WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 25, 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 : 388,909: 113,075 140,485 63,737 180,927 133,261 357,739 337,483: 31,170 51,426
Old : 357,357: 103,931 135,030 55,081 169,856 121,782 328,868 311,893: 28,489 45,464
Other: 31,552: 13,579 9,890 4,221 11,071 11,479 28,871 25,590: 2,681 5,962
: : :
: : Changes in Commitments from: June 18, 2013 :
: -32,419: 1,239 -14,352 -9,394 -23,744 -6,061 -31,899 -29,807: -520 -2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 36.1 16.4 46.5 34.3 92.0 86.8: 8.0 13.2
Old : 100.0: 29.1 37.8 15.4 47.5 34.1 92.0 87.3: 8.0 12.7
Other: 100.0: 43.0 31.3 13.4 35.1 36.4 91.5 81.1: 8.5 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 82 136 90 73 101 215 283:
Old : 345: 88 135 87 72 96 211 275:
Other: 109: 8 36 10 22 58 40 96:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 12.2 30.1 21.6 17.5 10.8 27.6 18.4
Old : 18.2 12.0 30.7 21.8 18.1 11.5 28.3 19.8
Other: 63.2 29.6 78.7 42.2 57.7 18.1 65.5 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 25, 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 : 1,155,457: 358,935 250,417 146,076 506,531 531,225 1,011,542 927,718: 143,915 227,739
Old : 436,282: 141,773 94,881 25,772 212,833 245,598 380,378 366,251: 55,904 70,031
Other: 719,175: 301,006 239,380 36,460 293,698 285,627 631,164 561,467: 88,011 157,708
: : :
: : Changes in Commitments from: June 18, 2013 :
: -83,741: -65 7,004 -52,020 -29,034 -28,550 -81,119 -73,566: -2,622 -10,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 21.7 12.6 43.8 46.0 87.5 80.3: 12.5 19.7
Old : 100.0: 32.5 21.7 5.9 48.8 56.3 87.2 83.9: 12.8 16.1
Other: 100.0: 41.9 33.3 5.1 40.8 39.7 87.8 78.1: 12.2 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 142 169 192 248 283 520 549:
Old : 547: 122 116 69 165 230 330 379:
Other: 629: 131 163 103 197 255 400 462:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 12.3 22.6 19.7 11.6 10.3 20.8 15.7
Old : 18.5 18.9 30.4 26.1 18.5 18.1 30.1 24.7
Other: 17.1 16.1 26.5 23.6 17.0 15.3 26.3 22.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 25, 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 : 10,941: 5,058 526 2 3,313 8,896 8,373 9,424: 2,568 1,517
Old : 10,940: 5,058 526 2 3,312 8,895 8,372 9,423: 2,568 1,517
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -508: -82 -524 -65 -329 59 -476 -530: -32 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 4.8 0.0 30.3 81.3 76.5 86.1: 23.5 13.9
Old : 100.0: 46.2 4.8 0.0 30.3 81.3 76.5 86.1: 23.5 13.9
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 : 46: 21 5 1 13 15 35 20:
Old : 46: 21 5 1 13 15 35 20:
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 : 37.9 50.9 52.9 68.8 37.9 50.1 52.3 65.5
Old : 37.9 50.9 52.9 68.8 37.9 50.1 52.3 65.5
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 25, 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 : 562,572: 220,193 110,269 54,504 234,747 322,039 509,444 486,812: 53,128 75,760
Old : 97,314: 35,692 15,443 5,323 42,023 60,572 83,038 81,338: 14,276 15,976
Other: 465,258: 201,906 112,231 31,776 192,724 261,467 426,406 405,474: 38,852 59,784
: : :
: : Changes in Commitments from: June 18, 2013 :
: -59,000: -12,822 -21,231 -13,094 -30,850 -19,934 -56,766 -54,259: -2,234 -4,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 19.6 9.7 41.7 57.2 90.6 86.5: 9.4 13.5
Old : 100.0: 36.7 15.9 5.5 43.2 62.2 85.3 83.6: 14.7 16.4
Other: 100.0: 43.4 24.1 6.8 41.4 56.2 91.6 87.2: 8.4 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 152 146 143 134 156 380 370:
Old : 311: 92 70 33 91 108 197 200:
Other: 475: 145 152 101 101 141 312 338:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 17.2 21.0 25.8 11.1 15.2 19.6 23.1
Old : 24.7 20.0 35.0 27.6 18.6 15.3 27.2 22.3
Other: 13.5 18.4 24.3 27.2 13.0 17.7 22.4 25.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 25, 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 : 340,209: 72,616 106,784 44,816 191,293 149,184 308,725 300,784: 31,484 39,425
Old : 124,092: 24,659 27,622 8,640 81,112 71,769 114,411 108,031: 9,681 16,061
Other: 216,117: 64,586 95,791 19,547 110,181 77,415 194,314 192,753: 21,803 23,364
: : :
: : Changes in Commitments from: June 18, 2013 :
: -15,466: -5,757 -2,262 -5,045 -3,461 -8,652 -14,263 -15,959: -1,203 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 31.4 13.2 56.2 43.9 90.7 88.4: 9.3 11.6
Old : 100.0: 19.9 22.3 7.0 65.4 57.8 92.2 87.1: 7.8 12.9
Other: 100.0: 29.9 44.3 9.0 51.0 35.8 89.9 89.2: 10.1 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 55 99 77 75 70 180 213:
Old : 179: 30 57 39 55 59 109 138:
Other: 232: 56 94 46 60 43 144 160:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 17.3 31.7 26.7 13.2 11.2 21.0 18.8
Old : 45.5 23.4 54.6 35.1 45.3 23.4 54.2 33.8
Other: 17.7 24.3 29.5 35.8 16.8 23.4 28.3 33.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 25, 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 : 546,939: 52,104 81,708 7,746 352,948 291,919 412,798 381,373: 134,141 165,566
Old : 546,939: 52,104 81,708 7,746 352,948 291,919 412,798 381,373: 134,141 165,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -18,044: -12,831 16,497 -781 -23,966 -24,726 -37,578 -9,010: 19,534 -9,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.9 1.4 64.5 53.4 75.5 69.7: 24.5 30.3
Old : 100.0: 9.5 14.9 1.4 64.5 53.4 75.5 69.7: 24.5 30.3
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 : 156: 26 37 15 61 69 98 110:
Old : 156: 26 37 15 61 69 98 110:
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 : 23.7 14.3 34.4 22.7 17.9 14.0 25.9 20.1
Old : 23.7 14.3 34.4 22.7 17.9 14.0 25.9 20.1
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 25, 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 : 381,970: 28,145 41,096 5,250 280,311 271,235 313,706 317,581: 68,264 64,389
Old : 381,970: 28,145 41,096 5,250 280,311 271,235 313,706 317,581: 68,264 64,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -2,527: 1,884 -13,160 -333 -2,602 5,951 -1,051 -7,542: -1,476 5,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.8 1.4 73.4 71.0 82.1 83.1: 17.9 16.9
Old : 100.0: 7.4 10.8 1.4 73.4 71.0 82.1 83.1: 17.9 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 : 70: 7 5 5 40 43 50 50:
Old : 70: 7 5 5 40 43 50 50:
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 : 33.8 30.3 48.8 46.5 29.2 29.3 42.5 44.9
Old : 33.8 30.3 48.8 46.5 29.2 29.3 42.5 44.9
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 25, 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 : 9,672: 1,354 556 323 7,338 8,585 9,015 9,464: 657 208
Old : 9,672: 1,354 556 323 7,338 8,585 9,015 9,464: 657 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -285: -24 -35 -37 -123 -137 -184 -209: -101 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 5.7 3.3 75.9 88.8 93.2 97.8: 6.8 2.2
Old : 100.0: 14.0 5.7 3.3 75.9 88.8 93.2 97.8: 6.8 2.2
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 : 42: 9 4 5 22 22 34 29:
Old : 42: 9 4 5 22 22 34 29:
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 : 51.7 49.5 66.4 71.8 31.6 31.1 38.5 43.3
Old : 51.7 49.5 66.4 71.8 31.6 31.1 38.5 43.3
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 25, 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 : 316,642: 102,439 41,730 38,543 126,659 206,362 267,641 286,635: 49,001 30,007
Old : 115,394: 34,884 8,616 8,906 52,589 85,979 96,379 103,501: 19,015 11,893
Other: 201,248: 86,312 51,871 10,880 74,070 120,383 171,262 183,134: 29,986 18,114
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,149: -1,816 1,146 236 6,860 -1,922 5,280 -540: -4,131 1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 13.2 12.2 40.0 65.2 84.5 90.5: 15.5 9.5
Old : 100.0: 30.2 7.5 7.7 45.6 74.5 83.5 89.7: 16.5 10.3
Other: 100.0: 42.9 25.8 5.4 36.8 59.8 85.1 91.0: 14.9 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 74 51 64 81 79 199 162:
Old : 184: 62 23 27 63 70 137 113:
Other: 208: 63 57 29 63 61 146 129:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 32.4 16.8 41.9 8.2 26.4 15.0 32.9
Old : 20.5 35.2 31.4 45.5 16.6 28.4 24.9 36.3
Other: 12.8 35.2 22.7 46.2 12.6 32.1 22.5 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 25, 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 : 10,150: 1,830 1,822 573 5,585 6,555 7,988 8,950: 2,162 1,200
Old : 1,840: 0 709 0 1,455 1,003 1,455 1,712: 385 128
Other: 8,310: 1,887 1,170 516 4,130 5,552 6,533 7,238: 1,777 1,072
: : :
: : Changes in Commitments from: June 18, 2013 :
: -132: -540 -430 445 252 110 157 125: -289 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.0 5.6 55.0 64.6 78.7 88.2: 21.3 11.8
Old : 100.0: 0.0 38.5 0.0 79.1 54.5 79.1 93.0: 20.9 7.0
Other: 100.0: 22.7 14.1 6.2 49.7 66.8 78.6 87.1: 21.4 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 8 6 21 17 38 30:
Old : 17: 0 3 0 10 4 10 7:
Other: 52: 14 8 6 16 17 33 30:
:----------------------------------------------------------------------------------------------------
: 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 : 33.1 48.4 48.9 63.4 32.4 47.4 46.6 62.4
Old : 56.5 86.3 75.9 93.0 56.5 86.3 75.9 93.0
Other: 39.5 46.2 54.0 60.6 39.5 46.0 53.8 60.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 25, 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 : 790,523: 199,939 209,751 7,994 495,231 469,211 703,164 686,956: 87,359 103,567
Old : 790,523: 199,939 209,751 7,994 495,231 469,211 703,164 686,956: 87,359 103,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -8,628: -3,311 31,990 2,511 -821 -52,711 -1,621 -18,210: -7,007 9,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 26.5 1.0 62.6 59.4 88.9 86.9: 11.1 13.1
Old : 100.0: 25.3 26.5 1.0 62.6 59.4 88.9 86.9: 11.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 30 43 12 83 85 117 136:
Old : 195: 30 43 12 83 85 117 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 24.7 37.1 34.3 24.2 23.3 34.9 31.3
Old : 25.7 24.7 37.1 34.3 24.2 23.3 34.9 31.3
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 25, 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 : 2,102,828: 356,432 323,421 45,317 1,445,903 1,335,192 1,847,652 1,703,930: 255,176 398,898
Old : 2,102,828: 356,432 323,421 45,317 1,445,903 1,335,192 1,847,652 1,703,930: 255,176 398,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 14,995: -28,860 -30,642 -12,009 34,659 54,578 -6,210 11,927: 21,205 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.4 2.2 68.8 63.5 87.9 81.0: 12.1 19.0
Old : 100.0: 17.0 15.4 2.2 68.8 63.5 87.9 81.0: 12.1 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 : 298: 61 66 36 100 139 182 220:
Old : 298: 61 66 36 100 139 182 220:
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 : 28.5 20.1 44.6 27.9 26.7 16.0 37.2 21.5
Old : 28.5 20.1 44.6 27.9 26.7 16.0 37.2 21.5
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 25, 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 : 1,467,944: 289,016 154,863 38,183 964,420 970,995 1,291,619 1,164,041: 176,325 303,903
Old : 1,467,944: 289,016 154,863 38,183 964,420 970,995 1,291,619 1,164,041: 176,325 303,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 25,856: 23,449 -50,365 18,614 -5,743 53,248 36,320 21,497: -10,464 4,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.5 2.6 65.7 66.1 88.0 79.3: 12.0 20.7
Old : 100.0: 19.7 10.5 2.6 65.7 66.1 88.0 79.3: 12.0 20.7
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 : 216: 42 31 18 92 106 144 145:
Old : 216: 42 31 18 92 106 144 145:
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 : 26.4 20.4 40.4 29.7 25.1 20.2 36.7 28.0
Old : 26.4 20.4 40.4 29.7 25.1 20.2 36.7 28.0
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 25, 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 : 340,141: 18,264 29,513 76,429 225,399 202,606 320,092 308,548: 20,049 31,593
Old : 340,141: 18,264 29,513 76,429 225,399 202,606 320,092 308,548: 20,049 31,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 3,876: 1,917 -1,290 614 5,157 11,510 7,688 10,834: -3,812 -6,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 8.7 22.5 66.3 59.6 94.1 90.7: 5.9 9.3
Old : 100.0: 5.4 8.7 22.5 66.3 59.6 94.1 90.7: 5.9 9.3
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 : 68: 16 11 19 32 35 56 58:
Old : 68: 16 11 19 32 35 56 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 : 41.6 29.3 54.4 45.7 26.8 24.0 34.5 29.9
Old : 41.6 29.3 54.4 45.7 26.8 24.0 34.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 25, 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 : 45,296: 18,589 3,454 328 19,498 35,455 38,414 39,237: 6,882 6,059
Old : 45,296: 18,589 3,454 328 19,498 35,455 38,414 39,237: 6,882 6,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -31,197: -7,484 486 -1,134 -20,465 -27,039 -29,082 -27,687: -2,115 -3,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 7.6 0.7 43.0 78.3 84.8 86.6: 15.2 13.4
Old : 100.0: 41.0 7.6 0.7 43.0 78.3 84.8 86.6: 15.2 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 : 95: 35 12 6 33 21 71 36:
Old : 95: 35 12 6 33 21 71 36:
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 : 23.6 45.7 36.4 65.7 23.6 45.7 36.4 65.7
Old : 23.6 45.7 36.4 65.7 23.6 45.7 36.4 65.7
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 25, 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 : 90,591: 37,177 6,907 656 38,995 70,910 76,828 78,473: 13,763 12,118
Old : 90,591: 37,177 6,907 656 38,995 70,910 76,828 78,473: 13,763 12,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -62,393: -14,967 972 -2,267 -40,929 -54,078 -58,163 -55,373: -4,230 -7,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 7.6 0.7 43.0 78.3 84.8 86.6: 15.2 13.4
Old : 100.0: 41.0 7.6 0.7 43.0 78.3 84.8 86.6: 15.2 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 : 95: 35 12 6 33 21 71 36:
Old : 95: 35 12 6 33 21 71 36:
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 : 23.6 45.7 36.4 65.7 23.6 45.7 36.4 65.7
Old : 23.6 45.7 36.4 65.7 23.6 45.7 36.4 65.7
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 25, 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 : 29,075: 4,835 11,288 84 24,109 17,662 29,028 29,034: 47 41
Old : 29,075: 4,835 11,288 84 24,109 17,662 29,028 29,034: 47 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -723: 303 221 -3 -1,047 -923 -747 -705: 24 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 38.8 0.3 82.9 60.7 99.8 99.9: 0.2 0.1
Old : 100.0: 16.6 38.8 0.3 82.9 60.7 99.8 99.9: 0.2 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 : 31: 4 8 2 8 11 13 20:
Old : 31: 4 8 2 8 11 13 20:
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 : 88.6 65.6 97.4 87.3 88.6 65.6 97.3 87.3
Old : 88.6 65.6 97.4 87.3 88.6 65.6 97.3 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2013