WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 459,736: 108,781 133,270 112,024 205,258 155,553 426,062 400,847: 33,674 58,888
Old : 388,609: 94,303 126,779 88,289 179,761 126,592 362,353 341,660: 26,256 46,949
Other: 71,127: 26,546 18,559 11,666 25,497 28,962 63,709 59,188: 7,418 11,939
: : :
: : Changes in Commitments from: October 29, 2013 :
: 3,987: -11,670 16,492 5,995 10,900 -21,046 5,225 1,442: -1,238 2,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.0 24.4 44.6 33.8 92.7 87.2: 7.3 12.8
Old : 100.0: 24.3 32.6 22.7 46.3 32.6 93.2 87.9: 6.8 12.1
Other: 100.0: 37.3 26.1 16.4 35.8 40.7 89.6 83.2: 10.4 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 98 162 152 91 119 284 348:
Old : 388: 100 157 129 88 117 265 328:
Other: 191: 48 49 50 50 78 127 155:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 9.1 25.5 16.5 13.4 8.3 21.9 13.8
Old : 16.3 10.4 27.4 18.2 14.4 9.9 24.4 16.5
Other: 35.0 20.1 47.0 30.4 33.5 19.6 42.8 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,941,041: 328,753 447,171 600,929 821,842 566,744 1,751,524 1,614,845: 189,518 326,197
Old : 1,736,759: 306,185 455,215 524,845 731,217 493,535 1,562,247 1,473,595: 174,512 263,164
Other: 204,282: 60,285 29,674 38,366 90,625 73,210 189,277 141,250: 15,006 63,033
: : :
: : Changes in Commitments from: October 29, 2013 :
: 38,141: 12,535 5,553 5,937 20,340 20,854 38,811 32,344: -670 5,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.0 31.0 42.3 29.2 90.2 83.2: 9.8 16.8
Old : 100.0: 17.6 26.2 30.2 42.1 28.4 90.0 84.8: 10.0 15.2
Other: 100.0: 29.5 14.5 18.8 44.4 35.8 92.7 69.1: 7.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 195 235 266 302 301 642 671:
Old : 797: 187 246 242 299 293 618 654:
Other: 397: 79 83 59 80 197 188 312:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 9.3 17.7 15.9 7.1 6.2 12.6 11.4
Old : 10.5 9.5 17.9 16.1 7.3 6.8 13.1 12.2
Other: 22.9 20.3 38.6 27.8 22.9 17.3 36.1 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 12,679: 2,526 508 1,599 6,849 9,007 10,974 11,115: 1,705 1,564
Old : 12,616: 2,517 519 1,588 6,815 8,961 10,920 11,068: 1,697 1,548
Other: 63: 20 0 0 35 47 55 47: 8 16
: : :
: : Changes in Commitments from: October 29, 2013 :
: -255: -193 -39 -425 169 142 -449 -321: 193 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.0 12.6 54.0 71.0 86.6 87.7: 13.4 12.3
Old : 100.0: 19.9 4.1 12.6 54.0 71.0 86.6 87.7: 13.4 12.3
Other: 100.0: 32.1 0.0 0.0 55.2 74.4 87.2 74.4: 12.8 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 8 9 18 15 37 29:
Old : 45: 16 8 9 17 15 36 29:
Other: 7: 2 0 0 3 3 5 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 45.6 58.1 68.0 30.2 29.7 38.6 41.8
Old : 42.0 45.7 58.3 68.1 30.3 29.8 38.8 41.9
Other: 77.6 74.4 87.2 74.4 72.0 64.9 77.6 64.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 700,143: 179,223 69,980 186,312 278,485 359,286 644,020 615,578: 56,123 84,565
Old : 635,065: 160,887 68,149 168,166 254,573 325,626 583,626 561,941: 51,439 73,124
Other: 65,078: 26,435 9,930 10,047 23,913 33,660 60,394 53,637: 4,684 11,441
: : :
: : Changes in Commitments from: October 29, 2013 :
: -9,637: -52 17,779 5,370 -10,155 -29,525 -4,837 -6,376: -4,800 -3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.0 26.6 39.8 51.3 92.0 87.9: 8.0 12.1
Old : 100.0: 25.3 10.7 26.5 40.1 51.3 91.9 88.5: 8.1 11.5
Other: 100.0: 40.6 15.3 15.4 36.7 51.7 92.8 82.4: 7.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 143 160 185 150 202 401 450:
Old : 532: 148 154 176 147 196 391 438:
Other: 246: 46 60 43 45 114 114 194:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 16.4 17.3 24.8 8.2 11.6 14.6 17.0
Old : 10.3 15.6 18.7 23.5 8.8 12.1 15.9 17.3
Other: 35.3 37.9 51.1 46.5 35.3 36.5 49.5 44.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 371,848: 71,054 78,238 91,621 173,209 161,458 335,883 331,317: 35,965 40,530
Old : 357,600: 71,097 78,001 87,209 165,091 153,465 323,397 318,676: 34,203 38,924
Other: 14,248: 1,950 2,231 2,418 8,118 7,993 12,486 12,642: 1,762 1,606
: : :
: : Changes in Commitments from: October 29, 2013 :
: 4,575: 3,951 -1,850 -3,274 2,264 11,119 2,942 5,995: 1,634 -1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.0 24.6 46.6 43.4 90.3 89.1: 9.7 10.9
Old : 100.0: 19.9 21.8 24.4 46.2 42.9 90.4 89.1: 9.6 10.9
Other: 100.0: 13.7 15.7 17.0 57.0 56.1 87.6 88.7: 12.4 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 66 95 119 89 76 241 242:
Old : 302: 73 95 117 88 76 239 241:
Other: 53: 8 16 15 21 9 39 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 : 11.1 22.9 19.7 31.0 8.6 17.3 16.0 23.1
Old : 11.3 22.2 20.0 30.5 8.9 17.8 16.2 23.9
Other: 37.8 52.4 60.4 71.3 33.5 46.0 54.5 60.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 755,792: 105,429 72,215 43,853 448,040 451,498 597,323 567,567: 158,469 188,225
Old : 755,792: 105,429 72,215 43,853 448,040 451,498 597,323 567,567: 158,469 188,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 26,044: 23,286 10,106 1,159 10,866 15,763 35,311 27,029: -9,267 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.6 5.8 59.3 59.7 79.0 75.1: 21.0 24.9
Old : 100.0: 13.9 9.6 5.8 59.3 59.7 79.0 75.1: 21.0 24.9
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 : 161: 32 31 36 71 84 122 132:
Old : 161: 32 31 36 71 84 122 132:
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 12.8 32.1 20.5 19.8 10.6 26.9 16.6
Old : 22.3 12.8 32.1 20.5 19.8 10.6 26.9 16.6
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, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 422,591: 47,623 38,397 3,933 292,114 294,319 343,670 336,649: 78,920 85,942
Old : 422,591: 47,623 38,397 3,933 292,114 294,319 343,670 336,649: 78,920 85,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 11,023: 4,013 2,754 52 9,894 1,415 13,960 4,220: -2,937 6,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.1 0.9 69.1 69.6 81.3 79.7: 18.7 20.3
Old : 100.0: 11.3 9.1 0.9 69.1 69.6 81.3 79.7: 18.7 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 8 10 7 41 46 53 59:
Old : 80: 8 10 7 41 46 53 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 30.6 43.4 45.2 23.6 30.6 36.1 43.5
Old : 27.9 30.6 43.4 45.2 23.6 30.6 36.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,144: 1,447 250 260 1,945 3,362 3,652 3,872: 492 272
Old : 4,144: 1,447 250 260 1,945 3,362 3,652 3,872: 492 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: -71: 42 142 -109 -39 -47 -106 -14: 35 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 6.0 6.3 46.9 81.1 88.1 93.4: 11.9 6.6
Old : 100.0: 34.9 6.0 6.3 46.9 81.1 88.1 93.4: 11.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 4 5 15 16 28 24:
Old : 36: 12 4 5 15 16 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 56.1 56.3 72.6 31.4 55.2 51.1 67.2
Old : 32.6 56.1 56.3 72.6 31.4 55.2 51.1 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 331,480: 81,116 49,694 73,128 129,171 178,179 283,414 301,000: 48,066 30,480
Old : 321,689: 80,972 49,841 71,003 123,654 171,498 275,629 292,342: 46,060 29,347
Other: 9,791: 1,586 1,296 682 5,517 6,681 7,785 8,659: 2,006 1,133
: : :
: : Changes in Commitments from: October 29, 2013 :
: -5,639: -12,277 5,565 5,718 5,944 -16,697 -615 -5,414: -5,023 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 15.0 22.1 39.0 53.8 85.5 90.8: 14.5 9.2
Old : 100.0: 25.2 15.5 22.1 38.4 53.3 85.7 90.9: 14.3 9.1
Other: 100.0: 16.2 13.2 7.0 56.3 68.2 79.5 88.4: 20.5 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 82 64 78 84 90 212 193:
Old : 257: 83 64 77 83 89 210 192:
Other: 51: 7 8 10 26 12 40 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 : 9.5 27.3 16.2 36.9 7.1 22.4 12.5 28.5
Old : 9.6 26.9 16.5 36.7 7.3 22.7 12.7 29.2
Other: 26.4 72.2 44.0 81.5 26.4 66.9 41.5 73.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,365: 966 2,852 248 6,364 5,027 7,577 8,127: 1,787 1,238
Old : 9,355: 965 2,849 248 6,364 5,025 7,576 8,122: 1,778 1,233
Other: 10: 1 3 0 0 2 1 5: 9 5
: : :
: : Changes in Commitments from: October 29, 2013 :
: 277: -42 264 -1 131 80 89 343: 188 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 30.5 2.6 68.0 53.7 80.9 86.8: 19.1 13.2
Old : 100.0: 10.3 30.5 2.6 68.0 53.7 81.0 86.8: 19.0 13.2
Other: 100.0: 10.0 30.0 0.0 0.0 20.0 10.0 50.0: 90.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 14 13 8 25 15 42 33:
Old : 56: 14 13 8 25 14 42 32:
Other: 3: 1 1 0 0 1 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 52.1 61.1 65.4 49.1 51.7 61.0 64.6
Old : 49.1 52.2 61.1 65.4 49.1 51.8 61.1 64.6
Other: 10.0 50.0 10.0 50.0 10.0 50.0 10.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,016,063: 226,664 215,625 39,043 643,741 653,909 909,448 908,577: 106,615 107,486
Old : 1,016,063: 226,664 215,625 39,043 643,741 653,909 909,448 908,577: 106,615 107,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 20,795: 47,978 24,365 1,879 -28,254 -9,993 21,603 16,251: -807 4,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.2 3.8 63.4 64.4 89.5 89.4: 10.5 10.6
Old : 100.0: 22.3 21.2 3.8 63.4 64.4 89.5 89.4: 10.5 10.6
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 : 225: 45 42 28 87 107 144 165:
Old : 225: 45 42 28 87 107 144 165:
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 : 22.9 24.3 33.3 34.6 20.8 23.7 30.8 32.4
Old : 22.9 24.3 33.3 34.6 20.8 23.7 30.8 32.4
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, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,852,628: 239,483 382,668 319,655 1,972,228 1,686,326 2,531,366 2,388,650: 321,262 463,978
Old : 2,852,628: 239,483 382,668 319,655 1,972,228 1,686,326 2,531,366 2,388,650: 321,262 463,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 244,843: 1,808 68,693 100,430 143,550 52,112 245,788 221,235: -945 23,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.4 11.2 69.1 59.1 88.7 83.7: 11.3 16.3
Old : 100.0: 8.4 13.4 11.2 69.1 59.1 88.7 83.7: 11.3 16.3
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 : 328: 50 74 80 161 181 257 289:
Old : 328: 50 74 80 161 181 257 289:
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 : 27.5 13.1 36.6 19.6 25.0 7.6 31.2 12.1
Old : 27.5 13.1 36.6 19.6 25.0 7.6 31.2 12.1
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, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,147,727: 216,036 292,905 216,529 1,468,406 1,319,977 1,900,971 1,829,410: 246,757 318,317
Old : 2,147,727: 216,036 292,905 216,529 1,468,406 1,319,977 1,900,971 1,829,410: 246,757 318,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 95,692: 6,702 12,349 42,413 42,728 38,559 91,844 93,322: 3,848 2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 13.6 10.1 68.4 61.5 88.5 85.2: 11.5 14.8
Old : 100.0: 10.1 13.6 10.1 68.4 61.5 88.5 85.2: 11.5 14.8
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 : 248: 41 50 45 99 132 165 202:
Old : 248: 41 50 45 99 132 165 202:
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 15.3 43.2 24.4 29.0 14.5 39.0 22.0
Old : 30.1 15.3 43.2 24.4 29.0 14.5 39.0 22.0
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, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 280,645: 15,409 38,107 57,495 182,206 143,081 255,110 238,683: 25,535 41,962
Old : 280,645: 15,409 38,107 57,495 182,206 143,081 255,110 238,683: 25,535 41,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: -28,069: -632 1,900 -4,908 -20,830 -27,548 -26,371 -30,556: -1,698 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 13.6 20.5 64.9 51.0 90.9 85.0: 9.1 15.0
Old : 100.0: 5.5 13.6 20.5 64.9 51.0 90.9 85.0: 9.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 11 17 18 27 31 50 54:
Old : 61: 11 17 18 27 31 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 27.8 52.7 43.8 25.8 18.7 32.2 24.8
Old : 40.0 27.8 52.7 43.8 25.8 18.7 32.2 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, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 78,508: 21,821 7,325 3,369 43,305 58,575 68,496 69,270: 10,012 9,238
Old : 78,508: 21,821 7,325 3,369 43,305 58,575 68,496 69,270: 10,012 9,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 5,019: 3,805 -682 384 670 4,412 4,859 4,114: 161 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 9.3 4.3 55.2 74.6 87.2 88.2: 12.8 11.8
Old : 100.0: 27.8 9.3 4.3 55.2 74.6 87.2 88.2: 12.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 36 23 15 42 26 87 57:
Old : 116: 36 23 15 42 26 87 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 : 24.3 35.3 36.5 57.1 19.5 34.0 29.5 55.3
Old : 24.3 35.3 36.5 57.1 19.5 34.0 29.5 55.3
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, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,616: 4,167 645 1 7,829 12,447 11,997 13,093: 1,619 523
Old : 13,616: 4,167 645 1 7,829 12,447 11,997 13,093: 1,619 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 773: 12 18 -0 720 720 732 738: 41 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.7 0.0 57.5 91.4 88.1 96.2: 11.9 3.8
Old : 100.0: 30.6 4.7 0.0 57.5 91.4 88.1 96.2: 11.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 2 3 7 7 15 12:
Old : 23: 8 2 3 7 7 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 77.2 72.0 94.6 53.5 77.2 72.0 92.4
Old : 53.5 77.2 72.0 94.6 53.5 77.2 72.0 92.4
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, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 129,783: 39,842 17,894 2,202 70,953 92,256 112,998 112,353: 16,786 17,430
Old : 129,783: 39,842 17,894 2,202 70,953 92,256 112,998 112,353: 16,786 17,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 8,493: 8,371 -614 -17 -101 7,385 8,253 6,753: 239 1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 13.8 1.7 54.7 71.1 87.1 86.6: 12.9 13.4
Old : 100.0: 30.7 13.8 1.7 54.7 71.1 87.1 86.6: 12.9 13.4
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 : 110: 32 25 12 39 25 79 54:
Old : 110: 32 25 12 39 25 79 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 40.7 39.3 62.1 25.6 40.3 39.1 61.5
Old : 25.8 40.7 39.3 62.1 25.6 40.3 39.1 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,042: 4,877 6,124 782 1,339 0 6,998 6,906: 44 136
Old : 7,042: 4,877 6,124 782 1,339 0 6,998 6,906: 44 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 151: -471 178 0 626 -25 155 153: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 87.0 11.1 19.0 0.0 99.4 98.1: 0.6 1.9
Old : 100.0: 69.3 87.0 11.1 19.0 0.0 99.4 98.1: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 6 2 2 0 15 7:
Old : 20: 12 6 2 2 0 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 94.1 79.3 98.1 52.1 84.5 75.0 87.0
Old : 55.1 94.1 79.3 98.1 52.1 84.5 75.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 39,934: 1,124 19,380 27 38,706 20,417 39,857 39,824: 77 110
Old : 39,934: 1,124 19,380 27 38,706 20,417 39,857 39,824: 77 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 139: -137 -111 0 287 220 150 109: -11 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 48.5 0.1 96.9 51.1 99.8 99.7: 0.2 0.3
Old : 100.0: 2.8 48.5 0.1 96.9 51.1 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 19 1 10 13 12 32:
Old : 41: 1 19 1 10 13 12 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.8 60.6 99.3 83.2 73.0 44.6 77.0 61.3
Old : 92.8 60.6 99.3 83.2 73.0 44.6 77.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 22,447: 900 12,813 0 21,541 9,609 22,441 22,422: 6 25
Old : 22,447: 900 12,813 0 21,541 9,609 22,441 22,422: 6 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 2,752: -392 314 0 3,152 2,455 2,760 2,769: -8 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 57.1 0.0 96.0 42.8 100.0 99.9: 0.0 0.1
Old : 100.0: 4.0 57.1 0.0 96.0 42.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 11 0 10 10 14 21:
Old : 32: 4 11 0 10 10 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.4 69.9 97.7 85.0 91.0 67.7 93.7 82.8
Old : 93.4 69.9 97.7 85.0 91.0 67.7 93.7 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 8, 2013