WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 500,998: 114,082 164,650 125,571 226,587 152,586 466,240 442,807: 34,759 58,192
Old : 421,462: 101,780 158,729 95,596 196,457 122,025 393,832 376,349: 27,630 45,113
Other: 79,536: 29,527 23,146 12,751 30,130 30,561 72,407 66,457: 7,129 13,079
: : :
: : Changes in Commitments from: November 5, 2013 :
: 41,263: 5,301 31,380 13,547 21,329 -2,968 40,178 41,959: 1,085 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 32.9 25.1 45.2 30.5 93.1 88.4: 6.9 11.6
Old : 100.0: 24.1 37.7 22.7 46.6 29.0 93.4 89.3: 6.6 10.7
Other: 100.0: 37.1 29.1 16.0 37.9 38.4 91.0 83.6: 9.0 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 112 156 153 101 120 296 355:
Old : 393: 113 147 132 96 115 274 332:
Other: 201: 46 58 55 51 82 134 163:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 9.3 24.7 17.1 12.3 8.7 20.8 15.1
Old : 15.2 9.9 26.4 18.4 12.7 9.7 22.7 17.2
Other: 35.8 22.2 50.4 33.1 34.7 22.1 47.8 31.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 1,945,827: 336,584 408,229 600,518 813,577 619,908 1,750,679 1,628,655: 195,148 317,172
Old : 1,722,771: 301,665 405,143 528,058 713,929 540,518 1,543,652 1,473,719: 179,119 249,051
Other: 223,056: 67,898 36,065 39,480 99,648 79,390 207,027 154,935: 16,029 68,121
: : :
: : Changes in Commitments from: November 5, 2013 :
: 4,785: 7,831 -38,942 -411 -8,265 53,163 -845 13,810: 5,630 -9,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 21.0 30.9 41.8 31.9 90.0 83.7: 10.0 16.3
Old : 100.0: 17.5 23.5 30.7 41.4 31.4 89.6 85.5: 10.4 14.5
Other: 100.0: 30.4 16.2 17.7 44.7 35.6 92.8 69.5: 7.2 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 835: 199 244 283 307 316 672 700:
Old : 824: 194 252 263 305 305 651 680:
Other: 429: 70 98 62 82 219 186 349:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.7 17.4 16.2 7.1 6.5 12.5 11.1
Old : 10.4 9.6 17.6 16.1 7.0 7.1 12.7 11.6
Other: 28.6 19.3 45.3 27.5 28.3 16.4 43.1 22.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 12,578: 2,419 665 1,352 7,011 8,883 10,782 10,900: 1,796 1,678
Old : 12,464: 2,413 646 1,349 6,929 8,835 10,691 10,830: 1,773 1,634
Other: 114: 9 22 0 82 48 91 70: 23 44
: : :
: : Changes in Commitments from: November 5, 2013 :
: -101: -107 157 -247 162 -124 -192 -214: 92 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 5.3 10.8 55.7 70.6 85.7 86.7: 14.3 13.3
Old : 100.0: 19.4 5.2 10.8 55.6 70.9 85.8 86.9: 14.2 13.1
Other: 100.0: 7.7 19.3 0.0 72.2 42.2 79.9 61.5: 20.1 38.5
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 9 8 18 14 35 28:
Old : 43: 12 10 8 17 14 34 28:
Other: 9: 1 1 0 5 3 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 41.4 44.4 58.5 66.4 30.5 29.5 40.3 41.9
Old : 41.6 44.7 58.5 66.5 30.6 29.6 40.5 42.4
Other: 72.0 61.5 79.9 61.5 69.0 54.5 72.8 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 711,578: 192,514 58,216 194,861 265,929 376,057 653,304 629,134: 58,275 82,444
Old : 643,801: 176,951 53,306 172,924 241,107 348,247 590,982 574,477: 52,818 69,323
Other: 67,778: 28,184 17,531 9,316 24,822 27,810 62,321 54,657: 5,457 13,121
: : :
: : Changes in Commitments from: November 5, 2013 :
: 11,435: 13,291 -11,764 8,549 -12,557 16,771 9,284 13,556: 2,152 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.2 27.4 37.4 52.8 91.8 88.4: 8.2 11.6
Old : 100.0: 27.5 8.3 26.9 37.5 54.1 91.8 89.2: 8.2 10.8
Other: 100.0: 41.6 25.9 13.7 36.6 41.0 91.9 80.6: 8.1 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 550: 156 162 178 142 210 406 449:
Old : 544: 156 158 168 139 207 394 439:
Other: 255: 53 61 50 42 116 118 205:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 16.2 15.8 24.1 7.9 13.2 14.3 18.8
Old : 9.2 16.9 16.9 24.2 8.5 14.0 15.5 19.5
Other: 33.6 26.2 50.3 36.4 33.6 25.7 48.9 34.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 377,183: 70,121 83,028 86,806 181,039 164,515 337,966 334,349: 39,217 42,834
Old : 360,847: 70,414 83,029 81,175 171,989 155,894 323,579 320,099: 37,268 40,748
Other: 16,336: 2,468 2,759 2,870 9,050 8,621 14,388 14,250: 1,949 2,086
: : :
: : Changes in Commitments from: November 5, 2013 :
: 5,336: -932 4,790 -4,815 7,831 3,057 2,083 3,032: 3,252 2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.0 23.0 48.0 43.6 89.6 88.6: 10.4 11.4
Old : 100.0: 19.5 23.0 22.5 47.7 43.2 89.7 88.7: 10.3 11.3
Other: 100.0: 15.1 16.9 17.6 55.4 52.8 88.1 87.2: 11.9 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 62 94 116 84 71 233 236:
Old : 296: 69 98 113 83 71 231 234:
Other: 56: 11 17 15 21 9 42 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 23.7 19.5 32.2 8.5 18.4 15.6 24.9
Old : 11.5 23.8 20.1 31.8 8.8 19.3 16.0 26.0
Other: 40.5 49.9 61.4 68.1 35.1 43.4 54.0 59.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 798,054: 108,803 84,980 62,106 478,056 458,570 648,965 605,656: 149,090 192,399
Old : 798,054: 108,803 84,980 62,106 478,056 458,570 648,965 605,656: 149,090 192,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 42,263: 3,374 12,765 18,252 30,016 7,072 51,642 38,089: -9,380 4,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.6 7.8 59.9 57.5 81.3 75.9: 18.7 24.1
Old : 100.0: 13.6 10.6 7.8 59.9 57.5 81.3 75.9: 18.7 24.1
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 : 162: 26 41 42 72 82 126 137:
Old : 162: 26 41 42 72 82 126 137:
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 : 22.9 11.7 32.8 19.7 20.0 9.8 27.4 16.2
Old : 22.9 11.7 32.8 19.7 20.0 9.8 27.4 16.2
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 12, 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 : 426,225: 41,982 45,091 3,913 302,449 279,378 348,344 328,382: 77,881 97,843
Old : 426,225: 41,982 45,091 3,913 302,449 279,378 348,344 328,382: 77,881 97,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 3,635: -5,641 6,694 -20 10,335 -14,941 4,674 -8,267: -1,040 11,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.6 0.9 71.0 65.5 81.7 77.0: 18.3 23.0
Old : 100.0: 9.8 10.6 0.9 71.0 65.5 81.7 77.0: 18.3 23.0
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 : 81: 6 12 6 42 47 52 61:
Old : 81: 6 12 6 42 47 52 61:
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 : 27.8 28.0 43.6 43.3 23.6 27.1 36.4 40.2
Old : 27.8 28.0 43.6 43.3 23.6 27.1 36.4 40.2
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, November 12, 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 : 4,031: 1,322 375 251 2,012 3,111 3,585 3,737: 446 294
Old : 4,031: 1,322 375 251 2,012 3,111 3,585 3,737: 446 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -113: -125 125 -9 67 -251 -67 -135: -46 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.3 6.2 49.9 77.2 88.9 92.7: 11.1 7.3
Old : 100.0: 32.8 9.3 6.2 49.9 77.2 88.9 92.7: 11.1 7.3
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 : 34: 11 4 5 15 13 28 20:
Old : 34: 11 4 5 15 13 28 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 : 30.5 56.2 52.1 74.5 30.5 54.6 49.8 67.7
Old : 30.5 56.2 52.1 74.5 30.5 54.6 49.8 67.7
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, November 12, 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 : 345,046: 88,196 46,361 73,959 128,150 192,798 290,305 313,118: 54,741 31,928
Old : 331,727: 86,537 45,789 71,345 121,322 184,565 279,204 301,699: 52,523 30,028
Other: 13,319: 2,862 1,774 1,412 6,828 8,233 11,101 11,419: 2,218 1,900
: : :
: : Changes in Commitments from: November 5, 2013 :
: 13,565: 7,081 -3,333 831 -1,021 14,619 6,890 12,117: 6,675 1,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.4 21.4 37.1 55.9 84.1 90.7: 15.9 9.3
Old : 100.0: 26.1 13.8 21.5 36.6 55.6 84.2 90.9: 15.8 9.1
Other: 100.0: 21.5 13.3 10.6 51.3 61.8 83.3 85.7: 16.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 88 48 73 82 88 208 179:
Old : 244: 86 51 71 81 87 205 178:
Other: 62: 15 10 18 28 13 52 33:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 29.8 16.4 37.7 7.0 25.4 12.6 31.4
Old : 9.6 29.5 16.4 37.5 7.0 25.9 12.5 32.1
Other: 32.7 56.1 48.8 72.5 32.0 52.9 46.7 65.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,714: 874 2,051 266 5,923 5,381 7,062 7,698: 1,652 1,016
Old : 8,701: 879 2,051 260 5,923 5,379 7,061 7,690: 1,640 1,011
Other: 13: 1 6 0 0 2 1 8: 12 5
: : :
: : Changes in Commitments from: November 5, 2013 :
: -650: -92 -800 18 -442 354 -515 -428: -135 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 23.5 3.0 68.0 61.8 81.0 88.3: 19.0 11.7
Old : 100.0: 10.1 23.6 3.0 68.1 61.8 81.2 88.4: 18.8 11.6
Other: 100.0: 7.7 46.2 0.0 0.0 15.4 7.7 61.5: 92.3 38.5
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 12 11 8 21 16 36 32:
Old : 52: 12 11 8 21 15 36 31:
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 : 48.7 54.2 61.1 68.8 48.7 53.9 61.0 68.1
Old : 48.8 54.3 61.1 68.9 48.8 54.0 61.1 68.2
Other: 7.7 61.5 7.7 61.5 7.7 61.5 7.7 61.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 1,006,281: 226,970 197,131 42,666 625,827 664,129 895,463 903,926: 110,819 102,355
Old : 1,006,281: 226,970 197,131 42,666 625,827 664,129 895,463 903,926: 110,819 102,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -9,782: 306 -18,494 3,623 -17,914 10,220 -13,985 -4,651: 4,203 -5,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 19.6 4.2 62.2 66.0 89.0 89.8: 11.0 10.2
Old : 100.0: 22.6 19.6 4.2 62.2 66.0 89.0 89.8: 11.0 10.2
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 : 215: 49 35 29 83 102 142 156:
Old : 215: 49 35 29 83 102 142 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 24.9 35.0 36.4 21.1 24.7 32.5 34.5
Old : 23.4 24.9 35.0 36.4 21.1 24.7 32.5 34.5
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 12, 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 : 2,937,419: 191,436 336,428 343,983 2,088,817 1,776,816 2,624,237 2,457,227: 313,182 480,192
Old : 2,937,419: 191,436 336,428 343,983 2,088,817 1,776,816 2,624,237 2,457,227: 313,182 480,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 84,791: -48,046 -46,240 24,328 116,589 90,490 92,871 68,577: -8,079 16,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.5 11.7 71.1 60.5 89.3 83.7: 10.7 16.3
Old : 100.0: 6.5 11.5 11.7 71.1 60.5 89.3 83.7: 10.7 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 : 331: 58 67 79 165 182 263 288:
Old : 331: 58 67 79 165 182 263 288:
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 : 27.4 12.5 38.0 19.3 24.1 7.4 31.3 11.7
Old : 27.4 12.5 38.0 19.3 24.1 7.4 31.3 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, November 12, 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 : 2,208,845: 192,901 287,332 247,729 1,538,216 1,344,723 1,978,846 1,879,784: 229,999 329,062
Old : 2,208,845: 192,901 287,332 247,729 1,538,216 1,344,723 1,978,846 1,879,784: 229,999 329,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 61,118: -23,135 -5,573 31,200 69,810 24,746 77,876 50,373: -16,757 10,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.0 11.2 69.6 60.9 89.6 85.1: 10.4 14.9
Old : 100.0: 8.7 13.0 11.2 69.6 60.9 89.6 85.1: 10.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 37 59 49 103 134 173 209:
Old : 255: 37 59 49 103 134 173 209:
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 : 30.9 16.4 43.4 25.0 29.8 14.7 39.9 22.1
Old : 30.9 16.4 43.4 25.0 29.8 14.7 39.9 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 286,762: 14,965 42,181 54,530 190,229 144,217 259,724 240,928: 27,038 45,834
Old : 286,762: 14,965 42,181 54,530 190,229 144,217 259,724 240,928: 27,038 45,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 6,117: -444 4,074 -2,965 8,023 1,136 4,615 2,245: 1,502 3,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.7 19.0 66.3 50.3 90.6 84.0: 9.4 16.0
Old : 100.0: 5.2 14.7 19.0 66.3 50.3 90.6 84.0: 9.4 16.0
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 : 62: 10 17 17 28 32 49 55:
Old : 62: 10 17 17 28 32 49 55:
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 : 40.1 26.5 53.1 42.7 26.3 19.2 33.7 24.8
Old : 40.1 26.5 53.1 42.7 26.3 19.2 33.7 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 12, 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 : 80,526: 21,979 7,586 3,508 45,850 59,494 71,337 70,587: 9,189 9,938
Old : 80,526: 21,979 7,586 3,508 45,850 59,494 71,337 70,587: 9,189 9,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 2,018: 158 261 139 2,545 919 2,841 1,318: -823 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.4 4.4 56.9 73.9 88.6 87.7: 11.4 12.3
Old : 100.0: 27.3 9.4 4.4 56.9 73.9 88.6 87.7: 11.4 12.3
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 : 114: 31 22 14 45 28 86 56:
Old : 114: 31 22 14 45 28 86 56:
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 : 25.5 34.5 37.4 56.2 19.8 33.3 29.7 54.4
Old : 25.5 34.5 37.4 56.2 19.8 33.3 29.7 54.4
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 12, 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 : 13,942: 4,115 320 2 8,529 12,947 12,646 13,269: 1,296 673
Old : 13,942: 4,115 320 2 8,529 12,947 12,646 13,269: 1,296 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 326: -52 -325 1 700 500 649 176: -323 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 2.3 0.0 61.2 92.9 90.7 95.2: 9.3 4.8
Old : 100.0: 29.5 2.3 0.0 61.2 92.9 90.7 95.2: 9.3 4.8
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 : 22: 8 1 3 7 7 15 11:
Old : 22: 8 1 3 7 7 15 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 : 57.3 79.0 75.2 95.2 57.3 79.0 75.2 93.0
Old : 57.3 79.0 75.2 95.2 57.3 79.0 75.2 93.0
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 12, 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 : 133,168: 40,355 19,158 2,385 74,642 93,094 117,382 114,637: 15,785 18,531
Old : 133,168: 40,355 19,158 2,385 74,642 93,094 117,382 114,637: 15,785 18,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 3,384: 512 1,264 183 3,689 837 4,385 2,284: -1,000 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 14.4 1.8 56.1 69.9 88.1 86.1: 11.9 13.9
Old : 100.0: 30.3 14.4 1.8 56.1 69.9 88.1 86.1: 11.9 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 : 109: 27 25 11 42 27 78 54:
Old : 109: 27 25 11 42 27 78 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 : 26.9 39.9 39.2 60.9 26.7 39.5 38.7 60.4
Old : 26.9 39.9 39.2 60.9 26.7 39.5 38.7 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 7,421: 5,039 6,635 782 1,468 0 7,289 7,417: 132 4
Old : 7,421: 5,039 6,635 782 1,468 0 7,289 7,417: 132 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 379: 162 511 0 129 0 291 511: 88 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 89.4 10.5 19.8 0.0 98.2 99.9: 1.8 0.1
Old : 100.0: 67.9 89.4 10.5 19.8 0.0 98.2 99.9: 1.8 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 : 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 : 59.3 93.2 82.2 99.9 56.4 86.7 76.4 89.4
Old : 59.3 93.2 82.2 99.9 56.4 86.7 76.4 89.4
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 12, 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 : 40,557: 37 20,254 4 40,443 20,215 40,484 40,473: 73 84
Old : 40,557: 37 20,254 4 40,443 20,215 40,484 40,473: 73 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 623: -1,087 874 -23 1,737 -202 627 649: -4 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 49.9 0.0 99.7 49.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.1 49.9 0.0 99.7 49.8 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 : 39: 1 18 1 10 12 12 30:
Old : 39: 1 18 1 10 12 12 30:
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 : 93.1 59.5 99.5 83.0 75.6 43.6 77.4 61.9
Old : 93.1 59.5 99.5 83.0 75.6 43.6 77.4 61.9
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 12, 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 : 30,208: 3,193 14,834 0 27,001 15,337 30,194 30,171: 14 37
Old : 30,208: 3,193 14,834 0 27,001 15,337 30,194 30,171: 14 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 7,761: 2,293 2,021 0 5,460 5,728 7,753 7,749: 8 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 49.1 0.0 89.4 50.8 100.0 99.9: 0.0 0.1
Old : 100.0: 10.6 49.1 0.0 89.4 50.8 100.0 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 : 34: 6 10 0 10 11 16 21:
Old : 34: 6 10 0 10 11 16 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 : 89.2 75.4 97.1 90.0 87.6 73.8 94.5 88.3
Old : 89.2 75.4 97.1 90.0 87.6 73.8 94.5 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2013