WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 546,503: 115,739 128,092 157,265 238,420 205,277 511,424 490,633: 35,078 55,869
Old : 522,773: 112,671 126,680 149,484 228,942 195,792 491,097 471,956: 31,675 50,817
Other: 23,730: 7,136 5,479 3,714 9,478 9,485 20,327 18,678: 3,403 5,052
: : :
: : Changes in Commitments from: May 28, 2013 :
: 9,248: 5,921 -5,647 2,097 2,710 13,335 10,729 9,785: -1,480 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 23.4 28.8 43.6 37.6 93.6 89.8: 6.4 10.2
Old : 100.0: 21.6 24.2 28.6 43.8 37.5 93.9 90.3: 6.1 9.7
Other: 100.0: 30.1 23.1 15.6 39.9 40.0 85.7 78.7: 14.3 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 109 173 163 93 122 312 362:
Old : 421: 118 168 159 93 121 309 358:
Other: 113: 20 30 12 22 53 52 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 12.5 25.8 20.4 11.7 9.2 19.5 14.1
Old : 14.3 12.3 25.6 20.5 12.0 9.5 19.5 14.7
Other: 46.0 32.3 64.4 47.1 37.1 22.4 50.1 33.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 1,756,977: 362,928 225,229 512,758 703,165 722,495 1,578,851 1,460,483: 178,126 296,494
Old : 819,994: 202,853 125,246 195,692 341,639 388,194 740,183 709,132: 79,811 110,862
Other: 936,983: 239,859 179,766 237,283 361,526 334,301 838,668 751,350: 98,315 185,633
: : :
: : Changes in Commitments from: May 28, 2013 :
: -9,702: -11,112 3,432 -14,126 15,335 4,847 -9,902 -5,846: 201 -3,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.8 29.2 40.0 41.1 89.9 83.1: 10.1 16.9
Old : 100.0: 24.7 15.3 23.9 41.7 47.3 90.3 86.5: 9.7 13.5
Other: 100.0: 25.6 19.2 25.3 38.6 35.7 89.5 80.2: 10.5 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 194 176 263 281 314 617 623:
Old : 649: 157 157 179 201 279 462 514:
Other: 658: 159 150 175 238 285 484 529:
:----------------------------------------------------------------------------------------------------
: 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 10.9 17.3 16.9 7.3 6.8 13.8 11.2
Old : 12.3 12.5 20.4 19.9 11.4 11.3 18.8 16.1
Other: 14.1 14.2 22.7 20.5 11.7 10.4 18.9 15.0
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 10,464: 3,471 1,478 4,743 1,680 3,488 9,894 9,709: 570 755
Old : 10,464: 3,471 1,478 4,743 1,680 3,488 9,894 9,709: 570 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -107: -486 32 87 243 -205 -156 -86: 49 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.1 45.3 16.1 33.3 94.6 92.8: 5.4 7.2
Old : 100.0: 33.2 14.1 45.3 16.1 33.3 94.6 92.8: 5.4 7.2
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: 11 3 12 5 9 18 22:
Old : 23: 11 3 12 5 9 18 22:
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 : 65.5 48.7 81.9 68.0 24.1 22.7 32.5 31.1
Old : 65.5 48.7 81.9 68.0 24.1 22.7 32.5 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, June 4, 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 : 9,662: 4,510 1,973 2,135 2,621 5,010 9,266 9,118: 396 543
Old : 9,556: 4,407 1,973 2,133 2,621 4,906 9,161 9,013: 395 543
Other: 105: 104 1 0 0 104 104 105: 1 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -495: -529 -68 75 -106 -421 -560 -414: 65 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 20.4 22.1 27.1 51.9 95.9 94.4: 4.1 5.6
Old : 100.0: 46.1 20.6 22.3 27.4 51.3 95.9 94.3: 4.1 5.7
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 : 23: 7 7 8 7 9 15 23:
Old : 23: 7 7 8 7 9 15 23:
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 : 54.6 49.5 79.2 72.4 43.7 43.8 58.0 55.9
Old : 54.1 49.0 79.0 72.1 43.1 43.2 57.6 55.4
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, June 4, 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 : 9,267: 1,863 1,430 740 4,156 5,758 6,759 7,928: 2,508 1,339
Old : 9,267: 1,863 1,430 740 4,156 5,758 6,759 7,928: 2,508 1,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 236: -315 -98 -14 294 53 -35 -60: 272 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 15.4 8.0 44.8 62.1 72.9 85.5: 27.1 14.5
Old : 100.0: 20.1 15.4 8.0 44.8 62.1 72.9 85.5: 27.1 14.5
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 : 36: 15 4 4 12 12 29 18:
Old : 36: 15 4 4 12 12 29 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 : 35.9 47.7 49.8 69.1 35.8 45.9 47.2 64.6
Old : 35.9 47.7 49.8 69.1 35.8 45.9 47.2 64.6
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, June 4, 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 : 894,137: 233,109 85,410 320,179 279,034 395,141 832,322 800,730: 61,815 93,407
Old : 405,660: 146,066 57,415 119,856 107,758 197,230 373,680 374,501: 31,980 31,160
Other: 488,477: 119,914 60,866 167,452 171,275 197,911 458,642 426,229: 29,835 62,248
: : :
: : Changes in Commitments from: May 28, 2013 :
: 48,432: 2,757 -16,086 31,002 12,570 28,121 46,328 43,037: 2,103 5,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.6 35.8 31.2 44.2 93.1 89.6: 6.9 10.4
Old : 100.0: 36.0 14.2 29.5 26.6 48.6 92.1 92.3: 7.9 7.7
Other: 100.0: 24.5 12.5 34.3 35.1 40.5 93.9 87.3: 6.1 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 202 192 251 138 166 486 475:
Old : 489: 161 163 160 107 138 366 363:
Other: 490: 157 157 175 114 149 373 388:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 11.8 17.6 21.1 6.5 9.8 11.5 13.6
Old : 14.2 15.8 23.2 26.0 11.8 15.3 20.1 23.5
Other: 12.6 16.2 22.3 25.5 9.1 12.3 15.1 17.7
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 7,376: 3,769 1,042 2,611 736 3,428 7,116 7,081: 260 295
Old : 7,376: 3,769 1,042 2,611 736 3,428 7,116 7,081: 260 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -373: -85 6 -133 -118 -122 -335 -249: -37 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 14.1 35.4 10.0 46.5 96.5 96.0: 3.5 4.0
Old : 100.0: 51.1 14.1 35.4 10.0 46.5 96.5 96.0: 3.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 6 7 5 9 12 21:
Old : 21: 6 6 7 5 9 12 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 : 81.4 41.2 94.0 68.8 47.1 30.6 51.1 43.1
Old : 81.4 41.2 94.0 68.8 47.1 30.6 51.1 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 407,723: 69,908 112,161 80,682 219,474 174,853 370,064 367,696: 37,659 40,027
Old : 246,026: 48,623 99,851 30,845 148,698 87,520 228,166 218,216: 17,860 27,809
Other: 161,697: 44,999 36,024 26,123 70,777 87,333 141,898 149,480: 19,799 12,217
: : :
: : Changes in Commitments from: May 28, 2013 :
: 10,765: -5,366 9,781 2,365 13,750 -3,816 10,749 8,330: 16 2,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 27.5 19.8 53.8 42.9 90.8 90.2: 9.2 9.8
Old : 100.0: 19.8 40.6 12.5 60.4 35.6 92.7 88.7: 7.3 11.3
Other: 100.0: 27.8 22.3 16.2 43.8 54.0 87.8 92.4: 12.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 76 93 93 80 81 199 241:
Old : 256: 69 87 62 70 76 158 207:
Other: 207: 61 57 48 62 56 149 142:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 18.0 30.4 25.5 12.5 10.2 19.8 15.8
Old : 32.6 12.8 41.4 21.6 31.1 11.3 39.7 19.1
Other: 16.3 37.2 27.9 48.9 16.0 33.5 26.7 42.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 723,138: 48,225 50,846 91,982 436,650 396,291 576,857 539,119: 146,280 184,019
Old : 723,138: 48,225 50,846 91,982 436,650 396,291 576,857 539,119: 146,280 184,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -105,890: -3,208 -33,275 1,388 -71,072 -70,144 -72,891 -102,031: -32,999 -3,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.0 12.7 60.4 54.8 79.8 74.6: 20.2 25.4
Old : 100.0: 6.7 7.0 12.7 60.4 54.8 79.8 74.6: 20.2 25.4
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 : 168: 35 34 53 76 84 138 144:
Old : 168: 35 34 53 76 84 138 144:
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 : 19.7 13.8 27.9 21.7 15.1 10.9 21.0 15.9
Old : 19.7 13.8 27.9 21.7 15.1 10.9 21.0 15.9
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 with Delta-adjusted Options and Futures Combined, June 4, 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 : 406,636: 24,064 54,026 7,263 296,747 275,078 328,074 336,367: 78,562 70,269
Old : 406,636: 24,064 54,026 7,263 296,747 275,078 328,074 336,367: 78,562 70,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 2,978: 2,283 1,067 -1,297 8,191 16,238 9,177 16,008: -6,200 -13,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 13.3 1.8 73.0 67.6 80.7 82.7: 19.3 17.3
Old : 100.0: 5.9 13.3 1.8 73.0 67.6 80.7 82.7: 19.3 17.3
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 : 69: 6 9 7 40 41 51 52:
Old : 69: 6 9 7 40 41 51 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 : 31.8 30.3 45.5 45.7 28.0 26.7 39.5 41.7
Old : 31.8 30.3 45.5 45.7 28.0 26.7 39.5 41.7
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, June 4, 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 : 10,232: 1,552 848 500 7,522 8,554 9,574 9,902: 658 330
Old : 10,232: 1,552 848 500 7,522 8,554 9,574 9,902: 658 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 233: -12 428 -147 463 -13 304 268: -71 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.3 4.9 73.5 83.6 93.6 96.8: 6.4 3.2
Old : 100.0: 15.2 8.3 4.9 73.5 83.6 93.6 96.8: 6.4 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 : 43: 10 7 5 20 23 34 31:
Old : 43: 10 7 5 20 23 34 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 : 52.5 43.8 66.7 69.6 32.4 27.0 39.5 38.2
Old : 52.5 43.8 66.7 69.6 32.4 27.0 39.5 38.2
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, June 4, 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 : 330,323: 91,568 36,577 58,078 127,205 211,442 276,851 306,097: 53,473 24,226
Old : 205,317: 70,930 17,228 31,168 68,428 143,855 170,526 192,250: 34,791 13,067
Other: 125,006: 30,411 29,122 17,138 58,776 67,588 106,325 113,847: 18,682 11,159
: : :
: : Changes in Commitments from: May 28, 2013 :
: 12,787: 4,262 2,861 2,639 4,225 8,011 11,126 13,511: 1,661 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 11.1 17.6 38.5 64.0 83.8 92.7: 16.2 7.3
Old : 100.0: 34.5 8.4 15.2 33.3 70.1 83.1 93.6: 16.9 6.4
Other: 100.0: 24.3 23.3 13.7 47.0 54.1 85.1 91.1: 14.9 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 94 45 64 88 93 209 179:
Old : 226: 87 34 45 80 83 180 149:
Other: 186: 55 44 40 65 59 137 126:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 29.8 15.4 41.7 6.7 25.4 12.4 33.1
Old : 10.0 35.2 17.8 46.9 9.2 32.2 16.4 41.1
Other: 16.5 25.5 26.9 39.7 14.8 18.4 23.1 30.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 11,928: 1,915 4,963 767 6,458 4,529 9,140 10,259: 2,788 1,669
Old : 8,663: 1,816 4,692 241 4,676 2,511 6,733 7,444: 1,930 1,219
Other: 3,265: 487 658 139 1,782 2,018 2,407 2,815: 858 450
: : :
: : Changes in Commitments from: May 28, 2013 :
: -181: 115 -247 89 -312 -112 -108 -270: -73 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 41.6 6.4 54.1 38.0 76.6 86.0: 23.4 14.0
Old : 100.0: 21.0 54.2 2.8 54.0 29.0 77.7 85.9: 22.3 14.1
Other: 100.0: 14.9 20.2 4.2 54.6 61.8 73.7 86.2: 26.3 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 19 16 10 24 16 44 41:
Old : 57: 17 15 6 23 9 40 30:
Other: 38: 5 10 8 13 15 25 26:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 39.6 46.1 56.7 30.7 38.6 45.9 54.3
Old : 38.9 51.7 50.4 70.3 38.7 51.4 50.2 68.8
Other: 40.5 41.8 56.0 60.7 40.5 41.8 56.0 59.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 965,748: 156,297 187,308 91,372 614,783 593,116 862,452 871,796: 103,297 93,953
Old : 965,748: 156,297 187,308 91,372 614,783 593,116 862,452 871,796: 103,297 93,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -141,071: -39,123 -22,693 21,117 -66,936 -131,294 -84,941 -132,870: -56,130 -8,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.4 9.5 63.7 61.4 89.3 90.3: 10.7 9.7
Old : 100.0: 16.2 19.4 9.5 63.7 61.4 89.3 90.3: 10.7 9.7
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 : 183: 32 33 29 90 90 136 138:
Old : 183: 32 33 29 90 90 136 138:
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 : 21.3 23.1 34.0 34.0 16.5 17.2 25.2 26.1
Old : 21.3 23.1 34.0 34.0 16.5 17.2 25.2 26.1
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 with Delta-adjusted Options and Futures Combined, June 4, 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 : 2,942,218: 360,856 341,782 453,568 1,851,579 1,703,195 2,666,003 2,498,545: 276,214 443,673
Old : 2,942,218: 360,856 341,782 453,568 1,851,579 1,703,195 2,666,003 2,498,545: 276,214 443,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -176,611: -37,784 -86,412 21,979 -66,954 -72,668 -82,760 -137,101: -93,851 -39,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.6 15.4 62.9 57.9 90.6 84.9: 9.4 15.1
Old : 100.0: 12.3 11.6 15.4 62.9 57.9 90.6 84.9: 9.4 15.1
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 : 312: 51 70 79 148 171 247 272:
Old : 312: 51 70 79 148 171 247 272:
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 11.4 33.1 18.1 18.9 7.7 28.6 11.9
Old : 20.9 11.4 33.1 18.1 18.9 7.7 28.6 11.9
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, June 4, 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 : 2,014,267: 324,414 162,718 237,226 1,243,738 1,312,695 1,805,378 1,712,640: 208,888 301,627
Old : 2,014,267: 324,414 162,718 237,226 1,243,738 1,312,695 1,805,378 1,712,640: 208,888 301,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -153,520: -11,304 -82,440 13,702 -101,292 -73,594 -98,894 -142,333: -54,626 -11,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.1 11.8 61.7 65.2 89.6 85.0: 10.4 15.0
Old : 100.0: 16.1 8.1 11.8 61.7 65.2 89.6 85.0: 10.4 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 : 226: 45 32 41 107 127 165 187:
Old : 226: 45 32 41 107 127 165 187:
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 : 19.6 19.6 33.6 31.2 16.6 19.3 27.8 28.0
Old : 19.6 19.6 33.6 31.2 16.6 19.3 27.8 28.0
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, June 4, 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 : 314,372: 18,598 29,716 69,585 199,998 171,925 288,181 271,226: 26,191 43,146
Old : 314,372: 18,598 29,716 69,585 199,998 171,925 288,181 271,226: 26,191 43,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -53,070: -14,776 -2,021 -5,401 -36,425 -52,766 -56,602 -60,188: 3,532 7,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.5 22.1 63.6 54.7 91.7 86.3: 8.3 13.7
Old : 100.0: 5.9 9.5 22.1 63.6 54.7 91.7 86.3: 8.3 13.7
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 : 57: 11 14 18 24 26 46 48:
Old : 57: 11 14 18 24 26 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 30.0 57.0 45.2 31.2 26.7 38.9 32.6
Old : 43.4 30.0 57.0 45.2 31.2 26.7 38.9 32.6
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, June 4, 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 : 62,059: 24,161 2,428 1,770 26,417 46,830 52,348 51,027: 9,712 11,032
Old : 62,059: 24,161 2,428 1,770 26,417 46,830 52,348 51,027: 9,712 11,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 626: 2,935 -1,207 147 -1,606 1,934 1,477 875: -851 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 3.9 2.9 42.6 75.5 84.4 82.2: 15.6 17.8
Old : 100.0: 38.9 3.9 2.9 42.6 75.5 84.4 82.2: 15.6 17.8
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 : 96: 35 10 9 35 28 72 45:
Old : 96: 35 10 9 35 28 72 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 34.6 35.0 55.4 22.0 33.9 35.0 54.5
Old : 22.0 34.6 35.0 55.4 22.0 33.9 35.0 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 124,118: 48,323 4,855 3,539 52,833 93,660 104,695 102,055: 19,423 22,064
Old : 124,118: 48,323 4,855 3,539 52,833 93,660 104,695 102,055: 19,423 22,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 1,252: 5,870 -2,414 295 -3,212 3,869 2,953 1,749: -1,701 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 3.9 2.9 42.6 75.5 84.4 82.2: 15.6 17.8
Old : 100.0: 38.9 3.9 2.9 42.6 75.5 84.4 82.2: 15.6 17.8
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 : 96: 35 10 9 35 28 72 45:
Old : 96: 35 10 9 35 28 72 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 34.6 35.0 55.4 22.0 33.9 35.0 54.5
Old : 22.0 34.6 35.0 55.4 22.0 33.9 35.0 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 9,588: 6,518 7,704 1,553 1,356 310 9,427 9,567: 161 21
Old : 9,588: 6,518 7,704 1,553 1,356 310 9,427 9,567: 161 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -407: -821 -929 193 233 310 -395 -426: -12 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 80.4 16.2 14.1 3.2 98.3 99.8: 1.7 0.2
Old : 100.0: 68.0 80.4 16.2 14.1 3.2 98.3 99.8: 1.7 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: 11 8 4 2 2 15 12:
Old : 23: 11 8 4 2 2 15 12:
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 : 66.0 78.5 84.7 96.4 63.1 75.9 76.9 82.1
Old : 66.0 78.5 84.7 96.4 63.1 75.9 76.9 82.1
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, June 4, 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 : 11,254: 3,240 6,465 93 7,844 4,552 11,177 11,110: 77 144
Old : 11,254: 3,240 6,465 93 7,844 4,552 11,177 11,110: 77 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,447: -43 -382 64 -2,467 347 -2,446 29: -1 -2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 57.4 0.8 69.7 40.4 99.3 98.7: 0.7 1.3
Old : 100.0: 28.8 57.4 0.8 69.7 40.4 99.3 98.7: 0.7 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 : 20: 4 7 2 2 8 8 15:
Old : 20: 4 7 2 2 8 8 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 : 98.2 81.3 99.3 93.4 98.0 80.5 98.5 92.6
Old : 98.2 81.3 99.3 93.4 98.0 80.5 98.5 92.6
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, June 4, 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 : 25,364: 1,952 7,004 2,317 20,592 15,422 24,861 24,743: 503 621
Old : 25,364: 1,952 7,004 2,317 20,592 15,422 24,861 24,743: 503 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 2,044: -538 -63 -701 2,787 2,293 1,548 1,529: 496 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 27.6 9.1 81.2 60.8 98.0 97.6: 2.0 2.4
Old : 100.0: 7.7 27.6 9.1 81.2 60.8 98.0 97.6: 2.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 7 2 9 9 13 16:
Old : 27: 2 7 2 9 9 13 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 : 80.5 65.4 94.3 92.8 75.7 61.0 88.0 84.0
Old : 80.5 65.4 94.3 92.8 75.7 61.0 88.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013