WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 6, 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 : 408,755: 131,097 178,360 61,095 184,407 119,728 376,599 359,183: 32,156 49,572
Old : 374,267: 124,125 176,397 46,707 174,941 108,254 345,773 331,358: 28,494 42,909
Other: 34,488: 17,035 12,026 4,325 9,466 11,474 30,826 27,825: 3,662 6,663
: : :
: : Changes in Commitments from: July 30, 2013 :
: 3,736: 4,502 7,214 -6,150 5,413 4,671 3,765 5,735: -29 -1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 43.6 14.9 45.1 29.3 92.1 87.9: 7.9 12.1
Old : 100.0: 33.2 47.1 12.5 46.7 28.9 92.4 88.5: 7.6 11.5
Other: 100.0: 49.4 34.9 12.5 27.4 33.3 89.4 80.7: 10.6 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 106 151 109 79 96 250 304:
Old : 380: 112 146 101 76 90 241 292:
Other: 127: 16 42 11 28 57 54 102:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 11.8 27.0 21.4 15.6 10.5 26.1 18.9
Old : 16.8 12.3 27.3 22.3 16.7 11.3 27.3 20.5
Other: 55.8 29.9 67.4 40.8 47.8 20.0 57.2 30.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 6, 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 : 1,177,978: 350,021 406,919 135,995 553,323 403,451 1,039,339 946,365: 138,639 231,613
Old : 298,416: 97,381 89,262 21,134 145,327 144,673 263,842 255,069: 34,574 43,347
Other: 879,562: 314,683 379,700 52,818 407,996 258,778 775,497 691,296: 104,065 188,266
: : :
: : Changes in Commitments from: July 30, 2013 :
: 8,939: 21,556 20,029 -2,746 -8,843 -17,076 9,967 207: -1,028 8,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 34.5 11.5 47.0 34.2 88.2 80.3: 11.8 19.7
Old : 100.0: 32.6 29.9 7.1 48.7 48.5 88.4 85.5: 11.6 14.5
Other: 100.0: 35.8 43.2 6.0 46.4 29.4 88.2 78.6: 11.8 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 147 230 189 267 286 539 602:
Old : 515: 109 119 21 145 165 264 295:
Other: 723: 157 205 126 234 270 467 537:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 10.2 20.9 17.1 10.7 9.2 19.6 14.7
Old : 22.5 21.5 36.6 31.0 19.8 19.9 32.7 28.7
Other: 12.7 11.1 21.2 18.0 12.6 10.7 21.2 17.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 6, 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 : 9,269: 2,660 1,363 148 5,068 5,887 7,876 7,398: 1,393 1,871
Old : 9,267: 2,660 1,363 148 5,066 5,885 7,874 7,396: 1,393 1,871
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 393: 125 346 -148 681 75 658 273: -265 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.7 1.6 54.7 63.5 85.0 79.8: 15.0 20.2
Old : 100.0: 28.7 14.7 1.6 54.7 63.5 85.0 79.8: 15.0 20.2
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: 14 5 4 14 12 29 20:
Old : 39: 14 5 4 14 12 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 : 45.3 47.8 63.4 63.8 44.0 43.1 56.0 58.1
Old : 45.3 47.8 63.4 63.9 44.0 43.1 56.0 58.1
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, August 6, 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 : 496,026: 179,886 123,199 52,598 226,218 243,054 458,702 418,851: 37,324 77,175
Old : 480,663: 179,772 127,597 47,018 217,785 233,618 444,575 408,233: 36,088 72,430
Other: 15,363: 5,624 1,112 70 8,433 9,436 14,127 10,618: 1,236 4,745
: : :
: : Changes in Commitments from: July 30, 2013 :
: 5,772: -13,641 9,868 7,489 13,687 -16,285 7,535 1,072: -1,763 4,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 24.8 10.6 45.6 49.0 92.5 84.4: 7.5 15.6
Old : 100.0: 37.4 26.5 9.8 45.3 48.6 92.5 84.9: 7.5 15.1
Other: 100.0: 36.6 7.2 0.5 54.9 61.4 92.0 69.1: 8.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 510: 142 173 150 120 152 357 400:
Old : 510: 145 175 143 119 150 352 395:
Other: 139: 24 32 4 27 62 54 96:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 17.7 23.6 25.3 12.8 15.2 22.5 20.8
Old : 13.6 18.2 23.9 25.9 13.3 15.8 23.2 21.6
Other: 49.1 44.2 63.2 50.8 48.8 44.2 62.9 50.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 6, 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 : 321,082: 69,172 124,259 51,116 167,743 102,912 288,031 278,287: 33,051 42,795
Old : 53,443: 14,500 14,901 825 33,032 29,464 48,357 45,190: 5,086 8,253
Other: 267,639: 66,694 121,380 38,269 134,711 73,448 239,674 233,097: 27,965 34,542
: : :
: : Changes in Commitments from: July 30, 2013 :
: -13,048: -1,341 10,625 -3,624 -9,043 -17,208 -14,008 -10,207: 960 -2,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 38.7 15.9 52.2 32.1 89.7 86.7: 10.3 13.3
Old : 100.0: 27.1 27.9 1.5 61.8 55.1 90.5 84.6: 9.5 15.4
Other: 100.0: 24.9 45.4 14.3 50.3 27.4 89.6 87.1: 10.4 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 61 105 75 74 54 182 200:
Old : 135: 32 36 8 32 39 67 81:
Other: 254: 61 105 63 69 45 169 182:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 14.3 26.6 24.2 11.7 11.2 20.4 19.8
Old : 55.4 29.4 63.4 42.2 55.3 29.4 62.0 42.2
Other: 14.9 14.1 24.7 25.7 13.5 12.5 23.0 21.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 6, 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 : 583,333: 76,465 82,232 5,541 374,190 314,978 456,196 402,751: 127,137 180,582
Old : 583,333: 76,465 82,232 5,541 374,190 314,978 456,196 402,751: 127,137 180,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 13,361: 7,161 1,146 -1,137 11,093 5,909 17,117 5,918: -3,756 7,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 14.1 0.9 64.1 54.0 78.2 69.0: 21.8 31.0
Old : 100.0: 13.1 14.1 0.9 64.1 54.0 78.2 69.0: 21.8 31.0
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 : 160: 24 35 20 64 80 97 126:
Old : 160: 24 35 20 64 80 97 126:
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 : 23.9 12.8 34.1 21.2 20.7 12.6 28.7 17.9
Old : 23.9 12.8 34.1 21.2 20.7 12.6 28.7 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, August 6, 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 : 383,633: 34,514 45,261 4,155 274,068 254,798 312,737 304,214: 70,896 79,419
Old : 383,633: 34,514 45,261 4,155 274,068 254,798 312,737 304,214: 70,896 79,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 7,512: 5,710 2,906 299 -1,103 -2,540 4,906 665: 2,606 6,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.8 1.1 71.4 66.4 81.5 79.3: 18.5 20.7
Old : 100.0: 9.0 11.8 1.1 71.4 66.4 81.5 79.3: 18.5 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 6 5 5 39 40 48 47:
Old : 68: 6 5 5 39 40 48 47:
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 : 31.0 31.9 46.3 47.4 27.7 31.9 41.5 47.4
Old : 31.0 31.9 46.3 47.4 27.7 31.9 41.5 47.4
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, August 6, 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 : 8,118: 1,557 385 245 5,858 7,214 7,660 7,844: 458 274
Old : 8,118: 1,557 385 245 5,858 7,214 7,660 7,844: 458 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -295: 73 30 14 -358 -299 -271 -255: -24 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.7 3.0 72.2 88.9 94.4 96.6: 5.6 3.4
Old : 100.0: 19.2 4.7 3.0 72.2 88.9 94.4 96.6: 5.6 3.4
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 : 45: 11 7 5 21 23 36 31:
Old : 45: 11 7 5 21 23 36 31:
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 : 49.7 54.5 67.1 71.2 28.5 38.9 40.5 48.2
Old : 49.7 54.5 67.1 71.2 28.5 38.9 40.5 48.2
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, August 6, 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 : 252,941: 81,777 57,494 20,366 112,621 148,039 214,764 225,899: 38,177 27,042
Old : 45,107: 15,623 6,839 923 22,088 32,527 38,634 40,289: 6,473 4,818
Other: 207,834: 69,616 54,117 15,981 90,533 115,512 176,130 185,610: 31,704 22,224
: : :
: : Changes in Commitments from: July 30, 2013 :
: -9,307: -2,752 7,608 -2,168 -3,054 -14,675 -7,974 -9,235: -1,333 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.7 8.1 44.5 58.5 84.9 89.3: 15.1 10.7
Old : 100.0: 34.6 15.2 2.0 49.0 72.1 85.6 89.3: 14.4 10.7
Other: 100.0: 33.5 26.0 7.7 43.6 55.6 84.7 89.3: 15.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 70 62 56 74 77 176 170:
Old : 146: 46 21 7 47 42 98 65:
Other: 232: 65 63 49 66 72 160 160:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 29.0 18.7 39.0 10.3 26.3 18.5 35.5
Old : 21.0 43.7 36.2 54.1 21.0 43.7 34.5 53.9
Other: 12.7 27.1 22.3 37.8 12.4 24.7 22.1 34.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 6, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,518: 1,650 2,690 721 6,240 5,883 8,611 9,294: 1,907 1,224
Old : 10,518: 1,650 2,690 721 6,240 5,883 8,611 9,294: 1,907 1,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -391: 162 -323 84 -318 109 -72 -130: -319 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 25.6 6.9 59.3 55.9 81.9 88.4: 18.1 11.6
Old : 100.0: 15.7 25.6 6.9 59.3 55.9 81.9 88.4: 18.1 11.6
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 : 61: 13 15 9 23 19 42 41:
Old : 61: 13 15 9 23 19 42 41:
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 : 33.5 51.8 47.4 61.8 33.5 47.0 47.0 56.1
Old : 33.5 51.8 47.4 61.8 33.5 47.0 47.0 56.1
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, August 6, 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 : 846,112: 207,108 151,118 3,682 533,931 594,721 744,721 749,521: 101,391 96,591
Old : 846,112: 207,108 151,118 3,682 533,931 594,721 744,721 749,521: 101,391 96,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 21,184: 4,323 -5,759 567 14,265 15,121 19,155 9,929: 2,029 11,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 17.9 0.4 63.1 70.3 88.0 88.6: 12.0 11.4
Old : 100.0: 24.5 17.9 0.4 63.1 70.3 88.0 88.6: 12.0 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 : 200: 38 35 17 78 98 123 143:
Old : 200: 38 35 17 78 98 123 143:
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 : 22.8 31.3 35.1 41.6 20.9 30.8 33.2 39.2
Old : 22.8 31.3 35.1 41.6 20.9 30.8 33.2 39.2
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, August 6, 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 : 2,343,075: 303,613 323,709 52,748 1,758,285 1,536,100 2,114,646 1,912,557: 228,429 430,518
Old : 2,343,075: 303,613 323,709 52,748 1,758,285 1,536,100 2,114,646 1,912,557: 228,429 430,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 31,044: -20,926 11,073 -1,544 54,962 26,303 32,492 35,832: -1,448 -4,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.8 2.3 75.0 65.6 90.3 81.6: 9.7 18.4
Old : 100.0: 13.0 13.8 2.3 75.0 65.6 90.3 81.6: 9.7 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 52 67 48 117 153 192 245:
Old : 304: 52 67 48 117 153 192 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 19.3 50.2 28.2 34.6 15.0 45.0 21.4
Old : 36.0 19.3 50.2 28.2 34.6 15.0 45.0 21.4
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, August 6, 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 : 1,631,852: 267,658 252,486 31,164 1,153,841 1,055,312 1,452,663 1,338,962: 179,189 292,890
Old : 1,631,852: 267,658 252,486 31,164 1,153,841 1,055,312 1,452,663 1,338,962: 179,189 292,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 14,520: 1,584 31,234 -5,193 20,871 -11,702 17,262 14,339: -2,742 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.5 1.9 70.7 64.7 89.0 82.1: 11.0 17.9
Old : 100.0: 16.4 15.5 1.9 70.7 64.7 89.0 82.1: 11.0 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 : 221: 34 47 30 94 103 146 162:
Old : 221: 34 47 30 94 103 146 162:
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 : 25.6 25.5 39.9 34.2 25.1 24.0 37.3 31.7
Old : 25.6 25.5 39.9 34.2 25.1 24.0 37.3 31.7
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, August 6, 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 : 272,741: 12,777 31,045 63,244 165,774 135,954 241,795 230,243: 30,946 42,498
Old : 272,741: 12,777 31,045 63,244 165,774 135,954 241,795 230,243: 30,946 42,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -37,616: -6,315 -3,056 -5,827 -33,216 -35,174 -45,358 -44,057: 7,742 6,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.4 23.2 60.8 49.8 88.7 84.4: 11.3 15.6
Old : 100.0: 4.7 11.4 23.2 60.8 49.8 88.7 84.4: 11.3 15.6
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 : 53: 5 15 14 24 27 42 45:
Old : 53: 5 15 14 24 27 42 45:
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 : 39.7 33.2 56.4 49.4 24.7 19.8 33.1 25.5
Old : 39.7 33.2 56.4 49.4 24.7 19.8 33.1 25.5
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, August 6, 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 : 61,341: 22,220 3,670 355 30,157 50,007 52,732 54,031: 8,609 7,310
Old : 61,341: 22,220 3,670 355 30,157 50,007 52,732 54,031: 8,609 7,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 114: -1,461 626 98 1,256 -497 -108 227: 222 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 6.0 0.6 49.2 81.5 86.0 88.1: 14.0 11.9
Old : 100.0: 36.2 6.0 0.6 49.2 81.5 86.0 88.1: 14.0 11.9
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 : 102: 35 13 6 36 24 73 41:
Old : 102: 35 13 6 36 24 73 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 43.8 39.6 64.4 24.5 43.5 39.6 64.1
Old : 24.5 43.8 39.6 64.4 24.5 43.5 39.6 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, August 6, 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 : 122,681: 44,439 7,339 710 60,314 100,013 105,463 108,062: 17,218 14,619
Old : 122,681: 44,439 7,339 710 60,314 100,013 105,463 108,062: 17,218 14,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 228: -2,922 1,251 196 2,511 -994 -215 453: 443 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 6.0 0.6 49.2 81.5 86.0 88.1: 14.0 11.9
Old : 100.0: 36.2 6.0 0.6 49.2 81.5 86.0 88.1: 14.0 11.9
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 : 102: 35 13 6 36 24 73 41:
Old : 102: 35 13 6 36 24 73 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 43.8 39.6 64.4 24.5 43.5 39.6 64.1
Old : 24.5 43.8 39.6 64.4 24.5 43.5 39.6 64.1
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, August 6, 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 : 6,607: 4,225 5,115 1,476 855 0 6,556 6,591: 51 16
Old : 6,607: 4,225 5,115 1,476 855 0 6,556 6,591: 51 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -80: 246 65 -126 -26 0 94 -61: -174 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 77.4 22.3 12.9 0.0 99.2 99.8: 0.8 0.2
Old : 100.0: 63.9 77.4 22.3 12.9 0.0 99.2 99.8: 0.8 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 : 21: 12 8 3 1 0 14 10:
Old : 21: 12 8 3 1 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 : 57.6 86.3 86.1 98.0 53.4 72.2 69.8 77.4
Old : 57.6 86.3 86.1 98.0 53.4 72.2 69.8 77.4
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, August 6, 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 : 32,733: 2,569 15,534 33 30,072 17,093 32,674 32,660: 59 73
Old : 32,733: 2,569 15,534 33 30,072 17,093 32,674 32,660: 59 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 3,144: 36 706 -16 3,098 2,413 3,118 3,103: 26 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 47.5 0.1 91.9 52.2 99.8 99.8: 0.2 0.2
Old : 100.0: 7.8 47.5 0.1 91.9 52.2 99.8 99.8: 0.2 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 12 2 7 10 11 24:
Old : 33: 4 12 2 7 10 11 24:
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 : 95.3 60.8 99.3 85.5 95.3 60.8 99.2 85.5
Old : 95.3 60.8 99.3 85.5 95.3 60.8 99.2 85.5
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, August 6, 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 : 17,381: 391 10,370 12 16,968 6,964 17,371 17,346: 10 35
Old : 17,381: 391 10,370 12 16,968 6,964 17,371 17,346: 10 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 1,833: 391 4,328 8 1,440 -2,516 1,839 1,820: -6 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 59.7 0.1 97.6 40.1 99.9 99.8: 0.1 0.2
Old : 100.0: 2.2 59.7 0.1 97.6 40.1 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 : 25: 2 11 1 6 6 9 17:
Old : 25: 2 11 1 6 6 9 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 : 96.5 77.6 99.9 92.9 96.5 77.6 99.9 92.9
Old : 96.5 77.6 99.9 92.9 96.5 77.6 99.9 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 9, 2013