WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 539,491: 108,104 134,210 154,674 242,390 193,755 505,167 482,639: 34,324 56,853
Old : 507,858: 100,851 130,912 143,795 231,310 182,462 475,956 457,169: 31,902 50,689
Other: 31,634: 13,860 9,905 4,271 11,080 11,294 29,211 25,470: 2,422 6,164
: : :
: : Changes in Commitments from: June 11, 2013 :
: 3,410: -3,544 10,257 -3,474 10,585 -4,409 3,567 2,374: -157 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 24.9 28.7 44.9 35.9 93.6 89.5: 6.4 10.5
Old : 100.0: 19.9 25.8 28.3 45.5 35.9 93.7 90.0: 6.3 10.0
Other: 100.0: 43.8 31.3 13.5 35.0 35.7 92.3 80.5: 7.7 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 105 171 153 89 116 292 359:
Old : 411: 116 167 151 89 115 290 355:
Other: 113: 15 36 15 22 55 50 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 : 15.2 11.3 26.4 19.6 12.7 8.2 20.7 13.6
Old : 15.5 11.2 26.9 19.7 12.9 8.7 20.8 14.4
Other: 62.9 27.4 79.8 40.8 57.7 20.2 67.1 30.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 1,818,654: 356,806 240,650 559,572 719,216 722,942 1,635,594 1,523,164: 183,060 295,490
Old : 774,563: 170,678 111,109 201,693 330,982 363,055 703,353 675,857: 71,209 98,706
Other: 1,044,091: 283,109 226,523 260,897 388,234 359,887 932,241 847,307: 111,851 196,784
: : :
: : Changes in Commitments from: June 11, 2013 :
: 24,582: -3,179 11,856 23,031 4,016 -6,561 23,868 28,325: 715 -3,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 13.2 30.8 39.5 39.8 89.9 83.8: 10.1 16.2
Old : 100.0: 22.0 14.3 26.0 42.7 46.9 90.8 87.3: 9.2 12.7
Other: 100.0: 27.1 21.7 25.0 37.2 34.5 89.3 81.2: 10.7 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 773: 189 210 294 286 309 650 656:
Old : 661: 162 167 193 207 269 485 519:
Other: 711: 178 183 204 245 280 532 566:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 10.5 17.6 16.6 7.1 7.1 13.5 10.9
Old : 13.1 12.2 21.3 20.6 10.9 11.0 18.1 15.5
Other: 13.6 14.0 21.6 20.3 11.3 10.9 18.3 15.3
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 10,377: 4,545 1,266 3,621 1,613 4,448 9,779 9,335: 597 1,042
Old : 10,374: 4,548 1,266 3,618 1,613 4,448 9,779 9,332: 594 1,042
Other: 3: 0 3 0 0 0 0 3: 3 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -423: 839 -242 -1,115 -152 940 -428 -418: 4 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 12.2 34.9 15.5 42.9 94.2 90.0: 5.8 10.0
Old : 100.0: 43.8 12.2 34.9 15.5 42.9 94.3 90.0: 5.7 10.0
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 6 12 5 9 19 24:
Old : 26: 11 6 12 5 9 19 24:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 59.0 36.9 80.4 59.8 34.0 26.2 42.1 37.0
Old : 59.0 36.9 80.4 59.8 34.0 26.3 42.2 37.0
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 5,005: 1,213 1,462 2,165 1,477 1,321 4,855 4,949: 150 56
Old : 4,897: 1,106 1,461 2,165 1,477 1,214 4,749 4,841: 148 56
Other: 108: 107 1 0 0 107 107 108: 1 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -3,519: -1,877 -393 -494 -920 -2,037 -3,291 -2,924: -228 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 29.2 43.3 29.5 26.4 97.0 98.9: 3.0 1.1
Old : 100.0: 22.6 29.8 44.2 30.2 24.8 97.0 98.8: 3.0 1.2
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 : 21: 4 9 8 7 8 15 21:
Old : 21: 4 9 8 7 8 15 21:
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 : 55.8 49.0 81.6 78.2 38.7 29.7 44.5 41.7
Old : 54.8 50.1 81.2 79.1 37.4 29.6 43.3 40.4
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 18, 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 : 12,825: 5,140 102 1,195 3,759 9,960 10,094 11,257: 2,730 1,567
Old : 12,824: 5,140 102 1,195 3,758 9,959 10,093 11,256: 2,730 1,567
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 1,842: 1,338 -56 -133 535 1,774 1,740 1,585: 102 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 0.8 9.3 29.3 77.7 78.7 87.8: 21.3 12.2
Old : 100.0: 40.1 0.8 9.3 29.3 77.7 78.7 87.8: 21.3 12.2
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 5 6 16 17 42 23:
Old : 48: 21 5 6 16 17 42 23:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 32.5 44.0 47.5 64.2 32.5 41.1 45.3 56.1
Old : 32.5 44.0 47.5 64.2 32.5 41.1 45.3 56.1
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 920,174: 226,186 85,692 328,233 304,649 412,501 859,068 826,427: 61,106 93,748
Old : 295,856: 79,547 26,855 106,367 86,778 139,293 272,693 272,516: 23,163 23,340
Other: 624,318: 177,528 89,726 190,977 217,871 273,208 586,375 553,911: 37,943 70,408
: : :
: : Changes in Commitments from: June 11, 2013 :
: 1,677: -18,518 2,931 6,713 15,164 -4,550 3,359 5,094: -1,682 -3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.3 35.7 33.1 44.8 93.4 89.8: 6.6 10.2
Old : 100.0: 26.9 9.1 36.0 29.3 47.1 92.2 92.1: 7.8 7.9
Other: 100.0: 28.4 14.4 30.6 34.9 43.8 93.9 88.7: 6.1 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 188 210 253 144 168 492 480:
Old : 430: 145 123 160 116 130 342 335:
Other: 539: 176 187 196 111 158 406 426:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 12.3 17.6 21.2 6.4 9.1 11.5 14.2
Old : 16.5 14.9 26.4 25.4 11.8 12.0 18.9 17.0
Other: 11.1 13.9 19.9 23.0 8.7 11.4 14.7 18.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 393,039: 75,732 105,781 75,808 207,960 171,727 359,500 353,317: 33,539 39,722
Old : 178,007: 29,773 43,881 28,712 106,727 84,069 165,211 156,662: 12,796 21,345
Other: 215,032: 64,597 80,538 28,459 101,233 87,658 194,288 196,655: 20,743 18,377
: : :
: : Changes in Commitments from: June 11, 2013 :
: -14,145: 3,943 -6,177 -1,640 -11,770 -1,600 -9,466 -9,416: -4,679 -4,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 26.9 19.3 52.9 43.7 91.5 89.9: 8.5 10.1
Old : 100.0: 16.7 24.7 16.1 60.0 47.2 92.8 88.0: 7.2 12.0
Other: 100.0: 30.0 37.5 13.2 47.1 40.8 90.4 91.5: 9.6 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 74 102 102 78 83 209 247:
Old : 223: 45 79 70 61 74 148 188:
Other: 242: 71 83 60 62 57 164 175:
:----------------------------------------------------------------------------------------------------
: 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 17.1 29.8 25.9 10.7 9.3 18.0 16.2
Old : 35.6 15.6 44.1 25.4 32.9 14.3 39.9 21.7
Other: 15.4 27.1 27.5 38.1 14.7 25.5 26.1 34.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 717,939: 50,624 59,284 94,071 436,168 372,911 580,863 526,265: 137,076 191,674
Old : 717,939: 50,624 59,284 94,071 436,168 372,911 580,863 526,265: 137,076 191,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -19,187: 318 -19,436 -4,279 -8,537 4,495 -12,497 -19,220: -6,690 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.3 13.1 60.8 51.9 80.9 73.3: 19.1 26.7
Old : 100.0: 7.1 8.3 13.1 60.8 51.9 80.9 73.3: 19.1 26.7
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 : 177: 35 40 53 77 86 141 150:
Old : 177: 35 40 53 77 86 141 150:
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 11.3 27.0 18.7 13.7 9.8 19.4 14.7
Old : 18.4 11.3 27.0 18.7 13.7 9.8 19.4 14.7
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 18, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 385,832: 26,261 54,713 5,700 282,913 265,284 314,874 325,697: 70,959 60,135
Old : 385,832: 26,261 54,713 5,700 282,913 265,284 314,874 325,697: 70,959 60,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -13,703: 138 2,388 -294 -12,789 -16,616 -12,945 -14,522: -758 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 14.2 1.5 73.3 68.8 81.6 84.4: 18.4 15.6
Old : 100.0: 6.8 14.2 1.5 73.3 68.8 81.6 84.4: 18.4 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 : 72: 7 9 4 40 42 49 53:
Old : 72: 7 9 4 40 42 49 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 : 32.7 31.7 47.8 47.9 28.5 29.6 41.6 45.4
Old : 32.7 31.7 47.8 47.9 28.5 29.6 41.6 45.4
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 18, 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 : 9,957: 1,378 591 360 7,461 8,722 9,199 9,673: 758 284
Old : 9,957: 1,378 591 360 7,461 8,722 9,199 9,673: 758 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -343: -181 -407 112 -285 31 -354 -264: 11 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.9 3.6 74.9 87.6 92.4 97.1: 7.6 2.9
Old : 100.0: 13.8 5.9 3.6 74.9 87.6 92.4 97.1: 7.6 2.9
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 : 41: 10 3 5 24 22 36 28:
Old : 41: 10 3 5 24 22 36 28:
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 : 51.1 46.1 65.3 70.4 29.6 27.7 35.6 39.9
Old : 51.1 46.1 65.3 70.4 29.6 27.7 35.6 39.9
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 18, 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 : 362,307: 102,824 42,065 65,503 137,564 223,971 305,891 331,539: 56,416 30,768
Old : 164,251: 51,082 9,748 28,018 56,652 112,650 135,752 150,416: 28,499 13,835
Other: 198,056: 67,757 48,333 21,470 80,912 111,321 170,138 181,123: 27,918 16,933
: : :
: : Changes in Commitments from: June 11, 2013 :
: 11,114: 179 4,953 1,028 10,431 1,001 11,638 6,981: -524 4,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 11.6 18.1 38.0 61.8 84.4 91.5: 15.6 8.5
Old : 100.0: 31.1 5.9 17.1 34.5 68.6 82.6 91.6: 17.4 8.4
Other: 100.0: 34.2 24.4 10.8 40.9 56.2 85.9 91.5: 14.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 85 54 69 89 91 215 179:
Old : 206: 73 34 43 77 79 168 138:
Other: 217: 69 55 41 71 67 161 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 28.9 16.2 40.1 7.0 23.9 12.7 30.7
Old : 12.8 30.3 22.8 41.4 11.1 27.2 19.1 34.9
Other: 13.1 32.6 23.4 43.2 12.4 27.1 22.0 36.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 11,062: 2,306 2,067 633 5,546 6,823 8,484 9,523: 2,578 1,539
Old : 4,930: 589 1,220 272 2,813 2,797 3,673 4,289: 1,257 641
Other: 6,132: 1,839 968 239 2,733 4,026 4,811 5,234: 1,321 898
: : :
: : Changes in Commitments from: June 11, 2013 :
: -402: 331 -1,543 72 -775 1,119 -372 -351: -30 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.7 5.7 50.1 61.7 76.7 86.1: 23.3 13.9
Old : 100.0: 11.9 24.8 5.5 57.1 56.7 74.5 87.0: 25.5 13.0
Other: 100.0: 30.0 15.8 3.9 44.6 65.7 78.5 85.4: 21.5 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 11 8 21 18 41 35:
Old : 38: 11 7 6 18 8 30 20:
Other: 49: 14 10 7 15 18 32 32:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 45.3 44.7 60.0 29.8 43.6 44.7 58.2
Old : 40.9 68.5 53.9 78.0 39.0 68.4 51.5 75.4
Other: 36.4 43.0 57.6 58.8 36.4 43.0 57.6 58.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 916,274: 212,113 183,182 87,933 520,564 550,919 820,610 822,034: 95,664 94,240
Old : 916,274: 212,113 183,182 87,933 520,564 550,919 820,610 822,034: 95,664 94,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 852: 42,037 10,383 -2,295 -35,362 140 4,381 8,229: -3,529 -7,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 20.0 9.6 56.8 60.1 89.6 89.7: 10.4 10.3
Old : 100.0: 23.1 20.0 9.6 56.8 60.1 89.6 89.7: 10.4 10.3
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 : 191: 34 38 27 89 89 136 141:
Old : 191: 34 38 27 89 89 136 141:
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 : 26.5 22.7 35.8 34.8 21.8 20.6 29.7 29.7
Old : 26.5 22.7 35.8 34.8 21.8 20.6 29.7 29.7
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 18, 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 : 2,847,746: 352,395 343,340 435,540 1,798,884 1,633,520 2,586,819 2,412,399: 260,927 435,347
Old : 2,847,746: 352,395 343,340 435,540 1,798,884 1,633,520 2,586,819 2,412,399: 260,927 435,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -97,980: 2,005 -45,179 -16,925 -68,263 -11,502 -83,183 -73,606: -14,796 -24,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.1 15.3 63.2 57.4 90.8 84.7: 9.2 15.3
Old : 100.0: 12.4 12.1 15.3 63.2 57.4 90.8 84.7: 9.2 15.3
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 : 327: 56 81 88 153 171 261 288:
Old : 327: 56 81 88 153 171 261 288:
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 : 22.0 11.3 32.7 18.1 18.8 7.9 26.3 12.0
Old : 22.0 11.3 32.7 18.1 18.8 7.9 26.3 12.0
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 18, 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 : 1,902,510: 262,277 195,926 315,006 1,129,298 1,083,527 1,706,580 1,594,459: 195,930 308,051
Old : 1,902,510: 262,277 195,926 315,006 1,129,298 1,083,527 1,706,580 1,594,459: 195,930 308,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -31,887: -35,850 -692 51,823 -45,513 -82,449 -29,540 -31,318: -2,347 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.3 16.6 59.4 57.0 89.7 83.8: 10.3 16.2
Old : 100.0: 13.8 10.3 16.6 59.4 57.0 89.7 83.8: 10.3 16.2
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 : 224: 39 37 38 112 127 165 188:
Old : 224: 39 37 38 112 127 165 188:
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 : 20.0 17.1 33.2 27.2 15.2 14.5 25.5 20.3
Old : 20.0 17.1 33.2 27.2 15.2 14.5 25.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 338,132: 15,604 31,066 76,861 221,268 191,096 313,733 299,023: 24,400 39,109
Old : 338,132: 15,604 31,066 76,861 221,268 191,096 313,733 299,023: 24,400 39,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 12,259: -1,844 -330 2,528 12,441 12,310 13,125 14,509: -866 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.2 22.7 65.4 56.5 92.8 88.4: 7.2 11.6
Old : 100.0: 4.6 9.2 22.7 65.4 56.5 92.8 88.4: 7.2 11.6
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 : 62: 9 17 19 26 29 49 52:
Old : 62: 9 17 19 26 29 49 52:
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 : 43.3 29.7 56.4 46.2 29.1 25.7 36.8 31.3
Old : 43.3 29.7 56.4 46.2 29.1 25.7 36.8 31.3
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 18, 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 : 80,732: 25,807 2,848 3,278 42,430 64,610 71,515 70,736: 9,216 9,996
Old : 80,732: 25,807 2,848 3,278 42,430 64,610 71,515 70,736: 9,216 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 21,208: 3,392 294 1,346 16,271 19,324 21,008 20,964: 199 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 3.5 4.1 52.6 80.0 88.6 87.6: 11.4 12.4
Old : 100.0: 32.0 3.5 4.1 52.6 80.0 88.6 87.6: 11.4 12.4
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 : 103: 34 16 16 40 34 82 58:
Old : 103: 34 16 16 40 34 82 58:
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 : 27.9 37.2 39.6 54.5 21.6 26.5 32.1 42.8
Old : 27.9 37.2 39.6 54.5 21.6 26.5 32.1 42.8
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 18, 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 : 161,463: 51,614 5,695 6,555 84,861 129,221 143,031 141,471: 18,433 19,992
Old : 161,463: 51,614 5,695 6,555 84,861 129,221 143,031 141,471: 18,433 19,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 42,415: 6,783 588 2,692 32,541 38,649 42,017 41,929: 398 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 3.5 4.1 52.6 80.0 88.6 87.6: 11.4 12.4
Old : 100.0: 32.0 3.5 4.1 52.6 80.0 88.6 87.6: 11.4 12.4
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 : 103: 34 16 16 40 34 82 58:
Old : 103: 34 16 16 40 34 82 58:
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 : 27.9 37.2 39.6 54.5 21.6 26.5 32.1 42.8
Old : 27.9 37.2 39.6 54.5 21.6 26.5 32.1 42.8
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 18, 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 : 8,597: 5,194 6,471 2,024 1,255 92 8,473 8,587: 124 10
Old : 8,597: 5,194 6,471 2,024 1,255 92 8,473 8,587: 124 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -890: -806 -715 466 -95 -188 -435 -437: -455 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 75.3 23.5 14.6 1.1 98.6 99.9: 1.4 0.1
Old : 100.0: 60.4 75.3 23.5 14.6 1.1 98.6 99.9: 1.4 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 : 22: 10 9 7 2 1 17 12:
Old : 22: 10 9 7 2 1 17 12:
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 : 63.0 78.8 80.4 95.9 56.2 68.4 70.3 74.7
Old : 63.0 78.8 80.4 95.9 56.2 68.4 70.3 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 29,798: 4,532 11,067 87 25,156 18,585 29,775 29,739: 23 59
Old : 29,798: 4,532 11,067 87 25,156 18,585 29,775 29,739: 23 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 461: 10 991 -1,013 1,470 455 467 433: -6 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 37.1 0.3 84.4 62.4 99.9 99.8: 0.1 0.2
Old : 100.0: 15.2 37.1 0.3 84.4 62.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 9 2 7 11 12 21:
Old : 31: 4 9 2 7 11 12 21:
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 : 85.9 64.0 98.9 87.3 85.9 64.0 98.8 87.3
Old : 85.9 64.0 98.9 87.3 85.9 64.0 98.8 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2013