WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 465,737: 124,505 113,476 108,666 200,512 194,170 433,683 416,312: 32,054 49,425
Old : 412,056: 110,024 110,603 92,148 183,743 169,438 385,916 372,189: 26,141 39,867
Other: 53,681: 24,682 13,074 6,317 16,769 24,732 47,767 44,123: 5,914 9,558
: : :
: : Changes in Commitments from: October 8, 2013 :
: -289: -1,034 -3,370 -426 2,956 5,292 1,496 1,496: -1,785 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 24.4 23.3 43.1 41.7 93.1 89.4: 6.9 10.6
Old : 100.0: 26.7 26.8 22.4 44.6 41.1 93.7 90.3: 6.3 9.7
Other: 100.0: 46.0 24.4 11.8 31.2 46.1 89.0 82.2: 11.0 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 115 152 153 87 127 298 348:
Old : 407: 120 150 135 83 125 278 338:
Other: 175: 44 43 40 45 75 108 143:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 14.0 27.3 22.4 13.9 13.2 23.1 19.5
Old : 18.7 15.6 29.7 24.4 17.0 14.8 27.1 22.7
Other: 40.8 23.3 51.6 34.7 39.4 23.3 49.1 32.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 1,811,735: 304,209 413,343 567,295 755,469 519,875 1,626,974 1,500,513: 184,761 311,222
Old : 1,653,701: 293,534 435,657 500,931 688,145 459,818 1,482,611 1,396,406: 171,090 257,295
Other: 158,034: 49,206 16,217 27,834 67,324 60,057 144,363 104,107: 13,671 53,926
: : :
: : Changes in Commitments from: October 8, 2013 :
: 28,009: 5,188 8,665 3,636 14,958 12,920 23,782 25,221: 4,228 2,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.8 31.3 41.7 28.7 89.8 82.8: 10.2 17.2
Old : 100.0: 17.8 26.3 30.3 41.6 27.8 89.7 84.4: 10.3 15.6
Other: 100.0: 31.1 10.3 17.6 42.6 38.0 91.3 65.9: 8.7 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 184 238 258 305 297 637 654:
Old : 782: 176 247 234 302 292 617 640:
Other: 347: 69 60 53 79 177 170 269:
:----------------------------------------------------------------------------------------------------
: 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 10.7 17.8 17.4 7.5 7.2 13.5 12.6
Old : 10.6 10.2 17.9 17.3 7.8 7.5 14.0 13.1
Other: 26.1 20.8 40.2 28.8 24.5 17.7 37.3 22.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 13,007: 2,655 1,726 1,506 6,620 8,010 10,780 11,242: 2,227 1,765
Old : 13,003: 2,655 1,726 1,506 6,618 8,006 10,778 11,238: 2,225 1,765
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -445: 116 -313 -178 -342 256 -404 -236: -41 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.3 11.6 50.9 61.6 82.9 86.4: 17.1 13.6
Old : 100.0: 20.4 13.3 11.6 50.9 61.6 82.9 86.4: 17.1 13.6
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 : 44: 16 9 8 17 13 34 29:
Old : 44: 16 9 8 17 13 34 29:
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 : 45.4 34.9 60.1 56.4 32.8 27.2 42.4 43.4
Old : 45.4 34.9 60.1 56.4 32.8 27.2 42.4 43.4
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 15, 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 : 890,058: 174,760 56,470 290,262 362,966 449,750 827,988 796,481: 62,070 93,576
Old : 840,560: 160,553 61,008 276,048 345,191 418,160 781,792 755,215: 58,768 85,344
Other: 49,498: 23,896 5,151 4,524 17,775 31,590 46,196 41,266: 3,301 8,232
: : :
: : Changes in Commitments from: October 8, 2013 :
: 18,444: 38 -2,032 -843 19,391 16,226 18,586 13,351: -142 5,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.3 32.6 40.8 50.5 93.0 89.5: 7.0 10.5
Old : 100.0: 19.1 7.3 32.8 41.1 49.7 93.0 89.8: 7.0 10.2
Other: 100.0: 48.3 10.4 9.1 35.9 63.8 93.3 83.4: 6.7 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 175 181 255 147 186 463 494:
Old : 562: 174 178 251 146 182 456 488:
Other: 217: 48 53 40 41 91 110 165:
:----------------------------------------------------------------------------------------------------
: 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 16.4 17.4 24.1 6.5 9.8 11.6 13.8
Old : 9.9 15.7 18.1 23.2 6.8 9.8 12.0 13.9
Other: 45.4 46.8 59.4 54.6 45.4 46.8 58.5 53.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 348,570: 59,845 88,887 92,584 160,178 124,380 312,608 305,852: 35,962 42,718
Old : 337,790: 59,994 88,939 88,194 155,284 119,189 303,472 296,322: 34,318 41,468
Other: 10,780: 1,830 1,928 2,411 4,894 5,191 9,135 9,530: 1,644 1,250
: : :
: : Changes in Commitments from: October 8, 2013 :
: 2,858: -5,124 -6,084 4,426 4,705 5,908 4,007 4,251: -1,148 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 25.5 26.6 46.0 35.7 89.7 87.7: 10.3 12.3
Old : 100.0: 17.8 26.3 26.1 46.0 35.3 89.8 87.7: 10.2 12.3
Other: 100.0: 17.0 17.9 22.4 45.4 48.2 84.7 88.4: 15.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 60 112 115 82 73 227 252:
Old : 306: 62 114 114 82 73 226 251:
Other: 54: 9 18 15 19 9 39 35:
:----------------------------------------------------------------------------------------------------
: 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 19.8 19.9 27.7 9.6 15.8 17.4 21.8
Old : 11.3 19.7 20.1 27.8 9.8 16.4 17.4 22.1
Other: 35.3 44.6 57.1 65.8 28.4 35.8 46.8 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 727,073: 75,339 64,569 47,859 461,022 426,538 584,220 538,966: 142,853 188,107
Old : 727,073: 75,339 64,569 47,859 461,022 426,538 584,220 538,966: 142,853 188,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 222: -9,867 -20,812 -976 6,453 22,799 -4,390 1,012: 4,612 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.9 6.6 63.4 58.7 80.4 74.1: 19.6 25.9
Old : 100.0: 10.4 8.9 6.6 63.4 58.7 80.4 74.1: 19.6 25.9
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 : 159: 26 35 43 75 84 126 137:
Old : 159: 26 35 43 75 84 126 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 15.0 32.8 22.6 20.6 12.5 28.0 17.3
Old : 22.7 15.0 32.8 22.6 20.6 12.5 28.0 17.3
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 with Delta-adjusted Options and Futures Combined, October 15, 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 : 411,705: 43,987 39,584 3,982 286,967 297,607 334,936 341,174: 76,769 70,531
Old : 411,705: 43,987 39,584 3,982 286,967 297,607 334,936 341,174: 76,769 70,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 6,258: 1,436 -1,255 -294 6,782 11,352 7,923 9,803: -1,665 -3,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.6 1.0 69.7 72.3 81.4 82.9: 18.6 17.1
Old : 100.0: 10.7 9.6 1.0 69.7 72.3 81.4 82.9: 18.6 17.1
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 : 83: 8 9 6 43 48 55 59:
Old : 83: 8 9 6 43 48 55 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 : 28.6 30.0 44.6 45.7 24.3 30.0 35.6 44.2
Old : 28.6 30.0 44.6 45.7 24.3 30.0 35.6 44.2
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 with Delta-adjusted Options and Futures Combined, October 15, 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 : 4,703: 1,515 217 412 2,233 3,747 4,160 4,376: 543 327
Old : 4,703: 1,515 217 412 2,233 3,747 4,160 4,376: 543 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -317: -26 9 -38 -255 -214 -319 -243: 2 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.6 8.8 47.5 79.7 88.5 93.0: 11.5 7.0
Old : 100.0: 32.2 4.6 8.8 47.5 79.7 88.5 93.0: 11.5 7.0
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 : 36: 11 3 4 16 18 28 24:
Old : 36: 11 3 4 16 18 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 : 30.2 59.4 51.1 74.3 28.3 49.5 43.2 58.7
Old : 30.2 59.4 51.1 74.3 28.3 49.5 43.2 58.7
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 15, 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 : 320,430: 83,963 45,976 64,997 123,359 184,826 272,319 295,800: 48,111 24,630
Old : 314,118: 83,942 45,822 63,690 119,763 181,006 267,395 290,517: 46,723 23,601
Other: 6,312: 1,048 1,182 280 3,595 3,821 4,923 5,282: 1,388 1,029
: : :
: : Changes in Commitments from: October 8, 2013 :
: 1,672: -2,190 2,690 4,786 -295 -2,767 2,301 4,710: -629 -3,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 14.3 20.3 38.5 57.7 85.0 92.3: 15.0 7.7
Old : 100.0: 26.7 14.6 20.3 38.1 57.6 85.1 92.5: 14.9 7.5
Other: 100.0: 16.6 18.7 4.4 57.0 60.5 78.0 83.7: 22.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 82 60 74 82 88 210 182:
Old : 253: 84 59 72 82 87 208 181:
Other: 44: 8 9 9 19 11 33 23:
:----------------------------------------------------------------------------------------------------
: 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 30.7 16.0 39.2 7.5 25.1 13.6 31.4
Old : 9.1 30.7 16.1 39.4 7.6 25.6 13.8 32.0
Other: 30.3 62.0 48.7 74.3 30.3 57.2 47.4 69.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,642: 1,197 3,319 939 7,400 5,864 9,537 10,122: 2,106 1,520
Old : 11,640: 1,196 3,319 939 7,400 5,864 9,536 10,122: 2,105 1,518
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: October 8, 2013 :
: -520: -40 -354 -375 41 457 -374 -272: -146 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 28.5 8.1 63.6 50.4 81.9 86.9: 18.1 13.1
Old : 100.0: 10.3 28.5 8.1 63.6 50.4 81.9 87.0: 18.1 13.0
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 : 55: 15 11 10 21 15 40 34:
Old : 55: 15 11 10 21 15 40 34:
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 : 40.7 47.5 53.4 61.4 40.7 41.5 50.7 53.2
Old : 40.7 47.5 53.4 61.4 40.7 41.5 50.7 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 15, 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 : 975,081: 168,971 198,025 36,481 670,600 634,921 876,051 869,427: 99,030 105,654
Old : 975,081: 168,971 198,025 36,481 670,600 634,921 876,051 869,427: 99,030 105,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -507: -14,154 -1,215 3,978 16,634 -1,761 6,458 1,002: -6,965 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.3 3.7 68.8 65.1 89.8 89.2: 10.2 10.8
Old : 100.0: 17.3 20.3 3.7 68.8 65.1 89.8 89.2: 10.2 10.8
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 : 225: 43 41 27 85 111 141 166:
Old : 225: 43 41 27 85 111 141 166:
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 : 28.6 25.2 37.5 34.9 27.2 24.6 35.7 32.1
Old : 28.6 25.2 37.5 34.9 27.2 24.6 35.7 32.1
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 with Delta-adjusted Options and Futures Combined, October 15, 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 : 2,620,882: 218,908 268,268 277,390 1,854,924 1,611,416 2,351,221 2,157,074: 269,661 463,808
Old : 2,620,882: 218,908 268,268 277,390 1,854,924 1,611,416 2,351,221 2,157,074: 269,661 463,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 92,867: 16,634 22,819 -23,032 123,781 72,188 117,383 71,975: -24,516 20,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.2 10.6 70.8 61.5 89.7 82.3: 10.3 17.7
Old : 100.0: 8.4 10.2 10.6 70.8 61.5 89.7 82.3: 10.3 17.7
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 : 323: 52 73 79 158 179 258 283:
Old : 323: 52 73 79 158 179 258 283:
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 : 29.7 11.7 39.1 18.9 26.7 7.5 33.7 11.7
Old : 29.7 11.7 39.1 18.9 26.7 7.5 33.7 11.7
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 with Delta-adjusted Options and Futures Combined, October 15, 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 : 2,016,515: 187,093 299,102 175,721 1,432,576 1,226,603 1,795,390 1,701,426: 221,125 315,089
Old : 2,016,515: 187,093 299,102 175,721 1,432,576 1,226,603 1,795,390 1,701,426: 221,125 315,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 40,143: 21,062 1,017 3,260 17,736 22,795 42,058 27,073: -1,915 13,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 14.8 8.7 71.0 60.8 89.0 84.4: 11.0 15.6
Old : 100.0: 9.3 14.8 8.7 71.0 60.8 89.0 84.4: 11.0 15.6
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 : 242: 31 53 39 102 139 157 207:
Old : 242: 31 53 39 102 139 157 207:
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 14.5 44.1 23.6 29.7 14.3 39.6 22.3
Old : 31.6 14.5 44.1 23.6 29.7 14.3 39.6 22.3
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 15, 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 : 306,438: 15,276 31,168 64,358 196,223 169,634 275,858 265,160: 30,580 41,278
Old : 306,438: 15,276 31,168 64,358 196,223 169,634 275,858 265,160: 30,580 41,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 16: -5,393 -1,521 -661 9,853 3,636 3,799 1,455: -3,783 -1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.2 21.0 64.0 55.4 90.0 86.5: 10.0 13.5
Old : 100.0: 5.0 10.2 21.0 64.0 55.4 90.0 86.5: 10.0 13.5
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 : 64: 12 15 18 32 34 53 58:
Old : 64: 12 15 18 32 34 53 58:
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 : 37.2 26.6 50.2 40.4 23.9 17.5 30.3 24.8
Old : 37.2 26.6 50.2 40.4 23.9 17.5 30.3 24.8
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 15, 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 : 64,871: 12,734 6,431 3,392 38,996 48,896 55,122 58,719: 9,749 6,152
Old : 64,871: 12,734 6,431 3,392 38,996 48,896 55,122 58,719: 9,749 6,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 11,572: -2,492 1,432 1,911 12,248 7,385 11,667 10,728: -95 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.9 5.2 60.1 75.4 85.0 90.5: 15.0 9.5
Old : 100.0: 19.6 9.9 5.2 60.1 75.4 85.0 90.5: 15.0 9.5
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 : 104: 30 19 15 44 21 81 50:
Old : 104: 30 19 15 44 21 81 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 : 19.5 37.3 31.2 57.2 14.4 35.9 23.8 53.3
Old : 19.5 37.3 31.2 57.2 14.4 35.9 23.8 53.3
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 with Delta-adjusted Options and Futures Combined, October 15, 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 : 11,571: 4,185 644 2 5,659 10,478 9,847 11,124: 1,724 446
Old : 11,571: 4,185 644 2 5,659 10,478 9,847 11,124: 1,724 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 5.6 0.0 48.9 90.6 85.1 96.1: 14.9 3.9
Old : 100.0: 36.2 5.6 0.0 48.9 90.6 85.1 96.1: 14.9 3.9
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: 7 2 3 5 6 12 11:
Old : 20: 7 2 3 5 6 12 11:
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 84.4 74.7 96.1 53.5 84.4 74.7 96.1
Old : 53.5 84.4 74.7 96.1 53.5 84.4 74.7 96.1
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 15, 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 : 106,600: 20,431 14,907 3,446 66,673 76,835 90,551 95,189: 16,050 11,412
Old : 106,600: 20,431 14,907 3,446 66,673 76,835 90,551 95,189: 16,050 11,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 3: -10,020 4,909 483 13,177 -6,186 3,640 -793: -3,638 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 14.0 3.2 62.5 72.1 84.9 89.3: 15.1 10.7
Old : 100.0: 19.2 14.0 3.2 62.5 72.1 84.9 89.3: 15.1 10.7
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 : 98: 26 21 14 42 19 76 46:
Old : 98: 26 21 14 42 19 76 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 44.5 35.5 62.2 21.8 44.2 35.1 61.7
Old : 22.1 44.5 35.5 62.2 21.8 44.2 35.1 61.7
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 15, 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 : 6,869: 5,237 5,906 832 748 0 6,817 6,738: 52 131
Old : 6,869: 5,237 5,906 832 748 0 6,817 6,738: 52 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 22: 51 -56 -32 1 0 20 -88: 2 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 86.0 12.1 10.9 0.0 99.2 98.1: 0.8 1.9
Old : 100.0: 76.2 86.0 12.1 10.9 0.0 99.2 98.1: 0.8 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 : 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 : 54.1 95.5 77.1 98.1 50.9 85.6 69.7 86.0
Old : 54.1 95.5 77.1 98.1 50.9 85.6 69.7 86.0
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 with Delta-adjusted Options and Futures Combined, October 15, 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 : 41,578: 1,932 19,872 27 39,554 21,594 41,513 41,493: 65 85
Old : 41,578: 1,932 19,872 27 39,554 21,594 41,513 41,493: 65 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 1,026: 326 641 0 688 374 1,014 1,015: 12 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 47.8 0.1 95.1 51.9 99.8 99.8: 0.2 0.2
Old : 100.0: 4.6 47.8 0.1 95.1 51.9 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 18 1 8 15 10 33:
Old : 40: 1 18 1 8 15 10 33:
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 : 94.6 57.0 99.7 79.2 77.6 40.8 78.1 58.2
Old : 94.6 57.0 99.7 79.2 77.6 40.8 78.1 58.2
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 15, 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 : 17,584: 762 11,113 0 16,815 6,415 17,577 17,528: 7 56
Old : 17,584: 762 11,113 0 16,815 6,415 17,577 17,528: 7 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 563: 465 166 0 112 421 577 587: -14 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 63.2 0.0 95.6 36.5 100.0 99.7: 0.0 0.3
Old : 100.0: 4.3 63.2 0.0 95.6 36.5 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 11 0 10 10 14 21:
Old : 33: 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 : 92.8 74.5 97.7 86.6 90.0 74.5 94.8 85.7
Old : 92.8 74.5 97.7 86.6 90.0 74.5 94.8 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2013