WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 532,112: 123,548 167,982 147,730 224,574 160,722 495,852 476,433: 36,260 55,678
Old : 494,431: 117,055 166,927 130,276 214,246 148,019 461,576 445,222: 32,855 49,209
Other: 37,681: 17,629 12,190 6,318 10,328 12,703 34,275 31,211: 3,405 6,469
: : :
: : Changes in Commitments from: August 6, 2013 :
: 19,180: 2,334 1,046 11,453 4,392 3,721 18,179 16,220: 1,001 2,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 31.6 27.8 42.2 30.2 93.2 89.5: 6.8 10.5
Old : 100.0: 23.7 33.8 26.3 43.3 29.9 93.4 90.0: 6.6 10.0
Other: 100.0: 46.8 32.4 16.8 27.4 33.7 91.0 82.8: 9.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 107 175 150 100 112 296 359:
Old : 412: 111 171 141 98 111 288 351:
Other: 135: 26 39 27 29 57 73 109:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 9.5 23.6 17.5 12.2 8.1 20.1 14.1
Old : 14.8 9.6 24.0 17.7 13.0 8.7 21.1 15.0
Other: 51.5 30.5 63.0 41.6 42.8 20.2 50.4 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 1,934,066: 331,675 407,043 636,879 770,449 573,852 1,739,003 1,617,774: 195,064 316,293
Old : 392,254: 54,971 43,905 154,588 139,084 147,578 348,642 346,071: 43,612 46,183
Other: 1,541,812: 324,044 410,478 434,951 631,365 426,274 1,390,360 1,271,703: 151,452 270,109
: : :
: : Changes in Commitments from: August 6, 2013 :
: 82,426: 1,232 2,175 47,606 20,724 27,485 69,562 77,266: 12,864 5,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 21.0 32.9 39.8 29.7 89.9 83.6: 10.1 16.4
Old : 100.0: 14.0 11.2 39.4 35.5 37.6 88.9 88.2: 11.1 11.8
Other: 100.0: 21.0 26.6 28.2 40.9 27.6 90.2 82.5: 9.8 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 820: 199 236 273 331 328 678 700:
Old : 524: 121 107 96 181 180 353 332:
Other: 801: 189 235 240 302 315 621 667:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 9.3 16.8 15.8 6.5 5.6 12.2 10.4
Old : 15.8 15.8 26.4 25.4 8.6 6.8 12.4 10.7
Other: 10.4 9.6 17.4 16.6 8.1 7.4 14.5 12.6
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 12,982: 2,212 2,512 5,716 3,110 3,978 11,039 12,206: 1,943 776
Old : 12,541: 2,353 2,512 5,275 3,110 3,978 10,738 11,764: 1,803 776
Other: 441: 0 141 301 0 0 301 441: 141 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 911: -377 359 786 108 -124 517 1,020: 394 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.3 44.0 24.0 30.6 85.0 94.0: 15.0 6.0
Old : 100.0: 18.8 20.0 42.1 24.8 31.7 85.6 93.8: 14.4 6.2
Other: 100.0: 0.0 31.9 68.1 0.0 0.0 68.1 100.0: 31.9 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 9 9 5 6 14 22:
Old : 24: 7 9 9 5 6 14 22:
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 : 60.9 60.7 76.2 78.3 16.2 27.5 25.5 34.9
Old : 62.4 61.8 78.2 80.0 17.1 28.5 26.8 36.1
Other: 68.1 100.0 68.1 100.0 0.0 31.9 0.0 31.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 10,823: 2,337 1,338 1,183 5,665 6,163 9,185 8,684: 1,638 2,139
Old : 10,818: 2,337 1,338 1,183 5,662 6,158 9,182 8,679: 1,636 2,139
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -108: 13 -5 31 -349 -284 -304 -258: 197 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.4 10.9 52.3 56.9 84.9 80.2: 15.1 19.8
Old : 100.0: 21.6 12.4 10.9 52.3 56.9 84.9 80.2: 15.1 19.8
Other: 100.0: 0.0 0.0 0.0 60.0 100.0 60.0 100.0: 40.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 9 7 13 14 29 24:
Old : 38: 10 9 7 13 14 29 24:
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 : 42.9 38.6 60.9 54.0 38.7 34.8 48.4 47.2
Old : 42.9 38.6 60.9 54.0 38.7 34.8 48.5 47.2
Other: 60.0 100.0 60.0 100.0 20.0 60.0 20.0 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 759,301: 164,168 104,188 253,726 293,916 310,672 711,811 668,586: 47,490 90,714
Old : 741,793: 164,246 109,242 246,608 285,148 300,484 696,002 656,334: 45,791 85,459
Other: 17,507: 6,287 1,311 753 8,768 10,188 15,809 12,252: 1,699 5,255
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,140: 3,560 -10,690 -5,349 1,568 21,353 -221 5,313: 2,361 -3,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 13.7 33.4 38.7 40.9 93.7 88.1: 6.3 11.9
Old : 100.0: 22.1 14.7 33.2 38.4 40.5 93.8 88.5: 6.2 11.5
Other: 100.0: 35.9 7.5 4.3 50.1 58.2 90.3 70.0: 9.7 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 174 197 231 137 169 435 482:
Old : 565: 172 201 228 136 167 432 479:
Other: 145: 36 24 20 27 65 68 105:
:----------------------------------------------------------------------------------------------------
: 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 15.6 20.6 23.5 8.9 8.7 15.3 12.0
Old : 12.0 15.9 20.9 23.8 9.1 8.8 15.5 12.1
Other: 45.0 37.9 59.2 46.7 45.0 37.9 59.0 46.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 355,432: 68,816 116,630 77,583 173,758 119,562 320,157 313,775: 35,275 41,657
Old : 56,352: 13,352 11,805 9,225 29,987 27,855 52,564 48,885: 3,788 7,467
Other: 299,080: 65,598 114,960 58,224 143,771 91,707 267,593 264,890: 31,487 34,190
: : :
: : Changes in Commitments from: August 6, 2013 :
: -905: 431 -7,282 2,864 -5,437 5,597 -2,143 1,178: 1,238 -2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 32.8 21.8 48.9 33.6 90.1 88.3: 9.9 11.7
Old : 100.0: 23.7 20.9 16.4 53.2 49.4 93.3 86.7: 6.7 13.3
Other: 100.0: 21.9 38.4 19.5 48.1 30.7 89.5 88.6: 10.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 63 102 80 74 62 186 207:
Old : 128: 29 34 25 41 43 84 88:
Other: 256: 62 103 75 72 57 181 197:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 16.0 22.9 24.4 10.0 10.8 16.6 18.1
Old : 43.9 24.6 52.8 36.2 43.2 23.6 50.1 34.1
Other: 13.4 16.3 22.6 26.0 11.6 11.2 19.4 19.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 714,846: 72,967 77,870 70,534 422,677 362,297 566,178 510,701: 148,669 204,145
Old : 714,846: 72,967 77,870 70,534 422,677 362,297 566,178 510,701: 148,669 204,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 22,672: 3,712 183 6,056 10,229 9,642 19,996 15,881: 2,676 6,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.9 9.9 59.1 50.7 79.2 71.4: 20.8 28.6
Old : 100.0: 10.2 10.9 9.9 59.1 50.7 79.2 71.4: 20.8 28.6
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 : 167: 26 37 36 81 88 127 141:
Old : 167: 26 37 36 81 88 127 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 10.2 28.9 16.5 17.4 10.1 25.0 14.6
Old : 20.3 10.2 28.9 16.5 17.4 10.1 25.0 14.6
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, August 13, 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 : 385,910: 34,682 29,628 4,074 274,721 276,559 313,477 310,261: 72,433 75,649
Old : 385,910: 34,682 29,628 4,074 274,721 276,559 313,477 310,261: 72,433 75,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,558: 168 -15,607 -139 653 21,758 682 6,012: 876 -4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.7 1.1 71.2 71.7 81.2 80.4: 18.8 19.6
Old : 100.0: 9.0 7.7 1.1 71.2 71.7 81.2 80.4: 18.8 19.6
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 : 72: 6 7 4 41 41 49 50:
Old : 72: 6 7 4 41 41 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 33.4 46.3 46.9 27.5 33.4 41.3 46.7
Old : 30.6 33.4 46.3 46.9 27.5 33.4 41.3 46.7
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, August 13, 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 : 8,439: 1,670 441 234 6,067 7,453 7,971 8,128: 468 311
Old : 8,439: 1,670 441 234 6,067 7,453 7,971 8,128: 468 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 321: 113 56 -11 209 239 311 284: 10 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.2 2.8 71.9 88.3 94.5 96.3: 5.5 3.7
Old : 100.0: 19.8 5.2 2.8 71.9 88.3 94.5 96.3: 5.5 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 : 48: 12 6 5 22 25 38 33:
Old : 48: 12 6 5 22 25 38 33:
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 : 46.1 56.9 63.3 71.5 29.5 42.3 41.8 51.1
Old : 46.1 56.9 63.3 71.5 29.5 42.3 41.8 51.1
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, August 13, 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 : 303,192: 82,691 54,360 48,922 129,435 171,050 261,048 274,332: 42,145 28,861
Old : 52,132: 15,789 5,845 6,182 23,088 35,928 45,059 47,956: 7,073 4,176
Other: 251,060: 71,054 52,666 38,587 106,347 135,122 215,989 226,376: 35,072 24,685
: : :
: : Changes in Commitments from: August 6, 2013 :
: 5,019: 3,337 -3,115 -1,192 1,857 9,615 4,003 5,308: 1,017 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.9 16.1 42.7 56.4 86.1 90.5: 13.9 9.5
Old : 100.0: 30.3 11.2 11.9 44.3 68.9 86.4 92.0: 13.6 8.0
Other: 100.0: 28.3 21.0 15.4 42.4 53.8 86.0 90.2: 14.0 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 73 69 65 82 88 193 191:
Old : 150: 45 21 28 56 56 110 96:
Other: 247: 64 78 58 75 81 178 180:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 26.3 16.2 36.7 8.8 22.5 15.6 29.6
Old : 19.8 40.8 33.1 51.0 18.9 36.6 30.9 45.6
Other: 10.5 24.2 19.0 35.5 10.5 20.6 18.3 28.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 12,041: 1,633 3,151 1,081 7,069 6,003 9,783 10,235: 2,258 1,806
Old : 12,041: 1,633 3,151 1,081 7,069 6,003 9,783 10,235: 2,258 1,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 837: -24 494 94 582 -224 652 364: 185 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 26.2 9.0 58.7 49.9 81.2 85.0: 18.8 15.0
Old : 100.0: 13.6 26.2 9.0 58.7 49.9 81.2 85.0: 18.8 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 : 58: 13 13 9 26 19 45 38:
Old : 58: 13 13 9 26 19 45 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 : 31.4 46.2 45.2 58.6 31.3 44.4 44.9 53.4
Old : 31.4 46.2 45.2 58.6 31.3 44.4 44.9 53.4
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, August 13, 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 : 966,706: 191,616 146,436 98,506 571,359 618,360 861,482 863,302: 105,225 103,404
Old : 966,706: 191,616 146,436 98,506 571,359 618,360 861,482 863,302: 105,225 103,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 8,912: -1,967 1,889 1,121 9,181 267 8,335 3,277: 577 5,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 15.1 10.2 59.1 64.0 89.1 89.3: 10.9 10.7
Old : 100.0: 19.8 15.1 10.2 59.1 64.0 89.1 89.3: 10.9 10.7
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 : 205: 46 31 29 86 101 141 152:
Old : 205: 46 31 29 86 101 141 152:
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 : 21.7 29.1 34.6 39.3 19.1 27.5 28.4 34.2
Old : 21.7 29.1 34.6 39.3 19.1 27.5 28.4 34.2
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, August 13, 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 : 3,113,570: 240,527 334,156 363,029 2,266,448 1,940,220 2,870,004 2,637,405: 243,566 476,165
Old : 3,113,570: 240,527 334,156 363,029 2,266,448 1,940,220 2,870,004 2,637,405: 243,566 476,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 82,527: -50,190 6,323 26,118 122,826 41,674 98,754 74,115: -16,227 8,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 10.7 11.7 72.8 62.3 92.2 84.7: 7.8 15.3
Old : 100.0: 7.7 10.7 11.7 72.8 62.3 92.2 84.7: 7.8 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 54 73 80 166 183 262 294:
Old : 331: 54 73 80 166 183 262 294:
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 : 30.5 15.5 40.8 22.3 28.4 11.2 36.0 16.0
Old : 30.5 15.5 40.8 22.3 28.4 11.2 36.0 16.0
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, August 13, 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 : 2,050,990: 270,364 239,032 291,592 1,311,994 1,191,953 1,873,950 1,722,577: 177,040 328,414
Old : 2,050,990: 270,364 239,032 291,592 1,311,994 1,191,953 1,873,950 1,722,577: 177,040 328,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 33,601: 13,913 -9,516 15,628 15,896 1,546 45,437 7,658: -11,836 25,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.7 14.2 64.0 58.1 91.4 84.0: 8.6 16.0
Old : 100.0: 13.2 11.7 14.2 64.0 58.1 91.4 84.0: 8.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 33 56 46 102 117 164 190:
Old : 231: 33 56 46 102 117 164 190:
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 : 21.1 19.2 33.3 28.6 18.7 17.7 29.6 23.9
Old : 21.1 19.2 33.3 28.6 18.7 17.7 29.6 23.9
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, August 13, 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 : 283,599: 16,086 32,462 63,370 171,428 145,487 250,884 241,319: 32,715 42,280
Old : 283,599: 16,086 32,462 63,370 171,428 145,487 250,884 241,319: 32,715 42,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 10,356: 3,275 1,419 -17 5,481 9,533 8,739 10,935: 1,617 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.4 22.3 60.4 51.3 88.5 85.1: 11.5 14.9
Old : 100.0: 5.7 11.4 22.3 60.4 51.3 88.5 85.1: 11.5 14.9
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 : 56: 7 15 15 27 28 47 46:
Old : 56: 7 15 15 27 28 47 46:
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 : 37.8 32.6 53.7 48.4 23.4 19.8 31.4 26.3
Old : 37.8 32.6 53.7 48.4 23.4 19.8 31.4 26.3
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, August 13, 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 : 66,356: 24,840 3,070 1,657 29,390 54,544 55,887 59,271: 10,469 7,085
Old : 66,356: 24,840 3,070 1,657 29,390 54,544 55,887 59,271: 10,469 7,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,466: 2,651 -420 45 -1,976 3,335 720 2,960: 1,746 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 4.6 2.5 44.3 82.2 84.2 89.3: 15.8 10.7
Old : 100.0: 37.4 4.6 2.5 44.3 82.2 84.2 89.3: 15.8 10.7
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 : 100: 38 12 12 35 24 80 41:
Old : 100: 38 12 12 35 24 80 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 42.1 34.5 64.8 20.6 41.8 34.5 64.5
Old : 20.6 42.1 34.5 64.8 20.6 41.8 34.5 64.5
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, August 13, 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 : 132,713: 49,679 6,140 3,314 58,780 109,089 111,774 118,542: 20,939 14,170
Old : 132,713: 49,679 6,140 3,314 58,780 109,089 111,774 118,542: 20,939 14,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 4,933: 5,303 -840 90 -3,953 6,671 1,440 5,921: 3,493 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 4.6 2.5 44.3 82.2 84.2 89.3: 15.8 10.7
Old : 100.0: 37.4 4.6 2.5 44.3 82.2 84.2 89.3: 15.8 10.7
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 : 100: 38 12 12 35 24 80 41:
Old : 100: 38 12 12 35 24 80 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 42.1 34.5 64.8 20.6 41.8 34.5 64.5
Old : 20.6 42.1 34.5 64.8 20.6 41.8 34.5 64.5
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, August 13, 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 : 6,615: 4,412 5,337 1,268 903 0 6,583 6,605: 32 10
Old : 6,615: 4,412 5,337 1,268 903 0 6,583 6,605: 32 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 8: 187 222 -208 48 0 27 14: -19 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 80.7 19.2 13.7 0.0 99.5 99.8: 0.5 0.2
Old : 100.0: 66.7 80.7 19.2 13.7 0.0 99.5 99.8: 0.5 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 : 21: 11 8 3 2 0 15 9:
Old : 21: 11 8 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 : 58.6 85.5 85.4 99.5 56.4 73.8 73.2 80.7
Old : 58.6 85.5 85.4 99.5 56.4 73.8 73.2 80.7
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, August 13, 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 : 34,358: 2,025 15,866 31 32,253 18,398 34,309 34,295: 49 63
Old : 34,358: 2,025 15,866 31 32,253 18,398 34,309 34,295: 49 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,625: -544 332 -2 2,181 1,305 1,635 1,635: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 46.2 0.1 93.9 53.5 99.9 99.8: 0.1 0.2
Old : 100.0: 5.9 46.2 0.1 93.9 53.5 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 : 34: 5 11 2 8 10 13 23:
Old : 34: 5 11 2 8 10 13 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.9 61.6 98.6 85.1 93.9 61.6 98.6 85.1
Old : 93.9 61.6 98.6 85.1 93.9 61.6 98.6 85.1
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, August 13, 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 : 17,448: 278 10,410 0 17,080 6,983 17,358 17,393: 90 55
Old : 17,448: 278 10,410 0 17,080 6,983 17,358 17,393: 90 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 67: -113 40 -12 112 19 -13 47: 80 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 59.7 0.0 97.9 40.0 99.5 99.7: 0.5 0.3
Old : 100.0: 1.6 59.7 0.0 97.9 40.0 99.5 99.7: 0.5 0.3
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 : 24: 1 11 0 5 7 6 18:
Old : 24: 1 11 0 5 7 6 18:
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 : 97.4 81.0 99.5 92.7 97.4 81.0 99.5 92.7
Old : 97.4 81.0 99.5 92.7 97.4 81.0 99.5 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2013