WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 511,032: 109,324 150,734 135,535 234,196 160,307 479,055 446,577: 31,976 64,454
Old : 477,722: 101,917 146,450 123,861 222,544 148,216 448,323 418,527: 29,400 59,196
Other: 33,309: 14,085 10,963 4,996 11,651 12,092 30,732 28,051: 2,577 5,259
: : :
: : Changes in Commitments from: June 25, 2013 :
: 34,114: -910 22,384 14,052 22,669 -12,486 35,810 23,950: -1,696 10,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 29.5 26.5 45.8 31.4 93.7 87.4: 6.3 12.6
Old : 100.0: 21.3 30.7 25.9 46.6 31.0 93.8 87.6: 6.2 12.4
Other: 100.0: 42.3 32.9 15.0 35.0 36.3 92.3 84.2: 7.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 106 164 142 90 116 282 350:
Old : 406: 118 158 138 89 114 276 346:
Other: 120: 18 36 22 21 57 56 100:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 8.9 25.9 16.6 13.1 7.6 21.6 13.3
Old : 15.0 9.1 26.6 16.5 13.4 8.1 21.8 14.2
Other: 60.7 33.9 75.4 46.1 54.0 21.6 61.3 31.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 1,677,959: 323,946 298,721 499,895 686,796 583,958 1,510,636 1,382,573: 167,323 295,386
Old : 544,563: 115,304 103,645 128,279 253,301 242,156 496,884 474,080: 47,679 70,483
Other: 1,133,396: 280,669 267,103 299,589 433,495 341,801 1,013,752 908,493: 119,644 224,903
: : :
: : Changes in Commitments from: June 25, 2013 :
: 38,959: -30,278 57,429 44,913 34,258 -73,529 48,893 28,812: -9,934 10,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 17.8 29.8 40.9 34.8 90.0 82.4: 10.0 17.6
Old : 100.0: 21.2 19.0 23.6 46.5 44.5 91.2 87.1: 8.8 12.9
Other: 100.0: 24.8 23.6 26.4 38.2 30.2 89.4 80.2: 10.6 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 175 223 261 293 306 617 652:
Old : 584: 133 141 128 178 238 382 438:
Other: 720: 169 199 214 264 282 551 584:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 10.0 18.1 15.9 7.6 5.9 14.2 9.6
Old : 15.2 15.4 24.6 22.4 14.3 14.0 22.8 18.3
Other: 12.5 12.1 20.2 19.4 10.7 9.0 16.6 14.3
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 8,568: 2,943 702 3,370 1,612 3,633 7,925 7,705: 643 863
Old : 8,349: 2,838 645 3,273 1,612 3,633 7,724 7,551: 626 798
Other: 219: 123 76 78 0 0 201 154: 18 65
: : :
: : Changes in Commitments from: June 25, 2013 :
: -1,808: -1,602 -563 -251 -1 -815 -1,854 -1,630: 46 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.2 39.3 18.8 42.4 92.5 89.9: 7.5 10.1
Old : 100.0: 34.0 7.7 39.2 19.3 43.5 92.5 90.4: 7.5 9.6
Other: 100.0: 56.1 34.6 35.8 0.0 0.0 91.9 70.4: 8.1 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 6 9 6 8 15 21:
Old : 22: 6 7 9 6 8 15 21:
Other: 3: 1 2 3 0 0 3 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 : 69.8 43.0 82.9 63.7 32.3 23.1 38.8 31.6
Old : 71.3 43.6 84.6 64.8 33.3 23.7 39.3 31.9
Other: 91.9 70.4 91.9 70.4 56.1 34.6 56.1 34.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,585: 3,391 98 575 3,867 7,656 7,833 8,329: 1,752 1,256
Old : 9,584: 3,391 98 575 3,866 7,655 7,832 8,328: 1,752 1,256
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -2,141: -1,673 18 2 398 -1,848 -1,273 -1,828: -868 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 1.0 6.0 40.3 79.9 81.7 86.9: 18.3 13.1
Old : 100.0: 35.4 1.0 6.0 40.3 79.9 81.7 86.9: 18.3 13.1
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 : 43: 20 4 7 12 14 35 22:
Old : 43: 20 4 7 12 14 35 22:
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 : 41.0 53.4 55.1 69.6 40.8 49.1 53.2 64.3
Old : 41.0 53.4 55.1 69.6 40.8 49.1 53.2 64.3
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, July 2, 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 : 742,553: 193,985 78,311 237,110 258,682 343,422 689,777 658,843: 52,776 83,709
Old : 98,337: 29,216 8,595 27,050 28,753 50,618 85,019 86,263: 13,318 12,074
Other: 644,216: 180,490 85,438 194,338 229,930 292,805 604,758 572,580: 39,458 71,635
: : :
: : Changes in Commitments from: June 25, 2013 :
: -28,146: -15,990 -2,796 1,786 -8,129 -22,710 -22,333 -23,719: -5,812 -4,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.5 31.9 34.8 46.2 92.9 88.7: 7.1 11.3
Old : 100.0: 29.7 8.7 27.5 29.2 51.5 86.5 87.7: 13.5 12.3
Other: 100.0: 28.0 13.3 30.2 35.7 45.5 93.9 88.9: 6.1 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 527: 175 168 212 144 168 437 436:
Old : 318: 99 74 87 92 96 238 210:
Other: 506: 154 171 190 121 161 389 414:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 14.0 18.3 23.3 8.2 10.8 14.5 16.7
Old : 17.6 21.1 28.6 30.6 16.7 15.6 25.2 21.9
Other: 10.8 13.9 19.6 23.3 9.2 10.9 16.0 17.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 367,255: 69,176 109,226 63,419 200,914 152,594 333,509 325,238: 33,746 42,016
Old : 129,457: 23,045 22,563 15,952 81,953 76,106 120,949 114,621: 8,507 14,836
Other: 237,798: 61,667 102,199 31,932 118,961 76,487 212,559 210,618: 25,239 27,180
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,547: -3,748 4,805 3,055 3,027 -5,935 2,334 1,925: 1,213 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 29.7 17.3 54.7 41.5 90.8 88.6: 9.2 11.4
Old : 100.0: 17.8 17.4 12.3 63.3 58.8 93.4 88.5: 6.6 11.5
Other: 100.0: 25.9 43.0 13.4 50.0 32.2 89.4 88.6: 10.6 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 60 102 81 79 77 191 221:
Old : 172: 34 51 38 53 68 106 140:
Other: 247: 62 98 59 69 51 166 177:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 15.8 28.4 25.3 13.4 10.1 20.9 17.3
Old : 43.9 24.3 52.7 35.9 42.9 23.9 50.8 34.8
Other: 14.2 21.0 25.0 32.1 13.6 19.9 24.0 29.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 692,793: 50,367 69,247 83,493 403,449 348,947 537,309 501,687: 155,484 191,106
Old : 692,793: 50,367 69,247 83,493 403,449 348,947 537,309 501,687: 155,484 191,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 19,958: 4,071 -3,335 6,092 11,064 12,485 21,228 15,242: -1,270 4,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.0 12.1 58.2 50.4 77.6 72.4: 22.4 27.6
Old : 100.0: 7.3 10.0 12.1 58.2 50.4 77.6 72.4: 22.4 27.6
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 : 166: 23 43 42 76 84 127 141:
Old : 166: 23 43 42 76 84 127 141:
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 : 20.3 11.9 29.5 19.1 14.6 11.9 21.6 16.9
Old : 20.3 11.9 29.5 19.1 14.6 11.9 21.6 16.9
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, July 2, 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 : 378,403: 30,265 42,543 5,106 276,154 259,097 311,525 306,746: 66,878 71,657
Old : 378,403: 30,265 42,543 5,106 276,154 259,097 311,525 306,746: 66,878 71,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -4,693: 2,120 1,447 -144 -4,157 -12,138 -2,181 -10,835: -2,512 6,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.2 1.3 73.0 68.5 82.3 81.1: 17.7 18.9
Old : 100.0: 8.0 11.2 1.3 73.0 68.5 82.3 81.1: 17.7 18.9
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 : 69: 7 6 4 38 40 47 48:
Old : 69: 7 6 4 38 40 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 33.7 49.2 48.4 29.2 33.4 42.7 47.4
Old : 34.1 33.7 49.2 48.4 29.2 33.4 42.7 47.4
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, July 2, 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 : 9,133: 1,087 662 342 7,068 7,879 8,497 8,883: 636 250
Old : 9,133: 1,087 662 342 7,068 7,879 8,497 8,883: 636 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -539: -267 106 19 -270 -706 -518 -581: -21 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.2 3.7 77.4 86.3 93.0 97.3: 7.0 2.7
Old : 100.0: 11.9 7.2 3.7 77.4 86.3 93.0 97.3: 7.0 2.7
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 : 42: 11 4 7 21 23 34 32:
Old : 42: 11 4 7 21 23 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 47.6 68.2 70.7 32.3 30.5 39.7 42.8
Old : 55.0 47.6 68.2 70.7 32.3 30.5 39.7 42.8
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, July 2, 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 : 329,351: 93,944 42,240 52,504 132,453 205,315 278,901 300,059: 50,450 29,292
Old : 105,592: 25,788 6,658 13,207 48,321 75,313 87,316 95,178: 18,277 10,414
Other: 223,758: 81,738 49,163 25,715 84,132 130,002 191,585 204,880: 32,173 18,878
: : :
: : Changes in Commitments from: June 25, 2013 :
: -19,393: -7,147 -327 -4,258 -6,151 -11,826 -17,556 -16,411: -1,837 -2,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 12.8 15.9 40.2 62.3 84.7 91.1: 15.3 8.9
Old : 100.0: 24.4 6.3 12.5 45.8 71.3 82.7 90.1: 17.3 9.9
Other: 100.0: 36.5 22.0 11.5 37.6 58.1 85.6 91.6: 14.4 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 81 50 71 81 92 202 183:
Old : 186: 58 28 31 68 78 139 125:
Other: 222: 71 54 49 66 74 162 153:
:----------------------------------------------------------------------------------------------------
: 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 30.5 17.7 40.3 7.6 23.3 13.8 29.4
Old : 19.3 31.1 28.9 39.9 16.0 24.1 24.6 32.1
Other: 12.1 33.9 21.1 44.4 10.6 29.8 19.4 38.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,642: 1,629 1,970 621 5,296 5,756 7,546 8,347: 2,096 1,295
Old : 9,642: 1,629 1,970 621 5,296 5,756 7,546 8,347: 2,096 1,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -806: -166 159 -94 -374 -913 -633 -848: -173 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.4 6.4 54.9 59.7 78.3 86.6: 21.7 13.4
Old : 100.0: 16.9 20.4 6.4 54.9 59.7 78.3 86.6: 21.7 13.4
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 : 53: 13 10 7 23 18 39 34:
Old : 53: 13 10 7 23 18 39 34:
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 : 34.7 50.3 48.8 63.6 34.7 48.9 48.8 60.6
Old : 34.7 50.3 48.8 63.6 34.7 48.9 48.8 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 892,604: 194,582 183,416 115,203 520,976 507,853 830,760 806,472: 61,844 86,132
Old : 892,604: 194,582 183,416 115,203 520,976 507,853 830,760 806,472: 61,844 86,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 791: 898 -21,648 19,617 7,338 21,731 27,852 19,699: -27,062 -18,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.5 12.9 58.4 56.9 93.1 90.4: 6.9 9.6
Old : 100.0: 21.8 20.5 12.9 58.4 56.9 93.1 90.4: 6.9 9.6
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 : 202: 39 38 28 90 95 139 151:
Old : 202: 39 38 28 90 95 139 151:
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 : 26.3 23.1 38.3 34.0 20.0 20.3 29.5 29.2
Old : 26.3 23.1 38.3 34.0 20.0 20.3 29.5 29.2
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, July 2, 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 : 2,975,051: 281,691 340,524 432,508 1,992,672 1,762,412 2,706,870 2,535,443: 268,181 439,609
Old : 2,975,051: 281,691 340,524 432,508 1,992,672 1,762,412 2,706,870 2,535,443: 268,181 439,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 55,381: -33,889 20,788 -18,737 139,383 60,249 86,757 62,301: -31,377 -6,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.4 14.5 67.0 59.2 91.0 85.2: 9.0 14.8
Old : 100.0: 9.5 11.4 14.5 67.0 59.2 91.0 85.2: 9.0 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 : 315: 50 82 80 151 164 250 277:
Old : 315: 50 82 80 151 164 250 277:
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 14.7 36.5 21.0 23.9 11.5 30.9 15.7
Old : 25.3 14.7 36.5 21.0 23.9 11.5 30.9 15.7
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, July 2, 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 : 2,031,462: 294,410 191,071 333,891 1,226,104 1,188,371 1,854,404 1,713,332: 177,057 318,130
Old : 2,031,462: 294,410 191,071 333,891 1,226,104 1,188,371 1,854,404 1,713,332: 177,057 318,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 30,050: 13,416 21,354 -16,645 43,986 27,022 40,757 31,730: -10,706 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.4 16.4 60.4 58.5 91.3 84.3: 8.7 15.7
Old : 100.0: 14.5 9.4 16.4 60.4 58.5 91.3 84.3: 8.7 15.7
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 : 225: 34 42 45 110 123 170 184:
Old : 225: 34 42 45 110 123 170 184:
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 : 22.4 18.2 34.8 28.1 19.3 16.4 28.7 22.3
Old : 22.4 18.2 34.8 28.1 19.3 16.4 28.7 22.3
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, July 2, 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 : 303,331: 15,349 31,046 71,818 194,324 163,472 281,491 266,336: 21,841 36,996
Old : 303,331: 15,349 31,046 71,818 194,324 163,472 281,491 266,336: 21,841 36,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -38,774: -2,610 1,158 -5,661 -32,022 -39,134 -40,294 -43,637: 1,520 4,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.2 23.7 64.1 53.9 92.8 87.8: 7.2 12.2
Old : 100.0: 5.1 10.2 23.7 64.1 53.9 92.8 87.8: 7.2 12.2
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 : 63: 11 14 19 30 31 52 54:
Old : 63: 11 14 19 30 31 52 54:
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 : 41.8 28.6 54.8 45.4 27.1 21.0 32.7 26.1
Old : 41.8 28.6 54.8 45.4 27.1 21.0 32.7 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 50,075: 18,988 2,110 1,577 22,356 40,208 42,921 43,894: 7,154 6,181
Old : 50,075: 18,988 2,110 1,577 22,356 40,208 42,921 43,894: 7,154 6,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 1,958: 615 -1,302 -19 1,379 3,397 1,975 2,077: -17 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 4.2 3.1 44.6 80.3 85.7 87.7: 14.3 12.3
Old : 100.0: 37.9 4.2 3.1 44.6 80.3 85.7 87.7: 14.3 12.3
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 : 91: 33 11 8 35 21 71 37:
Old : 91: 33 11 8 35 21 71 37:
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 : 23.0 45.1 38.2 65.2 23.0 44.8 37.0 64.4
Old : 23.0 45.1 38.2 65.2 23.0 44.8 37.0 64.4
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, July 2, 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 : 100,151: 37,975 4,220 3,154 44,713 80,415 85,842 87,789: 14,308 12,362
Old : 100,151: 37,975 4,220 3,154 44,713 80,415 85,842 87,789: 14,308 12,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,916: 1,229 -2,603 -38 2,758 6,794 3,949 4,153: -33 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 4.2 3.1 44.6 80.3 85.7 87.7: 14.3 12.3
Old : 100.0: 37.9 4.2 3.1 44.6 80.3 85.7 87.7: 14.3 12.3
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 : 91: 33 11 8 35 21 71 37:
Old : 91: 33 11 8 35 21 71 37:
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 : 23.0 45.1 38.2 65.2 23.0 44.8 37.0 64.4
Old : 23.0 45.1 38.2 65.2 23.0 44.8 37.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 30,289: 5,157 10,742 99 25,004 19,404 30,260 30,245: 29 44
Old : 30,289: 5,157 10,742 99 25,004 19,404 30,260 30,245: 29 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 1,214: 322 -546 15 895 1,742 1,232 1,211: -18 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 35.5 0.3 82.6 64.1 99.9 99.9: 0.1 0.1
Old : 100.0: 17.0 35.5 0.3 82.6 64.1 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 : 34: 4 10 2 8 12 13 23:
Old : 34: 4 10 2 8 12 13 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 : 88.2 62.0 97.3 86.2 88.2 62.0 97.3 86.2
Old : 88.2 62.0 97.3 86.2 88.2 62.0 97.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 9,419: 0 4,215 18 9,399 5,181 9,417 9,414: 2 5
Old : 9,419: 0 4,215 18 9,399 5,181 9,417 9,414: 2 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 44.7 0.2 99.8 55.0 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 44.7 0.2 99.8 55.0 100.0 99.9: 0.0 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 : 20: 0 10 1 3 7 4 17:
Old : 20: 0 10 1 3 7 4 17:
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 : 100.0 61.8 100.0 84.3 99.8 61.8 99.8 84.3
Old : 100.0 61.8 100.0 84.3 99.8 61.8 99.8 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2013