WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 503,559: 115,659 159,975 137,067 215,811 152,158 468,538 449,200: 35,021 54,359
Old : 470,842: 109,876 159,030 122,136 206,779 141,033 438,791 422,200: 32,051 48,643
Other: 32,717: 15,868 11,030 4,846 9,032 11,124 29,746 27,000: 2,970 5,716
: : :
: : Changes in Commitments from: July 23, 2013 :
: -3,146: 5,547 -1,217 -4,693 -5,316 2,789 -4,463 -3,121: 1,317 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 31.8 27.2 42.9 30.2 93.0 89.2: 7.0 10.8
Old : 100.0: 23.3 33.8 25.9 43.9 30.0 93.2 89.7: 6.8 10.3
Other: 100.0: 48.5 33.7 14.8 27.6 34.0 90.9 82.5: 9.1 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 98 153 143 98 114 283 339:
Old : 391: 99 153 139 97 112 278 334:
Other: 127: 18 38 25 26 61 64 107:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 9.7 24.5 18.4 12.7 8.7 21.5 15.1
Old : 14.9 10.1 25.0 18.8 13.4 9.3 22.1 16.0
Other: 60.3 31.8 71.7 43.1 50.8 20.3 59.3 29.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 1,787,673: 314,434 382,317 552,771 740,195 554,625 1,607,400 1,489,714: 180,274 297,959
Old : 491,083: 97,393 98,998 132,283 216,131 200,621 445,807 431,902: 45,276 59,181
Other: 1,296,590: 274,910 341,188 362,619 524,063 354,004 1,161,592 1,057,811: 134,998 238,779
: : :
: : Changes in Commitments from: July 23, 2013 :
: -10,183: -8,086 17,639 -10,346 7,460 -15,130 -10,972 -7,838: 789 -2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.4 30.9 41.4 31.0 89.9 83.3: 10.1 16.7
Old : 100.0: 19.8 20.2 26.9 44.0 40.9 90.8 87.9: 9.2 12.1
Other: 100.0: 21.2 26.3 28.0 40.4 27.3 89.6 81.6: 10.4 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 197 236 273 303 316 653 686:
Old : 579: 133 143 121 177 209 381 403:
Other: 775: 195 214 227 278 298 594 627:
:----------------------------------------------------------------------------------------------------
: 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 9.4 17.5 15.3 7.2 5.7 13.4 10.3
Old : 18.2 17.4 27.8 25.6 12.9 15.0 22.1 20.1
Other: 11.0 9.8 18.4 16.6 9.3 7.3 14.8 12.2
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,876: 2,545 1,813 4,506 2,526 3,685 9,577 10,005: 1,298 871
Old : 10,483: 2,669 1,813 4,113 2,526 3,685 9,308 9,612: 1,175 871
Other: 393: 0 124 270 0 0 270 393: 124 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,342: -723 591 1,471 1,242 168 1,991 2,230: 351 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 16.7 41.4 23.2 33.9 88.1 92.0: 11.9 8.0
Old : 100.0: 25.5 17.3 39.2 24.1 35.2 88.8 91.7: 11.2 8.3
Other: 100.0: 0.0 31.4 68.6 0.0 0.0 68.6 100.0: 31.4 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 8 8 7 9 15 24:
Old : 25: 7 8 7 7 9 15 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 : 64.1 53.7 78.3 69.4 25.8 25.9 30.5 33.3
Old : 65.8 54.6 80.4 70.9 27.2 26.9 32.6 34.6
Other: 68.6 100.0 68.6 100.0 0.0 31.4 0.0 31.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,320: 2,117 906 1,289 5,224 6,272 8,629 8,466: 1,690 1,853
Old : 10,318: 2,117 906 1,289 5,222 6,270 8,627 8,464: 1,690 1,853
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 154: -354 535 262 389 -819 296 -22: -142 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 8.8 12.5 50.6 60.8 83.6 82.0: 16.4 18.0
Old : 100.0: 20.5 8.8 12.5 50.6 60.8 83.6 82.0: 16.4 18.0
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: 9 10 8 15 13 30 25:
Old : 38: 9 10 8 15 13 30 25:
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 : 43.0 42.9 60.9 59.3 41.0 38.8 50.3 49.6
Old : 43.0 42.9 60.9 59.3 41.0 38.8 50.3 49.6
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 30, 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 : 729,592: 174,696 97,303 242,370 267,266 303,641 684,331 643,313: 45,260 86,278
Old : 7,015: 835 695 0 3,923 4,937 4,758 5,632: 2,257 1,383
Other: 722,577: 175,039 97,786 241,191 263,343 298,704 679,573 637,681: 43,003 84,895
: : :
: : Changes in Commitments from: July 23, 2013 :
: -41,006: -33,386 2,253 -13,145 13,742 -32,622 -32,789 -43,514: -8,217 2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 13.3 33.2 36.6 41.6 93.8 88.2: 6.2 11.8
Old : 100.0: 11.9 9.9 0.0 55.9 70.4 67.8 80.3: 32.2 19.7
Other: 100.0: 24.2 13.5 33.4 36.4 41.3 94.0 88.3: 6.0 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 164 199 223 131 170 425 466:
Old : 74: 17 5 0 24 28 41 33:
Other: 546: 164 200 221 125 168 417 464:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 14.4 21.1 23.1 8.9 8.2 15.5 12.4
Old : 39.7 53.9 50.5 64.7 39.7 53.9 50.5 64.7
Other: 11.9 14.2 21.3 23.0 9.0 7.9 15.7 12.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 366,575: 70,714 112,360 75,741 186,693 131,717 333,147 319,817: 33,428 46,757
Old : 85,700: 16,114 14,434 12,518 50,037 47,934 78,669 74,886: 7,031 10,813
Other: 280,875: 68,182 111,508 49,641 136,655 83,783 254,478 244,931: 26,397 35,944
: : :
: : Changes in Commitments from: July 23, 2013 :
: -16,001: -977 -5,795 1,286 -15,511 -13,530 -15,203 -18,039: -798 2,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 30.7 20.7 50.9 35.9 90.9 87.2: 9.1 12.8
Old : 100.0: 18.8 16.8 14.6 58.4 55.9 91.8 87.4: 8.2 12.6
Other: 100.0: 24.3 39.7 17.7 48.7 29.8 90.6 87.2: 9.4 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 66 95 89 76 60 198 214:
Old : 150: 42 30 33 41 47 96 106:
Other: 253: 62 102 71 66 50 173 189:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 16.3 27.0 25.7 13.1 12.0 20.3 19.2
Old : 51.8 25.6 58.1 37.4 49.9 24.4 55.0 35.6
Other: 13.3 16.4 23.2 27.3 12.2 12.9 21.2 21.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 670,866: 61,757 75,497 63,289 398,875 342,870 523,921 481,655: 146,945 189,211
Old : 670,866: 61,757 75,497 63,289 398,875 342,870 523,921 481,655: 146,945 189,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -38,384: -2,235 -6,452 -24,247 -16,685 -7,729 -43,166 -38,427: 4,782 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.3 9.4 59.5 51.1 78.1 71.8: 21.9 28.2
Old : 100.0: 9.2 11.3 9.4 59.5 51.1 78.1 71.8: 21.9 28.2
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 : 160: 22 42 40 76 78 125 133:
Old : 160: 22 42 40 76 78 125 133:
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 : 21.5 11.1 30.2 18.2 17.4 10.8 24.2 16.1
Old : 21.5 11.1 30.2 18.2 17.4 10.8 24.2 16.1
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 30, 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 : 376,661: 28,804 42,355 3,856 275,171 257,341 307,831 303,552: 68,830 73,110
Old : 376,661: 28,804 42,355 3,856 275,171 257,341 307,831 303,552: 68,830 73,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -826: 604 -1,252 30 -1,744 3,453 -1,110 2,231: 284 -3,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.2 1.0 73.1 68.3 81.7 80.6: 18.3 19.4
Old : 100.0: 7.6 11.2 1.0 73.1 68.3 81.7 80.6: 18.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 6 5 5 39 40 48 47:
Old : 68: 6 5 5 39 40 48 47:
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 : 31.9 33.0 46.9 48.8 28.6 33.0 41.8 48.8
Old : 31.9 33.0 46.9 48.8 28.6 33.0 41.8 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 8,413: 1,484 355 231 6,216 7,513 7,931 8,099: 482 314
Old : 8,413: 1,484 355 231 6,216 7,513 7,931 8,099: 482 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -705: -186 13 -158 -336 -605 -680 -750: -25 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 4.2 2.7 73.9 89.3 94.3 96.3: 5.7 3.7
Old : 100.0: 17.6 4.2 2.7 73.9 89.3 94.3 96.3: 5.7 3.7
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 : 43: 12 5 5 21 23 36 30:
Old : 43: 12 5 5 21 23 36 30:
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 : 52.5 54.7 68.3 71.6 32.0 37.2 40.5 46.0
Old : 52.5 54.7 68.3 71.6 32.0 37.2 40.5 46.0
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 30, 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 : 303,012: 81,669 48,855 49,593 129,211 175,580 260,472 274,028: 42,540 28,984
Old : 65,591: 17,169 5,393 9,769 29,564 44,407 56,502 59,568: 9,089 6,022
Other: 237,421: 71,200 50,162 33,124 99,647 131,173 203,971 214,459: 33,450 22,962
: : :
: : Changes in Commitments from: July 23, 2013 :
: -29,418: -5,240 5,341 -9,873 -3,765 -22,116 -18,877 -26,647: -10,540 -2,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.1 16.4 42.6 57.9 86.0 90.4: 14.0 9.6
Old : 100.0: 26.2 8.2 14.9 45.1 67.7 86.1 90.8: 13.9 9.2
Other: 100.0: 30.0 21.1 14.0 42.0 55.2 85.9 90.3: 14.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 76 62 66 81 87 193 183:
Old : 155: 38 30 32 59 57 116 100:
Other: 236: 72 62 56 73 78 176 166:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 28.3 17.8 38.6 8.7 24.9 15.5 30.3
Old : 17.5 40.1 29.2 48.4 17.0 38.1 27.8 44.8
Other: 11.4 25.6 20.5 36.7 10.9 22.2 19.2 29.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 11,504: 1,490 2,952 891 6,712 6,055 9,093 9,899: 2,411 1,605
Old : 11,504: 1,490 2,952 891 6,712 6,055 9,093 9,899: 2,411 1,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -458: -135 -1,034 124 -178 279 -189 -631: -269 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 25.7 7.7 58.3 52.6 79.0 86.0: 21.0 14.0
Old : 100.0: 12.9 25.7 7.7 58.3 52.6 79.0 86.0: 21.0 14.0
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 : 56: 14 11 9 23 17 40 37:
Old : 56: 14 11 9 23 17 40 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 : 30.7 49.4 44.5 59.5 30.7 44.4 43.9 54.1
Old : 30.7 49.4 44.5 59.5 30.7 44.4 43.9 54.1
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 30, 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 : 945,214: 207,068 163,965 90,212 544,769 603,491 842,050 857,668: 103,165 87,546
Old : 945,214: 207,068 163,965 90,212 544,769 603,491 842,050 857,668: 103,165 87,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 3,002: 6,345 -6,848 -16,982 17,060 45,111 6,423 21,281: -3,421 -18,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.3 9.5 57.6 63.8 89.1 90.7: 10.9 9.3
Old : 100.0: 21.9 17.3 9.5 57.6 63.8 89.1 90.7: 10.9 9.3
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 : 206: 35 39 24 88 99 136 149:
Old : 206: 35 39 24 88 99 136 149:
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 27.8 34.8 38.5 18.5 26.5 29.4 34.1
Old : 22.4 27.8 34.8 38.5 18.5 26.5 29.4 34.1
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 30, 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 : 2,966,685: 302,781 307,668 339,410 2,063,915 1,847,914 2,706,106 2,494,991: 260,579 471,694
Old : 2,966,685: 302,781 307,668 339,410 2,063,915 1,847,914 2,706,106 2,494,991: 260,579 471,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -71,352: 36,595 -22,936 -80,407 -32,404 36,013 -76,216 -67,330: 4,864 -4,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.4 11.4 69.6 62.3 91.2 84.1: 8.8 15.9
Old : 100.0: 10.2 10.4 11.4 69.6 62.3 91.2 84.1: 8.8 15.9
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 : 312: 52 68 72 154 171 244 273:
Old : 312: 52 68 72 154 171 244 273:
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 : 28.2 14.0 40.5 21.2 26.9 11.1 35.2 15.5
Old : 28.2 14.0 40.5 21.2 26.9 11.1 35.2 15.5
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 30, 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 : 2,016,772: 250,345 223,907 286,474 1,288,340 1,204,796 1,825,158 1,715,177: 191,614 301,595
Old : 2,016,772: 250,345 223,907 286,474 1,288,340 1,204,796 1,825,158 1,715,177: 191,614 301,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -22,081: -12,001 -8,549 -13,746 15,050 18,694 -10,697 -3,601: -11,383 -18,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.1 14.2 63.9 59.7 90.5 85.0: 9.5 15.0
Old : 100.0: 12.4 11.1 14.2 63.9 59.7 90.5 85.0: 9.5 15.0
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 : 226: 28 54 44 107 119 165 187:
Old : 226: 28 54 44 107 119 165 187:
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 : 21.6 20.3 34.2 30.0 19.1 18.7 28.7 24.6
Old : 21.6 20.3 34.2 30.0 19.1 18.7 28.7 24.6
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 30, 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 : 311,012: 19,128 34,076 69,374 199,165 171,128 287,667 274,578: 23,345 36,434
Old : 311,012: 19,128 34,076 69,374 199,165 171,128 287,667 274,578: 23,345 36,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,752: 2,542 751 2,702 229 922 5,472 4,375: -3,720 -2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 11.0 22.3 64.0 55.0 92.5 88.3: 7.5 11.7
Old : 100.0: 6.2 11.0 22.3 64.0 55.0 92.5 88.3: 7.5 11.7
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 : 65: 11 16 18 29 33 52 56:
Old : 65: 11 16 18 29 33 52 56:
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 : 38.8 30.8 53.9 46.6 25.8 20.9 33.2 26.4
Old : 38.8 30.8 53.9 46.6 25.8 20.9 33.2 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 30, 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 : 63,662: 23,628 2,886 1,468 30,069 51,637 55,165 55,990: 8,498 7,672
Old : 63,662: 23,628 2,886 1,468 30,069 51,637 55,165 55,990: 8,498 7,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,343: 1,029 -183 170 510 676 1,709 663: -366 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 4.5 2.3 47.2 81.1 86.7 87.9: 13.3 12.1
Old : 100.0: 37.1 4.5 2.3 47.2 81.1 86.7 87.9: 13.3 12.1
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 : 107: 39 14 12 38 25 84 44:
Old : 107: 39 14 12 38 25 84 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 45.4 36.6 63.7 22.3 45.1 36.6 63.4
Old : 22.3 45.4 36.6 63.7 22.3 45.1 36.6 63.4
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 30, 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 : 127,325: 47,256 5,771 2,935 60,138 103,274 110,329 111,980: 16,996 15,345
Old : 127,325: 47,256 5,771 2,935 60,138 103,274 110,329 111,980: 16,996 15,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,686: 2,058 -366 341 1,020 1,351 3,419 1,326: -732 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 4.5 2.3 47.2 81.1 86.7 87.9: 13.3 12.1
Old : 100.0: 37.1 4.5 2.3 47.2 81.1 86.7 87.9: 13.3 12.1
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 : 107: 39 14 12 38 25 84 44:
Old : 107: 39 14 12 38 25 84 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 45.4 36.6 63.7 22.3 45.1 36.6 63.4
Old : 22.3 45.4 36.6 63.7 22.3 45.1 36.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,687: 3,979 5,050 1,602 881 0 6,462 6,652: 225 35
Old : 6,687: 3,979 5,050 1,602 881 0 6,462 6,652: 225 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 246: 257 91 142 -5 0 394 233: -148 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 75.5 24.0 13.2 0.0 96.6 99.5: 3.4 0.5
Old : 100.0: 59.5 75.5 24.0 13.2 0.0 96.6 99.5: 3.4 0.5
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 : 21: 12 7 3 2 0 15 9:
Old : 21: 12 7 3 2 0 15 9:
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 : 56.4 87.2 83.3 98.8 49.1 71.3 64.6 75.5
Old : 56.4 87.2 83.3 98.8 49.1 71.3 64.6 75.5
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 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,589: 2,533 14,828 49 26,974 14,680 29,556 29,557: 33 32
Old : 29,589: 2,533 14,828 49 26,974 14,680 29,556 29,557: 33 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,521: 424 2,459 -55 2,133 117 2,502 2,521: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 50.1 0.2 91.2 49.6 99.9 99.9: 0.1 0.1
Old : 100.0: 8.6 50.1 0.2 91.2 49.6 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 : 37: 5 12 2 8 12 13 26:
Old : 37: 5 12 2 8 12 13 26:
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 : 92.3 61.4 98.5 85.4 92.3 61.4 98.5 85.4
Old : 92.3 61.4 98.5 85.4 92.3 61.4 98.5 85.4
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 30, 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 : 15,548: 0 6,042 4 15,528 9,480 15,532 15,526: 16 22
Old : 15,548: 0 6,042 4 15,528 9,480 15,532 15,526: 16 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,957: -38 1,052 0 1,985 920 1,947 1,972: 10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.9 0.0 99.9 61.0 99.9 99.9: 0.1 0.1
Old : 100.0: 0.0 38.9 0.0 99.9 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 : 26: 0 15 1 5 6 6 21:
Old : 26: 0 15 1 5 6 6 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.8 70.2 99.9 89.2 98.8 70.2 99.9 89.2
Old : 98.8 70.2 99.9 89.2 98.8 70.2 99.9 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013