WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 11, 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 : 418,531: 115,052 145,685 76,210 195,137 143,867 386,399 365,762: 32,132 52,769
Old : 388,218: 107,180 141,888 66,214 184,527 133,369 357,921 341,471: 30,297 46,747
Other: 30,313: 13,766 9,691 4,102 10,610 10,498 28,478 24,291: 1,835 6,022
: : :
: : Changes in Commitments from: June 4, 2013 :
: -9,921: -4,898 -2,980 1,690 -6,096 -8,896 -9,304 -10,186: -617 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 34.8 18.2 46.6 34.4 92.3 87.4: 7.7 12.6
Old : 100.0: 27.6 36.5 17.1 47.5 34.4 92.2 88.0: 7.8 12.0
Other: 100.0: 45.4 32.0 13.5 35.0 34.6 93.9 80.1: 6.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 86 152 118 79 102 251 306:
Old : 370: 100 146 112 78 98 248 295:
Other: 109: 11 35 11 21 56 42 95:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 14.1 29.4 22.5 15.7 11.7 26.5 18.0
Old : 16.5 14.3 29.5 22.9 16.5 12.5 27.0 19.2
Other: 64.9 29.1 82.7 41.7 59.4 21.2 69.1 31.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 11, 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 : 1,217,400: 366,680 233,980 176,386 528,322 566,577 1,071,388 976,943: 146,012 240,457
Old : 562,826: 216,584 123,035 43,193 238,194 303,445 497,971 469,673: 64,855 93,153
Other: 654,574: 249,052 209,901 34,237 290,128 263,132 573,417 507,270: 81,157 147,304
: : :
: : Changes in Commitments from: June 4, 2013 :
: 37,669: -1,592 1,530 22,191 12,225 9,415 32,824 33,136: 4,845 4,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 19.2 14.5 43.4 46.5 88.0 80.2: 12.0 19.8
Old : 100.0: 38.5 21.9 7.7 42.3 53.9 88.5 83.4: 11.5 16.6
Other: 100.0: 38.0 32.1 5.2 44.3 40.2 87.6 77.5: 12.4 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 169 161 208 236 288 533 564:
Old : 605: 155 122 118 145 247 367 434:
Other: 635: 138 162 89 193 248 393 450:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.9 21.1 19.3 10.5 9.3 19.7 15.3
Old : 15.7 17.1 25.7 25.7 15.6 17.0 25.4 24.0
Other: 17.1 16.2 27.2 23.4 17.0 15.4 27.1 21.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 11, 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 : 9,688: 3,799 1,020 262 3,075 7,161 7,136 8,443: 2,552 1,245
Old : 9,688: 3,799 1,020 262 3,075 7,161 7,136 8,443: 2,552 1,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 1,424: 1,982 -788 115 -860 2,070 1,237 1,397: 187 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 10.5 2.7 31.7 73.9 73.7 87.1: 26.3 12.9
Old : 100.0: 39.2 10.5 2.7 31.7 73.9 73.7 87.1: 26.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 20 7 4 11 13 34 21:
Old : 45: 20 7 4 11 13 34 21:
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 : 32.6 51.7 49.2 73.5 32.6 50.9 49.1 69.7
Old : 32.6 51.7 49.2 73.5 32.6 50.9 49.1 69.7
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 11, 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 : 612,808: 249,495 127,286 56,887 250,149 345,202 556,531 529,375: 56,277 83,433
Old : 231,016: 117,445 57,792 13,589 73,784 136,280 204,818 207,661: 26,198 23,355
Other: 381,792: 157,693 95,137 17,655 176,365 208,922 351,713 321,714: 30,079 60,078
: : :
: : Changes in Commitments from: June 4, 2013 :
: 12,489: 15,285 2,680 -12,279 8,973 18,472 11,979 8,873: 510 3,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 20.8 9.3 40.8 56.3 90.8 86.4: 9.2 13.6
Old : 100.0: 50.8 25.0 5.9 31.9 59.0 88.7 89.9: 11.3 10.1
Other: 100.0: 41.3 24.9 4.6 46.2 54.7 92.1 84.3: 7.9 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 182 151 167 138 164 426 404:
Old : 432: 155 112 58 93 120 280 263:
Other: 471: 142 151 97 108 137 318 330:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 15.7 20.0 25.2 10.1 14.3 18.0 22.0
Old : 23.3 19.8 35.2 28.4 22.2 19.4 34.1 26.8
Other: 13.7 18.9 23.9 27.4 12.1 18.2 21.2 26.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 11, 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 : 367,757: 76,899 114,014 50,317 203,240 159,796 330,456 324,127: 37,301 43,630
Old : 185,350: 38,082 68,644 9,291 122,193 80,050 169,566 157,985: 15,784 27,365
Other: 182,407: 57,887 64,440 21,956 81,047 79,746 160,890 166,142: 21,517 16,265
: : :
: : Changes in Commitments from: June 4, 2013 :
: -2,072: 2,560 -660 -3,653 -1,530 -1,922 -2,623 -6,235: 551 4,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 31.0 13.7 55.3 43.5 89.9 88.1: 10.1 11.9
Old : 100.0: 20.5 37.0 5.0 65.9 43.2 91.5 85.2: 8.5 14.8
Other: 100.0: 31.7 35.3 12.0 44.4 43.7 88.2 91.1: 11.8 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 74 93 86 74 67 189 220:
Old : 233: 60 84 51 59 62 138 179:
Other: 210: 61 70 40 58 46 143 135:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 19.1 33.8 27.8 13.7 11.9 21.8 18.7
Old : 43.7 16.1 51.7 23.2 41.9 16.1 49.9 22.9
Other: 15.9 30.1 27.2 42.7 15.6 27.7 26.8 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 11, 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 : 580,653: 64,275 81,993 10,338 386,080 313,789 460,693 406,120: 119,960 174,533
Old : 580,653: 64,275 81,993 10,338 386,080 313,789 460,693 406,120: 119,960 174,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 832: 7,522 27,609 -4,830 1,409 -32,221 4,101 -9,442: -3,269 10,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.1 1.8 66.5 54.0 79.3 69.9: 20.7 30.1
Old : 100.0: 11.1 14.1 1.8 66.5 54.0 79.3 69.9: 20.7 30.1
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 : 168: 33 39 17 62 70 106 115:
Old : 168: 33 39 17 62 70 106 115:
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 : 21.5 14.4 31.9 23.0 17.1 12.7 24.4 18.6
Old : 21.5 14.4 31.9 23.0 17.1 12.7 24.4 18.6
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 11, 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 : 398,207: 26,123 51,868 5,826 295,702 281,900 327,651 339,594: 70,556 58,613
Old : 398,207: 26,123 51,868 5,826 295,702 281,900 327,651 339,594: 70,556 58,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -5,979: 2,059 -2,780 -776 -1,045 6,822 238 3,266: -6,217 -9,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.0 1.5 74.3 70.8 82.3 85.3: 17.7 14.7
Old : 100.0: 6.6 13.0 1.5 74.3 70.8 82.3 85.3: 17.7 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 : 76: 7 10 4 43 44 52 56:
Old : 76: 7 10 4 43 44 52 56:
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 : 32.3 29.6 46.7 46.7 28.2 26.7 40.8 42.9
Old : 32.3 29.6 46.7 46.7 28.2 26.7 40.8 42.9
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 11, 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 : 10,300: 1,559 998 248 7,746 8,691 9,553 9,937: 747 363
Old : 10,300: 1,559 998 248 7,746 8,691 9,553 9,937: 747 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 68: 7 150 -252 224 137 -21 35: 89 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.7 2.4 75.2 84.4 92.7 96.5: 7.3 3.5
Old : 100.0: 15.1 9.7 2.4 75.2 84.4 92.7 96.5: 7.3 3.5
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 : 42: 9 6 5 19 23 32 31:
Old : 42: 9 6 5 19 23 32 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 : 53.9 43.0 68.4 70.5 33.4 28.9 40.4 40.0
Old : 53.9 43.0 68.4 70.5 33.4 28.9 40.4 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, June 11, 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 : 305,361: 103,938 35,578 38,369 109,271 207,217 251,578 281,164: 53,783 24,197
Old : 159,920: 69,969 14,915 12,215 45,783 120,738 127,967 147,868: 31,953 12,052
Other: 145,441: 52,186 38,880 7,937 63,488 86,479 123,611 133,296: 21,830 12,145
: : :
: : Changes in Commitments from: June 4, 2013 :
: 18,127: 10,220 654 6,241 -1,247 9,240 15,214 16,135: 2,913 1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 11.7 12.6 35.8 67.9 82.4 92.1: 17.6 7.9
Old : 100.0: 43.8 9.3 7.6 28.6 75.5 80.0 92.5: 20.0 7.5
Other: 100.0: 35.9 26.7 5.5 43.7 59.5 85.0 91.6: 15.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 79 53 61 81 83 204 163:
Old : 217: 77 39 39 64 74 159 135:
Other: 189: 54 53 24 64 52 135 113:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 31.6 16.1 41.8 8.0 29.7 14.5 38.5
Old : 13.5 35.5 21.1 46.2 12.6 35.5 19.9 44.7
Other: 14.6 32.9 25.6 44.9 14.6 29.7 25.4 39.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 11, 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 : 10,793: 2,057 3,711 146 6,124 5,417 8,327 9,274: 2,466 1,519
Old : 6,726: 1,208 3,166 0 3,925 2,579 5,133 5,745: 1,593 981
Other: 4,067: 944 640 51 2,199 2,838 3,194 3,529: 873 538
: : :
: : Changes in Commitments from: June 4, 2013 :
: -594: -7 -1,247 -279 -87 1,025 -373 -501: -221 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 34.4 1.4 56.7 50.2 77.2 85.9: 22.8 14.1
Old : 100.0: 18.0 47.1 0.0 58.4 38.3 76.3 85.4: 23.7 14.6
Other: 100.0: 23.2 15.7 1.3 54.1 69.8 78.5 86.8: 21.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 14 15 6 22 17 39 36:
Old : 46: 10 12 0 18 6 28 18:
Other: 45: 11 9 4 12 16 25 27:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 44.1 49.1 59.5 32.8 42.4 49.1 57.8
Old : 41.6 60.2 57.8 76.6 41.6 60.2 57.8 76.6
Other: 39.6 48.4 60.1 66.5 39.6 48.4 60.1 65.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 11, 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 : 818,887: 174,024 176,157 8,148 537,848 533,031 720,020 717,336: 98,867 101,551
Old : 818,887: 174,024 176,157 8,148 537,848 533,031 720,020 717,336: 98,867 101,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -50,575: 16,641 -14,834 -1,438 -61,618 -41,861 -46,415 -58,133: -4,160 7,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.5 1.0 65.7 65.1 87.9 87.6: 12.1 12.4
Old : 100.0: 21.3 21.5 1.0 65.7 65.1 87.9 87.6: 12.1 12.4
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 : 188: 30 40 18 85 83 124 132:
Old : 188: 30 40 18 85 83 124 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 26.9 31.8 39.2 19.1 23.1 28.8 33.1
Old : 20.5 26.9 31.8 39.2 19.1 23.1 28.8 33.1
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 11, 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 : 2,160,996: 377,903 387,098 55,945 1,482,983 1,300,201 1,916,831 1,743,244: 244,165 417,752
Old : 2,160,996: 377,903 387,098 55,945 1,482,983 1,300,201 1,916,831 1,743,244: 244,165 417,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -37,735: 13,282 42,161 -26,411 -18,817 -71,436 -31,946 -55,686: -5,789 17,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.9 2.6 68.6 60.2 88.7 80.7: 11.3 19.3
Old : 100.0: 17.5 17.9 2.6 68.6 60.2 88.7 80.7: 11.3 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 55 68 40 115 151 197 232:
Old : 310: 55 68 40 115 151 197 232:
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 : 26.7 14.0 41.6 21.1 24.3 10.0 35.8 15.6
Old : 26.7 14.0 41.6 21.1 24.3 10.0 35.8 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, June 11, 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 : 1,529,967: 293,240 199,067 26,418 1,022,848 1,007,145 1,342,506 1,232,630: 187,461 297,337
Old : 1,529,967: 293,240 199,067 26,418 1,022,848 1,007,145 1,342,506 1,232,630: 187,461 297,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -136,358: -22,637 24,119 1,969 -101,694 -166,782 -122,362 -140,694: -13,996 4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 1.7 66.9 65.8 87.7 80.6: 12.3 19.4
Old : 100.0: 19.2 13.0 1.7 66.9 65.8 87.7 80.6: 12.3 19.4
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 : 222: 41 38 18 92 115 141 163:
Old : 222: 41 38 18 92 115 141 163:
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 : 23.7 21.2 39.1 30.4 22.7 21.0 35.5 29.3
Old : 23.7 21.2 39.1 30.4 22.7 21.0 35.5 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 11, 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 : 324,031: 18,219 31,256 73,279 207,818 178,786 299,316 283,321: 24,715 40,710
Old : 324,031: 18,219 31,256 73,279 207,818 178,786 299,316 283,321: 24,715 40,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 11,430: -1,098 1,700 4,683 8,802 6,861 12,387 13,244: -957 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.6 22.6 64.1 55.2 92.4 87.4: 7.6 12.6
Old : 100.0: 5.6 9.6 22.6 64.1 55.2 92.4 87.4: 7.6 12.6
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 : 59: 14 13 18 23 26 46 49:
Old : 59: 14 13 18 23 26 46 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 : 43.6 30.2 57.5 46.1 30.8 26.9 38.7 32.3
Old : 43.6 30.2 57.5 46.1 30.8 26.9 38.7 32.3
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, June 11, 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 : 55,426: 22,767 2,743 71 23,878 43,275 46,715 46,088: 8,712 9,339
Old : 55,426: 22,767 2,743 71 23,878 43,275 46,715 46,088: 8,712 9,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -2,645: -1,620 60 3 -479 -1,607 -2,097 -1,544: -548 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 4.9 0.1 43.1 78.1 84.3 83.2: 15.7 16.8
Old : 100.0: 41.1 4.9 0.1 43.1 78.1 84.3 83.2: 15.7 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 : 97: 30 15 4 34 29 66 46:
Old : 97: 30 15 4 34 29 66 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 : 27.3 40.2 41.3 60.3 27.3 38.3 41.3 58.2
Old : 27.3 40.2 41.3 60.3 27.3 38.3 41.3 58.2
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 11, 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 : 110,852: 45,533 5,485 141 47,755 86,549 93,429 92,175: 17,423 18,677
Old : 110,852: 45,533 5,485 141 47,755 86,549 93,429 92,175: 17,423 18,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -5,289: -3,240 120 5 -958 -3,213 -4,193 -3,088: -1,096 -2,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 4.9 0.1 43.1 78.1 84.3 83.2: 15.7 16.8
Old : 100.0: 41.1 4.9 0.1 43.1 78.1 84.3 83.2: 15.7 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 : 97: 30 15 4 34 29 66 46:
Old : 97: 30 15 4 34 29 66 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 : 27.3 40.2 41.3 60.3 27.3 38.3 41.3 58.2
Old : 27.3 40.2 41.3 60.3 27.3 38.3 41.3 58.2
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 11, 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 : 9,487: 6,000 7,186 1,558 1,350 280 8,908 9,024: 579 463
Old : 9,487: 6,000 7,186 1,558 1,350 280 8,908 9,024: 579 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -101: -518 -518 5 -6 -30 -519 -543: 418 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 75.7 16.4 14.2 3.0 93.9 95.1: 6.1 4.9
Old : 100.0: 63.2 75.7 16.4 14.2 3.0 93.9 95.1: 6.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 8 6 3 2 16 14:
Old : 23: 11 8 6 3 2 16 14:
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 : 61.3 73.6 79.2 90.9 57.4 70.9 71.6 77.1
Old : 61.3 73.6 79.2 90.9 57.4 70.9 71.6 77.1
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 11, 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 : 29,337: 4,522 10,076 1,100 23,686 18,130 29,308 29,306: 29 31
Old : 29,337: 4,522 10,076 1,100 23,686 18,130 29,308 29,306: 29 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 3,973: 2,570 3,072 -1,217 3,094 2,708 4,447 4,563: -474 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 34.3 3.7 80.7 61.8 99.9 99.9: 0.1 0.1
Old : 100.0: 15.4 34.3 3.7 80.7 61.8 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 : 31: 4 8 3 9 13 14 23:
Old : 31: 4 8 3 9 13 14 23:
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 : 85.2 60.4 98.5 84.9 78.3 60.4 91.5 84.0
Old : 85.2 60.4 98.5 84.9 78.3 60.4 91.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2013