WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 536,081: 111,648 123,953 158,147 231,805 198,164 501,600 480,265: 34,481 55,816
Old : 505,748: 104,125 120,521 147,784 221,195 187,661 473,104 455,966: 32,644 49,782
Other: 30,333: 13,770 9,679 4,116 10,610 10,503 28,496 24,299: 1,837 6,035
: : :
: : Changes in Commitments from: June 4, 2013 :
: -10,422: -4,091 -4,139 882 -6,616 -7,113 -9,824 -10,369: -597 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.1 29.5 43.2 37.0 93.6 89.6: 6.4 10.4
Old : 100.0: 20.6 23.8 29.2 43.7 37.1 93.5 90.2: 6.5 9.8
Other: 100.0: 45.4 31.9 13.6 35.0 34.6 93.9 80.1: 6.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 97 175 157 91 117 294 358:
Old : 406: 111 166 153 91 116 292 352:
Other: 111: 14 34 14 21 56 46 96:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 12.4 25.8 20.5 11.9 9.2 19.9 13.8
Old : 15.0 12.3 26.0 20.8 12.5 9.7 19.9 14.6
Other: 64.9 29.1 82.6 41.7 59.4 21.2 69.1 31.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 1,794,071: 359,985 228,794 536,541 715,200 729,503 1,611,726 1,494,839: 182,345 299,232
Old : 811,652: 198,587 121,459 197,258 337,997 384,131 733,842 702,848: 77,810 108,804
Other: 982,419: 252,778 198,715 247,903 377,203 345,373 877,884 791,991: 104,535 190,428
: : :
: : Changes in Commitments from: June 4, 2013 :
: 37,094: -2,943 3,565 23,783 12,036 7,008 32,875 34,356: 4,219 2,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.8 29.9 39.9 40.7 89.8 83.3: 10.2 16.7
Old : 100.0: 24.5 15.0 24.3 41.6 47.3 90.4 86.6: 9.6 13.4
Other: 100.0: 25.7 20.2 25.2 38.4 35.2 89.4 80.6: 10.6 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 753: 194 186 284 280 312 632 640:
Old : 654: 164 157 191 197 274 470 520:
Other: 685: 168 170 189 240 281 513 541:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 11.1 17.1 17.4 7.2 7.2 13.4 11.4
Old : 11.8 13.2 20.0 21.1 10.8 12.2 17.9 17.0
Other: 13.6 14.5 22.0 20.9 11.3 11.2 18.5 15.7
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 10,800: 3,706 1,508 4,736 1,765 3,508 10,207 9,753: 593 1,047
Old : 10,800: 3,706 1,508 4,736 1,765 3,508 10,207 9,753: 593 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 336: 235 31 -7 85 20 313 43: 23 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 14.0 43.9 16.3 32.5 94.5 90.3: 5.5 9.7
Old : 100.0: 34.3 14.0 43.9 16.3 32.5 94.5 90.3: 5.5 9.7
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 : 23: 10 4 12 5 9 18 22:
Old : 23: 10 4 12 5 9 18 22:
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 : 62.8 45.3 80.9 64.4 27.6 23.7 34.8 31.3
Old : 62.8 45.3 80.9 64.4 27.6 23.7 34.8 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 8,524: 3,090 1,855 2,659 2,397 3,358 8,146 7,873: 378 651
Old : 8,416: 2,984 1,855 2,658 2,397 3,251 8,039 7,765: 377 651
Other: 108: 107 1 0 0 107 107 108: 1 -0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,138: -1,420 -118 525 -224 -1,652 -1,120 -1,245: -18 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 21.8 31.2 28.1 39.4 95.6 92.4: 4.4 7.6
Old : 100.0: 35.5 22.0 31.6 28.5 38.6 95.5 92.3: 4.5 7.7
Other: 100.0: 98.9 1.1 0.0 0.0 98.9 98.9 100.0: 1.1 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 8 8 7 8 15 22:
Old : 22: 6 8 8 7 8 15 22:
Other: 4: 1 1 0 0 2 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 53.4 46.7 78.8 69.2 38.0 37.6 50.3 46.4
Old : 52.8 46.1 78.6 68.8 37.2 36.8 49.7 45.8
Other: 98.9 100.0 98.9 100.0 98.9 100.0 98.9 100.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 10,983: 3,802 158 1,329 3,223 8,185 8,354 9,672: 2,628 1,310
Old : 10,983: 3,802 158 1,329 3,223 8,185 8,354 9,672: 2,628 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 1,715: 1,939 -1,272 589 -932 2,427 1,595 1,744: 120 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 1.4 12.1 29.3 74.5 76.1 88.1: 23.9 11.9
Old : 100.0: 34.6 1.4 12.1 29.3 74.5 76.1 88.1: 23.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 6 8 14 14 41 22:
Old : 46: 21 6 8 14 14 41 22:
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 : 29.7 45.6 46.2 66.9 28.7 44.3 43.7 60.1
Old : 29.7 45.6 46.2 66.9 28.7 44.3 43.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 918,497: 244,704 82,761 321,520 289,484 417,051 855,709 821,333: 62,788 97,165
Old : 352,155: 113,774 38,157 118,793 90,087 167,664 322,654 324,614: 29,502 27,541
Other: 566,342: 153,983 67,656 179,675 199,397 249,388 533,055 496,719: 33,287 69,623
: : :
: : Changes in Commitments from: June 4, 2013 :
: 24,360: 11,595 -2,649 1,341 10,451 21,910 23,387 20,603: 973 3,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 9.0 35.0 31.5 45.4 93.2 89.4: 6.8 10.6
Old : 100.0: 32.3 10.8 33.7 25.6 47.6 91.6 92.2: 8.4 7.8
Other: 100.0: 27.2 11.9 31.7 35.2 44.0 94.1 87.7: 5.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 212 190 258 149 173 505 487:
Old : 481: 168 145 160 115 136 371 355:
Other: 523: 170 175 192 120 157 407 412:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.4 17.7 21.7 6.4 9.7 11.4 14.8
Old : 15.9 14.6 25.1 24.8 12.4 13.8 20.2 18.5
Other: 11.5 15.0 20.6 24.7 8.2 12.4 14.3 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 407,184: 71,788 111,958 77,448 219,729 173,327 368,966 362,733: 38,218 44,451
Old : 213,639: 33,987 68,113 28,537 134,877 89,174 197,401 185,824: 16,239 27,816
Other: 193,545: 57,696 63,740 29,017 84,852 84,153 171,565 176,910: 21,979 16,635
: : :
: : Changes in Commitments from: June 4, 2013 :
: -539: 1,881 -203 -3,234 255 -1,526 -1,098 -4,963: 559 4,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 27.5 19.0 54.0 42.6 90.6 89.1: 9.4 10.9
Old : 100.0: 15.9 31.9 13.4 63.1 41.7 92.4 87.0: 7.6 13.0
Other: 100.0: 29.8 32.9 15.0 43.8 43.5 88.6 91.4: 11.4 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 67 101 95 79 79 198 238:
Old : 240: 58 88 67 66 74 153 201:
Other: 215: 63 69 52 61 53 152 149:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 17.6 30.8 26.0 12.3 10.0 19.7 16.0
Old : 38.0 14.1 45.7 21.0 36.1 12.7 43.0 18.4
Other: 15.1 28.4 25.8 40.8 14.8 26.1 25.4 36.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 737,126: 50,306 78,720 98,350 444,705 368,416 593,360 545,486: 143,766 191,640
Old : 737,126: 50,306 78,720 98,350 444,705 368,416 593,360 545,486: 143,766 191,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 13,988: 2,080 27,874 6,368 8,054 -27,875 16,502 6,367: -2,514 7,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.7 13.3 60.3 50.0 80.5 74.0: 19.5 26.0
Old : 100.0: 6.8 10.7 13.3 60.3 50.0 80.5 74.0: 19.5 26.0
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 : 176: 29 50 57 74 83 140 153:
Old : 176: 29 50 57 74 83 140 153:
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 : 17.6 11.6 26.2 18.7 13.5 10.1 19.1 14.8
Old : 17.6 11.6 26.2 18.7 13.5 10.1 19.1 14.8
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 399,535: 26,123 52,325 5,994 295,702 281,900 327,819 340,219: 71,716 59,316
Old : 399,535: 26,123 52,325 5,994 295,702 281,900 327,819 340,219: 71,716 59,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -7,101: 2,059 -1,701 -1,269 -1,045 6,822 -255 3,852: -6,846 -10,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.1 1.5 74.0 70.6 82.1 85.2: 17.9 14.8
Old : 100.0: 6.5 13.1 1.5 74.0 70.6 82.1 85.2: 17.9 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 7 10 5 43 44 53 56:
Old : 76: 7 10 5 43 44 53 56:
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 : 32.2 29.5 46.5 46.5 28.1 26.6 40.6 42.8
Old : 32.2 29.5 46.5 46.5 28.1 26.6 40.6 42.8
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 10,300: 1,559 998 248 7,746 8,691 9,553 9,937: 747 363
Old : 10,300: 1,559 998 248 7,746 8,691 9,553 9,937: 747 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 68: 7 150 -252 224 137 -21 35: 89 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.7 2.4 75.2 84.4 92.7 96.5: 7.3 3.5
Old : 100.0: 15.1 9.7 2.4 75.2 84.4 92.7 96.5: 7.3 3.5
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 : 42: 9 6 5 19 23 32 31:
Old : 42: 9 6 5 19 23 32 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 : 53.9 43.0 68.4 70.5 33.4 28.9 40.4 40.0
Old : 53.9 43.0 68.4 70.5 33.4 28.9 40.4 40.0
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 351,193: 102,645 37,112 64,475 127,133 222,970 294,253 324,558: 56,940 26,635
Old : 187,904: 66,466 12,525 31,398 56,518 130,464 154,382 174,388: 33,522 13,516
Other: 163,289: 50,813 39,222 18,442 70,615 92,506 139,871 150,170: 23,418 13,119
: : :
: : Changes in Commitments from: June 4, 2013 :
: 20,869: 11,076 535 6,397 -72 11,528 17,402 18,461: 3,467 2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 10.6 18.4 36.2 63.5 83.8 92.4: 16.2 7.6
Old : 100.0: 35.4 6.7 16.7 30.1 69.4 82.2 92.8: 17.8 7.2
Other: 100.0: 31.1 24.0 11.3 43.2 56.7 85.7 92.0: 14.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 89 50 68 88 93 216 180:
Old : 224: 83 36 48 77 85 177 153:
Other: 200: 60 51 37 68 59 147 129:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 29.2 15.3 40.6 7.0 25.5 12.6 32.9
Old : 11.7 31.4 19.8 42.1 10.9 29.1 17.2 37.2
Other: 13.9 31.7 24.1 42.9 13.0 26.4 22.6 35.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,464: 1,975 3,610 560 6,321 5,704 8,856 9,874: 2,608 1,590
Old : 7,146: 1,165 3,118 247 4,085 2,759 5,497 6,124: 1,649 1,022
Other: 4,318: 925 607 198 2,235 2,945 3,359 3,750: 959 567
: : :
: : Changes in Commitments from: June 4, 2013 :
: -464: 59 -1,353 -207 -137 1,174 -284 -385: -180 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 31.5 4.9 55.1 49.8 77.3 86.1: 22.7 13.9
Old : 100.0: 16.3 43.6 3.5 57.2 38.6 76.9 85.7: 23.1 14.3
Other: 100.0: 21.4 14.1 4.6 51.8 68.2 77.8 86.9: 22.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 15 9 25 19 43 40:
Old : 49: 10 13 6 23 9 36 25:
Other: 45: 11 9 8 13 18 28 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 41.8 46.3 56.3 30.8 40.2 45.4 54.7
Old : 39.2 56.8 54.7 72.3 38.0 56.7 52.4 70.8
Other: 37.3 46.1 56.6 64.2 37.3 46.1 56.6 62.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 915,422: 170,076 172,799 90,228 555,925 550,779 816,229 813,805: 99,194 101,617
Old : 915,422: 170,076 172,799 90,228 555,925 550,779 816,229 813,805: 99,194 101,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -50,326: 13,779 -14,509 -1,144 -58,858 -42,337 -46,223 -57,991: -4,103 7,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.9 9.9 60.7 60.2 89.2 88.9: 10.8 11.1
Old : 100.0: 18.6 18.9 9.9 60.7 60.2 89.2 88.9: 10.8 11.1
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 : 190: 33 38 29 90 89 138 141:
Old : 190: 33 38 29 90 89 138 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.7 32.0 37.0 15.3 20.7 24.0 29.6
Old : 20.9 24.7 32.0 37.0 15.3 20.7 24.0 29.6
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 2,945,726: 350,390 388,519 452,465 1,867,147 1,645,021 2,670,003 2,486,006: 275,723 459,720
Old : 2,945,726: 350,390 388,519 452,465 1,867,147 1,645,021 2,670,003 2,486,006: 275,723 459,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 3,508: -10,466 46,737 -1,102 15,568 -58,174 3,999 -12,539: -491 16,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.2 15.4 63.4 55.8 90.6 84.4: 9.4 15.6
Old : 100.0: 11.9 13.2 15.4 63.4 55.8 90.6 84.4: 9.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 53 78 87 149 172 257 282:
Old : 322: 53 78 87 149 172 257 282:
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 : 20.9 10.8 31.8 17.2 18.8 7.4 27.2 11.4
Old : 20.9 10.8 31.8 17.2 18.8 7.4 27.2 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 1,934,397: 298,127 196,618 263,183 1,174,811 1,165,975 1,736,121 1,625,777: 198,277 308,621
Old : 1,934,397: 298,127 196,618 263,183 1,174,811 1,165,975 1,736,121 1,625,777: 198,277 308,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -79,869: -26,288 33,900 25,957 -68,927 -146,720 -69,258 -86,863: -10,612 6,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.2 13.6 60.7 60.3 89.7 84.0: 10.3 16.0
Old : 100.0: 15.4 10.2 13.6 60.7 60.3 89.7 84.0: 10.3 16.0
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 : 227: 39 41 38 107 125 162 188:
Old : 227: 39 41 38 107 125 162 188:
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 : 20.6 16.7 33.7 27.5 16.8 16.2 27.4 22.8
Old : 20.6 16.7 33.7 27.5 16.8 16.2 27.4 22.8
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 325,873: 17,449 31,396 74,332 208,826 178,786 300,607 284,514: 25,266 41,359
Old : 325,873: 17,449 31,396 74,332 208,826 178,786 300,607 284,514: 25,266 41,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 11,501: -1,149 1,680 4,747 8,829 6,861 12,427 13,288: -925 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.6 22.8 64.1 54.9 92.2 87.3: 7.8 12.7
Old : 100.0: 5.4 9.6 22.8 64.1 54.9 92.2 87.3: 7.8 12.7
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 : 59: 11 16 18 23 26 46 49:
Old : 59: 11 16 18 23 26 46 49:
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 : 43.4 30.0 57.2 45.8 30.7 26.5 38.5 31.8
Old : 43.4 30.0 57.2 45.8 30.7 26.5 38.5 31.8
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 59,524: 22,415 2,554 1,932 26,160 45,286 50,507 49,771: 9,017 9,753
Old : 59,524: 22,415 2,554 1,932 26,160 45,286 50,507 49,771: 9,017 9,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -2,535: -1,746 126 162 -257 -1,544 -1,841 -1,256: -694 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 4.3 3.2 43.9 76.1 84.9 83.6: 15.1 16.4
Old : 100.0: 37.7 4.3 3.2 43.9 76.1 84.9 83.6: 15.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 31 15 10 36 30 72 50:
Old : 98: 31 15 10 36 30 72 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 37.4 38.5 56.5 25.5 35.7 38.5 54.2
Old : 25.5 37.4 38.5 56.5 25.5 35.7 38.5 54.2
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 119,048: 44,831 5,107 3,863 52,320 90,572 101,014 99,543: 18,034 19,505
Old : 119,048: 44,831 5,107 3,863 52,320 90,572 101,014 99,543: 18,034 19,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -5,070: -3,492 252 324 -513 -3,088 -3,681 -2,512: -1,389 -2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 4.3 3.2 43.9 76.1 84.9 83.6: 15.1 16.4
Old : 100.0: 37.7 4.3 3.2 43.9 76.1 84.9 83.6: 15.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 31 15 10 36 30 72 50:
Old : 98: 31 15 10 36 30 72 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 37.4 38.5 56.5 25.5 35.7 38.5 54.2
Old : 25.5 37.4 38.5 56.5 25.5 35.7 38.5 54.2
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 9,487: 6,000 7,186 1,558 1,350 280 8,908 9,024: 579 463
Old : 9,487: 6,000 7,186 1,558 1,350 280 8,908 9,024: 579 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -101: -518 -518 5 -6 -30 -519 -543: 418 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 75.7 16.4 14.2 3.0 93.9 95.1: 6.1 4.9
Old : 100.0: 63.2 75.7 16.4 14.2 3.0 93.9 95.1: 6.1 4.9
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 : 23: 11 8 6 3 2 16 14:
Old : 23: 11 8 6 3 2 16 14:
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 : 61.3 73.6 79.2 90.9 57.4 70.9 71.6 77.1
Old : 61.3 73.6 79.2 90.9 57.4 70.9 71.6 77.1
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 with Delta-adjusted Options and Futures Combined, June 11, 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 : 29,337: 4,522 10,076 1,100 23,686 18,130 29,308 29,306: 29 31
Old : 29,337: 4,522 10,076 1,100 23,686 18,130 29,308 29,306: 29 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 3,973: 2,570 3,072 -1,217 3,094 2,708 4,447 4,563: -474 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 34.3 3.7 80.7 61.8 99.9 99.9: 0.1 0.1
Old : 100.0: 15.4 34.3 3.7 80.7 61.8 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 : 31: 4 8 3 9 13 14 23:
Old : 31: 4 8 3 9 13 14 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 60.4 98.5 84.9 78.3 60.4 91.5 84.0
Old : 85.2 60.4 98.5 84.9 78.3 60.4 91.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2013