WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 4, 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 : 428,452: 119,950 148,665 74,520 201,233 152,763 395,703 375,948: 32,749 52,504
Old : 404,741: 116,614 146,971 67,024 191,755 143,284 375,393 357,279: 29,348 47,462
Other: 23,711: 7,132 5,490 3,700 9,478 9,479 20,310 18,669: 3,401 5,042
: : :
: : Changes in Commitments from: May 28, 2013 :
: 12,647: 6,172 -4,769 2,676 4,796 14,930 13,644 12,837: -997 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 34.7 17.4 47.0 35.7 92.4 87.7: 7.6 12.3
Old : 100.0: 28.8 36.3 16.6 47.4 35.4 92.7 88.3: 7.3 11.7
Other: 100.0: 30.1 23.2 15.6 40.0 40.0 85.7 78.7: 14.3 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 92 152 125 78 103 266 305:
Old : 380: 99 153 119 77 100 262 297:
Other: 112: 18 31 9 22 53 49 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 14.3 29.2 22.7 15.1 11.5 25.6 18.2
Old : 16.0 14.3 29.1 22.9 15.4 12.1 25.9 19.2
Other: 46.0 32.3 64.4 47.1 37.2 22.4 50.1 33.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 4, 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 : 1,179,731: 368,272 232,450 154,195 516,097 557,162 1,038,564 943,807: 141,167 235,924
Old : 566,874: 220,971 125,537 39,706 240,026 307,921 500,703 473,164: 66,171 93,710
Other: 612,857: 234,219 193,831 27,571 276,071 249,241 537,861 470,643: 74,996 142,214
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,766: -8,602 8,075 -10,392 16,077 2,605 -2,917 288: 1,151 -2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 19.7 13.1 43.7 47.2 88.0 80.0: 12.0 20.0
Old : 100.0: 39.0 22.1 7.0 42.3 54.3 88.3 83.5: 11.7 16.5
Other: 100.0: 38.2 31.6 4.5 45.0 40.7 87.8 76.8: 12.2 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 693: 167 160 195 235 289 515 551:
Old : 599: 149 122 101 151 250 357 424:
Other: 611: 124 154 80 189 254 367 443:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 11.5 21.9 18.4 11.0 9.1 20.5 14.8
Old : 16.4 16.1 27.1 24.7 16.4 16.0 27.1 22.9
Other: 18.1 15.5 28.6 22.7 17.9 14.2 28.4 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 4, 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 : 8,264: 1,817 1,808 147 3,935 5,091 5,899 7,046: 2,365 1,218
Old : 8,264: 1,817 1,808 147 3,935 5,091 5,899 7,046: 2,365 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 248: -339 -95 -10 328 48 -21 -57: 269 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 21.9 1.8 47.6 61.6 71.4 85.3: 28.6 14.7
Old : 100.0: 22.0 21.9 1.8 47.6 61.6 71.4 85.3: 28.6 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 : 35: 13 6 4 9 11 26 17:
Old : 35: 13 6 4 9 11 26 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 : 39.5 53.4 52.7 75.8 39.5 52.4 52.4 72.4
Old : 39.5 53.4 52.7 75.8 39.5 52.4 52.4 72.4
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, June 4, 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 : 600,319: 234,210 124,606 69,166 241,176 326,730 544,552 520,502: 55,767 79,817
Old : 282,809: 149,434 77,356 13,707 90,706 165,335 253,847 256,398: 28,962 26,411
Other: 317,510: 119,645 82,119 20,590 150,470 161,395 290,705 264,104: 26,805 53,406
: : :
: : Changes in Commitments from: May 28, 2013 :
: 18,996: 3,417 -13,153 3,743 10,544 23,765 17,704 14,355: 1,292 4,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 20.8 11.5 40.2 54.4 90.7 86.7: 9.3 13.3
Old : 100.0: 52.8 27.4 4.8 32.1 58.5 89.8 90.7: 10.2 9.3
Other: 100.0: 37.7 25.9 6.5 47.4 50.8 91.6 83.2: 8.4 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 174 156 160 126 154 399 389:
Old : 442: 143 139 46 85 122 258 277:
Other: 431: 126 133 91 102 130 289 306:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 15.2 20.2 23.8 10.6 13.9 18.5 20.3
Old : 19.6 20.7 31.6 32.8 19.6 20.5 31.6 32.2
Other: 15.1 19.2 25.2 27.3 14.0 19.1 23.5 26.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 4, 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 : 369,829: 74,339 114,674 53,970 204,770 161,718 333,079 330,362: 36,750 39,467
Old : 218,944: 51,988 100,174 12,258 137,332 78,988 201,578 191,420: 17,366 27,524
Other: 150,885: 44,902 37,051 19,161 67,438 82,730 131,501 138,942: 19,384 11,943
: : :
: : Changes in Commitments from: May 28, 2013 :
: 11,186: -4,163 9,315 2,577 12,739 -3,190 11,153 8,702: 33 2,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 31.0 14.6 55.4 43.7 90.1 89.3: 9.9 10.7
Old : 100.0: 23.7 45.8 5.6 62.7 36.1 92.1 87.4: 7.9 12.6
Other: 100.0: 29.8 24.6 12.7 44.7 54.8 87.2 92.1: 12.8 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 76 92 83 74 70 189 223:
Old : 245: 67 87 51 60 64 143 187:
Other: 202: 64 53 37 59 49 141 128:
:----------------------------------------------------------------------------------------------------
: 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 19.5 32.9 27.2 13.8 11.8 21.8 18.4
Old : 36.5 14.3 45.7 24.2 35.1 13.6 44.3 22.6
Other: 17.3 39.5 29.8 51.1 17.0 35.7 28.5 46.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 4, 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 : 579,821: 56,753 54,384 15,168 384,671 346,010 456,592 415,562: 123,229 164,259
Old : 579,821: 56,753 54,384 15,168 384,671 346,010 456,592 415,562: 123,229 164,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -131,119: 3,788 -25,832 -19,659 -81,097 -81,343 -96,968 -126,834: -34,151 -4,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 9.4 2.6 66.3 59.7 78.7 71.7: 21.3 28.3
Old : 100.0: 9.8 9.4 2.6 66.3 59.7 78.7 71.7: 21.3 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 35 28 19 63 75 107 113:
Old : 160: 35 28 19 63 75 107 113:
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 : 24.1 17.1 33.8 26.5 18.9 13.4 26.3 19.6
Old : 24.1 17.1 33.8 26.5 18.9 13.4 26.3 19.6
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, June 4, 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 : 404,186: 24,064 54,648 6,602 296,747 275,078 327,413 336,328: 76,773 67,858
Old : 404,186: 24,064 54,648 6,602 296,747 275,078 327,413 336,328: 76,773 67,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 1,846: 2,283 1,396 -1,626 8,191 16,238 8,848 16,008: -7,002 -14,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.5 1.6 73.4 68.1 81.0 83.2: 19.0 16.8
Old : 100.0: 6.0 13.5 1.6 73.4 68.1 81.0 83.2: 19.0 16.8
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 : 69: 6 9 7 40 41 51 52:
Old : 69: 6 9 7 40 41 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 30.5 45.8 46.0 28.1 26.9 39.7 41.9
Old : 32.0 30.5 45.8 46.0 28.1 26.9 39.7 41.9
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, June 4, 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 : 10,232: 1,552 848 500 7,522 8,554 9,574 9,902: 658 330
Old : 10,232: 1,552 848 500 7,522 8,554 9,574 9,902: 658 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 233: -12 428 -147 463 -13 304 268: -71 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.3 4.9 73.5 83.6 93.6 96.8: 6.4 3.2
Old : 100.0: 15.2 8.3 4.9 73.5 83.6 93.6 96.8: 6.4 3.2
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 : 43: 10 7 5 20 23 34 31:
Old : 43: 10 7 5 20 23 34 31:
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 : 52.5 43.8 66.7 69.6 32.4 27.0 39.5 38.2
Old : 52.5 43.8 66.7 69.6 32.4 27.0 39.5 38.2
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, June 4, 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 : 287,234: 93,718 34,924 32,128 110,518 197,977 236,364 265,029: 50,870 22,205
Old : 177,864: 74,617 19,617 11,243 58,495 135,208 144,355 166,068: 33,509 11,796
Other: 109,370: 32,032 28,238 7,954 52,023 62,769 92,009 98,961: 17,361 10,409
: : :
: : Changes in Commitments from: May 28, 2013 :
: 8,337: 2,575 2,834 700 3,703 5,636 6,978 9,170: 1,359 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 12.2 11.2 38.5 68.9 82.3 92.3: 17.7 7.7
Old : 100.0: 42.0 11.0 6.3 32.9 76.0 81.2 93.4: 18.8 6.6
Other: 100.0: 29.3 25.8 7.3 47.6 57.4 84.1 90.5: 15.9 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 79 53 56 82 85 197 164:
Old : 221: 77 41 34 69 73 163 131:
Other: 177: 48 47 28 63 54 128 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.6 32.5 15.5 42.9 7.7 29.9 14.2 39.0
Old : 10.8 38.8 19.1 50.9 10.7 38.2 18.9 48.0
Other: 17.3 25.9 28.3 42.0 16.9 21.5 26.2 34.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 4, 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 : 11,387: 2,064 4,958 425 6,211 4,392 8,700 9,775: 2,687 1,612
Old : 8,318: 1,955 4,692 0 4,480 2,437 6,435 7,129: 1,883 1,189
Other: 3,069: 507 664 27 1,731 1,955 2,265 2,646: 804 423
: : :
: : Changes in Commitments from: May 28, 2013 :
: -156: 30 -244 144 -253 -144 -79 -244: -77 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 43.5 3.7 54.5 38.6 76.4 85.8: 23.6 14.2
Old : 100.0: 23.5 56.4 0.0 53.9 29.3 77.4 85.7: 22.6 14.3
Other: 100.0: 16.5 21.6 0.9 56.4 63.7 73.8 86.2: 26.2 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 19 15 8 22 13 42 36:
Old : 55: 16 15 0 19 6 35 21:
Other: 37: 8 7 4 11 13 21 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 41.5 48.3 59.3 32.3 40.7 48.3 57.8
Old : 40.5 53.8 52.5 73.1 40.5 53.8 52.5 73.1
Other: 43.1 44.5 59.6 64.3 43.1 44.5 59.6 63.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 4, 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 : 869,462: 157,383 190,991 9,586 599,466 574,892 766,435 775,469: 103,027 93,993
Old : 869,462: 157,383 190,991 9,586 599,466 574,892 766,435 775,469: 103,027 93,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -215,826: -38,385 -21,914 -46,773 -75,514 -141,822 -160,672 -210,509: -55,154 -5,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.0 1.1 68.9 66.1 88.2 89.2: 11.8 10.8
Old : 100.0: 18.1 22.0 1.1 68.9 66.1 88.2 89.2: 11.8 10.8
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 : 182: 28 36 18 85 86 122 131:
Old : 182: 28 36 18 85 86 122 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 25.5 34.6 36.6 19.0 19.1 28.7 29.0
Old : 20.5 25.5 34.6 36.6 19.0 19.1 28.7 29.0
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, June 4, 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 : 2,198,731: 364,621 344,937 82,356 1,501,800 1,371,637 1,948,777 1,798,930: 249,954 399,801
Old : 2,198,731: 364,621 344,937 82,356 1,501,800 1,371,637 1,948,777 1,798,930: 249,954 399,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -294,295: -36,913 -92,102 -43,912 -117,348 -109,223 -198,173 -245,237: -96,122 -49,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.7 3.7 68.3 62.4 88.6 81.8: 11.4 18.2
Old : 100.0: 16.6 15.7 3.7 68.3 62.4 88.6 81.8: 11.4 18.2
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 : 299: 44 70 39 109 156 178 240:
Old : 299: 44 70 39 109 156 178 240:
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 14.3 42.6 22.0 24.2 10.3 37.2 16.1
Old : 26.3 14.3 42.6 22.0 24.2 10.3 37.2 16.1
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, June 4, 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 : 1,666,325: 315,877 174,948 24,449 1,124,542 1,173,927 1,464,868 1,373,324: 201,457 293,001
Old : 1,666,325: 315,877 174,948 24,449 1,124,542 1,173,927 1,464,868 1,373,324: 201,457 293,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -213,865: -403 -83,629 -17,310 -140,403 -102,302 -158,116 -203,241: -55,749 -10,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 10.5 1.5 67.5 70.5 87.9 82.4: 12.1 17.6
Old : 100.0: 19.0 10.5 1.5 67.5 70.5 87.9 82.4: 12.1 17.6
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 : 220: 40 35 21 95 114 146 159:
Old : 220: 40 35 21 95 114 146 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 23.8 38.8 35.0 21.7 23.6 36.1 34.1
Old : 22.1 23.8 38.8 35.0 21.7 23.6 36.1 34.1
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, June 4, 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 : 312,601: 19,317 29,556 68,596 199,016 171,925 286,929 270,077: 25,672 42,524
Old : 312,601: 19,317 29,556 68,596 199,016 171,925 286,929 270,077: 25,672 42,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -52,399: -14,930 -1,972 -5,053 -35,884 -52,695 -55,867 -59,720: 3,468 7,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 9.5 21.9 63.7 55.0 91.8 86.4: 8.2 13.6
Old : 100.0: 6.2 9.5 21.9 63.7 55.0 91.8 86.4: 8.2 13.6
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 : 57: 12 13 18 24 26 46 48:
Old : 57: 12 13 18 24 26 46 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 : 43.6 30.2 57.3 45.5 31.3 27.1 39.1 33.0
Old : 43.6 30.2 57.3 45.5 31.3 27.1 39.1 33.0
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 - Futures Only, June 4, 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 : 58,071: 24,387 2,683 68 24,357 44,881 48,811 47,632: 9,260 10,439
Old : 58,071: 24,387 2,683 68 24,357 44,881 48,811 47,632: 9,260 10,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 155: 2,963 -1,092 3 -1,714 1,666 1,252 578: -1,098 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 4.6 0.1 41.9 77.3 84.1 82.0: 15.9 18.0
Old : 100.0: 42.0 4.6 0.1 41.9 77.3 84.1 82.0: 15.9 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 : 95: 33 11 5 33 26 67 41:
Old : 95: 33 11 5 33 26 67 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 37.0 37.4 59.2 23.5 36.2 37.4 58.3
Old : 23.5 37.0 37.4 59.2 23.5 36.2 37.4 58.3
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, June 4, 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 : 116,141: 48,773 5,365 136 48,713 89,762 97,622 95,263: 18,519 20,878
Old : 116,141: 48,773 5,365 136 48,713 89,762 97,622 95,263: 18,519 20,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 309: 5,925 -2,183 6 -3,427 3,332 2,504 1,155: -2,195 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 4.6 0.1 41.9 77.3 84.1 82.0: 15.9 18.0
Old : 100.0: 42.0 4.6 0.1 41.9 77.3 84.1 82.0: 15.9 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 : 95: 33 11 5 33 26 67 41:
Old : 95: 33 11 5 33 26 67 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 37.0 37.4 59.2 23.5 36.2 37.4 58.3
Old : 23.5 37.0 37.4 59.2 23.5 36.2 37.4 58.3
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 - Futures Only, June 4, 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 : 9,588: 6,518 7,704 1,553 1,356 310 9,427 9,567: 161 21
Old : 9,588: 6,518 7,704 1,553 1,356 310 9,427 9,567: 161 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -407: -821 -929 193 233 310 -395 -426: -12 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 80.4 16.2 14.1 3.2 98.3 99.8: 1.7 0.2
Old : 100.0: 68.0 80.4 16.2 14.1 3.2 98.3 99.8: 1.7 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 : 23: 11 8 4 2 2 15 12:
Old : 23: 11 8 4 2 2 15 12:
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 : 66.0 78.5 84.7 96.4 63.1 75.9 76.9 82.1
Old : 66.0 78.5 84.7 96.4 63.1 75.9 76.9 82.1
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, June 4, 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 : 11,254: 3,240 6,465 93 7,844 4,552 11,177 11,110: 77 144
Old : 11,254: 3,240 6,465 93 7,844 4,552 11,177 11,110: 77 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,447: -43 -382 64 -2,467 347 -2,446 29: -1 -2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 57.4 0.8 69.7 40.4 99.3 98.7: 0.7 1.3
Old : 100.0: 28.8 57.4 0.8 69.7 40.4 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 7 2 2 8 8 15:
Old : 20: 4 7 2 2 8 8 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 : 98.2 81.3 99.3 93.4 98.0 80.5 98.5 92.6
Old : 98.2 81.3 99.3 93.4 98.0 80.5 98.5 92.6
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, June 4, 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 : 25,364: 1,952 7,004 2,317 20,592 15,422 24,861 24,743: 503 621
Old : 25,364: 1,952 7,004 2,317 20,592 15,422 24,861 24,743: 503 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 2,044: -538 -63 -701 2,787 2,293 1,548 1,529: 496 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 27.6 9.1 81.2 60.8 98.0 97.6: 2.0 2.4
Old : 100.0: 7.7 27.6 9.1 81.2 60.8 98.0 97.6: 2.0 2.4
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 : 27: 2 7 2 9 9 13 16:
Old : 27: 2 7 2 9 9 13 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 : 80.5 65.4 94.3 92.8 75.7 61.0 88.0 84.0
Old : 80.5 65.4 94.3 92.8 75.7 61.0 88.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013