WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 447,423: 119,186 160,509 97,364 200,419 142,288 416,969 400,162: 30,455 47,262
Old : 406,372: 107,129 154,241 82,392 190,486 128,745 380,007 365,379: 26,364 40,993
Other: 41,052: 20,315 14,527 6,714 9,932 13,543 36,961 34,783: 4,091 6,269
: : :
: : Changes in Commitments from: August 27, 2013 :
: -10,748: -2,706 3,706 -3,190 -2,635 -9,249 -8,530 -8,734: -2,218 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 35.9 21.8 44.8 31.8 93.2 89.4: 6.8 10.6
Old : 100.0: 26.4 38.0 20.3 46.9 31.7 93.5 89.9: 6.5 10.1
Other: 100.0: 49.5 35.4 16.4 24.2 33.0 90.0 84.7: 10.0 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 88 163 126 92 107 262 320:
Old : 376: 94 158 116 92 105 255 312:
Other: 136: 27 35 26 33 61 77 108:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 11.3 26.9 19.9 14.8 10.6 24.5 17.9
Old : 17.8 12.0 28.6 21.0 16.1 11.5 26.1 19.4
Other: 47.5 33.7 61.9 45.5 42.8 23.9 51.5 33.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 1,578,535: 297,856 321,101 456,039 658,712 529,588 1,412,607 1,306,727: 165,928 271,808
Old : 1,467,577: 288,462 340,705 414,608 607,313 478,962 1,310,383 1,234,275: 157,194 233,302
Other: 110,958: 39,015 10,016 11,810 51,399 50,626 102,224 72,452: 8,734 38,506
: : :
: : Changes in Commitments from: August 27, 2013 :
: -7,253: -2,900 5,268 14,067 -10,903 -21,637 264 -2,301: -7,517 -4,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.3 28.9 41.7 33.5 89.5 82.8: 10.5 17.2
Old : 100.0: 19.7 23.2 28.3 41.4 32.6 89.3 84.1: 10.7 15.9
Other: 100.0: 35.2 9.0 10.6 46.3 45.6 92.1 65.3: 7.9 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 194 209 256 299 315 627 657:
Old : 776: 198 209 239 296 312 614 647:
Other: 309: 51 47 32 69 179 135 243:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 10.9 18.5 18.0 8.4 7.9 15.6 11.9
Old : 10.6 10.3 19.0 17.7 8.7 7.7 16.3 12.1
Other: 27.0 25.5 44.4 30.8 26.9 22.6 42.7 26.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 10,757: 2,494 680 845 5,872 7,854 9,211 9,379: 1,546 1,378
Old : 10,752: 2,494 680 845 5,869 7,849 9,208 9,374: 1,544 1,378
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 478: -127 -41 57 504 529 434 545: 43 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 6.3 7.9 54.6 73.0 85.6 87.2: 14.4 12.8
Old : 100.0: 23.2 6.3 7.9 54.6 73.0 85.6 87.2: 14.4 12.8
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 10 7 15 13 32 23:
Old : 38: 10 10 7 15 13 32 23:
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 : 45.7 51.9 60.4 68.3 38.5 44.8 48.8 54.1
Old : 45.7 51.9 60.4 68.3 38.5 44.8 48.8 54.1
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, September 3, 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 : 877,640: 218,221 51,602 298,479 302,849 446,911 819,549 796,992: 58,091 80,648
Old : 855,877: 214,075 55,822 290,100 295,305 434,332 799,480 780,254: 56,398 75,623
Other: 21,762: 10,154 1,789 2,371 7,544 12,578 20,069 16,738: 1,693 5,024
: : :
: : Changes in Commitments from: August 27, 2013 :
: 47,721: 13,161 -6,238 24,149 8,728 28,395 46,038 46,306: 1,683 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.9 34.0 34.5 50.9 93.4 90.8: 6.6 9.2
Old : 100.0: 25.0 6.5 33.9 34.5 50.7 93.4 91.2: 6.6 8.8
Other: 100.0: 46.7 8.2 10.9 34.7 57.8 92.2 76.9: 7.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 194 167 239 150 199 467 493:
Old : 581: 193 169 237 148 199 463 492:
Other: 185: 37 36 25 35 89 86 137:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 15.7 17.4 24.0 7.0 12.3 12.7 16.1
Old : 10.2 15.9 17.7 24.3 7.3 12.5 13.0 16.4
Other: 44.3 37.7 55.2 46.7 44.3 37.6 55.1 44.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 319,881: 69,806 80,707 68,712 150,350 136,098 288,868 285,516: 31,013 34,365
Old : 313,860: 70,343 80,638 66,342 147,292 133,935 283,977 280,915: 29,883 32,945
Other: 6,021: 532 1,137 1,301 3,058 2,163 4,891 4,601: 1,130 1,420
: : :
: : Changes in Commitments from: August 27, 2013 :
: -6,890: 539 -1,954 -2,166 1,062 1,571 -565 -2,548: -6,324 -4,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 25.2 21.5 47.0 42.5 90.3 89.3: 9.7 10.7
Old : 100.0: 22.4 25.7 21.1 46.9 42.7 90.5 89.5: 9.5 10.5
Other: 100.0: 8.8 18.9 21.6 50.8 35.9 81.2 76.4: 18.8 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 62 83 73 70 68 178 195:
Old : 252: 64 85 70 70 67 178 191:
Other: 32: 4 9 7 12 8 20 22:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 19.7 22.5 28.1 11.2 14.0 18.4 21.3
Old : 13.3 19.5 22.7 28.2 11.4 14.3 18.6 21.4
Other: 48.7 47.4 67.6 62.8 36.9 31.3 50.4 45.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 699,693: 66,668 73,149 39,228 468,087 405,836 573,983 518,212: 125,710 181,481
Old : 699,693: 66,668 73,149 39,228 468,087 405,836 573,983 518,212: 125,710 181,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -53,502: -5,388 3,850 -7,677 -17,791 -26,932 -30,856 -30,759: -22,646 -22,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.5 5.6 66.9 58.0 82.0 74.1: 18.0 25.9
Old : 100.0: 9.5 10.5 5.6 66.9 58.0 82.0 74.1: 18.0 25.9
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 : 157: 28 33 37 76 80 122 132:
Old : 157: 28 33 37 76 80 122 132:
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 : 22.9 14.9 33.0 22.1 20.0 10.8 27.7 16.9
Old : 22.9 14.9 33.0 22.1 20.0 10.8 27.7 16.9
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, September 3, 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 : 419,275: 29,562 31,743 11,652 303,939 296,162 345,153 339,557: 74,122 79,718
Old : 419,275: 29,562 31,743 11,652 303,939 296,162 345,153 339,557: 74,122 79,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 18,708: -1,951 -956 6,822 16,547 10,699 21,418 16,565: -2,710 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.6 2.8 72.5 70.6 82.3 81.0: 17.7 19.0
Old : 100.0: 7.1 7.6 2.8 72.5 70.6 82.3 81.0: 17.7 19.0
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 : 72: 5 7 6 45 41 54 52:
Old : 72: 5 7 6 45 41 54 52:
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 : 28.6 34.4 43.6 47.4 24.7 31.9 37.9 44.4
Old : 28.6 34.4 43.6 47.4 24.7 31.9 37.9 44.4
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, September 3, 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 : 6,672: 1,507 186 207 4,459 6,009 6,173 6,402: 499 270
Old : 6,672: 1,507 186 207 4,459 6,009 6,173 6,402: 499 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -446: 71 -33 -14 -473 -315 -416 -362: -30 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.8 3.1 66.8 90.1 92.5 96.0: 7.5 4.0
Old : 100.0: 22.6 2.8 3.1 66.8 90.1 92.5 96.0: 7.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 4 6 19 20 34 27:
Old : 40: 11 4 6 19 20 34 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 : 40.6 66.9 59.8 78.9 26.0 50.4 40.6 56.0
Old : 40.6 66.9 59.8 78.9 26.0 50.4 40.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 320,739: 98,488 35,204 56,594 116,286 203,256 271,368 295,054: 49,371 25,685
Old : 318,030: 98,492 35,759 55,667 115,079 201,187 269,239 292,614: 48,791 25,416
Other: 2,709: 756 205 166 1,207 2,069 2,129 2,440: 579 268
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,699: 2,513 -1,904 1,881 -3,561 -723 834 -745: -2,532 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.0 17.6 36.3 63.4 84.6 92.0: 15.4 8.0
Old : 100.0: 31.0 11.2 17.5 36.2 63.3 84.7 92.0: 15.3 8.0
Other: 100.0: 27.9 7.6 6.1 44.6 76.4 78.6 90.1: 21.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 86 56 67 74 83 197 172:
Old : 242: 86 56 67 74 83 197 172:
Other: 28: 4 4 3 12 9 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 29.9 15.8 40.5 7.8 26.1 14.6 32.7
Old : 8.8 29.7 15.9 40.4 7.9 26.1 14.7 32.6
Other: 52.5 68.6 72.8 87.4 51.7 64.6 64.4 79.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 9,843: 1,791 2,500 323 5,915 5,865 8,029 8,687: 1,813 1,155
Old : 9,841: 1,791 2,501 322 5,915 5,865 8,028 8,687: 1,812 1,153
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: August 27, 2013 :
: -376: 41 -307 -35 -331 -53 -325 -395: -51 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 25.4 3.3 60.1 59.6 81.6 88.3: 18.4 11.7
Old : 100.0: 18.2 25.4 3.3 60.1 59.6 81.6 88.3: 18.4 11.7
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 : 56: 16 13 6 21 17 40 33:
Old : 56: 16 13 6 21 17 40 33:
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 : 38.9 56.1 55.0 69.6 38.9 53.0 54.6 65.3
Old : 38.9 56.1 55.0 69.6 38.9 53.0 54.6 65.3
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, September 3, 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 : 831,785: 160,179 153,670 35,621 543,742 522,162 739,543 711,454: 92,243 120,332
Old : 831,785: 160,179 153,670 35,621 543,742 522,162 739,543 711,454: 92,243 120,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -71,125: -18,385 1,078 -8,597 -28,294 -59,617 -55,276 -67,136: -15,848 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 18.5 4.3 65.4 62.8 88.9 85.5: 11.1 14.5
Old : 100.0: 19.3 18.5 4.3 65.4 62.8 88.9 85.5: 11.1 14.5
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 : 196: 39 31 25 82 93 127 144:
Old : 196: 39 31 25 82 93 127 144:
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 : 20.8 28.4 30.4 37.2 19.8 27.0 28.8 33.0
Old : 20.8 28.4 30.4 37.2 19.8 27.0 28.8 33.0
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, September 3, 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 : 2,668,984: 227,400 306,490 321,542 1,853,208 1,573,085 2,402,150 2,201,117: 266,834 467,866
Old : 2,668,984: 227,400 306,490 321,542 1,853,208 1,573,085 2,402,150 2,201,117: 266,834 467,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 16,487: -3,860 -6,335 96,849 -58,366 -60,770 34,623 29,744: -18,135 -13,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.5 12.0 69.4 58.9 90.0 82.5: 10.0 17.5
Old : 100.0: 8.5 11.5 12.0 69.4 58.9 90.0 82.5: 10.0 17.5
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 : 309: 56 67 75 155 166 248 271:
Old : 309: 56 67 75 155 166 248 271:
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 15.5 41.0 22.7 28.8 12.5 35.7 17.6
Old : 30.6 15.5 41.0 22.7 28.8 12.5 35.7 17.6
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, September 3, 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 : 1,858,647: 166,290 211,531 182,881 1,322,948 1,111,530 1,672,120 1,505,942: 186,527 352,705
Old : 1,858,647: 166,290 211,531 182,881 1,322,948 1,111,530 1,672,120 1,505,942: 186,527 352,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -18,659: -36,612 -2,905 20,675 6,518 -44,110 -9,418 -26,340: -9,240 7,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 11.4 9.8 71.2 59.8 90.0 81.0: 10.0 19.0
Old : 100.0: 8.9 11.4 9.8 71.2 59.8 90.0 81.0: 10.0 19.0
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 : 214: 27 51 47 99 114 153 185:
Old : 214: 27 51 47 99 114 153 185:
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 : 25.3 20.1 37.2 29.1 20.4 17.5 30.3 23.3
Old : 25.3 20.1 37.2 29.1 20.4 17.5 30.3 23.3
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, September 3, 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 : 272,355: 21,965 28,856 68,143 158,551 139,449 248,659 236,448: 23,696 35,907
Old : 272,355: 21,965 28,856 68,143 158,551 139,449 248,659 236,448: 23,696 35,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -31,919: -4,819 -6,338 -2,134 -23,724 -23,945 -30,676 -32,416: -1,242 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.6 25.0 58.2 51.2 91.3 86.8: 8.7 13.2
Old : 100.0: 8.1 10.6 25.0 58.2 51.2 91.3 86.8: 8.7 13.2
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 : 59: 14 13 19 26 28 51 50:
Old : 59: 14 13 19 26 28 51 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 : 36.4 29.5 50.7 47.4 21.2 20.2 28.3 26.2
Old : 36.4 29.5 50.7 47.4 21.2 20.2 28.3 26.2
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, September 3, 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 : 51,840: 13,510 3,281 1,444 28,635 37,087 43,590 41,812: 8,250 10,028
Old : 51,840: 13,510 3,281 1,444 28,635 37,087 43,590 41,812: 8,250 10,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -2,383: -1,634 -863 -27 -636 -4,599 -2,297 -5,488: -86 3,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.3 2.8 55.2 71.5 84.1 80.7: 15.9 19.3
Old : 100.0: 26.1 6.3 2.8 55.2 71.5 84.1 80.7: 15.9 19.3
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 : 88: 30 11 10 37 20 71 37:
Old : 88: 30 11 10 37 20 71 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 : 22.5 41.6 35.1 60.3 22.5 41.4 34.1 60.0
Old : 22.5 41.6 35.1 60.3 22.5 41.4 34.1 60.0
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, September 3, 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 : 103,680: 27,021 6,563 2,888 57,271 74,174 87,180 83,625: 16,500 20,055
Old : 103,680: 27,021 6,563 2,888 57,271 74,174 87,180 83,625: 16,500 20,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -4,767: -3,269 -1,726 -53 -1,273 -9,198 -4,595 -10,977: -172 6,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.3 2.8 55.2 71.5 84.1 80.7: 15.9 19.3
Old : 100.0: 26.1 6.3 2.8 55.2 71.5 84.1 80.7: 15.9 19.3
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 : 88: 30 11 10 37 20 71 37:
Old : 88: 30 11 10 37 20 71 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 : 22.5 41.6 35.1 60.3 22.5 41.4 34.1 60.0
Old : 22.5 41.6 35.1 60.3 22.5 41.4 34.1 60.0
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, September 3, 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 : 8,003: 4,800 5,893 2,051 1,125 50 7,976 7,994: 27 9
Old : 8,003: 4,800 5,893 2,051 1,125 50 7,976 7,994: 27 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 1,251: 418 101 1,146 -313 50 1,251 1,297: 0 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 73.6 25.6 14.1 0.6 99.7 99.9: 0.3 0.1
Old : 100.0: 60.0 73.6 25.6 14.1 0.6 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 4 2 1 15 10:
Old : 21: 12 6 4 2 1 15 10:
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 : 58.1 91.7 83.3 99.5 44.3 72.9 63.3 74.3
Old : 58.1 91.7 83.3 99.5 44.3 72.9 63.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 38,536: 3,532 17,439 43 34,939 21,007 38,514 38,489: 22 47
Old : 38,536: 3,532 17,439 43 34,939 21,007 38,514 38,489: 22 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -362: 26 -133 0 -380 -262 -354 -395: -8 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 45.3 0.1 90.7 54.5 99.9 99.9: 0.1 0.1
Old : 100.0: 9.2 45.3 0.1 90.7 54.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 96.0 58.6 99.5 80.3 95.5 58.6 98.9 80.3
Old : 96.0 58.6 99.5 80.3 95.5 58.6 98.9 80.3
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, September 3, 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 : 24,034: 73 11,430 2,757 21,203 9,791 24,033 23,978: 1 56
Old : 24,034: 73 11,430 2,757 21,203 9,791 24,033 23,978: 1 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 3,731: 73 -292 2,757 919 1,269 3,749 3,734: -18 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 47.6 11.5 88.2 40.7 100.0 99.8: 0.0 0.2
Old : 100.0: 0.3 47.6 11.5 88.2 40.7 100.0 99.8: 0.0 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 : 24: 1 12 2 6 6 9 18:
Old : 24: 1 12 2 6 6 9 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 : 97.6 74.7 100.0 91.5 82.1 62.6 82.9 74.5
Old : 97.6 74.7 100.0 91.5 82.1 62.6 82.9 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013