WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 28, 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 : 415,805: 113,778 153,434 71,844 196,437 137,833 382,059 363,111: 33,746 52,694
Old : 399,086: 111,802 151,135 66,602 189,379 132,314 367,783 350,051: 31,303 49,035
Other: 16,719: 3,610 3,933 3,608 7,058 5,519 14,276 13,060: 2,443 3,659
: : :
: : Changes in Commitments from: May 21, 2013 :
: 1,584: 1,768 -3,678 -1,056 -704 6,990 8 2,256: 1,576 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 36.9 17.3 47.2 33.1 91.9 87.3: 8.1 12.7
Old : 100.0: 28.0 37.9 16.7 47.5 33.2 92.2 87.7: 7.8 12.3
Other: 100.0: 21.6 23.5 21.6 42.2 33.0 85.4 78.1: 14.6 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 96 148 115 77 107 249 307:
Old : 372: 98 149 111 77 101 245 299:
Other: 97: 14 16 7 19 56 40 76:
:----------------------------------------------------------------------------------------------------
: 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 13.6 30.2 21.7 16.6 10.9 27.5 17.6
Old : 17.2 13.4 30.1 21.7 17.0 11.3 28.5 18.2
Other: 57.3 35.2 70.5 49.6 41.1 17.7 49.0 29.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 28, 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 : 1,181,497: 376,874 224,375 164,587 500,020 554,557 1,041,481 943,519: 140,016 237,978
Old : 595,983: 241,819 107,344 48,961 237,243 331,947 528,023 488,252: 67,960 107,731
Other: 585,514: 224,090 206,066 26,591 262,777 222,610 513,458 455,267: 72,056 130,247
: : :
: : Changes in Commitments from: May 21, 2013 :
: 5,377: 17,331 -12,058 -5,625 -7,920 18,914 3,786 1,231: 1,591 4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 19.0 13.9 42.3 46.9 88.1 79.9: 11.9 20.1
Old : 100.0: 40.6 18.0 8.2 39.8 55.7 88.6 81.9: 11.4 18.1
Other: 100.0: 38.3 35.2 4.5 44.9 38.0 87.7 77.8: 12.3 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 710: 162 174 190 222 292 509 557:
Old : 613: 157 125 110 135 265 351 449:
Other: 613: 120 155 78 184 250 359 441:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 11.6 21.7 18.1 10.8 9.5 20.4 15.1
Old : 16.1 14.7 26.4 21.7 16.1 14.4 26.4 21.1
Other: 18.4 17.3 29.0 24.4 18.2 16.8 28.9 23.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 28, 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 : 8,016: 2,156 1,903 157 3,607 5,043 5,920 7,103: 2,096 913
Old : 8,016: 2,156 1,903 157 3,607 5,043 5,920 7,103: 2,096 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -330: -615 -53 -149 160 -252 -604 -454: 274 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 23.7 2.0 45.0 62.9 73.9 88.6: 26.1 11.4
Old : 100.0: 26.9 23.7 2.0 45.0 62.9 73.9 88.6: 26.1 11.4
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 : 39: 14 6 4 13 12 31 18:
Old : 39: 14 6 4 13 12 31 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 : 38.0 54.1 53.1 77.2 38.0 53.1 53.1 75.8
Old : 38.0 54.1 53.1 77.2 38.0 53.1 53.1 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 28, 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 : 581,323: 230,793 137,759 65,423 230,632 302,965 526,848 506,147: 54,475 75,176
Old : 298,763: 157,472 82,823 13,738 96,003 173,952 267,213 270,513: 31,550 28,250
Other: 282,560: 106,676 88,291 18,330 134,629 129,013 259,635 235,634: 22,925 46,926
: : :
: : Changes in Commitments from: May 21, 2013 :
: -1,405: 15,960 5,823 726 -17,586 -13,141 -900 -6,592: -505 5,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 23.7 11.3 39.7 52.1 90.6 87.1: 9.4 12.9
Old : 100.0: 52.7 27.7 4.6 32.1 58.2 89.4 90.5: 10.6 9.5
Other: 100.0: 37.8 31.2 6.5 47.6 45.7 91.9 83.4: 8.1 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 170 160 165 129 147 401 389:
Old : 452: 144 150 60 86 115 272 285:
Other: 407: 113 131 88 101 121 274 291:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 14.6 19.7 23.3 10.9 13.7 18.3 20.6
Old : 18.0 19.2 29.4 31.1 17.7 19.2 29.1 30.7
Other: 15.0 18.1 25.8 26.1 14.5 18.0 24.5 26.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 28, 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 : 358,643: 78,502 105,359 51,393 192,031 164,908 321,926 321,660: 36,717 36,983
Old : 223,877: 61,178 97,002 11,514 131,658 89,422 204,350 197,938: 19,527 25,939
Other: 134,766: 42,307 33,340 14,896 60,373 75,486 117,576 123,722: 17,190 11,044
: : :
: : Changes in Commitments from: May 21, 2013 :
: 7,045: 830 -4,617 1,364 3,512 10,197 5,706 6,944: 1,339 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 29.4 14.3 53.5 46.0 89.8 89.7: 10.2 10.3
Old : 100.0: 27.3 43.3 5.1 58.8 39.9 91.3 88.4: 8.7 11.6
Other: 100.0: 31.4 24.7 11.1 44.8 56.0 87.2 91.8: 12.8 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 85 76 83 72 75 197 211:
Old : 256: 82 79 51 59 69 156 184:
Other: 185: 55 51 34 57 47 133 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 19.5 32.9 27.7 15.0 14.7 23.0 21.2
Old : 34.4 16.1 44.0 26.0 33.1 16.1 42.6 24.9
Other: 17.2 39.6 28.7 51.2 16.9 35.4 28.3 46.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 28, 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 : 710,940: 52,965 80,216 34,827 465,768 427,353 553,560 542,396: 157,380 168,544
Old : 710,940: 52,965 80,216 34,827 465,768 427,353 553,560 542,396: 157,380 168,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 75,958: -9,304 8,364 15,040 54,837 49,028 60,573 72,432: 15,385 3,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.3 4.9 65.5 60.1 77.9 76.3: 22.1 23.7
Old : 100.0: 7.4 11.3 4.9 65.5 60.1 77.9 76.3: 22.1 23.7
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 : 156: 30 33 22 63 78 106 120:
Old : 156: 30 33 22 63 78 106 120:
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 : 25.4 18.3 36.5 27.3 17.9 9.4 24.0 14.5
Old : 25.4 18.3 36.5 27.3 17.9 9.4 24.0 14.5
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 - Futures Only, May 28, 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 : 402,340: 21,781 53,252 8,228 288,556 258,840 318,565 320,320: 83,775 82,020
Old : 402,340: 21,781 53,252 8,228 288,556 258,840 318,565 320,320: 83,775 82,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 15,281: -2,251 3,113 2,425 5,009 -15,404 5,183 -9,866: 10,098 25,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 13.2 2.0 71.7 64.3 79.2 79.6: 20.8 20.4
Old : 100.0: 5.4 13.2 2.0 71.7 64.3 79.2 79.6: 20.8 20.4
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 : 69: 6 10 4 39 39 48 50:
Old : 69: 6 10 4 39 39 48 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 : 33.3 30.7 47.3 44.7 29.8 30.7 41.9 44.7
Old : 33.3 30.7 47.3 44.7 29.8 30.7 41.9 44.7
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 - Futures Only, May 28, 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 : 9,999: 1,564 420 647 7,059 8,567 9,270 9,634: 729 365
Old : 9,999: 1,564 420 647 7,059 8,567 9,270 9,634: 729 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 129: 72 104 -249 297 400 120 255: 9 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.2 6.5 70.6 85.7 92.7 96.3: 7.3 3.7
Old : 100.0: 15.6 4.2 6.5 70.6 85.7 92.7 96.3: 7.3 3.7
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 : 42: 8 6 4 20 25 32 32:
Old : 42: 8 6 4 20 25 32 32:
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 : 51.9 41.8 65.7 65.1 32.3 22.8 39.6 33.9
Old : 51.9 41.8 65.7 65.1 32.3 22.8 39.6 33.9
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 - Futures Only, May 28, 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 : 278,897: 91,143 32,090 31,428 106,815 192,341 229,386 255,859: 49,511 23,038
Old : 181,373: 78,002 22,745 10,737 59,516 135,361 148,255 168,843: 33,118 12,530
Other: 97,524: 25,367 21,571 8,465 47,299 56,980 81,131 87,016: 16,393 10,508
: : :
: : Changes in Commitments from: May 21, 2013 :
: 12,218: 3,926 3,165 2,658 2,917 5,690 9,501 11,513: 2,717 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.5 11.3 38.3 69.0 82.2 91.7: 17.8 8.3
Old : 100.0: 43.0 12.5 5.9 32.8 74.6 81.7 93.1: 18.3 6.9
Other: 100.0: 26.0 22.1 8.7 48.5 58.4 83.2 89.2: 16.8 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 84 48 51 82 78 196 152:
Old : 227: 84 40 31 71 70 171 125:
Other: 165: 43 37 28 67 48 126 99:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 32.6 15.2 43.9 8.1 30.1 14.9 39.7
Old : 10.4 38.4 18.8 50.2 10.4 37.6 18.7 47.2
Other: 17.9 27.2 28.1 45.2 17.5 23.7 25.9 38.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 28, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,543: 2,034 5,202 281 6,464 4,536 8,779 10,019: 2,764 1,524
Old : 9,712: 1,857 5,378 0 5,735 3,188 7,592 8,566: 2,120 1,146
Other: 1,831: 445 92 13 729 1,348 1,187 1,453: 644 378
: : :
: : Changes in Commitments from: May 21, 2013 :
: -162: -176 -233 88 -136 145 -224 0: 62 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 45.1 2.4 56.0 39.3 76.1 86.8: 23.9 13.2
Old : 100.0: 19.1 55.4 0.0 59.1 32.8 78.2 88.2: 21.8 11.8
Other: 100.0: 24.3 5.0 0.7 39.8 73.6 64.8 79.4: 35.2 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 15 6 20 12 40 32:
Old : 57: 16 17 0 18 7 34 24:
Other: 29: 9 3 2 10 9 20 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.9 49.3 60.6 33.1 41.2 49.3 59.2
Old : 36.4 47.0 52.2 66.9 36.4 47.0 52.2 66.9
Other: 31.0 53.7 50.5 71.7 31.0 52.0 49.4 70.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 28, 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 : 1,085,288: 195,768 212,905 56,359 674,980 716,714 927,107 985,978: 158,181 99,310
Old : 1,085,288: 195,768 212,905 56,359 674,980 716,714 927,107 985,978: 158,181 99,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 180,155: -26,202 8,515 15,250 159,442 147,535 148,490 171,300: 31,665 8,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.6 5.2 62.2 66.0 85.4 90.8: 14.6 9.2
Old : 100.0: 18.0 19.6 5.2 62.2 66.0 85.4 90.8: 14.6 9.2
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 : 194: 34 41 29 90 88 137 146:
Old : 194: 34 41 29 90 88 137 146:
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 : 25.2 28.7 36.2 40.3 15.7 16.9 21.4 26.0
Old : 25.2 28.7 36.2 40.3 15.7 16.9 21.4 26.0
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 - Futures Only, May 28, 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 : 2,493,026: 401,534 437,039 126,268 1,619,148 1,480,860 2,146,950 2,044,167: 346,076 448,859
Old : 2,493,026: 401,534 437,039 126,268 1,619,148 1,480,860 2,146,950 2,044,167: 346,076 448,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 139,725: 18,077 73,788 5,111 67,369 -4,374 90,557 74,525: 49,168 65,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.5 5.1 64.9 59.4 86.1 82.0: 13.9 18.0
Old : 100.0: 16.1 17.5 5.1 64.9 59.4 86.1 82.0: 13.9 18.0
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 : 314: 45 77 54 125 165 204 263:
Old : 314: 45 77 54 125 165 204 263:
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 : 27.4 14.2 39.2 21.4 25.9 9.5 36.3 15.7
Old : 27.4 14.2 39.2 21.4 25.9 9.5 36.3 15.7
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 - Futures Only, May 28, 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 : 1,880,190: 316,280 258,577 41,759 1,264,945 1,276,229 1,622,984 1,576,565: 257,206 303,625
Old : 1,880,190: 316,280 258,577 41,759 1,264,945 1,276,229 1,622,984 1,576,565: 257,206 303,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 66,620: -21,954 25,726 4,533 71,391 3,569 53,970 33,828: 12,650 32,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.8 2.2 67.3 67.9 86.3 83.9: 13.7 16.1
Old : 100.0: 16.8 13.8 2.2 67.3 67.9 86.3 83.9: 13.7 16.1
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 : 219: 30 49 33 98 113 152 171:
Old : 219: 30 49 33 98 113 152 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 24.0 37.8 33.8 21.9 23.9 35.9 32.6
Old : 23.3 24.0 37.8 33.8 21.9 23.9 35.9 32.6
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 - Futures Only, May 28, 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 : 365,000: 34,247 31,528 73,649 234,900 224,620 342,796 329,797: 22,204 35,203
Old : 365,000: 34,247 31,528 73,649 234,900 224,620 342,796 329,797: 22,204 35,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 21,984: 14,597 -1,234 -964 5,997 25,970 19,630 23,772: 2,354 -1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.6 20.2 64.4 61.5 93.9 90.4: 6.1 9.6
Old : 100.0: 9.4 8.6 20.2 64.4 61.5 93.9 90.4: 6.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 17 14 22 30 35 59 61:
Old : 73: 17 14 22 30 35 59 61:
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 : 40.4 34.0 53.0 48.7 29.0 29.8 37.3 36.3
Old : 40.4 34.0 53.0 48.7 29.0 29.8 37.3 36.3
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 - Futures Only, May 28, 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 : 57,916: 21,424 3,774 65 26,070 43,215 47,559 47,054: 10,357 10,862
Old : 57,916: 21,424 3,774 65 26,070 43,215 47,559 47,054: 10,357 10,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 386: 1,073 -489 -438 -592 1,234 43 307: 343 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 6.5 0.1 45.0 74.6 82.1 81.2: 17.9 18.8
Old : 100.0: 37.0 6.5 0.1 45.0 74.6 82.1 81.2: 17.9 18.8
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 : 98: 33 12 5 33 29 67 45:
Old : 98: 33 12 5 33 29 67 45:
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 : 25.5 34.7 37.8 56.7 25.3 33.8 37.6 55.8
Old : 25.5 34.7 37.8 56.7 25.3 33.8 37.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, May 28, 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 : 115,832: 42,848 7,548 130 52,140 86,430 95,118 94,108: 20,714 21,724
Old : 115,832: 42,848 7,548 130 52,140 86,430 95,118 94,108: 20,714 21,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 771: 2,146 -977 -876 -1,184 2,467 86 614: 685 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 6.5 0.1 45.0 74.6 82.1 81.2: 17.9 18.8
Old : 100.0: 37.0 6.5 0.1 45.0 74.6 82.1 81.2: 17.9 18.8
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 : 98: 33 12 5 33 29 67 45:
Old : 98: 33 12 5 33 29 67 45:
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 : 25.5 34.7 37.8 56.7 25.3 33.8 37.6 55.8
Old : 25.5 34.7 37.8 56.7 25.3 33.8 37.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, May 28, 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 : 9,995: 7,339 8,633 1,360 1,123 0 9,822 9,993: 173 2
Old : 9,995: 7,339 8,633 1,360 1,123 0 9,822 9,993: 173 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -153: -408 -59 170 77 -244 -161 -133: 8 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 86.4 13.6 11.2 0.0 98.3 100.0: 1.7 0.0
Old : 100.0: 73.4 86.4 13.6 11.2 0.0 98.3 100.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 8 3 2 0 15 9:
Old : 21: 11 8 3 2 0 15 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 : 70.6 84.4 87.3 99.3 67.8 81.9 79.9 86.4
Old : 70.6 84.4 87.3 99.3 67.8 81.9 79.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, May 28, 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) :
: : :
All : 13,701: 3,283 6,847 29 10,311 4,205 13,623 11,081: 78 2,620
Old : 13,701: 3,283 6,847 29 10,311 4,205 13,623 11,081: 78 2,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 2,961: 453 262 -15 2,531 231 2,969 478: -8 2,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 50.0 0.2 75.3 30.7 99.4 80.9: 0.6 19.1
Old : 100.0: 24.0 50.0 0.2 75.3 30.7 99.4 80.9: 0.6 19.1
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 : 24: 5 7 2 5 8 12 15:
Old : 24: 5 7 2 5 8 12 15:
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 : 97.1 67.8 98.9 76.8 97.1 67.6 98.8 76.6
Old : 97.1 67.8 98.9 76.8 97.1 67.6 98.8 76.6
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 - Futures Only, May 28, 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 : 23,320: 2,490 7,067 3,018 17,805 13,129 23,313 23,214: 7 106
Old : 23,320: 2,490 7,067 3,018 17,805 13,129 23,313 23,214: 7 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 1,756: 85 1,693 749 957 -680 1,791 1,762: -35 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 30.3 12.9 76.4 56.3 100.0 99.5: 0.0 0.5
Old : 100.0: 10.7 30.3 12.9 76.4 56.3 100.0 99.5: 0.0 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 : 27: 3 7 2 8 10 13 17:
Old : 27: 3 7 2 8 10 13 17:
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 : 86.7 71.2 98.6 94.6 78.3 58.5 86.3 81.9
Old : 86.7 71.2 98.6 94.6 78.3 58.5 86.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, May 28, 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) :
: : :
All : 4,264: 1,209 1,191 0 2,967 3,027 4,176 4,218: 88 46
Old : 4,264: 1,209 1,191 0 2,967 3,027 4,176 4,218: 88 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 830: 368 467 0 535 370 903 837: -73 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 27.9 0.0 69.6 71.0 97.9 98.9: 2.1 1.1
Old : 100.0: 28.4 27.9 0.0 69.6 71.0 97.9 98.9: 2.1 1.1
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 : 20: 4 5 0 4 8 8 13:
Old : 20: 4 5 0 4 8 8 13:
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 : 94.9 66.7 97.9 88.8 94.9 66.7 97.2 88.8
Old : 94.9 66.7 97.9 88.8 94.9 66.7 97.2 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2013