WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 506,705: 110,112 161,192 141,760 221,128 149,369 473,000 452,321: 33,704 54,384
Old : 475,117: 103,916 159,160 127,980 212,169 138,793 444,065 425,932: 31,051 49,184
Other: 31,588: 15,376 11,212 4,600 8,959 10,576 28,935 26,388: 2,653 5,200
: : :
: : Changes in Commitments from: July 16, 2013 :
: 7,534: -1,765 13,087 4,663 3,421 -10,299 6,319 7,451: 1,215 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 31.8 28.0 43.6 29.5 93.3 89.3: 6.7 10.7
Old : 100.0: 21.9 33.5 26.9 44.7 29.2 93.5 89.6: 6.5 10.4
Other: 100.0: 48.7 35.5 14.6 28.4 33.5 91.6 83.5: 8.4 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 106 165 148 98 118 290 356:
Old : 404: 109 161 143 97 116 285 350:
Other: 123: 16 36 22 23 60 58 103:
:----------------------------------------------------------------------------------------------------
: 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 9.8 25.3 18.1 13.1 8.5 22.2 14.6
Old : 15.0 9.9 25.7 18.3 13.4 9.1 22.8 15.5
Other: 62.7 33.5 74.5 45.5 52.7 21.5 60.9 31.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 1,797,856: 322,519 364,679 563,117 732,735 569,755 1,618,372 1,497,551: 179,484 300,305
Old : 545,122: 110,772 105,939 146,394 240,811 226,773 497,978 479,107: 47,144 66,016
Other: 1,252,733: 283,099 330,091 345,371 491,924 342,983 1,120,394 1,018,445: 132,340 234,289
: : :
: : Changes in Commitments from: July 16, 2013 :
: 111,787: 3,473 51,191 56,601 39,702 -2,004 99,775 105,788: 12,012 5,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 20.3 31.3 40.8 31.7 90.0 83.3: 10.0 16.7
Old : 100.0: 20.3 19.4 26.9 44.2 41.6 91.4 87.9: 8.6 12.1
Other: 100.0: 22.6 26.3 27.6 39.3 27.4 89.4 81.3: 10.6 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 192 246 283 302 316 658 697:
Old : 596: 145 143 127 178 223 393 426:
Other: 775: 200 213 229 276 299 592 632:
:----------------------------------------------------------------------------------------------------
: 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 8.9 17.5 14.8 7.2 5.7 13.4 9.6
Old : 16.2 14.9 25.7 22.3 13.0 13.0 21.5 17.7
Other: 11.6 10.5 18.7 16.7 9.7 7.6 15.0 12.6
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 8,534: 3,268 1,222 3,035 1,284 3,518 7,586 7,775: 947 759
Old : 8,144: 3,364 1,199 2,668 1,284 3,518 7,315 7,384: 828 759
Other: 390: 0 119 271 0 0 271 390: 119 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 142: 401 125 -246 -145 220 10 100: 132 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 14.3 35.6 15.0 41.2 88.9 91.1: 11.1 8.9
Old : 100.0: 41.3 14.7 32.8 15.8 43.2 89.8 90.7: 10.2 9.3
Other: 100.0: 0.0 30.6 69.4 0.0 0.0 69.4 100.0: 30.6 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 10 9 6 9 15 24:
Old : 25: 6 9 9 6 9 15 24:
Other: 3: 0 3 3 0 0 3 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 : 66.7 36.0 82.1 57.1 37.0 25.3 44.0 38.1
Old : 68.9 37.7 84.0 58.3 39.3 26.6 46.9 40.0
Other: 69.4 100.0 69.4 100.0 0.0 30.6 0.0 30.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 10,165: 2,471 371 1,027 4,834 7,091 8,333 8,489: 1,832 1,676
Old : 10,163: 2,471 371 1,027 4,832 7,089 8,331 8,487: 1,832 1,676
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 759: -31 155 292 500 -16 762 431: -3 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.6 10.1 47.6 69.8 82.0 83.5: 18.0 16.5
Old : 100.0: 24.3 3.6 10.1 47.5 69.7 82.0 83.5: 18.0 16.5
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 6 6 14 14 31 21:
Old : 38: 12 6 6 14 14 31 21:
Other: 2: 0 0 0 2 2 2 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 : 45.0 46.7 62.0 63.5 41.7 41.4 50.9 52.2
Old : 45.0 46.8 62.0 63.5 41.7 41.4 50.9 52.3
Other: 100.0 100.0 100.0 100.0 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, July 23, 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 : 770,598: 208,082 95,050 255,515 253,524 336,263 717,121 686,828: 53,477 83,771
Old : 65,860: 8,465 5,298 30,027 17,854 24,305 56,346 59,630: 9,514 6,229
Other: 704,738: 203,625 93,760 221,479 235,670 311,958 660,775 627,197: 43,964 77,541
: : :
: : Changes in Commitments from: July 16, 2013 :
: 17,686: 3,338 19,910 10,249 6,267 -15,351 19,854 14,808: -2,168 2,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.3 33.2 32.9 43.6 93.1 89.1: 6.9 10.9
Old : 100.0: 12.9 8.0 45.6 27.1 36.9 85.6 90.5: 14.4 9.5
Other: 100.0: 28.9 13.3 31.4 33.4 44.3 93.8 89.0: 6.2 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 197 199 246 147 176 475 494:
Old : 283: 102 53 90 78 81 212 193:
Other: 575: 179 207 230 130 173 442 482:
:----------------------------------------------------------------------------------------------------
: 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 14.5 18.4 23.1 7.9 10.3 13.9 14.8
Old : 14.9 20.2 24.4 33.1 7.4 15.9 12.7 22.1
Other: 10.5 14.4 19.2 23.1 8.9 10.4 15.6 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 382,575: 71,691 118,155 74,455 202,204 145,247 348,350 337,857: 34,226 44,719
Old : 111,182: 13,542 16,072 20,499 70,611 63,917 104,652 100,489: 6,529 10,693
Other: 271,394: 68,794 112,727 43,310 131,593 81,330 243,697 237,367: 27,696 34,026
: : :
: : Changes in Commitments from: July 16, 2013 :
: 4,386: -1,451 7,787 4,090 -658 -10,907 1,980 970: 2,406 3,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 30.9 19.5 52.9 38.0 91.1 88.3: 8.9 11.7
Old : 100.0: 12.2 14.5 18.4 63.5 57.5 94.1 90.4: 5.9 9.6
Other: 100.0: 25.3 41.5 16.0 48.5 30.0 89.8 87.5: 10.2 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 67 103 79 75 70 189 218:
Old : 158: 42 41 35 48 59 105 120:
Other: 256: 65 104 63 67 55 170 190:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 16.1 27.5 25.7 13.8 11.6 21.1 18.2
Old : 46.1 23.7 55.8 36.3 40.2 22.1 48.1 31.3
Other: 13.4 16.7 22.8 27.3 12.4 14.3 21.7 22.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 709,249: 63,992 81,948 87,535 415,559 350,598 567,087 520,082: 142,162 189,167
Old : 709,249: 63,992 81,948 87,535 415,559 350,598 567,087 520,082: 142,162 189,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -17,949: -3,687 7,375 -6,734 -5,663 -15,303 -16,084 -14,663: -1,865 -3,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.6 12.3 58.6 49.4 80.0 73.3: 20.0 26.7
Old : 100.0: 9.0 11.6 12.3 58.6 49.4 80.0 73.3: 20.0 26.7
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 : 177: 24 51 45 80 87 135 152:
Old : 177: 24 51 45 80 87 135 152:
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 9.8 29.4 16.6 16.7 9.5 23.4 14.0
Old : 21.7 9.8 29.4 16.6 16.7 9.5 23.4 14.0
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, July 23, 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 : 377,487: 28,200 43,607 3,826 276,915 253,888 308,941 301,321: 68,546 76,166
Old : 377,487: 28,200 43,607 3,826 276,915 253,888 308,941 301,321: 68,546 76,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -310: -2,662 -201 14 5,157 -2,578 2,509 -2,765: -2,819 2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.6 1.0 73.4 67.3 81.8 79.8: 18.2 20.2
Old : 100.0: 7.5 11.6 1.0 73.4 67.3 81.8 79.8: 18.2 20.2
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 : 70: 6 6 4 40 41 48 49:
Old : 70: 6 6 4 40 41 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 32.8 46.7 48.1 28.3 32.8 41.2 48.1
Old : 31.7 32.8 46.7 48.1 28.3 32.8 41.2 48.1
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, July 23, 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 : 9,118: 1,670 342 389 6,552 8,118 8,611 8,849: 507 269
Old : 9,118: 1,670 342 389 6,552 8,118 8,611 8,849: 507 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -268: 295 -86 -78 -342 -140 -125 -304: -143 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.8 4.3 71.9 89.0 94.4 97.0: 5.6 3.0
Old : 100.0: 18.3 3.8 4.3 71.9 89.0 94.4 97.0: 5.6 3.0
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 : 50: 16 6 7 23 24 42 34:
Old : 50: 16 6 7 23 24 42 34:
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 : 50.8 55.7 64.5 73.0 31.1 37.7 39.6 46.1
Old : 50.8 55.7 64.5 73.0 31.1 37.7 39.6 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 332,430: 86,909 43,514 59,466 132,975 197,696 279,350 300,675: 53,080 31,755
Old : 92,897: 19,204 5,675 18,041 40,757 59,935 78,002 83,650: 14,895 9,247
Other: 239,533: 77,667 47,801 31,463 92,218 137,761 201,348 217,025: 38,185 22,508
: : :
: : Changes in Commitments from: July 16, 2013 :
: -4,716: -4,469 3,775 3,074 -1,534 -12,725 -2,928 -5,876: -1,788 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.1 17.9 40.0 59.5 84.0 90.4: 16.0 9.6
Old : 100.0: 20.7 6.1 19.4 43.9 64.5 84.0 90.0: 16.0 10.0
Other: 100.0: 32.4 20.0 13.1 38.5 57.5 84.1 90.6: 15.9 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 84 52 70 84 90 202 186:
Old : 172: 58 24 31 71 67 139 112:
Other: 235: 74 58 53 72 77 174 162:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 28.4 16.6 38.7 7.9 24.5 14.1 30.2
Old : 13.6 33.4 22.1 42.0 11.6 30.0 18.7 36.3
Other: 11.3 28.2 20.2 38.7 10.5 25.6 19.0 31.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 11,963: 1,625 3,986 767 6,890 5,777 9,282 10,530: 2,681 1,433
Old : 11,963: 1,625 3,986 767 6,890 5,777 9,282 10,530: 2,681 1,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -130: -46 -49 -212 2 249 -256 -12: 125 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 33.3 6.4 57.6 48.3 77.6 88.0: 22.4 12.0
Old : 100.0: 13.6 33.3 6.4 57.6 48.3 77.6 88.0: 22.4 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 : 59: 15 15 8 22 17 40 39:
Old : 59: 15 15 8 22 17 40 39:
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 : 30.1 48.4 43.5 61.8 30.1 46.6 43.1 57.0
Old : 30.1 48.4 43.5 61.8 30.1 46.6 43.1 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 942,212: 200,723 170,813 107,194 527,709 558,380 835,627 836,387: 106,585 105,825
Old : 942,212: 200,723 170,813 107,194 527,709 558,380 835,627 836,387: 106,585 105,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 26,593: 34,839 8,446 -6,568 -16,773 31,543 11,499 33,421: 15,094 -6,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.1 11.4 56.0 59.3 88.7 88.8: 11.3 11.2
Old : 100.0: 21.3 18.1 11.4 56.0 59.3 88.7 88.8: 11.3 11.2
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 : 203: 35 42 27 85 98 134 153:
Old : 203: 35 42 27 85 98 134 153:
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 : 24.7 25.0 37.2 36.8 20.7 23.7 31.6 30.8
Old : 24.7 25.0 37.2 36.8 20.7 23.7 31.6 30.8
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, July 23, 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 : 3,038,037: 266,186 330,604 419,817 2,096,319 1,811,901 2,782,322 2,562,321: 255,715 475,716
Old : 3,038,037: 266,186 330,604 419,817 2,096,319 1,811,901 2,782,322 2,562,321: 255,715 475,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 64,854: -24,343 17,442 -17,779 109,548 49,504 67,426 49,167: -2,572 15,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.9 13.8 69.0 59.6 91.6 84.3: 8.4 15.7
Old : 100.0: 8.8 10.9 13.8 69.0 59.6 91.6 84.3: 8.4 15.7
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 : 328: 40 92 80 158 178 253 295:
Old : 328: 40 92 80 158 178 253 295:
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 : 27.2 13.5 39.0 19.6 25.8 9.7 33.6 12.9
Old : 27.2 13.5 39.0 19.6 25.8 9.7 33.6 12.9
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, July 23, 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 : 2,038,852: 262,346 232,456 300,220 1,273,289 1,186,102 1,835,855 1,718,778: 202,997 320,074
Old : 2,038,852: 262,346 232,456 300,220 1,273,289 1,186,102 1,835,855 1,718,778: 202,997 320,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -22,137: -22,153 1,176 -28,040 5,110 -2,521 -45,084 -29,384: 22,947 7,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.4 14.7 62.5 58.2 90.0 84.3: 10.0 15.7
Old : 100.0: 12.9 11.4 14.7 62.5 58.2 90.0 84.3: 10.0 15.7
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 : 226: 28 54 47 108 122 165 194:
Old : 226: 28 54 47 108 122 165 194:
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 : 21.2 16.8 33.3 27.3 19.7 15.4 29.3 22.2
Old : 21.2 16.8 33.3 27.3 19.7 15.4 29.3 22.2
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, July 23, 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 : 309,260: 16,586 33,325 66,672 198,936 170,206 282,195 270,203: 27,065 39,057
Old : 309,260: 16,586 33,325 66,672 198,936 170,206 282,195 270,203: 27,065 39,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 2,585: 2,927 -108 -1,817 -1,289 622 -179 -1,304: 2,764 3,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.8 21.6 64.3 55.0 91.2 87.4: 8.8 12.6
Old : 100.0: 5.4 10.8 21.6 64.3 55.0 91.2 87.4: 8.8 12.6
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 : 61: 10 13 17 29 33 49 54:
Old : 61: 10 13 17 29 33 49 54:
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 : 39.3 28.9 53.4 45.8 25.9 21.3 33.4 26.6
Old : 39.3 28.9 53.4 45.8 25.9 21.3 33.4 26.6
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, July 23, 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 : 62,319: 22,599 3,069 1,297 29,559 50,961 53,455 55,327: 8,864 6,992
Old : 62,319: 22,599 3,069 1,297 29,559 50,961 53,455 55,327: 8,864 6,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 416: -186 -298 -111 433 605 136 196: 280 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 4.9 2.1 47.4 81.8 85.8 88.8: 14.2 11.2
Old : 100.0: 36.3 4.9 2.1 47.4 81.8 85.8 88.8: 14.2 11.2
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 : 103: 36 12 10 38 26 80 42:
Old : 103: 36 12 10 38 26 80 42:
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 46.2 37.0 65.7 22.7 45.8 37.0 65.4
Old : 22.7 46.2 37.0 65.7 22.7 45.8 37.0 65.4
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, July 23, 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 : 124,638: 45,198 6,137 2,594 59,118 101,922 106,911 110,654: 17,728 13,985
Old : 124,638: 45,198 6,137 2,594 59,118 101,922 106,911 110,654: 17,728 13,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 833: -371 -597 -223 866 1,211 272 391: 561 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 4.9 2.1 47.4 81.8 85.8 88.8: 14.2 11.2
Old : 100.0: 36.3 4.9 2.1 47.4 81.8 85.8 88.8: 14.2 11.2
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 : 103: 36 12 10 38 26 80 42:
Old : 103: 36 12 10 38 26 80 42:
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 46.2 37.0 65.7 22.7 45.8 37.0 65.4
Old : 22.7 46.2 37.0 65.7 22.7 45.8 37.0 65.4
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, July 23, 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 : 6,441: 3,722 4,959 1,460 886 0 6,068 6,419: 373 22
Old : 6,441: 3,722 4,959 1,460 886 0 6,068 6,419: 373 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 77.0 22.7 13.8 0.0 94.2 99.7: 5.8 0.3
Old : 100.0: 57.8 77.0 22.7 13.8 0.0 94.2 99.7: 5.8 0.3
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 : 21: 10 9 3 2 0 14 10:
Old : 21: 10 9 3 2 0 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 : 58.7 86.2 83.9 97.9 53.2 71.0 67.7 76.3
Old : 58.7 86.2 83.9 97.9 53.2 71.0 67.7 76.3
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, July 23, 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 : 27,068: 2,109 12,369 104 24,841 14,563 27,054 27,036: 14 32
Old : 27,068: 2,109 12,369 104 24,841 14,563 27,054 27,036: 14 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: -3,178: -1,984 792 8 -1,202 -4,003 -3,178 -3,203: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 45.7 0.4 91.8 53.8 99.9 99.9: 0.1 0.1
Old : 100.0: 7.8 45.7 0.4 91.8 53.8 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 14 2 9 11 13 26:
Old : 37: 3 14 2 9 11 13 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.9 63.3 98.1 83.6 90.9 63.3 98.0 83.6
Old : 90.9 63.3 98.1 83.6 90.9 63.3 98.0 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 13,591: 38 4,990 4 13,543 8,560 13,585 13,554: 6 37
Old : 13,591: 38 4,990 4 13,543 8,560 13,585 13,554: 6 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 1,849: 38 540 0 1,810 1,283 1,848 1,823: 1 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 36.7 0.0 99.6 63.0 100.0 99.7: 0.0 0.3
Old : 100.0: 0.3 36.7 0.0 99.6 63.0 100.0 99.7: 0.0 0.3
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 : 26: 1 12 1 5 8 7 20:
Old : 26: 1 12 1 5 8 7 20:
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 : 99.3 65.8 100.0 88.5 99.3 65.8 99.9 88.5
Old : 99.3 65.8 100.0 88.5 99.3 65.8 99.9 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2013