WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 13, 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 : 418,933: 131,162 180,225 66,299 188,916 119,854 386,377 366,378: 32,556 52,555
Old : 383,139: 124,456 177,617 50,723 178,707 108,597 353,886 336,937: 29,253 46,202
Other: 35,794: 17,602 13,504 4,680 10,209 11,257 32,491 29,441: 3,303 6,353
: : :
: : Changes in Commitments from: August 6, 2013 :
: 10,178: 65 1,865 5,204 4,509 126 9,778 7,195: 400 2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 43.0 15.8 45.1 28.6 92.2 87.5: 7.8 12.5
Old : 100.0: 32.5 46.4 13.2 46.6 28.3 92.4 87.9: 7.6 12.1
Other: 100.0: 49.2 37.7 13.1 28.5 31.4 90.8 82.3: 9.2 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 104 152 113 81 98 252 312:
Old : 380: 110 147 102 78 93 243 298:
Other: 134: 18 46 12 29 56 59 106:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 11.5 27.0 20.9 15.6 10.3 25.4 18.0
Old : 16.8 11.8 27.3 21.5 16.8 11.3 26.9 19.5
Other: 54.2 31.9 65.9 42.0 46.0 21.7 55.1 31.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 13, 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 : 1,206,286: 353,903 412,785 139,122 562,786 421,166 1,055,811 973,073: 150,475 233,213
Old : 218,652: 84,262 57,637 17,645 79,665 108,155 181,572 183,437: 37,080 35,215
Other: 987,634: 325,996 411,503 65,122 483,121 313,011 874,239 789,636: 113,395 197,998
: : :
: : Changes in Commitments from: August 6, 2013 :
: 28,308: 3,882 5,866 3,127 9,463 17,715 16,472 26,708: 11,836 1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 34.2 11.5 46.7 34.9 87.5 80.7: 12.5 19.3
Old : 100.0: 38.5 26.4 8.1 36.4 49.5 83.0 83.9: 17.0 16.1
Other: 100.0: 33.0 41.7 6.6 48.9 31.7 88.5 80.0: 11.5 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 153 225 193 285 293 567 605:
Old : 497: 122 88 12 153 161 278 258:
Other: 739: 147 229 139 242 278 481 566:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 10.5 20.3 17.7 10.6 9.6 19.5 15.3
Old : 24.3 20.2 34.6 30.7 18.7 15.0 27.7 23.8
Other: 11.9 10.8 21.2 18.0 11.8 10.4 21.0 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 13, 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 : 9,106: 2,734 1,417 96 4,710 5,586 7,540 7,099: 1,566 2,007
Old : 9,101: 2,734 1,417 96 4,707 5,581 7,537 7,094: 1,564 2,007
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -163: 74 54 -52 -358 -301 -336 -299: 173 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 15.6 1.1 51.7 61.3 82.8 78.0: 17.2 22.0
Old : 100.0: 30.0 15.6 1.1 51.7 61.3 82.8 77.9: 17.2 22.1
Other: 100.0: 0.0 0.0 0.0 60.0 100.0 60.0 100.0: 40.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 5 4 12 13 27 21:
Old : 38: 14 5 4 11 13 26 21:
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 : 44.2 45.8 61.7 62.4 42.7 41.4 53.8 56.1
Old : 44.3 45.9 61.8 62.4 42.7 41.4 53.9 56.1
Other: 60.0 100.0 60.0 100.0 20.0 60.0 20.0 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 13, 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 : 514,193: 181,766 120,874 53,891 239,024 264,825 474,681 439,590: 39,512 74,603
Old : 497,596: 181,959 125,661 47,389 230,334 254,787 459,682 427,837: 37,914 69,759
Other: 16,597: 6,242 1,648 67 8,690 10,038 14,999 11,753: 1,598 4,844
: : :
: : Changes in Commitments from: August 6, 2013 :
: 18,167: 1,880 -2,325 1,293 12,806 21,771 15,979 20,739: 2,188 -2,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 23.5 10.5 46.5 51.5 92.3 85.5: 7.7 14.5
Old : 100.0: 36.6 25.3 9.5 46.3 51.2 92.4 86.0: 7.6 14.0
Other: 100.0: 37.6 9.9 0.4 52.4 60.5 90.4 70.8: 9.6 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 500: 152 157 143 115 152 353 381:
Old : 499: 154 158 138 112 147 347 374:
Other: 141: 23 33 3 27 63 52 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 : 13.7 19.2 23.9 27.2 12.8 15.4 22.2 20.9
Old : 14.1 19.6 24.5 27.5 13.2 15.8 22.9 21.4
Other: 47.4 40.0 62.5 49.1 47.4 40.0 62.3 49.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 13, 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 : 317,609: 68,918 116,238 52,827 161,557 107,845 283,302 276,910: 34,307 40,699
Old : 45,270: 14,329 12,505 226 27,161 25,312 41,716 38,043: 3,554 7,227
Other: 272,339: 65,698 114,842 41,492 134,396 82,533 241,586 238,867: 30,753 33,472
: : :
: : Changes in Commitments from: August 6, 2013 :
: -3,473: -254 -8,021 1,711 -6,186 4,933 -4,729 -1,377: 1,256 -2,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 36.6 16.6 50.9 34.0 89.2 87.2: 10.8 12.8
Old : 100.0: 31.7 27.6 0.5 60.0 55.9 92.1 84.0: 7.9 16.0
Other: 100.0: 24.1 42.2 15.2 49.3 30.3 88.7 87.7: 11.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 55 107 75 70 56 178 197:
Old : 127: 31 32 5 33 36 66 71:
Other: 251: 56 106 66 67 50 169 185:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.4 23.7 24.8 11.1 12.1 18.6 20.5
Old : 54.4 29.2 64.4 42.4 53.9 29.2 62.4 42.4
Other: 13.5 15.8 22.8 26.5 12.7 12.3 21.3 21.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 13, 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 : 592,893: 79,375 81,163 6,472 380,524 319,937 466,371 407,572: 126,522 185,321
Old : 592,893: 79,375 81,163 6,472 380,524 319,937 466,371 407,572: 126,522 185,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 9,560: 2,910 -1,069 931 6,334 4,959 10,175 4,821: -615 4,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.7 1.1 64.2 54.0 78.7 68.7: 21.3 31.3
Old : 100.0: 13.4 13.7 1.1 64.2 54.0 78.7 68.7: 21.3 31.3
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 : 163: 23 36 16 63 84 96 126:
Old : 163: 23 36 16 63 84 96 126:
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 12.1 34.3 19.7 21.0 12.0 30.0 17.5
Old : 23.9 12.1 34.3 19.7 21.0 12.0 30.0 17.5
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 13, 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 : 385,131: 34,682 29,656 3,996 274,721 276,556 313,399 310,208: 71,732 74,923
Old : 385,131: 34,682 29,656 3,996 274,721 276,556 313,399 310,208: 71,732 74,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,498: 168 -15,605 -159 653 21,758 662 5,994: 836 -4,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.7 1.0 71.3 71.8 81.4 80.5: 18.6 19.5
Old : 100.0: 9.0 7.7 1.0 71.3 71.8 81.4 80.5: 18.6 19.5
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 : 72: 6 7 4 41 41 49 50:
Old : 72: 6 7 4 41 41 49 50:
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 : 30.7 33.5 46.3 46.9 27.6 33.5 41.4 46.8
Old : 30.7 33.5 46.3 46.9 27.6 33.5 41.4 46.8
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 13, 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 : 8,439: 1,670 441 234 6,067 7,453 7,971 8,128: 468 311
Old : 8,439: 1,670 441 234 6,067 7,453 7,971 8,128: 468 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 321: 113 56 -11 209 239 311 284: 10 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.2 2.8 71.9 88.3 94.5 96.3: 5.5 3.7
Old : 100.0: 19.8 5.2 2.8 71.9 88.3 94.5 96.3: 5.5 3.7
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 : 48: 12 6 5 22 25 38 33:
Old : 48: 12 6 5 22 25 38 33:
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 : 46.1 56.9 63.3 71.5 29.5 42.3 41.8 51.1
Old : 46.1 56.9 63.3 71.5 29.5 42.3 41.8 51.1
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, August 13, 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 : 260,617: 84,371 55,220 21,504 115,359 156,817 221,234 233,541: 39,383 27,076
Old : 43,518: 17,262 5,714 255 19,479 33,528 36,996 39,497: 6,522 4,021
Other: 217,099: 71,778 54,175 16,580 95,880 123,289 184,238 194,044: 32,861 23,055
: : :
: : Changes in Commitments from: August 6, 2013 :
: 7,676: 2,594 -2,274 1,138 2,738 8,778 6,470 7,642: 1,206 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 21.2 8.3 44.3 60.2 84.9 89.6: 15.1 10.4
Old : 100.0: 39.7 13.1 0.6 44.8 77.0 85.0 90.8: 15.0 9.2
Other: 100.0: 33.1 25.0 7.6 44.2 56.8 84.9 89.4: 15.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 70 64 54 72 78 174 173:
Old : 145: 43 22 2 44 44 88 67:
Other: 235: 60 75 47 65 71 158 162:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 28.9 18.2 39.5 10.3 26.6 18.1 36.1
Old : 23.8 47.4 39.3 58.2 23.0 46.7 38.1 57.5
Other: 12.1 26.8 21.5 38.5 12.1 24.1 21.4 34.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 13, 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 : 11,189: 1,755 3,123 723 6,615 5,665 9,093 9,511: 2,096 1,678
Old : 11,189: 1,755 3,123 723 6,615 5,665 9,093 9,511: 2,096 1,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 671: 105 433 2 375 -218 482 217: 189 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 27.9 6.5 59.1 50.6 81.3 85.0: 18.7 15.0
Old : 100.0: 15.7 27.9 6.5 59.1 50.6 81.3 85.0: 18.7 15.0
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 : 55: 15 10 8 24 17 42 35:
Old : 55: 15 10 8 24 17 42 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 49.6 47.2 62.8 33.1 47.8 46.9 57.9
Old : 33.1 49.6 47.2 62.8 33.1 47.8 46.9 57.9
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 13, 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 : 865,723: 208,770 158,252 5,171 549,224 600,037 763,165 763,460: 102,558 102,263
Old : 865,723: 208,770 158,252 5,171 549,224 600,037 763,165 763,460: 102,558 102,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 19,611: 1,662 7,134 1,489 15,293 5,316 18,444 13,939: 1,167 5,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.3 0.6 63.4 69.3 88.2 88.2: 11.8 11.8
Old : 100.0: 24.1 18.3 0.6 63.4 69.3 88.2 88.2: 11.8 11.8
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 : 202: 42 35 22 80 95 133 141:
Old : 202: 42 35 22 80 95 133 141:
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 32.0 35.1 40.8 21.5 30.7 32.8 38.2
Old : 23.6 32.0 35.1 40.8 21.5 30.7 32.8 38.2
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 13, 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 : 2,332,731: 263,126 329,558 50,272 1,809,309 1,517,475 2,122,707 1,897,305: 210,024 435,426
Old : 2,332,731: 263,126 329,558 50,272 1,809,309 1,517,475 2,122,707 1,897,305: 210,024 435,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -10,344: -40,487 5,849 -2,476 51,024 -18,625 8,061 -15,252: -18,405 4,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.1 2.2 77.6 65.1 91.0 81.3: 9.0 18.7
Old : 100.0: 11.3 14.1 2.2 77.6 65.1 91.0 81.3: 9.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 53 69 57 130 156 210 255:
Old : 319: 53 69 57 130 156 210 255:
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 : 37.5 19.3 49.6 27.8 35.6 15.0 45.1 21.4
Old : 37.5 19.3 49.6 27.8 35.6 15.0 45.1 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 13, 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 : 1,632,710: 280,391 237,983 32,510 1,152,011 1,043,441 1,464,912 1,313,934: 167,798 318,776
Old : 1,632,710: 280,391 237,983 32,510 1,152,011 1,043,441 1,464,912 1,313,934: 167,798 318,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 858: 12,733 -14,503 1,346 -1,830 -11,871 12,249 -25,028: -11,391 25,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.6 2.0 70.6 63.9 89.7 80.5: 10.3 19.5
Old : 100.0: 17.2 14.6 2.0 70.6 63.9 89.7 80.5: 10.3 19.5
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 : 225: 38 47 29 91 104 147 162:
Old : 225: 38 47 29 91 104 147 162:
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 : 24.6 23.9 39.0 32.5 24.0 22.4 37.2 30.2
Old : 24.6 23.9 39.0 32.5 24.0 22.4 37.2 30.2
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 13, 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 : 283,056: 16,119 32,525 63,155 171,244 145,487 250,518 241,167: 32,538 41,889
Old : 283,056: 16,119 32,525 63,155 171,244 145,487 250,518 241,167: 32,538 41,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 10,315: 3,342 1,480 -89 5,470 9,533 8,723 10,924: 1,592 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.5 22.3 60.5 51.4 88.5 85.2: 11.5 14.8
Old : 100.0: 5.7 11.5 22.3 60.5 51.4 88.5 85.2: 11.5 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 15 13 27 28 46 45:
Old : 56: 6 15 13 27 28 46 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 : 37.8 32.6 53.8 48.5 23.4 19.9 31.4 26.4
Old : 37.8 32.6 53.8 48.5 23.4 19.9 31.4 26.4
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 13, 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 : 63,624: 24,826 3,346 276 28,184 53,202 53,285 56,824: 10,339 6,800
Old : 63,624: 24,826 3,346 276 28,184 53,202 53,285 56,824: 10,339 6,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,283: 2,607 -324 -80 -1,974 3,196 554 2,793: 1,730 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 5.3 0.4 44.3 83.6 83.8 89.3: 16.2 10.7
Old : 100.0: 39.0 5.3 0.4 44.3 83.6 83.8 89.3: 16.2 10.7
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 : 100: 38 12 5 34 22 74 37:
Old : 100: 38 12 5 34 22 74 37:
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 : 21.5 43.9 35.9 67.6 21.5 43.6 35.9 67.3
Old : 21.5 43.9 35.9 67.6 21.5 43.6 35.9 67.3
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 13, 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 : 127,247: 49,652 6,692 551 56,367 106,404 106,570 113,647: 20,677 13,600
Old : 127,247: 49,652 6,692 551 56,367 106,404 106,570 113,647: 20,677 13,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 4,566: 5,213 -647 -159 -3,947 6,391 1,107 5,585: 3,459 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 5.3 0.4 44.3 83.6 83.8 89.3: 16.2 10.7
Old : 100.0: 39.0 5.3 0.4 44.3 83.6 83.8 89.3: 16.2 10.7
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 : 100: 38 12 5 34 22 74 37:
Old : 100: 38 12 5 34 22 74 37:
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 : 21.5 43.9 35.9 67.6 21.5 43.6 35.9 67.3
Old : 21.5 43.9 35.9 67.6 21.5 43.6 35.9 67.3
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 13, 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 : 6,615: 4,412 5,337 1,268 903 0 6,583 6,605: 32 10
Old : 6,615: 4,412 5,337 1,268 903 0 6,583 6,605: 32 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 8: 187 222 -208 48 0 27 14: -19 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 80.7 19.2 13.7 0.0 99.5 99.8: 0.5 0.2
Old : 100.0: 66.7 80.7 19.2 13.7 0.0 99.5 99.8: 0.5 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: 11 8 3 2 0 15 9:
Old : 21: 11 8 3 2 0 15 9:
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 : 58.6 85.5 85.4 99.5 56.4 73.8 73.2 80.7
Old : 58.6 85.5 85.4 99.5 56.4 73.8 73.2 80.7
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 13, 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 : 34,358: 2,025 15,866 31 32,253 18,398 34,309 34,295: 49 63
Old : 34,358: 2,025 15,866 31 32,253 18,398 34,309 34,295: 49 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,625: -544 332 -2 2,181 1,305 1,635 1,635: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 46.2 0.1 93.9 53.5 99.9 99.8: 0.1 0.2
Old : 100.0: 5.9 46.2 0.1 93.9 53.5 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 : 34: 5 11 2 8 10 13 23:
Old : 34: 5 11 2 8 10 13 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.9 61.6 98.6 85.1 93.9 61.6 98.6 85.1
Old : 93.9 61.6 98.6 85.1 93.9 61.6 98.6 85.1
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 13, 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 : 17,448: 278 10,410 0 17,080 6,983 17,358 17,393: 90 55
Old : 17,448: 278 10,410 0 17,080 6,983 17,358 17,393: 90 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 67: -113 40 -12 112 19 -13 47: 80 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 59.7 0.0 97.9 40.0 99.5 99.7: 0.5 0.3
Old : 100.0: 1.6 59.7 0.0 97.9 40.0 99.5 99.7: 0.5 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 : 24: 1 11 0 5 7 6 18:
Old : 24: 1 11 0 5 7 6 18:
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 : 97.4 81.0 99.5 92.7 97.4 81.0 99.5 92.7
Old : 97.4 81.0 99.5 92.7 97.4 81.0 99.5 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2013