WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 8, 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 : 366,070: 131,204 124,018 40,963 163,332 154,409 335,499 319,390: 30,571 46,680
Old : 319,547: 115,925 119,896 28,731 149,511 133,228 294,167 281,855: 25,380 37,692
Other: 46,523: 24,979 13,822 2,532 13,821 21,181 41,332 37,535: 5,191 8,988
: : :
: : Changes in Commitments from: October 1, 2013 :
: 9,443: 8,169 -8,120 2,919 -1,837 13,708 9,251 8,507: 192 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 33.9 11.2 44.6 42.2 91.6 87.2: 8.4 12.8
Old : 100.0: 36.3 37.5 9.0 46.8 41.7 92.1 88.2: 7.9 11.8
Other: 100.0: 53.7 29.7 5.4 29.7 45.5 88.8 80.7: 11.2 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 106 131 102 67 111 239 291:
Old : 368: 112 127 78 61 102 218 266:
Other: 170: 31 51 26 41 71 89 135:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 17.5 29.4 26.7 17.3 17.1 28.9 24.6
Old : 19.3 19.8 32.7 29.8 19.2 19.5 32.1 29.3
Other: 46.1 24.9 56.4 36.7 44.7 24.8 54.0 34.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 8, 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 : 1,215,467: 336,580 460,681 148,020 587,453 374,216 1,072,053 982,917: 143,414 232,550
Old : 1,097,969: 317,473 463,754 119,405 526,809 322,105 963,687 905,264: 134,282 192,705
Other: 117,498: 46,549 24,369 1,173 60,644 52,111 108,366 77,653: 9,132 39,845
: : :
: : Changes in Commitments from: October 1, 2013 :
: 32,715: -4,352 4,529 20,255 9,338 2,623 25,241 27,407: 7,474 5,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 37.9 12.2 48.3 30.8 88.2 80.9: 11.8 19.1
Old : 100.0: 28.9 42.2 10.9 48.0 29.3 87.8 82.4: 12.2 17.6
Other: 100.0: 39.6 20.7 1.0 51.6 44.4 92.2 66.1: 7.8 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 721: 153 213 166 264 262 523 555:
Old : 719: 152 224 139 259 250 501 533:
Other: 312: 52 52 14 66 166 126 224:
:----------------------------------------------------------------------------------------------------
: 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 11.2 20.5 20.3 11.1 10.2 20.0 17.8
Old : 11.7 11.4 21.1 20.3 11.7 10.8 21.0 18.5
Other: 32.7 25.3 49.3 33.6 32.7 25.1 49.3 33.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 8, 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 : 11,092: 3,236 2,066 174 5,480 6,984 8,890 9,224: 2,202 1,868
Old : 11,088: 3,236 2,066 174 5,478 6,980 8,888 9,220: 2,200 1,868
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 36: 169 24 0 -118 -77 51 -53: -15 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.6 1.6 49.4 63.0 80.1 83.2: 19.9 16.8
Old : 100.0: 29.2 18.6 1.6 49.4 63.0 80.2 83.2: 19.8 16.8
Other: 100.0: 0.0 0.0 0.0 50.0 100.0 50.0 100.0: 50.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 11 5 14 12 32 26:
Old : 45: 16 11 5 14 12 32 26:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 43.5 62.6 61.1 43.4 41.7 57.2 56.9
Old : 48.8 43.5 62.7 61.1 43.4 41.7 57.3 56.9
Other: 50.0 100.0 50.0 100.0 50.0 100.0 50.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 8, 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 : 623,084: 201,332 72,029 91,431 274,941 382,113 567,704 545,573: 55,380 77,511
Old : 581,371: 189,319 78,325 79,347 260,048 353,610 528,714 511,282: 52,657 70,089
Other: 41,713: 23,967 5,658 130 14,893 28,503 38,990 34,291: 2,723 7,422
: : :
: : Changes in Commitments from: October 1, 2013 :
: 6,213: -4,972 -3,021 -2,766 13,199 7,531 5,461 1,744: 752 4,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 11.6 14.7 44.1 61.3 91.1 87.6: 8.9 12.4
Old : 100.0: 32.6 13.5 13.6 44.7 60.8 90.9 87.9: 9.1 12.1
Other: 100.0: 57.5 13.6 0.3 35.7 68.3 93.5 82.2: 6.5 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 510: 158 149 173 124 161 386 400:
Old : 504: 160 144 164 122 157 377 388:
Other: 185: 37 48 6 29 78 68 131:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 21.1 20.4 29.9 9.5 17.2 17.4 23.3
Old : 12.1 20.5 21.8 28.6 10.1 17.6 18.5 23.3
Other: 53.9 51.2 68.8 57.4 53.9 51.2 68.7 57.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 8, 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 : 302,984: 67,630 92,055 61,506 137,949 106,309 267,085 259,870: 35,899 43,114
Old : 292,558: 68,494 92,823 56,549 133,248 101,406 258,291 250,778: 34,267 41,780
Other: 10,426: 1,600 1,696 2,493 4,701 4,903 8,794 9,092: 1,632 1,334
: : :
: : Changes in Commitments from: October 1, 2013 :
: -2,544: -5,240 -4,715 1,805 -1,031 -2,273 -4,466 -5,183: 1,922 2,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 30.4 20.3 45.5 35.1 88.2 85.8: 11.8 14.2
Old : 100.0: 23.4 31.7 19.3 45.5 34.7 88.3 85.7: 11.7 14.3
Other: 100.0: 15.3 16.3 23.9 45.1 47.0 84.3 87.2: 15.7 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 62 93 97 80 55 209 212:
Old : 281: 67 96 94 80 54 208 209:
Other: 48: 11 12 14 17 9 36 30:
:----------------------------------------------------------------------------------------------------
: 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 18.7 20.7 27.8 10.9 17.6 20.1 24.6
Old : 11.5 19.2 21.0 28.0 11.2 18.3 20.4 25.6
Other: 40.0 44.1 61.3 66.8 28.9 36.1 46.2 52.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 8, 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 : 632,126: 82,983 84,328 9,758 416,027 368,745 508,768 462,831: 123,358 169,295
Old : 632,126: 82,983 84,328 9,758 416,027 368,745 508,768 462,831: 123,358 169,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 1,131: -7,307 4,144 1,572 6,152 -4,189 417 1,527: 714 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.3 1.5 65.8 58.3 80.5 73.2: 19.5 26.8
Old : 100.0: 13.1 13.3 1.5 65.8 58.3 80.5 73.2: 19.5 26.8
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 : 154: 24 36 16 60 73 93 116:
Old : 154: 24 36 16 60 73 93 116:
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 : 24.5 17.2 36.0 26.6 22.7 16.4 31.2 24.0
Old : 24.5 17.2 36.0 26.6 22.7 16.4 31.2 24.0
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 - Futures Only, October 8, 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 : 404,471: 42,551 40,609 3,976 280,185 286,255 326,712 330,840: 77,759 73,631
Old : 404,471: 42,551 40,609 3,976 280,185 286,255 326,712 330,840: 77,759 73,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 3,252: 20 477 -143 1,305 179 1,182 513: 2,070 2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.0 1.0 69.3 70.8 80.8 81.8: 19.2 18.2
Old : 100.0: 10.5 10.0 1.0 69.3 70.8 80.8 81.8: 19.2 18.2
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 : 79: 7 9 6 42 46 53 57:
Old : 79: 7 9 6 42 46 53 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 31.4 45.0 45.7 24.5 31.3 36.0 44.3
Old : 28.7 31.4 45.0 45.7 24.5 31.3 36.0 44.3
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 - Futures Only, October 8, 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 : 5,020: 1,541 208 450 2,488 3,961 4,479 4,619: 541 401
Old : 5,020: 1,541 208 450 2,488 3,961 4,479 4,619: 541 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -426: -75 175 4 -408 -637 -479 -458: 53 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.1 9.0 49.6 78.9 89.2 92.0: 10.8 8.0
Old : 100.0: 30.7 4.1 9.0 49.6 78.9 89.2 92.0: 10.8 8.0
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 : 34: 11 2 4 16 17 28 22:
Old : 34: 11 2 4 16 17 28 22:
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 57.6 51.6 76.3 25.3 45.6 38.7 53.9
Old : 30.1 57.6 51.6 76.3 25.3 45.6 38.7 53.9
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 - Futures Only, October 8, 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 : 262,950: 88,122 52,521 20,680 108,924 164,619 217,726 237,820: 45,224 25,130
Old : 257,445: 88,107 52,679 19,487 105,725 160,929 213,319 233,095: 44,126 24,350
Other: 5,505: 1,075 902 133 3,199 3,690 4,407 4,725: 1,098 780
: : :
: : Changes in Commitments from: October 1, 2013 :
: 3,630: -351 658 2,147 -804 265 992 3,070: 2,638 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 20.0 7.9 41.4 62.6 82.8 90.4: 17.2 9.6
Old : 100.0: 34.2 20.5 7.6 41.1 62.5 82.9 90.5: 17.1 9.5
Other: 100.0: 19.5 16.4 2.4 58.1 67.0 80.1 85.8: 19.9 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 79 59 57 74 71 190 157:
Old : 244: 79 61 56 73 70 188 156:
Other: 45: 10 7 4 20 13 32 22:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 34.8 17.3 44.4 9.2 31.7 16.9 40.0
Old : 9.6 34.8 17.5 44.5 9.4 32.0 17.1 40.5
Other: 34.2 55.3 53.5 75.9 34.2 52.0 49.0 66.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,384: 1,451 3,663 920 6,847 5,140 9,218 9,723: 2,166 1,661
Old : 11,382: 1,450 3,663 920 6,847 5,140 9,217 9,723: 2,165 1,659
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: October 1, 2013 :
: 929: -76 885 114 715 -141 753 858: 176 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.2 8.1 60.1 45.2 81.0 85.4: 19.0 14.6
Old : 100.0: 12.7 32.2 8.1 60.2 45.2 81.0 85.4: 19.0 14.6
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 17 10 8 19 13 38 30:
Old : 54: 17 10 8 19 13 38 30:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 49.1 54.9 62.5 41.7 45.5 52.0 57.5
Old : 42.0 49.1 54.9 62.5 41.7 45.5 52.0 57.5
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 8, 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 : 935,959: 183,019 206,760 6,357 641,509 619,024 830,885 832,141: 105,074 103,818
Old : 935,959: 183,019 206,760 6,357 641,509 619,024 830,885 832,141: 105,074 103,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 19,902: 2,240 20,311 -1,444 19,228 9,363 20,024 28,230: -122 -8,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.1 0.7 68.5 66.1 88.8 88.9: 11.2 11.1
Old : 100.0: 19.6 22.1 0.7 68.5 66.1 88.8 88.9: 11.2 11.1
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 : 221: 41 42 15 78 104 123 157:
Old : 221: 41 42 15 78 104 123 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 26.4 38.1 36.1 26.8 25.7 36.2 33.6
Old : 28.4 26.4 38.1 36.1 26.8 25.7 36.2 33.6
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 - Futures Only, October 8, 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 : 1,970,617: 197,496 285,067 47,575 1,460,230 1,230,803 1,705,301 1,563,445: 265,316 407,172
Old : 1,970,617: 197,496 285,067 47,575 1,460,230 1,230,803 1,705,301 1,563,445: 265,316 407,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 19,414: -38,737 20,298 9,199 45,490 -15,665 15,952 13,832: 3,462 5,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.5 2.4 74.1 62.5 86.5 79.3: 13.5 20.7
Old : 100.0: 10.0 14.5 2.4 74.1 62.5 86.5 79.3: 13.5 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 35 66 38 119 151 178 231:
Old : 296: 35 66 38 119 151 178 231:
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 : 35.5 13.7 44.8 21.4 32.8 7.8 39.5 13.9
Old : 35.5 13.7 44.8 21.4 32.8 7.8 39.5 13.9
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 - Futures Only, October 8, 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 : 1,713,260: 167,626 316,072 14,048 1,317,323 1,090,597 1,498,997 1,420,717: 214,263 292,543
Old : 1,713,260: 167,626 316,072 14,048 1,317,323 1,090,597 1,498,997 1,420,717: 214,263 292,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 31,351: -12,796 11,307 -4,939 27,180 36,157 9,445 42,525: 21,906 -11,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 18.4 0.8 76.9 63.7 87.5 82.9: 12.5 17.1
Old : 100.0: 9.8 18.4 0.8 76.9 63.7 87.5 82.9: 12.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 25 56 15 81 120 116 181:
Old : 238: 25 56 15 81 120 116 181:
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 : 35.6 16.5 49.2 25.5 35.1 16.5 46.4 23.9
Old : 35.6 16.5 49.2 25.5 35.1 16.5 46.4 23.9
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 - Futures Only, October 8, 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 : 302,800: 20,833 32,600 63,358 184,883 164,575 269,074 260,533: 33,726 42,267
Old : 302,800: 20,833 32,600 63,358 184,883 164,575 269,074 260,533: 33,726 42,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 21,479: 883 4,956 1,717 16,523 19,456 19,123 26,129: 2,356 -4,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.8 20.9 61.1 54.4 88.9 86.0: 11.1 14.0
Old : 100.0: 6.9 10.8 20.9 61.1 54.4 88.9 86.0: 11.1 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 : 59: 12 13 15 28 31 47 52:
Old : 59: 12 13 15 28 31 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 25.3 51.2 38.6 25.1 16.9 30.9 25.0
Old : 37.3 25.3 51.2 38.6 25.1 16.9 30.9 25.0
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 - Futures Only, October 8, 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 : 50,296: 14,776 5,097 242 25,931 39,812 40,948 45,150: 9,348 5,146
Old : 50,296: 14,776 5,097 242 25,931 39,812 40,948 45,150: 9,348 5,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -8,982: -6,462 615 -132 -3,199 -9,887 -9,792 -9,404: 811 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 10.1 0.5 51.6 79.2 81.4 89.8: 18.6 10.2
Old : 100.0: 29.4 10.1 0.5 51.6 79.2 81.4 89.8: 18.6 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 : 96: 31 17 4 40 14 72 34:
Old : 96: 31 17 4 40 14 72 34:
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 : 18.9 51.8 33.1 73.3 18.9 51.6 33.1 73.0
Old : 18.9 51.8 33.1 73.3 18.9 51.6 33.1 73.0
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 - Futures Only, October 8, 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 : 100,592: 29,551 10,193 484 51,861 79,623 81,896 90,300: 18,696 10,292
Old : 100,592: 29,551 10,193 484 51,861 79,623 81,896 90,300: 18,696 10,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -17,963: -12,924 1,229 -263 -6,397 -19,774 -19,584 -18,808: 1,621 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 10.1 0.5 51.6 79.2 81.4 89.8: 18.6 10.2
Old : 100.0: 29.4 10.1 0.5 51.6 79.2 81.4 89.8: 18.6 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 : 96: 31 17 4 40 14 72 34:
Old : 96: 31 17 4 40 14 72 34:
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 : 18.9 51.8 33.1 73.3 18.9 51.6 33.1 73.0
Old : 18.9 51.8 33.1 73.3 18.9 51.6 33.1 73.0
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 - Futures Only, October 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,847: 5,186 5,962 864 747 0 6,797 6,826: 50 21
Old : 6,847: 5,186 5,962 864 747 0 6,797 6,826: 50 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -441: -112 0 -403 52 -26 -463 -429: 22 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 87.1 12.6 10.9 0.0 99.3 99.7: 0.7 0.3
Old : 100.0: 75.7 87.1 12.6 10.9 0.0 99.3 99.7: 0.7 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 : 22: 14 5 3 3 0 18 7:
Old : 22: 14 5 3 3 0 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 96.6 76.2 99.7 50.0 86.7 69.4 87.1
Old : 52.1 96.6 76.2 99.7 50.0 86.7 69.4 87.1
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 - Futures Only, October 8, 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 : 40,552: 1,606 19,231 27 38,866 21,220 40,499 40,478: 53 74
Old : 40,552: 1,606 19,231 27 38,866 21,220 40,499 40,478: 53 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -1,045: -893 314 0 -169 -1,357 -1,062 -1,043: 17 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 47.4 0.1 95.8 52.3 99.9 99.8: 0.1 0.2
Old : 100.0: 4.0 47.4 0.1 95.8 52.3 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 : 41: 2 17 1 7 17 10 34:
Old : 41: 2 17 1 7 17 10 34:
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 : 95.4 61.8 99.8 81.5 77.0 42.0 77.5 59.3
Old : 95.4 61.8 99.8 81.5 77.0 42.0 77.5 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, October 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 17,021: 297 10,947 0 16,703 5,994 17,000 16,941: 21 80
Old : 17,021: 297 10,947 0 16,703 5,994 17,000 16,941: 21 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: -1,806: -1,606 999 0 -214 -2,806 -1,820 -1,807: 14 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 64.3 0.0 98.1 35.2 99.9 99.5: 0.1 0.5
Old : 100.0: 1.7 64.3 0.0 98.1 35.2 99.9 99.5: 0.1 0.5
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 : 29: 2 12 0 9 8 11 20:
Old : 29: 2 12 0 9 8 11 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 : 93.9 77.1 98.2 87.4 91.0 77.1 95.3 86.4
Old : 93.9 77.1 98.2 87.4 91.0 77.1 95.3 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2013