WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 16, 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 : 402,864: 119,702 159,391 69,592 183,629 122,104 372,923 351,087: 29,941 51,777
Old : 369,787: 112,225 155,787 57,100 173,401 110,627 342,726 323,514: 27,061 46,273
Other: 33,077: 15,029 11,156 4,940 10,228 11,477 30,197 27,573: 2,880 5,504
: : :
: : Changes in Commitments from: July 9, 2013 :
: -1,146: 5,034 -3,991 -2,003 -4,374 -749 -1,343 -6,743: 197 5,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 39.6 17.3 45.6 30.3 92.6 87.1: 7.4 12.9
Old : 100.0: 30.3 42.1 15.4 46.9 29.9 92.7 87.5: 7.3 12.5
Other: 100.0: 45.4 33.7 14.9 30.9 34.7 91.3 83.4: 8.7 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 96 148 103 77 105 244 298:
Old : 371: 100 146 99 74 97 236 288:
Other: 120: 14 36 12 21 57 47 98:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 11.2 28.0 20.3 16.7 10.2 26.9 17.8
Old : 17.4 11.6 28.4 20.8 17.4 11.1 28.2 19.3
Other: 60.9 34.1 75.2 46.1 53.4 21.5 61.1 31.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 16, 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 : 1,114,755: 324,046 320,659 129,890 529,450 437,948 983,386 888,497: 131,369 226,258
Old : 352,252: 127,734 107,722 14,348 172,837 177,026 314,919 299,096: 37,333 53,156
Other: 762,503: 270,285 286,910 41,569 356,613 260,922 668,467 589,401: 94,036 173,102
: : :
: : Changes in Commitments from: July 9, 2013 :
: -5,134: -488 -7,321 -5,021 5,421 2,830 -88 -9,512: -5,046 4,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 28.8 11.7 47.5 39.3 88.2 79.7: 11.8 20.3
Old : 100.0: 36.3 30.6 4.1 49.1 50.3 89.4 84.9: 10.6 15.1
Other: 100.0: 35.4 37.6 5.5 46.8 34.2 87.7 77.3: 12.3 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 153 190 185 250 283 526 567:
Old : 527: 127 113 25 136 176 278 300:
Other: 679: 148 186 119 203 265 429 507:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 10.0 22.5 16.9 11.5 8.3 20.7 13.4
Old : 21.8 20.5 35.8 29.0 21.1 20.5 34.7 28.9
Other: 16.0 11.5 24.8 18.4 15.9 11.1 24.8 16.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 16, 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 : 8,307: 2,544 372 128 3,854 6,562 6,526 7,062: 1,781 1,245
Old : 8,305: 2,544 372 128 3,852 6,560 6,524 7,060: 1,781 1,245
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -4: -233 -5 83 166 -262 16 -184: -20 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.5 1.5 46.4 79.0 78.6 85.0: 21.4 15.0
Old : 100.0: 30.6 4.5 1.5 46.4 79.0 78.6 85.0: 21.4 15.0
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 : 38: 15 4 6 13 12 30 20:
Old : 38: 15 4 6 13 12 30 20:
Other: 2: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 46.1 58.6 60.8 73.6 46.1 53.5 57.4 67.8
Old : 46.1 58.6 60.8 73.6 46.1 53.5 57.4 67.8
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 16, 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 : 522,786: 215,818 104,030 47,757 208,985 302,897 472,560 454,684: 50,226 68,102
Old : 48,391: 18,575 9,531 227 18,565 32,939 37,367 42,697: 11,024 5,694
Other: 474,395: 206,111 103,367 38,662 190,420 269,958 435,193 411,987: 39,202 62,408
: : :
: : Changes in Commitments from: July 9, 2013 :
: 4,813: 13,362 5,945 -2,221 -5,679 8,650 5,462 12,374: -649 -7,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 19.9 9.1 40.0 57.9 90.4 87.0: 9.6 13.0
Old : 100.0: 38.4 19.7 0.5 38.4 68.1 77.2 88.2: 22.8 11.8
Other: 100.0: 43.4 21.8 8.1 40.1 56.9 91.7 86.8: 8.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 505: 156 150 149 128 158 383 379:
Old : 268: 82 48 3 71 80 155 129:
Other: 486: 142 157 120 106 152 331 361:
:----------------------------------------------------------------------------------------------------
: 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 17.4 22.4 26.1 11.8 16.0 21.0 23.5
Old : 18.0 24.9 29.8 36.8 17.9 24.7 28.7 36.2
Other: 14.0 17.7 23.6 27.1 13.5 16.5 22.7 24.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 16, 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 : 345,281: 74,942 112,838 46,884 192,949 145,422 314,775 305,144: 30,506 40,137
Old : 100,146: 20,526 23,773 2,065 72,266 63,572 94,857 89,410: 5,289 10,736
Other: 245,135: 70,575 105,224 28,660 120,683 81,850 219,918 215,734: 25,217 29,401
: : :
: : Changes in Commitments from: July 9, 2013 :
: 6,184: 2,932 -680 4,394 -1,194 1,410 6,132 5,124: 52 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 32.7 13.6 55.9 42.1 91.2 88.4: 8.8 11.6
Old : 100.0: 20.5 23.7 2.1 72.2 63.5 94.7 89.3: 5.3 10.7
Other: 100.0: 28.8 42.9 11.7 49.2 33.4 89.7 88.0: 10.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 57 102 79 78 67 186 212:
Old : 167: 32 58 19 49 50 97 111:
Other: 247: 64 99 55 63 47 158 173:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 17.5 30.5 26.5 15.0 12.2 23.1 19.6
Old : 55.2 28.9 64.6 40.3 55.2 28.9 64.1 39.2
Other: 14.3 20.5 24.6 31.1 13.4 18.8 23.5 27.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 16, 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 : 576,327: 77,456 85,646 7,235 366,007 310,660 450,698 403,541: 125,629 172,786
Old : 576,327: 77,456 85,646 7,235 366,007 310,660 450,698 403,541: 125,629 172,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 310: 1,144 3,765 743 4,135 -6,154 6,022 -1,646: -5,712 1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.9 1.3 63.5 53.9 78.2 70.0: 21.8 30.0
Old : 100.0: 13.4 14.9 1.3 63.5 53.9 78.2 70.0: 21.8 30.0
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 : 169: 26 43 16 65 75 101 124:
Old : 169: 26 43 16 65 75 101 124:
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 : 26.1 12.1 35.4 20.0 19.5 12.1 28.2 19.0
Old : 26.1 12.1 35.4 20.0 19.5 12.1 28.2 19.0
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 16, 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 : 376,666: 30,862 43,808 3,812 271,758 256,466 306,432 304,086: 70,234 72,580
Old : 376,666: 30,862 43,808 3,812 271,758 256,466 306,432 304,086: 70,234 72,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -517: 1,037 2,602 3 -5,534 -8,173 -4,494 -5,568: 3,977 5,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.6 1.0 72.1 68.1 81.4 80.7: 18.6 19.3
Old : 100.0: 8.2 11.6 1.0 72.1 68.1 81.4 80.7: 18.6 19.3
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 : 69: 7 7 4 39 40 48 49:
Old : 69: 7 7 4 39 40 48 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 : 31.7 32.1 47.0 46.5 27.3 32.1 40.0 46.3
Old : 31.7 32.1 47.0 46.5 27.3 32.1 40.0 46.3
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 16, 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 : 9,386: 1,375 428 467 6,894 8,258 8,736 9,153: 650 233
Old : 9,386: 1,375 428 467 6,894 8,258 8,736 9,153: 650 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -127: 155 -241 -8 -238 143 -91 -106: -36 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.6 5.0 73.4 88.0 93.1 97.5: 6.9 2.5
Old : 100.0: 14.6 4.6 5.0 73.4 88.0 93.1 97.5: 6.9 2.5
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 : 50: 13 5 8 23 28 40 38:
Old : 50: 13 5 8 23 28 40 38:
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 : 51.0 49.4 63.9 69.3 30.4 31.4 38.3 40.8
Old : 51.0 49.4 63.9 69.3 30.4 31.4 38.3 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 16, 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 : 296,152: 95,788 39,728 30,278 119,021 197,920 245,087 267,926: 51,065 28,226
Old : 90,504: 27,498 5,906 4,814 40,171 71,217 72,483 81,937: 18,021 8,567
Other: 205,648: 80,898 46,430 12,856 78,850 126,703 172,604 185,989: 33,044 19,659
: : :
: : Changes in Commitments from: July 9, 2013 :
: 6,200: 3,753 449 902 1,053 4,491 5,708 5,842: 492 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 13.4 10.2 40.2 66.8 82.8 90.5: 17.2 9.5
Old : 100.0: 30.4 6.5 5.3 44.4 78.7 80.1 90.5: 19.9 9.5
Other: 100.0: 39.3 22.6 6.3 38.3 61.6 83.9 90.4: 16.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 84 49 65 77 76 203 161:
Old : 180: 70 18 17 60 53 138 83:
Other: 228: 70 62 45 62 67 163 144:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.9 32.1 16.0 42.6 8.7 27.7 15.6 35.3
Old : 15.4 39.0 24.8 50.8 12.6 32.3 21.1 42.6
Other: 12.3 33.2 22.0 44.3 12.0 31.1 21.7 40.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 16, 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 : 11,560: 1,834 4,037 652 6,609 5,381 9,095 10,070: 2,465 1,490
Old : 11,560: 1,834 4,037 652 6,609 5,381 9,095 10,070: 2,465 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 256: 21 158 -10 168 132 179 280: 77 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 34.9 5.6 57.2 46.5 78.7 87.1: 21.3 12.9
Old : 100.0: 15.9 34.9 5.6 57.2 46.5 78.7 87.1: 21.3 12.9
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 : 60: 17 14 10 24 16 45 38:
Old : 60: 17 14 10 24 16 45 38:
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 : 31.1 50.3 44.6 64.2 31.1 48.6 44.2 60.0
Old : 31.1 50.3 44.6 64.2 31.1 48.6 44.2 60.0
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 16, 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 : 783,842: 174,935 166,720 4,393 515,366 501,975 694,694 673,088: 89,148 110,754
Old : 783,842: 174,935 166,720 4,393 515,366 501,975 694,694 673,088: 89,148 110,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 16,292: 2,255 5,757 -1,318 15,656 14,418 16,593 18,857: -301 -2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.3 0.6 65.7 64.0 88.6 85.9: 11.4 14.1
Old : 100.0: 22.3 21.3 0.6 65.7 64.0 88.6 85.9: 11.4 14.1
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 : 201: 36 40 17 85 85 126 137:
Old : 201: 36 40 17 85 85 126 137:
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 : 25.7 26.5 40.2 36.4 25.1 26.0 37.4 34.4
Old : 25.7 26.5 40.2 36.4 25.1 26.0 37.4 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 16, 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 : 2,120,175: 326,989 309,254 34,996 1,533,728 1,355,420 1,895,713 1,699,670: 224,462 420,505
Old : 2,120,175: 326,989 309,254 34,996 1,533,728 1,355,420 1,895,713 1,699,670: 224,462 420,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -106,773: -3,852 -68,697 -4,314 -100,726 -48,764 -108,892 -121,775: 2,119 15,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.6 1.7 72.3 63.9 89.4 80.2: 10.6 19.8
Old : 100.0: 15.4 14.6 1.7 72.3 63.9 89.4 80.2: 10.6 19.8
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 : 310: 54 68 39 122 141 197 227:
Old : 310: 54 68 39 122 141 197 227:
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 : 32.6 18.9 48.0 27.1 31.5 15.0 42.3 20.4
Old : 32.6 18.9 48.0 27.1 31.5 15.0 42.3 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 16, 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 : 1,586,558: 307,533 225,890 33,678 1,076,181 1,027,327 1,417,392 1,286,895: 169,166 299,663
Old : 1,586,558: 307,533 225,890 33,678 1,076,181 1,027,327 1,417,392 1,286,895: 169,166 299,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 51,788: 17,640 25,068 2,618 30,543 22,504 50,801 50,190: 987 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 14.2 2.1 67.8 64.8 89.3 81.1: 10.7 18.9
Old : 100.0: 19.4 14.2 2.1 67.8 64.8 89.3 81.1: 10.7 18.9
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 : 226: 44 39 23 88 107 143 158:
Old : 226: 44 39 23 88 107 143 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 23.4 40.6 31.5 24.7 23.2 37.0 30.6
Old : 25.8 23.4 40.6 31.5 24.7 23.2 37.0 30.6
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 16, 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 : 305,992: 13,596 33,361 68,192 200,056 169,584 281,844 271,137: 24,148 34,855
Old : 305,992: 13,596 33,361 68,192 200,056 169,584 281,844 271,137: 24,148 34,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 4,193: -3,451 4,397 -3,686 6,587 556 -550 1,267: 4,743 2,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.9 22.3 65.4 55.4 92.1 88.6: 7.9 11.4
Old : 100.0: 4.4 10.9 22.3 65.4 55.4 92.1 88.6: 7.9 11.4
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 : 63: 11 13 17 30 32 50 54:
Old : 63: 11 13 17 30 32 50 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 : 40.5 29.4 54.4 46.7 25.7 21.1 32.8 26.5
Old : 40.5 29.4 54.4 46.7 25.7 21.1 32.8 26.5
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 16, 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 : 58,559: 22,706 3,171 310 27,101 48,672 50,116 52,153: 8,443 6,407
Old : 58,559: 22,706 3,171 310 27,101 48,672 50,116 52,153: 8,443 6,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 5,719: 865 -818 35 3,927 6,677 4,826 5,894: 894 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.4 0.5 46.3 83.1 85.6 89.1: 14.4 10.9
Old : 100.0: 38.8 5.4 0.5 46.3 83.1 85.6 89.1: 14.4 10.9
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 : 98: 32 13 6 36 23 72 38:
Old : 98: 32 13 6 36 23 72 38:
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 : 25.8 49.4 41.5 68.3 25.8 49.0 41.5 68.0
Old : 25.8 49.4 41.5 68.3 25.8 49.0 41.5 68.0
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 16, 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 : 117,118: 45,411 6,341 620 54,201 97,344 100,232 104,305: 16,886 12,813
Old : 117,118: 45,411 6,341 620 54,201 97,344 100,232 104,305: 16,886 12,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 11,438: 1,729 -1,635 69 7,853 13,354 9,651 11,788: 1,787 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.4 0.5 46.3 83.1 85.6 89.1: 14.4 10.9
Old : 100.0: 38.8 5.4 0.5 46.3 83.1 85.6 89.1: 14.4 10.9
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 : 98: 32 13 6 36 23 72 38:
Old : 98: 32 13 6 36 23 72 38:
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 : 25.8 49.4 41.5 68.3 25.8 49.0 41.5 68.0
Old : 25.8 49.4 41.5 68.3 25.8 49.0 41.5 68.0
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 16, 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 : 30,246: 4,093 11,577 96 26,043 18,566 30,232 30,239: 14 7
Old : 30,246: 4,093 11,577 96 26,043 18,566 30,232 30,239: 14 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -31: -874 407 26 841 -413 -7 20: -24 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 38.3 0.3 86.1 61.4 100.0 100.0: 0.0 0.0
Old : 100.0: 13.5 38.3 0.3 86.1 61.4 100.0 100.0: 0.0 0.0
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 : 40: 5 14 2 9 12 15 27:
Old : 40: 5 14 2 9 12 15 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.3 63.2 96.1 84.9 86.3 63.2 96.0 84.9
Old : 86.3 63.2 96.1 84.9 86.3 63.2 96.0 84.9
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 16, 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 : 11,742: 0 4,450 4 11,733 7,277 11,737 11,731: 5 11
Old : 11,742: 0 4,450 4 11,733 7,277 11,737 11,731: 5 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 2,462: 0 858 -20 2,489 1,620 2,469 2,458: -7 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 37.9 0.0 99.9 62.0 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 37.9 0.0 99.9 62.0 100.0 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 : 26: 0 14 1 3 9 4 23:
Old : 26: 0 14 1 3 9 4 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 : 100.0 57.0 100.0 82.4 99.9 57.0 99.9 82.4
Old : 100.0 57.0 100.0 82.4 99.9 57.0 99.9 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2013