WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 23, 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 : 404,401: 120,056 173,336 69,750 184,052 109,639 373,858 352,725: 30,543 51,676
Old : 373,103: 113,434 170,715 56,622 175,126 99,223 345,182 326,560: 27,921 46,543
Other: 31,298: 15,376 11,375 4,374 8,926 10,416 28,676 26,165: 2,622 5,133
: : :
: : Changes in Commitments from: July 16, 2013 :
: 1,537: 354 13,945 158 423 -12,465 935 1,638: 602 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 42.9 17.2 45.5 27.1 92.4 87.2: 7.6 12.8
Old : 100.0: 30.4 45.8 15.2 46.9 26.6 92.5 87.5: 7.5 12.5
Other: 100.0: 49.1 36.3 14.0 28.5 33.3 91.6 83.6: 8.4 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 99 152 111 80 104 249 310:
Old : 377: 101 149 105 78 97 242 299:
Other: 122: 13 38 10 23 60 46 102:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 11.8 28.4 21.6 16.5 10.7 27.5 18.2
Old : 17.1 12.0 28.7 21.9 17.1 11.6 28.7 19.8
Other: 63.1 33.6 75.0 45.8 53.2 21.7 61.5 32.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 23, 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 : 1,168,749: 335,422 365,332 139,690 554,736 437,443 1,029,848 942,465: 138,901 226,284
Old : 364,928: 128,548 109,231 17,919 179,747 186,102 326,214 313,252: 38,714 51,676
Other: 803,821: 284,550 333,777 44,095 374,989 251,341 703,634 629,213: 100,187 174,608
: : :
: : Changes in Commitments from: July 16, 2013 :
: 53,994: 11,376 44,673 9,800 25,286 -505 46,462 53,968: 7,532 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 31.3 12.0 47.5 37.4 88.1 80.6: 11.9 19.4
Old : 100.0: 35.2 29.9 4.9 49.3 51.0 89.4 85.8: 10.6 14.2
Other: 100.0: 35.4 41.5 5.5 46.7 31.3 87.5 78.3: 12.5 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 156 218 194 256 279 547 586:
Old : 544: 136 116 28 132 183 285 313:
Other: 702: 154 205 123 218 259 452 518:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 10.2 21.7 17.2 11.0 9.3 20.0 14.8
Old : 23.1 20.8 36.5 28.0 21.5 20.6 34.5 27.8
Other: 14.9 12.0 23.3 19.3 14.9 11.6 23.2 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 23, 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 : 8,942: 2,529 515 359 4,272 6,555 7,160 7,429: 1,782 1,513
Old : 8,940: 2,529 515 359 4,270 6,553 7,158 7,427: 1,782 1,513
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 635: -15 143 231 418 -7 634 367: 1 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 5.8 4.0 47.8 73.3 80.1 83.1: 19.9 16.9
Old : 100.0: 28.3 5.8 4.0 47.8 73.3 80.1 83.1: 19.9 16.9
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 4 5 13 13 29 20:
Old : 38: 14 4 5 13 13 29 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 53.1 62.9 68.2 45.6 47.1 56.1 60.4
Old : 46.1 53.2 62.9 68.2 45.6 47.1 56.1 60.5
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 23, 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 : 526,976: 223,877 119,833 48,671 206,471 287,363 479,019 455,867: 47,957 71,109
Old : 35,006: 12,881 8,235 50 13,684 21,736 26,615 30,021: 8,391 4,985
Other: 491,970: 217,829 118,431 41,788 192,787 265,627 452,404 425,846: 39,566 66,124
: : :
: : Changes in Commitments from: July 16, 2013 :
: 4,190: 8,059 15,803 914 -2,514 -15,534 6,459 1,183: -2,269 3,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 22.7 9.2 39.2 54.5 90.9 86.5: 9.1 13.5
Old : 100.0: 36.8 23.5 0.1 39.1 62.1 76.0 85.8: 24.0 14.2
Other: 100.0: 44.3 24.1 8.5 39.2 54.0 92.0 86.6: 8.0 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 152 176 157 129 158 389 400:
Old : 246: 71 53 4 67 62 142 117:
Other: 511: 145 179 131 109 155 342 388:
:----------------------------------------------------------------------------------------------------
: 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 17.7 22.1 25.5 11.6 16.3 20.9 22.9
Old : 17.1 32.7 28.5 44.5 16.7 32.7 27.6 44.5
Other: 13.3 17.4 23.5 25.7 12.9 15.9 22.7 23.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 23, 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 : 346,439: 71,640 117,430 50,477 191,397 134,784 313,514 302,691: 32,925 43,748
Old : 91,990: 15,676 18,270 4,362 66,049 59,126 86,087 81,758: 5,903 10,232
Other: 254,449: 69,278 112,474 32,801 125,348 75,658 227,427 220,933: 27,022 33,516
: : :
: : Changes in Commitments from: July 16, 2013 :
: 1,158: -3,302 4,592 3,593 -1,552 -10,638 -1,261 -2,453: 2,419 3,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 33.9 14.6 55.2 38.9 90.5 87.4: 9.5 12.6
Old : 100.0: 17.0 19.9 4.7 71.8 64.3 93.6 88.9: 6.4 11.1
Other: 100.0: 27.2 44.2 12.9 49.3 29.7 89.4 86.8: 10.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 56 110 71 74 65 181 209:
Old : 152: 32 47 20 45 51 89 106:
Other: 253: 64 104 54 63 48 159 180:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 16.7 29.7 25.7 15.2 12.9 23.4 20.2
Old : 55.1 26.7 64.9 40.7 51.7 26.3 60.4 37.7
Other: 14.1 17.6 24.0 27.9 13.3 15.6 23.2 24.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 23, 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 : 573,979: 75,923 90,872 5,718 367,007 306,612 448,648 403,202: 125,331 170,777
Old : 573,979: 75,923 90,872 5,718 367,007 306,612 448,648 403,202: 125,331 170,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -2,348: -1,533 5,226 -1,517 1,000 -4,048 -2,050 -339: -298 -2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.8 1.0 63.9 53.4 78.2 70.2: 21.8 29.8
Old : 100.0: 13.2 15.8 1.0 63.9 53.4 78.2 70.2: 21.8 29.8
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 : 172: 26 45 17 62 78 99 130:
Old : 172: 26 45 17 62 78 99 130:
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 35.5 20.1 20.7 11.8 28.9 17.3
Old : 26.1 12.1 35.5 20.1 20.7 11.8 28.9 17.3
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 23, 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 : 376,402: 28,200 43,607 3,826 276,915 253,886 308,941 301,319: 67,461 75,083
Old : 376,402: 28,200 43,607 3,826 276,915 253,886 308,941 301,319: 67,461 75,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -264: -2,662 -201 14 5,157 -2,580 2,509 -2,767: -2,773 2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.6 1.0 73.6 67.5 82.1 80.1: 17.9 19.9
Old : 100.0: 7.5 11.6 1.0 73.6 67.5 82.1 80.1: 17.9 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 : 70: 6 6 4 40 41 48 49:
Old : 70: 6 6 4 40 41 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 : 31.8 32.9 46.9 48.3 28.4 32.9 41.4 48.2
Old : 31.8 32.9 46.9 48.3 28.4 32.9 41.4 48.2
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 23, 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 : 9,118: 1,670 342 389 6,552 8,118 8,611 8,849: 507 269
Old : 9,118: 1,670 342 389 6,552 8,118 8,611 8,849: 507 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -268: 295 -86 -78 -342 -140 -125 -304: -143 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.8 4.3 71.9 89.0 94.4 97.0: 5.6 3.0
Old : 100.0: 18.3 3.8 4.3 71.9 89.0 94.4 97.0: 5.6 3.0
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 : 50: 16 6 7 23 24 42 34:
Old : 50: 16 6 7 23 24 42 34:
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 : 50.8 55.7 64.5 73.0 31.1 37.7 39.6 46.1
Old : 50.8 55.7 64.5 73.0 31.1 37.7 39.6 46.1
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 23, 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 : 283,625: 92,121 43,998 26,965 115,215 183,496 234,301 254,459: 49,324 29,166
Old : 73,206: 24,307 5,497 2,971 32,394 56,440 59,672 64,908: 13,534 8,298
Other: 210,419: 78,150 48,837 13,658 82,821 127,056 174,629 189,551: 35,790 20,868
: : :
: : Changes in Commitments from: July 16, 2013 :
: -12,527: -3,667 4,270 -3,313 -3,806 -14,424 -10,786 -13,467: -1,741 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 15.5 9.5 40.6 64.7 82.6 89.7: 17.4 10.3
Old : 100.0: 33.2 7.5 4.1 44.3 77.1 81.5 88.7: 18.5 11.3
Other: 100.0: 37.1 23.2 6.5 39.4 60.4 83.0 90.1: 17.0 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 80 52 62 78 81 191 171:
Old : 169: 61 19 13 63 55 128 83:
Other: 228: 62 67 47 63 72 160 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 31.9 16.8 41.6 9.3 29.1 16.6 36.7
Old : 14.1 41.7 22.9 50.4 14.1 41.7 22.3 49.8
Other: 12.2 30.7 21.8 40.8 12.0 29.0 21.6 37.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 23, 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 : 11,383: 1,645 4,018 508 6,710 5,526 8,863 10,052: 2,520 1,331
Old : 11,383: 1,645 4,018 508 6,710 5,526 8,863 10,052: 2,520 1,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -177: -189 -19 -144 101 145 -232 -18: 55 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 35.3 4.5 58.9 48.5 77.9 88.3: 22.1 11.7
Old : 100.0: 14.5 35.3 4.5 58.9 48.5 77.9 88.3: 22.1 11.7
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 : 59: 15 15 8 22 17 40 39:
Old : 59: 15 15 8 22 17 40 39:
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 : 31.6 50.8 45.4 64.5 31.6 49.0 44.9 59.7
Old : 31.6 50.8 45.4 64.5 31.6 49.0 44.9 59.7
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 23, 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 : 810,349: 204,199 172,204 2,856 499,697 531,437 706,752 706,497: 103,597 103,852
Old : 810,349: 204,199 172,204 2,856 499,697 531,437 706,752 706,497: 103,597 103,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 26,507: 29,264 5,484 -1,537 -15,669 29,462 12,058 33,409: 14,449 -6,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 21.3 0.4 61.7 65.6 87.2 87.2: 12.8 12.8
Old : 100.0: 25.2 21.3 0.4 61.7 65.6 87.2 87.2: 12.8 12.8
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 : 200: 35 42 17 78 92 120 144:
Old : 200: 35 42 17 78 92 120 144:
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 : 24.7 28.0 38.8 38.1 24.4 27.5 37.1 36.2
Old : 24.7 28.0 38.8 38.1 24.4 27.5 37.1 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 23, 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 : 2,211,881: 305,013 337,325 38,846 1,643,224 1,396,899 1,987,083 1,773,070: 224,798 438,811
Old : 2,211,881: 305,013 337,325 38,846 1,643,224 1,396,899 1,987,083 1,773,070: 224,798 438,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 91,706: -21,976 28,071 3,850 109,496 41,479 91,370 73,400: 336 18,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 15.3 1.8 74.3 63.2 89.8 80.2: 10.2 19.8
Old : 100.0: 13.8 15.3 1.8 74.3 63.2 89.8 80.2: 10.2 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 : 317: 49 76 35 120 149 189 240:
Old : 317: 49 76 35 120 149 189 240:
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 18.1 50.2 24.7 33.1 13.1 44.0 17.9
Old : 34.2 18.1 50.2 24.7 33.1 13.1 44.0 17.9
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 23, 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 : 1,613,914: 285,222 225,876 31,950 1,105,607 1,049,817 1,422,779 1,307,643: 191,135 306,271
Old : 1,613,914: 285,222 225,876 31,950 1,105,607 1,049,817 1,422,779 1,307,643: 191,135 306,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 27,356: -22,311 -14 -1,728 29,426 22,490 5,387 20,748: 21,969 6,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.0 2.0 68.5 65.0 88.2 81.0: 11.8 19.0
Old : 100.0: 17.7 14.0 2.0 68.5 65.0 88.2 81.0: 11.8 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 40 39 23 85 109 136 160:
Old : 221: 40 39 23 85 109 136 160:
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 20.6 38.9 31.3 25.2 20.1 36.0 28.7
Old : 25.8 20.6 38.9 31.3 25.2 20.1 36.0 28.7
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 23, 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 : 308,582: 16,610 33,394 66,303 198,769 170,206 281,682 269,903: 26,900 38,679
Old : 308,582: 16,610 33,394 66,303 198,769 170,206 281,682 269,903: 26,900 38,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 2,590: 3,014 33 -1,889 -1,287 622 -162 -1,234: 2,752 3,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.8 21.5 64.4 55.2 91.3 87.5: 8.7 12.5
Old : 100.0: 5.4 10.8 21.5 64.4 55.2 91.3 87.5: 8.7 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 : 61: 10 13 16 29 33 48 54:
Old : 61: 10 13 16 29 33 48 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 : 39.4 28.9 53.5 45.9 26.0 21.4 33.5 26.7
Old : 39.4 28.9 53.5 45.9 26.0 21.4 33.5 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, July 23, 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 : 60,037: 22,643 3,135 244 28,392 49,923 51,278 53,301: 8,759 6,736
Old : 60,037: 22,643 3,135 244 28,392 49,923 51,278 53,301: 8,759 6,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 1,478: -63 -36 -67 1,291 1,251 1,162 1,149: 316 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 5.2 0.4 47.3 83.2 85.4 88.8: 14.6 11.2
Old : 100.0: 37.7 5.2 0.4 47.3 83.2 85.4 88.8: 14.6 11.2
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 : 102: 35 12 4 37 24 74 38:
Old : 102: 35 12 4 37 24 74 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 : 23.6 48.0 38.4 68.2 23.6 47.6 38.4 67.9
Old : 23.6 48.0 38.4 68.2 23.6 47.6 38.4 67.9
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 23, 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 : 120,073: 45,286 6,269 487 56,783 99,846 102,556 106,602: 17,517 13,471
Old : 120,073: 45,286 6,269 487 56,783 99,846 102,556 106,602: 17,517 13,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 2,955: -125 -72 -133 2,582 2,502 2,324 2,297: 631 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 5.2 0.4 47.3 83.2 85.4 88.8: 14.6 11.2
Old : 100.0: 37.7 5.2 0.4 47.3 83.2 85.4 88.8: 14.6 11.2
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 : 102: 35 12 4 37 24 74 38:
Old : 102: 35 12 4 37 24 74 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 : 23.6 48.0 38.4 68.2 23.6 47.6 38.4 67.9
Old : 23.6 48.0 38.4 68.2 23.6 47.6 38.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 23, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,441: 3,722 4,959 1,460 886 0 6,068 6,419: 373 22
Old : 6,441: 3,722 4,959 1,460 886 0 6,068 6,419: 373 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 77.0 22.7 13.8 0.0 94.2 99.7: 5.8 0.3
Old : 100.0: 57.8 77.0 22.7 13.8 0.0 94.2 99.7: 5.8 0.3
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 : 21: 10 9 3 2 0 14 10:
Old : 21: 10 9 3 2 0 14 10:
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 : 58.7 86.2 83.9 97.9 53.2 71.0 67.7 76.3
Old : 58.7 86.2 83.9 97.9 53.2 71.0 67.7 76.3
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 23, 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 : 27,068: 2,109 12,369 104 24,841 14,563 27,054 27,036: 14 32
Old : 27,068: 2,109 12,369 104 24,841 14,563 27,054 27,036: 14 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -3,178: -1,984 792 8 -1,202 -4,003 -3,178 -3,203: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 45.7 0.4 91.8 53.8 99.9 99.9: 0.1 0.1
Old : 100.0: 7.8 45.7 0.4 91.8 53.8 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 : 37: 3 14 2 9 11 13 26:
Old : 37: 3 14 2 9 11 13 26:
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 : 90.9 63.3 98.1 83.6 90.9 63.3 98.0 83.6
Old : 90.9 63.3 98.1 83.6 90.9 63.3 98.0 83.6
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 23, 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 : 13,591: 38 4,990 4 13,543 8,560 13,585 13,554: 6 37
Old : 13,591: 38 4,990 4 13,543 8,560 13,585 13,554: 6 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 1,849: 38 540 0 1,810 1,283 1,848 1,823: 1 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 36.7 0.0 99.6 63.0 100.0 99.7: 0.0 0.3
Old : 100.0: 0.3 36.7 0.0 99.6 63.0 100.0 99.7: 0.0 0.3
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 : 26: 1 12 1 5 8 7 20:
Old : 26: 1 12 1 5 8 7 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.3 65.8 100.0 88.5 99.3 65.8 99.9 88.5
Old : 99.3 65.8 100.0 88.5 99.3 65.8 99.9 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2013