WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 3, 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 : 386,676: 128,983 183,192 54,305 175,930 102,856 359,218 340,353: 27,458 46,323
Old : 303,233: 123,527 171,865 22,672 137,598 74,165 283,797 268,702: 19,436 34,531
Other: 83,443: 30,855 36,726 6,234 38,332 28,691 75,421 71,651: 8,022 11,792
: : :
: : Changes in Commitments from: November 26, 2013 :
: -5,148: -292 -5,340 1,179 -3,020 69 -2,133 -4,092: -3,015 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 47.4 14.0 45.5 26.6 92.9 88.0: 7.1 12.0
Old : 100.0: 40.7 56.7 7.5 45.4 24.5 93.6 88.6: 6.4 11.4
Other: 100.0: 37.0 44.0 7.5 45.9 34.4 90.4 85.9: 9.6 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 112 136 94 85 94 247 286:
Old : 359: 116 128 55 75 77 218 233:
Other: 206: 44 66 33 51 78 116 161:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 10.9 27.9 20.1 15.7 10.9 26.7 19.4
Old : 17.8 14.0 29.6 25.1 17.2 14.0 28.8 24.5
Other: 35.0 19.1 53.4 30.5 34.8 19.1 50.0 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 3, 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 : 1,199,036: 314,950 414,372 162,259 587,191 397,689 1,064,400 974,320: 134,636 224,716
Old : 1,010,076: 280,532 392,066 122,665 488,464 327,396 891,661 842,127: 118,415 167,949
Other: 188,960: 71,487 59,375 2,525 98,727 70,293 172,739 132,193: 16,221 56,767
: : :
: : Changes in Commitments from: November 26, 2013 :
: -33,894: 4,438 -6,207 1,983 -29,451 -15,964 -23,030 -20,188: -10,864 -13,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 34.6 13.5 49.0 33.2 88.8 81.3: 11.2 18.7
Old : 100.0: 27.8 38.8 12.1 48.4 32.4 88.3 83.4: 11.7 16.6
Other: 100.0: 37.8 31.4 1.3 52.2 37.2 91.4 70.0: 8.6 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 668: 125 182 145 236 265 456 515:
Old : 661: 125 185 128 230 249 438 488:
Other: 379: 53 76 26 68 203 135 294:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.2 20.8 18.6 11.5 10.1 20.5 16.9
Old : 12.1 12.1 21.9 19.5 12.0 12.0 21.5 18.1
Other: 33.2 20.8 49.4 29.4 33.2 20.1 49.3 28.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 3, 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 : 8,354: 3,071 346 288 3,569 6,869 6,928 7,503: 1,426 851
Old : 8,184: 3,090 345 261 3,450 6,827 6,801 7,433: 1,383 751
Other: 170: 8 28 0 119 42 127 70: 43 100
: : :
: : Changes in Commitments from: November 26, 2013 :
: -26: 244 -5 95 -160 119 179 209: -205 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 4.1 3.4 42.7 82.2 82.9 89.8: 17.1 10.2
Old : 100.0: 37.8 4.2 3.2 42.2 83.4 83.1 90.8: 16.9 9.2
Other: 100.0: 4.7 16.5 0.0 70.0 24.7 74.7 41.2: 25.3 58.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 18 5 5 16 12 35 21:
Old : 43: 18 5 5 13 12 32 21:
Other: 13: 2 2 0 8 3 10 5:
:----------------------------------------------------------------------------------------------------
: 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 : 44.6 53.6 58.7 72.1 44.6 53.4 56.7 70.1
Old : 45.0 54.5 59.1 73.4 45.0 54.4 57.4 71.6
Other: 58.8 40.6 71.8 41.2 48.2 25.9 58.2 25.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 3, 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 : 617,952: 228,604 69,058 99,043 233,082 362,533 560,729 530,634: 57,223 87,318
Old : 546,559: 217,864 63,679 74,454 204,422 339,011 496,740 477,144: 49,819 69,415
Other: 71,393: 32,556 27,195 2,773 28,660 23,522 63,989 53,490: 7,404 17,903
: : :
: : Changes in Commitments from: November 26, 2013 :
: 11,944: 11,877 7,125 3,383 -4,351 -3,689 10,909 6,819: 1,035 5,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 11.2 16.0 37.7 58.7 90.7 85.9: 9.3 14.1
Old : 100.0: 39.9 11.7 13.6 37.4 62.0 90.9 87.3: 9.1 12.7
Other: 100.0: 45.6 38.1 3.9 40.1 32.9 89.6 74.9: 10.4 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 151 142 130 129 196 352 407:
Old : 514: 150 138 118 121 190 338 385:
Other: 272: 48 78 20 48 118 108 207:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 18.5 17.9 26.5 9.4 16.6 17.4 22.6
Old : 10.8 19.5 19.9 28.1 10.8 18.4 19.6 24.5
Other: 32.5 26.7 50.1 34.2 32.4 25.1 49.9 32.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 3, 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 : 343,677: 73,406 100,940 49,297 184,422 150,719 307,125 300,956: 36,552 42,721
Old : 321,835: 74,682 101,827 41,126 172,786 138,322 288,594 281,275: 33,241 40,560
Other: 21,842: 3,337 3,726 3,558 11,636 12,397 18,531 19,681: 3,311 2,161
: : :
: : Changes in Commitments from: November 26, 2013 :
: 6,915: 1,730 13,038 657 4,653 -7,164 7,040 6,531: -125 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 29.4 14.3 53.7 43.9 89.4 87.6: 10.6 12.4
Old : 100.0: 23.2 31.6 12.8 53.7 43.0 89.7 87.4: 10.3 12.6
Other: 100.0: 15.3 17.1 16.3 53.3 56.8 84.8 90.1: 15.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 62 94 93 82 55 211 207:
Old : 285: 71 90 88 81 54 208 201:
Other: 65: 10 19 14 26 11 47 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 25.2 21.6 33.0 9.0 18.0 16.7 24.9
Old : 13.7 24.4 22.6 32.7 10.5 19.6 18.8 26.7
Other: 35.2 51.6 52.1 66.2 30.3 45.3 45.0 57.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 3, 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 : 710,746: 92,745 71,095 15,330 479,605 432,622 587,680 519,047: 123,066 191,699
Old : 710,746: 92,745 71,095 15,330 479,605 432,622 587,680 519,047: 123,066 191,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -88,847: 4,157 -8,556 -7,942 -73,393 -61,605 -77,178 -78,103: -11,669 -10,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.0 2.2 67.5 60.9 82.7 73.0: 17.3 27.0
Old : 100.0: 13.0 10.0 2.2 67.5 60.9 82.7 73.0: 17.3 27.0
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 : 162: 28 36 17 66 80 103 125:
Old : 162: 28 36 17 66 80 103 125:
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 : 26.5 15.5 38.1 24.2 23.2 12.5 30.9 19.4
Old : 26.5 15.5 38.1 24.2 23.2 12.5 30.9 19.4
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, December 3, 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 : 479,309: 55,181 61,824 13,396 327,564 314,081 396,141 389,301: 83,168 90,008
Old : 479,309: 55,181 61,824 13,396 327,564 314,081 396,141 389,301: 83,168 90,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 15,112: 6,121 6,553 -264 16,929 23,388 22,786 29,677: -7,674 -14,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.9 2.8 68.3 65.5 82.6 81.2: 17.4 18.8
Old : 100.0: 11.5 12.9 2.8 68.3 65.5 82.6 81.2: 17.4 18.8
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 : 93: 8 17 11 51 52 68 71:
Old : 93: 8 17 11 51 52 68 71:
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 30.8 41.5 43.6 23.0 30.2 36.3 42.2
Old : 25.8 30.8 41.5 43.6 23.0 30.2 36.3 42.2
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, December 3, 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 : 3,313: 997 325 183 1,475 2,561 2,655 3,069: 658 244
Old : 3,313: 997 325 183 1,475 2,561 2,655 3,069: 658 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -53: -17 26 -10 -121 -96 -148 -80: 95 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 9.8 5.5 44.5 77.3 80.1 92.6: 19.9 7.4
Old : 100.0: 30.1 9.8 5.5 44.5 77.3 80.1 92.6: 19.9 7.4
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 : 29: 8 2 4 12 14 22 18:
Old : 29: 8 2 4 12 14 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 59.8 57.1 77.2 31.6 54.6 48.6 66.1
Old : 36.8 59.8 57.1 77.2 31.6 54.6 48.6 66.1
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 - Futures Only, December 3, 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 : 272,138: 98,367 46,314 24,439 100,685 175,183 223,491 245,936: 48,647 26,202
Old : 252,462: 94,891 47,431 20,366 91,524 159,893 206,781 227,690: 45,681 24,772
Other: 19,676: 6,342 1,749 1,207 9,161 15,290 16,710 18,246: 2,966 1,430
: : :
: : Changes in Commitments from: November 26, 2013 :
: 2,016: 3,203 293 -1,353 588 5,374 2,438 4,314: -422 -2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 17.0 9.0 37.0 64.4 82.1 90.4: 17.9 9.6
Old : 100.0: 37.6 18.8 8.1 36.3 63.3 81.9 90.2: 18.1 9.8
Other: 100.0: 32.2 8.9 6.1 46.6 77.7 84.9 92.7: 15.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 77 57 60 71 77 189 160:
Old : 231: 75 57 57 70 76 183 159:
Other: 74: 22 11 9 32 14 58 31:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 34.8 16.5 42.9 9.0 31.1 16.3 38.2
Old : 9.7 34.4 17.6 42.8 9.7 31.4 17.4 38.7
Other: 26.9 56.4 42.5 77.2 26.9 45.6 41.2 66.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 3, 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 : 8,827: 1,286 1,010 648 5,098 5,990 7,032 7,648: 1,795 1,179
Old : 8,797: 1,286 1,002 644 5,095 5,984 7,025 7,630: 1,772 1,167
Other: 30: 4 12 0 3 6 7 18: 23 12
: : :
: : Changes in Commitments from: November 26, 2013 :
: 488: 296 -176 398 -378 225 316 447: 172 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.4 7.3 57.8 67.9 79.7 86.6: 20.3 13.4
Old : 100.0: 14.6 11.4 7.3 57.9 68.0 79.9 86.7: 20.1 13.3
Other: 100.0: 13.3 40.0 0.0 10.0 20.0 23.3 60.0: 76.7 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 10 8 15 13 31 27:
Old : 47: 9 10 8 14 12 30 26:
Other: 5: 2 1 0 1 1 3 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 : 43.5 56.0 57.4 68.7 43.5 55.9 57.3 67.7
Old : 43.7 56.2 57.6 68.9 43.7 56.2 57.6 68.0
Other: 23.3 60.0 23.3 60.0 23.3 60.0 23.3 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 3, 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 : 1,001,894: 246,265 184,121 15,003 627,756 704,664 889,024 903,788: 112,870 98,106
Old : 1,001,894: 246,265 184,121 15,003 627,756 704,664 889,024 903,788: 112,870 98,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -12,086: 14,211 5,157 -16,739 3,698 12,310 1,170 728: -13,256 -12,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.4 1.5 62.7 70.3 88.7 90.2: 11.3 9.8
Old : 100.0: 24.6 18.4 1.5 62.7 70.3 88.7 90.2: 11.3 9.8
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 : 202: 39 35 16 83 97 130 141:
Old : 202: 39 35 16 83 97 130 141:
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 : 22.3 23.8 33.8 35.9 17.0 21.4 27.0 31.3
Old : 22.3 23.8 33.8 35.9 17.0 21.4 27.0 31.3
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, December 3, 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 : 2,459,449: 284,396 451,756 67,558 1,874,852 1,491,605 2,226,806 2,010,919: 232,643 448,530
Old : 2,459,449: 284,396 451,756 67,558 1,874,852 1,491,605 2,226,806 2,010,919: 232,643 448,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -18,020: 48,290 60,096 -6,406 1,679 -63,530 43,563 -9,840: -61,583 -8,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 18.4 2.7 76.2 60.6 90.5 81.8: 9.5 18.2
Old : 100.0: 11.6 18.4 2.7 76.2 60.6 90.5 81.8: 9.5 18.2
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 : 314: 39 86 41 123 158 190 257:
Old : 314: 39 86 41 123 158 190 257:
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 : 33.6 16.3 48.4 23.0 30.4 11.5 42.1 16.7
Old : 33.6 16.3 48.4 23.0 30.4 11.5 42.1 16.7
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, December 3, 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 : 1,959,228: 283,364 254,011 40,788 1,391,690 1,347,305 1,715,842 1,642,104: 243,386 317,124
Old : 1,959,228: 283,364 254,011 40,788 1,391,690 1,347,305 1,715,842 1,642,104: 243,386 317,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -82,560: 2,599 -8,547 -34,639 -2,400 -30,273 -34,440 -73,459: -48,120 -9,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 13.0 2.1 71.0 68.8 87.6 83.8: 12.4 16.2
Old : 100.0: 14.5 13.0 2.1 71.0 68.8 87.6 83.8: 12.4 16.2
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 : 230: 33 50 18 90 122 137 177:
Old : 230: 33 50 18 90 122 137 177:
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 : 33.4 23.8 45.9 32.9 32.4 20.8 44.1 29.1
Old : 33.4 23.8 45.9 32.9 32.4 20.8 44.1 29.1
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, December 3, 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 : 264,394: 15,937 40,395 49,133 176,875 130,977 241,945 220,505: 22,449 43,889
Old : 264,394: 15,937 40,395 49,133 176,875 130,977 241,945 220,505: 22,449 43,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -24,099: 302 -3,621 -1,976 -19,406 -22,000 -21,080 -27,597: -3,019 3,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 15.3 18.6 66.9 49.5 91.5 83.4: 8.5 16.6
Old : 100.0: 6.0 15.3 18.6 66.9 49.5 91.5 83.4: 8.5 16.6
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 : 63: 12 15 13 29 29 48 51:
Old : 63: 12 15 13 29 29 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 28.3 56.4 44.8 30.7 22.1 38.3 28.3
Old : 43.2 28.3 56.4 44.8 30.7 22.1 38.3 28.3
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, December 3, 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 : 86,226: 26,097 7,864 3,920 46,242 63,946 76,258 75,730: 9,968 10,496
Old : 86,226: 26,097 7,864 3,920 46,242 63,946 76,258 75,730: 9,968 10,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 4,513: 2,516 -2,208 1,040 636 6,660 4,192 5,492: 321 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.1 4.5 53.6 74.2 88.4 87.8: 11.6 12.2
Old : 100.0: 30.3 9.1 4.5 53.6 74.2 88.4 87.8: 11.6 12.2
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 : 113: 31 23 12 40 25 80 57:
Old : 113: 31 23 12 40 25 80 57:
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 : 22.1 35.6 35.3 56.1 18.6 34.3 30.7 54.1
Old : 22.1 35.6 35.3 56.1 18.6 34.3 30.7 54.1
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, December 3, 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 : 14,557: 3,975 522 5 8,927 13,445 12,907 13,972: 1,650 585
Old : 14,557: 3,975 522 5 8,927 13,445 12,907 13,972: 1,650 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 746: -162 202 5 748 748 591 955: 155 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 3.6 0.0 61.3 92.4 88.7 96.0: 11.3 4.0
Old : 100.0: 27.3 3.6 0.0 61.3 92.4 88.7 96.0: 11.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 2 3 7 10 15 15:
Old : 26: 8 2 3 7 10 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 68.4 72.7 87.8 55.2 67.4 72.7 85.7
Old : 55.2 68.4 72.7 87.8 55.2 67.4 72.7 85.7
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, December 3, 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 : 143,337: 50,614 21,055 1,458 74,630 101,002 126,702 123,515: 16,635 19,822
Old : 143,337: 50,614 21,055 1,458 74,630 101,002 126,702 123,515: 16,635 19,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 7,533: 6,834 -3,342 592 -224 11,823 7,202 9,073: 331 -1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 14.7 1.0 52.1 70.5 88.4 86.2: 11.6 13.8
Old : 100.0: 35.3 14.7 1.0 52.1 70.5 88.4 86.2: 11.6 13.8
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 : 109: 30 28 5 37 21 70 51:
Old : 109: 30 28 5 37 21 70 51:
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 : 23.2 40.0 37.7 58.9 23.2 39.5 37.4 58.3
Old : 23.2 40.0 37.7 58.9 23.2 39.5 37.4 58.3
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 - Futures Only, December 3, 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 : 47,354: 5,006 21,002 0 41,838 25,770 46,844 46,772: 510 582
Old : 47,354: 5,006 21,002 0 41,838 25,770 46,844 46,772: 510 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,041: -462 612 0 1,027 -71 565 541: 476 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 44.4 0.0 88.4 54.4 98.9 98.8: 1.1 1.2
Old : 100.0: 10.6 44.4 0.0 88.4 54.4 98.9 98.8: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 16 0 12 15 14 31:
Old : 43: 2 16 0 12 15 14 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 : 85.6 52.6 98.2 77.2 74.4 39.8 79.4 61.4
Old : 85.6 52.6 98.2 77.2 74.4 39.8 79.4 61.4
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, December 3, 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 : 36,006: 394 15,934 3,170 32,418 16,878 35,982 35,982: 24 24
Old : 36,006: 394 15,934 3,170 32,418 16,878 35,982 35,982: 24 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 3,741: 186 -340 3,150 432 930 3,768 3,740: -27 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 44.3 8.8 90.0 46.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.1 44.3 8.8 90.0 46.9 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 : 34: 2 13 1 10 12 12 26:
Old : 34: 2 13 1 10 12 12 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 : 88.6 69.2 99.3 86.9 76.2 54.3 77.5 67.3
Old : 88.6 69.2 99.3 86.9 76.2 54.3 77.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2013