WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 512,932: 121,215 166,936 136,277 220,181 157,001 477,673 460,214: 35,259 52,718
Old : 476,902: 114,349 166,221 120,406 210,591 144,317 445,346 430,944: 31,556 45,958
Other: 36,030: 17,055 10,904 5,682 9,590 12,684 32,327 29,270: 3,703 6,760
: : :
: : Changes in Commitments from: July 30, 2013 :
: 9,373: 5,556 6,961 -790 4,370 4,843 9,135 11,014: 238 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 32.5 26.6 42.9 30.6 93.1 89.7: 6.9 10.3
Old : 100.0: 24.0 34.9 25.2 44.2 30.3 93.4 90.4: 6.6 9.6
Other: 100.0: 47.3 30.3 15.8 26.6 35.2 89.7 81.2: 10.3 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 108 169 145 96 110 290 348:
Old : 406: 111 165 138 95 108 283 341:
Other: 128: 22 37 24 28 58 67 104:
:----------------------------------------------------------------------------------------------------
: 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 9.9 23.9 17.9 12.6 8.3 20.7 14.9
Old : 15.1 10.0 24.5 18.3 13.3 8.7 21.4 15.8
Other: 53.5 28.6 64.6 39.5 44.7 19.2 52.5 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 1,851,640: 330,443 404,868 589,273 749,725 546,367 1,669,441 1,540,508: 182,199 311,132
Old : 460,263: 73,601 79,407 143,829 201,784 182,829 419,214 406,066: 41,050 54,197
Other: 1,391,377: 310,170 378,788 392,116 547,941 363,538 1,250,227 1,134,442: 141,150 256,935
: : :
: : Changes in Commitments from: July 30, 2013 :
: 63,967: 16,009 22,551 36,502 9,530 -8,258 62,041 50,794: 1,926 13,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 21.9 31.8 40.5 29.5 90.2 83.2: 9.8 16.8
Old : 100.0: 16.0 17.3 31.2 43.8 39.7 91.1 88.2: 8.9 11.8
Other: 100.0: 22.3 27.2 28.2 39.4 26.1 89.9 81.5: 10.1 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 829: 200 245 276 319 322 675 697:
Old : 563: 128 131 115 190 194 378 381:
Other: 794: 203 218 230 295 307 617 642:
:----------------------------------------------------------------------------------------------------
: 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 8.8 16.8 15.2 6.9 5.5 12.7 9.8
Old : 16.7 16.2 26.4 25.5 11.3 11.4 18.8 16.2
Other: 9.9 9.5 17.0 16.3 8.2 7.0 13.7 12.1
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 12,071: 2,589 2,153 4,931 3,002 4,102 10,521 11,186: 1,550 886
Old : 11,648: 2,723 2,153 4,507 3,002 4,102 10,232 10,762: 1,416 886
Other: 423: 0 134 289 0 0 289 423: 134 -0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 1,195: 44 340 425 476 416 944 1,181: 252 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 17.8 40.8 24.9 34.0 87.2 92.7: 12.8 7.3
Old : 100.0: 23.4 18.5 38.7 25.8 35.2 87.8 92.4: 12.2 7.6
Other: 100.0: 0.0 31.7 68.3 0.0 0.0 68.3 100.0: 31.7 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 8 8 6 7 14 22:
Old : 24: 7 8 7 6 7 14 21:
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 : 60.8 57.6 78.2 74.1 22.7 28.9 30.3 36.3
Old : 62.3 58.6 80.3 75.7 23.8 29.9 32.3 37.6
Other: 68.3 100.0 68.3 100.0 0.0 31.7 0.0 31.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 10,931: 2,324 1,343 1,152 6,014 6,447 9,490 8,942: 1,441 1,989
Old : 10,929: 2,324 1,343 1,152 6,012 6,445 9,488 8,940: 1,441 1,989
Other: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 611: 207 437 -137 790 175 860 475: -249 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.3 10.5 55.0 59.0 86.8 81.8: 13.2 18.2
Old : 100.0: 21.3 12.3 10.5 55.0 59.0 86.8 81.8: 13.2 18.2
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 : 39: 10 9 7 15 14 31 24:
Old : 39: 10 9 7 15 14 31 24:
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 : 45.1 40.5 63.1 55.9 40.8 36.5 50.5 49.1
Old : 45.1 40.5 63.1 55.9 40.8 36.5 50.5 49.1
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, August 6, 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 : 757,161: 160,608 114,878 259,076 292,348 289,319 712,032 663,273: 45,129 93,888
Old : 740,960: 160,357 119,435 252,968 283,832 279,759 697,157 652,161: 43,803 88,798
Other: 16,201: 5,642 834 717 8,517 9,561 14,875 11,112: 1,326 5,090
: : :
: : Changes in Commitments from: July 30, 2013 :
: 27,569: -14,088 17,575 16,706 25,082 -14,322 27,701 19,960: -132 7,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.2 34.2 38.6 38.2 94.0 87.6: 6.0 12.4
Old : 100.0: 21.6 16.1 34.1 38.3 37.8 94.1 88.0: 5.9 12.0
Other: 100.0: 34.8 5.2 4.4 52.6 59.0 91.8 68.6: 8.2 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 576: 163 220 235 137 171 441 495:
Old : 576: 164 220 229 136 171 436 493:
Other: 143: 34 26 21 27 64 70 103:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.1 21.3 22.2 8.5 7.3 14.8 10.6
Old : 12.9 14.4 21.6 22.6 8.8 7.5 15.2 10.9
Other: 46.5 42.0 59.9 48.2 46.3 42.0 59.6 48.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 356,336: 68,385 123,912 74,719 179,195 113,965 322,299 312,597: 34,037 43,740
Old : 64,729: 13,735 13,575 9,748 35,883 32,770 59,366 56,093: 5,364 8,636
Other: 291,607: 65,997 121,684 53,625 143,312 81,195 262,933 256,504: 28,674 35,103
: : :
: : Changes in Commitments from: July 30, 2013 :
: -10,238: -2,329 11,553 -1,022 -7,498 -17,752 -10,848 -7,221: 609 -3,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 34.8 21.0 50.3 32.0 90.4 87.7: 9.6 12.3
Old : 100.0: 21.2 21.0 15.1 55.4 50.6 91.7 86.7: 8.3 13.3
Other: 100.0: 22.6 41.7 18.4 49.1 27.8 90.2 88.0: 9.8 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 62 106 80 77 61 188 211:
Old : 138: 36 34 27 39 44 85 96:
Other: 258: 62 106 72 73 53 179 195:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 15.1 25.5 24.1 10.6 9.9 18.5 17.5
Old : 47.0 25.9 54.0 36.5 45.6 25.0 51.2 35.6
Other: 14.1 14.8 24.4 25.5 12.6 10.9 21.3 19.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 692,174: 69,255 77,687 64,478 412,448 352,656 546,181 494,820: 145,993 197,354
Old : 692,174: 69,255 77,687 64,478 412,448 352,656 546,181 494,820: 145,993 197,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 21,309: 7,498 2,190 1,189 13,573 9,786 22,261 13,165: -952 8,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.2 9.3 59.6 50.9 78.9 71.5: 21.1 28.5
Old : 100.0: 10.0 11.2 9.3 59.6 50.9 78.9 71.5: 21.1 28.5
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 : 164: 23 40 38 81 84 127 139:
Old : 164: 23 40 38 81 84 127 139:
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 : 20.5 10.9 29.1 18.1 17.4 10.7 24.2 15.1
Old : 20.5 10.9 29.1 18.1 17.4 10.7 24.2 15.1
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, August 6, 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 : 384,351: 34,514 45,235 4,213 274,068 254,800 312,795 304,248: 71,557 80,103
Old : 384,351: 34,514 45,235 4,213 274,068 254,800 312,795 304,248: 71,557 80,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 7,690: 5,710 2,880 357 -1,103 -2,540 4,964 697: 2,726 6,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.8 1.1 71.3 66.3 81.4 79.2: 18.6 20.8
Old : 100.0: 9.0 11.8 1.1 71.3 66.3 81.4 79.2: 18.6 20.8
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 : 68: 6 5 6 39 40 49 47:
Old : 68: 6 5 6 39 40 49 47:
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 : 31.0 31.8 46.3 47.3 27.7 31.8 41.4 47.3
Old : 31.0 31.8 46.3 47.3 27.7 31.8 41.4 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 8,118: 1,557 385 245 5,858 7,214 7,660 7,844: 458 274
Old : 8,118: 1,557 385 245 5,858 7,214 7,660 7,844: 458 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -295: 73 30 14 -358 -299 -271 -255: -24 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.7 3.0 72.2 88.9 94.4 96.6: 5.6 3.4
Old : 100.0: 19.2 4.7 3.0 72.2 88.9 94.4 96.6: 5.6 3.4
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 : 45: 11 7 5 21 23 36 31:
Old : 45: 11 7 5 21 23 36 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 : 49.7 54.5 67.1 71.2 28.5 38.9 40.5 48.2
Old : 49.7 54.5 67.1 71.2 28.5 38.9 40.5 48.2
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, August 6, 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 : 298,173: 79,354 57,475 50,113 127,578 161,435 257,045 269,023: 41,128 29,150
Old : 53,524: 13,959 5,796 7,820 24,535 34,759 46,314 48,376: 7,210 5,148
Other: 244,649: 68,612 54,895 39,076 103,043 126,676 210,731 220,647: 33,918 24,002
: : :
: : Changes in Commitments from: July 30, 2013 :
: -4,839: -2,314 8,620 520 -1,633 -14,145 -3,427 -5,004: -1,412 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 19.3 16.8 42.8 54.1 86.2 90.2: 13.8 9.8
Old : 100.0: 26.1 10.8 14.6 45.8 64.9 86.5 90.4: 13.5 9.6
Other: 100.0: 28.0 22.4 16.0 42.1 51.8 86.1 90.2: 13.9 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 71 68 67 79 84 189 186:
Old : 151: 46 23 29 57 53 115 93:
Other: 238: 67 66 60 73 79 175 174:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 25.8 17.9 36.0 8.8 22.0 15.7 27.8
Old : 17.7 37.5 31.1 46.7 17.7 36.2 28.9 44.8
Other: 11.3 23.9 20.5 34.5 10.6 19.5 18.8 26.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 11,204: 1,657 2,657 987 6,487 6,227 9,131 9,871: 2,073 1,333
Old : 11,204: 1,657 2,657 987 6,487 6,227 9,131 9,871: 2,073 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -300: 168 -295 95 -225 172 38 -28: -338 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.7 8.8 57.9 55.6 81.5 88.1: 18.5 11.9
Old : 100.0: 14.8 23.7 8.8 57.9 55.6 81.5 88.1: 18.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 14 15 10 26 21 46 43:
Old : 63: 14 15 10 26 21 46 43:
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 : 31.5 48.8 44.9 58.8 31.5 44.2 44.3 52.8
Old : 31.5 48.8 44.9 58.8 31.5 44.2 44.3 52.8
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, August 6, 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 : 957,795: 193,583 144,547 97,385 562,179 618,093 853,147 860,025: 104,648 97,769
Old : 957,795: 193,583 144,547 97,385 562,179 618,093 853,147 860,025: 104,648 97,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 12,580: -13,485 -19,418 7,173 17,409 14,603 11,097 2,357: 1,483 10,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 15.1 10.2 58.7 64.5 89.1 89.8: 10.9 10.2
Old : 100.0: 20.2 15.1 10.2 58.7 64.5 89.1 89.8: 10.9 10.2
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: 38 35 24 84 104 133 152:
Old : 203: 38 35 24 84 104 133 152:
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 : 21.3 28.6 35.4 39.0 18.4 27.2 29.9 34.6
Old : 21.3 28.6 35.4 39.0 18.4 27.2 29.9 34.6
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, August 6, 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 : 3,031,043: 290,717 327,833 336,911 2,143,622 1,898,546 2,771,250 2,563,290: 259,793 467,752
Old : 3,031,043: 290,717 327,833 336,911 2,143,622 1,898,546 2,771,250 2,563,290: 259,793 467,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 64,358: -12,064 20,165 -2,499 79,707 50,633 65,144 68,299: -787 -3,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.8 11.1 70.7 62.6 91.4 84.6: 8.6 15.4
Old : 100.0: 9.6 10.8 11.1 70.7 62.6 91.4 84.6: 8.6 15.4
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 : 314: 51 72 74 158 172 250 277:
Old : 314: 51 72 74 158 172 250 277:
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 : 30.2 15.2 41.6 22.6 28.6 11.6 36.6 16.5
Old : 30.2 15.2 41.6 22.6 28.6 11.6 36.6 16.5
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, August 6, 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 : 2,017,389: 256,452 248,548 275,964 1,296,098 1,190,407 1,828,513 1,714,919: 188,876 302,470
Old : 2,017,389: 256,452 248,548 275,964 1,296,098 1,190,407 1,828,513 1,714,919: 188,876 302,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 617: 6,107 24,641 -10,510 7,758 -14,389 3,355 -258: -2,738 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.3 13.7 64.2 59.0 90.6 85.0: 9.4 15.0
Old : 100.0: 12.7 12.3 13.7 64.2 59.0 90.6 85.0: 9.4 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 : 227: 34 50 46 109 117 169 187:
Old : 227: 34 50 46 109 117 169 187:
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 : 22.2 21.1 34.8 30.3 20.0 19.4 30.5 25.6
Old : 22.2 21.1 34.8 30.3 20.0 19.4 30.5 25.6
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, August 6, 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 : 273,243: 12,811 31,043 63,387 165,947 135,954 242,145 230,384: 31,098 42,859
Old : 273,243: 12,811 31,043 63,387 165,947 135,954 242,145 230,384: 31,098 42,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -37,769: -6,317 -3,033 -5,987 -33,218 -35,174 -45,522 -44,194: 7,753 6,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.4 23.2 60.7 49.8 88.6 84.3: 11.4 15.7
Old : 100.0: 4.7 11.4 23.2 60.7 49.8 88.6 84.3: 11.4 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 : 53: 6 15 15 24 27 43 45:
Old : 53: 6 15 15 24 27 43 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 : 39.6 33.1 56.3 49.3 24.7 19.8 33.1 25.4
Old : 39.6 33.1 56.3 49.3 24.7 19.8 33.1 25.4
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, August 6, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 63,890: 22,188 3,490 1,612 31,367 51,209 55,167 56,311: 8,723 7,579
Old : 63,890: 22,188 3,490 1,612 31,367 51,209 55,167 56,311: 8,723 7,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 228: -1,440 604 144 1,298 -428 2 321: 225 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 5.5 2.5 49.1 80.2 86.3 88.1: 13.7 11.9
Old : 100.0: 34.7 5.5 2.5 49.1 80.2 86.3 88.1: 13.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 36 12 13 37 26 78 46:
Old : 102: 36 12 13 37 26 78 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 42.1 38.1 61.9 23.6 41.7 38.1 61.5
Old : 23.6 42.1 38.1 61.9 23.6 41.7 38.1 61.5
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, August 6, 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 : 127,780: 44,376 6,979 3,224 62,733 102,418 110,334 112,621: 17,446 15,158
Old : 127,780: 44,376 6,979 3,224 62,733 102,418 110,334 112,621: 17,446 15,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 455: -2,880 1,208 289 2,595 -856 4 641: 451 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 5.5 2.5 49.1 80.2 86.3 88.1: 13.7 11.9
Old : 100.0: 34.7 5.5 2.5 49.1 80.2 86.3 88.1: 13.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 36 12 13 37 26 78 46:
Old : 102: 36 12 13 37 26 78 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 42.1 38.1 61.9 23.6 41.7 38.1 61.5
Old : 23.6 42.1 38.1 61.9 23.6 41.7 38.1 61.5
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, August 6, 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 : 6,607: 4,225 5,115 1,476 855 0 6,556 6,591: 51 16
Old : 6,607: 4,225 5,115 1,476 855 0 6,556 6,591: 51 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -80: 246 65 -126 -26 0 94 -61: -174 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 77.4 22.3 12.9 0.0 99.2 99.8: 0.8 0.2
Old : 100.0: 63.9 77.4 22.3 12.9 0.0 99.2 99.8: 0.8 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: 12 8 3 1 0 14 10:
Old : 21: 12 8 3 1 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 : 57.6 86.3 86.1 98.0 53.4 72.2 69.8 77.4
Old : 57.6 86.3 86.1 98.0 53.4 72.2 69.8 77.4
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, August 6, 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 : 32,733: 2,569 15,534 33 30,072 17,093 32,674 32,660: 59 73
Old : 32,733: 2,569 15,534 33 30,072 17,093 32,674 32,660: 59 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 3,144: 36 706 -16 3,098 2,413 3,118 3,103: 26 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 47.5 0.1 91.9 52.2 99.8 99.8: 0.2 0.2
Old : 100.0: 7.8 47.5 0.1 91.9 52.2 99.8 99.8: 0.2 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 : 33: 4 12 2 7 10 11 24:
Old : 33: 4 12 2 7 10 11 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.3 60.8 99.3 85.5 95.3 60.8 99.2 85.5
Old : 95.3 60.8 99.3 85.5 95.3 60.8 99.2 85.5
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, August 6, 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 : 17,381: 391 10,370 12 16,968 6,964 17,371 17,346: 10 35
Old : 17,381: 391 10,370 12 16,968 6,964 17,371 17,346: 10 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 1,833: 391 4,328 8 1,440 -2,516 1,839 1,820: -6 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 59.7 0.1 97.6 40.1 99.9 99.8: 0.1 0.2
Old : 100.0: 2.2 59.7 0.1 97.6 40.1 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 11 1 6 6 9 17:
Old : 25: 2 11 1 6 6 9 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 : 96.5 77.6 99.9 92.9 96.5 77.6 99.9 92.9
Old : 96.5 77.6 99.9 92.9 96.5 77.6 99.9 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 9, 2013