WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 24, 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 : 359,940: 123,474 164,869 36,108 171,751 113,221 331,333 314,198: 28,607 45,742
Old : 318,874: 110,663 157,580 25,472 159,267 97,620 295,402 280,672: 23,472 38,202
Other: 41,066: 20,857 15,335 2,590 12,484 15,601 35,931 33,526: 5,135 7,540
: : :
: : Changes in Commitments from: September 17, 2013 :
: 3,789: 3,729 -10,704 1,848 -3,859 11,666 1,718 2,810: 2,071 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 45.8 10.0 47.7 31.5 92.1 87.3: 7.9 12.7
Old : 100.0: 34.7 49.4 8.0 49.9 30.6 92.6 88.0: 7.4 12.0
Other: 100.0: 50.8 37.3 6.3 30.4 38.0 87.5 81.6: 12.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 96 136 98 72 101 229 284:
Old : 358: 101 135 78 66 94 213 263:
Other: 151: 27 43 21 35 65 79 116:
:----------------------------------------------------------------------------------------------------
: 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 15.1 30.4 25.0 17.7 15.1 29.9 23.1
Old : 19.6 17.0 32.9 28.1 19.5 17.0 32.6 27.0
Other: 45.0 27.4 55.4 40.3 43.8 27.3 53.0 38.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 24, 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 : 1,147,298: 335,940 438,216 114,709 564,876 373,717 1,015,525 926,642: 131,773 220,656
Old : 1,039,286: 317,642 444,921 87,321 510,213 321,299 915,176 853,541: 124,110 185,745
Other: 108,012: 44,928 19,925 758 54,663 52,418 100,349 73,101: 7,663 34,911
: : :
: : Changes in Commitments from: September 17, 2013 :
: 22,879: -8,796 18,674 4,668 24,514 -8,585 20,386 14,757: 2,493 8,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 38.2 10.0 49.2 32.6 88.5 80.8: 11.5 19.2
Old : 100.0: 30.6 42.8 8.4 49.1 30.9 88.1 82.1: 11.9 17.9
Other: 100.0: 41.6 18.4 0.7 50.6 48.5 92.9 67.7: 7.1 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 715: 147 204 161 265 273 514 554:
Old : 714: 149 211 129 261 261 487 533:
Other: 307: 47 47 10 61 175 114 227:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 11.7 21.6 20.5 11.1 10.9 20.9 18.1
Old : 11.6 11.2 21.8 20.2 11.6 10.6 21.8 18.2
Other: 33.2 27.8 52.2 35.5 33.2 27.6 52.2 35.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 24, 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 : 10,171: 2,867 1,767 101 5,108 6,599 8,076 8,467: 2,095 1,704
Old : 10,167: 2,867 1,767 101 5,106 6,595 8,074 8,463: 2,093 1,704
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 379: 328 233 -10 -4 113 314 336: 65 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.4 1.0 50.2 64.9 79.4 83.2: 20.6 16.8
Old : 100.0: 28.2 17.4 1.0 50.2 64.9 79.4 83.2: 20.6 16.8
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: 14 10 5 15 12 30 26:
Old : 42: 14 10 5 15 12 30 26:
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 : 43.5 47.0 56.8 64.1 39.9 43.1 51.0 56.5
Old : 43.6 47.0 56.9 64.1 39.9 43.1 51.0 56.4
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 24, 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 : 620,379: 222,653 77,347 90,714 253,949 380,163 567,316 548,224: 53,063 72,155
Old : 596,408: 218,773 83,396 80,953 246,122 365,696 545,848 530,045: 50,560 66,363
Other: 23,971: 13,467 3,538 174 7,827 14,467 21,468 18,179: 2,503 5,792
: : :
: : Changes in Commitments from: September 17, 2013 :
: 7,296: -11,011 3,593 11,722 5,878 -8,356 6,589 6,959: 707 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.5 14.6 40.9 61.3 91.4 88.4: 8.6 11.6
Old : 100.0: 36.7 14.0 13.6 41.3 61.3 91.5 88.9: 8.5 11.1
Other: 100.0: 56.2 14.8 0.7 32.7 60.4 89.6 75.8: 10.4 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 169 149 168 122 172 394 410:
Old : 537: 165 155 156 120 168 383 400:
Other: 182: 41 41 7 25 80 69 126:
:----------------------------------------------------------------------------------------------------
: 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 20.1 21.2 28.5 10.2 17.1 18.5 22.7
Old : 12.2 20.6 22.0 28.4 10.8 17.5 19.3 23.3
Other: 44.2 40.5 59.1 48.3 44.2 40.5 58.9 48.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 24, 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 : 297,193: 72,185 95,030 52,665 141,010 110,437 265,860 258,132: 31,333 39,061
Old : 289,543: 73,298 95,136 49,255 137,115 107,388 259,668 251,779: 29,875 37,764
Other: 7,650: 626 1,633 1,671 3,895 3,049 6,192 6,353: 1,458 1,297
: : :
: : Changes in Commitments from: September 17, 2013 :
: 5,816: 2,787 2,331 6,723 -3,101 -3,918 6,409 5,136: -593 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 32.0 17.7 47.4 37.2 89.5 86.9: 10.5 13.1
Old : 100.0: 25.3 32.9 17.0 47.4 37.1 89.7 87.0: 10.3 13.0
Other: 100.0: 8.2 21.3 21.8 50.9 39.9 80.9 83.0: 19.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 63 89 74 73 54 188 191:
Old : 265: 70 90 72 72 53 187 188:
Other: 41: 5 14 10 15 8 26 28:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 20.0 23.8 29.2 12.4 18.3 21.6 26.0
Old : 13.7 20.2 24.2 29.3 12.7 18.7 21.7 26.6
Other: 41.7 46.5 62.5 66.4 33.5 39.0 46.7 50.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 24, 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 : 620,439: 82,666 75,966 7,286 396,594 367,213 486,546 450,465: 133,893 169,974
Old : 620,439: 82,666 75,966 7,286 396,594 367,213 486,546 450,465: 133,893 169,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -12,252: -2,316 28,179 -9,669 -8,503 -29,988 -20,488 -11,478: 8,236 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.2 1.2 63.9 59.2 78.4 72.6: 21.6 27.4
Old : 100.0: 13.3 12.2 1.2 63.9 59.2 78.4 72.6: 21.6 27.4
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 : 148: 24 30 14 57 75 87 113:
Old : 148: 24 30 14 57 75 87 113:
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 : 24.8 16.9 36.1 27.8 22.4 15.2 31.4 24.9
Old : 24.8 16.9 36.1 27.8 22.4 15.2 31.4 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 24, 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 : 401,199: 36,987 38,219 3,986 280,810 287,073 321,783 329,278: 79,416 71,921
Old : 401,199: 36,987 38,219 3,986 280,810 287,073 321,783 329,278: 79,416 71,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 7,778: 2,659 -2,224 201 4,014 13,138 6,874 11,115: 904 -3,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.5 1.0 70.0 71.6 80.2 82.1: 19.8 17.9
Old : 100.0: 9.2 9.5 1.0 70.0 71.6 80.2 82.1: 19.8 17.9
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 : 77: 7 9 5 41 46 51 57:
Old : 77: 7 9 5 41 46 51 57:
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 33.6 43.6 47.8 24.6 33.3 36.3 46.8
Old : 28.6 33.6 43.6 47.8 24.6 33.3 36.3 46.8
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 24, 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 : 6,165: 1,545 178 355 3,733 5,304 5,633 5,837: 532 328
Old : 6,165: 1,545 178 355 3,733 5,304 5,633 5,837: 532 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -300: -12 86 38 -363 -403 -337 -279: 37 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.9 5.8 60.6 86.0 91.4 94.7: 8.6 5.3
Old : 100.0: 25.1 2.9 5.8 60.6 86.0 91.4 94.7: 8.6 5.3
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 : 36: 11 3 5 18 18 31 24:
Old : 36: 11 3 5 18 18 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 63.0 52.3 76.1 22.7 46.8 37.6 55.8
Old : 32.7 63.0 52.3 76.1 22.7 46.8 37.6 55.8
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 24, 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 : 271,114: 92,382 50,803 16,603 115,324 179,071 224,309 246,477: 46,805 24,637
Old : 266,769: 92,597 51,562 15,210 112,988 175,630 220,795 242,402: 45,974 24,367
Other: 4,345: 1,025 481 153 2,336 3,441 3,514 4,075: 831 270
: : :
: : Changes in Commitments from: September 17, 2013 :
: 1,876: -1,036 3,036 -1,664 4,329 -1,214 1,629 158: 247 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 18.7 6.1 42.5 66.1 82.7 90.9: 17.3 9.1
Old : 100.0: 34.7 19.3 5.7 42.4 65.8 82.8 90.9: 17.2 9.1
Other: 100.0: 23.6 11.1 3.5 53.8 79.2 80.9 93.8: 19.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 78 57 51 76 71 185 152:
Old : 235: 78 59 49 75 71 184 150:
Other: 38: 7 7 5 17 11 25 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 : 9.4 35.6 17.4 44.7 9.2 30.9 16.8 38.3
Old : 9.4 35.4 17.6 44.6 9.4 30.9 17.1 38.5
Other: 40.9 66.9 61.1 82.6 39.4 60.3 54.3 72.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 24, 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 : 9,012: 1,523 2,523 74 5,658 5,171 7,255 7,768: 1,757 1,244
Old : 9,010: 1,523 2,524 73 5,658 5,171 7,254 7,768: 1,756 1,242
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: September 17, 2013 :
: -340: -45 -29 -34 -324 -293 -403 -356: 63 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 28.0 0.8 62.8 57.4 80.5 86.2: 19.5 13.8
Old : 100.0: 16.9 28.0 0.8 62.8 57.4 80.5 86.2: 19.5 13.8
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 : 49: 13 10 5 19 12 34 26:
Old : 49: 13 10 4 19 12 33 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 : 45.6 58.0 61.0 71.7 45.6 55.4 61.0 69.1
Old : 45.6 58.0 61.0 71.8 45.6 55.4 61.0 69.1
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 24, 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 : 867,434: 149,770 168,948 10,062 613,616 573,612 773,448 752,622: 93,986 114,812
Old : 867,434: 149,770 168,948 10,062 613,616 573,612 773,448 752,622: 93,986 114,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 1,832: 17,985 -9,057 -1,589 -22,531 18,926 -6,135 8,280: 7,967 -6,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 19.5 1.2 70.7 66.1 89.2 86.8: 10.8 13.2
Old : 100.0: 17.3 19.5 1.2 70.7 66.1 89.2 86.8: 10.8 13.2
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 : 205: 38 40 16 79 91 122 142:
Old : 205: 38 40 16 79 91 122 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.4 37.8 38.5 24.7 27.9 34.7 36.1
Old : 26.4 28.4 37.8 38.5 24.7 27.9 34.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 24, 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 : 1,948,616: 193,925 283,032 41,087 1,446,160 1,211,826 1,681,172 1,535,945: 267,444 412,671
Old : 1,948,616: 193,925 283,032 41,087 1,446,160 1,211,826 1,681,172 1,535,945: 267,444 412,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -20,295: 20,505 -16,414 -6,153 -47,929 10,625 -33,577 -11,942: 13,282 -8,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.5 2.1 74.2 62.2 86.3 78.8: 13.7 21.2
Old : 100.0: 10.0 14.5 2.1 74.2 62.2 86.3 78.8: 13.7 21.2
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 : 277: 38 58 36 114 140 175 211:
Old : 277: 38 58 36 114 140 175 211:
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 : 36.0 15.6 45.4 23.1 33.1 10.9 41.6 17.2
Old : 36.0 15.6 45.4 23.1 33.1 10.9 41.6 17.2
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 24, 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 : 1,698,197: 155,661 279,726 28,910 1,320,927 1,079,880 1,505,498 1,388,516: 192,699 309,681
Old : 1,698,197: 155,661 279,726 28,910 1,320,927 1,079,880 1,505,498 1,388,516: 192,699 309,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -6,843: -9,707 -25,119 6,333 -26,465 28,107 -29,839 9,321: 22,996 -16,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.5 1.7 77.8 63.6 88.7 81.8: 11.3 18.2
Old : 100.0: 9.2 16.5 1.7 77.8 63.6 88.7 81.8: 11.3 18.2
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 : 221: 23 55 17 83 107 118 167:
Old : 221: 23 55 17 83 107 118 167:
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 : 36.3 18.8 47.4 29.0 35.4 18.0 44.6 26.9
Old : 36.3 18.8 47.4 29.0 35.4 18.0 44.6 26.9
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 24, 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 : 307,188: 28,932 34,884 61,041 188,006 167,706 277,979 263,631: 29,209 43,557
Old : 307,188: 28,932 34,884 61,041 188,006 167,706 277,979 263,631: 29,209 43,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 10,169: 5,733 4,540 -5,785 9,063 8,925 9,011 7,680: 1,158 2,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.4 19.9 61.2 54.6 90.5 85.8: 9.5 14.2
Old : 100.0: 9.4 11.4 19.9 61.2 54.6 90.5 85.8: 9.5 14.2
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 : 59: 15 10 13 28 31 48 49:
Old : 59: 15 10 13 28 31 48 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 : 36.2 29.8 50.9 45.4 23.8 20.8 30.1 29.5
Old : 36.2 29.8 50.9 45.4 23.8 20.8 30.1 29.5
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, September 24, 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 : 68,015: 29,003 4,204 279 29,985 58,534 59,266 63,016: 8,749 4,999
Old : 68,015: 29,003 4,204 279 29,985 58,534 59,266 63,016: 8,749 4,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -16,333: 8,652 679 -4,595 -15,525 -3,860 -11,468 -7,777: -4,865 -8,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 6.2 0.4 44.1 86.1 87.1 92.7: 12.9 7.3
Old : 100.0: 42.6 6.2 0.4 44.1 86.1 87.1 92.7: 12.9 7.3
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 : 103: 34 17 5 35 22 72 41:
Old : 103: 34 17 5 35 22 72 41:
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 : 23.9 51.0 38.6 72.7 23.9 50.9 38.4 72.6
Old : 23.9 51.0 38.6 72.7 23.9 50.9 38.4 72.6
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 24, 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 : 136,030: 58,005 8,407 558 59,969 117,067 118,532 126,032: 17,498 9,998
Old : 136,030: 58,005 8,407 558 59,969 117,067 118,532 126,032: 17,498 9,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -197: 20,015 530 -4,253 -16,865 17,362 -1,103 13,639: 906 -13,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 6.2 0.4 44.1 86.1 87.1 92.7: 12.9 7.3
Old : 100.0: 42.6 6.2 0.4 44.1 86.1 87.1 92.7: 12.9 7.3
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 : 103: 34 17 5 35 22 72 41:
Old : 103: 34 17 5 35 22 72 41:
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 : 23.9 51.0 38.6 72.7 23.9 50.9 38.4 72.6
Old : 23.9 51.0 38.6 72.7 23.9 50.9 38.4 72.6
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 24, 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 : 7,350: 5,063 5,919 1,341 720 84 7,124 7,344: 226 6
Old : 7,350: 5,063 5,919 1,341 720 84 7,124 7,344: 226 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -1,964: -269 -50 -1,682 4 -230 -1,947 -1,962: -17 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 80.5 18.2 9.8 1.1 96.9 99.9: 3.1 0.1
Old : 100.0: 68.9 80.5 18.2 9.8 1.1 96.9 99.9: 3.1 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 : 20: 13 4 3 2 1 16 7:
Old : 20: 13 4 3 2 1 16 7:
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 : 54.9 97.0 79.9 99.9 47.1 81.3 67.3 81.7
Old : 54.9 97.0 79.9 99.9 47.1 81.3 67.3 81.7
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 24, 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 : 41,815: 3,591 18,660 45 38,150 23,024 41,786 41,729: 29 86
Old : 41,815: 3,591 18,660 45 38,150 23,024 41,786 41,729: 29 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 1,935: -1,172 -539 -13 3,130 2,552 1,945 2,000: -10 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 44.6 0.1 91.2 55.1 99.9 99.8: 0.1 0.2
Old : 100.0: 8.6 44.6 0.1 91.2 55.1 99.9 99.8: 0.1 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 : 38: 2 16 1 7 15 10 31:
Old : 38: 2 16 1 7 15 10 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.8 64.1 99.8 82.3 77.5 42.6 78.2 60.8
Old : 90.8 64.1 99.8 82.3 77.5 42.6 78.2 60.8
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 24, 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 : 18,594: 1,541 9,991 0 17,053 8,537 18,594 18,528: 0 66
Old : 18,594: 1,541 9,991 0 17,053 8,537 18,594 18,528: 0 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 941: 1,194 -399 0 -251 1,350 943 951: -2 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 53.7 0.0 91.7 45.9 100.0 99.6: 0.0 0.4
Old : 100.0: 8.3 53.7 0.0 91.7 45.9 100.0 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: 4 9 0 7 9 11 18:
Old : 27: 4 9 0 7 9 11 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 : 94.8 80.4 99.1 91.6 92.1 80.4 96.4 90.5
Old : 94.8 80.4 99.1 91.6 92.1 80.4 96.4 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2013