WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 388,909 COMMITMENTS 113,075 140,485 63,737 180,927 133,261 357,739 337,483 31,170 51,426 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -32,419) 1,239 -14,352 -9,394 -23,744 -6,061 -31,899 -29,807 -520 -2,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 36.1 16.4 46.5 34.3 92.0 86.8 8.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 82 136 90 73 101 215 283 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,155,457 COMMITMENTS 358,935 250,417 146,076 506,531 531,225 1011542 927,718 143,915 227,739 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -83,741) -65 7,004 -52,020 -29,034 -28,550 -81,119 -73,566 -2,622 -10,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 21.7 12.6 43.8 46.0 87.5 80.3 12.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681) 142 169 192 248 283 520 549 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,941 COMMITMENTS 5,058 526 2 3,313 8,896 8,373 9,424 2,568 1,517 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -508) -82 -524 -65 -329 59 -476 -530 -32 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 4.8 0.0 30.3 81.3 76.5 86.1 23.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 21 5 1 13 15 35 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 562,572 COMMITMENTS 220,193 110,269 54,504 234,747 322,039 509,444 486,812 53,128 75,760 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -59,000) -12,822 -21,231 -13,094 -30,850 -19,934 -56,766 -54,259 -2,234 -4,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 19.6 9.7 41.7 57.2 90.6 86.5 9.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491) 152 146 143 134 156 380 370 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,209 COMMITMENTS 72,616 106,784 44,816 191,293 149,184 308,725 300,784 31,484 39,425 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -15,466) -5,757 -2,262 -5,045 -3,461 -8,652 -14,263 -15,959 -1,203 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 31.4 13.2 56.2 43.9 90.7 88.4 9.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 55 99 77 75 70 180 213 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 546,939 COMMITMENTS 52,104 81,708 7,746 352,948 291,919 412,798 381,373 134,141 165,566 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -18,044) -12,831 16,497 -781 -23,966 -24,726 -37,578 -9,010 19,534 -9,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 14.9 1.4 64.5 53.4 75.5 69.7 24.5 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 26 37 15 61 69 98 110 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 381,970 COMMITMENTS 28,145 41,096 5,250 280,311 271,235 313,706 317,581 68,264 64,389 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -2,527) 1,884 -13,160 -333 -2,602 5,951 -1,051 -7,542 -1,476 5,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 10.8 1.4 73.4 71.0 82.1 83.1 17.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 5 5 40 43 50 50 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,672 COMMITMENTS 1,354 556 323 7,338 8,585 9,015 9,464 657 208 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -285) -24 -35 -37 -123 -137 -184 -209 -101 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 5.7 3.3 75.9 88.8 93.2 97.8 6.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 4 5 22 22 34 29 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 316,642 COMMITMENTS 102,439 41,730 38,543 126,659 206,362 267,641 286,635 49,001 30,007 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,149) -1,816 1,146 236 6,860 -1,922 5,280 -540 -4,131 1,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 13.2 12.2 40.0 65.2 84.5 90.5 15.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 74 51 64 81 79 199 162 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,150 COMMITMENTS 1,830 1,822 573 5,585 6,555 7,988 8,950 2,162 1,200 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -132) -540 -430 445 252 110 157 125 -289 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 18.0 5.6 55.0 64.6 78.7 88.2 21.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 8 6 21 17 38 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 790,523 COMMITMENTS 199,939 209,751 7,994 495,231 469,211 703,164 686,956 87,359 103,567 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -8,628) -3,311 31,990 2,511 -821 -52,711 -1,621 -18,210 -7,007 9,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 26.5 1.0 62.6 59.4 88.9 86.9 11.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 30 43 12 83 85 117 136 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,102,828 COMMITMENTS 356,432 323,421 45,317 1445903 1335192 1847652 1703930 255,176 398,898 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 14,995) -28,860 -30,642 -12,009 34,659 54,578 -6,210 11,927 21,205 3,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 15.4 2.2 68.8 63.5 87.9 81.0 12.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 61 66 36 100 139 182 220 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,467,944 COMMITMENTS 289,016 154,863 38,183 964,420 970,995 1291619 1164041 176,325 303,903 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 25,856) 23,449 -50,365 18,614 -5,743 53,248 36,320 21,497 -10,464 4,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 10.5 2.6 65.7 66.1 88.0 79.3 12.0 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 42 31 18 92 106 144 145 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 340,141 COMMITMENTS 18,264 29,513 76,429 225,399 202,606 320,092 308,548 20,049 31,593 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 3,876) 1,917 -1,290 614 5,157 11,510 7,688 10,834 -3,812 -6,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 8.7 22.5 66.3 59.6 94.1 90.7 5.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 11 19 32 35 56 58 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 45,296 COMMITMENTS 18,589 3,454 328 19,498 35,455 38,414 39,237 6,882 6,059 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -31,197) -7,484 486 -1,134 -20,465 -27,039 -29,082 -27,687 -2,115 -3,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 7.6 0.7 43.0 78.3 84.8 86.6 15.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 35 12 6 33 21 71 36 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 90,591 COMMITMENTS 37,177 6,907 656 38,995 70,910 76,828 78,473 13,763 12,118 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -62,393) -14,967 972 -2,267 -40,929 -54,078 -58,163 -55,373 -4,230 -7,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 7.6 0.7 43.0 78.3 84.8 86.6 15.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 35 12 6 33 21 71 36 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 06/25/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,075 COMMITMENTS 4,835 11,288 84 24,109 17,662 29,028 29,034 47 41 CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -723) 303 221 -3 -1,047 -923 -747 -705 24 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 38.8 0.3 82.9 60.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 8 2 8 11 13 20
Updated June 28, 2013