WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 30, 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 : 405,019: 126,595 171,146 67,245 178,994 115,057 372,834 353,448: 32,185 51,571
Old : 372,826: 120,427 169,661 53,063 170,090 104,172 343,580 326,896: 29,246 45,930
Other: 32,193: 15,869 11,186 4,481 8,904 10,885 29,254 26,552: 2,939 5,641
: : :
: : Changes in Commitments from: July 23, 2013 :
: 618: 6,539 -2,190 -2,505 -5,058 5,418 -1,024 723: 1,642 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 42.3 16.6 44.2 28.4 92.1 87.3: 7.9 12.7
Old : 100.0: 32.3 45.5 14.2 45.6 27.9 92.2 87.7: 7.8 12.3
Other: 100.0: 49.3 34.7 13.9 27.7 33.8 90.9 82.5: 9.1 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 99 136 105 80 99 244 293:
Old : 366: 101 136 99 78 92 238 281:
Other: 126: 13 42 12 26 60 51 105:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 11.7 27.4 21.8 15.5 10.8 26.7 19.0
Old : 16.5 12.5 27.9 22.4 16.5 11.8 27.9 20.5
Other: 61.2 32.1 72.7 43.7 51.7 20.6 60.3 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 30, 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 : 1,169,039: 328,465 386,890 138,741 562,166 420,527 1,029,372 946,158: 139,667 222,881
Old : 344,423: 114,862 106,640 25,023 165,777 165,007 305,662 296,670: 38,761 47,753
Other: 824,616: 284,603 351,250 42,718 396,389 255,520 723,710 649,488: 100,906 175,128
: : :
: : Changes in Commitments from: July 23, 2013 :
: 290: -6,957 21,558 -949 7,430 -16,916 -476 3,693: 766 -3,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 33.1 11.9 48.1 36.0 88.1 80.9: 11.9 19.1
Old : 100.0: 33.3 31.0 7.3 48.1 47.9 88.7 86.1: 11.3 13.9
Other: 100.0: 34.5 42.6 5.2 48.1 31.0 87.8 78.8: 12.2 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 144 226 193 254 282 532 597:
Old : 538: 128 122 25 128 180 268 315:
Other: 704: 154 201 120 219 262 447 520:
:----------------------------------------------------------------------------------------------------
: 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 10.7 21.6 18.1 11.0 9.1 20.1 14.9
Old : 24.0 23.3 37.4 32.3 20.7 22.6 34.1 30.7
Other: 14.4 11.8 23.2 19.1 14.4 11.5 23.1 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 30, 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 : 8,876: 2,535 1,017 296 4,387 5,812 7,218 7,125: 1,658 1,751
Old : 8,874: 2,535 1,017 296 4,385 5,810 7,216 7,123: 1,658 1,751
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -66: 6 502 -63 115 -743 58 -304: -124 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.5 3.3 49.4 65.5 81.3 80.3: 18.7 19.7
Old : 100.0: 28.6 11.5 3.3 49.4 65.5 81.3 80.3: 18.7 19.7
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 7 5 14 11 28 21:
Old : 38: 12 7 5 14 11 28 21:
Other: 2: 0 0 0 2 2 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 49.9 60.0 64.8 44.7 45.5 55.2 60.3
Old : 44.7 49.9 60.1 64.8 44.7 45.5 55.2 60.4
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 30, 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 : 490,254: 193,527 113,331 45,109 212,531 259,339 451,167 417,779: 39,087 72,475
Old : 7,015: 835 695 0 3,923 4,937 4,758 5,632: 2,257 1,383
Other: 483,239: 193,564 113,508 44,237 208,608 254,402 446,409 412,147: 36,830 71,092
: : :
: : Changes in Commitments from: July 23, 2013 :
: -36,722: -30,350 -6,502 -3,562 6,060 -28,024 -27,852 -38,088: -8,870 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 23.1 9.2 43.4 52.9 92.0 85.2: 8.0 14.8
Old : 100.0: 11.9 9.9 0.0 55.9 70.4 67.8 80.3: 32.2 19.7
Other: 100.0: 40.1 23.5 9.2 43.2 52.6 92.4 85.3: 7.6 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 477: 137 155 130 117 153 337 369:
Old : 74: 17 5 0 24 28 41 33:
Other: 475: 136 158 127 109 150 325 365:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 17.6 24.6 25.3 13.3 15.5 23.8 21.6
Old : 39.7 53.9 50.5 64.7 39.7 53.9 50.5 64.7
Other: 14.1 17.4 24.9 25.1 13.5 15.2 24.2 21.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 30, 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 : 334,130: 70,513 113,634 54,740 176,786 120,120 302,039 288,494: 32,091 45,636
Old : 74,333: 15,945 16,461 4,144 47,779 43,398 67,868 64,003: 6,465 10,330
Other: 259,797: 68,716 111,321 36,448 129,007 76,722 234,171 224,491: 25,626 35,306
: : :
: : Changes in Commitments from: July 23, 2013 :
: -12,309: -1,127 -3,796 4,263 -14,611 -14,664 -11,475 -14,197: -834 1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 34.0 16.4 52.9 36.0 90.4 86.3: 9.6 13.7
Old : 100.0: 21.5 22.1 5.6 64.3 58.4 91.3 86.1: 8.7 13.9
Other: 100.0: 26.4 42.8 14.0 49.7 29.5 90.1 86.4: 9.9 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 54 105 82 73 54 189 205:
Old : 147: 29 41 15 37 41 79 93:
Other: 249: 60 101 62 63 42 164 176:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 16.7 28.3 25.6 14.3 13.2 22.2 21.0
Old : 58.3 27.0 65.0 40.7 57.7 26.3 63.7 39.2
Other: 14.1 16.4 24.1 27.6 13.2 14.7 23.0 23.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 30, 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 : 569,972: 69,304 81,086 6,678 363,097 309,069 439,079 396,833: 130,893 173,139
Old : 569,972: 69,304 81,086 6,678 363,097 309,069 439,079 396,833: 130,893 173,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -4,007: -6,619 -9,786 960 -3,910 2,457 -9,569 -6,369: 5,562 2,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.2 1.2 63.7 54.2 77.0 69.6: 23.0 30.4
Old : 100.0: 12.2 14.2 1.2 63.7 54.2 77.0 69.6: 23.0 30.4
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 : 155: 24 36 17 60 73 94 116:
Old : 155: 24 36 17 60 73 94 116:
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 : 24.9 12.9 35.0 21.1 20.6 12.6 28.6 18.9
Old : 24.9 12.9 35.0 21.1 20.6 12.6 28.6 18.9
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, July 30, 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 : 376,121: 28,804 42,355 3,856 275,171 257,338 307,831 303,549: 68,290 72,572
Old : 376,121: 28,804 42,355 3,856 275,171 257,338 307,831 303,549: 68,290 72,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -281: 604 -1,252 30 -1,744 3,452 -1,110 2,230: 829 -2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 11.3 1.0 73.2 68.4 81.8 80.7: 18.2 19.3
Old : 100.0: 7.7 11.3 1.0 73.2 68.4 81.8 80.7: 18.2 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 : 68: 6 5 5 39 40 48 47:
Old : 68: 6 5 5 39 40 48 47:
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 33.1 47.0 48.9 28.6 33.1 41.8 48.9
Old : 32.0 33.1 47.0 48.9 28.6 33.1 41.8 48.9
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, July 30, 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 : 8,413: 1,484 355 231 6,216 7,513 7,931 8,099: 482 314
Old : 8,413: 1,484 355 231 6,216 7,513 7,931 8,099: 482 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -705: -186 13 -158 -336 -605 -680 -750: -25 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 4.2 2.7 73.9 89.3 94.3 96.3: 5.7 3.7
Old : 100.0: 17.6 4.2 2.7 73.9 89.3 94.3 96.3: 5.7 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 : 43: 12 5 5 21 23 36 30:
Old : 43: 12 5 5 21 23 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 54.7 68.3 71.6 32.0 37.2 40.5 46.0
Old : 52.5 54.7 68.3 71.6 32.0 37.2 40.5 46.0
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, July 30, 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 : 262,248: 84,529 49,886 22,534 115,675 162,714 222,738 235,134: 39,510 27,114
Old : 56,284: 20,018 6,517 1,392 26,517 42,675 47,927 50,584: 8,357 5,700
Other: 205,964: 71,789 50,647 13,864 89,158 120,039 174,811 184,550: 31,153 21,414
: : :
: : Changes in Commitments from: July 23, 2013 :
: -21,377: -7,592 5,888 -4,431 460 -20,782 -11,563 -19,325: -9,814 -2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 19.0 8.6 44.1 62.0 84.9 89.7: 15.1 10.3
Old : 100.0: 35.6 11.6 2.5 47.1 75.8 85.2 89.9: 14.8 10.1
Other: 100.0: 34.9 24.6 6.7 43.3 58.3 84.9 89.6: 15.1 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 74 59 56 76 79 181 168:
Old : 153: 46 21 10 54 49 106 74:
Other: 228: 63 65 45 64 71 159 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 30.8 18.1 41.2 10.1 28.5 18.0 37.3
Old : 19.7 44.9 33.0 53.8 19.7 44.9 32.3 53.0
Other: 12.7 28.4 22.3 39.3 12.5 26.2 22.2 35.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 30, 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 : 10,909: 1,488 3,013 637 6,558 5,774 8,683 9,424: 2,226 1,485
Old : 10,909: 1,488 3,013 637 6,558 5,774 8,683 9,424: 2,226 1,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -474: -157 -1,005 129 -152 248 -180 -628: -294 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.6 5.8 60.1 52.9 79.6 86.4: 20.4 13.6
Old : 100.0: 13.6 27.6 5.8 60.1 52.9 79.6 86.4: 20.4 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 : 55: 11 14 9 21 16 38 36:
Old : 55: 11 14 9 21 16 38 36:
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 : 32.4 51.8 46.7 62.0 32.4 46.7 46.0 56.9
Old : 32.4 51.8 46.7 62.0 32.4 46.7 46.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 30, 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 : 824,928: 202,785 156,877 3,115 519,666 579,600 725,566 739,592: 99,362 85,336
Old : 824,928: 202,785 156,877 3,115 519,666 579,600 725,566 739,592: 99,362 85,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 14,579: -1,414 -15,327 259 19,969 48,163 18,814 33,095: -4,235 -18,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 19.0 0.4 63.0 70.3 88.0 89.7: 12.0 10.3
Old : 100.0: 24.6 19.0 0.4 63.0 70.3 88.0 89.7: 12.0 10.3
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 : 204: 35 39 16 82 94 124 142:
Old : 204: 35 39 16 82 94 124 142:
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 : 21.8 30.8 35.2 40.5 20.7 30.3 33.3 38.7
Old : 21.8 30.8 35.2 40.5 20.7 30.3 33.3 38.7
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, July 30, 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 : 2,312,031: 324,539 312,636 54,292 1,703,323 1,509,797 2,082,154 1,876,725: 229,877 435,306
Old : 2,312,031: 324,539 312,636 54,292 1,703,323 1,509,797 2,082,154 1,876,725: 229,877 435,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 100,150: 19,526 -24,689 15,446 60,099 112,898 95,071 103,655: 5,079 -3,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.5 2.3 73.7 65.3 90.1 81.2: 9.9 18.8
Old : 100.0: 14.0 13.5 2.3 73.7 65.3 90.1 81.2: 9.9 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 : 305: 53 63 45 119 150 194 236:
Old : 305: 53 63 45 119 150 194 236:
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 17.6 49.0 26.6 32.3 14.1 43.1 19.7
Old : 33.3 17.6 49.0 26.6 32.3 14.1 43.1 19.7
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, July 30, 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 : 1,617,332: 266,074 221,252 36,357 1,132,970 1,067,014 1,435,401 1,324,623: 181,931 292,709
Old : 1,617,332: 266,074 221,252 36,357 1,132,970 1,067,014 1,435,401 1,324,623: 181,931 292,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 3,418: -19,148 -4,624 4,407 27,363 17,197 12,622 16,980: -9,204 -13,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.7 2.2 70.1 66.0 88.8 81.9: 11.2 18.1
Old : 100.0: 16.5 13.7 2.2 70.1 66.0 88.8 81.9: 11.2 18.1
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 : 220: 35 44 28 89 108 138 166:
Old : 220: 35 44 28 89 108 138 166:
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 : 24.8 24.7 38.7 33.3 24.2 23.3 34.8 30.8
Old : 24.8 24.7 38.7 33.3 24.2 23.3 34.8 30.8
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, July 30, 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 : 310,357: 19,092 34,101 69,071 198,990 171,128 287,153 274,300: 23,204 36,057
Old : 310,357: 19,092 34,101 69,071 198,990 171,128 287,153 274,300: 23,204 36,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,775: 2,482 707 2,768 221 922 5,471 4,397: -3,696 -2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 11.0 22.3 64.1 55.1 92.5 88.4: 7.5 11.6
Old : 100.0: 6.2 11.0 22.3 64.1 55.1 92.5 88.4: 7.5 11.6
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 : 65: 11 16 17 29 33 51 56:
Old : 65: 11 16 17 29 33 51 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 : 38.9 30.9 54.0 46.7 25.8 21.0 33.3 26.4
Old : 38.9 30.9 54.0 46.7 25.8 21.0 33.3 26.4
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, July 30, 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 : 61,227: 23,681 3,044 257 28,902 50,504 52,839 53,805: 8,388 7,422
Old : 61,227: 23,681 3,044 257 28,902 50,504 52,839 53,805: 8,388 7,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,190: 1,038 -91 14 510 581 1,561 504: -371 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 5.0 0.4 47.2 82.5 86.3 87.9: 13.7 12.1
Old : 100.0: 38.7 5.0 0.4 47.2 82.5 86.3 87.9: 13.7 12.1
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 : 106: 38 14 5 37 23 78 39:
Old : 106: 38 14 5 37 23 78 39:
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 : 23.2 47.3 38.0 66.3 23.2 46.9 38.0 65.9
Old : 23.2 47.3 38.0 66.3 23.2 46.9 38.0 65.9
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, July 30, 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 : 122,453: 47,361 6,088 514 57,803 101,007 105,678 107,609: 16,775 14,844
Old : 122,453: 47,361 6,088 514 57,803 101,007 105,678 107,609: 16,775 14,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,380: 2,075 -181 27 1,020 1,161 3,122 1,007: -742 1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 5.0 0.4 47.2 82.5 86.3 87.9: 13.7 12.1
Old : 100.0: 38.7 5.0 0.4 47.2 82.5 86.3 87.9: 13.7 12.1
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 : 106: 38 14 5 37 23 78 39:
Old : 106: 38 14 5 37 23 78 39:
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 : 23.2 47.3 38.0 66.3 23.2 46.9 38.0 65.9
Old : 23.2 47.3 38.0 66.3 23.2 46.9 38.0 65.9
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, July 30, 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 : 6,687: 3,979 5,050 1,602 881 0 6,462 6,652: 225 35
Old : 6,687: 3,979 5,050 1,602 881 0 6,462 6,652: 225 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 246: 257 91 142 -5 0 394 233: -148 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 75.5 24.0 13.2 0.0 96.6 99.5: 3.4 0.5
Old : 100.0: 59.5 75.5 24.0 13.2 0.0 96.6 99.5: 3.4 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 : 21: 12 7 3 2 0 15 9:
Old : 21: 12 7 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 : 56.4 87.2 83.3 98.8 49.1 71.3 64.6 75.5
Old : 56.4 87.2 83.3 98.8 49.1 71.3 64.6 75.5
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, July 30, 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 : 29,589: 2,533 14,828 49 26,974 14,680 29,556 29,557: 33 32
Old : 29,589: 2,533 14,828 49 26,974 14,680 29,556 29,557: 33 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,521: 424 2,459 -55 2,133 117 2,502 2,521: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 50.1 0.2 91.2 49.6 99.9 99.9: 0.1 0.1
Old : 100.0: 8.6 50.1 0.2 91.2 49.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 12 2 8 12 13 26:
Old : 37: 5 12 2 8 12 13 26:
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 : 92.3 61.4 98.5 85.4 92.3 61.4 98.5 85.4
Old : 92.3 61.4 98.5 85.4 92.3 61.4 98.5 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, July 30, 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 : 15,548: 0 6,042 4 15,528 9,480 15,532 15,526: 16 22
Old : 15,548: 0 6,042 4 15,528 9,480 15,532 15,526: 16 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,957: -38 1,052 0 1,985 920 1,947 1,972: 10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.9 0.0 99.9 61.0 99.9 99.9: 0.1 0.1
Old : 100.0: 0.0 38.9 0.0 99.9 61.0 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 : 26: 0 15 1 5 6 6 21:
Old : 26: 0 15 1 5 6 6 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 : 98.8 70.2 99.9 89.2 98.8 70.2 99.9 89.2
Old : 98.8 70.2 99.9 89.2 98.8 70.2 99.9 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013