WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 9, 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 : 404,010: 114,668 163,382 71,595 188,003 122,853 374,266 357,830: 29,744 46,180
Old : 370,742: 106,265 158,796 60,156 177,187 111,143 343,608 330,095: 27,134 40,647
Other: 33,268: 14,940 11,123 4,902 10,816 11,710 30,658 27,735: 2,610 5,533
: : :
: : Changes in Commitments from: July 2, 2013 :
: -10,325: -516 2,668 1,239 -11,481 1,353 -10,758 5,260: 433 -15,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 40.4 17.7 46.5 30.4 92.6 88.6: 7.4 11.4
Old : 100.0: 28.7 42.8 16.2 47.8 30.0 92.7 89.0: 7.3 11.0
Other: 100.0: 44.9 33.4 14.7 32.5 35.2 92.2 83.4: 7.8 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 91 151 102 75 106 241 297:
Old : 371: 98 150 96 73 98 234 285:
Other: 121: 13 38 11 19 60 43 102:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 10.9 27.9 20.6 16.4 10.0 26.5 17.6
Old : 17.1 11.5 28.4 21.0 17.0 10.9 27.4 19.1
Other: 60.5 34.4 76.5 46.8 54.6 22.4 62.3 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 9, 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 : 1,119,889: 324,534 327,980 134,911 524,029 435,118 983,474 898,009: 136,415 221,880
Old : 363,141: 127,437 113,489 14,084 182,906 183,087 324,427 310,660: 38,714 52,481
Other: 756,748: 277,496 294,890 40,428 341,123 252,031 659,047 587,349: 97,701 169,399
: : :
: : Changes in Commitments from: July 2, 2013 :
: 10,409: 806 36,526 -868 3,819 -21,444 3,757 14,214: 6,652 -3,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 29.3 12.0 46.8 38.9 87.8 80.2: 12.2 19.8
Old : 100.0: 35.1 31.3 3.9 50.4 50.4 89.3 85.5: 10.7 14.5
Other: 100.0: 36.7 39.0 5.3 45.1 33.3 87.1 77.6: 12.9 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 150 196 184 247 282 520 565:
Old : 533: 124 115 27 136 200 277 325:
Other: 670: 143 187 111 208 258 422 496:
:----------------------------------------------------------------------------------------------------
: 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 10.1 22.3 17.4 11.4 8.5 20.6 13.6
Old : 21.8 20.6 35.1 29.4 21.8 20.1 35.1 28.8
Other: 16.0 12.3 24.8 19.9 16.0 11.5 24.7 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 9, 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 : 8,311: 2,777 377 45 3,688 6,824 6,510 7,246: 1,801 1,065
Old : 8,310: 2,777 377 45 3,687 6,823 6,509 7,245: 1,801 1,065
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -329: -612 45 11 167 -321 -434 -265: 105 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 4.5 0.5 44.4 82.1 78.3 87.2: 21.7 12.8
Old : 100.0: 33.4 4.5 0.5 44.4 82.1 78.3 87.2: 21.7 12.8
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 : 39: 15 5 4 12 12 29 19:
Old : 39: 15 5 4 12 12 29 19:
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 : 45.7 59.9 60.8 76.2 45.7 54.8 57.3 70.9
Old : 45.7 59.9 60.8 76.2 45.7 54.8 57.3 70.9
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 9, 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 : 517,973: 202,456 98,085 49,978 214,664 294,247 467,098 442,310: 50,875 75,663
Old : 61,260: 26,785 8,291 267 22,191 43,969 49,243 52,527: 12,017 8,733
Other: 456,713: 188,785 102,908 36,597 192,473 250,278 417,855 389,783: 38,858 66,930
: : :
: : Changes in Commitments from: July 2, 2013 :
: -5,098: -5,643 -6,034 -106 -3,410 -4,189 -9,159 -10,329: 4,061 5,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 18.9 9.6 41.4 56.8 90.2 85.4: 9.8 14.6
Old : 100.0: 43.7 13.5 0.4 36.2 71.8 80.4 85.7: 19.6 14.3
Other: 100.0: 41.3 22.5 8.0 42.1 54.8 91.5 85.3: 8.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 148 138 151 128 155 375 368:
Old : 272: 88 51 8 69 78 163 131:
Other: 467: 139 146 117 108 142 320 346:
:----------------------------------------------------------------------------------------------------
: 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 17.8 22.3 27.1 12.0 16.4 21.1 24.0
Old : 24.0 28.1 34.9 38.4 21.2 23.3 30.5 33.1
Other: 14.2 17.4 23.9 27.2 13.7 16.4 22.8 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 9, 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 : 339,097: 72,010 113,518 42,490 194,143 144,012 308,643 300,020: 30,454 39,077
Old : 109,848: 22,274 24,502 2,404 78,361 70,374 103,039 97,280: 6,809 12,568
Other: 229,249: 65,424 104,704 24,398 115,782 73,638 205,604 202,740: 23,645 26,509
: : :
: : Changes in Commitments from: July 2, 2013 :
: -374: 1,836 1,741 -1,200 1,134 961 1,770 1,502: -2,144 -1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 33.5 12.5 57.3 42.5 91.0 88.5: 9.0 11.5
Old : 100.0: 20.3 22.3 2.2 71.3 64.1 93.8 88.6: 6.2 11.4
Other: 100.0: 28.5 45.7 10.6 50.5 32.1 89.7 88.4: 10.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 57 99 73 76 69 179 212:
Old : 168: 28 59 20 52 54 94 120:
Other: 244: 62 97 54 64 46 156 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 16.9 31.4 26.4 15.1 10.8 23.0 18.5
Old : 54.8 27.5 64.0 39.4 54.8 26.4 63.7 37.5
Other: 14.5 21.7 25.7 33.8 14.0 20.4 24.8 30.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 9, 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 : 576,017: 76,312 81,881 6,492 361,872 316,814 444,676 405,187: 131,341 170,830
Old : 576,017: 76,312 81,881 6,492 361,872 316,814 444,676 405,187: 131,341 170,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 15,770: 17,074 2,334 473 1,028 11,934 18,575 14,741: -2,805 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.2 1.1 62.8 55.0 77.2 70.3: 22.8 29.7
Old : 100.0: 13.2 14.2 1.1 62.8 55.0 77.2 70.3: 22.8 29.7
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 : 165: 29 41 15 60 73 98 120:
Old : 165: 29 41 15 60 73 98 120:
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 : 25.3 14.6 35.2 24.2 18.3 14.1 26.3 20.3
Old : 25.3 14.6 35.2 24.2 18.3 14.1 26.3 20.3
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 9, 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 : 377,183: 29,825 41,206 3,809 277,292 264,639 310,926 309,654: 66,257 67,529
Old : 377,183: 29,825 41,206 3,809 277,292 264,639 310,926 309,654: 66,257 67,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -141: -440 -1,337 -1,297 1,138 5,542 -599 2,908: 458 -3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.9 1.0 73.5 70.2 82.4 82.1: 17.6 17.9
Old : 100.0: 7.9 10.9 1.0 73.5 70.2 82.4 82.1: 17.6 17.9
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 : 72: 7 6 4 41 41 50 49:
Old : 72: 7 6 4 41 41 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 32.3 48.4 47.5 27.8 32.3 41.2 46.2
Old : 33.1 32.3 48.4 47.5 27.8 32.3 41.2 46.2
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 9, 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 : 9,513: 1,220 669 475 7,132 8,115 8,827 9,259: 686 254
Old : 9,513: 1,220 669 475 7,132 8,115 8,827 9,259: 686 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 380: 133 7 133 64 236 330 376: 50 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.0 5.0 75.0 85.3 92.8 97.3: 7.2 2.7
Old : 100.0: 12.8 7.0 5.0 75.0 85.3 92.8 97.3: 7.2 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 : 49: 11 6 8 24 27 41 36:
Old : 49: 11 6 8 24 27 41 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 : 51.7 46.8 64.5 68.1 30.5 29.5 36.8 40.8
Old : 51.7 46.8 64.5 68.1 30.5 29.5 36.8 40.8
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 9, 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 : 289,952: 92,035 39,279 29,376 117,968 193,429 239,379 262,084: 50,573 27,868
Old : 88,342: 25,771 6,930 4,166 39,840 67,501 69,777 78,597: 18,565 9,745
Other: 201,610: 78,596 44,681 12,878 78,128 125,928 169,602 183,487: 32,008 18,123
: : :
: : Changes in Commitments from: July 2, 2013 :
: -4,211: -4,672 -1,613 -1,293 -1,676 -2,064 -7,641 -4,970: 3,430 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 13.5 10.1 40.7 66.7 82.6 90.4: 17.4 9.6
Old : 100.0: 29.2 7.8 4.7 45.1 76.4 79.0 89.0: 21.0 11.0
Other: 100.0: 39.0 22.2 6.4 38.8 62.5 84.1 91.0: 15.9 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 75 49 66 72 82 187 169:
Old : 176: 58 24 18 55 64 119 102:
Other: 216: 68 56 43 61 68 155 142:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 32.2 18.3 41.4 8.6 26.6 15.8 33.7
Old : 20.7 32.7 30.1 43.3 20.5 28.9 29.2 38.7
Other: 12.4 35.7 22.4 46.6 11.9 33.6 21.8 42.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 9, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,304: 1,813 3,879 662 6,441 5,249 8,916 9,790: 2,388 1,514
Old : 11,304: 1,813 3,879 662 6,441 5,249 8,916 9,790: 2,388 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 2,003: 137 1,912 195 1,273 -398 1,605 1,709: 398 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 34.3 5.9 57.0 46.4 78.9 86.6: 21.1 13.4
Old : 100.0: 16.0 34.3 5.9 57.0 46.4 78.9 86.6: 21.1 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 : 59: 17 13 7 24 15 43 35:
Old : 59: 17 13 7 24 15 43 35:
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 : 31.8 49.4 45.1 65.2 31.8 47.8 44.9 61.3
Old : 31.8 49.4 45.1 65.2 31.8 47.8 44.9 61.3
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 9, 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 : 767,550: 172,680 160,963 5,711 499,710 487,557 678,101 654,231: 89,449 113,319
Old : 767,550: 172,680 160,963 5,711 499,710 487,557 678,101 654,231: 89,449 113,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -1,745: -34,912 -32,321 -79 4,836 2,896 -30,155 -29,504: 28,410 27,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.0 0.7 65.1 63.5 88.3 85.2: 11.7 14.8
Old : 100.0: 22.5 21.0 0.7 65.1 63.5 88.3 85.2: 11.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 34 39 16 81 84 121 133:
Old : 193: 34 39 16 81 84 121 133:
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 : 26.7 25.6 40.7 37.4 26.0 25.1 38.0 34.4
Old : 26.7 25.6 40.7 37.4 26.0 25.1 38.0 34.4
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 9, 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 : 2,226,948: 330,841 377,951 39,310 1,634,454 1,404,184 2,004,605 1,821,445: 222,343 405,503
Old : 2,226,948: 330,841 377,951 39,310 1,634,454 1,404,184 2,004,605 1,821,445: 222,343 405,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 72,432: 25,272 49,465 -10,071 64,549 24,464 79,750 63,858: -7,318 8,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.0 1.8 73.4 63.1 90.0 81.8: 10.0 18.2
Old : 100.0: 14.9 17.0 1.8 73.4 63.1 90.0 81.8: 10.0 18.2
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 : 313: 57 74 38 116 139 198 226:
Old : 313: 57 74 38 116 139 198 226:
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 : 33.1 19.2 47.4 27.3 31.8 14.7 42.0 20.0
Old : 33.1 19.2 47.4 27.3 31.8 14.7 42.0 20.0
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 9, 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 : 1,534,770: 289,893 200,822 31,060 1,045,638 1,004,823 1,366,591 1,236,705: 168,179 298,065
Old : 1,534,770: 289,893 200,822 31,060 1,045,638 1,004,823 1,366,591 1,236,705: 168,179 298,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -719: -17,597 18,807 -927 15,107 -10,811 -3,417 7,069: 2,698 -7,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.1 2.0 68.1 65.5 89.0 80.6: 11.0 19.4
Old : 100.0: 18.9 13.1 2.0 68.1 65.5 89.0 80.6: 11.0 19.4
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 : 216: 43 35 24 89 104 145 150:
Old : 216: 43 35 24 89 104 145 150:
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 : 25.0 22.1 40.8 30.5 23.8 21.9 34.5 29.7
Old : 25.0 22.1 40.8 30.5 23.8 21.9 34.5 29.7
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 9, 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 : 301,799: 17,047 28,964 71,878 193,469 169,028 282,394 269,870: 19,405 31,929
Old : 301,799: 17,047 28,964 71,878 193,469 169,028 282,394 269,870: 19,405 31,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -844: 1,774 -1,969 381 -740 5,556 1,415 3,968: -2,259 -4,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.6 23.8 64.1 56.0 93.6 89.4: 6.4 10.6
Old : 100.0: 5.6 9.6 23.8 64.1 56.0 93.6 89.4: 6.4 10.6
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 : 64: 13 12 17 30 32 51 54:
Old : 64: 13 12 17 30 32 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 29.5 55.1 47.5 26.3 22.2 32.9 27.1
Old : 41.2 29.5 55.1 47.5 26.3 22.2 32.9 27.1
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 9, 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 : 52,840: 21,841 3,988 276 23,174 41,995 45,291 46,259: 7,550 6,582
Old : 52,840: 21,841 3,988 276 23,174 41,995 45,291 46,259: 7,550 6,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 5,787: 2,628 1,835 41 2,505 3,241 5,173 5,116: 614 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 7.5 0.5 43.9 79.5 85.7 87.5: 14.3 12.5
Old : 100.0: 41.3 7.5 0.5 43.9 79.5 85.7 87.5: 14.3 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 : 98: 32 17 5 33 22 69 40:
Old : 98: 32 17 5 33 22 69 40:
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 : 25.9 43.3 42.2 64.4 25.9 42.9 42.2 64.1
Old : 25.9 43.3 42.2 64.4 25.9 42.9 42.2 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 9, 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 : 105,680: 43,682 7,976 551 46,348 83,990 90,581 92,517: 15,099 13,163
Old : 105,680: 43,682 7,976 551 46,348 83,990 90,581 92,517: 15,099 13,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 11,573: 5,255 3,669 81 5,010 6,481 10,346 10,231: 1,227 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 7.5 0.5 43.9 79.5 85.7 87.5: 14.3 12.5
Old : 100.0: 41.3 7.5 0.5 43.9 79.5 85.7 87.5: 14.3 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 : 98: 32 17 5 33 22 69 40:
Old : 98: 32 17 5 33 22 69 40:
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 : 25.9 43.3 42.2 64.4 25.9 42.9 42.2 64.1
Old : 25.9 43.3 42.2 64.4 25.9 42.9 42.2 64.1
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 9, 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 : 30,277: 4,967 11,170 70 25,202 18,979 30,239 30,219: 38 58
Old : 30,277: 4,967 11,170 70 25,202 18,979 30,239 30,219: 38 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -12: -190 428 -29 198 -425 -21 -26: 9 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 36.9 0.2 83.2 62.7 99.9 99.8: 0.1 0.2
Old : 100.0: 16.4 36.9 0.2 83.2 62.7 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 : 33: 4 9 2 8 12 13 22:
Old : 33: 4 9 2 8 12 13 22:
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 64.5 97.4 86.3 88.2 64.5 97.3 86.3
Old : 88.2 64.5 97.4 86.3 88.2 64.5 97.3 86.3
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 9, 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 : 9,280: 0 3,592 24 9,244 5,657 9,268 9,273: 12 7
Old : 9,280: 0 3,592 24 9,244 5,657 9,268 9,273: 12 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -139: 0 -623 6 -155 476 -149 -141: 10 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.7 0.3 99.6 61.0 99.9 99.9: 0.1 0.1
Old : 100.0: 0.0 38.7 0.3 99.6 61.0 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 : 21: 0 9 1 4 8 5 17:
Old : 21: 0 9 1 4 8 5 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 : 99.6 62.2 99.9 86.8 99.6 62.2 99.6 86.8
Old : 99.6 62.2 99.9 86.8 99.6 62.2 99.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2013