WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 466,026: 125,540 116,846 109,092 197,555 188,878 432,187 414,816: 33,839 51,210
Old : 414,873: 110,013 113,688 93,435 183,087 165,942 386,535 373,065: 28,338 41,808
Other: 51,153: 25,215 12,846 5,969 14,468 22,937 45,652 41,752: 5,501 9,402
: : :
: : Changes in Commitments from: October 1, 2013 :
: 11,511: 7,212 -7,346 4,776 -840 12,484 11,147 9,914: 364 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 25.1 23.4 42.4 40.5 92.7 89.0: 7.3 11.0
Old : 100.0: 26.5 27.4 22.5 44.1 40.0 93.2 89.9: 6.8 10.1
Other: 100.0: 49.3 25.1 11.7 28.3 44.8 89.2 81.6: 10.8 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 111 144 151 88 128 293 342:
Old : 396: 112 145 133 85 125 272 332:
Other: 177: 44 44 42 43 74 106 145:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 14.2 27.0 22.6 13.7 13.4 23.2 19.7
Old : 18.5 15.7 29.4 24.7 16.6 14.9 27.0 22.8
Other: 42.0 22.6 52.8 34.6 40.7 22.6 49.3 32.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 1,783,725: 299,021 404,678 563,660 740,511 506,954 1,603,192 1,475,292: 180,533 308,433
Old : 1,636,863: 288,819 427,700 503,060 676,090 448,247 1,467,968 1,379,006: 168,895 257,857
Other: 146,862: 46,767 13,542 24,036 64,422 58,708 135,224 96,286: 11,638 50,577
: : :
: : Changes in Commitments from: October 1, 2013 :
: 27,844: -5,022 787 17,213 9,241 4,468 21,433 22,468: 6,411 5,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.7 31.6 41.5 28.4 89.9 82.7: 10.1 17.3
Old : 100.0: 17.6 26.1 30.7 41.3 27.4 89.7 84.2: 10.3 15.8
Other: 100.0: 31.8 9.2 16.4 43.9 40.0 92.1 65.6: 7.9 34.4
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 175 241 258 307 300 635 657:
Old : 782: 173 247 235 305 296 616 645:
Other: 329: 65 51 46 78 175 160 255:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 10.3 17.9 17.0 7.6 6.8 13.6 12.2
Old : 10.5 10.0 18.0 16.9 7.8 7.5 14.1 12.8
Other: 26.9 22.3 42.5 30.3 26.2 19.2 39.4 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 13,452: 2,538 2,039 1,684 6,962 7,754 11,185 11,477: 2,268 1,975
Old : 13,448: 2,538 2,039 1,684 6,960 7,750 11,183 11,473: 2,266 1,975
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 19: 179 18 -9 -138 -78 33 -68: -14 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 15.2 12.5 51.8 57.6 83.1 85.3: 16.9 14.7
Old : 100.0: 18.9 15.2 12.5 51.8 57.6 83.2 85.3: 16.8 14.7
Other: 100.0: 0.0 0.0 0.0 50.0 100.0 50.0 100.0: 50.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 14 8 17 13 35 30:
Old : 46: 13 14 8 17 13 35 30:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 45.8 35.9 61.7 55.7 39.3 34.4 48.6 47.4
Old : 45.8 35.9 61.7 55.7 39.3 34.4 48.6 47.3
Other: 50.0 100.0 50.0 100.0 50.0 100.0 50.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 871,614: 174,722 58,501 291,105 343,575 433,524 809,402 783,130: 62,212 88,484
Old : 825,244: 162,805 64,953 275,226 327,893 404,611 765,924 744,790: 59,321 80,454
Other: 46,370: 23,538 5,169 4,258 15,682 28,913 43,478 38,339: 2,891 8,030
: : :
: : Changes in Commitments from: October 1, 2013 :
: -10,976: -1,688 -3,080 -16,696 7,437 7,149 -10,947 -12,626: -29 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 6.7 33.4 39.4 49.7 92.9 89.8: 7.1 10.2
Old : 100.0: 19.7 7.9 33.4 39.7 49.0 92.8 90.3: 7.2 9.7
Other: 100.0: 50.8 11.1 9.2 33.8 62.4 93.8 82.7: 6.2 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 169 193 261 144 176 458 495:
Old : 557: 170 189 257 143 172 452 488:
Other: 201: 49 48 36 40 81 103 152:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 16.2 17.0 24.1 6.8 10.4 12.3 14.4
Old : 9.6 15.6 17.7 23.0 7.1 10.4 12.9 14.2
Other: 48.5 46.2 62.0 52.7 48.5 46.2 61.5 51.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 345,712: 64,969 94,971 88,158 155,474 118,472 308,601 301,601: 37,111 44,110
Old : 335,226: 65,879 95,725 83,156 150,754 113,569 299,789 292,450: 35,437 42,776
Other: 10,486: 1,591 1,747 2,502 4,719 4,903 8,812 9,152: 1,674 1,334
: : :
: : Changes in Commitments from: October 1, 2013 :
: -306: -5,269 -4,314 4,326 -1,272 -2,840 -2,215 -2,829: 1,910 2,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.5 25.5 45.0 34.3 89.3 87.2: 10.7 12.8
Old : 100.0: 19.7 28.6 24.8 45.0 33.9 89.4 87.2: 10.6 12.8
Other: 100.0: 15.2 16.7 23.9 45.0 46.8 84.0 87.3: 16.0 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 54 107 107 82 70 219 235:
Old : 290: 59 110 104 82 70 218 233:
Other: 51: 10 16 15 17 9 36 34:
:----------------------------------------------------------------------------------------------------
: 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 19.4 19.7 27.3 9.5 15.5 17.6 21.6
Old : 11.4 19.4 19.8 27.5 9.8 16.1 17.7 22.4
Other: 39.7 43.8 60.9 66.4 28.7 35.7 46.0 52.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 726,851: 85,206 85,381 48,835 454,569 403,739 588,610 537,954: 138,241 188,897
Old : 726,851: 85,206 85,381 48,835 454,569 403,739 588,610 537,954: 138,241 188,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 10,364: -7,173 4,887 5,781 11,806 -1,113 10,414 9,555: -49 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 11.7 6.7 62.5 55.5 81.0 74.0: 19.0 26.0
Old : 100.0: 11.7 11.7 6.7 62.5 55.5 81.0 74.0: 19.0 26.0
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 : 161: 28 38 38 74 80 125 133:
Old : 161: 28 38 38 74 80 125 133:
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 : 21.8 15.0 31.8 23.2 19.7 14.3 27.4 20.7
Old : 21.8 15.0 31.8 23.2 19.7 14.3 27.4 20.7
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, October 8, 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 : 405,446: 42,551 40,838 4,277 280,185 286,255 327,013 331,370: 78,433 74,076
Old : 405,446: 42,551 40,838 4,277 280,185 286,255 327,013 331,370: 78,433 74,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 3,371: 20 347 147 1,305 179 1,472 672: 1,900 2,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.1 1.1 69.1 70.6 80.7 81.7: 19.3 18.3
Old : 100.0: 10.5 10.1 1.1 69.1 70.6 80.7 81.7: 19.3 18.3
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 : 79: 7 9 7 42 46 54 57:
Old : 79: 7 9 7 42 46 54 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 : 28.7 31.4 44.9 45.7 24.5 31.4 35.9 44.3
Old : 28.7 31.4 44.9 45.7 24.5 31.4 35.9 44.3
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, October 8, 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 : 5,020: 1,541 208 450 2,488 3,961 4,479 4,619: 541 401
Old : 5,020: 1,541 208 450 2,488 3,961 4,479 4,619: 541 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -426: -75 175 4 -408 -637 -479 -458: 53 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.1 9.0 49.6 78.9 89.2 92.0: 10.8 8.0
Old : 100.0: 30.7 4.1 9.0 49.6 78.9 89.2 92.0: 10.8 8.0
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 : 34: 11 2 4 16 17 28 22:
Old : 34: 11 2 4 16 17 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 57.6 51.6 76.3 25.3 45.6 38.7 53.9
Old : 30.1 57.6 51.6 76.3 25.3 45.6 38.7 53.9
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, October 8, 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 : 318,758: 86,153 43,286 60,211 123,653 187,593 270,018 291,090: 48,740 27,668
Old : 313,113: 86,128 43,428 58,932 120,438 183,879 265,498 286,239: 47,615 26,874
Other: 5,645: 1,061 893 244 3,215 3,714 4,520 4,851: 1,125 794
: : :
: : Changes in Commitments from: October 1, 2013 :
: 4,374: -458 -540 2,396 -747 1,546 1,191 3,401: 3,182 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 13.6 18.9 38.8 58.9 84.7 91.3: 15.3 8.7
Old : 100.0: 27.5 13.9 18.8 38.5 58.7 84.8 91.4: 15.2 8.6
Other: 100.0: 18.8 15.8 4.3 57.0 65.8 80.1 85.9: 19.9 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 87 58 75 81 83 209 179:
Old : 252: 87 59 74 81 82 208 178:
Other: 45: 10 7 9 20 13 34 25:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 31.7 16.1 40.2 7.6 25.9 13.9 32.6
Old : 9.4 31.6 16.3 40.3 7.7 26.2 14.0 32.9
Other: 33.4 54.8 52.2 74.9 33.4 50.9 47.8 64.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 12,162: 1,237 3,673 1,314 7,359 5,407 9,910 10,394: 2,252 1,768
Old : 12,160: 1,236 3,673 1,314 7,359 5,407 9,909 10,394: 2,251 1,766
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: October 1, 2013 :
: 1,056: -192 884 233 821 -167 861 950: 195 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 30.2 10.8 60.5 44.5 81.5 85.5: 18.5 14.5
Old : 100.0: 10.2 30.2 10.8 60.5 44.5 81.5 85.5: 18.5 14.5
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 17 12 11 24 16 45 36:
Old : 58: 16 13 11 24 16 45 36:
Other: 1: 1 0 0 0 0 1 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 : 40.1 45.9 52.3 59.1 39.8 42.5 50.2 53.3
Old : 40.1 45.9 52.3 59.1 39.8 42.5 50.2 53.3
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 975,588: 183,125 199,240 32,503 653,966 636,682 869,594 868,425: 105,995 107,163
Old : 975,588: 183,125 199,240 32,503 653,966 636,682 869,594 868,425: 105,995 107,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 34,580: 3,077 14,124 10,393 22,074 16,033 35,543 40,550: -963 -5,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.4 3.3 67.0 65.3 89.1 89.0: 10.9 11.0
Old : 100.0: 18.8 20.4 3.3 67.0 65.3 89.1 89.0: 10.9 11.0
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 : 225: 47 39 28 82 108 139 165:
Old : 225: 47 39 28 82 108 139 165:
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 : 27.3 25.5 36.5 34.8 25.4 24.6 34.3 32.2
Old : 27.3 25.5 36.5 34.8 25.4 24.6 34.3 32.2
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, October 8, 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 : 2,528,015: 202,273 245,449 300,422 1,731,143 1,539,228 2,233,838 2,085,099: 294,178 442,916
Old : 2,528,015: 202,273 245,449 300,422 1,731,143 1,539,228 2,233,838 2,085,099: 294,178 442,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 99,444: -37,475 10,154 39,091 95,817 44,628 97,433 93,873: 2,010 5,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.7 11.9 68.5 60.9 88.4 82.5: 11.6 17.5
Old : 100.0: 8.0 9.7 11.9 68.5 60.9 88.4 82.5: 11.6 17.5
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 : 313: 46 66 75 158 178 248 275:
Old : 313: 46 66 75 158 178 248 275:
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 : 28.2 11.8 36.4 18.1 25.7 6.2 31.0 10.8
Old : 28.2 11.8 36.4 18.1 25.7 6.2 31.0 10.8
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 with Delta-adjusted Options and Futures Combined, October 8, 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 : 1,976,372: 166,031 298,085 172,461 1,414,840 1,203,808 1,753,332 1,674,354: 223,040 302,019
Old : 1,976,372: 166,031 298,085 172,461 1,414,840 1,203,808 1,753,332 1,674,354: 223,040 302,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 27,614: -10,396 14,436 -14,715 30,078 36,176 4,966 35,897: 22,648 -8,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.1 8.7 71.6 60.9 88.7 84.7: 11.3 15.3
Old : 100.0: 8.4 15.1 8.7 71.6 60.9 88.7 84.7: 11.3 15.3
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 : 242: 32 52 40 100 136 155 205:
Old : 242: 32 52 40 100 136 155 205:
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 : 31.6 14.3 43.5 23.3 29.0 14.3 38.7 20.5
Old : 31.6 14.3 43.5 23.3 29.0 14.3 38.7 20.5
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, October 8, 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 : 306,421: 20,670 32,689 65,019 186,370 165,997 272,059 263,704: 34,363 42,717
Old : 306,421: 20,670 32,689 65,019 186,370 165,997 272,059 263,704: 34,363 42,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 24,012: 908 5,059 2,511 17,988 20,878 21,407 28,448: 2,605 -4,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 10.7 21.2 60.8 54.2 88.8 86.1: 11.2 13.9
Old : 100.0: 6.7 10.7 21.2 60.8 54.2 88.8 86.1: 11.2 13.9
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 : 60: 14 12 17 28 31 49 53:
Old : 60: 14 12 17 28 31 49 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 : 36.8 25.0 50.6 38.1 24.8 16.7 30.4 24.7
Old : 36.8 25.0 50.6 38.1 24.8 16.7 30.4 24.7
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, October 8, 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 : 53,299: 15,226 4,999 1,482 26,748 41,511 43,455 47,991: 9,844 5,308
Old : 53,299: 15,226 4,999 1,482 26,748 41,511 43,455 47,991: 9,844 5,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -8,483: -6,057 1,012 -204 -3,203 -9,597 -9,464 -8,789: 981 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.4 2.8 50.2 77.9 81.5 90.0: 18.5 10.0
Old : 100.0: 28.6 9.4 2.8 50.2 77.9 81.5 90.0: 18.5 10.0
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 : 98: 34 16 12 40 18 79 41:
Old : 98: 34 16 12 40 18 79 41:
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 : 18.3 48.9 31.8 69.2 17.9 48.7 31.4 68.9
Old : 18.3 48.9 31.8 69.2 17.9 48.7 31.4 68.9
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, October 8, 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 : 106,598: 30,451 9,998 2,963 53,496 83,021 86,910 95,982: 19,687 10,616
Old : 106,598: 30,451 9,998 2,963 53,496 83,021 86,910 95,982: 19,687 10,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -16,966: -12,114 2,024 -408 -6,406 -19,194 -18,928 -17,578: 1,962 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.4 2.8 50.2 77.9 81.5 90.0: 18.5 10.0
Old : 100.0: 28.6 9.4 2.8 50.2 77.9 81.5 90.0: 18.5 10.0
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 : 98: 34 16 12 40 18 79 41:
Old : 98: 34 16 12 40 18 79 41:
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 : 18.3 48.9 31.8 69.2 17.9 48.7 31.4 68.9
Old : 18.3 48.9 31.8 69.2 17.9 48.7 31.4 68.9
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, October 8, 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 : 6,847: 5,186 5,962 864 747 0 6,797 6,826: 50 21
Old : 6,847: 5,186 5,962 864 747 0 6,797 6,826: 50 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -441: -112 0 -403 52 -26 -463 -429: 22 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 87.1 12.6 10.9 0.0 99.3 99.7: 0.7 0.3
Old : 100.0: 75.7 87.1 12.6 10.9 0.0 99.3 99.7: 0.7 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 : 22: 14 5 3 3 0 18 7:
Old : 22: 14 5 3 3 0 18 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 : 52.1 96.6 76.2 99.7 50.0 86.7 69.4 87.1
Old : 52.1 96.6 76.2 99.7 50.0 86.7 69.4 87.1
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, October 8, 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 : 40,552: 1,606 19,231 27 38,866 21,220 40,499 40,478: 53 74
Old : 40,552: 1,606 19,231 27 38,866 21,220 40,499 40,478: 53 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -1,045: -893 314 0 -169 -1,357 -1,062 -1,043: 17 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 47.4 0.1 95.8 52.3 99.9 99.8: 0.1 0.2
Old : 100.0: 4.0 47.4 0.1 95.8 52.3 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 : 41: 2 17 1 7 17 10 34:
Old : 41: 2 17 1 7 17 10 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.4 61.8 99.8 81.5 77.0 42.0 77.5 59.3
Old : 95.4 61.8 99.8 81.5 77.0 42.0 77.5 59.3
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 with Delta-adjusted Options and Futures Combined, October 8, 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 : 17,021: 297 10,947 0 16,703 5,994 17,000 16,941: 21 80
Old : 17,021: 297 10,947 0 16,703 5,994 17,000 16,941: 21 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -1,806: -1,606 999 0 -214 -2,806 -1,820 -1,807: 14 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 64.3 0.0 98.1 35.2 99.9 99.5: 0.1 0.5
Old : 100.0: 1.7 64.3 0.0 98.1 35.2 99.9 99.5: 0.1 0.5
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 : 29: 2 12 0 9 8 11 20:
Old : 29: 2 12 0 9 8 11 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.9 77.1 98.2 87.4 91.0 77.1 95.3 86.4
Old : 93.9 77.1 98.2 87.4 91.0 77.1 95.3 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2013