WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 541,317: 112,142 117,664 159,916 236,061 210,752 508,119 488,331: 33,198 52,986
Old : 529,014: 110,398 116,357 156,010 230,999 206,245 497,408 478,611: 31,606 50,403
Other: 12,304: 3,241 2,804 2,409 5,062 4,507 10,712 9,720: 1,592 2,584
: : :
: : Changes in Commitments from: April 30, 2013 :
: 6,379: -5,500 -528 10,492 4,540 -2,770 9,533 7,194: -3,154 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 21.7 29.5 43.6 38.9 93.9 90.2: 6.1 9.8
Old : 100.0: 20.9 22.0 29.5 43.7 39.0 94.0 90.5: 6.0 9.5
Other: 100.0: 26.3 22.8 19.6 41.1 36.6 87.1 79.0: 12.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 103 164 152 92 126 288 355:
Old : 401: 106 162 149 92 125 285 352:
Other: 96: 13 18 5 17 54 35 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 14.0 26.5 21.4 12.5 10.0 21.0 14.4
Old : 15.1 13.8 26.5 21.4 12.7 10.2 21.5 14.7
Other: 59.6 31.8 74.4 45.7 47.7 16.2 55.2 28.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 1,711,663: 333,348 210,547 502,988 699,964 718,516 1,536,300 1,432,050: 175,362 279,613
Old : 899,185: 204,880 129,595 220,261 384,881 423,199 810,022 773,055: 89,163 126,130
Other: 812,478: 212,885 165,368 198,311 315,083 295,317 726,278 658,995: 86,200 153,483
: : :
: : Changes in Commitments from: April 30, 2013 :
: 17,182: 6,245 -7,313 18,761 -5,368 -3,317 19,638 8,131: -2,456 9,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.3 29.4 40.9 42.0 89.8 83.7: 10.2 16.3
Old : 100.0: 22.8 14.4 24.5 42.8 47.1 90.1 86.0: 9.9 14.0
Other: 100.0: 26.2 20.4 24.4 38.8 36.3 89.4 81.1: 10.6 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 195 188 254 272 322 604 636:
Old : 677: 163 175 174 199 290 468 536:
Other: 649: 155 148 167 228 282 468 518:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 12.3 18.0 18.3 7.6 8.0 14.7 11.9
Old : 12.5 12.1 21.2 18.7 11.1 8.7 18.7 13.0
Other: 14.7 17.6 23.5 23.7 12.8 14.9 20.1 19.3
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 9,345: 3,616 1,236 2,210 3,172 5,232 8,999 8,679: 347 667
Old : 9,276: 3,550 1,236 2,209 3,172 5,165 8,931 8,609: 345 667
Other: 69: 68 1 0 0 68 68 69: 1 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 155: -346 -17 260 231 -101 145 141: 10 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 13.2 23.7 33.9 56.0 96.3 92.9: 3.7 7.1
Old : 100.0: 38.3 13.3 23.8 34.2 55.7 96.3 92.8: 3.7 7.2
Other: 100.0: 98.0 2.0 0.0 0.0 98.0 98.0 100.0: 2.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 5 7 7 9 15 21:
Old : 22: 8 5 7 7 9 15 21:
Other: 3: 1 1 0 0 1 1 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 : 53.1 56.0 77.3 71.4 39.7 45.9 53.4 54.5
Old : 52.7 55.6 77.2 71.2 40.0 45.5 53.1 54.2
Other: 98.0 100.0 98.0 100.0 98.0 100.0 98.0 100.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 9,872: 3,426 1,262 618 3,614 7,016 7,658 8,896: 2,214 976
Old : 9,872: 3,426 1,262 618 3,614 7,016 7,658 8,896: 2,214 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 338: 363 551 -60 114 -194 417 298: -79 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 12.8 6.3 36.6 71.1 77.6 90.1: 22.4 9.9
Old : 100.0: 34.7 12.8 6.3 36.6 71.1 77.6 90.1: 22.4 9.9
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 : 44: 20 5 5 13 13 35 21:
Old : 44: 20 5 5 13 13 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 48.7 50.3 72.6 33.7 47.3 49.7 70.6
Old : 33.7 48.7 50.3 72.6 33.7 47.3 49.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 735,671: 167,051 88,937 224,549 287,551 345,780 679,151 659,266: 56,520 76,405
Old : 391,255: 117,056 54,390 86,025 153,082 222,251 356,163 362,666: 35,092 28,589
Other: 344,416: 85,131 69,683 103,388 134,469 123,529 322,988 296,600: 21,428 47,816
: : :
: : Changes in Commitments from: April 30, 2013 :
: 4,705: -5,078 12,892 7,235 4,928 -18,610 7,084 1,516: -2,379 3,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 12.1 30.5 39.1 47.0 92.3 89.6: 7.7 10.4
Old : 100.0: 29.9 13.9 22.0 39.1 56.8 91.0 92.7: 9.0 7.3
Other: 100.0: 24.7 20.2 30.0 39.0 35.9 93.8 86.1: 6.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 484: 166 150 213 128 148 404 411:
Old : 436: 152 132 151 102 117 329 325:
Other: 383: 119 118 133 100 119 295 300:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 14.2 19.8 23.5 8.5 12.5 14.2 17.7
Old : 18.1 19.8 25.4 30.8 15.9 18.9 22.4 28.0
Other: 13.5 15.5 22.8 25.8 10.3 12.3 17.1 19.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 382,289: 71,017 118,879 69,298 207,149 152,918 347,464 341,095: 34,825 41,195
Old : 256,384: 54,155 110,192 30,465 152,275 84,349 236,895 225,006: 19,489 31,378
Other: 125,905: 38,380 30,205 17,315 54,874 68,569 110,569 116,089: 15,336 9,816
: : :
: : Changes in Commitments from: April 30, 2013 :
: 6,750: 272 -929 3,669 2,200 3,869 6,141 6,609: 609 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 31.1 18.1 54.2 40.0 90.9 89.2: 9.1 10.8
Old : 100.0: 21.1 43.0 11.9 59.4 32.9 92.4 87.8: 7.6 12.2
Other: 100.0: 30.5 24.0 13.8 43.6 54.5 87.8 92.2: 12.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 67 97 89 81 80 200 227:
Old : 259: 67 94 63 70 74 165 204:
Other: 184: 52 52 43 61 47 139 119:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 15.3 32.6 24.4 14.3 11.0 22.0 16.9
Old : 29.4 12.9 40.5 22.7 27.7 11.4 38.0 19.9
Other: 14.6 35.6 26.1 49.2 13.4 31.1 24.6 43.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 798,325: 90,462 84,695 60,110 468,675 473,140 619,247 617,945: 179,077 180,380
Old : 798,325: 90,462 84,695 60,110 468,675 473,140 619,247 617,945: 179,077 180,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -28,717: -17,376 2,708 823 -18,562 -38,651 -35,115 -35,120: 6,398 6,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.6 7.5 58.7 59.3 77.6 77.4: 22.4 22.6
Old : 100.0: 11.3 10.6 7.5 58.7 59.3 77.6 77.4: 22.4 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 31 43 40 90 90 147 147:
Old : 184: 31 43 40 90 90 147 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 13.9 33.0 22.8 22.7 11.7 28.1 18.3
Old : 24.9 13.9 33.0 22.8 22.7 11.7 28.1 18.3
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 with Delta-adjusted Options and Futures Combined, May 7, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 400,753: 30,297 47,358 2,393 289,595 295,103 322,285 344,853: 78,468 55,900
Old : 400,753: 30,297 47,358 2,393 289,595 295,103 322,285 344,853: 78,468 55,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 3,142: -4,013 -191 -381 9,621 7,215 5,227 6,642: -2,084 -3,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.8 0.6 72.3 73.6 80.4 86.1: 19.6 13.9
Old : 100.0: 7.6 11.8 0.6 72.3 73.6 80.4 86.1: 19.6 13.9
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 : 73: 9 7 4 37 42 48 51:
Old : 73: 9 7 4 37 42 48 51:
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 : 34.5 37.5 48.8 50.8 31.2 37.4 43.4 50.3
Old : 34.5 37.5 48.8 50.8 31.2 37.4 43.4 50.3
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 10,116: 1,340 549 667 7,442 8,576 9,449 9,792: 667 324
Old : 10,116: 1,340 549 667 7,442 8,576 9,449 9,792: 667 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -129: 174 -634 381 -752 186 -197 -67: 68 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.4 6.6 73.6 84.8 93.4 96.8: 6.6 3.2
Old : 100.0: 13.2 5.4 6.6 73.6 84.8 93.4 96.8: 6.6 3.2
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 : 44: 9 6 4 23 26 36 32:
Old : 44: 9 6 4 23 26 36 32:
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 : 54.7 39.1 68.9 65.7 34.6 19.4 39.0 31.4
Old : 54.7 39.1 68.9 65.7 34.6 19.4 39.0 31.4
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 290,739: 76,276 42,257 41,698 130,127 177,296 248,101 261,251: 42,638 29,488
Old : 194,339: 64,662 24,926 22,564 79,169 127,069 166,396 174,559: 27,943 19,779
Other: 96,400: 16,670 22,388 14,076 50,958 50,227 81,705 86,692: 14,695 9,709
: : :
: : Changes in Commitments from: April 30, 2013 :
: -1,446: -388 4 1,182 -1,633 -2,000 -839 -814: -607 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 14.5 14.3 44.8 61.0 85.3 89.9: 14.7 10.1
Old : 100.0: 33.3 12.8 11.6 40.7 65.4 85.6 89.8: 14.4 10.2
Other: 100.0: 17.3 23.2 14.6 52.9 52.1 84.8 89.9: 15.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 77 51 71 83 81 196 173:
Old : 224: 78 46 51 76 74 172 154:
Other: 166: 38 43 37 67 46 127 107:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 29.8 17.5 42.9 8.3 26.8 14.4 33.5
Old : 11.9 36.6 20.3 47.2 11.7 34.1 19.6 41.6
Other: 14.8 28.1 24.1 43.4 11.3 23.7 19.7 35.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 12,145: 1,969 5,359 493 7,281 4,692 9,744 10,544: 2,401 1,600
Old : 10,811: 1,866 5,364 286 6,829 3,812 8,981 9,461: 1,830 1,349
Other: 1,334: 216 109 94 452 880 763 1,083: 571 251
: : :
: : Changes in Commitments from: April 30, 2013 :
: -145: -21 296 -159 96 -57 -85 79: -60 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 44.1 4.1 60.0 38.6 80.2 86.8: 19.8 13.2
Old : 100.0: 17.3 49.6 2.6 63.2 35.3 83.1 87.5: 16.9 12.5
Other: 100.0: 16.2 8.1 7.1 33.9 66.0 57.2 81.2: 42.8 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 21 17 8 25 14 46 39:
Old : 65: 20 18 6 24 10 45 33:
Other: 27: 6 5 7 11 8 21 16:
:----------------------------------------------------------------------------------------------------
: 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 : 33.7 38.0 49.2 58.0 33.2 36.5 48.1 54.6
Old : 35.9 42.3 53.1 62.7 35.6 41.2 52.8 60.7
Other: 30.5 53.9 44.3 71.8 30.5 52.3 44.1 69.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 1,052,539: 281,416 200,721 83,236 550,647 674,314 915,298 958,271: 137,241 94,268
Old : 1,052,539: 281,416 200,721 83,236 550,647 674,314 915,298 958,271: 137,241 94,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -18,446: -18,387 -4,852 702 -3,935 -22,794 -21,621 -26,945: 3,175 8,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.1 7.9 52.3 64.1 87.0 91.0: 13.0 9.0
Old : 100.0: 26.7 19.1 7.9 52.3 64.1 87.0 91.0: 13.0 9.0
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 : 211: 45 36 32 88 96 150 147:
Old : 211: 45 36 32 88 96 150 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 20.5 30.0 32.8 16.0 18.5 23.1 28.7
Old : 19.7 20.5 30.0 32.8 16.0 18.5 23.1 28.7
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 2,787,247: 435,704 343,967 334,557 1,685,253 1,707,456 2,455,514 2,385,981: 331,733 401,267
Old : 2,787,247: 435,704 343,967 334,557 1,685,253 1,707,456 2,455,514 2,385,981: 331,733 401,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 86,642: -39,331 64,882 24,129 113,958 -13,376 98,755 75,635: -12,114 11,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.3 12.0 60.5 61.3 88.1 85.6: 11.9 14.4
Old : 100.0: 15.6 12.3 12.0 60.5 61.3 88.1 85.6: 11.9 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 : 338: 70 69 77 155 180 263 288:
Old : 338: 70 69 77 155 180 263 288:
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 : 20.7 13.9 30.7 21.0 19.8 10.0 28.1 16.3
Old : 20.7 13.9 30.7 21.0 19.8 10.0 28.1 16.3
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 2,132,284: 391,632 164,931 215,660 1,247,751 1,495,074 1,855,044 1,875,666: 277,240 256,618
Old : 2,132,284: 391,632 164,931 215,660 1,247,751 1,495,074 1,855,044 1,875,666: 277,240 256,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -17,222: -43,207 1,548 23,265 19,551 -29,444 -391 -4,631: -16,831 -12,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.7 10.1 58.5 70.1 87.0 88.0: 13.0 12.0
Old : 100.0: 18.4 7.7 10.1 58.5 70.1 87.0 88.0: 13.0 12.0
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 : 224: 49 37 41 90 114 159 172:
Old : 224: 49 37 41 90 114 159 172:
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 : 24.4 24.8 39.0 38.7 23.8 23.1 34.8 33.2
Old : 24.4 24.8 39.0 38.7 23.8 23.1 34.8 33.2
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 327,010: 12,334 33,492 67,704 227,375 187,326 307,413 288,522: 19,596 38,488
Old : 327,010: 12,334 33,492 67,704 227,375 187,326 307,413 288,522: 19,596 38,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -46,645: -5,314 -4,629 -6,161 -33,111 -38,630 -44,586 -49,420: -2,059 2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.2 20.7 69.5 57.3 94.0 88.2: 6.0 11.8
Old : 100.0: 3.8 10.2 20.7 69.5 57.3 94.0 88.2: 6.0 11.8
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 : 64: 5 18 18 30 38 50 60:
Old : 64: 5 18 18 30 38 50 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 26.5 58.2 39.9 31.8 21.3 40.6 27.7
Old : 42.6 26.5 58.2 39.9 31.8 21.3 40.6 27.7
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 63,128: 23,763 4,654 1,244 29,082 47,476 54,090 53,374: 9,039 9,754
Old : 63,128: 23,763 4,654 1,244 29,082 47,476 54,090 53,374: 9,039 9,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -129: 228 534 168 -232 -947 164 -244: -293 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 7.4 2.0 46.1 75.2 85.7 84.5: 14.3 15.5
Old : 100.0: 37.6 7.4 2.0 46.1 75.2 85.7 84.5: 14.3 15.5
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 : 109: 40 13 10 39 27 83 46:
Old : 109: 40 13 10 39 27 83 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 35.7 36.6 59.6 22.9 35.3 36.6 59.1
Old : 22.9 35.7 36.6 59.6 22.9 35.3 36.6 59.1
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 126,256: 47,527 9,307 2,488 58,164 94,952 108,179 106,748: 18,077 19,508
Old : 126,256: 47,527 9,307 2,488 58,164 94,952 108,179 106,748: 18,077 19,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: -257: 455 1,069 337 -464 -1,894 328 -488: -586 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 7.4 2.0 46.1 75.2 85.7 84.5: 14.3 15.5
Old : 100.0: 37.6 7.4 2.0 46.1 75.2 85.7 84.5: 14.3 15.5
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 : 109: 40 13 10 39 27 83 46:
Old : 109: 40 13 10 39 27 83 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 35.7 36.6 59.6 22.9 35.3 36.6 59.1
Old : 22.9 35.7 36.6 59.6 22.9 35.3 36.6 59.1
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 10,133: 7,760 8,837 952 1,285 322 9,997 10,111: 136 22
Old : 10,133: 7,760 8,837 952 1,285 322 9,997 10,111: 136 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 31: -101 105 -50 183 -44 32 11: -1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 87.2 9.4 12.7 3.2 98.7 99.8: 1.3 0.2
Old : 100.0: 76.6 87.2 9.4 12.7 3.2 98.7 99.8: 1.3 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 : 23: 12 7 3 3 1 17 9:
Old : 23: 12 7 3 3 1 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 84.2 88.4 99.1 70.6 81.7 82.1 90.4
Old : 73.1 84.2 88.4 99.1 70.6 81.7 82.1 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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) :
: : :
All : 8,767: 600 4,726 44 7,993 3,846 8,637 8,616: 130 151
Old : 8,767: 600 4,726 44 7,993 3,846 8,637 8,616: 130 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 26: 3 -338 7 6 341 16 10: 10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 53.9 0.5 91.2 43.9 98.5 98.3: 1.5 1.7
Old : 100.0: 6.8 53.9 0.5 91.2 43.9 98.5 98.3: 1.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 8 2 3 8 10 16:
Old : 24: 5 8 2 3 8 10 16:
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 : 95.0 63.5 98.0 85.6 95.0 63.1 98.0 85.1
Old : 95.0 63.5 98.0 85.6 95.0 63.1 98.0 85.1
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 with Delta-adjusted Options and Futures Combined, May 7, 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 : 19,597: 5,227 3,174 33 14,283 16,280 19,543 19,487: 54 110
Old : 19,597: 5,227 3,174 33 14,283 16,280 19,543 19,487: 54 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 1,051: -118 91 -4 1,150 1,012 1,028 1,099: 23 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 16.2 0.2 72.9 83.1 99.7 99.4: 0.3 0.6
Old : 100.0: 26.7 16.2 0.2 72.9 83.1 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 6 2 9 9 14 16:
Old : 27: 4 6 2 9 9 14 16:
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 : 84.5 67.4 97.0 93.9 84.3 67.4 96.7 93.9
Old : 84.5 67.4 97.0 93.9 84.3 67.4 96.7 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 10, 2013