WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 5, 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 : 364,997: 114,627 137,911 48,273 173,041 124,231 335,941 310,415: 29,056 54,582
Old : 304,215: 100,725 130,626 31,164 150,317 98,938 282,206 260,728: 22,009 43,487
Other: 60,782: 26,281 19,664 4,730 22,724 25,293 53,735 49,687: 7,047 11,095
: : :
: : Changes in Commitments from: October 29, 2013 :
: 833: -11,218 13,292 4,537 10,213 -19,333 3,532 -1,504: -2,699 2,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 37.8 13.2 47.4 34.0 92.0 85.0: 8.0 15.0
Old : 100.0: 33.1 42.9 10.2 49.4 32.5 92.8 85.7: 7.2 14.3
Other: 100.0: 43.2 32.4 7.8 37.4 41.6 88.4 81.7: 11.6 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 84 154 108 74 102 231 302:
Old : 360: 92 143 80 68 93 209 271:
Other: 184: 34 59 33 44 74 105 146:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 11.0 28.7 19.3 16.3 10.7 27.9 18.2
Old : 17.7 13.1 30.9 22.1 17.6 13.1 30.4 22.1
Other: 41.0 22.8 53.6 32.5 39.2 22.7 50.1 32.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 5, 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 : 1,332,836: 370,306 488,644 167,313 645,170 432,892 1,182,789 1,088,849: 150,047 243,987
Old : 1,174,783: 340,616 475,182 134,666 561,169 368,895 1,036,451 978,743: 138,332 196,040
Other: 158,053: 60,034 43,806 2,303 84,001 63,997 146,338 110,106: 11,715 47,947
: : :
: : Changes in Commitments from: October 29, 2013 :
: 11,799: 12,344 -4,572 -6,610 7,940 22,223 13,674 11,041: -1,875 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 36.7 12.6 48.4 32.5 88.7 81.7: 11.3 18.3
Old : 100.0: 29.0 40.4 11.5 47.8 31.4 88.2 83.3: 11.8 16.7
Other: 100.0: 38.0 27.7 1.5 53.1 40.5 92.6 69.7: 7.4 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 160 213 180 268 265 538 571:
Old : 733: 161 225 153 264 251 517 546:
Other: 368: 62 79 17 63 184 137 270:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 9.5 19.7 17.9 10.7 9.3 18.5 16.9
Old : 11.4 10.1 20.7 18.4 11.2 10.0 19.4 17.6
Other: 29.5 23.8 46.8 31.6 29.5 23.3 46.8 31.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 5, 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 : 10,617: 2,865 630 256 5,824 8,230 8,945 9,116: 1,672 1,501
Old : 10,568: 2,854 630 256 5,794 8,197 8,904 9,083: 1,664 1,485
Other: 49: 11 0 0 30 33 41 33: 8 16
: : :
: : Changes in Commitments from: October 29, 2013 :
: 25: -424 18 -267 530 199 -161 -50: 186 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.9 2.4 54.9 77.5 84.3 85.9: 15.7 14.1
Old : 100.0: 27.0 6.0 2.4 54.8 77.6 84.3 85.9: 15.7 14.1
Other: 100.0: 22.4 0.0 0.0 61.2 67.3 83.7 67.3: 16.3 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 15 9 5 15 14 32 26:
Old : 44: 15 9 5 14 14 31 26:
Other: 6: 1 0 0 3 3 4 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 : 47.3 51.4 64.1 72.2 36.1 35.2 44.7 49.2
Old : 47.5 51.5 64.3 72.2 36.2 35.1 44.8 49.4
Other: 83.7 67.3 83.7 67.3 73.5 57.1 73.5 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 5, 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 : 563,699: 182,112 70,374 84,769 246,280 332,579 513,161 487,722: 50,538 75,977
Old : 509,468: 165,697 69,997 74,046 223,493 299,668 463,236 443,711: 46,232 65,757
Other: 54,231: 26,970 10,932 168 22,787 32,911 49,925 44,011: 4,306 10,220
: : :
: : Changes in Commitments from: October 29, 2013 :
: -20,730: 340 18,571 -2,545 -13,301 -31,920 -15,506 -15,894: -5,224 -4,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 12.5 15.0 43.7 59.0 91.0 86.5: 9.0 13.5
Old : 100.0: 32.5 13.7 14.5 43.9 58.8 90.9 87.1: 9.1 12.9
Other: 100.0: 49.7 20.2 0.3 42.0 60.7 92.1 81.2: 7.9 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 498: 125 139 127 132 189 336 393:
Old : 495: 133 130 114 128 181 326 375:
Other: 229: 33 59 8 37 111 76 173:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 19.2 21.1 29.1 10.2 15.2 18.1 21.8
Old : 12.7 18.3 23.0 27.8 10.9 16.0 19.8 22.3
Other: 42.4 43.3 59.4 52.0 42.4 43.3 59.0 52.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 5, 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 : 328,711: 75,788 76,957 64,545 153,511 147,309 293,844 288,811: 34,867 39,900
Old : 314,557: 76,590 77,572 59,375 145,413 139,316 281,378 276,263: 33,179 38,294
Other: 14,154: 1,971 2,158 2,397 8,098 7,993 12,466 12,548: 1,688 1,606
: : :
: : Changes in Commitments from: October 29, 2013 :
: 2,686: 4,254 -1,057 -4,578 1,605 9,694 1,281 4,059: 1,405 -1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 23.4 19.6 46.7 44.8 89.4 87.9: 10.6 12.1
Old : 100.0: 24.3 24.7 18.9 46.2 44.3 89.5 87.8: 10.5 12.2
Other: 100.0: 13.9 15.2 16.9 57.2 56.5 88.1 88.7: 11.9 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 69 87 110 85 64 230 223:
Old : 293: 75 88 108 84 63 228 221:
Other: 51: 11 11 13 21 9 39 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 23.5 20.6 31.9 9.8 19.8 18.2 26.5
Old : 11.2 22.9 20.9 31.4 10.1 20.5 18.5 27.5
Other: 38.1 52.8 60.8 71.6 33.7 46.5 54.8 61.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 5, 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 : 670,743: 100,850 76,384 7,570 420,471 414,258 528,891 498,212: 141,852 172,531
Old : 670,743: 100,850 76,384 7,570 420,471 414,258 528,891 498,212: 141,852 172,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 11,253: 19,982 9,543 -5,843 10,205 7,031 24,344 10,731: -13,091 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.4 1.1 62.7 61.8 78.9 74.3: 21.1 25.7
Old : 100.0: 15.0 11.4 1.1 62.7 61.8 78.9 74.3: 21.1 25.7
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 : 159: 27 34 17 58 78 96 118:
Old : 159: 27 34 17 58 78 96 118:
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 : 24.8 14.1 35.8 22.6 22.4 11.6 30.4 18.3
Old : 24.8 14.1 35.8 22.6 22.4 11.6 30.4 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, November 5, 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 : 422,231: 47,623 38,396 3,932 292,114 294,319 343,669 336,647: 78,562 85,584
Old : 422,231: 47,623 38,396 3,932 292,114 294,319 343,669 336,647: 78,562 85,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 11,034: 4,013 2,753 51 9,896 1,423 13,960 4,227: -2,926 6,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.1 0.9 69.2 69.7 81.4 79.7: 18.6 20.3
Old : 100.0: 11.3 9.1 0.9 69.2 69.7 81.4 79.7: 18.6 20.3
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 : 80: 8 10 6 41 46 52 59:
Old : 80: 8 10 6 41 46 52 59:
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 : 27.9 30.6 43.4 45.2 23.6 30.6 36.1 43.5
Old : 27.9 30.6 43.4 45.2 23.6 30.6 36.1 43.5
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 - Futures Only, November 5, 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 : 4,144: 1,447 250 260 1,945 3,362 3,652 3,872: 492 272
Old : 4,144: 1,447 250 260 1,945 3,362 3,652 3,872: 492 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: -71: 42 142 -109 -39 -47 -106 -14: 35 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 6.0 6.3 46.9 81.1 88.1 93.4: 11.9 6.6
Old : 100.0: 34.9 6.0 6.3 46.9 81.1 88.1 93.4: 11.9 6.6
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 : 36: 12 4 5 15 16 28 24:
Old : 36: 12 4 5 15 16 28 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 : 32.6 56.1 56.3 72.6 31.4 55.2 51.1 67.2
Old : 32.6 56.1 56.3 72.6 31.4 55.2 51.1 67.2
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 - Futures Only, November 5, 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 : 272,399: 82,952 57,197 31,287 113,219 155,641 227,458 244,125: 44,941 28,274
Old : 262,803: 82,833 57,431 29,234 107,746 148,979 219,813 235,644: 42,990 27,159
Other: 9,596: 1,641 1,288 531 5,473 6,662 7,645 8,481: 1,951 1,115
: : :
: : Changes in Commitments from: October 29, 2013 :
: -11,434: -11,700 5,227 1,618 3,070 -18,407 -7,012 -11,562: -4,422 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 21.0 11.5 41.6 57.1 83.5 89.6: 16.5 10.4
Old : 100.0: 31.5 21.9 11.1 41.0 56.7 83.6 89.7: 16.4 10.3
Other: 100.0: 17.1 13.4 5.5 57.0 69.4 79.7 88.4: 20.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 85 57 63 76 78 196 171:
Old : 246: 85 57 62 75 77 194 169:
Other: 51: 10 5 5 26 12 39 21:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 29.9 16.8 39.9 8.7 27.5 15.2 35.8
Old : 9.5 29.5 17.1 39.8 8.9 27.6 15.6 36.5
Other: 26.9 73.1 44.5 82.5 26.9 68.5 42.4 75.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 5, 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 : 8,845: 919 2,913 66 6,112 4,690 7,097 7,669: 1,748 1,176
Old : 8,835: 919 2,911 65 6,112 4,688 7,096 7,664: 1,739 1,171
Other: 10: 1 3 0 0 2 1 5: 9 5
: : :
: : Changes in Commitments from: October 29, 2013 :
: 50: -33 239 -24 -83 -77 -140 138: 190 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 32.9 0.7 69.1 53.0 80.2 86.7: 19.8 13.3
Old : 100.0: 10.4 32.9 0.7 69.2 53.1 80.3 86.7: 19.7 13.3
Other: 100.0: 10.0 30.0 0.0 0.0 20.0 10.0 50.0: 90.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 15 3 20 13 32 28:
Old : 51: 9 15 3 20 12 32 27:
Other: 3: 1 1 0 0 1 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 55.0 64.3 68.9 51.7 54.8 64.3 68.7
Old : 51.7 55.1 64.3 69.0 51.7 54.9 64.3 68.8
Other: 10.0 50.0 10.0 50.0 10.0 50.0 10.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 5, 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 : 961,104: 227,287 216,596 6,244 622,193 631,279 855,724 854,119: 105,380 106,985
Old : 961,104: 227,287 216,596 6,244 622,193 631,279 855,724 854,119: 105,380 106,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 15,268: 47,714 24,203 -1,346 -30,352 -12,364 16,016 10,493: -748 4,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.5 0.6 64.7 65.7 89.0 88.9: 11.0 11.1
Old : 100.0: 23.6 22.5 0.6 64.7 65.7 89.0 88.9: 11.0 11.1
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 : 222: 39 46 14 83 101 127 156:
Old : 222: 39 46 14 83 101 127 156:
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 : 24.2 25.6 35.2 36.2 22.9 25.0 33.4 34.1
Old : 24.2 25.6 35.2 36.2 22.9 25.0 33.4 34.1
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 - Futures Only, November 5, 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 : 2,275,937: 236,304 425,492 53,944 1,688,732 1,365,097 1,978,980 1,844,533: 296,957 431,404
Old : 2,275,937: 236,304 425,492 53,944 1,688,732 1,365,097 1,978,980 1,844,533: 296,957 431,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 119,003: 2,124 65,642 16,863 97,960 20,206 116,947 102,711: 2,056 16,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.7 2.4 74.2 60.0 87.0 81.0: 13.0 19.0
Old : 100.0: 10.4 18.7 2.4 74.2 60.0 87.0 81.0: 13.0 19.0
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 : 319: 40 81 44 124 153 192 250:
Old : 319: 40 81 44 124 153 192 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 15.4 44.2 22.8 31.0 9.3 38.9 14.8
Old : 33.5 15.4 44.2 22.8 31.0 9.3 38.9 14.8
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 - Futures Only, November 5, 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 : 1,872,456: 230,315 323,506 25,315 1,380,118 1,214,817 1,635,748 1,563,638: 236,708 308,818
Old : 1,872,456: 230,315 323,506 25,315 1,380,118 1,214,817 1,635,748 1,563,638: 236,708 308,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 55,945: 12,255 10,358 4,736 34,953 39,551 51,944 54,645: 4,001 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.3 1.4 73.7 64.9 87.4 83.5: 12.6 16.5
Old : 100.0: 12.3 17.3 1.4 73.7 64.9 87.4 83.5: 12.6 16.5
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 : 245: 37 52 20 87 122 138 180:
Old : 245: 37 52 20 87 122 138 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 17.6 48.7 26.9 33.3 16.8 46.3 25.4
Old : 34.1 17.6 48.7 26.9 33.3 16.8 46.3 25.4
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 - Futures Only, November 5, 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 : 277,789: 15,994 38,153 55,478 180,978 142,645 252,450 236,276: 25,339 41,513
Old : 277,789: 15,994 38,153 55,478 180,978 142,645 252,450 236,276: 25,339 41,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: -27,616: -676 1,709 -4,661 -20,746 -27,295 -26,083 -30,247: -1,533 2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 13.7 20.0 65.1 51.4 90.9 85.1: 9.1 14.9
Old : 100.0: 5.8 13.7 20.0 65.1 51.4 90.9 85.1: 9.1 14.9
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 : 61: 10 17 15 27 31 48 53:
Old : 61: 10 17 15 27 31 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 28.1 53.2 44.3 26.1 18.9 32.6 25.2
Old : 40.4 28.1 53.2 44.3 26.1 18.9 32.6 25.2
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 - Futures Only, November 5, 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 : 76,549: 21,783 7,275 2,612 42,240 57,611 66,634 67,497: 9,915 9,052
Old : 76,549: 21,783 7,275 2,612 42,240 57,611 66,634 67,497: 9,915 9,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 5,134: 3,794 -716 495 683 4,452 4,971 4,231: 164 904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 9.5 3.4 55.2 75.3 87.0 88.2: 13.0 11.8
Old : 100.0: 28.5 9.5 3.4 55.2 75.3 87.0 88.2: 13.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 33 22 9 41 25 80 54:
Old : 114: 33 22 9 41 25 80 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 : 24.3 36.2 36.8 58.4 20.0 34.8 30.3 56.7
Old : 24.3 36.2 36.8 58.4 20.0 34.8 30.3 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, November 5, 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 : 13,605: 4,157 645 0 7,829 12,447 11,986 13,092: 1,619 513
Old : 13,605: 4,157 645 0 7,829 12,447 11,986 13,092: 1,619 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 773: 12 18 0 720 720 732 738: 41 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.7 0.0 57.5 91.5 88.1 96.2: 11.9 3.8
Old : 100.0: 30.6 4.7 0.0 57.5 91.5 88.1 96.2: 11.9 3.8
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 : 23: 8 2 0 7 7 15 9:
Old : 23: 8 2 0 7 7 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 77.3 72.1 94.7 53.5 77.3 72.1 92.5
Old : 53.5 77.3 72.1 94.7 53.5 77.3 72.1 92.5
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 - Futures Only, November 5, 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 : 125,887: 39,785 17,793 690 68,821 90,327 109,296 108,810: 16,591 17,077
Old : 125,887: 39,785 17,793 690 68,821 90,327 109,296 108,810: 16,591 17,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 8,722: 8,353 -677 199 -75 7,463 8,477 6,985: 245 1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 14.1 0.5 54.7 71.8 86.8 86.4: 13.2 13.6
Old : 100.0: 31.6 14.1 0.5 54.7 71.8 86.8 86.4: 13.2 13.6
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 : 108: 30 25 4 38 23 70 50:
Old : 108: 30 25 4 38 23 70 50:
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 : 25.8 41.9 39.7 64.0 25.8 41.5 39.7 63.4
Old : 25.8 41.9 39.7 64.0 25.8 41.5 39.7 63.4
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 - Futures Only, November 5, 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 : 7,042: 4,877 6,124 782 1,339 0 6,998 6,906: 44 136
Old : 7,042: 4,877 6,124 782 1,339 0 6,998 6,906: 44 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 151: -471 178 0 626 -25 155 153: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 87.0 11.1 19.0 0.0 99.4 98.1: 0.6 1.9
Old : 100.0: 69.3 87.0 11.1 19.0 0.0 99.4 98.1: 0.6 1.9
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 : 20: 12 6 2 2 0 15 7:
Old : 20: 12 6 2 2 0 15 7:
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 : 55.1 94.1 79.3 98.1 52.1 84.5 75.0 87.0
Old : 55.1 94.1 79.3 98.1 52.1 84.5 75.0 87.0
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 - Futures Only, November 5, 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 : 39,934: 1,124 19,380 27 38,706 20,417 39,857 39,824: 77 110
Old : 39,934: 1,124 19,380 27 38,706 20,417 39,857 39,824: 77 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 139: -137 -111 0 287 220 150 109: -11 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 48.5 0.1 96.9 51.1 99.8 99.7: 0.2 0.3
Old : 100.0: 2.8 48.5 0.1 96.9 51.1 99.8 99.7: 0.2 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 : 41: 1 19 1 10 13 12 32:
Old : 41: 1 19 1 10 13 12 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.8 60.6 99.3 83.2 73.0 44.6 77.0 61.3
Old : 92.8 60.6 99.3 83.2 73.0 44.6 77.0 61.3
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 - Futures Only, November 5, 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 : 22,447: 900 12,813 0 21,541 9,609 22,441 22,422: 6 25
Old : 22,447: 900 12,813 0 21,541 9,609 22,441 22,422: 6 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 2,752: -392 314 0 3,152 2,455 2,760 2,769: -8 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 57.1 0.0 96.0 42.8 100.0 99.9: 0.0 0.1
Old : 100.0: 4.0 57.1 0.0 96.0 42.8 100.0 99.9: 0.0 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 : 32: 4 11 0 10 10 14 21:
Old : 32: 4 11 0 10 10 14 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 : 93.4 69.9 97.7 85.0 91.0 67.7 93.7 82.8
Old : 93.4 69.9 97.7 85.0 91.0 67.7 93.7 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 8, 2013