WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 476,917: 110,234 128,350 121,484 211,527 172,793 443,245 422,627: 33,672 54,290
Old : 445,236: 101,475 123,399 112,318 200,456 161,206 414,250 396,924: 30,986 48,312
Other: 31,682: 13,584 9,776 4,340 11,071 11,587 28,995 25,703: 2,686 5,979
: : :
: : Changes in Commitments from: June 18, 2013 :
: -62,574: 2,130 -5,860 -33,190 -30,863 -20,962 -61,922 -60,012: -652 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 26.9 25.5 44.4 36.2 92.9 88.6: 7.1 11.4
Old : 100.0: 22.8 27.7 25.2 45.0 36.2 93.0 89.1: 7.0 10.9
Other: 100.0: 42.9 30.9 13.7 34.9 36.6 91.5 81.1: 8.5 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 92 146 123 83 115 245 324:
Old : 366: 96 145 121 83 113 242 320:
Other: 111: 14 32 18 22 58 49 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 10.5 26.8 18.9 14.2 8.7 23.3 15.0
Old : 15.8 10.4 27.5 19.0 14.4 9.1 23.6 15.9
Other: 62.9 29.5 78.4 42.0 57.4 18.0 65.2 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 1,639,001: 354,224 241,292 454,982 652,538 657,487 1,461,744 1,353,761: 177,257 285,240
Old : 584,718: 133,638 95,703 117,183 270,618 289,277 521,439 502,163: 63,279 82,555
Other: 1,054,283: 304,811 229,815 253,574 381,920 368,209 940,304 851,598: 113,979 202,685
: : :
: : Changes in Commitments from: June 18, 2013 :
: -179,653: -2,583 642 -104,590 -66,678 -65,455 -173,850 -169,403: -5,803 -10,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.7 27.8 39.8 40.1 89.2 82.6: 10.8 17.4
Old : 100.0: 22.9 16.4 20.0 46.3 49.5 89.2 85.9: 10.8 14.1
Other: 100.0: 28.9 21.8 24.1 36.2 34.9 89.2 80.8: 10.8 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 171 192 261 286 302 611 617:
Old : 586: 134 137 147 194 251 411 456:
Other: 679: 163 170 193 247 282 515 548:
:----------------------------------------------------------------------------------------------------
: 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 11.3 18.2 17.5 8.0 8.0 14.7 11.9
Old : 15.0 15.0 24.9 21.4 13.7 13.8 22.3 18.3
Other: 13.2 14.2 21.0 20.7 11.5 11.1 17.9 16.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 11,726: 5,064 80 573 3,468 9,504 9,106 10,157: 2,620 1,569
Old : 11,725: 5,064 80 573 3,467 9,503 9,105 10,156: 2,620 1,569
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -1,099: -76 -22 -622 -290 -456 -988 -1,100: -111 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 0.7 4.9 29.6 81.1 77.7 86.6: 22.3 13.4
Old : 100.0: 43.2 0.7 4.9 29.6 81.1 77.7 86.6: 22.3 13.4
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 : 47: 22 4 5 14 16 40 21:
Old : 47: 22 4 5 14 16 40 21:
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 : 35.4 48.3 49.8 66.3 35.4 46.9 49.3 62.0
Old : 35.4 48.3 49.8 66.2 35.4 46.9 49.3 62.0
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 25, 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 : 770,698: 209,975 81,107 235,324 266,812 366,132 712,110 682,563: 58,588 88,135
Old : 125,154: 34,637 14,673 28,371 46,013 64,097 109,021 107,141: 16,133 18,013
Other: 645,544: 194,076 85,172 188,214 220,799 302,035 603,089 575,421: 42,456 70,123
: : :
: : Changes in Commitments from: June 18, 2013 :
: -149,476: -16,211 -4,586 -92,909 -37,837 -46,369 -146,958 -143,864: -2,518 -5,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.5 30.5 34.6 47.5 92.4 88.6: 7.6 11.4
Old : 100.0: 27.7 11.7 22.7 36.8 51.2 87.1 85.6: 12.9 14.4
Other: 100.0: 30.1 13.2 29.2 34.2 46.8 93.4 89.1: 6.6 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 178 174 216 145 168 454 437:
Old : 341: 109 78 98 103 114 256 249:
Other: 520: 162 179 182 116 161 395 409:
:----------------------------------------------------------------------------------------------------
: 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 13.7 17.5 22.5 8.1 10.9 14.3 17.2
Old : 19.4 16.7 28.0 24.4 14.5 12.2 21.2 17.5
Other: 10.6 14.1 19.6 23.5 9.4 11.9 16.2 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 363,708: 72,923 104,420 60,364 197,887 158,528 331,175 323,313: 32,533 40,395
Old : 135,524: 24,747 26,662 16,483 84,267 75,901 125,496 119,046: 10,028 16,478
Other: 228,184: 64,724 94,306 27,334 113,621 82,627 205,679 204,267: 22,505 23,916
: : :
: : Changes in Commitments from: June 18, 2013 :
: -29,331: -2,808 -1,361 -15,444 -10,072 -13,199 -28,324 -30,003: -1,006 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 28.7 16.6 54.4 43.6 91.1 88.9: 8.9 11.1
Old : 100.0: 18.3 19.7 12.2 62.2 56.0 92.6 87.8: 7.4 12.2
Other: 100.0: 28.4 41.3 12.0 49.8 36.2 90.1 89.5: 9.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 64 91 85 76 79 188 224:
Old : 182: 38 49 47 57 70 118 150:
Other: 237: 64 87 57 64 50 156 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 16.5 30.1 25.3 12.4 10.6 19.8 17.4
Old : 42.5 21.6 50.9 32.3 42.1 21.4 50.2 31.0
Other: 16.9 23.1 28.1 33.9 16.1 22.2 27.0 31.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 672,835: 46,295 72,583 77,400 392,385 336,462 516,081 486,445: 156,754 186,390
Old : 672,835: 46,295 72,583 77,400 392,385 336,462 516,081 486,445: 156,754 186,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -45,105: -4,329 13,299 -16,671 -43,783 -36,448 -64,782 -39,820: 19,678 -5,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.8 11.5 58.3 50.0 76.7 72.3: 23.3 27.7
Old : 100.0: 6.9 10.8 11.5 58.3 50.0 76.7 72.3: 23.3 27.7
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 : 161: 26 40 41 71 82 123 137:
Old : 161: 26 40 41 71 82 123 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 11.9 28.8 19.4 14.5 11.4 21.1 16.3
Old : 19.7 11.9 28.8 19.4 14.5 11.4 21.1 16.3
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 25, 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 : 383,097: 28,145 41,096 5,250 280,311 271,235 313,706 317,581: 69,391 65,516
Old : 383,097: 28,145 41,096 5,250 280,311 271,235 313,706 317,581: 69,391 65,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -2,736: 1,884 -13,617 -450 -2,602 5,951 -1,168 -8,116: -1,568 5,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.7 1.4 73.2 70.8 81.9 82.9: 18.1 17.1
Old : 100.0: 7.3 10.7 1.4 73.2 70.8 81.9 82.9: 18.1 17.1
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 : 70: 7 5 5 40 43 50 50:
Old : 70: 7 5 5 40 43 50 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 : 33.7 30.2 48.7 46.4 29.2 29.2 42.4 44.8
Old : 33.7 30.2 48.7 46.4 29.2 29.2 42.4 44.8
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 25, 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 : 9,672: 1,354 556 323 7,338 8,585 9,015 9,464: 657 208
Old : 9,672: 1,354 556 323 7,338 8,585 9,015 9,464: 657 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -285: -24 -35 -37 -123 -137 -184 -209: -101 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 5.7 3.3 75.9 88.8 93.2 97.8: 6.8 2.2
Old : 100.0: 14.0 5.7 3.3 75.9 88.8 93.2 97.8: 6.8 2.2
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 : 42: 9 4 5 22 22 34 29:
Old : 42: 9 4 5 22 22 34 29:
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 : 51.7 49.5 66.4 71.8 31.6 31.1 38.5 43.3
Old : 51.7 49.5 66.4 71.8 31.6 31.1 38.5 43.3
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 25, 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 : 348,744: 101,091 42,566 56,762 138,604 217,141 296,457 316,470: 52,287 32,274
Old : 126,321: 33,202 8,744 15,616 57,233 89,156 106,052 113,517: 20,269 12,804
Other: 222,423: 85,734 51,667 23,301 81,371 127,985 190,405 202,953: 32,018 19,470
: : :
: : Changes in Commitments from: June 18, 2013 :
: -13,563: -1,733 502 -8,741 1,040 -6,830 -9,434 -15,069: -4,130 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 12.2 16.3 39.7 62.3 85.0 90.7: 15.0 9.3
Old : 100.0: 26.3 6.9 12.4 45.3 70.6 84.0 89.9: 16.0 10.1
Other: 100.0: 38.5 23.2 10.5 36.6 57.5 85.6 91.2: 14.4 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 74 56 66 85 88 206 174:
Old : 189: 58 29 37 73 78 150 130:
Other: 216: 67 56 37 66 69 156 140:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 30.5 17.0 40.3 7.5 24.0 13.5 29.5
Old : 18.8 32.4 29.3 42.1 14.7 25.2 22.3 32.4
Other: 12.1 33.8 21.5 44.1 11.4 29.2 20.4 38.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,448: 1,795 1,811 715 5,670 6,669 8,179 9,195: 2,269 1,253
Old : 1,840: 0 709 0 1,455 1,003 1,455 1,712: 385 128
Other: 8,608: 1,852 1,159 658 4,215 5,666 6,724 7,483: 1,884 1,125
: : :
: : Changes in Commitments from: June 18, 2013 :
: -614: -511 -256 82 124 -154 -305 -328: -309 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 17.3 6.8 54.3 63.8 78.3 88.0: 21.7 12.0
Old : 100.0: 0.0 38.5 0.0 79.1 54.5 79.1 93.0: 20.9 7.0
Other: 100.0: 21.5 13.5 7.6 49.0 65.8 78.1 86.9: 21.9 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 8 8 22 19 39 34:
Old : 17: 0 3 0 10 4 10 7:
Other: 52: 14 8 8 18 19 35 34:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 47.3 47.9 61.9 31.5 46.1 45.2 60.7
Old : 56.5 86.3 75.9 93.0 56.5 86.3 75.9 93.0
Other: 38.1 45.0 52.2 59.3 38.1 44.6 51.9 58.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 891,813: 193,684 205,064 95,586 513,638 486,122 802,908 786,772: 88,905 105,041
Old : 891,813: 193,684 205,064 95,586 513,638 486,122 802,908 786,772: 88,905 105,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -24,461: -18,429 21,882 7,653 -6,926 -64,797 -17,702 -35,261: -6,759 10,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 23.0 10.7 57.6 54.5 90.0 88.2: 10.0 11.8
Old : 100.0: 21.7 23.0 10.7 57.6 54.5 90.0 88.2: 10.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 32 42 24 88 91 130 147:
Old : 196: 32 42 24 88 91 130 147:
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 : 25.3 23.5 36.6 34.1 17.5 20.7 27.9 27.8
Old : 25.3 23.5 36.6 34.1 17.5 20.7 27.9 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 2,919,671: 315,579 319,735 451,244 1,853,289 1,702,162 2,620,113 2,473,142: 299,558 446,529
Old : 2,919,671: 315,579 319,735 451,244 1,853,289 1,702,162 2,620,113 2,473,142: 299,558 446,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 71,925: -36,816 -23,604 15,704 54,405 68,643 33,293 60,742: 38,631 11,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.0 15.5 63.5 58.3 89.7 84.7: 10.3 15.3
Old : 100.0: 10.8 11.0 15.5 63.5 58.3 89.7 84.7: 10.3 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 : 304: 59 72 76 134 159 232 268:
Old : 304: 59 72 76 134 159 232 268:
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 : 22.8 14.9 34.6 21.1 21.0 11.6 28.5 15.6
Old : 22.8 14.9 34.6 21.1 21.0 11.6 28.5 15.6
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 25, 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 : 2,001,412: 280,994 169,717 350,536 1,182,118 1,161,349 1,813,648 1,681,602: 187,764 319,809
Old : 2,001,412: 280,994 169,717 350,536 1,182,118 1,161,349 1,813,648 1,681,602: 187,764 319,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 98,902: 18,718 -26,209 35,530 52,820 77,822 107,068 87,143: -8,166 11,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 8.5 17.5 59.1 58.0 90.6 84.0: 9.4 16.0
Old : 100.0: 14.0 8.5 17.5 59.1 58.0 90.6 84.0: 9.4 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 : 219: 34 40 44 105 120 161 182:
Old : 219: 34 40 44 105 120 161 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 16.6 35.4 26.9 17.9 14.1 26.5 19.8
Old : 21.9 16.6 35.4 26.9 17.9 14.1 26.5 19.8
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 25, 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 : 342,105: 17,959 29,887 77,479 226,346 202,606 321,785 309,973: 20,320 32,132
Old : 342,105: 17,959 29,887 77,479 226,346 202,606 321,785 309,973: 20,320 32,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 3,973: 2,355 -1,179 619 5,079 11,510 8,052 10,950: -4,079 -6,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.7 22.6 66.2 59.2 94.1 90.6: 5.9 9.4
Old : 100.0: 5.2 8.7 22.6 66.2 59.2 94.1 90.6: 5.9 9.4
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 : 68: 14 13 19 32 35 56 58:
Old : 68: 14 13 19 32 35 56 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 : 41.4 29.1 54.4 45.4 26.7 23.6 34.3 29.5
Old : 41.4 29.1 54.4 45.4 26.7 23.6 34.3 29.5
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 25, 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 : 48,117: 18,373 3,411 1,596 20,977 36,810 40,946 41,818: 7,171 6,299
Old : 48,117: 18,373 3,411 1,596 20,977 36,810 40,946 41,818: 7,171 6,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -32,614: -7,434 564 -1,682 -21,453 -27,800 -30,569 -28,918: -2,045 -3,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 7.1 3.3 43.6 76.5 85.1 86.9: 14.9 13.1
Old : 100.0: 38.2 7.1 3.3 43.6 76.5 85.1 86.9: 14.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 37 12 11 34 23 76 41:
Old : 97: 37 12 11 34 23 76 41:
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 : 22.3 43.1 35.6 61.9 22.2 43.0 34.3 61.8
Old : 22.3 43.1 35.6 61.9 22.2 43.0 34.3 61.8
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 25, 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 : 96,235: 36,746 6,823 3,192 41,955 73,621 81,893 83,636: 14,342 12,599
Old : 96,235: 36,746 6,823 3,192 41,955 73,621 81,893 83,636: 14,342 12,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -65,229: -14,868 1,128 -3,363 -42,906 -55,600 -61,138 -57,835: -4,091 -7,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 7.1 3.3 43.6 76.5 85.1 86.9: 14.9 13.1
Old : 100.0: 38.2 7.1 3.3 43.6 76.5 85.1 86.9: 14.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 37 12 11 34 23 76 41:
Old : 97: 37 12 11 34 23 76 41:
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 : 22.3 43.1 35.6 61.9 22.2 43.0 34.3 61.8
Old : 22.3 43.1 35.6 61.9 22.2 43.0 34.3 61.8
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 25, 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 : 29,075: 4,835 11,288 84 24,109 17,662 29,028 29,034: 47 41
Old : 29,075: 4,835 11,288 84 24,109 17,662 29,028 29,034: 47 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -723: 303 221 -3 -1,047 -923 -747 -705: 24 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 38.8 0.3 82.9 60.7 99.8 99.9: 0.2 0.1
Old : 100.0: 16.6 38.8 0.3 82.9 60.7 99.8 99.9: 0.2 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 2 8 11 13 20:
Old : 31: 4 8 2 8 11 13 20:
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 : 88.6 65.6 97.4 87.3 88.6 65.6 97.3 87.3
Old : 88.6 65.6 97.4 87.3 88.6 65.6 97.3 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2013