WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 450,072: 120,030 186,721 94,930 201,929 118,061 416,889 399,712: 33,183 50,360
Old : 352,798: 111,197 177,031 56,765 159,688 80,964 327,650 314,759: 25,148 38,039
Other: 97,273: 30,493 31,350 16,505 42,241 37,097 89,239 84,953: 8,034 12,321
: : :
: : Changes in Commitments from: November 19, 2013 :
: -67,938: 2,838 10,356 -36,070 -33,327 -39,014 -66,558 -64,728: -1,380 -3,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 41.5 21.1 44.9 26.2 92.6 88.8: 7.4 11.2
Old : 100.0: 31.5 50.2 16.1 45.3 22.9 92.9 89.2: 7.1 10.8
Other: 100.0: 31.3 32.2 17.0 43.4 38.1 91.7 87.3: 8.3 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 105 160 134 102 112 290 334:
Old : 385: 106 153 105 96 99 264 296:
Other: 214: 50 63 54 54 84 137 176:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 9.8 25.3 18.2 13.4 9.8 22.4 17.7
Old : 15.4 12.0 27.1 21.8 14.4 12.0 25.0 21.6
Other: 30.8 18.6 47.8 30.9 29.2 16.8 41.7 25.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 1,557,202: 308,429 392,784 366,203 709,275 501,664 1,383,907 1,260,651: 173,295 296,551
Old : 1,309,886: 272,880 386,382 284,308 600,753 416,628 1,157,941 1,087,317: 151,945 222,569
Other: 247,316: 70,987 41,841 46,456 108,523 85,036 225,966 173,334: 21,349 73,982
: : :
: : Changes in Commitments from: November 19, 2013 :
: -457,648: -21,847 -23,983 -278,668 -137,807 -135,780 -438,321 -438,431: -19,327 -19,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.2 23.5 45.5 32.2 88.9 81.0: 11.1 19.0
Old : 100.0: 20.8 29.5 21.7 45.9 31.8 88.4 83.0: 11.6 17.0
Other: 100.0: 28.7 16.9 18.8 43.9 34.4 91.4 70.1: 8.6 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 147 209 209 290 289 565 596:
Old : 715: 144 214 191 286 279 543 580:
Other: 404: 65 86 63 88 211 185 330:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 9.7 17.9 16.9 8.5 8.4 15.6 13.7
Old : 10.4 10.2 18.4 16.8 8.9 9.8 16.4 14.6
Other: 25.5 17.5 41.3 26.0 25.3 14.9 37.6 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 9,448: 2,755 209 861 4,141 7,259 7,757 8,329: 1,691 1,120
Old : 9,151: 2,810 162 771 3,923 7,187 7,503 8,120: 1,648 1,031
Other: 298: 0 101 36 218 72 254 209: 44 89
: : :
: : Changes in Commitments from: November 19, 2013 :
: -1,596: 183 -276 -495 -938 -100 -1,251 -871: -345 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 2.2 9.1 43.8 76.8 82.1 88.1: 17.9 11.9
Old : 100.0: 30.7 1.8 8.4 42.9 78.5 82.0 88.7: 18.0 11.3
Other: 100.0: 0.0 33.8 12.1 73.3 24.2 85.4 70.1: 14.6 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 5 7 16 12 35 21:
Old : 40: 17 4 7 16 12 35 21:
Other: 13: 0 4 3 7 4 10 8:
:----------------------------------------------------------------------------------------------------
: 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 49.4 54.2 67.3 40.1 49.1 50.0 61.6
Old : 41.0 50.8 53.6 68.3 41.0 50.5 51.2 63.4
Other: 74.0 59.2 84.0 70.1 54.5 40.3 58.1 42.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 741,684: 215,590 57,977 198,447 265,994 393,017 680,031 649,442: 61,652 92,242
Old : 657,678: 203,768 56,619 162,543 235,941 364,417 602,252 583,579: 55,426 74,099
Other: 84,006: 31,610 21,145 16,117 30,053 28,600 77,779 65,862: 6,227 18,143
: : :
: : Changes in Commitments from: November 19, 2013 :
: 18,586: 16,850 1,080 647 -5,178 11,338 12,318 13,065: 6,267 5,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.8 26.8 35.9 53.0 91.7 87.6: 8.3 12.4
Old : 100.0: 31.0 8.6 24.7 35.9 55.4 91.6 88.7: 8.4 11.3
Other: 100.0: 37.6 25.2 19.2 35.8 34.0 92.6 78.4: 7.4 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 172 152 191 145 205 414 464:
Old : 551: 169 154 182 139 202 398 454:
Other: 284: 57 81 57 50 122 135 232:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 15.9 14.8 23.4 7.5 13.5 13.8 18.2
Old : 8.5 17.6 15.9 24.6 8.2 15.0 15.2 20.0
Other: 27.6 22.0 42.1 32.2 27.4 20.1 41.1 27.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 359,489: 71,019 85,693 62,636 187,728 167,766 321,382 316,095: 38,107 43,394
Old : 339,447: 71,853 86,456 55,441 176,754 156,392 304,048 298,289: 35,399 41,158
Other: 20,042: 3,011 3,082 3,349 10,974 11,375 17,334 17,805: 2,708 2,236
: : :
: : Changes in Commitments from: November 19, 2013 :
: -22,785: 3,624 -6,936 -17,696 -7,399 4,017 -21,472 -20,616: -1,314 -2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 23.8 17.4 52.2 46.7 89.4 87.9: 10.6 12.1
Old : 100.0: 21.2 25.5 16.3 52.1 46.1 89.6 87.9: 10.4 12.1
Other: 100.0: 15.0 15.4 16.7 54.8 56.8 86.5 88.8: 13.5 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 66 79 95 83 69 213 212:
Old : 279: 76 79 91 82 68 211 208:
Other: 68: 11 22 18 25 12 49 42:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 26.3 20.9 33.5 8.5 18.9 15.8 25.3
Old : 13.2 25.7 21.7 33.0 9.5 20.2 17.2 27.0
Other: 36.3 52.1 53.7 68.2 31.2 45.7 47.1 59.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 907,377: 109,734 81,332 64,780 585,296 547,784 759,811 693,896: 147,566 213,481
Old : 907,377: 109,734 81,332 64,780 585,296 547,784 759,811 693,896: 147,566 213,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 79,129: -1,484 -247 -4,692 85,781 62,840 79,604 57,901: -475 21,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.0 7.1 64.5 60.4 83.7 76.5: 16.3 23.5
Old : 100.0: 12.1 9.0 7.1 64.5 60.4 83.7 76.5: 16.3 23.5
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 : 167: 31 38 44 75 81 130 141:
Old : 167: 31 38 44 75 81 130 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 21.4 36.5 28.2 18.2 12.0 24.8 16.7
Old : 25.9 21.4 36.5 28.2 18.2 12.0 24.8 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 469,369: 48,083 55,242 18,032 310,635 290,693 376,751 363,968: 92,619 105,401
Old : 469,369: 48,083 55,242 18,032 310,635 290,693 376,751 363,968: 92,619 105,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 12,278: 2,850 11,523 12,808 -7,216 -13,361 8,443 10,970: 3,836 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.8 3.8 66.2 61.9 80.3 77.5: 19.7 22.5
Old : 100.0: 10.2 11.8 3.8 66.2 61.9 80.3 77.5: 19.7 22.5
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 : 85: 6 16 15 47 49 64 69:
Old : 85: 6 16 15 47 49 64 69:
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 28.9 41.0 40.9 22.7 28.7 36.2 39.6
Old : 25.8 28.9 41.0 40.9 22.7 28.7 36.2 39.6
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 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 3,366: 1,014 299 193 1,596 2,657 2,803 3,149: 563 217
Old : 3,366: 1,014 299 193 1,596 2,657 2,803 3,149: 563 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -429: -97 -114 -89 -277 -147 -463 -350: 34 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.9 5.7 47.4 78.9 83.3 93.6: 16.7 6.4
Old : 100.0: 30.1 8.9 5.7 47.4 78.9 83.3 93.6: 16.7 6.4
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 : 31: 9 2 5 14 14 25 19:
Old : 31: 9 2 5 14 14 25 19:
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 : 35.2 61.7 56.7 76.6 31.0 57.0 49.2 67.5
Old : 35.2 61.7 56.7 76.6 31.0 57.0 49.2 67.5
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 26, 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 : 306,137: 95,778 44,580 49,259 108,639 181,660 253,676 275,499: 52,461 30,637
Old : 286,882: 92,241 44,941 44,898 100,062 167,522 237,201 257,361: 49,681 29,521
Other: 19,255: 5,904 2,006 1,994 8,576 14,138 16,475 18,138: 2,780 1,116
: : :
: : Changes in Commitments from: November 19, 2013 :
: -36,766: 5,399 -5,016 -24,056 -20,143 -8,325 -38,800 -37,397: 2,034 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.6 16.1 35.5 59.3 82.9 90.0: 17.1 10.0
Old : 100.0: 32.2 15.7 15.7 34.9 58.4 82.7 89.7: 17.3 10.3
Other: 100.0: 30.7 10.4 10.4 44.5 73.4 85.6 94.2: 14.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 86 49 75 79 85 206 180:
Old : 244: 86 48 74 78 84 202 178:
Other: 75: 17 16 18 33 16 60 41:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 31.6 15.8 39.3 8.0 27.7 14.4 33.5
Old : 8.8 31.2 16.3 38.6 8.5 28.3 15.2 33.9
Other: 28.1 52.4 43.8 74.4 27.2 40.9 40.6 60.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 8,793: 994 1,078 451 5,666 6,087 7,111 7,616: 1,682 1,177
Old : 8,772: 995 1,074 449 5,664 6,081 7,108 7,604: 1,664 1,168
Other: 21: 1 6 0 2 6 3 12: 18 9
: : :
: : Changes in Commitments from: November 19, 2013 :
: 158: 89 -372 53 -16 346 126 28: 32 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.3 5.1 64.4 69.2 80.9 86.6: 19.1 13.4
Old : 100.0: 11.3 12.2 5.1 64.6 69.3 81.0 86.7: 19.0 13.3
Other: 100.0: 4.8 28.6 0.0 9.5 28.6 14.3 57.1: 85.7 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 10 12 9 22 17 39 32:
Old : 51: 11 11 9 21 17 38 32:
Other: 4: 1 1 0 1 1 2 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 : 45.8 54.1 57.5 67.4 45.7 53.7 57.1 65.6
Old : 45.9 54.2 57.6 67.6 45.8 53.8 57.3 65.7
Other: 14.3 57.1 14.3 57.1 14.3 57.1 14.3 57.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 1,019,710: 232,192 179,409 35,836 624,058 692,610 892,087 907,855: 127,624 111,855
Old : 1,019,710: 232,192 179,409 35,836 624,058 692,610 892,087 907,855: 127,624 111,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -30,573: 2,683 -18,602 -25,699 -20,432 7,441 -43,448 -36,859: 12,875 6,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.6 3.5 61.2 67.9 87.5 89.0: 12.5 11.0
Old : 100.0: 22.8 17.6 3.5 61.2 67.9 87.5 89.0: 12.5 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 41 32 25 87 98 142 143:
Old : 207: 41 32 25 87 98 142 143:
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 : 22.4 21.5 34.2 34.1 19.2 20.9 28.3 30.7
Old : 22.4 21.5 34.2 34.1 19.2 20.9 28.3 30.7
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 26, 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 : 2,894,216: 222,326 345,871 300,495 2,058,261 1,770,073 2,581,082 2,416,439: 313,134 477,778
Old : 2,894,216: 222,326 345,871 300,495 2,058,261 1,770,073 2,581,082 2,416,439: 313,134 477,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -54,721: 13,287 1,084 -2,726 -87,710 -75,103 -77,149 -76,745: 22,429 22,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 12.0 10.4 71.1 61.2 89.2 83.5: 10.8 16.5
Old : 100.0: 7.7 12.0 10.4 71.1 61.2 89.2 83.5: 10.8 16.5
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 : 312: 51 66 76 156 171 250 270:
Old : 312: 51 66 76 156 171 250 270:
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 : 29.6 14.5 41.0 21.7 26.4 10.4 35.5 14.9
Old : 29.6 14.5 41.0 21.7 26.4 10.4 35.5 14.9
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 26, 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 : 2,180,175: 282,540 262,732 154,574 1,444,357 1,427,561 1,881,471 1,844,867: 298,703 335,308
Old : 2,180,175: 282,540 262,732 154,574 1,444,357 1,427,561 1,881,471 1,844,867: 298,703 335,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -134,830: 60,451 -5,613 -86,899 -159,702 -62,205 -186,150 -154,717: 51,320 19,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.1 7.1 66.2 65.5 86.3 84.6: 13.7 15.4
Old : 100.0: 13.0 12.1 7.1 66.2 65.5 86.3 84.6: 13.7 15.4
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 : 234: 41 49 41 94 122 156 192:
Old : 234: 41 49 41 94 122 156 192:
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 19.9 41.4 28.9 29.0 18.0 39.3 25.4
Old : 30.1 19.9 41.4 28.9 29.0 18.0 39.3 25.4
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 26, 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 : 291,228: 15,026 43,944 53,067 197,506 153,395 265,599 250,406: 25,630 40,822
Old : 291,228: 15,026 43,944 53,067 197,506 153,395 265,599 250,406: 25,630 40,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -3,795: -1,490 895 -3,250 150 -2,143 -4,591 -4,499: 795 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.1 18.2 67.8 52.7 91.2 86.0: 8.8 14.0
Old : 100.0: 5.2 15.1 18.2 67.8 52.7 91.2 86.0: 8.8 14.0
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 : 69: 13 18 19 30 34 54 60:
Old : 69: 13 18 19 30 34 54 60:
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 : 40.9 27.6 54.5 43.3 27.5 20.8 35.0 26.4
Old : 40.9 27.6 54.5 43.3 27.5 20.8 35.0 26.4
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 26, 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 : 84,087: 23,633 10,200 3,777 46,927 58,456 74,337 72,434: 9,750 11,654
Old : 84,087: 23,633 10,200 3,777 46,927 58,456 74,337 72,434: 9,750 11,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 2,894: 1,351 -74 327 1,430 2,263 3,108 2,517: -215 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 12.1 4.5 55.8 69.5 88.4 86.1: 11.6 13.9
Old : 100.0: 28.1 12.1 4.5 55.8 69.5 88.4 86.1: 11.6 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 : 116: 30 29 16 42 28 84 63:
Old : 116: 30 29 16 42 28 84 63:
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 : 23.6 31.8 35.9 51.1 18.8 30.6 29.8 48.1
Old : 23.6 31.8 35.9 51.1 18.8 30.6 29.8 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 13,824: 4,148 320 1 8,179 12,697 12,328 13,018: 1,496 806
Old : 13,824: 4,148 320 1 8,179 12,697 12,328 13,018: 1,496 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -187: 28 0 -0 -250 -250 -222 -250: 35 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 2.3 0.0 59.2 91.8 89.2 94.2: 10.8 5.8
Old : 100.0: 30.0 2.3 0.0 59.2 91.8 89.2 94.2: 10.8 5.8
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 6 8 14 12:
Old : 22: 8 1 3 6 8 14 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 : 57.8 74.2 75.6 92.6 57.8 74.2 75.6 90.4
Old : 57.8 74.2 75.6 92.6 57.8 74.2 75.6 90.4
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 26, 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 : 140,526: 43,817 24,607 2,705 77,495 91,519 124,017 118,831: 16,509 21,695
Old : 140,526: 43,817 24,607 2,705 77,495 91,519 124,017 118,831: 16,509 21,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 6,161: 2,896 101 406 3,360 5,027 6,661 5,534: -500 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 17.5 1.9 55.1 65.1 88.3 84.6: 11.7 15.4
Old : 100.0: 31.2 17.5 1.9 55.1 65.1 88.3 84.6: 11.7 15.4
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 : 112: 26 32 13 40 26 77 60:
Old : 112: 26 32 13 40 26 77 60:
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 36.1 38.1 54.8 24.1 35.6 37.9 54.3
Old : 24.3 36.1 38.1 54.8 24.1 35.6 37.9 54.3
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 26, 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 : 8,005: 5,072 7,220 782 2,020 0 7,874 8,002: 131 3
Old : 8,005: 5,072 7,220 782 2,020 0 7,874 8,002: 131 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 402: 92 403 0 310 0 402 403: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 90.2 9.8 25.2 0.0 98.4 100.0: 1.6 0.0
Old : 100.0: 63.4 90.2 9.8 25.2 0.0 98.4 100.0: 1.6 0.0
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 : 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 : 64.6 87.9 85.2 100.0 62.6 87.9 79.0 90.2
Old : 64.6 87.9 85.2 100.0 62.6 87.9 79.0 90.2
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 26, 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 : 46,313: 5,468 20,390 0 40,811 25,841 46,279 46,231: 34 82
Old : 46,313: 5,468 20,390 0 40,811 25,841 46,279 46,231: 34 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 3,939: 4,060 451 -9 -91 3,499 3,960 3,941: -21 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 44.0 0.0 88.1 55.8 99.9 99.8: 0.1 0.2
Old : 100.0: 11.8 44.0 0.0 88.1 55.8 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 16 0 11 15 13 31:
Old : 42: 2 16 0 11 15 13 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 53.8 99.3 78.8 75.0 40.5 80.0 62.6
Old : 86.6 53.8 99.3 78.8 75.0 40.5 80.0 62.6
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 26, 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 : 32,265: 208 16,274 20 31,986 15,948 32,214 32,242: 51 23
Old : 32,265: 208 16,274 20 31,986 15,948 32,214 32,242: 51 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 3,216: -1,064 1,176 -55 4,285 2,126 3,166 3,247: 50 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 50.4 0.1 99.1 49.4 99.8 99.9: 0.2 0.1
Old : 100.0: 0.6 50.4 0.1 99.1 49.4 99.8 99.9: 0.2 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 : 33: 1 13 1 10 13 12 26:
Old : 33: 1 13 1 10 13 12 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.4 73.9 99.3 87.8 84.0 60.4 85.1 74.3
Old : 96.4 73.9 99.3 87.8 84.0 60.4 85.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2013