WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 17, 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 : 356,151: 119,745 175,573 34,260 175,610 101,555 329,615 311,388: 26,536 44,763
Old : 315,635: 106,865 167,301 23,679 163,215 86,825 293,759 277,805: 21,876 37,830
Other: 40,516: 20,598 15,990 2,863 12,395 14,730 35,856 33,583: 4,660 6,933
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,296: -1,462 788 -413 3,055 -874 1,180 -499: 116 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 49.3 9.6 49.3 28.5 92.5 87.4: 7.5 12.6
Old : 100.0: 33.9 53.0 7.5 51.7 27.5 93.1 88.0: 6.9 12.0
Other: 100.0: 50.8 39.5 7.1 30.6 36.4 88.5 82.9: 11.5 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 94 145 97 72 95 227 286:
Old : 357: 99 141 81 66 89 210 270:
Other: 147: 25 45 17 35 60 73 113:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 13.5 31.3 24.0 18.1 13.5 30.6 22.8
Old : 19.8 15.2 33.8 27.1 19.7 15.2 33.3 26.5
Other: 45.2 28.1 56.7 41.6 44.0 27.4 54.8 39.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 17, 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 : 1,124,419: 344,736 419,542 110,041 540,362 382,302 995,139 911,885: 129,280 212,534
Old : 1,022,743: 326,863 426,025 85,060 489,023 332,900 900,946 843,985: 121,797 178,758
Other: 101,676: 42,258 17,902 596 51,339 49,402 94,193 67,900: 7,483 33,776
: : :
: : Changes in Commitments from: September 10, 2013 :
: 39,574: 20,112 51,198 2,773 17,297 -15,052 40,182 38,919: -608 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 37.3 9.8 48.1 34.0 88.5 81.1: 11.5 18.9
Old : 100.0: 32.0 41.7 8.3 47.8 32.5 88.1 82.5: 11.9 17.5
Other: 100.0: 41.6 17.6 0.6 50.5 48.6 92.6 66.8: 7.4 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 145 211 156 259 280 504 565:
Old : 721: 151 212 129 254 266 482 541:
Other: 306: 44 52 13 57 174 109 231:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 11.7 21.8 19.9 11.2 10.8 21.3 17.9
Old : 11.9 11.1 22.7 19.6 11.9 10.4 22.2 17.8
Other: 33.9 27.2 53.4 34.5 33.9 27.0 53.4 34.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 17, 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 : 9,792: 2,539 1,534 111 5,112 6,486 7,762 8,131: 2,030 1,661
Old : 9,788: 2,539 1,534 111 5,110 6,482 7,760 8,127: 2,028 1,661
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -11: -230 294 45 -92 -338 -277 1: 266 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 15.7 1.1 52.2 66.2 79.3 83.0: 20.7 17.0
Old : 100.0: 25.9 15.7 1.1 52.2 66.2 79.3 83.0: 20.7 17.0
Other: 100.0: 0.0 0.0 0.0 50.0 100.0 50.0 100.0: 50.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 12 5 14 11 29 25:
Old : 42: 12 12 5 14 11 29 25:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 48.3 57.9 65.5 39.3 44.1 49.9 57.2
Old : 43.0 48.2 57.9 65.5 39.4 44.1 49.9 57.2
Other: 50.0 100.0 50.0 100.0 50.0 100.0 50.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 17, 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 : 613,083: 233,664 73,754 78,992 248,071 388,519 560,727 541,265: 52,356 71,818
Old : 590,983: 230,306 79,908 70,352 240,297 374,088 540,955 524,348: 50,028 66,635
Other: 22,100: 11,926 2,414 72 7,774 14,431 19,772 16,917: 2,328 5,183
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,806: 635 -6,460 3,453 -2,899 2,733 1,189 -274: 617 2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 12.0 12.9 40.5 63.4 91.5 88.3: 8.5 11.7
Old : 100.0: 39.0 13.5 11.9 40.7 63.3 91.5 88.7: 8.5 11.3
Other: 100.0: 54.0 10.9 0.3 35.2 65.3 89.5 76.5: 10.5 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 190 133 158 121 177 398 408:
Old : 546: 188 138 152 120 173 391 401:
Other: 174: 32 38 6 26 83 61 125:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 19.5 20.5 28.2 10.0 16.5 18.3 22.2
Old : 11.7 19.9 21.2 28.0 10.6 16.8 19.1 22.6
Other: 45.7 44.5 59.3 51.3 45.7 44.5 59.2 51.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 16,637: 9,705 794 352 31 3,636 10,088 4,782: 6,549 11,855
Old : 15,692: 8,987 748 352 31 3,493 9,370 4,593: 6,322 11,099
Other: 945: 718 46 0 0 143 718 189: 227 756
: : :
: : Changes in Commitments from: September 10, 2013 :
: -164: 597 22 13 3 -28 613 7: -777 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 4.8 2.1 0.2 21.9 60.6 28.7: 39.4 71.3
Old : 100.0: 57.3 4.8 2.2 0.2 22.3 59.7 29.3: 40.3 70.7
Other: 100.0: 76.0 4.9 0.0 0.0 15.1 76.0 20.0: 24.0 80.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 3 5 2 11 9 18:
Old : 20: 6 3 5 2 11 9 18:
Other: 14: 3 2 0 0 9 3 11:
:----------------------------------------------------------------------------------------------------
: 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 : 56.9 13.8 60.6 21.1 56.5 12.5 58.3 19.8
Old : 56.0 14.0 59.7 21.3 55.6 12.6 57.3 19.9
Other: 76.0 16.2 76.0 19.4 76.0 16.2 76.0 19.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 17, 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 : 291,377: 69,398 92,699 45,942 144,111 114,355 259,451 252,996: 31,926 38,381
Old : 284,120: 70,396 92,503 43,095 140,351 111,801 253,842 247,399: 30,278 36,721
Other: 7,257: 479 1,673 1,370 3,760 2,554 5,609 5,597: 1,648 1,660
: : :
: : Changes in Commitments from: September 10, 2013 :
: 4,604: -2,523 7,943 1,443 4,787 -5,765 3,707 3,621: 897 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 31.8 15.8 49.5 39.2 89.0 86.8: 11.0 13.2
Old : 100.0: 24.8 32.6 15.2 49.4 39.3 89.3 87.1: 10.7 12.9
Other: 100.0: 6.6 23.1 18.9 51.8 35.2 77.3 77.1: 22.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 54 92 63 70 55 172 179:
Old : 249: 58 93 59 70 54 172 174:
Other: 34: 4 10 5 14 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 : 13.3 19.9 22.6 29.2 12.0 18.2 20.8 26.1
Old : 13.5 20.2 23.1 29.5 12.2 18.7 21.0 26.9
Other: 41.9 45.3 62.8 63.7 35.1 35.7 47.8 48.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 17, 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 : 632,691: 84,982 47,787 16,955 405,097 397,201 507,034 461,943: 125,657 170,748
Old : 632,691: 84,982 47,787 16,955 405,097 397,201 507,034 461,943: 125,657 170,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,404: 8,147 -11,985 9,760 -16,036 14,449 1,871 12,224: -467 -10,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.6 2.7 64.0 62.8 80.1 73.0: 19.9 27.0
Old : 100.0: 13.4 7.6 2.7 64.0 62.8 80.1 73.0: 19.9 27.0
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 : 152: 26 33 17 59 74 96 113:
Old : 152: 26 33 17 59 74 96 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 18.2 35.8 26.8 22.3 15.7 31.3 23.2
Old : 25.1 18.2 35.8 26.8 22.3 15.7 31.3 23.2
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 17, 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 : 393,421: 34,328 40,443 3,785 276,796 273,935 314,909 318,163: 78,512 75,258
Old : 393,421: 34,328 40,443 3,785 276,796 273,935 314,909 318,163: 78,512 75,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -11,358: 2,025 879 -1,244 -14,843 -6,562 -14,062 -6,927: 2,704 -4,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.3 1.0 70.4 69.6 80.0 80.9: 20.0 19.1
Old : 100.0: 8.7 10.3 1.0 70.4 69.6 80.0 80.9: 20.0 19.1
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 : 75: 6 10 5 41 43 50 55:
Old : 75: 6 10 5 41 43 50 55:
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 : 29.7 30.8 45.1 45.3 25.5 29.8 37.6 43.9
Old : 29.7 30.8 45.1 45.3 25.5 29.8 37.6 43.9
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, September 17, 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 : 6,465: 1,557 92 317 4,096 5,707 5,970 6,116: 495 349
Old : 6,465: 1,557 92 317 4,096 5,707 5,970 6,116: 495 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -177: 82 -79 80 -315 -251 -153 -250: -24 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 1.4 4.9 63.4 88.3 92.3 94.6: 7.7 5.4
Old : 100.0: 24.1 1.4 4.9 63.4 88.3 92.3 94.6: 7.7 5.4
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 : 38: 12 2 6 18 20 33 26:
Old : 38: 12 2 6 18 20 33 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 : 35.4 65.4 53.5 76.9 23.2 46.5 35.9 52.1
Old : 35.4 65.4 53.5 76.9 23.2 46.5 35.9 52.1
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, September 17, 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 : 269,238: 93,418 47,767 18,267 110,995 180,285 222,680 246,319: 46,558 22,919
Old : 265,868: 93,414 48,003 17,536 108,982 177,590 219,932 243,129: 45,936 22,739
Other: 3,370: 568 328 167 2,013 2,695 2,748 3,190: 622 180
: : :
: : Changes in Commitments from: September 10, 2013 :
: 834: -4,032 4,239 -2,213 8,715 -1,626 2,470 400: -1,636 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 17.7 6.8 41.2 67.0 82.7 91.5: 17.3 8.5
Old : 100.0: 35.1 18.1 6.6 41.0 66.8 82.7 91.4: 17.3 8.6
Other: 100.0: 16.9 9.7 5.0 59.7 80.0 81.5 94.7: 18.5 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 79 55 53 70 74 181 153:
Old : 232: 79 56 53 69 74 180 153:
Other: 30: 6 3 4 15 9 22 15:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 35.0 17.4 44.8 9.5 30.5 17.0 38.5
Old : 9.7 34.7 17.5 44.6 9.6 30.4 17.2 38.6
Other: 39.1 76.3 61.8 87.0 36.6 64.5 52.4 74.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 17, 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 : 9,352: 1,568 2,552 108 5,982 5,464 7,658 8,124: 1,694 1,228
Old : 9,350: 1,568 2,553 107 5,982 5,464 7,657 8,124: 1,693 1,226
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: September 10, 2013 :
: -105: -6 -144 26 -7 0 13 -118: -118 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 27.3 1.2 64.0 58.4 81.9 86.9: 18.1 13.1
Old : 100.0: 16.8 27.3 1.1 64.0 58.4 81.9 86.9: 18.1 13.1
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 : 49: 13 10 5 19 13 35 26:
Old : 49: 13 10 4 19 13 34 26:
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 : 44.1 59.6 60.2 72.6 44.1 57.0 60.2 69.2
Old : 44.1 59.6 60.2 72.6 44.1 57.0 60.2 69.2
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 17, 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 : 865,602: 131,785 178,005 11,651 636,147 554,686 779,583 744,342: 86,019 121,260
Old : 865,602: 131,785 178,005 11,651 636,147 554,686 779,583 744,342: 86,019 121,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 3,635: -7,229 10,318 -6,536 23,415 5,048 9,650 8,830: -6,015 -5,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 20.6 1.3 73.5 64.1 90.1 86.0: 9.9 14.0
Old : 100.0: 15.2 20.6 1.3 73.5 64.1 90.1 86.0: 9.9 14.0
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 : 213: 39 45 19 83 90 127 149:
Old : 213: 39 45 19 83 90 127 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 29.0 36.2 38.5 21.1 28.6 34.2 36.2
Old : 22.9 29.0 36.2 38.5 21.1 28.6 34.2 36.2
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 17, 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 : 1,968,911: 173,420 299,446 47,240 1,494,089 1,201,201 1,714,749 1,547,887: 254,162 421,024
Old : 1,968,911: 173,420 299,446 47,240 1,494,089 1,201,201 1,714,749 1,547,887: 254,162 421,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -145,403: -19,704 20,998 -9,607 -138,655 -122,394 -167,966 -111,003: 22,563 -34,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 15.2 2.4 75.9 61.0 87.1 78.6: 12.9 21.4
Old : 100.0: 8.8 15.2 2.4 75.9 61.0 87.1 78.6: 12.9 21.4
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 : 300: 40 71 37 114 153 178 237:
Old : 300: 40 71 37 114 153 178 237:
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 : 35.3 16.4 45.9 23.4 32.9 11.3 41.3 16.6
Old : 35.3 16.4 45.9 23.4 32.9 11.3 41.3 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 17, 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 : 1,705,040: 165,368 304,845 22,577 1,347,392 1,051,773 1,535,337 1,379,195: 169,703 325,845
Old : 1,705,040: 165,368 304,845 22,577 1,347,392 1,051,773 1,535,337 1,379,195: 169,703 325,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 67,720: 23,032 33,753 -4,068 50,864 54,471 69,828 84,156: -2,108 -16,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 17.9 1.3 79.0 61.7 90.0 80.9: 10.0 19.1
Old : 100.0: 9.7 17.9 1.3 79.0 61.7 90.0 80.9: 10.0 19.1
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 : 230: 30 53 14 94 112 134 169:
Old : 230: 30 53 14 94 112 134 169:
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 : 34.3 21.1 46.4 28.8 33.2 19.4 44.1 26.7
Old : 34.3 21.1 46.4 28.8 33.2 19.4 44.1 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, September 17, 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 : 297,019: 23,199 30,344 66,826 178,943 158,781 268,968 255,951: 28,051 41,068
Old : 297,019: 23,199 30,344 66,826 178,943 158,781 268,968 255,951: 28,051 41,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 14,368: 2,489 52 -3,118 11,644 13,363 11,015 10,297: 3,353 4,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.2 22.5 60.2 53.5 90.6 86.2: 9.4 13.8
Old : 100.0: 7.8 10.2 22.5 60.2 53.5 90.6 86.2: 9.4 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 : 58: 13 12 14 26 29 47 48:
Old : 58: 13 12 14 26 29 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 30.6 50.8 47.6 21.8 22.3 29.9 30.1
Old : 35.7 30.6 50.8 47.6 21.8 22.3 29.9 30.1
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 17, 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 : 84,348: 20,351 3,525 4,874 45,509 62,394 70,734 70,793: 13,614 13,555
Old : 84,348: 20,351 3,525 4,874 45,509 62,394 70,734 70,793: 13,614 13,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 17,622: 6,057 -1,160 4,232 6,987 12,482 17,276 15,554: 346 2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.2 5.8 54.0 74.0 83.9 83.9: 16.1 16.1
Old : 100.0: 24.1 4.2 5.8 54.0 74.0 83.9 83.9: 16.1 16.1
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: 32 17 17 47 30 88 59:
Old : 106: 32 17 17 47 30 88 59:
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 : 18.1 35.7 29.9 56.7 17.8 33.8 29.0 50.3
Old : 18.1 35.7 29.9 56.7 17.8 33.8 29.0 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 17, 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 : 16,234: 2,794 1,025 1,030 7,092 12,541 10,916 14,596: 5,318 1,638
Old : 16,234: 2,794 1,025 1,030 7,092 12,541 10,916 14,596: 5,318 1,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,570: 232 795 1,028 883 383 2,143 2,206: 427 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.3 6.3 43.7 77.3 67.2 89.9: 32.8 10.1
Old : 100.0: 17.2 6.3 6.3 43.7 77.3 67.2 89.9: 32.8 10.1
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 : 24: 5 3 3 9 8 15 13:
Old : 24: 5 3 3 9 8 15 13:
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 : 33.5 63.6 52.3 81.6 33.5 63.6 50.6 81.1
Old : 33.5 63.6 52.3 81.6 33.5 63.6 50.6 81.1
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 17, 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 : 136,227: 37,990 7,877 4,811 76,834 99,705 119,635 112,393: 16,592 23,834
Old : 136,227: 37,990 7,877 4,811 76,834 99,705 119,635 112,393: 16,592 23,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 30,103: 13,305 -2,254 4,752 12,208 24,197 30,265 26,695: -162 3,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.8 3.5 56.4 73.2 87.8 82.5: 12.2 17.5
Old : 100.0: 27.9 5.8 3.5 56.4 73.2 87.8 82.5: 12.2 17.5
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 : 103: 30 17 17 45 27 84 55:
Old : 103: 30 17 17 45 27 84 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 37.3 35.6 56.7 22.0 36.9 34.4 54.9
Old : 22.0 37.3 35.6 56.7 22.0 36.9 34.4 54.9
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, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,314: 5,332 5,969 3,023 716 314 9,071 9,306: 243 8
Old : 9,314: 5,332 5,969 3,023 716 314 9,071 9,306: 243 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,185: -240 -140 1,359 46 -28 1,165 1,191: 20 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 64.1 32.5 7.7 3.4 97.4 99.9: 2.6 0.1
Old : 100.0: 57.2 64.1 32.5 7.7 3.4 97.4 99.9: 2.6 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 : 22: 13 6 5 2 1 17 10:
Old : 22: 13 6 5 2 1 17 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 : 54.6 83.2 78.9 99.2 34.2 63.5 53.5 67.5
Old : 54.6 83.2 78.9 99.2 34.2 63.5 53.5 67.5
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, September 17, 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 : 39,880: 4,763 19,199 58 35,020 20,472 39,841 39,729: 39 151
Old : 39,880: 4,763 19,199 58 35,020 20,472 39,841 39,729: 39 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -4,157: -203 149 -4,354 391 -55 -4,166 -4,260: 9 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 48.1 0.1 87.8 51.3 99.9 99.6: 0.1 0.4
Old : 100.0: 11.9 48.1 0.1 87.8 51.3 99.9 99.6: 0.1 0.4
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 : 37: 3 15 1 7 14 11 29:
Old : 37: 3 15 1 7 14 11 29:
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 : 87.4 60.7 99.6 82.6 83.5 48.5 84.7 67.6
Old : 87.4 60.7 99.6 82.6 83.5 48.5 84.7 67.6
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 17, 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 : 17,653: 347 10,390 0 17,304 7,187 17,651 17,577: 2 76
Old : 17,653: 347 10,390 0 17,304 7,187 17,651 17,577: 2 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -4,974: 299 337 0 -5,259 -5,277 -4,960 -4,940: -14 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 58.9 0.0 98.0 40.7 100.0 99.6: 0.0 0.4
Old : 100.0: 2.0 58.9 0.0 98.0 40.7 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 11 0 8 7 10 18:
Old : 27: 2 11 0 8 7 10 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 : 96.7 79.9 99.7 90.9 96.7 79.9 99.7 90.9
Old : 96.7 79.9 99.7 90.9 96.7 79.9 99.7 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013