WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 499,170: 111,877 148,105 137,097 217,707 159,668 466,681 444,870: 32,489 54,300
Old : 465,839: 104,818 145,061 123,990 207,442 148,052 436,249 417,102: 29,590 48,737
Other: 33,331: 15,031 11,016 5,136 10,265 11,616 30,432 27,768: 2,899 5,563
: : :
: : Changes in Commitments from: July 9, 2013 :
: -2,331: 3,359 -4,189 -1,791 -3,855 -1,304 -2,287 -7,284: -44 4,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 29.7 27.5 43.6 32.0 93.5 89.1: 6.5 10.9
Old : 100.0: 22.5 31.1 26.6 44.5 31.8 93.6 89.5: 6.4 10.5
Other: 100.0: 45.1 33.1 15.4 30.8 34.8 91.3 83.3: 8.7 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 117 149 143 93 118 287 344:
Old : 400: 119 149 139 92 115 281 339:
Other: 122: 18 34 24 21 57 59 100:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 9.4 25.4 17.2 13.4 8.2 22.2 14.4
Old : 15.2 9.5 26.2 17.4 13.7 8.8 22.9 15.4
Other: 60.6 33.8 74.7 45.8 52.9 21.3 60.6 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 1,686,068: 319,047 313,487 506,517 693,033 571,759 1,518,597 1,391,763: 167,472 294,305
Old : 516,131: 115,249 104,246 127,134 228,873 217,939 471,257 449,319: 44,874 66,813
Other: 1,169,937: 274,813 280,258 308,366 464,160 353,820 1,047,340 942,444: 122,597 227,493
: : :
: : Changes in Commitments from: July 9, 2013 :
: 8,926: -1,819 -11,840 8,908 7,593 4,505 14,682 1,573: -5,757 7,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.6 30.0 41.1 33.9 90.1 82.5: 9.9 17.5
Old : 100.0: 22.3 20.2 24.6 44.3 42.2 91.3 87.1: 8.7 12.9
Other: 100.0: 23.5 24.0 26.4 39.7 30.2 89.5 80.6: 10.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 191 221 275 298 313 642 670:
Old : 584: 145 134 125 183 217 396 410:
Other: 744: 180 202 222 263 298 565 610:
:----------------------------------------------------------------------------------------------------
: 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 18.2 14.7 7.6 5.5 14.1 9.7
Old : 15.6 14.9 25.2 22.1 13.8 14.0 22.4 19.4
Other: 12.2 10.5 20.1 17.1 10.5 7.6 16.4 13.1
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 8,392: 2,867 1,097 3,280 1,429 3,298 7,576 7,674: 816 717
Old : 7,992: 2,906 1,011 2,967 1,429 3,298 7,301 7,275: 691 717
Other: 400: 0 125 275 0 0 275 400: 125 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -104: 64 347 -70 -221 -313 -226 -35: 122 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 13.1 39.1 17.0 39.3 90.3 91.5: 9.7 8.5
Old : 100.0: 36.4 12.6 37.1 17.9 41.3 91.4 91.0: 8.6 9.0
Other: 100.0: 0.0 31.3 68.7 0.0 0.0 68.7 100.0: 31.3 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 9 10 6 8 16 23:
Old : 25: 6 9 10 6 8 16 23:
Other: 3: 0 3 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 : 65.7 36.3 80.7 58.9 33.4 23.2 40.3 35.4
Old : 67.9 37.8 83.1 60.3 35.5 24.4 42.8 37.1
Other: 68.7 100.0 68.7 100.0 0.0 31.3 0.0 31.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 9,406: 2,502 216 735 4,334 7,106 7,571 8,058: 1,835 1,348
Old : 9,404: 2,502 216 735 4,332 7,104 7,569 8,056: 1,835 1,348
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 194: -307 70 171 356 -231 220 9: -26 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 2.3 7.8 46.1 75.6 80.5 85.7: 19.5 14.3
Old : 100.0: 26.6 2.3 7.8 46.1 75.5 80.5 85.7: 19.5 14.3
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 : 38: 13 6 7 14 13 32 21:
Old : 38: 13 6 7 14 13 32 21:
Other: 2: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 44.1 51.7 59.3 67.2 41.9 45.6 51.9 58.6
Old : 44.1 51.7 59.3 67.2 41.9 45.6 51.9 58.6
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 752,912: 204,744 75,140 245,266 247,257 351,614 697,267 672,019: 55,645 80,892
Old : 81,382: 15,424 7,503 29,898 23,618 35,980 68,939 73,381: 12,443 8,001
Other: 671,530: 194,829 73,146 209,859 223,640 315,633 628,328 598,639: 43,202 72,891
: : :
: : Changes in Commitments from: July 9, 2013 :
: 11,537: 13,714 4,987 4,307 -5,554 9,981 12,467 19,275: -930 -7,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.0 32.6 32.8 46.7 92.6 89.3: 7.4 10.7
Old : 100.0: 19.0 9.2 36.7 29.0 44.2 84.7 90.2: 15.3 9.8
Other: 100.0: 29.0 10.9 31.3 33.3 47.0 93.6 89.1: 6.4 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 199 174 232 144 173 461 468:
Old : 309: 106 60 88 87 92 228 205:
Other: 550: 175 188 217 125 169 426 455:
:----------------------------------------------------------------------------------------------------
: 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 14.5 18.5 23.1 8.1 10.8 14.4 16.3
Old : 13.8 17.3 23.4 28.2 10.6 14.1 17.0 21.0
Other: 11.1 14.8 19.5 23.7 9.5 11.5 16.0 17.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 378,189: 73,142 110,368 70,365 202,862 156,154 346,370 336,887: 31,820 41,302
Old : 116,922: 18,884 21,511 16,002 76,245 68,132 111,130 105,644: 5,792 11,278
Other: 261,267: 70,239 104,837 38,383 126,617 88,022 235,239 231,243: 26,028 30,025
: : :
: : Changes in Commitments from: July 9, 2013 :
: 10,330: 2,127 -819 8,119 -17 1,972 10,229 9,273: 100 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 29.2 18.6 53.6 41.3 91.6 89.1: 8.4 10.9
Old : 100.0: 16.2 18.4 13.7 65.2 58.3 95.0 90.4: 5.0 9.6
Other: 100.0: 26.9 40.1 14.7 48.5 33.7 90.0 88.5: 10.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 63 100 86 79 73 194 222:
Old : 172: 42 51 35 52 61 113 128:
Other: 250: 64 100 63 67 52 168 181:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 16.5 28.1 26.2 13.7 11.2 21.0 18.0
Old : 47.9 25.2 57.1 35.5 46.0 25.0 53.9 33.8
Other: 13.6 19.3 23.3 29.9 12.6 17.4 22.1 26.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 727,198: 67,679 74,573 94,270 421,222 365,902 583,171 534,745: 144,027 192,453
Old : 727,198: 67,679 74,573 94,270 421,222 365,902 583,171 534,745: 144,027 192,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -3,562: 3,049 4,806 -3,260 6,168 -4,261 5,957 -2,714: -9,518 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 10.3 13.0 57.9 50.3 80.2 73.5: 19.8 26.5
Old : 100.0: 9.3 10.3 13.0 57.9 50.3 80.2 73.5: 19.8 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 : 176: 30 43 47 80 87 137 150:
Old : 176: 30 43 47 80 87 137 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 9.6 28.9 16.5 15.5 9.6 22.5 15.1
Old : 21.4 9.6 28.9 16.5 15.5 9.6 22.5 15.1
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 16, 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 : 377,796: 30,862 43,808 3,812 271,758 256,466 306,432 304,086: 71,364 73,710
Old : 377,796: 30,862 43,808 3,812 271,758 256,466 306,432 304,086: 71,364 73,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -641: 1,037 2,602 3 -5,534 -8,173 -4,494 -5,568: 3,853 4,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.6 1.0 71.9 67.9 81.1 80.5: 18.9 19.5
Old : 100.0: 8.2 11.6 1.0 71.9 67.9 81.1 80.5: 18.9 19.5
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 : 69: 7 7 4 39 40 48 49:
Old : 69: 7 7 4 39 40 48 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 : 31.6 32.0 46.9 46.3 27.2 32.0 39.9 46.2
Old : 31.6 32.0 46.9 46.3 27.2 32.0 39.9 46.2
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 16, 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 : 9,386: 1,375 428 467 6,894 8,258 8,736 9,153: 650 233
Old : 9,386: 1,375 428 467 6,894 8,258 8,736 9,153: 650 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -127: 155 -241 -8 -238 143 -91 -106: -36 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.6 5.0 73.4 88.0 93.1 97.5: 6.9 2.5
Old : 100.0: 14.6 4.6 5.0 73.4 88.0 93.1 97.5: 6.9 2.5
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 : 50: 13 5 8 23 28 40 38:
Old : 50: 13 5 8 23 28 40 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 : 51.0 49.4 63.9 69.3 30.4 31.4 38.3 40.8
Old : 51.0 49.4 63.9 69.3 30.4 31.4 38.3 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 16, 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 : 337,145: 91,377 39,738 56,392 134,509 210,421 282,278 306,551: 54,868 30,595
Old : 106,345: 23,856 6,300 15,906 47,317 74,813 87,079 97,019: 19,266 9,326
Other: 230,800: 80,036 45,954 27,970 87,193 135,608 195,199 209,531: 35,601 21,269
: : :
: : Changes in Commitments from: July 9, 2013 :
: 11,193: 2,997 -133 4,534 2,923 6,288 10,453 10,689: 740 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.8 16.7 39.9 62.4 83.7 90.9: 16.3 9.1
Old : 100.0: 22.4 5.9 15.0 44.5 70.3 81.9 91.2: 18.1 8.8
Other: 100.0: 34.7 19.9 12.1 37.8 58.8 84.6 90.8: 15.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 84 53 74 86 87 216 181:
Old : 185: 64 25 35 72 66 153 112:
Other: 236: 72 64 53 67 74 173 158:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 29.5 15.9 40.7 7.6 24.1 13.6 30.9
Old : 13.3 34.1 21.9 44.8 10.4 25.6 17.5 34.7
Other: 11.8 31.3 20.7 41.8 10.7 28.1 19.3 35.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 12,093: 1,671 4,035 980 6,887 5,527 9,537 10,542: 2,556 1,551
Old : 12,093: 1,671 4,035 980 6,887 5,527 9,537 10,542: 2,556 1,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 329: -35 156 69 216 149 250 375: 78 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 33.4 8.1 57.0 45.7 78.9 87.2: 21.1 12.8
Old : 100.0: 13.8 33.4 8.1 57.0 45.7 78.9 87.2: 21.1 12.8
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 : 60: 17 14 11 24 17 45 40:
Old : 60: 17 14 11 24 17 45 40:
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 : 30.0 48.1 43.4 61.6 30.0 46.5 43.0 57.1
Old : 30.0 48.1 43.4 61.6 30.0 46.5 43.0 57.1
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 16, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 915,619: 165,884 162,367 113,762 544,482 526,837 824,128 802,966: 91,491 112,653
Old : 915,619: 165,884 162,367 113,762 544,482 526,837 824,128 802,966: 91,491 112,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 24,129: 8,296 12,138 -3,763 19,116 17,700 23,649 26,076: 480 -1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.7 12.4 59.5 57.5 90.0 87.7: 10.0 12.3
Old : 100.0: 18.1 17.7 12.4 59.5 57.5 90.0 87.7: 10.0 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 : 203: 33 43 28 90 95 138 151:
Old : 203: 33 43 28 90 95 138 151:
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 : 24.9 23.5 38.2 35.6 20.5 22.3 31.0 29.2
Old : 24.9 23.5 38.2 35.6 20.5 22.3 31.0 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 16, 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 : 2,973,182: 290,529 313,162 437,596 1,986,771 1,762,397 2,714,896 2,513,154: 258,287 460,028
Old : 2,973,182: 290,529 313,162 437,596 1,986,771 1,762,397 2,714,896 2,513,154: 258,287 460,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -164,517: -230 -77,317 -33,207 -130,735 -67,009 -164,172 -177,533: -345 13,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.5 14.7 66.8 59.3 91.3 84.5: 8.7 15.5
Old : 100.0: 9.8 10.5 14.7 66.8 59.3 91.3 84.5: 8.7 15.5
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 : 322: 50 81 84 159 172 258 288:
Old : 322: 50 81 84 159 172 258 288:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 13.9 36.7 20.4 24.2 10.8 31.9 14.7
Old : 25.6 13.9 36.7 20.4 24.2 10.8 31.9 14.7
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 16, 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 : 2,060,989: 284,499 231,280 328,260 1,268,180 1,188,623 1,880,939 1,748,162: 180,050 312,827
Old : 2,060,989: 284,499 231,280 328,260 1,268,180 1,188,623 1,880,939 1,748,162: 180,050 312,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -5,630: 17,803 24,688 -20,378 -2,849 -9,818 -5,423 -5,508: -206 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.2 15.9 61.5 57.7 91.3 84.8: 8.7 15.2
Old : 100.0: 13.8 11.2 15.9 61.5 57.7 91.3 84.8: 8.7 15.2
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 : 232: 34 52 48 110 121 171 194:
Old : 232: 34 52 48 110 121 171 194:
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 : 21.2 18.5 34.4 28.0 18.7 17.2 29.2 22.8
Old : 21.2 18.5 34.4 28.0 18.7 17.2 29.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 306,676: 13,659 33,433 68,490 200,225 169,584 282,374 271,507: 24,302 35,169
Old : 306,676: 13,659 33,433 68,490 200,225 169,584 282,374 271,507: 24,302 35,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 4,146: -3,412 4,426 -3,814 6,641 556 -585 1,168: 4,731 2,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.9 22.3 65.3 55.3 92.1 88.5: 7.9 11.5
Old : 100.0: 4.5 10.9 22.3 65.3 55.3 92.1 88.5: 7.9 11.5
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 : 63: 11 13 18 30 32 51 54:
Old : 63: 11 13 18 30 32 51 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 : 40.4 29.3 54.3 46.6 25.6 21.0 32.7 26.4
Old : 40.4 29.3 54.3 46.6 25.6 21.0 32.7 26.4
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 16, 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 : 61,903: 22,785 3,367 1,408 29,126 50,356 53,319 55,131: 8,583 6,772
Old : 61,903: 22,785 3,367 1,408 29,126 50,356 53,319 55,131: 8,583 6,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 6,007: 990 -753 -17 4,143 6,915 5,116 6,145: 891 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 5.4 2.3 47.1 81.3 86.1 89.1: 13.9 10.9
Old : 100.0: 36.8 5.4 2.3 47.1 81.3 86.1 89.1: 13.9 10.9
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 : 100: 33 14 11 37 25 77 43:
Old : 100: 33 14 11 37 25 77 43:
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 : 24.4 46.7 39.2 64.6 24.4 46.4 39.2 64.3
Old : 24.4 46.7 39.2 64.6 24.4 46.4 39.2 64.3
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 16, 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 : 123,806: 45,570 6,734 2,817 58,252 100,712 106,639 110,262: 17,167 13,543
Old : 123,806: 45,570 6,734 2,817 58,252 100,712 106,639 110,262: 17,167 13,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 12,015: 1,980 -1,506 -35 8,287 13,830 10,232 12,289: 1,783 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 5.4 2.3 47.1 81.3 86.1 89.1: 13.9 10.9
Old : 100.0: 36.8 5.4 2.3 47.1 81.3 86.1 89.1: 13.9 10.9
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 : 100: 33 14 11 37 25 77 43:
Old : 100: 33 14 11 37 25 77 43:
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 : 24.4 46.7 39.2 64.6 24.4 46.4 39.2 64.3
Old : 24.4 46.7 39.2 64.6 24.4 46.4 39.2 64.3
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 16, 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 : 30,246: 4,093 11,577 96 26,043 18,566 30,232 30,239: 14 7
Old : 30,246: 4,093 11,577 96 26,043 18,566 30,232 30,239: 14 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: -31: -874 407 26 841 -413 -7 20: -24 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 38.3 0.3 86.1 61.4 100.0 100.0: 0.0 0.0
Old : 100.0: 13.5 38.3 0.3 86.1 61.4 100.0 100.0: 0.0 0.0
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 : 40: 5 14 2 9 12 15 27:
Old : 40: 5 14 2 9 12 15 27:
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 : 86.3 63.2 96.1 84.9 86.3 63.2 96.0 84.9
Old : 86.3 63.2 96.1 84.9 86.3 63.2 96.0 84.9
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 16, 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 : 11,742: 0 4,450 4 11,733 7,277 11,737 11,731: 5 11
Old : 11,742: 0 4,450 4 11,733 7,277 11,737 11,731: 5 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 2,462: 0 858 -20 2,489 1,620 2,469 2,458: -7 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 37.9 0.0 99.9 62.0 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 37.9 0.0 99.9 62.0 100.0 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 : 26: 0 14 1 3 9 4 23:
Old : 26: 0 14 1 3 9 4 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 : 100.0 57.0 100.0 82.4 99.9 57.0 99.9 82.4
Old : 100.0 57.0 100.0 82.4 99.9 57.0 99.9 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2013