WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 458,172: 121,891 156,804 100,554 203,053 151,538 425,499 408,895: 32,673 49,277
Old : 418,006: 110,212 150,862 85,636 193,363 138,682 389,212 375,180: 28,795 42,826
Other: 40,166: 19,852 14,115 6,745 9,690 12,856 36,287 33,716: 3,879 6,450
: : :
: : Changes in Commitments from: August 20, 2013 :
: -58,938: 2,630 -9,979 -39,220 -20,406 -6,280 -56,997 -55,480: -1,941 -3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 34.2 21.9 44.3 33.1 92.9 89.2: 7.1 10.8
Old : 100.0: 26.4 36.1 20.5 46.3 33.2 93.1 89.8: 6.9 10.2
Other: 100.0: 49.4 35.1 16.8 24.1 32.0 90.3 83.9: 9.7 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 95 156 130 95 106 275 318:
Old : 377: 97 156 119 95 104 267 310:
Other: 132: 25 37 27 28 59 73 107:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 12.6 26.5 21.5 14.6 11.5 23.9 18.6
Old : 17.4 13.1 28.1 22.3 15.7 12.4 25.3 20.1
Other: 48.5 33.0 62.6 43.6 43.3 22.8 51.5 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 1,585,788: 300,757 315,833 441,971 669,615 551,224 1,412,343 1,309,029: 173,445 276,760
Old : 69,075: 14,878 3,621 721 30,930 46,851 46,529 51,193: 22,546 17,882
Other: 1,516,713: 299,276 325,609 427,853 638,685 504,373 1,365,814 1,257,836: 150,899 258,878
: : :
: : Changes in Commitments from: August 20, 2013 :
: -285,491: -6,856 -37,607 -170,246 -96,571 -61,492 -273,672 -269,344: -11,818 -16,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.9 27.9 42.2 34.8 89.1 82.5: 10.9 17.5
Old : 100.0: 21.5 5.2 1.0 44.8 67.8 67.4 74.1: 32.6 25.9
Other: 100.0: 19.7 21.5 28.2 42.1 33.3 90.1 82.9: 9.9 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 748: 193 180 247 314 321 632 637:
Old : 311: 44 27 4 129 127 176 156:
Other: 748: 188 191 232 289 314 597 625:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 10.7 18.4 17.7 8.4 7.7 15.7 11.8
Old : 15.6 34.1 25.4 41.5 15.6 31.6 24.5 39.1
Other: 11.1 10.2 19.2 17.3 8.8 7.3 16.3 11.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 10,279: 2,621 721 788 5,367 7,324 8,776 8,834: 1,503 1,445
Old : 10,274: 2,621 721 788 5,364 7,319 8,773 8,829: 1,501 1,445
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -120: 71 -638 -260 116 1,215 -73 316: -46 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.0 7.7 52.2 71.3 85.4 85.9: 14.6 14.1
Old : 100.0: 25.5 7.0 7.7 52.2 71.2 85.4 85.9: 14.6 14.1
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 : 40: 13 9 7 14 14 32 25:
Old : 40: 13 9 7 14 14 32 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 : 46.0 48.4 61.0 63.8 40.4 43.8 48.3 52.9
Old : 46.1 48.5 61.0 63.8 40.4 43.9 48.4 53.0
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 27, 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 : 829,919: 205,060 57,840 274,330 294,121 418,516 773,511 750,686: 56,407 79,233
Old : 808,825: 201,494 62,077 265,902 286,629 406,532 754,025 734,512: 54,800 74,314
Other: 21,093: 9,635 1,832 2,359 7,492 11,983 19,486 16,174: 1,607 4,919
: : :
: : Changes in Commitments from: August 20, 2013 :
: 29,223: 14,870 -23,484 5,746 2,404 48,097 23,021 30,359: 6,202 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.0 33.1 35.4 50.4 93.2 90.5: 6.8 9.5
Old : 100.0: 24.9 7.7 32.9 35.4 50.3 93.2 90.8: 6.8 9.2
Other: 100.0: 45.7 8.7 11.2 35.5 56.8 92.4 76.7: 7.6 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 178 182 234 148 190 462 480:
Old : 572: 179 184 229 147 190 458 477:
Other: 179: 38 34 25 31 87 79 136:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 15.6 17.1 23.6 7.5 12.3 13.5 15.9
Old : 9.9 15.8 17.3 24.0 7.7 12.5 13.9 16.1
Other: 45.7 37.8 56.9 45.3 45.7 37.8 56.7 44.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 326,771: 69,267 82,660 70,878 149,288 134,526 289,434 288,065: 37,337 38,706
Old : 15,377: 3,260 1,363 0 9,322 10,857 12,582 12,220: 2,795 3,157
Other: 311,394: 68,385 83,675 68,500 139,966 123,669 276,852 275,845: 34,542 35,549
: : :
: : Changes in Commitments from: August 20, 2013 :
: -14,208: -89 -21,648 -5,983 -11,264 15,652 -17,337 -11,980: 3,129 -2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 25.3 21.7 45.7 41.2 88.6 88.2: 11.4 11.8
Old : 100.0: 21.2 8.9 0.0 60.6 70.6 81.8 79.5: 18.2 20.5
Other: 100.0: 22.0 26.9 22.0 44.9 39.7 88.9 88.6: 11.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 56 88 70 70 68 172 194:
Old : 73: 14 10 0 21 32 35 42:
Other: 245: 56 93 67 69 65 169 190:
:----------------------------------------------------------------------------------------------------
: 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 17.8 21.5 26.2 11.0 12.5 18.2 19.9
Old : 48.9 37.3 61.6 51.3 48.9 37.2 61.6 51.3
Other: 12.9 17.9 21.6 26.6 11.5 13.4 19.1 21.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 753,194: 72,056 69,298 46,905 485,878 432,768 604,839 548,972: 148,355 204,223
Old : 753,194: 72,056 69,298 46,905 485,878 432,768 604,839 548,972: 148,355 204,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -16,462: -3,003 5,397 -39,280 33,686 34,260 -8,597 378: -7,866 -16,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.2 6.2 64.5 57.5 80.3 72.9: 19.7 27.1
Old : 100.0: 9.6 9.2 6.2 64.5 57.5 80.3 72.9: 19.7 27.1
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 : 151: 28 27 34 74 77 117 123:
Old : 151: 28 27 34 74 77 117 123:
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 : 21.3 15.5 31.8 23.5 17.4 10.6 24.7 16.2
Old : 21.3 15.5 31.8 23.5 17.4 10.6 24.7 16.2
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 27, 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 : 400,567: 31,513 32,699 4,830 287,392 285,463 323,735 322,992: 76,832 77,575
Old : 400,567: 31,513 32,699 4,830 287,392 285,463 323,735 322,992: 76,832 77,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 10,821: -3,399 4,626 713 13,337 5,055 10,651 10,394: 171 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.2 1.2 71.7 71.3 80.8 80.6: 19.2 19.4
Old : 100.0: 7.9 8.2 1.2 71.7 71.3 80.8 80.6: 19.2 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 : 66: 5 8 4 39 36 46 46:
Old : 66: 5 8 4 39 36 46 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 : 30.3 34.8 46.0 48.0 26.9 32.6 41.3 45.4
Old : 30.3 34.8 46.0 48.0 26.9 32.6 41.3 45.4
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 27, 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 : 7,118: 1,436 219 221 4,932 6,324 6,589 6,764: 529 354
Old : 7,118: 1,436 219 221 4,932 6,324 6,589 6,764: 529 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -860: -151 -99 -75 -676 -736 -902 -910: 42 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.1 3.1 69.3 88.8 92.6 95.0: 7.4 5.0
Old : 100.0: 20.2 3.1 3.1 69.3 88.8 92.6 95.0: 7.4 5.0
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 : 38: 9 5 5 18 20 31 27:
Old : 38: 9 5 5 18 20 31 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 : 42.8 65.6 61.9 77.6 28.2 51.9 43.0 57.1
Old : 42.8 65.6 61.9 77.6 28.2 51.9 43.0 57.1
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 27, 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 : 322,437: 95,975 37,108 54,712 119,847 203,979 270,535 295,799: 51,903 26,638
Old : 14,911: 3,943 1,031 0 7,569 10,892 11,512 11,923: 3,399 2,988
Other: 307,526: 93,730 37,775 53,015 112,278 193,087 259,023 283,876: 48,504 23,650
: : :
: : Changes in Commitments from: August 20, 2013 :
: 2,855: 2,098 -9,357 3,014 -5,903 9,014 -791 2,671: 3,646 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 11.5 17.0 37.2 63.3 83.9 91.7: 16.1 8.3
Old : 100.0: 26.4 6.9 0.0 50.8 73.0 77.2 80.0: 22.8 20.0
Other: 100.0: 30.5 12.3 17.2 36.5 62.8 84.2 92.3: 15.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 79 56 64 76 82 192 170:
Old : 76: 12 8 0 26 34 38 42:
Other: 239: 77 60 63 70 81 185 169:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 29.3 15.7 40.7 7.9 25.8 14.8 33.2
Old : 32.8 35.4 49.7 48.4 32.8 33.3 49.7 46.3
Other: 9.0 30.5 16.4 41.3 8.3 27.8 15.5 34.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 10,218: 1,751 2,807 358 6,246 5,918 8,354 9,082: 1,864 1,136
Old : 10,216: 1,751 2,808 357 6,246 5,918 8,353 9,082: 1,863 1,134
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: August 20, 2013 :
: -1,197: 60 -571 -192 -463 -89 -595 -852: -602 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 27.5 3.5 61.1 57.9 81.8 88.9: 18.2 11.1
Old : 100.0: 17.1 27.5 3.5 61.1 57.9 81.8 88.9: 18.2 11.1
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 13 16 5 22 20 39 37:
Old : 57: 13 16 5 22 20 39 37:
Other: 1: 1 0 0 0 0 1 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 : 37.5 54.6 52.7 67.2 37.3 52.1 52.1 62.4
Old : 37.5 54.6 52.7 67.2 37.3 52.1 52.1 62.5
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 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 27, 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 : 902,910: 178,564 152,592 44,219 572,036 581,779 794,819 778,590: 108,091 124,320
Old : 902,910: 178,564 152,592 44,219 572,036 581,779 794,819 778,590: 108,091 124,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -76,400: -25,374 -2,795 -63,845 8,094 -28,208 -81,125 -94,847: 4,725 18,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 16.9 4.9 63.4 64.4 88.0 86.2: 12.0 13.8
Old : 100.0: 19.8 16.9 4.9 63.4 64.4 88.0 86.2: 12.0 13.8
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 : 199: 35 31 25 89 102 134 149:
Old : 199: 35 31 25 89 102 134 149:
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 : 19.4 29.0 30.9 37.9 18.5 26.8 28.8 32.9
Old : 19.4 29.0 30.9 37.9 18.5 26.8 28.8 32.9
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 27, 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 : 2,652,496: 231,259 312,824 224,693 1,911,574 1,633,855 2,367,527 2,171,373: 284,969 481,123
Old : 2,652,496: 231,259 312,824 224,693 1,911,574 1,633,855 2,367,527 2,171,373: 284,969 481,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -554,439: -4,904 7,044 -211,341 -352,992 -347,432 -569,237 -551,729: 14,798 -2,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.8 8.5 72.1 61.6 89.3 81.9: 10.7 18.1
Old : 100.0: 8.7 11.8 8.5 72.1 61.6 89.3 81.9: 10.7 18.1
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 : 301: 45 67 77 159 169 251 266:
Old : 301: 45 67 77 159 169 251 266:
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 : 31.2 16.4 41.9 22.6 30.1 11.9 37.9 16.4
Old : 31.2 16.4 41.9 22.6 30.1 11.9 37.9 16.4
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 27, 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 : 1,877,305: 202,902 214,436 162,206 1,316,430 1,155,640 1,681,538 1,532,282: 195,767 345,023
Old : 1,877,305: 202,902 214,436 162,206 1,316,430 1,155,640 1,681,538 1,532,282: 195,767 345,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -278,079: -26,740 -28,482 -169,829 -94,624 -94,503 -291,194 -292,814: 13,115 14,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.4 8.6 70.1 61.6 89.6 81.6: 10.4 18.4
Old : 100.0: 10.8 11.4 8.6 70.1 61.6 89.6 81.6: 10.4 18.4
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 : 212: 34 47 51 92 114 153 185:
Old : 212: 34 47 51 92 114 153 185:
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 : 23.5 18.6 36.4 28.1 19.5 17.2 30.3 23.4
Old : 23.5 18.6 36.4 28.1 19.5 17.2 30.3 23.4
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 27, 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 : 304,273: 26,784 35,194 70,276 182,275 163,394 279,335 268,864: 24,938 35,409
Old : 304,273: 26,784 35,194 70,276 182,275 163,394 279,335 268,864: 24,938 35,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 12,744: 9,608 1,370 4,674 7,691 15,754 21,972 21,799: -9,229 -9,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.6 23.1 59.9 53.7 91.8 88.4: 8.2 11.6
Old : 100.0: 8.8 11.6 23.1 59.9 53.7 91.8 88.4: 8.2 11.6
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 : 68: 18 13 22 30 31 58 57:
Old : 68: 18 13 22 30 31 58 57:
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 : 36.0 30.1 50.9 46.8 22.8 21.1 30.0 28.4
Old : 36.0 30.1 50.9 46.8 22.8 21.1 30.0 28.4
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, August 27, 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 : 54,223: 15,145 4,144 1,471 29,272 41,686 45,887 47,301: 8,336 6,923
Old : 54,223: 15,145 4,144 1,471 29,272 41,686 45,887 47,301: 8,336 6,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -2,685: -4,137 38 -100 2,701 -3,462 -1,536 -3,524: -1,149 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.6 2.7 54.0 76.9 84.6 87.2: 15.4 12.8
Old : 100.0: 27.9 7.6 2.7 54.0 76.9 84.6 87.2: 15.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 13 10 38 21 71 39:
Old : 91: 28 13 10 38 21 71 39:
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 : 22.8 41.9 35.4 62.9 22.8 41.6 34.7 62.6
Old : 22.8 41.9 35.4 62.9 22.8 41.6 34.7 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 108,447: 30,289 8,289 2,941 58,544 83,371 91,774 94,602: 16,673 13,845
Old : 108,447: 30,289 8,289 2,941 58,544 83,371 91,774 94,602: 16,673 13,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -5,370: -8,275 75 -199 5,401 -6,923 -3,073 -7,047: -2,298 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.6 2.7 54.0 76.9 84.6 87.2: 15.4 12.8
Old : 100.0: 27.9 7.6 2.7 54.0 76.9 84.6 87.2: 15.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 13 10 38 21 71 39:
Old : 91: 28 13 10 38 21 71 39:
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 : 22.8 41.9 35.4 62.9 22.8 41.6 34.7 62.6
Old : 22.8 41.9 35.4 62.9 22.8 41.6 34.7 62.6
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 27, 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 : 6,752: 4,382 5,792 905 1,438 0 6,725 6,697: 27 55
Old : 6,752: 4,382 5,792 905 1,438 0 6,725 6,697: 27 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 301: 253 758 -402 451 -75 302 281: -1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 85.8 13.4 21.3 0.0 99.6 99.2: 0.4 0.8
Old : 100.0: 64.9 85.8 13.4 21.3 0.0 99.6 99.2: 0.4 0.8
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 : 20: 11 7 3 2 0 15 8:
Old : 20: 11 7 3 2 0 15 8:
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 : 55.9 84.2 84.4 99.2 54.5 75.3 77.4 85.8
Old : 55.9 84.2 84.4 99.2 54.5 75.3 77.4 85.8
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 27, 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 : 38,898: 3,506 17,572 43 35,319 21,269 38,868 38,884: 30 14
Old : 38,898: 3,506 17,572 43 35,319 21,269 38,868 38,884: 30 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 373: 1,333 166 0 -960 267 373 433: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 45.2 0.1 90.8 54.7 99.9 100.0: 0.1 0.0
Old : 100.0: 9.0 45.2 0.1 90.8 54.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 13 2 6 14 11 28:
Old : 36: 4 13 2 6 14 11 28:
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 : 96.1 56.1 99.5 77.5 95.0 56.1 98.4 77.5
Old : 96.1 56.1 99.5 77.5 95.0 56.1 98.4 77.5
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 27, 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 : 20,303: 0 11,722 0 20,284 8,522 20,284 20,244: 19 59
Old : 20,303: 0 11,722 0 20,284 8,522 20,284 20,244: 19 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 247: -128 310 -88 485 11 269 233: -22 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 57.7 0.0 99.9 42.0 99.9 99.7: 0.1 0.3
Old : 100.0: 0.0 57.7 0.0 99.9 42.0 99.9 99.7: 0.1 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 : 25: 0 13 0 5 8 5 21:
Old : 25: 0 13 0 5 8 5 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 : 99.1 75.4 99.9 89.4 98.2 75.4 98.2 87.9
Old : 99.1 75.4 99.9 89.4 98.2 75.4 98.2 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2013