WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 503,814: 117,787 183,133 140,784 211,307 127,558 469,878 451,475: 33,936 52,339
Old : 383,141: 108,964 173,486 90,223 160,062 81,610 359,248 345,318: 23,892 37,823
Other: 120,673: 31,009 31,833 28,375 51,244 45,949 110,629 106,157: 10,044 14,516
: : :
: : Changes in Commitments from: December 17, 2013 :
: 15,754: 3,129 2,420 11,253 1,596 2,467 15,977 16,140: -223 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 36.3 27.9 41.9 25.3 93.3 89.6: 6.7 10.4
Old : 100.0: 28.4 45.3 23.5 41.8 21.3 93.8 90.1: 6.2 9.9
Other: 100.0: 25.7 26.4 23.5 42.5 38.1 91.7 88.0: 8.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 118 153 134 95 100 284 327:
Old : 385: 123 145 109 88 87 264 289:
Other: 205: 43 63 53 59 82 136 170:
:----------------------------------------------------------------------------------------------------
: 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 8.9 23.9 17.1 13.4 8.8 21.3 16.3
Old : 15.0 11.2 25.3 21.0 14.6 11.2 23.0 20.0
Other: 28.0 17.0 41.6 30.0 26.1 14.4 35.0 23.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 157,451: 47,586 37,124 24,469 68,792 67,946 140,847 129,540: 16,604 27,911
Old : 115,204: 46,810 35,322 9,344 46,710 52,546 102,864 97,212: 12,340 17,991
Other: 42,247: 11,132 12,158 4,770 22,082 15,400 37,983 32,327: 4,264 9,920
: : :
: : Changes in Commitments from: December 17, 2013 :
: 3,080: -2,022 3,579 609 3,843 -337 2,430 3,850: 650 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 23.6 15.5 43.7 43.2 89.5 82.3: 10.5 17.7
Old : 100.0: 40.6 30.7 8.1 40.5 45.6 89.3 84.4: 10.7 15.6
Other: 100.0: 26.3 28.8 11.3 52.3 36.5 89.9 76.5: 10.1 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 50 51 51 58 62 133 145:
Old : 180: 52 48 33 54 53 120 120:
Other: 122: 20 32 19 37 44 68 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 23.0 28.2 32.7 15.8 19.6 25.5 28.2
Old : 22.4 26.6 33.2 36.4 20.8 26.6 31.6 36.4
Other: 29.6 28.5 46.2 36.8 29.6 26.4 45.5 34.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,524,435: 304,078 342,634 404,907 658,175 493,036 1,367,160 1,240,576: 157,276 283,860
Old : 1,257,686: 268,153 340,394 310,522 544,588 406,220 1,123,262 1,057,135: 134,424 200,551
Other: 266,749: 78,652 44,967 51,658 113,587 86,816 243,897 183,441: 22,852 83,308
: : :
: : Changes in Commitments from: December 17, 2013 :
: -26,527: -1,113 -18,829 -3,606 -16,429 -7,054 -21,148 -29,489: -5,379 2,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 22.5 26.6 43.2 32.3 89.7 81.4: 10.3 18.6
Old : 100.0: 21.3 27.1 24.7 43.3 32.3 89.3 84.1: 10.7 15.9
Other: 100.0: 29.5 16.9 19.4 42.6 32.5 91.4 68.8: 8.6 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 149 201 219 290 295 578 592:
Old : 709: 143 206 196 285 281 552 564:
Other: 442: 89 84 77 97 227 213 363:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 8.8 18.3 15.9 8.7 7.9 15.6 13.0
Old : 11.0 9.5 19.2 16.3 9.3 8.9 16.6 14.7
Other: 23.3 16.7 37.1 25.0 23.1 14.3 34.9 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 10,662: 3,148 177 1,082 4,283 8,200 8,513 9,458: 2,150 1,204
Old : 10,012: 3,228 90 940 3,812 7,894 7,981 8,924: 2,031 1,087
Other: 651: 0 167 61 471 306 532 534: 119 117
: : :
: : Changes in Commitments from: December 17, 2013 :
: 298: 27 2 89 6 132 121 222: 177 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 1.7 10.1 40.2 76.9 79.8 88.7: 20.2 11.3
Old : 100.0: 32.2 0.9 9.4 38.1 78.8 79.7 89.1: 20.3 10.9
Other: 100.0: 0.0 25.6 9.4 72.4 47.0 81.8 82.0: 18.2 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 6 8 14 14 35 23:
Old : 43: 17 5 8 13 14 34 23:
Other: 16: 0 5 3 8 5 11 10:
:----------------------------------------------------------------------------------------------------
: 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 46.1 54.9 64.6 39.0 46.0 48.2 60.8
Old : 39.9 47.1 53.6 65.9 39.9 46.9 49.7 62.3
Other: 75.0 61.1 80.2 80.7 63.6 53.0 65.5 65.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 786,037: 243,299 60,929 207,894 272,436 417,387 723,628 686,210: 62,409 99,827
Old : 670,212: 230,419 54,748 158,629 228,103 382,809 617,151 596,187: 53,061 74,026
Other: 115,824: 37,415 30,717 24,729 44,333 34,577 106,477 90,023: 9,348 25,801
: : :
: : Changes in Commitments from: December 17, 2013 :
: -25,224: -4,114 -331 -2,395 -15,905 -18,329 -22,414 -21,056: -2,810 -4,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.8 26.4 34.7 53.1 92.1 87.3: 7.9 12.7
Old : 100.0: 34.4 8.2 23.7 34.0 57.1 92.1 89.0: 7.9 11.0
Other: 100.0: 32.3 26.5 21.4 38.3 29.9 91.9 77.7: 8.1 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 537: 171 152 200 148 191 427 448:
Old : 526: 169 148 188 143 186 411 431:
Other: 287: 63 80 70 62 115 165 228:
:----------------------------------------------------------------------------------------------------
: 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 : 7.5 16.7 14.4 24.8 7.4 13.8 13.7 19.5
Old : 8.7 18.9 16.1 26.9 8.7 15.5 15.9 21.7
Other: 21.3 20.7 34.9 31.7 21.1 18.3 34.4 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 372,123: 73,908 108,023 67,025 193,393 154,932 334,326 329,980: 37,797 42,143
Old : 346,014: 75,527 109,851 57,399 180,048 139,973 312,975 307,224: 33,039 38,790
Other: 26,109: 4,294 4,085 3,713 13,345 14,958 21,351 22,756: 4,758 3,353
: : :
: : Changes in Commitments from: December 17, 2013 :
: -7,424: -383 1,191 -2,406 -3,280 -1,831 -6,069 -3,046: -1,355 -4,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 29.0 18.0 52.0 41.6 89.8 88.7: 10.2 11.3
Old : 100.0: 21.8 31.7 16.6 52.0 40.5 90.5 88.8: 9.5 11.2
Other: 100.0: 16.4 15.6 14.2 51.1 57.3 81.8 87.2: 18.2 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 59 102 87 89 75 206 226:
Old : 289: 62 106 81 88 73 202 220:
Other: 70: 15 15 13 31 13 52 36:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 20.6 19.4 28.4 8.2 13.7 15.4 20.2
Old : 11.5 19.9 20.2 27.8 8.6 15.9 16.0 22.8
Other: 36.4 48.6 52.0 64.1 29.5 42.7 43.0 55.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 816,272: 133,765 83,008 67,990 479,211 485,690 680,966 636,688: 135,305 179,584
Old : 816,272: 133,765 83,008 67,990 479,211 485,690 680,966 636,688: 135,305 179,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 25,815: 18,416 -27 4,391 8,193 28,731 31,000 33,094: -5,185 -7,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.2 8.3 58.7 59.5 83.4 78.0: 16.6 22.0
Old : 100.0: 16.4 10.2 8.3 58.7 59.5 83.4 78.0: 16.6 22.0
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 : 172: 36 33 42 83 88 140 142:
Old : 172: 36 33 42 83 88 140 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 14.6 30.6 23.3 19.1 11.5 25.5 17.6
Old : 19.8 14.6 30.6 23.3 19.1 11.5 25.5 17.6
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, December 24, 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 : 458,910: 50,787 68,254 5,755 323,893 298,203 380,435 372,211: 78,475 86,699
Old : 458,910: 50,787 68,254 5,755 323,893 298,203 380,435 372,211: 78,475 86,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 5,413: -1,858 1,706 -1,777 7,102 7,393 3,467 7,321: 1,946 -1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.9 1.3 70.6 65.0 82.9 81.1: 17.1 18.9
Old : 100.0: 11.1 14.9 1.3 70.6 65.0 82.9 81.1: 17.1 18.9
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 : 84: 8 17 10 44 43 59 63:
Old : 84: 8 17 10 44 43 59 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 : 27.0 33.4 45.3 47.5 24.1 33.3 39.5 46.5
Old : 27.0 33.4 45.3 47.5 24.1 33.3 39.5 46.5
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, December 24, 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 : 3,249: 988 386 276 1,410 2,411 2,674 3,073: 575 176
Old : 3,249: 988 386 276 1,410 2,411 2,674 3,073: 575 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -184: 58 9 -29 -80 -11 -51 -31: -133 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.9 8.5 43.4 74.2 82.3 94.6: 17.7 5.4
Old : 100.0: 30.4 11.9 8.5 43.4 74.2 82.3 94.6: 17.7 5.4
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 : 32: 7 4 6 14 13 26 20:
Old : 32: 7 4 6 14 13 26 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 : 36.4 60.4 52.0 76.3 36.4 53.6 49.5 66.5
Old : 36.4 60.4 52.0 76.3 36.4 53.6 49.5 66.5
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, December 24, 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 : 322,741: 100,823 47,452 56,047 112,976 187,730 269,846 291,229: 52,895 31,512
Old : 295,598: 96,421 45,872 50,763 100,023 170,042 247,207 266,676: 48,391 28,922
Other: 27,143: 6,457 3,635 3,229 12,953 17,688 22,639 24,553: 4,504 2,591
: : :
: : Changes in Commitments from: December 17, 2013 :
: -6,078: -3,926 501 -1,574 2,179 -4,722 -3,321 -5,795: -2,758 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 14.7 17.4 35.0 58.2 83.6 90.2: 16.4 9.8
Old : 100.0: 32.6 15.5 17.2 33.8 57.5 83.6 90.2: 16.4 9.8
Other: 100.0: 23.8 13.4 11.9 47.7 65.2 83.4 90.5: 16.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 87 53 76 80 87 212 184:
Old : 254: 84 56 76 79 87 209 184:
Other: 84: 23 15 20 37 17 68 45:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 30.5 15.9 39.9 7.7 25.5 14.2 31.5
Old : 9.0 30.4 16.5 39.3 8.3 26.6 15.3 32.9
Other: 23.3 46.0 37.1 66.7 21.6 34.5 35.2 53.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 7,587: 820 1,389 241 4,874 4,657 5,935 6,287: 1,652 1,299
Old : 7,553: 816 1,389 239 4,874 4,649 5,930 6,277: 1,623 1,275
Other: 34: 5 2 0 0 8 5 10: 29 24
: : :
: : Changes in Commitments from: December 17, 2013 :
: -26: -60 412 -166 117 -201 -110 45: 84 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.3 3.2 64.2 61.4 78.2 82.9: 21.8 17.1
Old : 100.0: 10.8 18.4 3.2 64.5 61.6 78.5 83.1: 21.5 16.9
Other: 100.0: 14.7 5.9 0.0 0.0 23.5 14.7 29.4: 85.3 70.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 7 9 19 12 33 27:
Old : 43: 12 8 9 19 12 33 27:
Other: 5: 2 1 0 0 2 2 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 : 44.1 59.4 56.8 71.6 44.0 58.3 56.7 70.3
Old : 44.3 59.6 57.0 71.9 44.3 58.5 57.0 70.6
Other: 14.7 29.4 14.7 29.4 14.7 29.4 14.7 29.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 811,712: 203,962 167,553 14,040 493,913 525,344 711,915 706,936: 99,798 104,776
Old : 811,712: 203,962 167,553 14,040 493,913 525,344 711,915 706,936: 99,798 104,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -32,784: -2,567 -6,639 1,096 -23,548 -27,924 -25,019 -33,467: -7,765 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 20.6 1.7 60.8 64.7 87.7 87.1: 12.3 12.9
Old : 100.0: 25.1 20.6 1.7 60.8 64.7 87.7 87.1: 12.3 12.9
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 : 199: 41 30 20 86 91 134 134:
Old : 199: 41 30 20 86 91 134 134:
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 : 16.6 25.2 28.7 37.8 15.5 22.6 25.4 33.7
Old : 16.6 25.2 28.7 37.8 15.5 22.6 25.4 33.7
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, December 24, 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 : 2,987,254: 233,377 333,865 446,166 2,070,525 1,744,487 2,750,068 2,524,519: 237,187 462,735
Old : 2,987,254: 233,377 333,865 446,166 2,070,525 1,744,487 2,750,068 2,524,519: 237,187 462,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 194,956: 28,065 -14,248 102,434 77,065 122,540 207,564 210,726: -12,608 -15,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.2 14.9 69.3 58.4 92.1 84.5: 7.9 15.5
Old : 100.0: 7.8 11.2 14.9 69.3 58.4 92.1 84.5: 7.9 15.5
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 : 325: 61 71 79 155 165 258 273:
Old : 325: 61 71 79 155 165 258 273:
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 : 25.6 14.6 37.6 22.2 22.6 9.7 32.9 13.4
Old : 25.6 14.6 37.6 22.2 22.6 9.7 32.9 13.4
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, December 24, 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 : 2,210,762: 292,490 266,883 202,128 1,511,852 1,382,132 2,006,471 1,851,143: 204,291 359,619
Old : 2,210,762: 292,490 266,883 202,128 1,511,852 1,382,132 2,006,471 1,851,143: 204,291 359,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 214,192: 24,284 32,208 46,522 137,755 112,879 208,560 191,609: 5,632 22,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.1 9.1 68.4 62.5 90.8 83.7: 9.2 16.3
Old : 100.0: 13.2 12.1 9.1 68.4 62.5 90.8 83.7: 9.2 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 : 248: 48 48 42 104 129 169 202:
Old : 248: 48 48 42 104 129 169 202:
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 : 30.9 16.0 42.5 24.3 30.0 15.4 40.4 22.6
Old : 30.9 16.0 42.5 24.3 30.0 15.4 40.4 22.6
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, December 24, 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 : 308,324: 17,519 55,585 49,849 212,394 155,510 279,761 260,943: 28,562 47,380
Old : 308,324: 17,519 55,585 49,849 212,394 155,510 279,761 260,943: 28,562 47,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 16,320: 4,550 12,225 -641 8,881 5,871 12,789 17,455: 3,531 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 18.0 16.2 68.9 50.4 90.7 84.6: 9.3 15.4
Old : 100.0: 5.7 18.0 16.2 68.9 50.4 90.7 84.6: 9.3 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 : 64: 11 17 16 31 30 51 54:
Old : 64: 11 17 16 31 30 51 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 : 42.6 30.3 55.9 45.0 32.3 25.0 39.5 30.5
Old : 42.6 30.3 55.9 45.0 32.3 25.0 39.5 30.5
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, December 24, 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 : 61,118: 15,058 10,618 826 37,000 42,217 52,883 53,661: 8,234 7,457
Old : 61,118: 15,058 10,618 826 37,000 42,217 52,883 53,661: 8,234 7,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -28,664: -4,175 3,530 -4,806 -17,819 -26,083 -26,799 -27,358: -1,865 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.4 1.4 60.5 69.1 86.5 87.8: 13.5 12.2
Old : 100.0: 24.6 17.4 1.4 60.5 69.1 86.5 87.8: 13.5 12.2
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 : 104: 29 22 9 39 22 72 49:
Old : 104: 29 22 9 39 22 72 49:
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 : 26.8 46.5 41.9 64.9 26.8 46.2 41.6 64.7
Old : 26.8 46.5 41.9 64.9 26.8 46.2 41.6 64.7
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, December 24, 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 : 122,236: 30,115 21,236 1,653 73,999 84,434 105,767 107,323: 16,469 14,913
Old : 122,236: 30,115 21,236 1,653 73,999 84,434 105,767 107,323: 16,469 14,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -23,674: -5,839 2,176 -3,165 -13,347 -22,237 -22,352 -23,226: -1,322 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.4 1.4 60.5 69.1 86.5 87.8: 13.5 12.2
Old : 100.0: 24.6 17.4 1.4 60.5 69.1 86.5 87.8: 13.5 12.2
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 : 104: 29 22 9 39 22 72 49:
Old : 104: 29 22 9 39 22 72 49:
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 : 26.8 46.5 41.9 64.9 26.8 46.2 41.6 64.7
Old : 26.8 46.5 41.9 64.9 26.8 46.2 41.6 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 7,599: 5,610 6,100 1,385 569 90 7,564 7,575: 35 24
Old : 7,599: 5,610 6,100 1,385 569 90 7,564 7,575: 35 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -1,394: -973 -1,075 -428 22 90 -1,379 -1,413: -15 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 80.3 18.2 7.5 1.2 99.5 99.7: 0.5 0.3
Old : 100.0: 73.8 80.3 18.2 7.5 1.2 99.5 99.7: 0.5 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 : 20: 12 6 3 1 1 14 9:
Old : 20: 12 6 3 1 1 14 9:
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 : 60.9 80.4 85.1 98.5 51.5 75.9 71.5 81.5
Old : 60.9 80.4 85.1 98.5 51.5 75.9 71.5 81.5
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, December 24, 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 : 49,745: 5,210 23,725 0 44,501 25,895 49,711 49,620: 34 125
Old : 49,745: 5,210 23,725 0 44,501 25,895 49,711 49,620: 34 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -114: 714 529 0 -808 -660 -94 -131: -20 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 47.7 0.0 89.5 52.1 99.9 99.7: 0.1 0.3
Old : 100.0: 10.5 47.7 0.0 89.5 52.1 99.9 99.7: 0.1 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 : 47: 2 17 0 12 18 14 35:
Old : 47: 2 17 0 12 18 14 35:
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 : 80.7 51.7 99.2 73.6 80.4 41.0 88.8 62.9
Old : 80.7 51.7 99.2 73.6 80.4 41.0 88.8 62.9
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, December 24, 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 : 30,246: 1,191 19,433 0 29,054 10,743 30,245 30,176: 1 70
Old : 30,246: 1,191 19,433 0 29,054 10,743 30,245 30,176: 1 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: 1,393: 383 593 0 1,043 778 1,426 1,371: -33 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 64.2 0.0 96.1 35.5 100.0 99.8: 0.0 0.2
Old : 100.0: 3.9 64.2 0.0 96.1 35.5 100.0 99.8: 0.0 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 : 37: 2 13 0 9 15 11 28:
Old : 37: 2 13 0 9 15 11 28:
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 : 83.7 68.0 99.6 83.3 80.7 54.1 85.0 68.5
Old : 83.7 68.0 99.6 83.3 80.7 54.1 85.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2013