WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 29, 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 : 364,164: 125,845 124,619 43,736 162,828 143,564 332,409 311,919: 31,755 52,245
Old : 309,005: 111,111 117,607 29,659 143,899 119,710 284,669 266,976: 24,336 42,029
Other: 55,159: 24,622 16,900 4,189 18,929 23,854 47,740 44,943: 7,419 10,216
: : :
: : Changes in Commitments from: October 22, 2013 :
: -10,784: -6,089 2,901 724 -3,519 -18,785 -8,884 -15,160: -1,900 4,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 34.2 12.0 44.7 39.4 91.3 85.7: 8.7 14.3
Old : 100.0: 36.0 38.1 9.6 46.6 38.7 92.1 86.4: 7.9 13.6
Other: 100.0: 44.6 30.6 7.6 34.3 43.2 86.5 81.5: 13.5 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 92 140 105 73 103 233 296:
Old : 357: 95 138 82 65 93 210 269:
Other: 175: 32 52 29 43 76 96 142:
:----------------------------------------------------------------------------------------------------
: 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 13.3 29.5 22.0 17.1 12.9 28.6 20.3
Old : 18.9 15.3 31.9 25.0 18.8 15.3 31.7 24.9
Other: 40.5 23.9 53.0 34.5 39.1 23.9 48.9 33.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 29, 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 : 1,321,037: 357,962 493,216 173,923 637,230 410,669 1,169,115 1,077,808: 151,922 243,229
Old : 1,180,433: 335,003 491,160 140,870 564,582 349,961 1,040,455 981,991: 139,978 198,442
Other: 140,604: 54,173 33,270 1,839 72,648 60,708 128,660 95,817: 11,944 44,787
: : :
: : Changes in Commitments from: October 22, 2013 :
: 36,819: 3,350 12,809 8,067 20,618 16,965 32,035 37,841: 4,784 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 37.3 13.2 48.2 31.1 88.5 81.6: 11.5 18.4
Old : 100.0: 28.4 41.6 11.9 47.8 29.6 88.1 83.2: 11.9 16.8
Other: 100.0: 38.5 23.7 1.3 51.7 43.2 91.5 68.1: 8.5 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 160 212 178 264 260 535 562:
Old : 727: 165 221 149 260 246 512 537:
Other: 355: 61 71 19 64 180 136 262:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 10.5 19.3 18.5 10.7 9.6 18.7 17.0
Old : 11.3 10.0 20.4 18.6 11.3 9.8 19.6 17.4
Other: 29.2 22.6 44.8 31.1 29.2 22.3 44.8 30.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 29, 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 : 10,592: 3,289 612 523 5,294 8,031 9,106 9,166: 1,486 1,426
Old : 10,565: 3,289 612 523 5,278 8,009 9,090 9,144: 1,475 1,421
Other: 27: 0 0 0 16 22 16 22: 11 5
: : :
: : Changes in Commitments from: October 22, 2013 :
: 418: 226 -106 129 274 493 629 516: -211 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 5.8 4.9 50.0 75.8 86.0 86.5: 14.0 13.5
Old : 100.0: 31.1 5.8 5.0 50.0 75.8 86.0 86.5: 14.0 13.5
Other: 100.0: 0.0 0.0 0.0 59.3 81.5 59.3 81.5: 40.7 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 8 8 13 14 33 28:
Old : 45: 17 8 8 13 14 33 28:
Other: 4: 0 0 0 2 3 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 : 49.2 47.1 63.8 68.1 35.3 36.0 45.5 50.8
Old : 49.3 47.1 64.0 68.1 35.4 36.1 45.6 50.9
Other: 59.3 81.5 59.3 81.5 55.6 77.8 55.6 77.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 29, 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 : 584,429: 181,772 51,803 87,314 259,581 364,499 528,667 503,616: 55,762 80,813
Old : 534,684: 166,155 54,694 76,627 240,061 331,451 482,843 462,772: 51,841 71,912
Other: 49,745: 26,121 7,613 183 19,520 33,048 45,824 40,844: 3,921 8,901
: : :
: : Changes in Commitments from: October 22, 2013 :
: -67,671: -28,058 -18,922 -1,281 -33,681 -44,983 -63,020 -65,186: -4,651 -2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.9 14.9 44.4 62.4 90.5 86.2: 9.5 13.8
Old : 100.0: 31.1 10.2 14.3 44.9 62.0 90.3 86.6: 9.7 13.4
Other: 100.0: 52.5 15.3 0.4 39.2 66.4 92.1 82.1: 7.9 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 479: 134 121 144 143 187 359 386:
Old : 476: 140 112 132 141 182 348 375:
Other: 212: 35 50 8 35 102 75 156:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 19.7 20.5 30.0 9.9 14.7 17.7 21.4
Old : 12.6 18.8 22.1 28.6 10.5 15.1 19.0 21.9
Other: 45.9 47.2 61.6 56.0 45.9 47.2 61.6 56.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 29, 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 : 326,025: 71,534 78,014 69,123 151,906 137,615 292,563 284,752: 33,462 41,273
Old : 312,699: 72,293 78,248 64,281 144,264 130,519 280,838 273,048: 31,861 39,651
Other: 13,326: 1,767 2,292 2,316 7,642 7,096 11,725 11,704: 1,601 1,622
: : :
: : Changes in Commitments from: October 22, 2013 :
: 3,661: 164 -1,896 -1,727 5,816 7,305 4,253 3,682: -592 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.9 21.2 46.6 42.2 89.7 87.3: 10.3 12.7
Old : 100.0: 23.1 25.0 20.6 46.1 41.7 89.8 87.3: 10.2 12.7
Other: 100.0: 13.3 17.2 17.4 57.3 53.2 88.0 87.8: 12.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 72 90 111 80 58 229 220:
Old : 294: 79 93 109 79 57 227 218:
Other: 57: 11 18 15 21 9 42 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 21.5 20.2 30.3 10.3 19.9 19.5 26.8
Old : 10.8 21.3 20.6 30.0 10.5 20.5 19.6 27.8
Other: 35.2 47.2 59.3 67.6 32.6 40.5 54.8 57.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 29, 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 : 659,490: 80,868 66,841 13,413 410,266 407,227 504,547 487,481: 154,943 172,009
Old : 659,490: 80,868 66,841 13,413 410,266 407,227 504,547 487,481: 154,943 172,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 1,586: 4,272 -20,482 135 -8,443 16,586 -4,036 -3,761: 5,622 5,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.1 2.0 62.2 61.7 76.5 73.9: 23.5 26.1
Old : 100.0: 12.3 10.1 2.0 62.2 61.7 76.5 73.9: 23.5 26.1
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 : 155: 24 34 19 61 75 98 115:
Old : 155: 24 34 19 61 75 98 115:
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 : 24.1 15.1 35.5 24.5 22.0 12.5 29.0 19.6
Old : 24.1 15.1 35.5 24.5 22.0 12.5 29.0 19.6
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 - Futures Only, October 29, 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 : 411,197: 43,610 35,643 3,881 282,218 292,896 329,709 332,420: 81,488 78,777
Old : 411,197: 43,610 35,643 3,881 282,218 292,896 329,709 332,420: 81,488 78,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -295: -2,032 -1,720 -340 1,930 4,195 -442 2,135: 147 -2,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.7 0.9 68.6 71.2 80.2 80.8: 19.8 19.2
Old : 100.0: 10.6 8.7 0.9 68.6 71.2 80.2 80.8: 19.8 19.2
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 : 80: 8 9 6 41 46 52 58:
Old : 80: 8 9 6 41 46 52 58:
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 : 28.1 29.7 42.7 43.9 23.8 29.7 35.0 42.1
Old : 28.1 29.7 42.7 43.9 23.8 29.7 35.0 42.1
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 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,215: 1,405 108 369 1,984 3,409 3,758 3,886: 457 329
Old : 4,215: 1,405 108 369 1,984 3,409 3,758 3,886: 457 329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -321: -95 -47 -87 -134 -229 -316 -363: -5 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 2.6 8.8 47.1 80.9 89.2 92.2: 10.8 7.8
Old : 100.0: 33.3 2.6 8.8 47.1 80.9 89.2 92.2: 10.8 7.8
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 : 36: 11 3 6 16 15 29 22:
Old : 36: 11 3 6 16 15 29 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 : 32.8 58.8 53.9 75.1 31.1 58.1 50.3 68.1
Old : 32.8 58.8 53.9 75.1 31.1 58.1 50.3 68.1
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 29, 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 : 283,833: 94,652 51,970 29,669 110,149 174,048 234,470 255,687: 49,363 28,146
Old : 275,062: 94,607 52,232 27,615 105,207 168,386 227,429 248,233: 47,633 26,829
Other: 8,771: 1,717 1,410 382 4,942 5,662 7,041 7,454: 1,730 1,317
: : :
: : Changes in Commitments from: October 22, 2013 :
: 6,507: 3,772 -592 994 2,087 4,369 6,853 4,771: -346 1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 18.3 10.5 38.8 61.3 82.6 90.1: 17.4 9.9
Old : 100.0: 34.4 19.0 10.0 38.2 61.2 82.7 90.2: 17.3 9.8
Other: 100.0: 19.6 16.1 4.4 56.3 64.6 80.3 85.0: 19.7 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 85 54 58 68 72 190 158:
Old : 243: 85 56 57 68 71 189 157:
Other: 45: 10 6 5 20 12 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 : 8.8 33.2 16.1 43.3 8.3 30.6 14.8 38.0
Old : 9.0 33.1 16.4 43.4 8.6 31.0 15.2 38.7
Other: 33.0 68.8 51.1 79.1 32.2 64.7 48.8 73.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 29, 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 : 8,795: 952 2,674 90 6,195 4,767 7,237 7,531: 1,558 1,264
Old : 8,790: 952 2,675 89 6,195 4,767 7,236 7,531: 1,554 1,259
Other: 5: 1 0 0 0 0 1 0: 4 5
: : :
: : Changes in Commitments from: October 22, 2013 :
: -1,534: -202 -446 -369 -594 -503 -1,165 -1,318: -369 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 30.4 1.0 70.4 54.2 82.3 85.6: 17.7 14.4
Old : 100.0: 10.8 30.4 1.0 70.5 54.2 82.3 85.7: 17.7 14.3
Other: 100.0: 20.0 0.0 0.0 0.0 0.0 20.0 0.0: 80.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 14 3 15 11 26 25:
Old : 47: 8 14 3 15 11 26 25:
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 : 54.0 54.6 66.9 68.3 54.0 54.6 66.9 68.3
Old : 54.1 54.6 67.0 68.4 54.1 54.6 67.0 68.4
Other: 20.0 0.0 20.0 0.0 20.0 0.0 20.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 29, 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 : 945,836: 179,573 192,393 7,590 652,545 643,643 839,708 843,626: 106,128 102,210
Old : 945,836: 179,573 192,393 7,590 652,545 643,643 839,708 843,626: 106,128 102,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 17,470: 1,716 1,470 100 17,772 16,952 19,588 18,522: -2,118 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.3 0.8 69.0 68.1 88.8 89.2: 11.2 10.8
Old : 100.0: 19.0 20.3 0.8 69.0 68.1 88.8 89.2: 11.2 10.8
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 : 213: 37 40 14 81 100 123 149:
Old : 213: 37 40 14 81 100 123 149:
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 27.0 37.9 37.7 27.5 26.3 36.8 34.7
Old : 28.4 27.0 37.9 37.7 27.5 26.3 36.8 34.7
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 - Futures Only, October 29, 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 : 2,156,934: 234,180 359,850 37,081 1,590,772 1,344,891 1,862,033 1,741,822: 294,901 415,112
Old : 2,156,934: 234,180 359,850 37,081 1,590,772 1,344,891 1,862,033 1,741,822: 294,901 415,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -30,431: -5,918 -22,798 -6,966 -26,971 -156 -39,855 -29,920: 9,424 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.7 1.7 73.8 62.4 86.3 80.8: 13.7 19.2
Old : 100.0: 10.9 16.7 1.7 73.8 62.4 86.3 80.8: 13.7 19.2
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 : 305: 41 75 42 123 145 193 233:
Old : 305: 41 75 42 123 145 193 233:
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 : 36.1 15.6 46.9 22.8 32.9 9.3 40.5 14.8
Old : 36.1 15.6 46.9 22.8 32.9 9.3 40.5 14.8
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 29, 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 : 1,816,511: 218,060 313,148 20,579 1,345,165 1,175,266 1,583,804 1,508,993: 232,707 307,518
Old : 1,816,511: 218,060 313,148 20,579 1,345,165 1,175,266 1,583,804 1,508,993: 232,707 307,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 82,253: 9,378 -8,348 1,306 60,737 76,214 71,421 69,172: 10,832 13,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 17.2 1.1 74.1 64.7 87.2 83.1: 12.8 16.9
Old : 100.0: 12.0 17.2 1.1 74.1 64.7 87.2 83.1: 12.8 16.9
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 : 243: 30 54 22 86 127 133 186:
Old : 243: 30 54 22 86 127 133 186:
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 : 34.1 17.7 49.3 26.7 33.6 17.1 47.1 25.2
Old : 34.1 17.7 49.3 26.7 33.6 17.1 47.1 25.2
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 29, 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 : 305,405: 16,670 36,444 60,139 201,724 169,940 278,533 266,523: 26,872 38,882
Old : 305,405: 16,670 36,444 60,139 201,724 169,940 278,533 266,523: 26,872 38,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 3,075: 1,493 -2,405 -3,291 2,359 5,673 561 -23: 2,514 3,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.9 19.7 66.1 55.6 91.2 87.3: 8.8 12.7
Old : 100.0: 5.5 11.9 19.7 66.1 55.6 91.2 87.3: 8.8 12.7
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 : 65: 9 18 16 32 35 52 58:
Old : 65: 9 18 16 32 35 52 58:
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 : 38.4 25.7 51.3 40.7 25.5 17.8 33.4 25.6
Old : 38.4 25.7 51.3 40.7 25.5 17.8 33.4 25.6
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 29, 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 : 71,415: 17,990 7,991 2,117 41,557 53,159 61,664 63,267: 9,751 8,148
Old : 71,415: 17,990 7,991 2,117 41,557 53,159 61,664 63,267: 9,751 8,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 6,237: 2,577 1,720 104 3,245 2,806 5,926 4,630: 311 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.2 3.0 58.2 74.4 86.3 88.6: 13.7 11.4
Old : 100.0: 25.2 11.2 3.0 58.2 74.4 86.3 88.6: 13.7 11.4
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 : 113: 31 24 8 41 24 78 53:
Old : 113: 31 24 8 41 24 78 53:
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 : 24.1 35.8 36.3 59.3 17.9 34.4 28.8 55.9
Old : 24.1 35.8 36.3 59.3 17.9 34.4 28.8 55.9
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 - Futures Only, October 29, 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 : 12,832: 4,145 627 0 7,109 11,727 11,254 12,354: 1,578 478
Old : 12,832: 4,145 627 0 7,109 11,727 11,254 12,354: 1,578 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 235: -17 -15 0 250 250 233 235: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 4.9 0.0 55.4 91.4 87.7 96.3: 12.3 3.7
Old : 100.0: 32.3 4.9 0.0 55.4 91.4 87.7 96.3: 12.3 3.7
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 : 20: 7 2 0 5 6 12 8:
Old : 20: 7 2 0 5 6 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 85.8 78.5 96.3 59.6 85.8 78.5 96.3
Old : 59.6 85.8 78.5 96.3 59.6 85.8 78.5 96.3
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 29, 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 : 117,165: 31,432 18,470 491 68,896 82,864 100,819 101,825: 16,346 15,340
Old : 117,165: 31,432 18,470 491 68,896 82,864 100,819 101,825: 16,346 15,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 12,003: 5,337 3,618 59 5,990 5,112 11,386 8,789: 617 3,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 15.8 0.4 58.8 70.7 86.0 86.9: 14.0 13.1
Old : 100.0: 26.8 15.8 0.4 58.8 70.7 86.0 86.9: 14.0 13.1
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 : 107: 27 27 4 39 21 70 48:
Old : 107: 27 27 4 39 21 70 48:
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 43.5 39.9 66.9 25.9 43.1 39.9 66.4
Old : 25.9 43.5 39.9 66.9 25.9 43.1 39.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 29, 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 : 6,891: 5,348 5,946 782 713 25 6,843 6,753: 48 138
Old : 6,891: 5,348 5,946 782 713 25 6,843 6,753: 48 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 124: 187 128 -32 -30 25 125 121: -1 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 86.3 11.3 10.3 0.4 99.3 98.0: 0.7 2.0
Old : 100.0: 77.6 86.3 11.3 10.3 0.4 99.3 98.0: 0.7 2.0
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 : 22: 13 6 2 2 1 16 8:
Old : 22: 13 6 2 2 1 16 8:
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 : 52.0 94.2 75.4 98.0 48.5 84.3 70.6 86.6
Old : 52.0 94.2 75.4 98.0 48.5 84.3 70.6 86.6
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 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 39,795: 1,261 19,491 27 38,419 20,197 39,707 39,715: 88 80
Old : 39,795: 1,261 19,491 27 38,419 20,197 39,707 39,715: 88 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -296: 118 -512 0 -461 238 -343 -274: 47 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 49.0 0.1 96.5 50.8 99.8 99.8: 0.2 0.2
Old : 100.0: 3.2 49.0 0.1 96.5 50.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 19 1 11 13 13 32:
Old : 42: 1 19 1 11 13 13 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.5 60.1 99.2 82.9 74.0 43.8 76.8 60.6
Old : 93.5 60.1 99.2 82.9 74.0 43.8 76.8 60.6
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 - Futures Only, October 29, 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 : 19,695: 1,292 12,499 0 18,389 7,154 19,681 19,653: 14 42
Old : 19,695: 1,292 12,499 0 18,389 7,154 19,681 19,653: 14 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 289: 1,099 -525 -83 -709 907 307 299: -18 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 63.5 0.0 93.4 36.3 99.9 99.8: 0.1 0.2
Old : 100.0: 6.6 63.5 0.0 93.4 36.3 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 : 32: 4 11 0 9 11 13 22:
Old : 32: 4 11 0 9 11 13 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 : 92.4 68.7 97.3 82.6 89.0 68.7 93.2 81.1
Old : 92.4 68.7 97.3 82.6 89.0 68.7 93.2 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2013