WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 3, 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 : 358,179: 122,601 169,332 36,870 171,124 107,475 330,595 313,677: 27,584 44,502
Old : 319,687: 110,394 161,401 24,158 161,487 95,749 296,039 281,308: 23,648 38,379
Other: 38,492: 20,330 16,054 4,589 9,637 11,726 34,556 32,369: 3,936 6,123
: : :
: : Changes in Commitments from: August 27, 2013 :
: -11,264: -3,700 2,957 -2,587 -2,413 -9,721 -8,700 -9,351: -2,564 -1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 47.3 10.3 47.8 30.0 92.3 87.6: 7.7 12.4
Old : 100.0: 34.5 50.5 7.6 50.5 30.0 92.6 88.0: 7.4 12.0
Other: 100.0: 52.8 41.7 11.9 25.0 30.5 89.8 84.1: 10.2 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 89 144 83 77 91 220 271:
Old : 350: 95 139 69 72 85 207 256:
Other: 136: 24 38 10 33 60 66 102:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 13.5 30.4 23.8 18.0 13.1 29.9 22.1
Old : 19.9 15.0 32.6 26.0 19.8 14.6 32.3 24.7
Other: 50.6 35.4 64.7 47.0 45.7 25.8 55.7 37.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 3, 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 : 1,071,732: 317,390 355,658 100,184 523,369 408,266 940,943 864,108: 130,789 207,624
Old : 976,453: 302,715 361,997 76,051 474,043 361,580 852,809 799,628: 123,644 176,825
Other: 95,279: 38,384 17,370 424 49,326 46,686 88,134 64,480: 7,145 30,799
: : :
: : Changes in Commitments from: August 27, 2013 :
: -18,482: 6,448 12,943 -3,431 -14,290 -20,395 -11,273 -10,883: -7,209 -7,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 33.2 9.3 48.8 38.1 87.8 80.6: 12.2 19.4
Old : 100.0: 31.0 37.1 7.8 48.5 37.0 87.3 81.9: 12.7 18.1
Other: 100.0: 40.3 18.2 0.4 51.8 49.0 92.5 67.7: 7.5 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 708: 147 197 157 256 280 500 553:
Old : 707: 150 199 131 250 271 476 536:
Other: 299: 43 49 10 53 172 103 224:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 12.6 22.4 19.5 12.0 11.4 22.2 17.1
Old : 12.7 11.9 23.8 19.2 12.7 11.1 23.7 16.9
Other: 31.3 27.7 49.8 33.4 31.3 27.5 49.7 33.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 3, 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 : 9,139: 2,615 692 9 5,059 7,167 7,683 7,868: 1,456 1,271
Old : 9,134: 2,615 692 9 5,056 7,162 7,680 7,863: 1,454 1,271
Other: 5: 0 0 0 3 5 3 5: 2 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 258: -13 -174 -12 228 525 203 339: 55 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.6 0.1 55.4 78.4 84.1 86.1: 15.9 13.9
Old : 100.0: 28.6 7.6 0.1 55.4 78.4 84.1 86.1: 15.9 13.9
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 : 38: 14 6 3 13 12 29 19:
Old : 38: 14 6 3 13 12 29 19:
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 : 49.6 61.0 62.3 75.9 45.3 52.5 53.4 62.3
Old : 49.6 61.1 62.4 75.9 45.3 52.5 53.4 62.3
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, September 3, 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 : 591,014: 240,748 74,986 65,570 234,634 382,702 540,952 523,258: 50,062 67,756
Old : 572,017: 237,132 79,264 59,033 227,365 370,487 523,530 508,784: 48,487 63,233
Other: 18,997: 10,132 2,238 21 7,269 12,215 17,422 14,474: 1,575 4,523
: : :
: : Changes in Commitments from: August 27, 2013 :
: 19,391: 14,686 -11,263 5,889 -2,398 23,366 18,177 17,992: 1,214 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.7 11.1 39.7 64.8 91.5 88.5: 8.5 11.5
Old : 100.0: 41.5 13.9 10.3 39.7 64.8 91.5 88.9: 8.5 11.1
Other: 100.0: 53.3 11.8 0.1 38.3 64.3 91.7 76.2: 8.3 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 179 125 135 121 182 382 386:
Old : 531: 179 127 128 118 180 373 381:
Other: 176: 30 37 3 29 86 60 126:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 20.0 20.4 29.4 10.6 18.0 19.1 23.8
Old : 12.0 20.5 20.9 29.3 11.2 18.4 19.9 24.3
Other: 50.7 42.5 63.2 50.1 50.7 42.5 63.0 50.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 3, 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 : 284,240: 70,358 82,056 46,878 137,006 121,963 254,242 250,897: 29,998 33,343
Old : 278,219: 70,879 81,972 44,524 133,948 119,800 249,351 246,296: 28,868 31,923
Other: 6,021: 532 1,137 1,301 3,058 2,163 4,891 4,601: 1,130 1,420
: : :
: : Changes in Commitments from: August 27, 2013 :
: -9,557: 609 -3,251 -2,455 -1,250 792 -3,096 -4,914: -6,461 -4,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 28.9 16.5 48.2 42.9 89.4 88.3: 10.6 11.7
Old : 100.0: 25.5 29.5 16.0 48.1 43.1 89.6 88.5: 10.4 11.5
Other: 100.0: 8.8 18.9 21.6 50.8 35.9 81.2 76.4: 18.8 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 57 84 67 68 60 173 180:
Old : 245: 60 85 63 68 59 172 176:
Other: 32: 4 9 7 12 8 20 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 19.5 23.4 28.8 12.5 16.0 20.9 24.3
Old : 14.4 19.3 23.7 28.8 12.8 16.2 21.1 24.5
Other: 48.7 47.4 67.6 62.8 36.9 31.3 50.4 45.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 3, 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 : 631,454: 64,538 73,501 8,086 443,880 378,906 516,504 460,493: 114,950 170,961
Old : 631,454: 64,538 73,501 8,086 443,880 378,906 516,504 460,493: 114,950 170,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -55,203: -3,243 3,235 -11,901 -19,531 -26,869 -34,675 -35,535: -20,528 -19,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.6 1.3 70.3 60.0 81.8 72.9: 18.2 27.1
Old : 100.0: 10.2 11.6 1.3 70.3 60.0 81.8 72.9: 18.2 27.1
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 : 151: 18 38 15 69 73 96 117:
Old : 151: 18 38 15 69 73 96 117:
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 : 24.7 16.5 35.9 24.0 22.0 11.9 30.8 18.8
Old : 24.7 16.5 35.9 24.0 22.0 11.9 30.8 18.8
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, September 3, 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 : 418,901: 29,562 31,737 11,627 303,939 296,162 345,128 339,526: 73,773 79,375
Old : 418,901: 29,562 31,737 11,627 303,939 296,162 345,128 339,526: 73,773 79,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 18,533: -1,951 -970 6,805 16,547 10,699 21,401 16,534: -2,868 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.6 2.8 72.6 70.7 82.4 81.1: 17.6 18.9
Old : 100.0: 7.1 7.6 2.8 72.6 70.7 82.4 81.1: 17.6 18.9
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 : 72: 5 7 6 45 41 54 52:
Old : 72: 5 7 6 45 41 54 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 34.4 43.7 47.4 24.8 31.9 37.9 44.4
Old : 28.6 34.4 43.7 47.4 24.8 31.9 37.9 44.4
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, September 3, 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 : 6,672: 1,507 186 207 4,459 6,009 6,173 6,402: 499 270
Old : 6,672: 1,507 186 207 4,459 6,009 6,173 6,402: 499 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -446: 71 -33 -14 -473 -315 -416 -362: -30 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.8 3.1 66.8 90.1 92.5 96.0: 7.5 4.0
Old : 100.0: 22.6 2.8 3.1 66.8 90.1 92.5 96.0: 7.5 4.0
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 : 40: 11 4 6 19 20 34 27:
Old : 40: 11 4 6 19 20 34 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 : 40.6 66.9 59.8 78.9 26.0 50.4 40.6 56.0
Old : 40.6 66.9 59.8 78.9 26.0 50.4 40.6 56.0
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, September 3, 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 : 267,260: 100,624 42,981 20,251 101,463 181,865 222,338 245,097: 44,922 22,163
Old : 264,558: 100,619 43,531 19,335 100,256 179,796 220,210 242,662: 44,348 21,896
Other: 2,702: 759 204 162 1,207 2,069 2,128 2,435: 574 267
: : :
: : Changes in Commitments from: August 27, 2013 :
: -7,187: 2,553 -1,472 -1,808 -4,778 -2,298 -4,033 -5,578: -3,154 -1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 16.1 7.6 38.0 68.0 83.2 91.7: 16.8 8.3
Old : 100.0: 38.0 16.5 7.3 37.9 68.0 83.2 91.7: 16.8 8.3
Other: 100.0: 28.1 7.5 6.0 44.7 76.6 78.8 90.1: 21.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 85 51 52 66 75 181 152:
Old : 233: 84 52 51 66 75 181 151:
Other: 28: 5 3 1 12 9 17 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.5 33.3 17.7 44.6 9.4 29.1 17.5 38.6
Old : 9.6 33.2 17.9 44.5 9.5 29.1 17.6 38.7
Other: 52.6 68.8 72.9 87.6 51.8 64.8 64.5 79.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 3, 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 : 9,175: 1,734 2,609 23 5,747 5,461 7,504 8,093: 1,671 1,082
Old : 9,173: 1,734 2,610 22 5,747 5,461 7,503 8,093: 1,670 1,080
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: August 27, 2013 :
: -361: 10 -312 -15 -302 -66 -307 -393: -54 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.4 0.3 62.6 59.5 81.8 88.2: 18.2 11.8
Old : 100.0: 18.9 28.5 0.2 62.7 59.5 81.8 88.2: 18.2 11.8
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 : 51: 13 13 4 20 14 36 28:
Old : 51: 13 13 4 20 14 36 28:
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 : 41.5 59.4 58.8 72.6 41.5 56.7 58.3 68.8
Old : 41.5 59.4 58.8 72.7 41.5 56.7 58.3 68.8
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, September 3, 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 : 817,707: 160,231 153,911 28,486 538,596 517,388 727,313 699,785: 90,394 117,922
Old : 817,707: 160,231 153,911 28,486 538,596 517,388 727,313 699,785: 90,394 117,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -73,960: -18,022 3,373 -10,560 -29,918 -61,983 -58,500 -69,170: -15,460 -4,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.8 3.5 65.9 63.3 88.9 85.6: 11.1 14.4
Old : 100.0: 19.6 18.8 3.5 65.9 63.3 88.9 85.6: 11.1 14.4
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 : 195: 36 34 21 80 91 122 141:
Old : 195: 36 34 21 80 91 122 141:
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 : 21.1 28.8 30.8 37.8 20.2 27.5 29.4 33.7
Old : 21.1 28.8 30.8 37.8 20.2 27.5 29.4 33.7
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, September 3, 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 : 2,151,279: 230,375 333,469 50,288 1,631,478 1,327,408 1,912,141 1,711,165: 239,138 440,114
Old : 2,151,279: 230,375 333,469 50,288 1,631,478 1,327,408 1,912,141 1,711,165: 239,138 440,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -110,329: 4,576 -3,155 5,291 -100,715 -99,495 -90,848 -97,359: -19,481 -12,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.5 2.3 75.8 61.7 88.9 79.5: 11.1 20.5
Old : 100.0: 10.7 15.5 2.3 75.8 61.7 88.9 79.5: 11.1 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 : 297: 40 77 42 120 149 187 241:
Old : 297: 40 77 42 120 149 187 241:
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 : 37.8 18.7 50.0 27.2 35.7 15.5 44.4 21.8
Old : 37.8 18.7 50.0 27.2 35.7 15.5 44.4 21.8
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, September 3, 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 : 1,581,220: 169,681 214,598 28,925 1,203,127 993,358 1,401,733 1,236,881: 179,487 344,339
Old : 1,581,220: 169,681 214,598 28,925 1,203,127 993,358 1,401,733 1,236,881: 179,487 344,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -69,648: -33,060 -4,781 1,490 -28,274 -71,899 -59,844 -75,190: -9,804 5,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 13.6 1.8 76.1 62.8 88.6 78.2: 11.4 21.8
Old : 100.0: 10.7 13.6 1.8 76.1 62.8 88.6 78.2: 11.4 21.8
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 : 207: 27 47 23 91 103 132 159:
Old : 207: 27 47 23 91 103 132 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 22.5 39.7 30.4 24.7 20.7 36.2 27.5
Old : 26.3 22.5 39.7 30.4 24.7 20.7 36.2 27.5
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, September 3, 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 : 271,512: 22,023 28,939 67,521 158,349 139,449 247,893 235,909: 23,619 35,603
Old : 271,512: 22,023 28,939 67,521 158,349 139,449 247,893 235,909: 23,619 35,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -31,961: -4,790 -6,324 -2,167 -23,743 -23,945 -30,700 -32,436: -1,261 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.7 24.9 58.3 51.4 91.3 86.9: 8.7 13.1
Old : 100.0: 8.1 10.7 24.9 58.3 51.4 91.3 86.9: 8.7 13.1
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 : 59: 13 14 17 26 28 50 49:
Old : 59: 13 14 17 26 28 50 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 : 36.5 29.6 50.8 47.6 21.2 20.2 28.3 26.3
Old : 36.5 29.6 50.8 47.6 21.2 20.2 28.3 26.3
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, September 3, 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 : 49,019: 13,336 3,366 223 27,415 35,738 40,973 39,327: 8,047 9,693
Old : 49,019: 13,336 3,366 223 27,415 35,738 40,973 39,327: 8,047 9,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -2,514: -1,688 -859 -24 -703 -4,657 -2,414 -5,539: -100 3,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.9 0.5 55.9 72.9 83.6 80.2: 16.4 19.8
Old : 100.0: 27.2 6.9 0.5 55.9 72.9 83.6 80.2: 16.4 19.8
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 : 88: 28 13 5 36 19 67 34:
Old : 88: 28 13 5 36 19 67 34:
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 : 23.8 44.0 36.1 63.8 23.8 43.8 36.1 63.5
Old : 23.8 44.0 36.1 63.8 23.8 43.8 36.1 63.5
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, September 3, 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 : 98,038: 26,671 6,732 445 54,829 71,476 81,945 78,653: 16,093 19,385
Old : 98,038: 26,671 6,732 445 54,829 71,476 81,945 78,653: 16,093 19,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -5,027: -3,375 -1,717 -47 -1,406 -9,314 -4,828 -11,078: -199 6,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.9 0.5 55.9 72.9 83.6 80.2: 16.4 19.8
Old : 100.0: 27.2 6.9 0.5 55.9 72.9 83.6 80.2: 16.4 19.8
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 : 88: 28 13 5 36 19 67 34:
Old : 88: 28 13 5 36 19 67 34:
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 : 23.8 44.0 36.1 63.8 23.8 43.8 36.1 63.5
Old : 23.8 44.0 36.1 63.8 23.8 43.8 36.1 63.5
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, September 3, 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 : 8,003: 4,800 5,893 2,051 1,125 50 7,976 7,994: 27 9
Old : 8,003: 4,800 5,893 2,051 1,125 50 7,976 7,994: 27 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 1,251: 418 101 1,146 -313 50 1,251 1,297: 0 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 73.6 25.6 14.1 0.6 99.7 99.9: 0.3 0.1
Old : 100.0: 60.0 73.6 25.6 14.1 0.6 99.7 99.9: 0.3 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 : 21: 12 6 4 2 1 15 10:
Old : 21: 12 6 4 2 1 15 10:
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 : 58.1 91.7 83.3 99.5 44.3 72.9 63.3 74.3
Old : 58.1 91.7 83.3 99.5 44.3 72.9 63.3 74.3
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, September 3, 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 : 38,536: 3,532 17,439 43 34,939 21,007 38,514 38,489: 22 47
Old : 38,536: 3,532 17,439 43 34,939 21,007 38,514 38,489: 22 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -362: 26 -133 0 -380 -262 -354 -395: -8 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 45.3 0.1 90.7 54.5 99.9 99.9: 0.1 0.1
Old : 100.0: 9.2 45.3 0.1 90.7 54.5 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 : 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 : 96.0 58.6 99.5 80.3 95.5 58.6 98.9 80.3
Old : 96.0 58.6 99.5 80.3 95.5 58.6 98.9 80.3
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, September 3, 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 : 24,034: 73 11,430 2,757 21,203 9,791 24,033 23,978: 1 56
Old : 24,034: 73 11,430 2,757 21,203 9,791 24,033 23,978: 1 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 3,731: 73 -292 2,757 919 1,269 3,749 3,734: -18 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 47.6 11.5 88.2 40.7 100.0 99.8: 0.0 0.2
Old : 100.0: 0.3 47.6 11.5 88.2 40.7 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 12 2 6 6 9 18:
Old : 24: 1 12 2 6 6 9 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.6 74.7 100.0 91.5 82.1 62.6 82.9 74.5
Old : 97.6 74.7 100.0 91.5 82.1 62.6 82.9 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013