WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 447,125: 118,397 167,551 96,604 202,849 137,219 417,850 401,374: 29,275 45,751
Old : 406,157: 105,987 161,487 82,795 192,353 122,266 381,135 366,549: 25,022 39,608
Other: 40,968: 20,227 13,881 5,992 10,496 14,952 36,715 34,825: 4,253 6,143
: : :
: : Changes in Commitments from: September 3, 2013 :
: -299: -789 7,042 -761 2,430 -5,070 881 1,212: -1,180 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 37.5 21.6 45.4 30.7 93.5 89.8: 6.5 10.2
Old : 100.0: 26.1 39.8 20.4 47.4 30.1 93.8 90.2: 6.2 9.8
Other: 100.0: 49.4 33.9 14.6 25.6 36.5 89.6 85.0: 10.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 98 157 135 91 109 268 328:
Old : 381: 99 157 120 91 107 259 317:
Other: 142: 29 38 27 34 61 78 113:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 10.9 27.4 19.5 14.9 10.6 24.6 17.8
Old : 17.8 11.8 29.1 21.0 16.1 11.6 26.9 20.0
Other: 45.7 34.0 60.2 46.5 43.0 26.1 52.2 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 1,600,221: 299,304 327,002 479,029 656,931 516,394 1,435,263 1,322,425: 164,958 277,796
Old : 1,484,165: 288,029 347,043 435,037 605,270 465,360 1,328,337 1,247,440: 155,828 236,724
Other: 116,056: 40,691 9,376 14,575 51,661 51,034 106,927 74,985: 9,130 41,071
: : :
: : Changes in Commitments from: September 3, 2013 :
: 21,686: 1,447 5,901 22,990 -1,781 -13,193 22,656 15,698: -970 5,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.4 29.9 41.1 32.3 89.7 82.6: 10.3 17.4
Old : 100.0: 19.4 23.4 29.3 40.8 31.4 89.5 84.1: 10.5 15.9
Other: 100.0: 35.1 8.1 12.6 44.5 44.0 92.1 64.6: 7.9 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 787: 190 221 257 300 316 636 661:
Old : 787: 194 222 240 296 313 622 651:
Other: 311: 52 46 34 73 180 138 247:
:----------------------------------------------------------------------------------------------------
: 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 11.4 18.4 18.3 8.2 7.9 15.4 12.0
Old : 10.4 10.7 18.7 18.0 8.4 7.6 16.0 12.1
Other: 27.2 26.0 45.0 31.4 27.1 22.6 43.3 26.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 11,724: 2,432 1,239 1,134 6,286 7,549 9,852 9,921: 1,872 1,803
Old : 11,719: 2,432 1,239 1,134 6,283 7,544 9,849 9,916: 1,870 1,803
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 968: -62 559 288 415 -305 642 542: 326 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.6 9.7 53.6 64.4 84.0 84.6: 16.0 15.4
Old : 100.0: 20.8 10.6 9.7 53.6 64.4 84.0 84.6: 16.0 15.4
Other: 100.0: 0.0 0.0 0.0 60.0 100.0 60.0 100.0: 40.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 13 7 15 12 31 26:
Old : 41: 10 13 7 15 12 31 26:
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 : 46.9 44.3 62.4 61.1 40.5 41.7 52.8 51.3
Old : 46.9 44.3 62.5 61.1 40.5 41.7 52.8 51.3
Other: 60.0 100.0 60.0 100.0 20.0 60.0 20.0 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 889,565: 209,122 56,789 303,119 317,420 447,218 829,660 807,127: 59,905 82,439
Old : 866,132: 205,085 62,100 293,194 309,716 433,726 807,994 789,020: 58,138 77,112
Other: 23,434: 11,604 2,257 2,358 7,704 13,492 21,666 18,107: 1,767 5,327
: : :
: : Changes in Commitments from: September 3, 2013 :
: 11,926: -9,099 5,187 4,640 14,571 308 10,111 10,134: 1,815 1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.4 34.1 35.7 50.3 93.3 90.7: 6.7 9.3
Old : 100.0: 23.7 7.2 33.9 35.8 50.1 93.3 91.1: 6.7 8.9
Other: 100.0: 49.5 9.6 10.1 32.9 57.6 92.5 77.3: 7.5 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 187 185 253 145 194 469 504:
Old : 588: 187 185 251 145 193 467 501:
Other: 186: 35 41 27 33 87 85 140:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 15.4 16.4 23.4 6.8 11.7 12.2 15.1
Old : 9.5 15.6 16.7 23.4 6.9 11.8 12.5 15.2
Other: 42.3 39.8 54.3 49.1 42.3 39.7 54.2 47.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 16,801: 9,108 772 339 28 3,664 9,475 4,775: 7,326 12,026
Old : 15,836: 8,411 726 339 28 3,521 8,778 4,586: 7,058 11,250
Other: 965: 697 46 0 0 143 697 189: 268 776
: : :
: : Changes in Commitments from: September 3, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 4.6 2.0 0.2 21.8 56.4 28.4: 43.6 71.6
Old : 100.0: 53.1 4.6 2.1 0.2 22.2 55.4 29.0: 44.6 71.0
Other: 100.0: 72.2 4.8 0.0 0.0 14.8 72.2 19.6: 27.8 80.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 4 2 12 8 18:
Old : 20: 5 3 4 2 12 8 18:
Other: 13: 2 2 0 0 9 2 11:
:----------------------------------------------------------------------------------------------------
: 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 : 54.0 13.0 56.4 20.0 53.7 11.8 54.2 18.7
Old : 52.9 13.0 55.4 20.1 52.5 11.7 53.1 18.8
Other: 72.2 15.9 72.2 19.0 72.2 15.9 72.2 19.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 322,210: 71,353 83,579 66,258 152,627 133,966 290,239 283,804: 31,972 38,407
Old : 316,097: 71,964 83,330 64,034 149,380 131,707 285,378 279,071: 30,720 37,027
Other: 6,113: 396 1,256 1,218 3,247 2,259 4,861 4,733: 1,252 1,380
: : :
: : Changes in Commitments from: September 3, 2013 :
: 2,329: 1,547 2,873 -2,454 2,277 -2,132 1,370 -1,713: 959 4,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 25.9 20.6 47.4 41.6 90.1 88.1: 9.9 11.9
Old : 100.0: 22.8 26.4 20.3 47.3 41.7 90.3 88.3: 9.7 11.7
Other: 100.0: 6.5 20.5 19.9 53.1 37.0 79.5 77.4: 20.5 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 68 82 78 71 69 185 200:
Old : 259: 73 82 75 71 68 185 196:
Other: 31: 4 9 6 12 7 19 20:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 20.2 22.6 28.3 11.0 15.1 18.5 22.4
Old : 13.9 20.0 22.9 28.2 11.2 15.5 18.7 22.7
Other: 47.2 50.9 65.4 67.2 36.3 35.1 52.1 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 710,297: 76,939 59,723 41,860 450,064 413,947 568,863 515,530: 141,434 194,766
Old : 710,297: 76,939 59,723 41,860 450,064 413,947 568,863 515,530: 141,434 194,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 10,604: 10,271 -13,425 2,632 -18,023 8,111 -5,120 -2,682: 15,724 13,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.4 5.9 63.4 58.3 80.1 72.6: 19.9 27.4
Old : 100.0: 10.8 8.4 5.9 63.4 58.3 80.1 72.6: 19.9 27.4
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 : 153: 29 31 37 74 78 124 125:
Old : 153: 29 31 37 74 78 124 125:
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 : 24.0 17.6 33.3 24.8 21.1 16.0 28.6 22.3
Old : 24.0 17.6 33.3 24.8 21.1 16.0 28.6 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 405,161: 32,303 39,512 5,089 291,639 280,544 329,031 325,144: 76,130 80,017
Old : 405,161: 32,303 39,512 5,089 291,639 280,544 329,031 325,144: 76,130 80,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -14,114: 2,741 7,769 -6,563 -12,300 -15,618 -16,122 -14,413: 2,008 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 1.3 72.0 69.2 81.2 80.3: 18.8 19.7
Old : 100.0: 8.0 9.8 1.3 72.0 69.2 81.2 80.3: 18.8 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 6 10 6 42 41 52 53:
Old : 72: 6 10 6 42 41 52 53:
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 : 29.2 32.6 44.6 46.5 24.9 30.5 37.7 43.7
Old : 29.2 32.6 44.6 46.5 24.9 30.5 37.7 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 6,642: 1,475 171 237 4,411 5,958 6,123 6,366: 519 276
Old : 6,642: 1,475 171 237 4,411 5,958 6,123 6,366: 519 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -30: -32 -15 30 -48 -51 -50 -36: 20 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.6 3.6 66.4 89.7 92.2 95.8: 7.8 4.2
Old : 100.0: 22.2 2.6 3.6 66.4 89.7 92.2 95.8: 7.8 4.2
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 : 39: 12 3 6 18 20 33 27:
Old : 39: 12 3 6 18 20 33 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 : 42.0 68.4 59.5 79.8 22.9 47.5 36.6 52.6
Old : 42.0 68.4 59.5 79.8 22.9 47.5 36.6 52.6
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 10, 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 : 327,580: 95,469 34,751 62,349 117,219 204,782 275,038 301,882: 52,542 25,698
Old : 324,930: 95,470 35,029 61,609 115,913 202,823 272,992 299,461: 51,939 25,470
Other: 2,650: 536 258 204 1,306 1,959 2,046 2,421: 604 228
: : :
: : Changes in Commitments from: September 3, 2013 :
: 6,842: -3,019 -453 5,756 933 1,526 3,670 6,828: 3,172 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.6 19.0 35.8 62.5 84.0 92.2: 16.0 7.8
Old : 100.0: 29.4 10.8 19.0 35.7 62.4 84.0 92.2: 16.0 7.8
Other: 100.0: 20.2 9.7 7.7 49.3 73.9 77.2 91.4: 22.8 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 89 56 65 71 80 193 169:
Old : 242: 89 56 65 71 80 193 169:
Other: 28: 4 4 5 14 9 21 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 : 9.6 32.2 16.4 41.2 7.5 27.2 13.7 33.1
Old : 9.6 32.0 16.5 41.0 7.6 27.0 13.8 32.9
Other: 42.3 72.7 61.6 88.6 38.1 66.8 53.9 75.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 10,079: 1,586 2,634 339 6,238 5,820 8,164 8,794: 1,915 1,285
Old : 10,077: 1,586 2,635 338 6,238 5,820 8,163 8,794: 1,914 1,283
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: September 3, 2013 :
: 236: -205 135 17 323 -45 134 106: 102 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 26.1 3.4 61.9 57.7 81.0 87.3: 19.0 12.7
Old : 100.0: 15.7 26.2 3.4 61.9 57.8 81.0 87.3: 19.0 12.7
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 : 55: 14 14 6 21 17 39 33:
Old : 55: 14 14 6 21 17 39 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 : 40.9 55.9 56.3 68.4 40.9 53.0 55.8 64.3
Old : 40.9 56.0 56.3 68.4 40.9 53.0 55.8 64.3
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 10, 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 : 882,221: 139,005 165,805 29,819 620,243 556,853 789,066 752,477: 93,154 129,743
Old : 882,221: 139,005 165,805 29,819 620,243 556,853 789,066 752,477: 93,154 129,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 50,435: -21,174 12,136 -5,803 76,500 34,691 49,524 41,024: 912 9,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 18.8 3.4 70.3 63.1 89.4 85.3: 10.6 14.7
Old : 100.0: 15.8 18.8 3.4 70.3 63.1 89.4 85.3: 10.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 39 41 27 86 95 133 155:
Old : 210: 39 41 27 86 95 133 155:
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 : 21.0 27.0 32.6 37.1 19.9 26.7 31.0 34.0
Old : 21.0 27.0 32.6 37.1 19.9 26.7 31.0 34.0
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 10, 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 : 2,706,107: 190,269 263,405 350,928 1,905,084 1,610,502 2,446,280 2,224,834: 259,827 481,272
Old : 2,706,107: 190,269 263,405 350,928 1,905,084 1,610,502 2,446,280 2,224,834: 259,827 481,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 37,123: -37,131 -43,085 29,386 51,875 37,417 44,130 23,717: -7,007 13,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.7 13.0 70.4 59.5 90.4 82.2: 9.6 17.8
Old : 100.0: 7.0 9.7 13.0 70.4 59.5 90.4 82.2: 9.6 17.8
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 : 311: 50 73 80 158 167 255 273:
Old : 311: 50 73 80 158 167 255 273:
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 : 29.1 15.2 38.6 22.0 26.5 11.5 33.1 16.2
Old : 29.1 15.2 38.6 22.0 26.5 11.5 33.1 16.2
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 10, 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 : 2,016,617: 137,685 262,342 232,272 1,465,414 1,171,012 1,835,371 1,665,626: 181,245 350,991
Old : 2,016,617: 137,685 262,342 232,272 1,465,414 1,171,012 1,835,371 1,665,626: 181,245 350,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 157,970: -28,605 50,811 49,390 142,466 59,482 163,252 159,684: -5,282 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.0 11.5 72.7 58.1 91.0 82.6: 9.0 17.4
Old : 100.0: 6.8 13.0 11.5 72.7 58.1 91.0 82.6: 9.0 17.4
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 : 223: 29 52 46 104 117 162 186:
Old : 223: 29 52 46 104 117 162 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 19.1 37.7 27.9 20.1 15.0 30.5 20.6
Old : 26.3 19.1 37.7 27.9 20.1 15.0 30.5 20.6
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 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 283,474: 20,645 30,216 70,551 167,509 145,418 258,705 246,185: 24,769 37,289
Old : 283,474: 20,645 30,216 70,551 167,509 145,418 258,705 246,185: 24,769 37,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 11,120: -1,320 1,360 2,409 8,958 5,969 10,047 9,738: 1,073 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.7 24.9 59.1 51.3 91.3 86.8: 8.7 13.2
Old : 100.0: 7.3 10.7 24.9 59.1 51.3 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 : 57: 15 11 18 25 28 49 49:
Old : 57: 15 11 18 25 28 49 49:
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 : 36.9 29.6 52.1 47.9 22.2 20.9 29.2 28.0
Old : 36.9 29.6 52.1 47.9 22.2 20.9 29.2 28.0
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 10, 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 : 69,668: 14,447 4,656 1,862 39,929 51,248 56,238 57,766: 13,430 11,902
Old : 69,668: 14,447 4,656 1,862 39,929 51,248 56,238 57,766: 13,430 11,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 17,828: 936 1,374 418 11,293 14,161 12,648 15,954: 5,180 1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.7 2.7 57.3 73.6 80.7 82.9: 19.3 17.1
Old : 100.0: 20.7 6.7 2.7 57.3 73.6 80.7 82.9: 19.3 17.1
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 : 95: 28 16 10 44 27 78 48:
Old : 95: 28 16 10 44 27 78 48:
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 : 15.1 33.1 26.3 53.9 14.8 30.3 24.0 46.4
Old : 15.1 33.1 26.3 53.9 14.8 30.3 24.0 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 13,681: 2,568 230 3 6,209 12,158 8,780 12,391: 4,901 1,290
Old : 13,681: 2,568 230 3 6,209 12,158 8,780 12,391: 4,901 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.7 0.0 45.4 88.9 64.2 90.6: 35.8 9.4
Old : 100.0: 18.8 1.7 0.0 45.4 88.9 64.2 90.6: 35.8 9.4
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 : 20: 4 1 1 8 7 12 9:
Old : 20: 4 1 1 8 7 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 73.9 56.4 90.5 36.1 73.9 56.4 90.5
Old : 36.1 73.9 56.4 90.5 36.1 73.9 56.4 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 111,973: 24,993 10,088 2,482 67,439 78,180 94,915 90,750: 17,059 21,223
Old : 111,973: 24,993 10,088 2,482 67,439 78,180 94,915 90,750: 17,059 21,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 8,293: -2,027 3,525 -406 10,168 4,007 7,735 7,125: 558 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.0 2.2 60.2 69.8 84.8 81.0: 15.2 19.0
Old : 100.0: 22.3 9.0 2.2 60.2 69.8 84.8 81.0: 15.2 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 : 92: 26 16 10 40 26 72 46:
Old : 92: 26 16 10 40 26 72 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 : 17.6 36.8 30.6 54.5 17.4 36.4 29.2 53.3
Old : 17.6 36.8 30.6 54.5 17.4 36.4 29.2 53.3
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 10, 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 : 8,129: 5,572 6,109 1,664 670 342 7,906 8,115: 223 14
Old : 8,129: 5,572 6,109 1,664 670 342 7,906 8,115: 223 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 126: 772 216 -387 -455 292 -70 121: 196 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 75.2 20.5 8.2 4.2 97.3 99.8: 2.7 0.2
Old : 100.0: 68.5 75.2 20.5 8.2 4.2 97.3 99.8: 2.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 5 4 1 2 16 9:
Old : 21: 13 5 4 1 2 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 88.6 80.3 99.5 44.7 74.8 65.3 79.4
Old : 55.6 88.6 80.3 99.5 44.7 74.8 65.3 79.4
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 10, 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 : 44,037: 4,966 19,050 4,412 34,629 20,527 44,007 43,989: 30 48
Old : 44,037: 4,966 19,050 4,412 34,629 20,527 44,007 43,989: 30 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 5,501: 1,434 1,611 4,369 -310 -480 5,493 5,500: 8 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 43.3 10.0 78.6 46.6 99.9 99.9: 0.1 0.1
Old : 100.0: 11.3 43.3 10.0 78.6 46.6 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: 3 14 3 6 14 10 30:
Old : 36: 3 14 3 6 14 10 30:
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 : 98.2 55.3 99.8 81.2 88.3 55.3 89.8 74.2
Old : 98.2 55.3 99.8 81.2 88.3 55.3 89.8 74.2
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 10, 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 : 22,627: 48 10,053 0 22,563 12,464 22,611 22,517: 16 110
Old : 22,627: 48 10,053 0 22,563 12,464 22,611 22,517: 16 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,407: -25 -1,377 -2,757 1,360 2,673 -1,422 -1,461: 15 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 44.4 0.0 99.7 55.1 99.9 99.5: 0.1 0.5
Old : 100.0: 0.2 44.4 0.0 99.7 55.1 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 10 0 6 6 7 16:
Old : 22: 1 10 0 6 6 7 16:
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 : 98.5 81.5 99.9 92.9 80.1 62.9 80.7 73.7
Old : 98.5 81.5 99.9 92.9 80.1 62.9 80.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2013