WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 501,501: 108,518 152,294 138,888 221,562 160,972 468,968 452,154: 32,533 49,347
Old : 467,981: 100,619 148,350 126,750 210,707 149,126 438,077 424,227: 29,904 43,755
Other: 33,520: 14,944 10,990 5,092 10,855 11,846 30,891 27,928: 2,629 5,592
: : :
: : Changes in Commitments from: July 2, 2013 :
: -9,530: -806 1,560 3,353 -12,634 665 -10,087 5,577: 557 -15,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 30.4 27.7 44.2 32.1 93.5 90.2: 6.5 9.8
Old : 100.0: 21.5 31.7 27.1 45.0 31.9 93.6 90.7: 6.4 9.3
Other: 100.0: 44.6 32.8 15.2 32.4 35.3 92.2 83.3: 7.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 100 167 139 89 118 281 343:
Old : 402: 107 166 135 88 115 275 338:
Other: 123: 20 33 22 19 60 54 104:
:----------------------------------------------------------------------------------------------------
: 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 9.2 25.5 17.5 13.2 8.1 21.9 14.3
Old : 15.0 9.5 26.2 17.6 13.5 8.6 22.3 15.2
Other: 60.1 34.1 76.0 46.6 54.2 22.3 61.9 32.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 1,677,143: 320,866 325,327 497,609 685,440 567,254 1,503,914 1,390,190: 173,228 286,953
Old : 530,291: 116,484 114,092 124,431 242,036 224,901 482,951 463,423: 47,339 66,867
Other: 1,146,852: 283,842 290,695 293,718 443,403 342,353 1,020,963 926,767: 125,889 220,086
: : :
: : Changes in Commitments from: July 2, 2013 :
: -816: -3,080 26,606 -2,286 -1,356 -16,703 -6,722 7,617: 5,905 -8,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.4 29.7 40.9 33.8 89.7 82.9: 10.3 17.1
Old : 100.0: 22.0 21.5 23.5 45.6 42.4 91.1 87.4: 8.9 12.6
Other: 100.0: 24.7 25.3 25.6 38.7 29.9 89.0 80.8: 11.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 780: 171 238 268 295 311 631 665:
Old : 582: 132 141 124 178 229 380 426:
Other: 737: 170 210 214 264 289 561 595:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.0 18.0 14.7 7.5 5.7 14.1 9.7
Old : 15.7 15.0 25.4 22.2 14.4 13.9 22.8 19.6
Other: 12.4 10.6 20.1 17.4 10.6 8.0 16.5 13.2
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 8,496: 2,802 749 3,350 1,649 3,611 7,802 7,710: 694 786
Old : 8,191: 2,787 693 3,161 1,649 3,611 7,598 7,466: 593 725
Other: 305: 18 59 186 0 0 204 244: 101 60
: : :
: : Changes in Commitments from: July 2, 2013 :
: -72: -140 47 -20 37 -22 -123 5: 51 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.8 39.4 19.4 42.5 91.8 90.7: 8.2 9.3
Old : 100.0: 34.0 8.5 38.6 20.1 44.1 92.8 91.1: 7.2 8.9
Other: 100.0: 5.9 19.2 61.0 0.0 0.0 66.9 80.2: 33.1 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 6 10 7 8 17 21:
Old : 23: 7 6 10 7 8 17 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 : 67.9 41.3 81.1 62.6 32.0 23.7 38.9 34.1
Old : 69.9 42.3 83.5 64.4 33.2 24.6 40.4 34.7
Other: 66.9 80.2 66.9 80.2 5.9 19.2 5.9 19.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 9,212: 2,808 146 565 3,978 7,338 7,351 8,048: 1,861 1,164
Old : 9,211: 2,808 146 565 3,977 7,337 7,350 8,047: 1,861 1,164
Other: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -372: -583 48 -10 111 -319 -482 -280: 109 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 1.6 6.1 43.2 79.7 79.8 87.4: 20.2 12.6
Old : 100.0: 30.5 1.6 6.1 43.2 79.6 79.8 87.4: 20.2 12.6
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 : 39: 17 3 6 13 13 32 20:
Old : 39: 17 3 6 13 13 32 20:
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 : 42.8 54.1 57.9 69.7 42.3 48.2 52.8 63.7
Old : 42.8 54.1 57.9 69.7 42.4 48.2 52.8 63.7
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 9, 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 : 741,375: 191,030 70,153 240,959 252,811 341,633 684,800 652,745: 56,575 88,630
Old : 94,111: 24,878 8,043 28,177 27,429 46,862 80,484 83,082: 13,627 11,029
Other: 647,264: 177,313 73,271 201,621 225,382 294,771 604,316 569,663: 42,948 77,600
: : :
: : Changes in Commitments from: July 2, 2013 :
: -1,178: -2,955 -8,158 3,850 -5,871 -1,789 -4,977 -6,098: 3,799 4,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.5 32.5 34.1 46.1 92.4 88.0: 7.6 12.0
Old : 100.0: 26.4 8.5 29.9 29.1 49.8 85.5 88.3: 14.5 11.7
Other: 100.0: 27.4 11.3 31.1 34.8 45.5 93.4 88.0: 6.6 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 180 173 216 140 167 440 441:
Old : 308: 110 59 90 83 91 231 202:
Other: 519: 163 178 199 123 161 406 422:
:----------------------------------------------------------------------------------------------------
: 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 14.2 18.4 23.4 8.3 10.9 14.6 16.5
Old : 16.7 19.7 26.8 29.6 13.8 14.1 20.4 20.5
Other: 11.0 13.9 19.7 23.4 9.6 10.9 16.2 17.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 367,860: 71,015 111,187 62,246 202,879 154,182 336,140 327,614: 31,719 40,245
Old : 123,802: 21,364 22,868 13,195 81,968 74,597 116,526 110,661: 7,275 13,141
Other: 244,058: 65,198 103,865 33,504 120,912 79,584 219,614 216,954: 24,444 27,104
: : :
: : Changes in Commitments from: July 2, 2013 :
: 605: 1,839 1,961 -1,173 1,965 1,588 2,632 2,376: -2,026 -1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 30.2 16.9 55.2 41.9 91.4 89.1: 8.6 10.9
Old : 100.0: 17.3 18.5 10.7 66.2 60.3 94.1 89.4: 5.9 10.6
Other: 100.0: 26.7 42.6 13.7 49.5 32.6 90.0 88.9: 10.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 58 101 79 78 77 187 223:
Old : 172: 35 54 33 53 65 106 135:
Other: 246: 63 97 60 69 52 166 179:
:----------------------------------------------------------------------------------------------------
: 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 16.1 29.3 25.6 14.0 10.0 21.3 17.1
Old : 49.1 24.9 57.5 35.5 48.2 23.6 56.2 33.4
Other: 13.9 20.4 24.4 31.8 13.1 19.0 23.3 28.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 730,760: 64,630 69,767 97,530 415,054 370,162 577,214 537,459: 153,545 193,300
Old : 730,760: 64,630 69,767 97,530 415,054 370,162 577,214 537,459: 153,545 193,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 37,967: 14,263 519 14,038 11,605 21,215 39,906 35,772: -1,939 2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.5 13.3 56.8 50.7 79.0 73.5: 21.0 26.5
Old : 100.0: 8.8 9.5 13.3 56.8 50.7 79.0 73.5: 21.0 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 30 43 48 74 83 133 145:
Old : 169: 30 43 48 74 83 133 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 11.5 28.9 19.7 14.7 11.1 21.1 16.0
Old : 20.9 11.5 28.9 19.7 14.7 11.1 21.1 16.0
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 9, 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 : 378,437: 29,825 41,206 3,809 277,292 264,639 310,926 309,654: 67,511 68,783
Old : 378,437: 29,825 41,206 3,809 277,292 264,639 310,926 309,654: 67,511 68,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 34: -440 -1,337 -1,297 1,138 5,542 -599 2,908: 633 -2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.9 1.0 73.3 69.9 82.2 81.8: 17.8 18.2
Old : 100.0: 7.9 10.9 1.0 73.3 69.9 82.2 81.8: 17.8 18.2
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 : 72: 7 6 4 41 41 50 49:
Old : 72: 7 6 4 41 41 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 32.2 48.3 47.3 27.7 32.2 41.1 46.0
Old : 33.0 32.2 48.3 47.3 27.7 32.2 41.1 46.0
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 9, 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 : 9,513: 1,220 669 475 7,132 8,115 8,827 9,259: 686 254
Old : 9,513: 1,220 669 475 7,132 8,115 8,827 9,259: 686 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 380: 133 7 133 64 236 330 376: 50 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.0 5.0 75.0 85.3 92.8 97.3: 7.2 2.7
Old : 100.0: 12.8 7.0 5.0 75.0 85.3 92.8 97.3: 7.2 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 : 49: 11 6 8 24 27 41 36:
Old : 49: 11 6 8 24 27 41 36:
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 46.8 64.5 68.1 30.5 29.5 36.8 40.8
Old : 51.7 46.8 64.5 68.1 30.5 29.5 36.8 40.8
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 9, 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 : 325,953: 88,381 39,871 51,858 131,587 204,133 271,825 295,862: 54,128 30,091
Old : 102,336: 22,552 7,200 13,895 45,982 70,541 82,429 91,636: 19,907 10,700
Other: 223,617: 77,556 44,398 26,236 85,604 133,591 189,396 204,225: 34,221 19,391
: : :
: : Changes in Commitments from: July 2, 2013 :
: -3,398: -5,563 -2,368 -646 -867 -1,183 -7,076 -4,197: 3,678 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 12.2 15.9 40.4 62.6 83.4 90.8: 16.6 9.2
Old : 100.0: 22.0 7.0 13.6 44.9 68.9 80.5 89.5: 19.5 10.5
Other: 100.0: 34.7 19.9 11.7 38.3 59.7 84.7 91.3: 15.3 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 76 52 72 80 91 198 184:
Old : 180: 52 31 32 66 71 134 120:
Other: 222: 68 58 52 65 75 164 155:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 29.7 18.1 39.4 7.7 23.4 14.0 29.2
Old : 17.9 29.1 26.4 38.4 17.1 23.3 24.9 32.2
Other: 12.0 33.2 21.1 44.2 10.7 30.3 19.7 38.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 11,764: 1,706 3,879 910 6,671 5,378 9,287 10,168: 2,477 1,596
Old : 11,764: 1,706 3,879 910 6,671 5,378 9,287 10,168: 2,477 1,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 2,122: 77 1,909 289 1,375 -377 1,741 1,821: 381 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 33.0 7.7 56.7 45.7 78.9 86.4: 21.1 13.6
Old : 100.0: 14.5 33.0 7.7 56.7 45.7 78.9 86.4: 21.1 13.6
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 : 59: 17 13 9 24 16 43 38:
Old : 59: 17 13 9 24 16 43 38:
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 : 30.8 47.5 44.3 62.8 30.8 45.9 43.6 58.7
Old : 30.8 47.5 44.3 62.8 30.8 45.9 43.6 58.7
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 9, 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 : 891,490: 157,588 150,229 117,525 525,367 509,137 800,479 776,890: 91,011 114,600
Old : 891,490: 157,588 150,229 117,525 525,367 509,137 800,479 776,890: 91,011 114,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -1,113: -36,994 -33,187 2,322 4,391 1,283 -30,281 -29,582: 29,168 28,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.9 13.2 58.9 57.1 89.8 87.1: 10.2 12.9
Old : 100.0: 17.7 16.9 13.2 58.9 57.1 89.8 87.1: 10.2 12.9
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 : 195: 37 37 29 87 92 135 147:
Old : 195: 37 37 29 87 92 135 147:
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 : 25.2 23.9 38.8 35.1 18.9 21.6 29.3 29.6
Old : 25.2 23.9 38.8 35.1 18.9 21.6 29.3 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 3,137,700: 290,759 390,478 470,802 2,117,506 1,829,406 2,879,068 2,690,687: 258,632 447,013
Old : 3,137,700: 290,759 390,478 470,802 2,117,506 1,829,406 2,879,068 2,690,687: 258,632 447,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 162,648: 9,069 49,955 38,295 124,834 66,994 172,198 155,244: -9,550 7,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.4 15.0 67.5 58.3 91.8 85.8: 8.2 14.2
Old : 100.0: 9.3 12.4 15.0 67.5 58.3 91.8 85.8: 8.2 14.2
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 : 322: 51 87 87 157 167 262 287:
Old : 322: 51 87 87 157 167 262 287:
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 : 25.7 14.0 36.1 20.4 24.3 10.5 31.4 14.3
Old : 25.7 14.0 36.1 20.4 24.3 10.5 31.4 14.3
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 9, 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 : 2,066,619: 266,696 206,591 348,638 1,271,028 1,198,441 1,886,362 1,753,670: 180,257 312,949
Old : 2,066,619: 266,696 206,591 348,638 1,271,028 1,198,441 1,886,362 1,753,670: 180,257 312,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 35,157: -27,714 15,521 14,747 44,924 10,070 31,958 40,338: 3,200 -5,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 10.0 16.9 61.5 58.0 91.3 84.9: 8.7 15.1
Old : 100.0: 12.9 10.0 16.9 61.5 58.0 91.3 84.9: 8.7 15.1
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 : 222: 38 43 49 107 118 168 187:
Old : 222: 38 43 49 107 118 168 187:
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 : 20.7 17.8 33.4 28.0 17.3 15.5 26.3 21.3
Old : 20.7 17.8 33.4 28.0 17.3 15.5 26.3 21.3
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 9, 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 : 302,530: 17,072 29,007 72,304 193,584 169,028 282,959 270,339: 19,570 32,191
Old : 302,530: 17,072 29,007 72,304 193,584 169,028 282,959 270,339: 19,570 32,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -802: 1,723 -2,039 486 -740 5,556 1,469 4,003: -2,270 -4,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.6 23.9 64.0 55.9 93.5 89.4: 6.5 10.6
Old : 100.0: 5.6 9.6 23.9 64.0 55.9 93.5 89.4: 6.5 10.6
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 : 64: 12 13 19 30 32 52 55:
Old : 64: 12 13 19 30 32 52 55:
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 : 41.2 29.4 55.0 47.3 26.3 22.1 32.8 27.1
Old : 41.2 29.4 55.0 47.3 26.3 22.1 32.8 27.1
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 9, 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 : 55,895: 21,795 4,120 1,426 24,983 43,441 48,203 48,987: 7,692 6,909
Old : 55,895: 21,795 4,120 1,426 24,983 43,441 48,203 48,987: 7,692 6,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 5,820: 2,807 2,010 -151 2,626 3,233 5,282 5,092: 538 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 7.4 2.6 44.7 77.7 86.2 87.6: 13.8 12.4
Old : 100.0: 39.0 7.4 2.6 44.7 77.7 86.2 87.6: 13.8 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 : 100: 33 18 10 34 24 74 45:
Old : 100: 33 18 10 34 24 74 45:
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 : 24.5 40.9 40.4 60.9 24.5 40.6 39.9 60.6
Old : 24.5 40.9 40.4 60.9 24.5 40.6 39.9 60.6
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 9, 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 : 111,791: 43,590 8,240 2,852 49,965 86,882 96,407 97,973: 15,384 13,818
Old : 111,791: 43,590 8,240 2,852 49,965 86,882 96,407 97,973: 15,384 13,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 11,640: 5,615 4,020 -302 5,252 6,467 10,565 10,184: 1,076 1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 7.4 2.6 44.7 77.7 86.2 87.6: 13.8 12.4
Old : 100.0: 39.0 7.4 2.6 44.7 77.7 86.2 87.6: 13.8 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 : 100: 33 18 10 34 24 74 45:
Old : 100: 33 18 10 34 24 74 45:
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 : 24.5 40.9 40.4 60.9 24.5 40.6 39.9 60.6
Old : 24.5 40.9 40.4 60.9 24.5 40.6 39.9 60.6
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 9, 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 : 30,277: 4,967 11,170 70 25,202 18,979 30,239 30,219: 38 58
Old : 30,277: 4,967 11,170 70 25,202 18,979 30,239 30,219: 38 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -12: -190 428 -29 198 -425 -21 -26: 9 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 36.9 0.2 83.2 62.7 99.9 99.8: 0.1 0.2
Old : 100.0: 16.4 36.9 0.2 83.2 62.7 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 : 33: 4 9 2 8 12 13 22:
Old : 33: 4 9 2 8 12 13 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.2 64.5 97.4 86.3 88.2 64.5 97.3 86.3
Old : 88.2 64.5 97.4 86.3 88.2 64.5 97.3 86.3
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 9, 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 : 9,280: 0 3,592 24 9,244 5,657 9,268 9,273: 12 7
Old : 9,280: 0 3,592 24 9,244 5,657 9,268 9,273: 12 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: -139: 0 -623 6 -155 476 -149 -141: 10 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.7 0.3 99.6 61.0 99.9 99.9: 0.1 0.1
Old : 100.0: 0.0 38.7 0.3 99.6 61.0 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 : 21: 0 9 1 4 8 5 17:
Old : 21: 0 9 1 4 8 5 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 : 99.6 62.2 99.9 86.8 99.6 62.2 99.6 86.8
Old : 99.6 62.2 99.9 86.8 99.6 62.2 99.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2013