WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 10, 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 : 354,855: 121,207 174,785 34,673 172,555 102,429 328,435 311,887: 26,420 42,968
Old : 316,494: 108,791 167,203 23,004 162,350 89,295 294,145 279,502: 22,349 36,992
Other: 38,361: 20,238 15,404 3,847 10,205 13,134 34,290 32,385: 4,071 5,976
: : :
: : Changes in Commitments from: September 3, 2013 :
: -3,324: -1,394 5,453 -2,197 1,431 -5,046 -2,160 -1,790: -1,164 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 49.3 9.8 48.6 28.9 92.6 87.9: 7.4 12.1
Old : 100.0: 34.4 52.8 7.3 51.3 28.2 92.9 88.3: 7.1 11.7
Other: 100.0: 52.8 40.2 10.0 26.6 34.2 89.4 84.4: 10.6 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 94 137 91 73 93 221 274:
Old : 347: 99 134 74 68 87 206 258:
Other: 140: 24 41 11 34 60 67 105:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 13.4 30.9 23.6 18.2 13.4 30.4 22.5
Old : 20.1 14.9 33.3 26.3 20.0 14.9 32.8 25.7
Other: 48.8 35.8 62.9 48.1 46.0 28.4 56.3 40.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 10, 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 : 1,084,845: 324,624 368,344 107,268 523,065 397,354 954,957 872,966: 129,888 211,879
Old : 987,323: 307,745 374,662 83,599 473,480 350,340 864,824 808,601: 122,499 178,722
Other: 97,522: 39,962 16,765 586 49,585 47,014 90,133 64,365: 7,389 33,157
: : :
: : Changes in Commitments from: September 3, 2013 :
: 13,113: 7,234 12,686 7,084 -304 -10,912 14,014 8,858: -901 4,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 34.0 9.9 48.2 36.6 88.0 80.5: 12.0 19.5
Old : 100.0: 31.2 37.9 8.5 48.0 35.5 87.6 81.9: 12.4 18.1
Other: 100.0: 41.0 17.2 0.6 50.8 48.2 92.4 66.0: 7.6 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 711: 150 198 152 255 279 502 550:
Old : 710: 158 196 127 250 270 481 532:
Other: 302: 41 51 11 58 174 106 229:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.4 22.2 19.7 11.7 11.6 22.1 17.7
Old : 12.4 11.7 23.3 19.4 12.4 11.0 23.3 17.7
Other: 32.2 28.5 51.5 33.9 32.2 28.2 51.4 33.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 10, 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 : 9,803: 2,769 1,240 66 5,204 6,824 8,039 8,130: 1,764 1,673
Old : 9,798: 2,769 1,240 66 5,201 6,819 8,036 8,125: 1,762 1,673
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 664: 154 548 57 145 -343 356 262: 308 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.6 0.7 53.1 69.6 82.0 82.9: 18.0 17.1
Old : 100.0: 28.3 12.7 0.7 53.1 69.6 82.0 82.9: 18.0 17.1
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: 14 9 4 13 11 29 22:
Old : 41: 14 9 4 12 10 28 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 : 47.4 51.7 62.4 68.7 43.3 48.9 54.7 60.6
Old : 47.4 51.7 62.4 68.7 43.3 48.9 54.8 60.6
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, September 10, 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 : 611,277: 233,029 80,214 75,539 250,970 385,786 559,538 541,539: 51,739 69,738
Old : 590,599: 229,462 85,596 67,450 243,592 372,654 540,504 525,700: 50,095 64,899
Other: 20,678: 11,614 2,665 42 7,378 13,132 19,034 15,839: 1,644 4,839
: : :
: : Changes in Commitments from: September 3, 2013 :
: 20,263: -7,719 5,228 9,969 16,336 3,084 18,586 18,281: 1,677 1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 13.1 12.4 41.1 63.1 91.5 88.6: 8.5 11.4
Old : 100.0: 38.9 14.5 11.4 41.2 63.1 91.5 89.0: 8.5 11.0
Other: 100.0: 56.2 12.9 0.2 35.7 63.5 92.0 76.6: 8.0 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 183 129 136 114 179 373 388:
Old : 530: 180 130 132 113 176 369 380:
Other: 175: 29 39 3 27 84 58 126:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 20.1 20.5 28.7 9.9 17.3 17.9 22.2
Old : 11.7 20.4 21.0 28.4 10.1 17.5 18.6 22.6
Other: 47.9 44.4 61.5 53.1 47.9 44.4 61.3 53.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 16,801: 9,108 772 339 28 3,664 9,475 4,775: 7,326 12,026
Old : 15,836: 8,411 726 339 28 3,521 8,778 4,586: 7,058 11,250
Other: 965: 697 46 0 0 143 697 189: 268 776
: : :
: : Changes in Commitments from: September 3, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 4.6 2.0 0.2 21.8 56.4 28.4: 43.6 71.6
Old : 100.0: 53.1 4.6 2.1 0.2 22.2 55.4 29.0: 44.6 71.0
Other: 100.0: 72.2 4.8 0.0 0.0 14.8 72.2 19.6: 27.8 80.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 4 2 12 8 18:
Old : 20: 5 3 4 2 12 8 18:
Other: 13: 2 2 0 0 9 2 11:
:----------------------------------------------------------------------------------------------------
: 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 : 54.0 13.0 56.4 20.0 53.7 11.8 54.2 18.7
Old : 52.9 13.0 55.4 20.1 52.5 11.7 53.1 18.8
Other: 72.2 15.9 72.2 19.0 72.2 15.9 72.2 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 10, 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 : 286,773: 71,921 84,756 44,499 139,324 120,120 255,744 249,375: 31,029 37,398
Old : 280,660: 72,499 84,474 42,307 136,077 117,861 250,883 244,642: 29,777 36,018
Other: 6,113: 396 1,256 1,218 3,247 2,259 4,861 4,733: 1,252 1,380
: : :
: : Changes in Commitments from: September 3, 2013 :
: 2,533: 1,563 2,700 -2,379 2,318 -1,843 1,502 -1,522: 1,031 4,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 29.6 15.5 48.6 41.9 89.2 87.0: 10.8 13.0
Old : 100.0: 25.8 30.1 15.1 48.5 42.0 89.4 87.2: 10.6 12.8
Other: 100.0: 6.5 20.5 19.9 53.1 37.0 79.5 77.4: 20.5 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 57 88 70 69 58 177 182:
Old : 249: 63 87 67 69 57 177 178:
Other: 31: 4 9 6 12 7 19 20:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 20.0 23.4 28.9 12.5 17.0 21.2 25.2
Old : 14.8 19.7 23.6 28.9 12.7 17.4 21.5 25.5
Other: 47.2 50.9 65.4 67.2 36.3 35.1 52.1 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 10, 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 : 631,287: 76,835 59,772 7,195 421,133 382,752 505,163 449,719: 126,124 181,568
Old : 631,287: 76,835 59,772 7,195 421,133 382,752 505,163 449,719: 126,124 181,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -167: 12,297 -13,729 -891 -22,747 3,846 -11,341 -10,774: 11,174 10,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.5 1.1 66.7 60.6 80.0 71.2: 20.0 28.8
Old : 100.0: 12.2 9.5 1.1 66.7 60.6 80.0 71.2: 20.0 28.8
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 : 148: 27 29 15 66 70 101 106:
Old : 148: 27 29 15 66 70 101 106:
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 : 25.9 19.9 36.3 27.9 22.9 18.0 31.6 25.1
Old : 25.9 19.9 36.3 27.9 22.9 18.0 31.6 25.1
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, September 10, 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 : 404,779: 32,303 39,564 5,029 291,639 280,497 328,971 325,090: 75,808 79,689
Old : 404,779: 32,303 39,564 5,029 291,639 280,497 328,971 325,090: 75,808 79,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -14,122: 2,741 7,827 -6,598 -12,300 -15,665 -16,157 -14,436: 2,035 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 1.2 72.0 69.3 81.3 80.3: 18.7 19.7
Old : 100.0: 8.0 9.8 1.2 72.0 69.3 81.3 80.3: 18.7 19.7
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 : 72: 6 10 5 42 41 51 53:
Old : 72: 6 10 5 42 41 51 53:
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 : 29.2 32.6 44.6 46.6 24.9 30.6 37.7 43.8
Old : 29.2 32.6 44.6 46.6 24.9 30.6 37.7 43.8
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, September 10, 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 : 6,642: 1,475 171 237 4,411 5,958 6,123 6,366: 519 276
Old : 6,642: 1,475 171 237 4,411 5,958 6,123 6,366: 519 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -30: -32 -15 30 -48 -51 -50 -36: 20 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.6 3.6 66.4 89.7 92.2 95.8: 7.8 4.2
Old : 100.0: 22.2 2.6 3.6 66.4 89.7 92.2 95.8: 7.8 4.2
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 : 39: 12 3 6 18 20 33 27:
Old : 39: 12 3 6 18 20 33 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 : 42.0 68.4 59.5 79.8 22.9 47.5 36.6 52.6
Old : 42.0 68.4 59.5 79.8 22.9 47.5 36.6 52.6
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, September 10, 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 : 268,404: 97,450 43,528 20,480 102,280 181,911 220,210 245,919: 48,194 22,485
Old : 265,761: 97,447 43,807 19,744 100,974 179,952 218,165 243,503: 47,596 22,258
Other: 2,643: 539 257 200 1,306 1,959 2,045 2,416: 598 227
: : :
: : Changes in Commitments from: September 3, 2013 :
: 1,144: -3,174 547 229 817 46 -2,128 822: 3,272 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 16.2 7.6 38.1 67.8 82.0 91.6: 18.0 8.4
Old : 100.0: 36.7 16.5 7.4 38.0 67.7 82.1 91.6: 17.9 8.4
Other: 100.0: 20.4 9.7 7.6 49.4 74.1 77.4 91.4: 22.6 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 85 56 49 65 74 177 153:
Old : 236: 85 56 49 64 74 176 153:
Other: 28: 6 2 3 14 9 21 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 35.0 17.0 45.8 9.2 31.1 16.8 40.1
Old : 9.5 34.8 17.2 45.6 9.2 31.0 16.9 40.0
Other: 42.4 72.9 61.8 88.8 38.2 66.9 54.1 75.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 10, 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 : 9,457: 1,574 2,696 82 5,989 5,464 7,645 8,242: 1,812 1,215
Old : 9,455: 1,574 2,697 81 5,989 5,464 7,644 8,242: 1,811 1,213
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: September 3, 2013 :
: 282: -160 87 59 242 3 141 149: 141 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 28.5 0.9 63.3 57.8 80.8 87.2: 19.2 12.8
Old : 100.0: 16.6 28.5 0.9 63.3 57.8 80.8 87.2: 19.2 12.8
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 12 3 19 14 34 27:
Old : 50: 12 12 2 19 14 33 27:
Other: 1: 1 0 0 0 0 1 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 : 43.2 59.1 59.6 71.6 43.2 56.5 59.1 68.1
Old : 43.2 59.1 59.6 71.6 43.2 56.5 59.1 68.2
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 10, 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 : 861,967: 139,014 167,687 18,187 612,732 549,638 769,933 735,512: 92,034 126,455
Old : 861,967: 139,014 167,687 18,187 612,732 549,638 769,933 735,512: 92,034 126,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 44,260: -21,217 13,776 -10,299 74,136 32,250 42,620 35,727: 1,640 8,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.5 2.1 71.1 63.8 89.3 85.3: 10.7 14.7
Old : 100.0: 16.1 19.5 2.1 71.1 63.8 89.3 85.3: 10.7 14.7
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 : 207: 39 41 20 83 91 126 148:
Old : 207: 39 41 20 83 91 126 148:
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 : 21.4 27.6 33.2 37.8 20.3 27.3 31.8 34.8
Old : 21.4 27.6 33.2 37.8 20.3 27.3 31.8 34.8
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, September 10, 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 : 2,114,314: 193,124 278,448 56,847 1,632,744 1,323,595 1,882,715 1,658,890: 231,599 455,424
Old : 2,114,314: 193,124 278,448 56,847 1,632,744 1,323,595 1,882,715 1,658,890: 231,599 455,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -36,965: -37,251 -55,021 6,559 1,266 -3,813 -29,426 -52,275: -7,539 15,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.2 2.7 77.2 62.6 89.0 78.5: 11.0 21.5
Old : 100.0: 9.1 13.2 2.7 77.2 62.6 89.0 78.5: 11.0 21.5
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 : 299: 43 72 38 123 147 191 232:
Old : 299: 43 72 38 123 147 191 232:
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 : 37.1 19.1 48.6 26.9 34.0 14.8 42.9 21.1
Old : 37.1 19.1 48.6 26.9 34.0 14.8 42.9 21.1
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, September 10, 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 : 1,637,320: 142,336 271,092 26,645 1,296,528 997,302 1,465,509 1,295,039: 171,811 342,281
Old : 1,637,320: 142,336 271,092 26,645 1,296,528 997,302 1,465,509 1,295,039: 171,811 342,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 56,100: -27,345 56,494 -2,280 93,401 3,944 63,776 58,158: -7,676 -2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.6 1.6 79.2 60.9 89.5 79.1: 10.5 20.9
Old : 100.0: 8.7 16.6 1.6 79.2 60.9 89.5 79.1: 10.5 20.9
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 : 215: 29 48 22 87 107 130 163:
Old : 215: 29 48 22 87 107 130 163:
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 : 27.8 20.4 41.2 28.1 26.3 18.7 38.8 25.6
Old : 27.8 20.4 41.2 28.1 26.3 18.7 38.8 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 10, 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 : 282,651: 20,710 30,292 69,944 167,299 145,418 257,953 245,654: 24,698 36,997
Old : 282,651: 20,710 30,292 69,944 167,299 145,418 257,953 245,654: 24,698 36,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 11,139: -1,313 1,353 2,423 8,950 5,969 10,060 9,745: 1,079 1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.7 24.7 59.2 51.4 91.3 86.9: 8.7 13.1
Old : 100.0: 7.3 10.7 24.7 59.2 51.4 91.3 86.9: 8.7 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 : 57: 14 12 16 25 28 48 48:
Old : 57: 14 12 16 25 28 48 48:
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 : 37.0 29.7 52.2 48.1 22.2 21.0 29.2 28.1
Old : 37.0 29.7 52.2 48.1 22.2 21.0 29.2 28.1
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, September 10, 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 : 66,726: 14,294 4,685 643 38,522 49,912 53,458 55,239: 13,268 11,487
Old : 66,726: 14,294 4,685 643 38,522 49,912 53,458 55,239: 13,268 11,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 17,707: 958 1,319 420 11,108 14,174 12,486 15,913: 5,222 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 7.0 1.0 57.7 74.8 80.1 82.8: 19.9 17.2
Old : 100.0: 21.4 7.0 1.0 57.7 74.8 80.1 82.8: 19.9 17.2
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 : 95: 28 16 4 43 27 73 46:
Old : 95: 28 16 4 43 27 73 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 : 15.8 34.6 26.5 56.3 15.5 31.6 25.1 48.5
Old : 15.8 34.6 26.5 56.3 15.5 31.6 25.1 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 10, 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 : 13,664: 2,562 230 2 6,209 12,158 8,773 12,390: 4,891 1,274
Old : 13,664: 2,562 230 2 6,209 12,158 8,773 12,390: 4,891 1,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.7 0.0 45.4 89.0 64.2 90.7: 35.8 9.3
Old : 100.0: 18.8 1.7 0.0 45.4 89.0 64.2 90.7: 35.8 9.3
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 : 20: 4 1 1 8 7 12 9:
Old : 20: 4 1 1 8 7 12 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 : 36.1 74.0 56.4 90.7 36.1 74.0 56.4 90.7
Old : 36.1 74.0 56.4 90.7 36.1 74.0 56.4 90.7
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, September 10, 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 : 106,124: 24,685 10,131 59 64,626 75,508 89,370 85,698: 16,754 20,426
Old : 106,124: 24,685 10,131 59 64,626 75,508 89,370 85,698: 16,754 20,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 8,086: -1,986 3,399 -386 9,797 4,032 7,425 7,045: 661 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.5 0.1 60.9 71.2 84.2 80.8: 15.8 19.2
Old : 100.0: 23.3 9.5 0.1 60.9 71.2 84.2 80.8: 15.8 19.2
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 : 92: 25 17 3 39 24 66 42:
Old : 92: 25 17 3 39 24 66 42:
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 : 18.4 38.9 31.0 57.5 18.4 38.4 30.1 56.3
Old : 18.4 38.9 31.0 57.5 18.4 38.4 30.1 56.3
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, September 10, 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 : 8,129: 5,572 6,109 1,664 670 342 7,906 8,115: 223 14
Old : 8,129: 5,572 6,109 1,664 670 342 7,906 8,115: 223 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 126: 772 216 -387 -455 292 -70 121: 196 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 75.2 20.5 8.2 4.2 97.3 99.8: 2.7 0.2
Old : 100.0: 68.5 75.2 20.5 8.2 4.2 97.3 99.8: 2.7 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: 13 5 4 1 2 16 9:
Old : 21: 13 5 4 1 2 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 : 55.6 88.6 80.3 99.5 44.7 74.8 65.3 79.4
Old : 55.6 88.6 80.3 99.5 44.7 74.8 65.3 79.4
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, September 10, 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 : 44,037: 4,966 19,050 4,412 34,629 20,527 44,007 43,989: 30 48
Old : 44,037: 4,966 19,050 4,412 34,629 20,527 44,007 43,989: 30 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 5,501: 1,434 1,611 4,369 -310 -480 5,493 5,500: 8 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 43.3 10.0 78.6 46.6 99.9 99.9: 0.1 0.1
Old : 100.0: 11.3 43.3 10.0 78.6 46.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 14 3 6 14 10 30:
Old : 36: 3 14 3 6 14 10 30:
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 : 98.2 55.3 99.8 81.2 88.3 55.3 89.8 74.2
Old : 98.2 55.3 99.8 81.2 88.3 55.3 89.8 74.2
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, September 10, 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 : 22,627: 48 10,053 0 22,563 12,464 22,611 22,517: 16 110
Old : 22,627: 48 10,053 0 22,563 12,464 22,611 22,517: 16 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,407: -25 -1,377 -2,757 1,360 2,673 -1,422 -1,461: 15 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 44.4 0.0 99.7 55.1 99.9 99.5: 0.1 0.5
Old : 100.0: 0.2 44.4 0.0 99.7 55.1 99.9 99.5: 0.1 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: 1 10 0 6 6 7 16:
Old : 22: 1 10 0 6 6 7 16:
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 : 98.5 81.5 99.9 92.9 80.1 62.9 80.7 73.7
Old : 98.5 81.5 99.9 92.9 80.1 62.9 80.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2013