WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 20, 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 : 404,468: 128,304 179,035 58,237 186,842 117,345 373,383 354,617: 31,085 49,851
Old : 367,927: 121,169 175,742 42,361 176,593 106,026 340,123 324,129: 27,804 43,798
Other: 36,541: 18,096 14,254 4,915 10,249 11,319 33,260 30,488: 3,281 6,053
: : :
: : Changes in Commitments from: August 13, 2013 :
: -14,465: -2,858 -1,190 -8,062 -2,074 -2,509 -12,994 -11,761: -1,471 -2,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 44.3 14.4 46.2 29.0 92.3 87.7: 7.7 12.3
Old : 100.0: 32.9 47.8 11.5 48.0 28.8 92.4 88.1: 7.6 11.9
Other: 100.0: 49.5 39.0 13.5 28.0 31.0 91.0 83.4: 9.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 98 149 108 83 94 247 299:
Old : 370: 103 145 96 80 87 238 282:
Other: 132: 21 42 10 30 55 60 101:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 12.2 28.1 21.7 16.2 10.8 26.7 19.4
Old : 17.5 12.4 29.4 22.3 17.5 11.8 28.5 21.1
Other: 53.9 32.8 64.7 43.4 44.6 22.1 53.2 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 20, 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 : 1,199,310: 346,548 388,474 132,578 574,119 454,284 1,053,245 975,336: 146,065 223,974
Old : 170,549: 64,267 42,855 1,505 71,062 97,605 136,834 141,965: 33,715 28,584
Other: 1,028,761: 321,289 384,627 92,065 503,057 356,679 916,411 833,371: 112,350 195,390
: : :
: : Changes in Commitments from: August 13, 2013 :
: -6,976: -7,355 -24,311 -6,544 11,333 33,118 -2,566 2,263: -4,410 -9,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 32.4 11.1 47.9 37.9 87.8 81.3: 12.2 18.7
Old : 100.0: 37.7 25.1 0.9 41.7 57.2 80.2 83.2: 19.8 16.8
Other: 100.0: 31.2 37.4 8.9 48.9 34.7 89.1 81.0: 10.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 150 209 183 294 293 566 580:
Old : 465: 105 75 4 157 153 264 230:
Other: 718: 139 214 138 243 281 476 552:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.0 21.5 18.4 11.7 10.2 21.1 16.0
Old : 19.5 19.7 32.9 31.3 19.5 17.8 30.9 28.2
Other: 12.4 11.3 22.5 18.5 12.3 10.5 22.4 16.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 20, 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 : 8,819: 2,803 1,493 77 4,477 5,475 7,357 7,045: 1,462 1,774
Old : 8,814: 2,803 1,493 77 4,474 5,470 7,354 7,040: 1,460 1,774
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -287: 69 76 -19 -233 -111 -183 -54: -104 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 16.9 0.9 50.8 62.1 83.4 79.9: 16.6 20.1
Old : 100.0: 31.8 16.9 0.9 50.8 62.1 83.4 79.9: 16.6 20.1
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 : 41: 16 6 4 13 13 30 22:
Old : 41: 16 6 4 12 13 29 22:
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 47.7 60.7 64.6 45.3 43.6 55.4 59.0
Old : 45.3 47.7 60.7 64.7 45.3 43.6 55.4 59.0
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 20, 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 : 545,780: 207,697 102,302 58,375 237,439 317,515 503,511 478,192: 42,269 67,588
Old : 528,227: 207,088 107,021 51,379 229,028 306,689 487,495 465,089: 40,732 63,138
Other: 17,553: 7,518 2,190 87 8,411 10,826 16,016 13,103: 1,537 4,450
: : :
: : Changes in Commitments from: August 13, 2013 :
: 31,587: 25,931 -18,572 4,484 -1,585 52,690 28,830 38,602: 2,757 -7,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 18.7 10.7 43.5 58.2 92.3 87.6: 7.7 12.4
Old : 100.0: 39.2 20.3 9.7 43.4 58.1 92.3 88.0: 7.7 12.0
Other: 100.0: 42.8 12.5 0.5 47.9 61.7 91.2 74.6: 8.8 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 170 141 152 120 168 387 385:
Old : 522: 173 144 147 117 167 381 382:
Other: 155: 28 35 3 29 69 59 105:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 20.3 23.0 28.2 11.9 16.6 21.1 21.9
Old : 13.4 20.8 23.6 28.4 12.3 17.0 21.7 22.5
Other: 44.0 39.8 57.6 51.0 44.0 39.8 57.4 51.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 20, 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 : 302,029: 69,995 105,361 50,340 148,331 106,393 268,666 262,094: 33,363 39,935
Old : 32,875: 11,832 8,142 135 17,392 19,808 29,359 28,085: 3,516 4,790
Other: 269,154: 66,531 105,587 41,837 130,939 86,585 239,307 234,009: 29,847 35,145
: : :
: : Changes in Commitments from: August 13, 2013 :
: -15,580: 1,077 -10,877 -2,487 -13,226 -1,452 -14,636 -14,816: -944 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 34.9 16.7 49.1 35.2 89.0 86.8: 11.0 13.2
Old : 100.0: 36.0 24.8 0.4 52.9 60.3 89.3 85.4: 10.7 14.6
Other: 100.0: 24.7 39.2 15.5 48.6 32.2 88.9 86.9: 11.1 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 55 103 69 65 59 170 193:
Old : 114: 26 31 4 29 33 57 66:
Other: 244: 58 99 63 64 52 165 180:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 14.5 22.7 24.1 11.7 11.3 19.8 19.2
Old : 50.7 28.8 60.3 44.2 50.7 28.8 60.2 44.2
Other: 13.8 15.4 23.3 26.1 13.0 12.9 22.0 22.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 20, 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 : 625,917: 82,125 66,191 10,008 403,309 349,434 495,442 425,633: 130,475 200,284
Old : 625,917: 82,125 66,191 10,008 403,309 349,434 495,442 425,633: 130,475 200,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 33,024: 2,750 -14,972 3,536 22,785 29,497 29,071 18,061: 3,953 14,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.6 1.6 64.4 55.8 79.2 68.0: 20.8 32.0
Old : 100.0: 13.1 10.6 1.6 64.4 55.8 79.2 68.0: 20.8 32.0
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: 21 36 21 65 82 99 126:
Old : 160: 21 36 21 65 82 99 126:
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 : 23.8 12.9 34.9 20.2 20.7 12.9 29.4 18.8
Old : 23.8 12.9 34.9 20.2 20.7 12.9 29.4 18.8
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 20, 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 : 388,656: 34,912 28,090 4,020 274,055 280,402 312,987 312,512: 75,669 76,144
Old : 388,656: 34,912 28,090 4,020 274,055 280,402 312,987 312,512: 75,669 76,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,525: 230 -1,566 24 -666 3,846 -412 2,304: 3,937 1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.2 1.0 70.5 72.1 80.5 80.4: 19.5 19.6
Old : 100.0: 9.0 7.2 1.0 70.5 72.1 80.5 80.4: 19.5 19.6
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 : 70: 6 6 5 40 43 49 51:
Old : 70: 6 6 5 40 43 49 51:
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 31.9 47.3 45.8 28.3 31.9 42.5 45.8
Old : 31.6 31.9 47.3 45.8 28.3 31.9 42.5 45.8
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 20, 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 : 7,978: 1,587 318 296 5,608 7,060 7,491 7,674: 487 304
Old : 7,978: 1,587 318 296 5,608 7,060 7,491 7,674: 487 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -461: -83 -123 62 -459 -393 -480 -454: 19 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.0 3.7 70.3 88.5 93.9 96.2: 6.1 3.8
Old : 100.0: 19.9 4.0 3.7 70.3 88.5 93.9 96.2: 6.1 3.8
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 : 46: 13 5 7 20 22 38 31:
Old : 46: 13 5 7 20 22 38 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 : 45.2 61.5 63.4 72.9 30.2 47.9 44.1 54.4
Old : 45.2 61.5 63.4 72.9 30.2 47.9 44.1 54.4
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 20, 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 : 275,079: 95,588 49,987 22,497 111,869 178,413 229,954 250,897: 45,125 24,182
Old : 31,979: 13,875 2,635 75 12,973 25,789 26,923 28,499: 5,056 3,480
Other: 243,100: 87,269 52,908 16,866 98,896 152,624 203,031 222,398: 40,069 20,702
: : :
: : Changes in Commitments from: August 13, 2013 :
: 14,462: 11,217 -5,233 993 -3,490 21,596 8,720 17,356: 5,742 -2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 18.2 8.2 40.7 64.9 83.6 91.2: 16.4 8.8
Old : 100.0: 43.4 8.2 0.2 40.6 80.6 84.2 89.1: 15.8 10.9
Other: 100.0: 35.9 21.8 6.9 40.7 62.8 83.5 91.5: 16.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 75 57 53 73 77 182 161:
Old : 130: 37 16 1 40 44 78 60:
Other: 237: 68 66 48 64 74 166 158:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 31.2 17.3 42.1 9.6 29.6 17.3 38.5
Old : 28.8 51.0 42.8 59.2 28.8 50.0 41.8 58.3
Other: 10.8 30.4 19.0 42.4 10.8 28.5 19.0 38.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 20, 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 : 10,601: 1,647 3,403 242 6,433 5,571 8,322 9,216: 2,279 1,385
Old : 10,601: 1,647 3,403 242 6,433 5,571 8,322 9,216: 2,279 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -588: -108 280 -481 -182 -94 -771 -295: 183 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 32.1 2.3 60.7 52.6 78.5 86.9: 21.5 13.1
Old : 100.0: 15.5 32.1 2.3 60.7 52.6 78.5 86.9: 21.5 13.1
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 : 56: 13 14 7 22 18 39 37:
Old : 56: 13 14 7 22 18 39 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 : 35.2 52.9 50.1 65.9 35.2 51.1 49.7 61.1
Old : 35.2 52.9 50.1 65.9 35.2 51.1 49.7 61.1
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 20, 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 : 880,986: 223,572 173,200 11,151 545,230 592,629 779,953 776,980: 101,033 104,006
Old : 880,986: 223,572 173,200 11,151 545,230 592,629 779,953 776,980: 101,033 104,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 15,263: 14,802 14,948 5,980 -3,994 -7,408 16,788 13,520: -1,525 1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.7 1.3 61.9 67.3 88.5 88.2: 11.5 11.8
Old : 100.0: 25.4 19.7 1.3 61.9 67.3 88.5 88.2: 11.5 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 : 203: 40 35 23 82 92 134 139:
Old : 203: 40 35 23 82 92 134 139:
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 : 20.7 30.0 32.5 39.5 19.7 29.7 30.3 37.2
Old : 20.7 30.0 32.5 39.5 19.7 29.7 30.3 37.2
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 20, 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 : 2,307,707: 275,179 300,019 55,216 1,749,572 1,519,010 2,079,967 1,874,245: 227,740 433,462
Old : 2,307,707: 275,179 300,019 55,216 1,749,572 1,519,010 2,079,967 1,874,245: 227,740 433,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -25,024: 12,053 -29,539 4,944 -59,737 1,535 -42,740 -23,060: 17,716 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.0 2.4 75.8 65.8 90.1 81.2: 9.9 18.8
Old : 100.0: 11.9 13.0 2.4 75.8 65.8 90.1 81.2: 9.9 18.8
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 : 314: 53 62 50 131 164 207 253:
Old : 314: 53 62 50 131 164 207 253:
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 : 36.8 19.9 48.5 27.8 35.0 15.1 44.3 21.7
Old : 36.8 19.9 48.5 27.8 35.0 15.1 44.3 21.7
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 20, 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 : 1,680,508: 245,501 236,421 38,747 1,225,680 1,085,792 1,509,928 1,360,960: 170,580 319,548
Old : 1,680,508: 245,501 236,421 38,747 1,225,680 1,085,792 1,509,928 1,360,960: 170,580 319,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 47,798: -34,890 -1,562 6,237 73,669 42,351 45,016 47,026: 2,782 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.1 2.3 72.9 64.6 89.8 81.0: 10.2 19.0
Old : 100.0: 14.6 14.1 2.3 72.9 64.6 89.8 81.0: 10.2 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 : 222: 37 43 29 93 106 146 162:
Old : 222: 37 43 29 93 106 146 162:
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 : 24.4 24.6 38.3 32.6 23.2 23.3 34.9 30.3
Old : 24.4 24.6 38.3 32.6 23.2 23.3 34.9 30.3
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 20, 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 : 290,747: 17,383 33,881 65,182 174,401 147,640 256,966 246,703: 33,781 44,044
Old : 290,747: 17,383 33,881 65,182 174,401 147,640 256,966 246,703: 33,781 44,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 7,691: 1,264 1,356 2,027 3,157 2,153 6,448 5,536: 1,243 2,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.7 22.4 60.0 50.8 88.4 84.9: 11.6 15.1
Old : 100.0: 6.0 11.7 22.4 60.0 50.8 88.4 84.9: 11.6 15.1
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 : 57: 10 13 15 27 27 48 46:
Old : 57: 10 13 15 27 27 48 46:
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 : 36.6 31.1 51.5 46.7 23.3 20.1 31.1 27.6
Old : 36.6 31.1 51.5 46.7 23.3 20.1 31.1 27.6
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 20, 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 : 54,405: 19,160 4,171 463 25,445 43,941 45,067 48,575: 9,338 5,831
Old : 54,405: 19,160 4,171 463 25,445 43,941 45,067 48,575: 9,338 5,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -9,219: -5,667 825 188 -2,739 -9,261 -8,218 -8,249: -1,001 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 7.7 0.9 46.8 80.8 82.8 89.3: 17.2 10.7
Old : 100.0: 35.2 7.7 0.9 46.8 80.8 82.8 89.3: 17.2 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: 34 13 5 41 19 77 35:
Old : 100: 34 13 5 41 19 77 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 : 19.5 47.5 32.5 69.1 19.5 47.3 32.5 68.9
Old : 19.5 47.5 32.5 69.1 19.5 47.3 32.5 68.9
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, August 20, 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 : 108,810: 38,319 8,341 926 50,889 87,882 90,134 97,149: 18,676 11,661
Old : 108,810: 38,319 8,341 926 50,889 87,882 90,134 97,149: 18,676 11,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -18,437: -11,333 1,649 375 -5,478 -18,522 -16,436 -16,498: -2,001 -1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 7.7 0.9 46.8 80.8 82.8 89.3: 17.2 10.7
Old : 100.0: 35.2 7.7 0.9 46.8 80.8 82.8 89.3: 17.2 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: 34 13 5 41 19 77 35:
Old : 100: 34 13 5 41 19 77 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 : 19.5 47.5 32.5 69.1 19.5 47.3 32.5 68.9
Old : 19.5 47.5 32.5 69.1 19.5 47.3 32.5 68.9
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, August 20, 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 : 6,451: 4,129 5,034 1,307 987 75 6,423 6,416: 28 35
Old : 6,451: 4,129 5,034 1,307 987 75 6,423 6,416: 28 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -164: -283 -303 39 84 75 -160 -189: -4 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 78.0 20.3 15.3 1.2 99.6 99.5: 0.4 0.5
Old : 100.0: 64.0 78.0 20.3 15.3 1.2 99.6 99.5: 0.4 0.5
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 : 22: 11 7 3 3 1 16 9:
Old : 22: 11 7 3 3 1 16 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 : 56.8 80.0 84.3 98.3 54.0 69.0 71.2 79.2
Old : 56.8 80.0 84.3 98.3 54.0 69.0 71.2 79.2
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 20, 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 : 38,525: 2,173 17,406 43 36,279 21,002 38,495 38,451: 30 74
Old : 38,525: 2,173 17,406 43 36,279 21,002 38,495 38,451: 30 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 4,167: 148 1,540 12 4,026 2,604 4,186 4,156: -19 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 45.2 0.1 94.2 54.5 99.9 99.8: 0.1 0.2
Old : 100.0: 5.6 45.2 0.1 94.2 54.5 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: 3 14 2 6 12 10 27:
Old : 34: 3 14 2 6 12 10 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.6 56.7 99.7 78.1 94.7 56.7 97.9 78.0
Old : 96.6 56.7 99.7 78.1 94.7 56.7 97.9 78.0
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 20, 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 : 20,056: 128 11,412 88 19,799 8,511 20,015 20,011: 41 45
Old : 20,056: 128 11,412 88 19,799 8,511 20,015 20,011: 41 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 2,608: -150 1,002 88 2,719 1,528 2,657 2,618: -49 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 56.9 0.4 98.7 42.4 99.8 99.8: 0.2 0.2
Old : 100.0: 0.6 56.9 0.4 98.7 42.4 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 : 25: 1 11 1 5 8 7 19:
Old : 25: 1 11 1 5 8 7 19:
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 : 97.9 76.9 99.8 89.7 97.9 76.9 99.4 89.2
Old : 97.9 76.9 99.8 89.7 97.9 76.9 99.4 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2013