447 -251 46 -600 29 -107 -176: -15 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 3.0 7.1 68.5 86.1 93.5 96.2: 6.5 3.8
Old : 100.0: 17.9 3.0 7.1 68.5 86.1 93.5 96.2: 6.5 3.8
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 : 44: 10 6 5 23 25 37 32:
Old : 44: 10 6 5 23 25 37 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 : 52.9 41.8 68.6 64.4 31.8 22.7 38.6 34.5
Old : 52.9 41.8 68.6 64.4 31.8 22.7 38.6 34.5
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 14, 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 : 256,827: 83,543 33,318 24,627 107,026 173,810 215,196 231,755: 41,631 25,072
Old : 171,125: 72,500 22,226 7,583 63,041 125,821 143,124 155,630: 28,001 15,495
Other: 85,702: 18,821 18,870 9,266 43,985 47,989 72,072 76,125: 13,630 9,577
: : :
: : Changes in Commitments from: May 7, 2013 :
: 554: 4,140 -6,643 4,526 -9,009 5,683 -343 3,566: 897 -3,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.0 9.6 41.7 67.7 83.8 90.2: 16.2 9.8
Old : 100.0: 42.4 13.0 4.4 36.8 73.5 83.6 90.9: 16.4 9.1
Other: 100.0: 22.0 22.0 10.8 51.3 56.0 84.1 88.8: 15.9 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 79 44 68 78 71 192 160:
Old : 222: 80 44 36 65 63 162 127:
Other: 166: 39 44 35 66 41 126 103:
:----------------------------------------------------------------------------------------------------
: 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 32.3 16.4 44.5 9.4 31.6 16.3 40.9
Old : 12.5 40.2 20.6 51.3 12.5 40.2 20.6 49.4
Other: 15.7 27.0 25.4 45.5 13.1 24.4 22.6 41.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 14, 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 : 11,563: 2,140 5,273 150 6,685 4,544 8,975 9,967: 2,588 1,596
Old : 10,240: 2,009 5,274 0 6,260 3,657 8,269 8,931: 1,971 1,309
Other: 1,323: 257 125 24 425 887 706 1,036: 617 287
: : :
: : Changes in Commitments from: May 7, 2013 :
: -74: -24 -86 6 -304 -49 -322 -129: 248 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 45.6 1.3 57.8 39.3 77.6 86.2: 22.4 13.8
Old : 100.0: 19.6 51.5 0.0 61.1 35.7 80.8 87.2: 19.2 12.8
Other: 100.0: 19.4 9.4 1.8 32.1 67.0 53.4 78.3: 46.6 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 20 16 5 23 12 44 33:
Old : 62: 19 17 0 19 9 38 26:
Other: 28: 8 3 3 11 7 21 11:
:----------------------------------------------------------------------------------------------------
: 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 39.9 50.5 60.3 33.9 39.3 50.0 58.6
Old : 36.3 44.4 54.7 65.5 36.3 44.4 54.7 65.3
Other: 30.0 55.1 43.5 74.5 30.0 53.5 43.5 72.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 14, 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 : 927,590: 244,058 208,874 33,163 518,652 601,444 795,873 843,481: 131,717 84,109
Old : 927,590: 244,058 208,874 33,163 518,652 601,444 795,873 843,481: 131,717 84,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -19,624: -18,190 -9,948 924 1,752 -1,010 -15,514 -10,034: -4,110 -9,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 22.5 3.6 55.9 64.8 85.8 90.9: 14.2 9.1
Old : 100.0: 26.3 22.5 3.6 55.9 64.8 85.8 90.9: 14.2 9.1
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 : 205: 42 38 20 87 94 136 145:
Old : 205: 42 38 20 87 94 136 145:
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 : 19.5 22.8 29.3 36.9 18.1 21.8 25.6 34.0
Old : 19.5 22.8 29.3 36.9 18.1 21.8 25.6 34.0
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 - Futures Only, May 14, 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 : 2,331,523: 366,063 377,216 103,308 1,546,837 1,457,150 2,016,208 1,937,674: 315,315 393,849
Old : 2,331,523: 366,063 377,216 103,308 1,546,837 1,457,150 2,016,208 1,937,674: 315,315 393,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: 60,017: -64,417 -15,308 16,327 102,047 35,356 53,957 36,375: 6,060 23,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.2 4.4 66.3 62.5 86.5 83.1: 13.5 16.9
Old : 100.0: 15.7 16.2 4.4 66.3 62.5 86.5 83.1: 13.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 46 78 47 116 160 191 256:
Old : 314: 46 78 47 116 160 191 256:
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 : 26.8 15.2 39.4 23.3 25.5 10.8 36.2 18.1
Old : 26.8 15.2 39.4 23.3 25.5 10.8 36.2 18.1
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 14, 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 : 1,794,835: 342,190 223,732 26,814 1,184,560 1,278,679 1,553,564 1,529,225: 241,271 265,610
Old : 1,794,835: 342,190 223,732 26,814 1,184,560 1,278,679 1,553,564 1,529,225: 241,271 265,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -82,449: -54,786 -18,063 129 -1,870 -83,202 -56,527 -101,136: -25,922 18,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.5 1.5 66.0 71.2 86.6 85.2: 13.4 14.8
Old : 100.0: 19.1 12.5 1.5 66.0 71.2 86.6 85.2: 13.4 14.8
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 : 217: 42 41 30 88 104 144 161:
Old : 217: 42 41 30 88 104 144 161:
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 : 28.3 24.7 44.0 36.8 27.7 24.2 42.1 35.4
Old : 28.3 24.7 44.0 36.8 27.7 24.2 42.1 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 - Futures Only, May 14, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 327,909: 17,166 29,124 69,688 220,185 193,801 307,039 292,613: 20,870 35,296
Old : 327,909: 17,166 29,124 69,688 220,185 193,801 307,039 292,613: 20,870 35,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: 2,325: 4,744 -4,232 2,295 -6,386 6,542 653 4,605: 1,672 -2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.9 21.3 67.1 59.1 93.6 89.2: 6.4 10.8
Old : 100.0: 5.2 8.9 21.3 67.1 59.1 93.6 89.2: 6.4 10.8
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 : 67: 11 14 18 30 38 52 60:
Old : 67: 11 14 18 30 38 52 60:
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 26.5 57.8 41.3 31.6 22.6 39.7 29.0
Old : 42.8 26.5 57.8 41.3 31.6 22.6 39.7 29.0
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 - Futures Only, May 14, 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 : 59,879: 22,570 4,765 198 27,761 44,734 50,528 49,697: 9,352 10,183
Old : 59,879: 22,570 4,765 198 27,761 44,734 50,528 49,697: 9,352 10,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -301: -1,193 -180 186 252 -1,146 -755 -1,140: 454 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 8.0 0.3 46.4 74.7 84.4 83.0: 15.6 17.0
Old : 100.0: 37.7 8.0 0.3 46.4 74.7 84.4 83.0: 15.6 17.0
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 : 110: 36 14 4 38 31 74 49:
Old : 110: 36 14 4 38 31 74 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 34.8 37.3 56.7 24.2 34.4 37.1 56.1
Old : 24.4 34.8 37.3 56.7 24.2 34.4 37.1 56.1
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 - Futures Only, May 14, 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 : 119,758: 45,139 9,530 395 55,521 89,468 101,055 99,393: 18,703 20,365
Old : 119,758: 45,139 9,530 395 55,521 89,468 101,055 99,393: 18,703 20,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -602: -2,385 -359 372 503 -2,292 -1,510 -2,279: 908 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 8.0 0.3 46.4 74.7 84.4 83.0: 15.6 17.0
Old : 100.0: 37.7 8.0 0.3 46.4 74.7 84.4 83.0: 15.6 17.0
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 : 110: 36 14 4 38 31 74 49:
Old : 110: 36 14 4 38 31 74 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 34.8 37.3 56.7 24.2 34.4 37.1 56.1
Old : 24.4 34.8 37.3 56.7 24.2 34.4 37.1 56.1
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 - Futures Only, May 14, 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 : 10,115: 7,818 8,681 1,085 1,082 327 9,985 10,093: 130 22
Old : 10,115: 7,818 8,681 1,085 1,082 327 9,985 10,093: 130 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -18: 58 -156 133 -203 5 -12 -18: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 85.8 10.7 10.7 3.2 98.7 99.8: 1.3 0.2
Old : 100.0: 77.3 85.8 10.7 10.7 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 : 21: 11 7 3 2 1 15 9:
Old : 21: 11 7 3 2 1 15 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 : 75.1 83.2 90.5 99.1 72.6 80.7 83.8 89.1
Old : 75.1 83.2 90.5 99.1 72.6 80.7 83.8 89.1
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 14, 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 : 8,760: 889 4,771 44 7,706 3,819 8,639 8,634: 121 126
Old : 8,760: 889 4,771 44 7,706 3,819 8,639 8,634: 121 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -7: 289 45 0 -287 -27 2 18: -9 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 54.5 0.5 88.0 43.6 98.6 98.6: 1.4 1.4
Old : 100.0: 10.1 54.5 0.5 88.0 43.6 98.6 98.6: 1.4 1.4
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 : 25: 6 9 2 3 7 11 16:
Old : 25: 6 9 2 3 7 11 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 : 94.1 77.2 97.7 90.7 94.1 76.7 97.7 90.2
Old : 94.1 77.2 97.7 90.7 94.1 76.7 97.7 90.2
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 14, 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 : 18,504: 2,706 3,193 2,092 13,699 13,119 18,497 18,404: 7 100
Old : 18,504: 2,706 3,193 2,092 13,699 13,119 18,497 18,404: 7 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -1,093: -2,521 19 2,059 -584 -3,161 -1,046 -1,083: -47 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.3 11.3 74.0 70.9 100.0 99.5: 0.0 0.5
Old : 100.0: 14.6 17.3 11.3 74.0 70.9 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 6 2 9 10 15 17:
Old : 29: 5 6 2 9 10 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 64.9 96.0 92.0 73.1 64.9 85.3 82.8
Old : 80.4 64.9 96.0 92.0 73.1 64.9 85.3 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, May 14, 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 : 12,149: 629 2,064 500 11,002 9,497 12,131 12,061: 18 88
Old : 12,149: 629 2,064 500 11,002 9,497 12,131 12,061: 18 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -142: 26 526 -106 -66 -262 -146 158: 4 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 17.0 4.1 90.6 78.2 99.9 99.3: 0.1 0.7
Old : 100.0: 5.2 17.0 4.1 90.6 78.2 99.9 99.3: 0.1 0.7
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 : 20: 1 5 1 4 10 5 16:
Old : 20: 1 5 1 4 10 5 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.4 64.5 99.9 86.7 95.2 64.5 95.7 86.2
Old : 99.4 64.5 99.9 86.7 95.2 64.5 95.7 86.2
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 - Futures Only, May 14, 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 : 3,434: 841 724 0 2,432 2,657 3,273 3,381: 161 53
Old : 3,434: 841 724 0 2,432 2,657 3,273 3,381: 161 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2013 :
: -61: 157 -607 0 -268 553 -111 -54: 50 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 21.1 0.0 70.8 77.4 95.3 98.5: 4.7 1.5
Old : 100.0: 24.5 21.1 0.0 70.8 77.4 95.3 98.5: 4.7 1.5
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 : 20: 5 5 0 3 8 8 13:
Old : 20: 5 5 0 3 8 8 13:
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 : 88.9 66.5 95.3 88.6 88.9 66.5 94.3 88.6
Old : 88.9 66.5 95.3 88.6 88.9 66.5 94.3 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 17, 2013