WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 2, 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 : 414,335: 115,184 160,714 70,356 199,484 121,500 385,024 352,570: 29,311 61,765
Old : 381,258: 107,232 155,750 59,410 187,870 109,541 354,512 324,701: 26,746 56,557
Other: 33,077: 14,081 11,093 4,817 11,614 11,959 30,512 27,869: 2,565 5,208
: : :
: : Changes in Commitments from: June 25, 2013 :
: 25,426: 2,109 20,229 6,619 18,557 -11,761 27,285 15,087: -1,859 10,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 38.8 17.0 48.1 29.3 92.9 85.1: 7.1 14.9
Old : 100.0: 28.1 40.9 15.6 49.3 28.7 93.0 85.2: 7.0 14.8
Other: 100.0: 42.6 33.5 14.6 35.1 36.2 92.2 84.3: 7.8 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 94 153 103 76 103 241 305:
Old : 378: 107 147 99 74 97 234 297:
Other: 118: 12 40 12 21 57 45 99:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 10.3 28.3 19.2 16.3 9.3 26.0 16.4
Old : 16.9 10.5 29.2 19.3 16.8 10.1 26.7 17.8
Other: 61.0 34.2 75.8 46.3 54.4 21.8 61.7 31.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 2, 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 : 1,109,480: 323,728 291,454 135,779 520,210 456,562 979,717 883,795: 129,763 225,685
Old : 369,409: 130,352 103,932 10,898 189,169 200,306 330,419 315,136: 38,990 54,273
Other: 740,071: 271,888 266,034 46,369 331,041 256,256 649,298 568,659: 90,773 171,412
: : :
: : Changes in Commitments from: June 25, 2013 :
: -45,977: -35,207 41,037 -10,297 13,679 -74,663 -31,825 -43,923: -14,152 -2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 26.3 12.2 46.9 41.2 88.3 79.7: 11.7 20.3
Old : 100.0: 35.3 28.1 3.0 51.2 54.2 89.4 85.3: 10.6 14.7
Other: 100.0: 36.7 35.9 6.3 44.7 34.6 87.7 76.8: 12.3 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 708: 144 201 178 248 280 507 568:
Old : 539: 121 121 30 137 206 276 340:
Other: 656: 133 189 111 210 250 413 489:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 11.0 22.6 17.4 11.5 8.6 20.9 13.6
Old : 21.2 22.0 34.9 29.5 21.2 20.8 34.9 28.1
Other: 16.3 13.3 25.2 20.9 16.1 12.6 25.1 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 2, 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 : 8,640: 3,389 332 34 3,521 7,145 6,944 7,511: 1,696 1,129
Old : 8,639: 3,389 332 34 3,520 7,144 6,943 7,510: 1,696 1,129
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -2,301: -1,669 -194 32 208 -1,751 -1,429 -1,913: -872 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 3.8 0.4 40.8 82.7 80.4 86.9: 19.6 13.1
Old : 100.0: 39.2 3.8 0.4 40.7 82.7 80.4 86.9: 19.6 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 : 42: 19 5 4 11 13 31 21:
Old : 42: 19 5 4 11 13 31 21:
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 : 44.2 59.2 58.1 75.6 44.0 56.3 57.8 72.2
Old : 44.2 59.3 58.1 75.6 44.0 56.3 57.8 72.2
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, July 2, 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 : 523,071: 208,099 104,119 50,084 218,074 298,436 476,257 452,639: 46,814 70,432
Old : 68,104: 32,089 9,028 649 23,971 48,198 56,709 57,875: 11,395 10,229
Other: 454,967: 192,576 111,657 32,869 194,103 250,238 419,548 394,764: 35,419 60,203
: : :
: : Changes in Commitments from: June 25, 2013 :
: -39,501: -12,094 -6,150 -4,420 -16,673 -23,603 -33,187 -34,173: -6,314 -5,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 19.9 9.6 41.7 57.1 91.1 86.5: 8.9 13.5
Old : 100.0: 47.1 13.3 1.0 35.2 70.8 83.3 85.0: 16.7 15.0
Other: 100.0: 42.3 24.5 7.2 42.7 55.0 92.2 86.8: 7.8 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 151 138 145 131 157 375 366:
Old : 282: 93 49 7 81 84 179 135:
Other: 468: 136 147 112 105 143 313 345:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 18.0 22.2 27.4 11.6 16.4 20.5 24.4
Old : 25.3 28.5 37.8 38.6 23.6 23.4 34.4 32.5
Other: 14.0 18.5 24.1 27.5 13.0 17.9 22.5 25.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 2, 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 : 339,471: 70,174 111,777 43,690 193,009 143,051 306,873 298,518: 32,598 40,953
Old : 115,001: 24,325 23,577 4,859 77,701 72,283 106,885 100,719: 8,116 14,282
Other: 224,470: 61,407 103,758 23,273 115,308 70,768 199,988 197,799: 24,482 26,671
: : :
: : Changes in Commitments from: June 25, 2013 :
: -738: -2,442 4,993 -1,126 1,716 -6,133 -1,852 -2,266: 1,114 1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 32.9 12.9 56.9 42.1 90.4 87.9: 9.6 12.1
Old : 100.0: 21.2 20.5 4.2 67.6 62.9 92.9 87.6: 7.1 12.4
Other: 100.0: 27.4 46.2 10.4 51.4 31.5 89.1 88.1: 10.9 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 58 102 73 78 68 183 209:
Old : 169: 32 52 28 51 57 96 126:
Other: 244: 57 102 50 66 43 156 166:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 16.7 30.6 26.3 14.4 11.0 22.5 18.9
Old : 48.4 27.0 58.0 40.0 48.4 27.0 57.4 39.4
Other: 14.8 22.2 26.1 34.0 14.3 21.0 25.3 30.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 2, 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 : 560,247: 59,238 79,547 6,019 360,844 304,880 426,101 390,446: 134,146 169,801
Old : 560,247: 59,238 79,547 6,019 360,844 304,880 426,101 390,446: 134,146 169,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 13,308: 7,134 -2,161 -1,727 7,896 12,961 13,303 9,073: 5 4,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.2 1.1 64.4 54.4 76.1 69.7: 23.9 30.3
Old : 100.0: 10.6 14.2 1.1 64.4 54.4 76.1 69.7: 23.9 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 : 162: 26 38 16 62 72 98 116:
Old : 162: 26 38 16 62 72 98 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 14.7 35.6 23.0 18.1 14.7 26.5 20.9
Old : 24.2 14.7 35.6 23.0 18.1 14.7 26.5 20.9
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, July 2, 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 : 377,324: 30,265 42,543 5,106 276,154 259,097 311,525 306,746: 65,799 70,578
Old : 377,324: 30,265 42,543 5,106 276,154 259,097 311,525 306,746: 65,799 70,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -4,646: 2,120 1,447 -144 -4,157 -12,138 -2,181 -10,835: -2,465 6,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.3 1.4 73.2 68.7 82.6 81.3: 17.4 18.7
Old : 100.0: 8.0 11.3 1.4 73.2 68.7 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 : 69: 7 6 4 38 40 47 48:
Old : 69: 7 6 4 38 40 47 48:
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 : 34.2 33.8 49.4 48.5 29.3 33.5 42.8 47.6
Old : 34.2 33.8 49.4 48.5 29.3 33.5 42.8 47.6
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, July 2, 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 : 9,133: 1,087 662 342 7,068 7,879 8,497 8,883: 636 250
Old : 9,133: 1,087 662 342 7,068 7,879 8,497 8,883: 636 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -539: -267 106 19 -270 -706 -518 -581: -21 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.2 3.7 77.4 86.3 93.0 97.3: 7.0 2.7
Old : 100.0: 11.9 7.2 3.7 77.4 86.3 93.0 97.3: 7.0 2.7
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 : 42: 11 4 7 21 23 34 32:
Old : 42: 11 4 7 21 23 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 47.6 68.2 70.7 32.3 30.5 39.7 42.8
Old : 55.0 47.6 68.2 70.7 32.3 30.5 39.7 42.8
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, July 2, 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 : 294,163: 96,707 40,892 30,669 119,644 195,493 247,020 267,054: 47,143 27,109
Old : 92,898: 28,262 6,599 4,058 43,587 72,736 75,907 83,393: 16,991 9,505
Other: 201,265: 82,733 48,581 12,323 76,057 122,757 171,113 183,661: 30,152 17,604
: : :
: : Changes in Commitments from: June 25, 2013 :
: -22,479: -5,732 -838 -7,874 -7,015 -10,869 -20,621 -19,581: -1,858 -2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 13.9 10.4 40.7 66.5 84.0 90.8: 16.0 9.2
Old : 100.0: 30.4 7.1 4.4 46.9 78.3 81.7 89.8: 18.3 10.2
Other: 100.0: 41.1 24.1 6.1 37.8 61.0 85.0 91.3: 15.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 79 46 65 75 83 193 168:
Old : 183: 63 22 16 59 70 127 104:
Other: 214: 65 58 37 62 66 150 139:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 33.1 17.5 42.4 8.5 26.6 15.5 34.0
Old : 21.7 34.5 32.6 44.4 18.8 28.4 28.5 37.6
Other: 12.4 35.8 22.2 47.1 11.8 33.5 21.6 43.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 2, 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 : 9,301: 1,676 1,967 467 5,168 5,647 7,311 8,081: 1,990 1,220
Old : 9,301: 1,676 1,967 467 5,168 5,647 7,311 8,081: 1,990 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -849: -154 145 -106 -417 -908 -677 -869: -172 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.1 5.0 55.6 60.7 78.6 86.9: 21.4 13.1
Old : 100.0: 18.0 21.1 5.0 55.6 60.7 78.6 86.9: 21.4 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 : 53: 14 9 5 23 16 39 30:
Old : 53: 14 9 5 23 16 39 30:
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 : 36.0 51.8 50.6 65.3 36.0 50.7 50.6 63.0
Old : 36.0 51.8 50.6 65.3 36.0 50.7 50.6 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 2, 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 : 769,295: 207,592 193,284 5,790 494,874 484,661 708,256 683,735: 61,039 85,560
Old : 769,295: 207,592 193,284 5,790 494,874 484,661 708,256 683,735: 61,039 85,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -21,228: 7,653 -16,467 -2,204 -357 15,450 5,092 -3,221: -26,320 -18,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 25.1 0.8 64.3 63.0 92.1 88.9: 7.9 11.1
Old : 100.0: 27.0 25.1 0.8 64.3 63.0 92.1 88.9: 7.9 11.1
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 : 200: 36 40 16 82 87 124 137:
Old : 200: 36 40 16 82 87 124 137:
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 : 27.4 25.1 39.9 36.8 26.1 23.5 37.2 33.9
Old : 27.4 25.1 39.9 36.8 26.1 23.5 37.2 33.9
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, July 2, 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 : 2,154,516: 305,569 328,486 49,381 1,569,905 1,379,720 1,924,855 1,757,587: 229,661 396,929
Old : 2,154,516: 305,569 328,486 49,381 1,569,905 1,379,720 1,924,855 1,757,587: 229,661 396,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 51,688: -50,863 5,065 4,064 124,002 44,528 77,203 53,657: -25,515 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.2 2.3 72.9 64.0 89.3 81.6: 10.7 18.4
Old : 100.0: 14.2 15.2 2.3 72.9 64.0 89.3 81.6: 10.7 18.4
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 : 309: 53 76 33 113 138 189 224:
Old : 309: 53 76 33 113 138 189 224:
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 : 32.0 19.7 47.3 27.9 30.8 15.7 40.5 21.7
Old : 32.0 19.7 47.3 27.9 30.8 15.7 40.5 21.7
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, July 2, 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 : 1,535,489: 307,490 182,015 31,987 1,030,531 1,015,634 1,370,008 1,229,636: 165,481 305,853
Old : 1,535,489: 307,490 182,015 31,987 1,030,531 1,015,634 1,370,008 1,229,636: 165,481 305,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 67,545: 18,474 27,152 -6,196 66,111 44,639 78,389 65,595: -10,844 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 11.9 2.1 67.1 66.1 89.2 80.1: 10.8 19.9
Old : 100.0: 20.0 11.9 2.1 67.1 66.1 89.2 80.1: 10.8 19.9
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 : 217: 43 28 22 93 108 146 148:
Old : 217: 43 28 22 93 108 146 148:
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 22.7 41.1 31.2 26.1 22.5 37.9 30.3
Old : 27.2 22.7 41.1 31.2 26.1 22.5 37.9 30.3
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, July 2, 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 : 302,643: 15,273 30,933 71,497 194,209 163,472 280,979 265,902: 21,664 36,741
Old : 302,643: 15,273 30,933 71,497 194,209 163,472 280,979 265,902: 21,664 36,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -37,498: -2,991 1,420 -4,932 -31,190 -39,134 -39,113 -42,646: 1,615 5,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.2 23.6 64.2 54.0 92.8 87.9: 7.2 12.1
Old : 100.0: 5.0 10.2 23.6 64.2 54.0 92.8 87.9: 7.2 12.1
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 : 63: 11 14 17 30 31 51 53:
Old : 63: 11 14 17 30 31 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 : 41.9 28.6 54.8 45.5 27.1 21.0 32.7 26.2
Old : 41.9 28.6 54.8 45.5 27.1 21.0 32.7 26.2
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, July 2, 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 : 47,054: 19,214 2,154 235 20,669 38,755 40,118 41,143: 6,936 5,911
Old : 47,054: 19,214 2,154 235 20,669 38,755 40,118 41,143: 6,936 5,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 1,758: 625 -1,300 -93 1,172 3,300 1,704 1,907: 55 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 4.6 0.5 43.9 82.4 85.3 87.4: 14.7 12.6
Old : 100.0: 40.8 4.6 0.5 43.9 82.4 85.3 87.4: 14.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 31 11 3 34 19 66 32:
Old : 89: 31 11 3 34 19 66 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 48.0 39.4 68.8 24.5 47.7 39.4 68.5
Old : 24.5 48.0 39.4 68.8 24.5 47.7 39.4 68.5
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, July 2, 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 : 94,107: 38,427 4,307 470 41,338 77,509 80,235 82,286: 13,872 11,821
Old : 94,107: 38,427 4,307 470 41,338 77,509 80,235 82,286: 13,872 11,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,516: 1,250 -2,600 -186 2,343 6,599 3,407 3,813: 109 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 4.6 0.5 43.9 82.4 85.3 87.4: 14.7 12.6
Old : 100.0: 40.8 4.6 0.5 43.9 82.4 85.3 87.4: 14.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 31 11 3 34 19 66 32:
Old : 89: 31 11 3 34 19 66 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 48.0 39.4 68.8 24.5 47.7 39.4 68.5
Old : 24.5 48.0 39.4 68.8 24.5 47.7 39.4 68.5
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, July 2, 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 : 30,289: 5,157 10,742 99 25,004 19,404 30,260 30,245: 29 44
Old : 30,289: 5,157 10,742 99 25,004 19,404 30,260 30,245: 29 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 1,214: 322 -546 15 895 1,742 1,232 1,211: -18 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 35.5 0.3 82.6 64.1 99.9 99.9: 0.1 0.1
Old : 100.0: 17.0 35.5 0.3 82.6 64.1 99.9 99.9: 0.1 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 : 34: 4 10 2 8 12 13 23:
Old : 34: 4 10 2 8 12 13 23:
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 : 88.2 62.0 97.3 86.2 88.2 62.0 97.3 86.2
Old : 88.2 62.0 97.3 86.2 88.2 62.0 97.3 86.2
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, July 2, 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 : 9,419: 0 4,215 18 9,399 5,181 9,417 9,414: 2 5
Old : 9,419: 0 4,215 18 9,399 5,181 9,417 9,414: 2 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 44.7 0.2 99.8 55.0 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 44.7 0.2 99.8 55.0 100.0 99.9: 0.0 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 : 20: 0 10 1 3 7 4 17:
Old : 20: 0 10 1 3 7 4 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 : 100.0 61.8 100.0 84.3 99.8 61.8 99.8 84.3
Old : 100.0 61.8 100.0 84.3 99.8 61.8 99.8 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2013