WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,503 COMMITMENTS 115,739 128,092 157,265 238,420 205,277 511,424 490,633 35,078 55,869 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 9,248) 5,921 -5,647 2,097 2,710 13,335 10,729 9,785 -1,480 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 23.4 28.8 43.6 37.6 93.6 89.8 6.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 109 173 163 93 122 312 362 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,756,977 COMMITMENTS 362,928 225,229 512,758 703,165 722,495 1578851 1460483 178,126 296,494 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -9,702) -11,112 3,432 -14,126 15,335 4,847 -9,902 -5,846 201 -3,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 12.8 29.2 40.0 41.1 89.9 83.1 10.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741) 194 176 263 281 314 617 623 CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,464 COMMITMENTS 3,471 1,478 4,743 1,680 3,488 9,894 9,709 570 755 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -107) -486 32 87 243 -205 -156 -86 49 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 14.1 45.3 16.1 33.3 94.6 92.8 5.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 3 12 5 9 18 22 CORN CSO - CHICAGO BOARD OF TRADE Code-00260C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,662 COMMITMENTS 4,510 1,973 2,135 2,621 5,010 9,266 9,118 396 543 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -495) -529 -68 75 -106 -421 -560 -414 65 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 20.4 22.1 27.1 51.9 95.9 94.4 4.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 7 8 7 9 15 23 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,267 COMMITMENTS 1,863 1,430 740 4,156 5,758 6,759 7,928 2,508 1,339 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 236) -315 -98 -14 294 53 -35 -60 272 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 15.4 8.0 44.8 62.1 72.9 85.5 27.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 4 4 12 12 29 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 894,137 COMMITMENTS 233,109 85,410 320,179 279,034 395,141 832,322 800,730 61,815 93,407 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 48,432) 2,757 -16,086 31,002 12,570 28,121 46,328 43,037 2,103 5,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 9.6 35.8 31.2 44.2 93.1 89.6 6.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581) 202 192 251 138 166 486 475 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,376 COMMITMENTS 3,769 1,042 2,611 736 3,428 7,116 7,081 260 295 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -373) -85 6 -133 -118 -122 -335 -249 -37 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 14.1 35.4 10.0 46.5 96.5 96.0 3.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 6 7 5 9 12 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,723 COMMITMENTS 69,908 112,161 80,682 219,474 174,853 370,064 367,696 37,659 40,027 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 10,765) -5,366 9,781 2,365 13,750 -3,816 10,749 8,330 16 2,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 27.5 19.8 53.8 42.9 90.8 90.2 9.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 76 93 93 80 81 199 241 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 723,138 COMMITMENTS 48,225 50,846 91,982 436,650 396,291 576,857 539,119 146,280 184,019 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -105,890) -3,208 -33,275 1,388 -71,072 -70,144 -72,891 -102,031 -32,999 -3,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 7.0 12.7 60.4 54.8 79.8 74.6 20.2 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 35 34 53 76 84 138 144 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 406,636 COMMITMENTS 24,064 54,026 7,263 296,747 275,078 328,074 336,367 78,562 70,269 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 2,978) 2,283 1,067 -1,297 8,191 16,238 9,177 16,008 -6,200 -13,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 13.3 1.8 73.0 67.6 80.7 82.7 19.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 6 9 7 40 41 51 52 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,232 COMMITMENTS 1,552 848 500 7,522 8,554 9,574 9,902 658 330 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 233) -12 428 -147 463 -13 304 268 -71 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 8.3 4.9 73.5 83.6 93.6 96.8 6.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 7 5 20 23 34 31 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 330,323 COMMITMENTS 91,568 36,577 58,078 127,205 211,442 276,851 306,097 53,473 24,226 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 12,787) 4,262 2,861 2,639 4,225 8,011 11,126 13,511 1,661 -724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 11.1 17.6 38.5 64.0 83.8 92.7 16.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 94 45 64 88 93 209 179 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,928 COMMITMENTS 1,915 4,963 767 6,458 4,529 9,140 10,259 2,788 1,669 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -181) 115 -247 89 -312 -112 -108 -270 -73 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 41.6 6.4 54.1 38.0 76.6 86.0 23.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 19 16 10 24 16 44 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 965,748 COMMITMENTS 156,297 187,308 91,372 614,783 593,116 862,452 871,796 103,297 93,953 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -141,071) -39,123 -22,693 21,117 -66,936 -131,294 -84,941 -132,870 -56,130 -8,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 19.4 9.5 63.7 61.4 89.3 90.3 10.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 32 33 29 90 90 136 138 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,942,218 COMMITMENTS 360,856 341,782 453,568 1851579 1703195 2666003 2498545 276,214 443,673 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -176,611) -37,784 -86,412 21,979 -66,954 -72,668 -82,760 -137,101 -93,851 -39,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 11.6 15.4 62.9 57.9 90.6 84.9 9.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 51 70 79 148 171 247 272 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,014,267 COMMITMENTS 324,414 162,718 237,226 1243738 1312695 1805378 1712640 208,888 301,627 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -153,520) -11,304 -82,440 13,702 -101,292 -73,594 -98,894 -142,333 -54,626 -11,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 8.1 11.8 61.7 65.2 89.6 85.0 10.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 45 32 41 107 127 165 187 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 314,372 COMMITMENTS 18,598 29,716 69,585 199,998 171,925 288,181 271,226 26,191 43,146 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -53,070) -14,776 -2,021 -5,401 -36,425 -52,766 -56,602 -60,188 3,532 7,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 9.5 22.1 63.6 54.7 91.7 86.3 8.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 14 18 24 26 46 48 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 62,059 COMMITMENTS 24,161 2,428 1,770 26,417 46,830 52,348 51,027 9,712 11,032 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 626) 2,935 -1,207 147 -1,606 1,934 1,477 875 -851 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 3.9 2.9 42.6 75.5 84.4 82.2 15.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 35 10 9 35 28 72 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 124,118 COMMITMENTS 48,323 4,855 3,539 52,833 93,660 104,695 102,055 19,423 22,064 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 1,252) 5,870 -2,414 295 -3,212 3,869 2,953 1,749 -1,701 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 3.9 2.9 42.6 75.5 84.4 82.2 15.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 35 10 9 35 28 72 45 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 9,588 COMMITMENTS 6,518 7,704 1,553 1,356 310 9,427 9,567 161 21 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -407) -821 -929 193 233 310 -395 -426 -12 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.0 80.4 16.2 14.1 3.2 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 8 4 2 2 15 12 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 11,254 COMMITMENTS 3,240 6,465 93 7,844 4,552 11,177 11,110 77 144 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -2,447) -43 -382 64 -2,467 347 -2,446 29 -1 -2,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 57.4 0.8 69.7 40.4 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 7 2 2 8 8 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,364 COMMITMENTS 1,952 7,004 2,317 20,592 15,422 24,861 24,743 503 621 CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 2,044) -538 -63 -701 2,787 2,293 1,548 1,529 496 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 27.6 9.1 81.2 60.8 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 7 2 9 9 13 16
Updated June 7, 2013