WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 21, 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 : 414,221: 112,010 157,112 72,900 197,141 130,843 382,051 360,855: 32,170 53,366
Old : 398,733: 110,119 154,977 67,903 190,375 125,697 368,397 348,577: 30,336 50,156
Other: 15,488: 3,413 3,657 3,475 6,766 5,146 13,654 12,278: 1,834 3,210
: : :
: : Changes in Commitments from: May 14, 2013 :
: 10,841: -4,127 17,293 4,947 9,569 -17,231 10,389 5,009: 452 5,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 37.9 17.6 47.6 31.6 92.2 87.1: 7.8 12.9
Old : 100.0: 27.6 38.9 17.0 47.7 31.5 92.4 87.4: 7.6 12.6
Other: 100.0: 22.0 23.6 22.4 43.7 33.2 88.2 79.3: 11.8 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 92 158 108 82 106 249 308:
Old : 377: 91 161 103 82 101 244 301:
Other: 95: 14 18 5 19 54 38 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 : 17.6 13.3 30.3 21.4 16.3 10.6 27.5 17.2
Old : 17.3 13.0 30.1 21.4 16.8 10.9 28.4 17.8
Other: 60.1 36.2 74.2 49.7 43.0 17.6 51.9 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 21, 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 : 1,176,120: 359,543 236,433 170,212 507,940 535,643 1,037,695 942,288: 138,425 233,832
Old : 598,682: 229,006 115,573 50,828 249,952 323,989 529,786 490,390: 68,896 108,292
Other: 577,438: 217,956 208,279 31,965 257,988 211,654 507,909 451,898: 69,529 125,540
: : :
: : Changes in Commitments from: May 14, 2013 :
: 31,246: 8,023 27,186 13,104 4,407 -13,039 25,534 27,251: 5,712 3,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 20.1 14.5 43.2 45.5 88.2 80.1: 11.8 19.9
Old : 100.0: 38.3 19.3 8.5 41.8 54.1 88.5 81.9: 11.5 18.1
Other: 100.0: 37.7 36.1 5.5 44.7 36.7 88.0 78.3: 12.0 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 179 173 200 221 287 528 561:
Old : 629: 175 131 108 136 258 366 447:
Other: 624: 127 162 84 182 245 370 442:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 11.7 21.8 18.4 10.9 9.5 20.6 14.9
Old : 16.0 14.8 26.1 21.7 16.0 14.1 25.9 20.5
Other: 18.6 18.0 29.4 25.5 18.4 17.6 29.2 24.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 21, 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 : 8,346: 2,771 1,956 306 3,447 5,295 6,524 7,557: 1,822 789
Old : 8,346: 2,771 1,956 306 3,447 5,295 6,524 7,557: 1,822 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -634: -948 -192 261 218 -749 -469 -680: -165 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 23.4 3.7 41.3 63.4 78.2 90.5: 21.8 9.5
Old : 100.0: 33.2 23.4 3.7 41.3 63.4 78.2 90.5: 21.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 5 4 13 12 35 18:
Old : 44: 19 5 4 13 12 35 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 54.3 52.7 77.4 34.4 53.3 52.7 75.2
Old : 34.4 54.3 52.7 77.4 34.4 53.3 52.7 75.2
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 21, 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 : 582,728: 214,833 131,936 64,697 248,218 316,106 527,748 512,739: 54,980 69,989
Old : 315,532: 154,621 76,865 10,108 116,463 203,207 281,192 290,180: 34,340 25,352
Other: 267,196: 98,589 93,448 16,212 131,755 112,899 246,556 222,559: 20,640 44,637
: : :
: : Changes in Commitments from: May 14, 2013 :
: 18,274: 30,824 19,562 -6,816 -6,309 3,457 17,699 16,203: 575 2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 22.6 11.1 42.6 54.2 90.6 88.0: 9.4 12.0
Old : 100.0: 49.0 24.4 3.2 36.9 64.4 89.1 92.0: 10.9 8.0
Other: 100.0: 36.9 35.0 6.1 49.3 42.3 92.3 83.3: 7.7 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 517: 173 164 165 122 140 397 388:
Old : 449: 160 138 58 77 104 272 266:
Other: 403: 112 142 90 93 113 265 293:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 17.7 20.6 27.1 11.4 15.8 18.7 22.6
Old : 20.3 26.2 31.1 38.8 20.0 25.6 30.7 37.9
Other: 15.7 17.1 26.9 25.6 15.2 17.1 26.2 25.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 21, 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 : 351,598: 77,672 109,976 50,029 188,519 154,711 316,220 314,716: 35,378 36,882
Old : 222,568: 60,118 99,921 10,804 132,639 85,339 203,561 196,064: 19,007 26,504
Other: 129,030: 41,884 34,385 14,895 55,880 69,372 112,659 118,652: 16,371 10,378
: : :
: : Changes in Commitments from: May 14, 2013 :
: 8,936: -856 -3,682 2,442 6,315 11,401 7,901 10,161: 1,035 -1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 31.3 14.2 53.6 44.0 89.9 89.5: 10.1 10.5
Old : 100.0: 27.0 44.9 4.9 59.6 38.3 91.5 88.1: 8.5 11.9
Other: 100.0: 32.5 26.6 11.5 43.3 53.8 87.3 92.0: 12.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 83 84 87 71 71 192 220:
Old : 258: 84 81 55 58 65 154 190:
Other: 190: 57 54 38 54 47 132 121:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 18.7 33.6 26.9 15.1 14.1 23.3 20.3
Old : 33.6 16.1 44.5 26.2 32.0 16.1 42.7 25.0
Other: 15.8 38.0 27.6 50.1 15.3 33.7 26.5 45.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 21, 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 : 634,982: 62,269 71,852 19,787 410,931 378,325 492,987 469,964: 141,995 165,018
Old : 634,982: 62,269 71,852 19,787 410,931 378,325 492,987 469,964: 141,995 165,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -27,496: -18,399 5,822 1,675 -10,179 -32,980 -26,903 -25,483: -593 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.3 3.1 64.7 59.6 77.6 74.0: 22.4 26.0
Old : 100.0: 9.8 11.3 3.1 64.7 59.6 77.6 74.0: 22.4 26.0
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 : 170: 29 39 21 72 81 116 126:
Old : 170: 29 39 21 72 81 116 126:
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 : 29.3 13.6 37.4 23.0 25.3 11.2 31.5 18.5
Old : 29.3 13.6 37.4 23.0 25.3 11.2 31.5 18.5
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 - Futures Only, May 21, 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 : 387,059: 24,032 50,139 5,803 283,547 274,244 313,382 330,186: 73,677 56,873
Old : 387,059: 24,032 50,139 5,803 283,547 274,244 313,382 330,186: 73,677 56,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -9,630: -171 2,353 -48 -10,471 -15,502 -10,690 -13,197: 1,060 3,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.0 1.5 73.3 70.9 81.0 85.3: 19.0 14.7
Old : 100.0: 6.2 13.0 1.5 73.3 70.9 81.0 85.3: 19.0 14.7
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 : 74: 7 9 4 41 43 51 53:
Old : 74: 7 9 4 41 43 51 53:
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 : 35.4 33.7 50.0 47.4 31.8 33.1 44.3 46.8
Old : 35.4 33.7 50.0 47.4 31.8 33.1 44.3 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, May 21, 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 : 9,870: 1,492 316 896 6,762 8,167 9,150 9,379: 720 491
Old : 9,870: 1,492 316 896 6,762 8,167 9,150 9,379: 720 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -124: -295 18 183 -80 -438 -192 -237: 68 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.2 9.1 68.5 82.7 92.7 95.0: 7.3 5.0
Old : 100.0: 15.1 3.2 9.1 68.5 82.7 92.7 95.0: 7.3 5.0
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 : 43: 9 7 6 21 25 35 33:
Old : 43: 9 7 6 21 25 35 33:
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 : 52.1 42.9 66.8 65.9 31.6 23.8 38.7 35.5
Old : 52.1 42.9 66.8 65.9 31.6 23.8 38.7 35.5
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 21, 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 : 266,679: 87,217 28,925 28,770 103,898 186,651 219,885 244,346: 46,794 22,333
Old : 176,154: 75,349 20,147 9,576 59,174 133,889 144,099 163,612: 32,055 12,542
Other: 90,525: 21,486 18,396 9,576 44,724 52,762 75,786 80,734: 14,739 9,791
: : :
: : Changes in Commitments from: May 14, 2013 :
: 9,852: 3,674 -4,393 4,143 -3,128 12,841 4,689 12,591: 5,163 -2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 10.8 10.8 39.0 70.0 82.5 91.6: 17.5 8.4
Old : 100.0: 42.8 11.4 5.4 33.6 76.0 81.8 92.9: 18.2 7.1
Other: 100.0: 23.7 20.3 10.6 49.4 58.3 83.7 89.2: 16.3 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 84 47 66 77 75 193 165:
Old : 231: 79 49 33 64 68 160 134:
Other: 169: 40 43 35 67 43 129 103:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 33.7 15.3 46.1 8.4 32.8 15.1 42.8
Old : 10.9 39.8 19.0 52.3 10.9 39.8 19.0 50.0
Other: 16.2 27.6 25.4 45.0 14.4 25.0 23.3 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 21, 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 : 11,705: 2,210 5,435 193 6,600 4,391 9,003 10,019: 2,702 1,686
Old : 10,239: 2,036 5,490 0 6,144 3,368 8,180 8,858: 2,059 1,381
Other: 1,466: 344 115 23 456 1,023 823 1,161: 643 305
: : :
: : Changes in Commitments from: May 14, 2013 :
: 142: 70 162 43 -85 -153 28 52: 114 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 46.4 1.6 56.4 37.5 76.9 85.6: 23.1 14.4
Old : 100.0: 19.9 53.6 0.0 60.0 32.9 79.9 86.5: 20.1 13.5
Other: 100.0: 23.5 7.8 1.6 31.1 69.8 56.1 79.2: 43.9 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 19 17 6 22 12 44 34:
Old : 63: 19 18 0 18 9 37 27:
Other: 29: 9 3 3 11 7 22 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 : 33.5 39.7 49.5 58.5 33.5 38.9 49.5 57.1
Old : 36.3 44.4 54.2 63.5 36.3 44.4 54.2 63.5
Other: 27.8 57.6 44.7 75.5 27.8 55.5 44.7 72.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 21, 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 : 905,133: 221,970 204,390 41,109 515,538 569,179 778,617 814,678: 126,516 90,455
Old : 905,133: 221,970 204,390 41,109 515,538 569,179 778,617 814,678: 126,516 90,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -22,457: -22,088 -4,484 7,946 -3,114 -32,265 -17,256 -28,803: -5,201 6,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 22.6 4.5 57.0 62.9 86.0 90.0: 14.0 10.0
Old : 100.0: 24.5 22.6 4.5 57.0 62.9 86.0 90.0: 14.0 10.0
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 : 201: 39 39 25 86 91 137 143:
Old : 201: 39 39 25 86 91 137 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 23.2 31.0 35.8 19.5 22.3 27.8 33.0
Old : 20.6 23.2 31.0 35.8 19.5 22.3 27.8 33.0
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 21, 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 : 2,353,301: 383,457 363,251 121,157 1,551,779 1,485,234 2,056,393 1,969,642: 296,908 383,659
Old : 2,353,301: 383,457 363,251 121,157 1,551,779 1,485,234 2,056,393 1,969,642: 296,908 383,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 21,778: 17,394 -13,965 17,849 4,942 28,084 40,185 31,968: -18,407 -10,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.4 5.1 65.9 63.1 87.4 83.7: 12.6 16.3
Old : 100.0: 16.3 15.4 5.1 65.9 63.1 87.4 83.7: 12.6 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 : 324: 51 75 53 122 164 204 261:
Old : 324: 51 75 53 122 164 204 261:
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 : 27.2 15.3 39.5 22.7 25.8 10.5 36.1 17.3
Old : 27.2 15.3 39.5 22.7 25.8 10.5 36.1 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, May 21, 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 : 1,813,570: 338,234 232,851 37,226 1,193,554 1,272,660 1,569,014 1,542,737: 244,556 270,833
Old : 1,813,570: 338,234 232,851 37,226 1,193,554 1,272,660 1,569,014 1,542,737: 244,556 270,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 18,735: -3,956 9,119 10,412 8,994 -6,019 15,450 13,512: 3,285 5,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.8 2.1 65.8 70.2 86.5 85.1: 13.5 14.9
Old : 100.0: 18.7 12.8 2.1 65.8 70.2 86.5 85.1: 13.5 14.9
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 : 211: 41 38 32 83 103 139 158:
Old : 211: 41 38 32 83 103 139 158:
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 : 26.6 23.5 41.8 35.0 26.0 23.2 40.2 33.9
Old : 26.6 23.5 41.8 35.0 26.0 23.2 40.2 33.9
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 21, 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 : 343,016: 19,650 32,762 74,613 228,903 198,650 323,166 306,025: 19,850 36,991
Old : 343,016: 19,650 32,762 74,613 228,903 198,650 323,166 306,025: 19,850 36,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 15,107: 2,484 3,638 4,925 8,718 4,849 16,127 13,412: -1,020 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 9.6 21.8 66.7 57.9 94.2 89.2: 5.8 10.8
Old : 100.0: 5.7 9.6 21.8 66.7 57.9 94.2 89.2: 5.8 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 : 68: 10 16 19 31 36 54 59:
Old : 68: 10 16 19 31 36 54 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 : 42.5 29.8 55.7 45.0 31.6 26.0 39.5 32.3
Old : 42.5 29.8 55.7 45.0 31.6 26.0 39.5 32.3
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 21, 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 : 57,531: 20,351 4,263 503 26,662 41,982 47,516 46,747: 10,015 10,784
Old : 57,531: 20,351 4,263 503 26,662 41,982 47,516 46,747: 10,015 10,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -2,349: -2,219 -503 306 -1,099 -2,753 -3,012 -2,950: 663 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.4 0.9 46.3 73.0 82.6 81.3: 17.4 18.7
Old : 100.0: 35.4 7.4 0.9 46.3 73.0 82.6 81.3: 17.4 18.7
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 : 103: 35 13 5 35 29 71 46:
Old : 103: 35 13 5 35 29 71 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 34.5 36.7 55.4 23.2 33.9 36.0 54.8
Old : 23.9 34.5 36.7 55.4 23.2 33.9 36.0 54.8
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 21, 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 : 115,061: 40,702 8,525 1,006 53,324 83,963 95,032 93,494: 20,029 21,567
Old : 115,061: 40,702 8,525 1,006 53,324 83,963 95,032 93,494: 20,029 21,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -4,697: -4,437 -1,005 611 -2,197 -5,505 -6,023 -5,899: 1,326 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.4 0.9 46.3 73.0 82.6 81.3: 17.4 18.7
Old : 100.0: 35.4 7.4 0.9 46.3 73.0 82.6 81.3: 17.4 18.7
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 : 103: 35 13 5 35 29 71 46:
Old : 103: 35 13 5 35 29 71 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 34.5 36.7 55.4 23.2 33.9 36.0 54.8
Old : 23.9 34.5 36.7 55.4 23.2 33.9 36.0 54.8
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 21, 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 : 10,148: 7,747 8,692 1,190 1,046 244 9,983 10,126: 165 22
Old : 10,148: 7,747 8,692 1,190 1,046 244 9,983 10,126: 165 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 33: -71 11 105 -36 -83 -2 33: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 85.7 11.7 10.3 2.4 98.4 99.8: 1.6 0.2
Old : 100.0: 76.3 85.7 11.7 10.3 2.4 98.4 99.8: 1.6 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: 10 8 3 2 1 14 10:
Old : 21: 10 8 3 2 1 14 10:
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 : 74.5 83.1 89.8 98.4 71.8 80.6 83.2 87.4
Old : 74.5 83.1 89.8 98.4 71.8 80.6 83.2 87.4
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 21, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,740: 2,830 6,585 44 7,780 3,974 10,654 10,603: 86 137
Old : 10,740: 2,830 6,585 44 7,780 3,974 10,654 10,603: 86 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,980: 1,941 1,814 0 74 155 2,015 1,969: -35 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 61.3 0.4 72.4 37.0 99.2 98.7: 0.8 1.3
Old : 100.0: 26.4 61.3 0.4 72.4 37.0 99.2 98.7: 0.8 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 : 24: 5 8 2 4 7 11 15:
Old : 24: 5 8 2 4 7 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.8 80.3 98.5 91.8 96.8 79.9 98.5 91.4
Old : 96.8 80.3 98.5 91.8 96.8 79.9 98.5 91.4
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 21, 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 : 21,564: 2,405 5,374 2,269 16,848 13,809 21,522 21,452: 42 112
Old : 21,564: 2,405 5,374 2,269 16,848 13,809 21,522 21,452: 42 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 3,060: -301 2,181 177 3,149 690 3,025 3,048: 35 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.9 10.5 78.1 64.0 99.8 99.5: 0.2 0.5
Old : 100.0: 11.2 24.9 10.5 78.1 64.0 99.8 99.5: 0.2 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 : 26: 2 7 2 8 10 12 17:
Old : 26: 2 7 2 8 10 12 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 : 86.2 68.9 98.7 93.0 80.2 58.8 88.5 82.5
Old : 86.2 68.9 98.7 93.0 80.2 58.8 88.5 82.5
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 21, 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 : 12,036: 0 2,641 76 11,941 9,231 12,017 11,948: 19 88
Old : 12,036: 0 2,641 76 11,941 9,231 12,017 11,948: 19 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -113: -629 577 -424 939 -266 -114 -113: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.9 0.6 99.2 76.7 99.8 99.3: 0.2 0.7
Old : 100.0: 0.0 21.9 0.6 99.2 76.7 99.8 99.3: 0.2 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: 0 6 1 5 9 6 15:
Old : 20: 0 6 1 5 9 6 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.7 64.3 99.8 86.8 98.7 64.3 99.2 86.3
Old : 98.7 64.3 99.8 86.8 98.7 64.3 99.2 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2013