WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 18, 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 : 421,328: 111,836 154,837 73,131 204,671 139,322 389,638 367,290: 31,690 54,038
Old : 389,715: 104,049 150,991 62,804 193,591 128,033 360,444 341,828: 29,271 47,887
Other: 31,613: 13,856 9,915 4,258 11,080 11,289 29,194 25,462: 2,419 6,151
: : :
: : Changes in Commitments from: June 11, 2013 :
: 2,797: -3,216 9,152 -3,079 9,534 -4,545 3,239 1,528: -442 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.7 17.4 48.6 33.1 92.5 87.2: 7.5 12.8
Old : 100.0: 26.7 38.7 16.1 49.7 32.9 92.5 87.7: 7.5 12.3
Other: 100.0: 43.8 31.4 13.5 35.0 35.7 92.3 80.5: 7.7 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 95 150 111 76 102 247 308:
Old : 375: 106 148 107 75 98 244 299:
Other: 110: 11 37 12 22 55 45 95:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 12.7 30.2 21.7 16.5 10.5 27.6 17.4
Old : 17.2 12.9 30.6 22.2 17.1 11.3 28.2 18.7
Other: 63.0 27.4 79.9 40.8 57.7 20.2 67.1 30.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 18, 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 : 1,239,198: 359,000 243,413 198,096 535,565 559,775 1,092,661 1,001,284: 146,537 237,914
Old : 533,913: 185,599 113,995 53,457 235,930 282,968 474,986 450,420: 58,927 83,493
Other: 705,285: 281,709 237,726 36,331 299,635 276,807 617,675 550,864: 87,610 154,421
: : :
: : Changes in Commitments from: June 11, 2013 :
: 21,798: -7,680 9,433 21,710 7,243 -6,802 21,273 24,341: 525 -2,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 19.6 16.0 43.2 45.2 88.2 80.8: 11.8 19.2
Old : 100.0: 34.8 21.4 10.0 44.2 53.0 89.0 84.4: 11.0 15.6
Other: 100.0: 39.9 33.7 5.2 42.5 39.2 87.6 78.1: 12.4 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 170 179 222 242 286 550 585:
Old : 607: 160 122 110 154 240 375 422:
Other: 666: 145 185 106 196 249 410 484:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 10.7 21.4 17.7 10.6 9.1 19.9 14.2
Old : 16.1 15.5 26.5 23.3 16.1 14.9 26.5 21.8
Other: 16.8 15.8 26.3 22.8 16.7 15.1 26.2 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 18, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,449: 5,140 1,050 67 3,642 8,837 8,849 9,954: 2,600 1,495
Old : 11,448: 5,140 1,050 67 3,641 8,836 8,848 9,953: 2,600 1,495
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 1,761: 1,341 30 -195 567 1,676 1,713 1,511: 48 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 9.2 0.6 31.8 77.2 77.3 86.9: 22.7 13.1
Old : 100.0: 44.9 9.2 0.6 31.8 77.2 77.3 86.9: 22.7 13.1
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 6 1 15 16 36 22:
Old : 47: 20 6 1 15 16 36 22:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 48.8 52.3 69.5 36.4 46.0 50.8 63.6
Old : 36.4 48.8 52.3 69.5 36.4 46.0 50.8 63.6
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 18, 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 : 621,572: 233,015 131,500 67,598 265,597 341,973 566,210 541,071: 55,362 80,501
Old : 185,420: 84,300 45,627 8,873 71,744 111,098 164,917 165,598: 20,503 19,822
Other: 436,152: 178,480 115,638 28,960 193,853 230,875 401,293 375,473: 34,859 60,679
: : :
: : Changes in Commitments from: June 11, 2013 :
: 8,764: -16,480 4,214 10,711 15,448 -3,229 9,679 11,696: -915 -2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 21.2 10.9 42.7 55.0 91.1 87.0: 8.9 13.0
Old : 100.0: 45.5 24.6 4.8 38.7 59.9 88.9 89.3: 11.1 10.7
Other: 100.0: 40.9 26.5 6.6 44.4 52.9 92.0 86.1: 8.0 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 175 161 166 134 156 416 399:
Old : 379: 128 96 56 99 109 256 236:
Other: 490: 147 169 105 100 141 316 355:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 15.3 19.7 24.0 9.6 13.3 17.5 20.9
Old : 24.0 19.6 36.8 27.9 22.8 18.4 34.1 25.9
Other: 13.6 17.2 23.2 27.1 12.4 16.4 21.0 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 18, 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 : 355,675: 78,373 109,046 49,861 194,754 157,836 322,988 316,743: 32,687 38,932
Old : 152,316: 32,201 46,100 10,370 97,323 74,913 139,894 131,383: 12,422 20,933
Other: 203,359: 65,073 81,847 20,590 97,431 82,923 183,094 185,360: 20,265 17,999
: : :
: : Changes in Commitments from: June 11, 2013 :
: -12,082: 1,474 -4,968 -456 -8,486 -1,960 -7,468 -7,384: -4,614 -4,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 30.7 14.0 54.8 44.4 90.8 89.1: 9.2 10.9
Old : 100.0: 21.1 30.3 6.8 63.9 49.2 91.8 86.3: 8.2 13.7
Other: 100.0: 32.0 40.2 10.1 47.9 40.8 90.0 91.1: 10.0 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 75 100 95 73 74 201 233:
Old : 215: 49 73 60 52 62 134 169:
Other: 236: 69 83 48 59 49 154 161:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 18.3 32.8 27.4 11.7 10.8 19.8 18.6
Old : 41.3 17.5 50.2 27.6 38.5 17.4 46.7 26.0
Other: 16.1 28.6 28.7 40.2 15.5 26.9 27.4 36.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 18, 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 : 564,983: 64,935 65,211 8,527 376,914 316,645 450,376 390,383: 114,607 174,600
Old : 564,983: 64,935 65,211 8,527 376,914 316,645 450,376 390,383: 114,607 174,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -15,670: 660 -16,782 -1,811 -9,166 2,856 -10,317 -15,737: -5,353 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.5 1.5 66.7 56.0 79.7 69.1: 20.3 30.9
Old : 100.0: 11.5 11.5 1.5 66.7 56.0 79.7 69.1: 20.3 30.9
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 : 166: 33 34 15 61 72 104 111:
Old : 166: 33 34 15 61 72 104 111:
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 : 22.8 13.9 33.1 23.0 17.4 12.2 24.7 18.5
Old : 22.8 13.9 33.1 23.0 17.4 12.2 24.7 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, June 18, 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 : 384,497: 26,261 54,256 5,583 282,913 265,284 314,757 325,123: 69,740 59,374
Old : 384,497: 26,261 54,256 5,583 282,913 265,284 314,757 325,123: 69,740 59,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -13,710: 138 2,388 -243 -12,789 -16,616 -12,894 -14,471: -816 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 14.1 1.5 73.6 69.0 81.9 84.6: 18.1 15.4
Old : 100.0: 6.8 14.1 1.5 73.6 69.0 81.9 84.6: 18.1 15.4
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 : 72: 7 9 3 40 42 48 53:
Old : 72: 7 9 3 40 42 48 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 : 32.8 31.8 47.9 48.1 28.6 29.7 41.7 45.6
Old : 32.8 31.8 47.9 48.1 28.6 29.7 41.7 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, June 18, 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 : 9,957: 1,378 591 360 7,461 8,722 9,199 9,673: 758 284
Old : 9,957: 1,378 591 360 7,461 8,722 9,199 9,673: 758 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -343: -181 -407 112 -285 31 -354 -264: 11 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.9 3.6 74.9 87.6 92.4 97.1: 7.6 2.9
Old : 100.0: 13.8 5.9 3.6 74.9 87.6 92.4 97.1: 7.6 2.9
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 : 41: 10 3 5 24 22 36 28:
Old : 41: 10 3 5 24 22 36 28:
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 : 51.1 46.1 65.3 70.4 29.6 27.7 35.6 39.9
Old : 51.1 46.1 65.3 70.4 29.6 27.7 35.6 39.9
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, June 18, 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 : 315,493: 104,255 40,584 38,307 119,799 208,284 262,361 287,175: 53,132 28,318
Old : 137,728: 55,592 12,210 8,886 46,326 104,217 110,804 125,313: 26,924 12,415
Other: 177,765: 68,713 48,424 9,371 73,473 104,067 151,557 161,862: 26,208 15,903
: : :
: : Changes in Commitments from: June 11, 2013 :
: 10,132: 317 5,006 -62 10,528 1,067 10,783 6,011: -651 4,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.9 12.1 38.0 66.0 83.2 91.0: 16.8 9.0
Old : 100.0: 40.4 8.9 6.5 33.6 75.7 80.5 91.0: 19.5 9.0
Other: 100.0: 38.7 27.2 5.3 41.3 58.5 85.3 91.1: 14.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 79 56 64 84 82 207 165:
Old : 202: 75 31 33 66 70 154 121:
Other: 208: 62 60 27 68 59 147 129:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 31.4 16.0 41.4 8.0 27.8 14.6 35.8
Old : 14.6 34.7 24.8 45.8 13.7 34.1 22.6 43.1
Other: 13.9 34.0 24.7 45.4 13.8 30.5 24.5 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 18, 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 : 10,282: 2,370 2,252 128 5,333 6,445 7,831 8,825: 2,451 1,457
Old : 4,436: 578 1,292 0 2,634 2,555 3,212 3,847: 1,224 589
Other: 5,846: 1,857 1,025 63 2,699 3,890 4,619 4,978: 1,227 868
: : :
: : Changes in Commitments from: June 11, 2013 :
: -511: 313 -1,459 -18 -791 1,028 -496 -449: -15 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.9 1.2 51.9 62.7 76.2 85.8: 23.8 14.2
Old : 100.0: 13.0 29.1 0.0 59.4 57.6 72.4 86.7: 27.6 13.3
Other: 100.0: 31.8 17.5 1.1 46.2 66.5 79.0 85.2: 21.0 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 12 5 19 16 38 31:
Old : 34: 8 8 0 14 4 22 12:
Other: 49: 15 9 3 13 16 29 27:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 48.4 48.1 64.0 32.1 46.5 48.1 62.1
Old : 44.8 75.9 58.1 83.6 44.8 75.9 58.1 83.6
Other: 38.1 44.6 60.4 61.1 38.1 44.6 60.4 60.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 18, 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 : 799,151: 203,250 177,761 5,483 496,052 521,922 704,785 705,166: 94,366 93,985
Old : 799,151: 203,250 177,761 5,483 496,052 521,922 704,785 705,166: 94,366 93,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -19,736: 29,226 1,604 -2,665 -41,796 -11,109 -15,235 -12,170: -4,501 -7,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 22.2 0.7 62.1 65.3 88.2 88.2: 11.8 11.8
Old : 100.0: 25.4 22.2 0.7 62.1 65.3 88.2 88.2: 11.8 11.8
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 : 189: 31 40 14 80 84 116 133:
Old : 189: 31 40 14 80 84 116 133:
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 : 26.0 26.1 36.1 38.9 23.8 23.6 32.8 34.2
Old : 26.0 26.1 36.1 38.9 23.8 23.6 32.8 34.2
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, June 18, 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 : 2,087,833: 385,292 354,063 57,326 1,411,244 1,280,614 1,853,862 1,692,003: 233,971 395,830
Old : 2,087,833: 385,292 354,063 57,326 1,411,244 1,280,614 1,853,862 1,692,003: 233,971 395,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -73,163: 7,389 -33,035 1,381 -71,739 -19,587 -62,969 -51,241: -10,194 -21,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.0 2.7 67.6 61.3 88.8 81.0: 11.2 19.0
Old : 100.0: 18.5 17.0 2.7 67.6 61.3 88.8 81.0: 11.2 19.0
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 : 316: 55 74 39 107 149 187 237:
Old : 316: 55 74 39 107 149 187 237:
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 : 28.1 14.6 42.3 21.4 24.3 10.5 34.5 16.4
Old : 28.1 14.6 42.3 21.4 24.3 10.5 34.5 16.4
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, June 18, 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 : 1,442,088: 265,567 205,228 19,569 970,163 917,747 1,255,299 1,142,544: 186,789 299,544
Old : 1,442,088: 265,567 205,228 19,569 970,163 917,747 1,255,299 1,142,544: 186,789 299,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -87,879: -27,673 6,161 -6,849 -52,685 -89,398 -87,207 -90,086: -672 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.2 1.4 67.3 63.6 87.0 79.2: 13.0 20.8
Old : 100.0: 18.4 14.2 1.4 67.3 63.6 87.0 79.2: 13.0 20.8
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 : 218: 37 37 13 95 110 142 150:
Old : 218: 37 37 13 95 110 142 150:
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 : 23.1 19.3 38.4 28.7 22.2 19.1 35.5 27.1
Old : 23.1 19.3 38.4 28.7 22.2 19.1 35.5 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 18, 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 : 336,265: 16,347 30,803 75,815 220,242 191,096 312,404 297,714: 23,861 38,551
Old : 336,265: 16,347 30,803 75,815 220,242 191,096 312,404 297,714: 23,861 38,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 12,234: -1,872 -453 2,536 12,424 12,310 13,088 14,393: -854 -2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 9.2 22.5 65.5 56.8 92.9 88.5: 7.1 11.5
Old : 100.0: 4.9 9.2 22.5 65.5 56.8 92.9 88.5: 7.1 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 : 62: 12 14 19 26 29 49 52:
Old : 62: 12 14 19 26 29 49 52:
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 : 43.5 29.8 56.7 46.4 29.2 26.1 36.9 31.7
Old : 43.5 29.8 56.7 46.4 29.2 26.1 36.9 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 18, 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 : 76,492: 26,072 2,968 1,462 39,962 62,494 67,496 66,923: 8,997 9,569
Old : 76,492: 26,072 2,968 1,462 39,962 62,494 67,496 66,923: 8,997 9,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 21,066: 3,306 225 1,391 16,085 19,220 20,781 20,836: 285 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 3.9 1.9 52.2 81.7 88.2 87.5: 11.8 12.5
Old : 100.0: 34.1 3.9 1.9 52.2 81.7 88.2 87.5: 11.8 12.5
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 : 102: 34 15 13 39 34 77 58:
Old : 102: 34 15 13 39 34 77 58:
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 : 29.5 39.3 41.8 57.6 22.8 28.0 33.9 45.2
Old : 29.5 39.3 41.8 57.6 22.8 28.0 33.9 45.2
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, June 18, 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 : 152,984: 52,144 5,935 2,923 79,924 124,988 134,991 133,846: 17,993 19,138
Old : 152,984: 52,144 5,935 2,923 79,924 124,988 134,991 133,846: 17,993 19,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 42,132: 6,611 450 2,782 32,169 38,439 41,562 41,671: 570 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 3.9 1.9 52.2 81.7 88.2 87.5: 11.8 12.5
Old : 100.0: 34.1 3.9 1.9 52.2 81.7 88.2 87.5: 11.8 12.5
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 : 102: 34 15 13 39 34 77 58:
Old : 102: 34 15 13 39 34 77 58:
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 : 29.5 39.3 41.8 57.6 22.8 28.0 33.9 45.2
Old : 29.5 39.3 41.8 57.6 22.8 28.0 33.9 45.2
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, June 18, 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 : 8,597: 5,194 6,471 2,024 1,255 92 8,473 8,587: 124 10
Old : 8,597: 5,194 6,471 2,024 1,255 92 8,473 8,587: 124 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -890: -806 -715 466 -95 -188 -435 -437: -455 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 75.3 23.5 14.6 1.1 98.6 99.9: 1.4 0.1
Old : 100.0: 60.4 75.3 23.5 14.6 1.1 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 9 7 2 1 17 12:
Old : 22: 10 9 7 2 1 17 12:
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 : 63.0 78.8 80.4 95.9 56.2 68.4 70.3 74.7
Old : 63.0 78.8 80.4 95.9 56.2 68.4 70.3 74.7
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, June 18, 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 : 29,798: 4,532 11,067 87 25,156 18,585 29,775 29,739: 23 59
Old : 29,798: 4,532 11,067 87 25,156 18,585 29,775 29,739: 23 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 461: 10 991 -1,013 1,470 455 467 433: -6 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 37.1 0.3 84.4 62.4 99.9 99.8: 0.1 0.2
Old : 100.0: 15.2 37.1 0.3 84.4 62.4 99.9 99.8: 0.1 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 : 31: 4 9 2 7 11 12 21:
Old : 31: 4 9 2 7 11 12 21:
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 : 85.9 64.0 98.9 87.3 85.9 64.0 98.8 87.3
Old : 85.9 64.0 98.9 87.3 85.9 64.0 98.8 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2013