WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 517,110: 119,262 166,783 139,775 223,460 157,817 482,496 464,375: 34,614 52,735
Old : 478,149: 112,163 164,902 121,877 212,915 144,807 446,955 431,586: 31,194 46,563
Other: 38,961: 18,058 12,840 6,938 10,544 13,010 35,541 32,789: 3,420 6,172
: : :
: : Changes in Commitments from: August 13, 2013 :
: -15,002: -4,287 -1,199 -7,955 -1,114 -2,905 -13,356 -12,059: -1,646 -2,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 32.3 27.0 43.2 30.5 93.3 89.8: 6.7 10.2
Old : 100.0: 23.5 34.5 25.5 44.5 30.3 93.5 90.3: 6.5 9.7
Other: 100.0: 46.4 33.0 17.8 27.1 33.4 91.2 84.2: 8.8 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 99 172 144 101 106 292 341:
Old : 400: 102 168 134 100 104 285 331:
Other: 132: 23 40 26 30 56 71 107:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 10.2 24.8 18.4 12.8 8.3 21.2 14.7
Old : 15.6 10.0 25.7 18.5 13.6 9.0 22.4 15.8
Other: 50.6 31.2 62.8 42.2 41.7 19.4 49.2 28.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 1,871,279: 307,613 353,439 612,217 766,186 612,716 1,686,016 1,578,373: 185,263 292,906
Old : 321,094: 38,022 31,449 119,266 125,062 134,958 282,350 285,672: 38,743 35,421
Other: 1,550,185: 306,348 358,748 456,194 641,124 477,759 1,403,665 1,292,701: 146,520 257,485
: : :
: : Changes in Commitments from: August 13, 2013 :
: -62,788: -24,063 -53,603 -24,661 -4,263 38,864 -52,987 -39,401: -9,801 -23,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.9 32.7 40.9 32.7 90.1 84.3: 9.9 15.7
Old : 100.0: 11.8 9.8 37.1 38.9 42.0 87.9 89.0: 12.1 11.0
Other: 100.0: 19.8 23.1 29.4 41.4 30.8 90.5 83.4: 9.5 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 195 225 266 332 328 676 680:
Old : 489: 111 86 92 182 177 336 312:
Other: 788: 179 230 240 299 317 618 656:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 9.8 17.9 16.2 7.3 6.2 13.4 10.1
Old : 15.5 16.9 25.8 26.9 8.0 6.9 11.7 11.3
Other: 10.9 9.8 18.4 16.4 8.7 6.8 15.5 11.4
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 11,235: 1,499 3,555 4,762 3,238 2,164 9,500 10,481: 1,736 754
Old : 10,829: 1,608 3,536 4,375 3,238 2,164 9,221 10,075: 1,608 754
Other: 407: 0 128 279 0 0 279 407: 128 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -1,747: -713 1,043 -954 128 -1,814 -1,539 -1,725: -208 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 31.6 42.4 28.8 19.3 84.6 93.3: 15.4 6.7
Old : 100.0: 14.8 32.7 40.4 29.9 20.0 85.2 93.0: 14.8 7.0
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 : 24: 5 10 8 6 7 15 21:
Old : 24: 5 10 8 6 7 15 21:
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 : 58.7 66.3 75.8 81.8 17.4 27.7 23.0 31.7
Old : 60.2 67.6 77.9 83.7 18.4 28.7 24.5 32.9
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, August 20, 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 : 10,399: 2,550 1,359 1,049 5,251 6,110 8,850 8,518: 1,549 1,881
Old : 10,394: 2,550 1,359 1,049 5,248 6,105 8,847 8,513: 1,547 1,881
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -424: 213 21 -134 -414 -53 -336 -166: -88 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.1 10.1 50.5 58.8 85.1 81.9: 14.9 18.1
Old : 100.0: 24.5 13.1 10.1 50.5 58.7 85.1 81.9: 14.9 18.1
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 : 41: 15 7 7 15 14 33 25:
Old : 41: 15 7 7 15 14 33 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 : 40.7 40.4 59.2 55.5 39.0 36.9 49.1 50.3
Old : 40.7 40.5 59.2 55.5 39.0 37.0 49.2 50.3
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 20, 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 : 800,696: 190,190 81,324 268,584 291,716 370,419 750,491 720,327: 50,205 80,369
Old : 781,998: 189,478 86,200 260,890 283,091 359,433 733,459 706,523: 48,540 75,476
Other: 18,698: 7,536 1,947 871 8,625 10,986 17,032 13,805: 1,666 4,893
: : :
: : Changes in Commitments from: August 13, 2013 :
: 41,395: 26,022 -22,864 14,858 -2,200 59,747 38,680 51,741: 2,715 -10,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 10.2 33.5 36.4 46.3 93.7 90.0: 6.3 10.0
Old : 100.0: 24.2 11.0 33.4 36.2 46.0 93.8 90.3: 6.2 9.7
Other: 100.0: 40.3 10.4 4.7 46.1 58.8 91.1 73.8: 8.9 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 588: 186 195 246 143 183 467 494:
Old : 588: 184 200 242 142 183 464 492:
Other: 161: 36 33 22 32 70 78 115:
:----------------------------------------------------------------------------------------------------
: 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 16.2 18.7 23.9 8.0 10.4 14.2 14.5
Old : 10.5 16.4 18.9 24.2 8.2 10.6 14.5 14.8
Other: 41.3 37.4 54.3 48.0 41.3 37.4 54.1 48.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 340,979: 69,357 104,308 76,862 160,553 118,875 306,771 300,044: 34,208 40,935
Old : 43,016: 10,836 7,012 9,101 19,562 21,858 39,499 37,971: 3,517 5,046
Other: 297,963: 65,774 104,550 60,507 140,990 97,017 267,272 262,074: 30,691 35,889
: : :
: : Changes in Commitments from: August 13, 2013 :
: -14,453: 541 -12,322 -721 -13,205 -687 -13,386 -13,731: -1,067 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 30.6 22.5 47.1 34.9 90.0 88.0: 10.0 12.0
Old : 100.0: 25.2 16.3 21.2 45.5 50.8 91.8 88.3: 8.2 11.7
Other: 100.0: 22.1 35.1 20.3 47.3 32.6 89.7 88.0: 10.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 59 101 75 71 65 179 204:
Old : 117: 28 29 24 36 38 76 79:
Other: 249: 60 99 71 69 60 174 194:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 15.2 21.6 23.7 10.4 9.9 17.4 16.9
Old : 40.9 22.9 50.2 36.2 39.6 21.9 46.8 33.7
Other: 13.4 15.9 22.6 25.6 11.7 11.4 19.9 19.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 769,657: 75,059 63,901 86,185 452,192 398,508 613,436 548,594: 156,221 221,063
Old : 769,657: 75,059 63,901 86,185 452,192 398,508 613,436 548,594: 156,221 221,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 54,810: 2,092 -13,969 15,651 29,515 36,211 47,258 37,893: 7,552 16,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.3 11.2 58.8 51.8 79.7 71.3: 20.3 28.7
Old : 100.0: 9.8 8.3 11.2 58.8 51.8 79.7 71.3: 20.3 28.7
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 : 165: 32 30 36 79 86 124 139:
Old : 165: 32 30 36 79 86 124 139:
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 : 20.1 10.6 29.1 16.8 17.3 10.6 24.2 15.3
Old : 20.1 10.6 29.1 16.8 17.3 10.6 24.2 15.3
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 20, 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 : 389,746: 34,912 28,073 4,117 274,055 280,408 313,084 312,598: 76,662 77,148
Old : 389,746: 34,912 28,073 4,117 274,055 280,408 313,084 312,598: 76,662 77,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,836: 230 -1,555 43 -666 3,849 -393 2,337: 4,229 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.2 1.1 70.3 71.9 80.3 80.2: 19.7 19.8
Old : 100.0: 9.0 7.2 1.1 70.3 71.9 80.3 80.2: 19.7 19.8
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 : 70: 6 6 5 40 43 49 51:
Old : 70: 6 6 5 40 43 49 51:
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 : 31.5 31.8 47.2 45.7 28.2 31.8 42.4 45.7
Old : 31.5 31.8 47.2 45.7 28.2 31.8 42.4 45.7
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 20, 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 : 7,978: 1,587 318 296 5,608 7,060 7,491 7,674: 487 304
Old : 7,978: 1,587 318 296 5,608 7,060 7,491 7,674: 487 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -461: -83 -123 62 -459 -393 -480 -454: 19 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.0 3.7 70.3 88.5 93.9 96.2: 6.1 3.8
Old : 100.0: 19.9 4.0 3.7 70.3 88.5 93.9 96.2: 6.1 3.8
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 : 46: 13 5 7 20 22 38 31:
Old : 46: 13 5 7 20 22 38 31:
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 : 45.2 61.5 63.4 72.9 30.2 47.9 44.1 54.4
Old : 45.2 61.5 63.4 72.9 30.2 47.9 44.1 54.4
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 20, 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 : 319,582: 93,878 46,465 51,698 125,750 194,965 271,325 293,128: 48,257 26,455
Old : 39,479: 11,811 2,479 5,476 16,823 27,833 34,110 35,789: 5,369 3,689
Other: 280,104: 86,407 48,325 41,882 108,927 167,132 237,215 257,338: 42,888 22,765
: : :
: : Changes in Commitments from: August 13, 2013 :
: 16,390: 11,187 -7,895 2,776 -3,686 23,915 10,277 18,796: 6,112 -2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 14.5 16.2 39.3 61.0 84.9 91.7: 15.1 8.3
Old : 100.0: 29.9 6.3 13.9 42.6 70.5 86.4 90.7: 13.6 9.3
Other: 100.0: 30.8 17.3 15.0 38.9 59.7 84.7 91.9: 15.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 78 64 67 80 85 198 182:
Old : 137: 37 19 27 53 54 102 88:
Other: 248: 72 69 62 73 81 185 176:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 29.2 15.5 39.3 8.3 26.1 14.9 32.6
Old : 23.7 42.6 37.8 51.4 23.3 35.8 32.9 42.4
Other: 9.5 28.6 17.2 39.3 9.4 25.7 16.5 33.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 11,415: 1,691 3,378 550 6,708 6,006 8,950 9,934: 2,466 1,482
Old : 11,415: 1,691 3,378 550 6,708 6,006 8,950 9,934: 2,466 1,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -625: 58 227 -531 -360 3 -833 -301: 208 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 29.6 4.8 58.8 52.6 78.4 87.0: 21.6 13.0
Old : 100.0: 14.8 29.6 4.8 58.8 52.6 78.4 87.0: 21.6 13.0
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 : 60: 14 15 8 24 20 43 40:
Old : 60: 14 15 8 24 20 43 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 : 33.0 49.2 47.1 62.9 33.0 47.5 46.7 57.5
Old : 33.0 49.2 47.1 62.9 33.0 47.5 46.7 57.5
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 20, 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 : 979,310: 203,938 155,386 108,063 563,942 609,987 875,943 873,437: 103,367 105,873
Old : 979,310: 203,938 155,386 108,063 563,942 609,987 875,943 873,437: 103,367 105,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 12,603: 12,322 8,951 9,557 -7,417 -8,373 14,462 10,135: -1,858 2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.9 11.0 57.6 62.3 89.4 89.2: 10.6 10.8
Old : 100.0: 20.8 15.9 11.0 57.6 62.3 89.4 89.2: 10.6 10.8
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 : 205: 44 31 31 87 99 142 151:
Old : 205: 44 31 31 87 99 142 151:
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 : 21.5 27.7 33.3 38.4 16.6 26.7 24.9 33.6
Old : 21.5 27.7 33.3 38.4 16.6 26.7 24.9 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 3,206,935: 236,163 305,780 436,034 2,264,567 1,981,288 2,936,764 2,723,102: 270,171 483,833
Old : 3,206,935: 236,163 305,780 436,034 2,264,567 1,981,288 2,936,764 2,723,102: 270,171 483,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 93,365: -4,363 -28,375 73,005 -1,881 41,067 66,760 85,697: 26,605 7,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.5 13.6 70.6 61.8 91.6 84.9: 8.4 15.1
Old : 100.0: 7.4 9.5 13.6 70.6 61.8 91.6 84.9: 8.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 50 72 77 168 186 263 290:
Old : 328: 50 72 77 168 186 263 290:
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 : 28.8 15.8 38.7 22.2 26.8 10.9 33.9 15.6
Old : 28.8 15.8 38.7 22.2 26.8 10.9 33.9 15.6
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 20, 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 : 2,155,384: 229,642 242,918 332,035 1,411,054 1,250,143 1,972,731 1,825,096: 182,653 330,288
Old : 2,155,384: 229,642 242,918 332,035 1,411,054 1,250,143 1,972,731 1,825,096: 182,653 330,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 104,394: -40,722 3,887 40,443 99,060 58,190 98,781 102,520: 5,613 1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.3 15.4 65.5 58.0 91.5 84.7: 8.5 15.3
Old : 100.0: 10.7 11.3 15.4 65.5 58.0 91.5 84.7: 8.5 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 : 227: 35 50 44 102 116 161 186:
Old : 227: 35 50 44 102 116 161 186:
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 20.0 34.4 29.7 17.7 18.1 27.8 23.5
Old : 21.7 20.0 34.4 29.7 17.7 18.1 27.8 23.5
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 20, 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 : 291,530: 17,176 33,824 65,602 174,584 147,640 257,363 247,066: 34,167 44,464
Old : 291,530: 17,176 33,824 65,602 174,584 147,640 257,363 247,066: 34,167 44,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 7,931: 1,090 1,362 2,232 3,157 2,153 6,479 5,747: 1,452 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.6 22.5 59.9 50.6 88.3 84.7: 11.7 15.3
Old : 100.0: 5.9 11.6 22.5 59.9 50.6 88.3 84.7: 11.7 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 : 57: 11 13 17 27 27 49 47:
Old : 57: 11 13 17 27 27 49 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 : 36.6 31.0 51.4 46.6 23.2 20.1 31.1 27.5
Old : 36.6 31.0 51.4 46.6 23.2 20.1 31.1 27.5
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 20, 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 : 56,909: 19,282 4,107 1,570 26,571 45,147 47,424 50,824: 9,485 6,084
Old : 56,909: 19,282 4,107 1,570 26,571 45,147 47,424 50,824: 9,485 6,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -9,448: -5,558 1,037 -87 -2,819 -9,397 -8,463 -8,447: -984 -1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 7.2 2.8 46.7 79.3 83.3 89.3: 16.7 10.7
Old : 100.0: 33.9 7.2 2.8 46.7 79.3 83.3 89.3: 16.7 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: 36 11 10 42 20 82 37:
Old : 100: 36 11 10 42 20 82 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 : 18.7 45.4 31.6 66.0 18.7 45.2 31.1 65.8
Old : 18.7 45.4 31.6 66.0 18.7 45.2 31.1 65.8
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 20, 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 : 113,817: 38,564 8,214 3,141 53,142 90,295 94,847 101,649: 18,970 12,168
Old : 113,817: 38,564 8,214 3,141 53,142 90,295 94,847 101,649: 18,970 12,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -18,895: -11,115 2,074 -173 -5,638 -18,794 -16,927 -16,893: -1,969 -2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 7.2 2.8 46.7 79.3 83.3 89.3: 16.7 10.7
Old : 100.0: 33.9 7.2 2.8 46.7 79.3 83.3 89.3: 16.7 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: 36 11 10 42 20 82 37:
Old : 100: 36 11 10 42 20 82 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 : 18.7 45.4 31.6 66.0 18.7 45.2 31.1 65.8
Old : 18.7 45.4 31.6 66.0 18.7 45.2 31.1 65.8
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 20, 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 : 6,451: 4,129 5,034 1,307 987 75 6,423 6,416: 28 35
Old : 6,451: 4,129 5,034 1,307 987 75 6,423 6,416: 28 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: -164: -283 -303 39 84 75 -160 -189: -4 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 78.0 20.3 15.3 1.2 99.6 99.5: 0.4 0.5
Old : 100.0: 64.0 78.0 20.3 15.3 1.2 99.6 99.5: 0.4 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 : 22: 11 7 3 3 1 16 9:
Old : 22: 11 7 3 3 1 16 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 : 56.8 80.0 84.3 98.3 54.0 69.0 71.2 79.2
Old : 56.8 80.0 84.3 98.3 54.0 69.0 71.2 79.2
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 20, 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 : 38,525: 2,173 17,406 43 36,279 21,002 38,495 38,451: 30 74
Old : 38,525: 2,173 17,406 43 36,279 21,002 38,495 38,451: 30 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 4,167: 148 1,540 12 4,026 2,604 4,186 4,156: -19 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 45.2 0.1 94.2 54.5 99.9 99.8: 0.1 0.2
Old : 100.0: 5.6 45.2 0.1 94.2 54.5 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: 3 14 2 6 12 10 27:
Old : 34: 3 14 2 6 12 10 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 : 96.6 56.7 99.7 78.1 94.7 56.7 97.9 78.0
Old : 96.6 56.7 99.7 78.1 94.7 56.7 97.9 78.0
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 20, 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 : 20,056: 128 11,412 88 19,799 8,511 20,015 20,011: 41 45
Old : 20,056: 128 11,412 88 19,799 8,511 20,015 20,011: 41 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 2,608: -150 1,002 88 2,719 1,528 2,657 2,618: -49 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 56.9 0.4 98.7 42.4 99.8 99.8: 0.2 0.2
Old : 100.0: 0.6 56.9 0.4 98.7 42.4 99.8 99.8: 0.2 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 : 25: 1 11 1 5 8 7 19:
Old : 25: 1 11 1 5 8 7 19:
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 : 97.9 76.9 99.8 89.7 97.9 76.9 99.4 89.2
Old : 97.9 76.9 99.8 89.7 97.9 76.9 99.4 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2013