WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 27, 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 : 369,443: 126,301 166,375 39,457 173,537 117,196 339,295 323,028: 30,148 46,415
Old : 331,724: 114,315 158,791 26,811 164,182 105,997 305,308 291,599: 26,416 40,125
Other: 37,719: 19,897 15,495 4,735 9,355 11,199 33,987 31,429: 3,732 6,290
: : :
: : Changes in Commitments from: August 20, 2013 :
: -35,025: -2,003 -12,660 -18,780 -13,305 -149 -34,088 -31,589: -937 -3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 45.0 10.7 47.0 31.7 91.8 87.4: 8.2 12.6
Old : 100.0: 34.5 47.9 8.1 49.5 32.0 92.0 87.9: 8.0 12.1
Other: 100.0: 52.8 41.1 12.6 24.8 29.7 90.1 83.3: 9.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 97 137 90 80 91 234 272:
Old : 352: 101 135 75 78 87 223 259:
Other: 132: 24 38 11 28 58 62 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.0 29.7 25.6 17.7 14.1 28.9 22.7
Old : 19.3 16.2 31.3 26.8 19.3 15.5 31.1 25.0
Other: 51.5 34.7 65.6 45.0 46.1 24.7 55.9 34.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 27, 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 : 1,090,214: 310,942 342,715 103,615 537,659 428,661 952,216 874,991: 137,998 215,223
Old : 69,075: 14,878 3,621 721 30,930 46,851 46,529 51,193: 22,546 17,882
Other: 1,021,139: 306,257 349,287 92,701 506,729 381,810 905,687 823,798: 115,452 197,341
: : :
: : Changes in Commitments from: August 20, 2013 :
: -109,096: -35,606 -45,759 -28,963 -36,460 -25,623 -101,029 -100,345: -8,067 -8,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 31.4 9.5 49.3 39.3 87.3 80.3: 12.7 19.7
Old : 100.0: 21.5 5.2 1.0 44.8 67.8 67.4 74.1: 32.6 25.9
Other: 100.0: 30.0 34.2 9.1 49.6 37.4 88.7 80.7: 11.3 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 137 180 158 275 288 515 543:
Old : 311: 44 27 4 129 127 176 156:
Other: 681: 135 189 134 239 280 462 528:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 12.5 22.2 19.3 11.8 11.2 22.0 16.5
Old : 15.6 34.1 25.4 41.5 15.6 31.6 24.5 39.1
Other: 12.6 11.8 23.6 18.8 12.6 11.1 23.4 16.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 27, 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 : 8,881: 2,628 866 21 4,831 6,642 7,480 7,529: 1,401 1,352
Old : 8,876: 2,628 866 21 4,828 6,637 7,477 7,524: 1,399 1,352
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 62: -175 -627 -56 354 1,167 123 484: -61 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 9.8 0.2 54.4 74.8 84.2 84.8: 15.8 15.2
Old : 100.0: 29.6 9.8 0.2 54.4 74.8 84.2 84.8: 15.8 15.2
Other: 100.0: 0.0 0.0 0.0 60.0 100.0 60.0 100.0: 40.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 10 5 12 13 28 24:
Old : 40: 12 10 5 11 13 27 24:
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 : 50.7 56.1 64.5 71.0 46.7 49.8 56.0 60.2
Old : 50.8 56.1 64.5 71.0 46.7 49.8 56.0 60.3
Other: 60.0 100.0 60.0 100.0 20.0 60.0 20.0 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 27, 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 : 571,623: 226,062 86,249 59,681 237,032 359,336 522,775 505,266: 48,848 66,357
Old : 553,227: 223,081 90,613 52,990 229,803 347,711 505,874 491,314: 47,353 61,913
Other: 18,396: 9,609 2,264 63 7,229 11,625 16,901 13,952: 1,495 4,444
: : :
: : Changes in Commitments from: August 20, 2013 :
: 25,843: 18,365 -16,053 1,306 -407 41,821 19,264 27,074: 6,579 -1,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 15.1 10.4 41.5 62.9 91.5 88.4: 8.5 11.6
Old : 100.0: 40.3 16.4 9.6 41.5 62.9 91.4 88.8: 8.6 11.2
Other: 100.0: 52.2 12.3 0.3 39.3 63.2 91.9 75.8: 8.1 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 178 127 138 124 177 384 382:
Old : 522: 179 131 132 123 176 378 378:
Other: 172: 28 39 3 26 84 54 126:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 19.7 20.9 28.4 11.0 17.4 19.9 22.7
Old : 12.3 20.2 21.5 28.7 11.6 17.8 20.6 23.2
Other: 52.4 42.6 65.1 50.2 52.4 42.6 64.9 50.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 27, 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 : 293,797: 69,749 85,307 49,333 138,256 121,171 257,338 255,811: 36,459 37,986
Old : 15,377: 3,260 1,363 0 9,322 10,857 12,582 12,220: 2,795 3,157
Other: 278,420: 68,811 86,266 47,011 128,934 110,314 244,756 243,591: 33,664 34,829
: : :
: : Changes in Commitments from: August 20, 2013 :
: -8,232: -246 -20,054 -1,007 -10,075 14,778 -11,328 -6,283: 3,096 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.0 16.8 47.1 41.2 87.6 87.1: 12.4 12.9
Old : 100.0: 21.2 8.9 0.0 60.6 70.6 81.8 79.5: 18.2 20.5
Other: 100.0: 24.7 31.0 16.9 46.3 39.6 87.9 87.5: 12.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 54 87 63 68 60 167 179:
Old : 73: 14 10 0 21 32 35 42:
Other: 238: 54 92 60 67 54 164 172:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 17.6 22.5 26.8 12.1 14.1 20.4 22.4
Old : 48.9 37.3 61.6 51.3 48.9 37.2 61.6 51.3
Other: 13.6 17.7 22.6 27.5 12.8 15.2 21.5 24.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 27, 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 : 686,657: 67,781 70,266 19,987 463,411 405,775 551,179 496,028: 135,478 190,629
Old : 686,657: 67,781 70,266 19,987 463,411 405,775 551,179 496,028: 135,478 190,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 60,740: -14,344 4,075 9,979 60,102 56,341 55,737 70,395: 5,003 -9,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.2 2.9 67.5 59.1 80.3 72.2: 19.7 27.8
Old : 100.0: 9.9 10.2 2.9 67.5 59.1 80.3 72.2: 19.7 27.8
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 : 146: 19 33 24 66 71 99 114:
Old : 146: 19 33 24 66 71 99 114:
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 : 23.1 16.7 34.6 25.1 19.3 11.6 27.4 17.7
Old : 23.1 16.7 34.6 25.1 19.3 11.6 27.4 17.7
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, August 27, 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 : 400,368: 31,513 32,707 4,822 287,392 285,463 323,727 322,992: 76,641 77,376
Old : 400,368: 31,513 32,707 4,822 287,392 285,463 323,727 322,992: 76,641 77,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 11,712: -3,399 4,617 802 13,337 5,061 10,740 10,480: 972 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.2 1.2 71.8 71.3 80.9 80.7: 19.1 19.3
Old : 100.0: 7.9 8.2 1.2 71.8 71.3 80.9 80.7: 19.1 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 : 66: 5 8 3 39 36 45 46:
Old : 66: 5 8 3 39 36 45 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 : 30.3 34.8 46.0 48.0 27.0 32.6 41.3 45.4
Old : 30.3 34.8 46.0 48.0 27.0 32.6 41.3 45.4
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, August 27, 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 : 7,118: 1,436 219 221 4,932 6,324 6,589 6,764: 529 354
Old : 7,118: 1,436 219 221 4,932 6,324 6,589 6,764: 529 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -860: -151 -99 -75 -676 -736 -902 -910: 42 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.1 3.1 69.3 88.8 92.6 95.0: 7.4 5.0
Old : 100.0: 20.2 3.1 3.1 69.3 88.8 92.6 95.0: 7.4 5.0
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 : 38: 9 5 5 18 20 31 27:
Old : 38: 9 5 5 18 20 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 65.6 61.9 77.6 28.2 51.9 43.0 57.1
Old : 42.8 65.6 61.9 77.6 28.2 51.9 43.0 57.1
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, August 27, 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 : 274,447: 98,071 44,453 22,059 106,241 184,163 226,371 250,675: 48,076 23,772
Old : 14,911: 3,943 1,031 0 7,569 10,892 11,512 11,923: 3,399 2,988
Other: 259,536: 95,964 45,258 20,223 98,672 173,271 214,859 238,752: 44,677 20,784
: : :
: : Changes in Commitments from: August 20, 2013 :
: -632: 2,483 -5,534 -438 -5,628 5,750 -3,583 -222: 2,951 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 16.2 8.0 38.7 67.1 82.5 91.3: 17.5 8.7
Old : 100.0: 26.4 6.9 0.0 50.8 73.0 77.2 80.0: 22.8 20.0
Other: 100.0: 37.0 17.4 7.8 38.0 66.8 82.8 92.0: 17.2 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 74 54 49 68 74 175 151:
Old : 76: 12 8 0 26 34 38 42:
Other: 231: 73 58 48 62 73 168 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 32.2 17.4 43.8 9.3 28.6 17.3 38.2
Old : 32.8 35.4 49.7 48.4 32.8 33.3 49.7 46.3
Other: 9.9 33.7 18.4 45.6 9.9 30.9 18.3 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 27, 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 : 9,536: 1,724 2,921 38 6,049 5,527 7,811 8,486: 1,725 1,050
Old : 9,534: 1,724 2,922 37 6,049 5,527 7,810 8,486: 1,724 1,048
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: August 20, 2013 :
: -1,065: 77 -482 -204 -384 -44 -511 -730: -554 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 30.6 0.4 63.4 58.0 81.9 89.0: 18.1 11.0
Old : 100.0: 18.1 30.6 0.4 63.4 58.0 81.9 89.0: 18.1 11.0
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 12 16 4 21 17 36 34:
Old : 54: 12 16 4 21 17 36 34:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 58.2 56.2 70.5 39.6 55.7 55.5 66.0
Old : 39.9 58.2 56.2 70.5 39.6 55.8 55.5 66.0
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 27, 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 : 891,667: 178,253 150,538 39,046 568,514 579,371 785,813 768,955: 105,854 122,712
Old : 891,667: 178,253 150,538 39,046 568,514 579,371 785,813 768,955: 105,854 122,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 10,681: -45,319 -22,662 27,895 23,284 -13,258 5,860 -8,025: 4,821 18,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.9 4.4 63.8 65.0 88.1 86.2: 11.9 13.8
Old : 100.0: 20.0 16.9 4.4 63.8 65.0 88.1 86.2: 11.9 13.8
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 : 198: 34 32 23 87 100 131 146:
Old : 198: 34 32 23 87 100 131 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 29.4 31.2 38.4 18.7 27.2 29.2 33.3
Old : 19.6 29.4 31.2 38.4 18.7 27.2 29.2 33.3
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, August 27, 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 : 2,261,608: 225,799 336,624 44,997 1,732,193 1,426,903 2,002,989 1,808,524: 258,619 453,084
Old : 2,261,608: 225,799 336,624 44,997 1,732,193 1,426,903 2,002,989 1,808,524: 258,619 453,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -46,099: -49,380 36,605 -10,219 -17,379 -92,107 -76,978 -65,721: 30,879 19,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.9 2.0 76.6 63.1 88.6 80.0: 11.4 20.0
Old : 100.0: 10.0 14.9 2.0 76.6 63.1 88.6 80.0: 11.4 20.0
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 : 290: 34 72 45 132 154 198 239:
Old : 290: 34 72 45 132 154 198 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 18.6 48.5 25.3 35.4 13.6 44.5 19.0
Old : 36.5 18.6 48.5 25.3 35.4 13.6 44.5 19.0
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, August 27, 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 : 1,650,868: 202,741 219,379 27,435 1,231,401 1,065,257 1,461,577 1,312,071: 189,291 338,797
Old : 1,650,868: 202,741 219,379 27,435 1,231,401 1,065,257 1,461,577 1,312,071: 189,291 338,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -29,640: -42,760 -17,042 -11,312 5,721 -20,535 -48,351 -48,889: 18,711 19,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.3 1.7 74.6 64.5 88.5 79.5: 11.5 20.5
Old : 100.0: 12.3 13.3 1.7 74.6 64.5 88.5 79.5: 11.5 20.5
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 : 208: 32 45 30 86 108 135 166:
Old : 208: 32 45 30 86 108 135 166:
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 : 24.5 20.9 38.7 29.4 22.9 19.6 35.3 26.7
Old : 24.5 20.9 38.7 29.4 22.9 19.6 35.3 26.7
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, August 27, 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 : 303,473: 26,813 35,263 69,688 182,092 163,394 278,593 268,345: 24,880 35,128
Old : 303,473: 26,813 35,263 69,688 182,092 163,394 278,593 268,345: 24,880 35,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 12,726: 9,430 1,382 4,506 7,691 15,754 21,627 21,642: -8,901 -8,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.6 23.0 60.0 53.8 91.8 88.4: 8.2 11.6
Old : 100.0: 8.8 11.6 23.0 60.0 53.8 91.8 88.4: 8.2 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 : 68: 17 13 20 30 31 57 56:
Old : 68: 17 13 20 30 31 57 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 : 36.1 30.2 51.0 46.9 22.8 21.2 30.1 28.5
Old : 36.1 30.2 51.0 46.9 22.8 21.2 30.1 28.5
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, August 27, 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 : 51,533: 15,023 4,225 246 28,118 40,395 43,387 44,866: 8,146 6,667
Old : 51,533: 15,023 4,225 246 28,118 40,395 43,387 44,866: 8,146 6,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -2,873: -4,137 54 -217 2,673 -3,546 -1,681 -3,709: -1,192 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.2 0.5 54.6 78.4 84.2 87.1: 15.8 12.9
Old : 100.0: 29.2 8.2 0.5 54.6 78.4 84.2 87.1: 15.8 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 : 91: 26 15 5 37 20 66 37:
Old : 91: 26 15 5 37 20 66 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 44.1 36.6 66.1 24.0 43.8 36.6 65.9
Old : 24.0 44.1 36.6 66.1 24.0 43.8 36.6 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, August 27, 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 : 103,065: 30,046 8,449 492 56,235 80,790 86,773 89,731: 16,292 13,334
Old : 103,065: 30,046 8,449 492 56,235 80,790 86,773 89,731: 16,292 13,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -5,745: -8,273 108 -434 5,346 -7,092 -3,361 -7,418: -2,384 1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.2 0.5 54.6 78.4 84.2 87.1: 15.8 12.9
Old : 100.0: 29.2 8.2 0.5 54.6 78.4 84.2 87.1: 15.8 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 : 91: 26 15 5 37 20 66 37:
Old : 91: 26 15 5 37 20 66 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 44.1 36.6 66.1 24.0 43.8 36.6 65.9
Old : 24.0 44.1 36.6 66.1 24.0 43.8 36.6 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, August 27, 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 : 6,752: 4,382 5,792 905 1,438 0 6,725 6,697: 27 55
Old : 6,752: 4,382 5,792 905 1,438 0 6,725 6,697: 27 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 301: 253 758 -402 451 -75 302 281: -1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 85.8 13.4 21.3 0.0 99.6 99.2: 0.4 0.8
Old : 100.0: 64.9 85.8 13.4 21.3 0.0 99.6 99.2: 0.4 0.8
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 : 20: 11 7 3 2 0 15 8:
Old : 20: 11 7 3 2 0 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 84.2 84.4 99.2 54.5 75.3 77.4 85.8
Old : 55.9 84.2 84.4 99.2 54.5 75.3 77.4 85.8
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, August 27, 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 : 38,898: 3,506 17,572 43 35,319 21,269 38,868 38,884: 30 14
Old : 38,898: 3,506 17,572 43 35,319 21,269 38,868 38,884: 30 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 373: 1,333 166 0 -960 267 373 433: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 45.2 0.1 90.8 54.7 99.9 100.0: 0.1 0.0
Old : 100.0: 9.0 45.2 0.1 90.8 54.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 13 2 6 14 11 28:
Old : 36: 4 13 2 6 14 11 28:
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 : 96.1 56.1 99.5 77.5 95.0 56.1 98.4 77.5
Old : 96.1 56.1 99.5 77.5 95.0 56.1 98.4 77.5
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, August 27, 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 : 20,303: 0 11,722 0 20,284 8,522 20,284 20,244: 19 59
Old : 20,303: 0 11,722 0 20,284 8,522 20,284 20,244: 19 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: 247: -128 310 -88 485 11 269 233: -22 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 57.7 0.0 99.9 42.0 99.9 99.7: 0.1 0.3
Old : 100.0: 0.0 57.7 0.0 99.9 42.0 99.9 99.7: 0.1 0.3
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 : 25: 0 13 0 5 8 5 21:
Old : 25: 0 13 0 5 8 5 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 : 99.1 75.4 99.9 89.4 98.2 75.4 98.2 87.9
Old : 99.1 75.4 99.9 89.4 98.2 75.4 98.2 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2013