WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 544,873: 108,576 139,262 163,645 237,233 184,986 509,454 487,893: 35,419 56,980
Old : 529,380: 107,008 137,454 158,320 230,467 179,840 495,795 475,615: 33,585 53,765
Other: 15,493: 3,414 3,654 3,478 6,766 5,146 13,659 12,279: 1,835 3,215
: : :
: : Changes in Commitments from: May 14, 2013 :
: 12,173: -4,091 15,516 8,807 6,724 -17,830 11,441 6,493: 732 5,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 25.6 30.0 43.5 34.0 93.5 89.5: 6.5 10.5
Old : 100.0: 20.2 26.0 29.9 43.5 34.0 93.7 89.8: 6.3 10.2
Other: 100.0: 22.0 23.6 22.5 43.7 33.2 88.2 79.3: 11.8 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 107 172 153 96 122 294 363:
Old : 410: 106 173 149 96 120 290 359:
Other: 97: 16 18 8 19 54 41 77:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 11.4 26.2 18.9 12.4 7.8 20.7 13.2
Old : 15.1 11.0 26.0 18.8 12.6 8.0 21.1 13.6
Other: 60.0 36.2 74.2 49.7 43.0 17.6 51.9 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 1,781,563: 358,089 242,517 546,024 701,554 691,536 1,605,667 1,480,077: 175,896 301,486
Old : 879,758: 211,778 116,525 229,380 353,372 404,260 794,530 750,165: 85,228 129,593
Other: 901,804: 227,852 207,532 235,104 348,182 287,276 811,137 729,912: 90,667 171,893
: : :
: : Changes in Commitments from: May 14, 2013 :
: 52,380: 12,998 32,991 26,310 7,561 -14,428 46,869 44,873: 5,510 7,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 13.6 30.6 39.4 38.8 90.1 83.1: 9.9 16.9
Old : 100.0: 24.1 13.2 26.1 40.2 46.0 90.3 85.3: 9.7 14.7
Other: 100.0: 25.3 23.0 26.1 38.6 31.9 89.9 80.9: 10.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 210 190 266 275 312 630 636:
Old : 677: 180 164 186 193 283 473 538:
Other: 672: 154 172 180 238 278 495 534:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 11.3 17.3 17.4 7.2 7.1 14.0 11.1
Old : 11.6 12.1 19.2 18.3 11.1 9.0 18.1 13.3
Other: 14.4 16.0 23.0 21.8 12.0 12.6 19.2 17.5
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 10,422: 3,749 1,448 4,924 1,128 3,044 9,801 9,416: 620 1,005
Old : 10,422: 3,749 1,448 4,924 1,128 3,044 9,801 9,416: 620 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 2,286: 882 72 730 463 1,160 2,075 1,962: 211 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 13.9 47.2 10.8 29.2 94.1 90.4: 5.9 9.6
Old : 100.0: 36.0 13.9 47.2 10.8 29.2 94.1 90.4: 5.9 9.6
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 : 22: 10 3 11 5 9 17 21:
Old : 22: 10 3 11 5 9 17 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 : 65.6 50.1 82.9 66.9 26.5 23.3 34.9 31.1
Old : 65.6 50.1 82.9 66.9 26.5 23.3 34.9 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 10,012: 4,292 1,727 2,466 2,871 5,176 9,628 9,368: 384 644
Old : 9,883: 4,165 1,727 2,464 2,871 5,047 9,500 9,239: 383 644
Other: 130: 128 1 0 0 128 128 130: 1 -0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 696: 832 607 59 -240 46 652 713: 44 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 17.2 24.6 28.7 51.7 96.2 93.6: 3.8 6.4
Old : 100.0: 42.1 17.5 24.9 29.0 51.1 96.1 93.5: 3.9 6.5
Other: 100.0: 98.9 1.1 0.0 0.0 98.9 98.9 100.0: 1.1 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 7 9 7 9 16 24:
Old : 24: 8 7 9 7 9 16 24:
Other: 4: 1 1 0 0 2 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 53.5 50.9 77.4 68.3 39.6 41.6 50.5 49.2
Old : 52.9 50.3 77.1 67.9 38.8 40.8 49.9 48.6
Other: 98.9 100.0 98.9 100.0 98.9 100.0 98.9 100.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 9,491: 2,771 1,609 940 3,777 5,989 7,488 8,537: 2,003 954
Old : 9,491: 2,771 1,609 940 3,777 5,989 7,488 8,537: 2,003 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -501: -954 13 193 382 -812 -379 -607: -122 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 16.9 9.9 39.8 63.1 78.9 89.9: 21.1 10.1
Old : 100.0: 29.2 16.9 9.9 39.8 63.1 78.9 89.9: 21.1 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 : 44: 19 5 4 15 13 37 19:
Old : 44: 19 5 4 15 13 37 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 48.7 48.3 70.9 30.7 46.4 46.8 66.9
Old : 30.7 48.7 48.3 70.9 30.7 46.4 46.8 66.9
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 21, 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 : 829,734: 210,087 104,522 270,762 288,287 371,312 769,137 746,596: 60,597 83,138
Old : 437,043: 147,056 61,304 112,368 140,099 233,088 399,522 406,759: 37,521 30,284
Other: 392,690: 100,655 80,842 120,771 148,189 138,224 369,615 339,837: 23,076 52,854
: : :
: : Changes in Commitments from: May 14, 2013 :
: 47,570: 27,962 11,196 23,182 -3,751 9,998 47,393 44,375: 177 3,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.6 32.6 34.7 44.8 92.7 90.0: 7.3 10.0
Old : 100.0: 33.6 14.0 25.7 32.1 53.3 91.4 93.1: 8.6 6.9
Other: 100.0: 25.6 20.6 30.8 37.7 35.2 94.1 86.5: 5.9 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 193 188 234 129 151 459 445:
Old : 483: 166 161 155 97 126 356 349:
Other: 436: 140 145 155 105 130 336 344:
:----------------------------------------------------------------------------------------------------
: 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 13.3 17.9 22.4 6.9 11.0 12.2 16.2
Old : 15.6 20.2 23.5 30.3 13.2 18.9 20.9 27.7
Other: 12.6 15.9 22.9 25.6 10.4 12.1 17.6 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 391,895: 73,780 107,304 78,480 203,341 168,584 355,602 354,368: 36,293 37,527
Old : 252,463: 55,929 98,011 32,889 144,115 94,622 232,932 225,523: 19,530 26,940
Other: 139,432: 42,458 33,899 20,985 59,226 73,961 122,669 128,845: 16,763 10,587
: : :
: : Changes in Commitments from: May 14, 2013 :
: 10,060: -1,143 -4,397 4,048 6,314 11,601 9,220 11,252: 840 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.4 20.0 51.9 43.0 90.7 90.4: 9.3 9.6
Old : 100.0: 22.2 38.8 13.0 57.1 37.5 92.3 89.3: 7.7 10.7
Other: 100.0: 30.5 24.3 15.1 42.5 53.0 88.0 92.4: 12.0 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 82 92 99 80 81 210 240:
Old : 271: 84 87 71 71 75 175 213:
Other: 195: 56 57 49 57 54 142 134:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 17.1 31.1 25.3 13.7 12.3 21.0 17.8
Old : 29.9 14.3 40.9 23.8 28.3 13.4 38.2 21.3
Other: 15.1 35.6 26.1 47.1 14.2 31.4 24.7 42.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 797,250: 56,369 74,073 94,423 478,035 442,439 628,827 610,935: 168,423 186,315
Old : 797,250: 56,369 74,073 94,423 478,035 442,439 628,827 610,935: 168,423 186,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -14,255: -22,736 4,242 12,890 -5,838 -30,504 -15,684 -13,372: 1,429 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 9.3 11.8 60.0 55.5 78.9 76.6: 21.1 23.4
Old : 100.0: 7.1 9.3 11.8 60.0 55.5 78.9 76.6: 21.1 23.4
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 : 179: 28 46 50 86 92 149 153:
Old : 179: 28 46 50 86 92 149 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 12.1 30.5 19.8 20.2 8.9 25.1 14.5
Old : 24.0 12.1 30.5 19.8 20.2 8.9 25.1 14.5
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 21, 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 : 388,407: 24,032 50,183 5,850 283,547 274,244 313,429 330,277: 74,978 58,130
Old : 388,407: 24,032 50,183 5,850 283,547 274,244 313,429 330,277: 74,978 58,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -9,457: -171 2,356 -35 -10,471 -15,502 -10,677 -13,182: 1,220 3,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.9 1.5 73.0 70.6 80.7 85.0: 19.3 15.0
Old : 100.0: 6.2 12.9 1.5 73.0 70.6 80.7 85.0: 19.3 15.0
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 : 74: 7 9 4 41 43 51 53:
Old : 74: 7 9 4 41 43 51 53:
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 33.6 49.8 47.3 31.7 33.0 44.2 46.6
Old : 35.3 33.6 49.8 47.3 31.7 33.0 44.2 46.6
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 21, 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 : 9,870: 1,492 316 896 6,762 8,167 9,150 9,379: 720 491
Old : 9,870: 1,492 316 896 6,762 8,167 9,150 9,379: 720 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -124: -295 18 183 -80 -438 -192 -237: 68 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.2 9.1 68.5 82.7 92.7 95.0: 7.3 5.0
Old : 100.0: 15.1 3.2 9.1 68.5 82.7 92.7 95.0: 7.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 7 6 21 25 35 33:
Old : 43: 9 7 6 21 25 35 33:
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 : 52.1 42.9 66.8 65.9 31.6 23.8 38.7 35.5
Old : 52.1 42.9 66.8 65.9 31.6 23.8 38.7 35.5
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 21, 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 : 307,233: 84,238 32,221 53,186 120,445 197,781 257,869 283,188: 49,364 24,045
Old : 204,008: 73,678 20,282 28,212 68,343 141,596 170,233 190,090: 33,775 13,918
Other: 103,225: 19,479 20,858 16,055 52,102 56,185 87,636 93,098: 15,589 10,126
: : :
: : Changes in Commitments from: May 14, 2013 :
: 13,349: 4,547 -3,304 4,656 -1,510 14,459 7,693 15,810: 5,656 -2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.5 17.3 39.2 64.4 83.9 92.2: 16.1 7.8
Old : 100.0: 36.1 9.9 13.8 33.5 69.4 83.4 93.2: 16.6 6.8
Other: 100.0: 18.9 20.2 15.6 50.5 54.4 84.9 90.2: 15.1 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 86 49 73 83 85 203 181:
Old : 237: 81 50 46 76 78 178 154:
Other: 173: 39 44 46 69 50 136 116:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 30.8 15.0 44.2 7.3 27.1 13.1 35.9
Old : 9.7 35.4 17.1 47.9 9.4 33.5 16.4 42.5
Other: 15.3 26.5 24.8 43.5 12.6 19.3 20.5 33.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 12,253: 1,936 5,436 602 6,944 4,464 9,482 10,502: 2,771 1,751
Old : 10,630: 1,836 5,529 281 6,415 3,410 8,531 9,220: 2,099 1,410
Other: 1,623: 309 115 113 529 1,054 951 1,282: 672 341
: : :
: : Changes in Commitments from: May 14, 2013 :
: 159: -15 132 110 -49 -178 46 65: 113 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 44.4 4.9 56.7 36.4 77.4 85.7: 22.6 14.3
Old : 100.0: 17.3 52.0 2.6 60.3 32.1 80.3 86.7: 19.7 13.3
Other: 100.0: 19.1 7.1 6.9 32.6 65.0 58.6 79.0: 41.4 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 19 18 10 24 15 46 41:
Old : 65: 18 20 6 22 11 42 35:
Other: 29: 8 4 7 11 9 22 17:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 37.9 47.5 55.9 32.0 36.4 47.2 53.3
Old : 34.9 42.8 52.5 61.2 34.8 41.5 52.4 59.7
Other: 25.9 52.0 41.8 69.3 25.9 50.2 41.5 65.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 995,753: 240,655 195,285 81,305 546,242 628,010 868,202 904,600: 127,551 91,154
Old : 995,753: 240,655 195,285 81,305 546,242 628,010 868,202 904,600: 127,551 91,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -19,767: -18,737 -3,744 7,791 -3,070 -30,203 -14,016 -26,156: -5,751 6,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 19.6 8.2 54.9 63.1 87.2 90.8: 12.8 9.2
Old : 100.0: 24.2 19.6 8.2 54.9 63.1 87.2 90.8: 12.8 9.2
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 : 201: 44 34 33 88 92 147 144:
Old : 201: 44 34 33 88 92 147 144:
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 : 20.9 21.2 31.8 34.2 16.1 20.3 22.9 30.0
Old : 20.9 21.2 31.8 34.2 16.1 20.3 22.9 30.0
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 21, 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 : 3,018,219: 378,482 340,714 434,779 1,876,181 1,817,879 2,689,443 2,593,372: 328,777 424,848
Old : 3,018,219: 378,482 340,714 434,779 1,876,181 1,817,879 2,689,443 2,593,372: 328,777 424,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 72,889: 10,165 -6,174 33,948 44,796 55,682 88,909 83,456: -16,021 -10,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.3 14.4 62.2 60.2 89.1 85.9: 10.9 14.1
Old : 100.0: 12.5 11.3 14.4 62.2 60.2 89.1 85.9: 10.9 14.1
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 : 336: 59 75 87 160 182 270 292:
Old : 336: 59 75 87 160 182 270 292:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 12.1 31.5 19.7 20.2 8.2 28.3 13.6
Old : 21.7 12.1 31.5 19.7 20.2 8.2 28.3 13.6
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 with Delta-adjusted Options and Futures Combined, May 21, 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 : 2,140,548: 337,757 190,233 267,585 1,280,899 1,398,471 1,886,241 1,856,290: 254,307 284,258
Old : 2,140,548: 337,757 190,233 267,585 1,280,899 1,398,471 1,886,241 1,856,290: 254,307 284,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 54,361: -7,057 1,941 37,419 18,231 7,650 48,593 47,010: 5,768 7,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.9 12.5 59.8 65.3 88.1 86.7: 11.9 13.3
Old : 100.0: 15.8 8.9 12.5 59.8 65.3 88.1 86.7: 11.9 13.3
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 : 216: 45 37 41 92 112 153 174:
Old : 216: 45 37 41 92 112 153 174:
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 : 22.8 20.8 36.9 32.6 22.0 19.7 32.0 27.9
Old : 22.8 20.8 36.9 32.6 22.0 19.7 32.0 27.9
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 with Delta-adjusted Options and Futures Combined, May 21, 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 : 344,959: 19,433 33,006 75,114 230,095 198,725 324,642 306,846: 20,317 38,114
Old : 344,959: 19,433 33,006 75,114 230,095 198,725 324,642 306,846: 20,317 38,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 15,650: 2,370 3,809 5,059 9,138 4,856 16,567 13,724: -918 1,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.6 21.8 66.7 57.6 94.1 89.0: 5.9 11.0
Old : 100.0: 5.6 9.6 21.8 66.7 57.6 94.1 89.0: 5.9 11.0
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 : 69: 8 18 19 32 37 55 60:
Old : 69: 8 18 19 32 37 55 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 : 42.3 29.7 55.6 44.7 31.5 25.7 39.2 31.9
Old : 42.3 29.7 55.6 44.7 31.5 25.7 39.2 31.9
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 21, 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 : 60,639: 20,303 4,223 1,793 28,360 43,422 50,456 49,438: 10,183 11,200
Old : 60,639: 20,303 4,223 1,793 28,360 43,422 50,456 49,438: 10,183 11,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -2,649: -2,268 -300 246 -1,299 -3,113 -3,321 -3,168: 671 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.0 3.0 46.8 71.6 83.2 81.5: 16.8 18.5
Old : 100.0: 33.5 7.0 3.0 46.8 71.6 83.2 81.5: 16.8 18.5
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 : 104: 36 13 13 37 30 77 52:
Old : 104: 36 13 13 37 30 77 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 32.7 34.8 52.6 22.0 32.2 34.1 52.0
Old : 22.7 32.7 34.8 52.6 22.0 32.2 34.1 52.0
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 21, 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 : 121,277: 40,606 8,445 3,586 56,720 86,845 100,912 98,877: 20,365 22,401
Old : 121,277: 40,606 8,445 3,586 56,720 86,845 100,912 98,877: 20,365 22,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -5,299: -4,535 -600 491 -2,597 -6,227 -6,641 -6,335: 1,343 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.0 3.0 46.8 71.6 83.2 81.5: 16.8 18.5
Old : 100.0: 33.5 7.0 3.0 46.8 71.6 83.2 81.5: 16.8 18.5
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 : 104: 36 13 13 37 30 77 52:
Old : 104: 36 13 13 37 30 77 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 32.7 34.8 52.6 22.0 32.2 34.1 52.0
Old : 22.7 32.7 34.8 52.6 22.0 32.2 34.1 52.0
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 21, 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 : 10,148: 7,747 8,692 1,190 1,046 244 9,983 10,126: 165 22
Old : 10,148: 7,747 8,692 1,190 1,046 244 9,983 10,126: 165 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 33: -71 11 105 -36 -83 -2 33: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 85.7 11.7 10.3 2.4 98.4 99.8: 1.6 0.2
Old : 100.0: 76.3 85.7 11.7 10.3 2.4 98.4 99.8: 1.6 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 : 21: 10 8 3 2 1 14 10:
Old : 21: 10 8 3 2 1 14 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 : 74.5 83.1 89.8 98.4 71.8 80.6 83.2 87.4
Old : 74.5 83.1 89.8 98.4 71.8 80.6 83.2 87.4
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 21, 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 : 10,740: 2,830 6,585 44 7,780 3,974 10,654 10,603: 86 137
Old : 10,740: 2,830 6,585 44 7,780 3,974 10,654 10,603: 86 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,980: 1,941 1,814 0 74 155 2,015 1,969: -35 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 61.3 0.4 72.4 37.0 99.2 98.7: 0.8 1.3
Old : 100.0: 26.4 61.3 0.4 72.4 37.0 99.2 98.7: 0.8 1.3
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 : 24: 5 8 2 4 7 11 15:
Old : 24: 5 8 2 4 7 11 15:
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 : 96.8 80.3 98.5 91.8 96.8 79.9 98.5 91.4
Old : 96.8 80.3 98.5 91.8 96.8 79.9 98.5 91.4
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 21, 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 : 21,564: 2,405 5,374 2,269 16,848 13,809 21,522 21,452: 42 112
Old : 21,564: 2,405 5,374 2,269 16,848 13,809 21,522 21,452: 42 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 3,060: -301 2,181 177 3,149 690 3,025 3,048: 35 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.9 10.5 78.1 64.0 99.8 99.5: 0.2 0.5
Old : 100.0: 11.2 24.9 10.5 78.1 64.0 99.8 99.5: 0.2 0.5
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 : 26: 2 7 2 8 10 12 17:
Old : 26: 2 7 2 8 10 12 17:
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 : 86.2 68.9 98.7 93.0 80.2 58.8 88.5 82.5
Old : 86.2 68.9 98.7 93.0 80.2 58.8 88.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 12,036: 0 2,641 76 11,941 9,231 12,017 11,948: 19 88
Old : 12,036: 0 2,641 76 11,941 9,231 12,017 11,948: 19 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -113: -629 577 -424 939 -266 -114 -113: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.9 0.6 99.2 76.7 99.8 99.3: 0.2 0.7
Old : 100.0: 0.0 21.9 0.6 99.2 76.7 99.8 99.3: 0.2 0.7
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 : 20: 0 6 1 5 9 6 15:
Old : 20: 0 6 1 5 9 6 15:
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 : 98.7 64.3 99.8 86.8 98.7 64.3 99.2 86.3
Old : 98.7 64.3 99.8 86.8 98.7 64.3 99.2 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2013