WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 403,150: 122,528 170,729 57,079 192,558 120,926 372,165 348,734: 30,985 54,416
Old : 335,169: 111,435 164,376 34,028 165,522 94,589 310,985 292,993: 24,184 42,176
Other: 67,981: 29,186 24,446 4,958 27,036 26,337 61,180 55,741: 6,801 12,240
: : :
: : Changes in Commitments from: November 5, 2013 :
: 38,153: 7,901 32,818 8,806 19,517 -3,305 36,224 38,319: 1,929 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 42.3 14.2 47.8 30.0 92.3 86.5: 7.7 13.5
Old : 100.0: 33.2 49.0 10.2 49.4 28.2 92.8 87.4: 7.2 12.6
Other: 100.0: 42.9 36.0 7.3 39.8 38.7 90.0 82.0: 10.0 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 96 150 108 83 105 243 309:
Old : 362: 101 138 82 77 96 221 276:
Other: 193: 36 63 37 45 78 111 153:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 11.5 27.4 20.8 14.6 10.8 25.7 19.1
Old : 16.1 12.4 29.5 22.9 15.1 12.3 27.6 22.2
Other: 41.9 25.9 57.8 35.8 40.6 25.9 56.0 35.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,371,072: 383,398 454,532 187,792 642,483 482,846 1,213,673 1,125,170: 157,399 245,902
Old : 1,195,839: 350,360 436,350 151,250 549,526 413,175 1,051,136 1,000,775: 144,703 195,064
Other: 175,233: 67,027 52,171 2,553 92,957 69,671 162,537 124,395: 12,696 50,838
: : :
: : Changes in Commitments from: November 5, 2013 :
: 38,236: 13,092 -34,112 20,479 -2,687 49,954 30,884 36,321: 7,352 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 33.2 13.7 46.9 35.2 88.5 82.1: 11.5 17.9
Old : 100.0: 29.3 36.5 12.6 46.0 34.6 87.9 83.7: 12.1 16.3
Other: 100.0: 38.3 29.8 1.5 53.0 39.8 92.8 71.0: 7.2 29.0
: : :
:# Traders : Number of Traders in Each Category :
All : 770: 162 219 197 274 284 564 605:
Old : 764: 169 227 174 271 268 547 577:
Other: 398: 57 89 22 63 205 133 307:
:----------------------------------------------------------------------------------------------------
: 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 9.4 19.5 17.0 10.8 9.0 18.3 15.8
Old : 11.5 9.9 20.2 17.5 11.1 9.9 19.0 16.6
Other: 36.2 22.4 54.9 31.5 36.2 21.8 54.9 30.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,640: 2,579 713 222 6,126 8,134 8,927 9,069: 1,713 1,571
Old : 10,539: 2,601 713 200 6,048 8,099 8,849 9,012: 1,690 1,527
Other: 101: 0 22 0 78 35 78 57: 23 44
: : :
: : Changes in Commitments from: November 5, 2013 :
: 23: -286 83 -34 302 -96 -18 -47: 41 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 6.7 2.1 57.6 76.4 83.9 85.2: 16.1 14.8
Old : 100.0: 24.7 6.8 1.9 57.4 76.8 84.0 85.5: 16.0 14.5
Other: 100.0: 0.0 21.8 0.0 77.2 34.7 77.2 56.4: 22.8 43.6
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 8 7 15 13 31 27:
Old : 42: 14 8 7 14 13 30 27:
Other: 8: 0 1 0 5 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 50.9 62.7 70.6 36.0 33.8 44.6 47.9
Old : 47.6 51.3 62.8 71.0 36.2 34.1 45.0 48.6
Other: 74.3 56.4 77.2 56.4 72.3 51.5 72.3 51.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 577,984: 194,944 64,980 89,953 240,056 349,072 524,953 504,005: 53,031 73,979
Old : 520,707: 182,240 61,952 74,241 216,231 322,183 472,712 458,376: 47,995 62,331
Other: 57,277: 28,163 18,487 253 23,825 26,889 52,241 45,629: 5,036 11,648
: : :
: : Changes in Commitments from: November 5, 2013 :
: 14,285: 12,832 -5,394 5,184 -6,224 16,493 11,792 16,283: 2,493 -1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 11.2 15.6 41.5 60.4 90.8 87.2: 9.2 12.8
Old : 100.0: 35.0 11.9 14.3 41.5 61.9 90.8 88.0: 9.2 12.0
Other: 100.0: 49.2 32.3 0.4 41.6 46.9 91.2 79.7: 8.8 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 517: 154 128 123 126 199 344 399:
Old : 510: 157 123 112 123 190 334 379:
Other: 240: 36 67 12 35 113 78 186:
:----------------------------------------------------------------------------------------------------
: 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 18.9 19.1 28.3 9.7 16.3 17.5 23.3
Old : 11.2 19.8 20.6 28.5 10.5 17.5 19.1 24.4
Other: 39.8 30.3 58.2 40.8 39.8 30.2 57.8 40.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 334,206: 75,629 81,118 59,516 160,427 151,405 295,572 292,039: 38,634 42,167
Old : 317,963: 76,769 82,060 53,038 151,397 142,784 281,204 277,882: 36,759 40,081
Other: 16,243: 2,482 2,680 2,856 9,030 8,621 14,368 14,157: 1,875 2,086
: : :
: : Changes in Commitments from: November 5, 2013 :
: 5,495: -159 4,161 -5,029 6,916 4,096 1,728 3,228: 3,767 2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 24.3 17.8 48.0 45.3 88.4 87.4: 11.6 12.6
Old : 100.0: 24.1 25.8 16.7 47.6 44.9 88.4 87.4: 11.6 12.6
Other: 100.0: 15.3 16.5 17.6 55.6 53.1 88.5 87.2: 11.5 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 66 83 110 80 60 222 220:
Old : 286: 73 87 107 79 60 220 218:
Other: 54: 14 12 13 21 9 42 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 25.1 20.5 33.3 9.5 21.1 17.7 28.4
Old : 11.6 24.6 21.3 32.9 10.0 22.2 18.2 29.9
Other: 40.8 50.1 61.8 68.3 35.3 43.5 54.3 59.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 676,333: 96,487 89,067 7,695 442,471 403,763 546,653 500,525: 129,680 175,808
Old : 676,333: 96,487 89,067 7,695 442,471 403,763 546,653 500,525: 129,680 175,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 5,590: -4,363 12,683 125 22,000 -10,495 17,762 2,313: -12,172 3,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.2 1.1 65.4 59.7 80.8 74.0: 19.2 26.0
Old : 100.0: 14.3 13.2 1.1 65.4 59.7 80.8 74.0: 19.2 26.0
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 : 158: 28 36 22 62 71 100 119:
Old : 158: 28 36 22 62 71 100 119:
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 : 26.6 13.4 37.6 22.8 23.3 11.2 31.5 18.8
Old : 26.6 13.4 37.6 22.8 23.3 11.2 31.5 18.8
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 425,959: 41,982 45,090 3,913 302,449 279,378 348,344 328,381: 77,615 97,578
Old : 425,959: 41,982 45,090 3,913 302,449 279,378 348,344 328,381: 77,615 97,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 3,728: -5,641 6,694 -19 10,335 -14,941 4,675 -8,266: -947 11,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.6 0.9 71.0 65.6 81.8 77.1: 18.2 22.9
Old : 100.0: 9.9 10.6 0.9 71.0 65.6 81.8 77.1: 18.2 22.9
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 : 81: 6 12 4 42 47 50 61:
Old : 81: 6 12 4 42 47 50 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 28.0 43.6 43.4 23.6 27.2 36.4 40.2
Old : 27.9 28.0 43.6 43.4 23.6 27.2 36.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,031: 1,322 375 251 2,012 3,111 3,585 3,737: 446 294
Old : 4,031: 1,322 375 251 2,012 3,111 3,585 3,737: 446 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -113: -125 125 -9 67 -251 -67 -135: -46 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.3 6.2 49.9 77.2 88.9 92.7: 11.1 7.3
Old : 100.0: 32.8 9.3 6.2 49.9 77.2 88.9 92.7: 11.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 4 5 15 13 28 20:
Old : 34: 11 4 5 15 13 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 56.2 52.1 74.5 30.5 54.6 49.8 67.7
Old : 30.5 56.2 52.1 74.5 30.5 54.6 49.8 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 285,827: 90,451 53,972 33,037 111,226 169,193 234,714 256,202: 51,113 29,625
Old : 273,080: 88,876 53,571 30,764 104,466 160,983 224,106 245,318: 48,974 27,762
Other: 12,747: 2,843 1,669 1,005 6,760 8,210 10,608 10,884: 2,139 1,863
: : :
: : Changes in Commitments from: November 5, 2013 :
: 13,428: 7,499 -3,225 1,750 -1,993 13,552 7,256 12,077: 6,172 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 18.9 11.6 38.9 59.2 82.1 89.6: 17.9 10.4
Old : 100.0: 32.5 19.6 11.3 38.3 59.0 82.1 89.8: 17.9 10.2
Other: 100.0: 22.3 13.1 7.9 53.0 64.4 83.2 85.4: 16.8 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 79 54 59 77 78 196 160:
Old : 237: 79 55 57 76 77 193 159:
Other: 60: 8 15 9 28 12 43 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 : 9.4 32.2 16.6 40.9 8.5 30.1 15.2 37.8
Old : 9.2 32.0 16.7 41.1 8.5 30.4 15.3 38.5
Other: 34.2 58.0 51.0 75.1 33.4 55.5 48.8 66.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,245: 865 2,133 89 5,696 5,052 6,650 7,274: 1,595 971
Old : 8,232: 871 2,134 82 5,696 5,050 6,649 7,266: 1,583 966
Other: 13: 1 6 0 0 2 1 8: 12 5
: : :
: : Changes in Commitments from: November 5, 2013 :
: -600: -54 -780 23 -416 362 -447 -395: -153 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 25.9 1.1 69.1 61.3 80.7 88.2: 19.3 11.8
Old : 100.0: 10.6 25.9 1.0 69.2 61.3 80.8 88.3: 19.2 11.7
Other: 100.0: 7.7 46.2 0.0 0.0 15.4 7.7 61.5: 92.3 38.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 12 3 17 14 28 27:
Old : 48: 9 12 3 17 13 28 26:
Other: 3: 1 1 0 0 1 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 56.9 64.2 72.3 51.3 56.9 64.2 72.2
Old : 51.4 57.0 64.3 72.4 51.4 57.0 64.3 72.4
Other: 7.7 61.5 7.7 61.5 7.7 61.5 7.7 61.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 959,408: 228,571 199,921 9,562 611,576 648,043 849,709 857,526: 109,699 101,882
Old : 959,408: 228,571 199,921 9,562 611,576 648,043 849,709 857,526: 109,699 101,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: -1,696: 1,284 -16,675 3,318 -10,617 16,764 -6,015 3,407: 4,319 -5,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.8 1.0 63.7 67.5 88.6 89.4: 11.4 10.6
Old : 100.0: 23.8 20.8 1.0 63.7 67.5 88.6 89.4: 11.4 10.6
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: 40 42 16 80 98 128 148:
Old : 213: 40 42 16 80 98 128 148:
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 26.1 36.7 38.0 23.0 25.9 34.9 36.2
Old : 24.5 26.1 36.7 38.0 23.0 25.9 34.9 36.2
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,292,115: 196,851 377,930 54,131 1,754,716 1,417,917 2,005,698 1,849,978: 286,417 442,137
Old : 2,292,115: 196,851 377,930 54,131 1,754,716 1,417,917 2,005,698 1,849,978: 286,417 442,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 16,178: -39,453 -47,562 187 65,984 52,820 26,718 5,445: -10,540 10,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.5 2.4 76.6 61.9 87.5 80.7: 12.5 19.3
Old : 100.0: 8.6 16.5 2.4 76.6 61.9 87.5 80.7: 12.5 19.3
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 : 324: 39 84 50 127 156 201 255:
Old : 324: 39 84 50 127 156 201 255:
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 : 33.8 14.7 46.9 22.2 30.6 9.0 40.1 14.1
Old : 33.8 14.7 46.9 22.2 30.6 9.0 40.1 14.1
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,903,736: 209,696 318,669 36,773 1,434,868 1,227,792 1,681,337 1,583,234: 222,399 320,502
Old : 1,903,736: 209,696 318,669 36,773 1,434,868 1,227,792 1,681,337 1,583,234: 222,399 320,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 31,280: -20,619 -4,837 11,458 54,750 12,975 45,589 19,596: -14,309 11,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 16.7 1.9 75.4 64.5 88.3 83.2: 11.7 16.8
Old : 100.0: 11.0 16.7 1.9 75.4 64.5 88.3 83.2: 11.7 16.8
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 : 251: 38 56 25 90 122 145 186:
Old : 251: 38 56 25 90 122 145 186:
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 : 35.3 18.4 49.4 27.4 34.8 17.1 47.7 25.9
Old : 35.3 18.4 49.4 27.4 34.8 17.1 47.7 25.9
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 283,950: 15,558 42,279 52,529 189,002 143,788 257,089 238,596: 26,861 45,354
Old : 283,950: 15,558 42,279 52,529 189,002 143,788 257,089 238,596: 26,861 45,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 6,161: -436 4,126 -2,949 8,024 1,143 4,639 2,320: 1,522 3,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.9 18.5 66.6 50.6 90.5 84.0: 9.5 16.0
Old : 100.0: 5.5 14.9 18.5 66.6 50.6 90.5 84.0: 9.5 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 9 17 14 28 32 47 54:
Old : 62: 9 17 14 28 32 47 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 : 40.5 26.8 53.7 43.1 26.6 19.4 34.0 25.1
Old : 40.5 26.8 53.7 43.1 26.6 19.4 34.0 25.1
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 78,368: 21,879 7,492 2,719 44,669 58,434 69,266 68,645: 9,102 9,724
Old : 78,368: 21,879 7,492 2,719 44,669 58,434 69,266 68,645: 9,102 9,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 1,820: 96 217 107 2,429 824 2,632 1,148: -813 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.6 3.5 57.0 74.6 88.4 87.6: 11.6 12.4
Old : 100.0: 27.9 9.6 3.5 57.0 74.6 88.4 87.6: 11.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 29 20 8 44 27 79 53:
Old : 112: 29 20 8 44 27 79 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 : 25.5 35.4 37.7 57.6 20.4 34.2 30.5 55.8
Old : 25.5 35.4 37.7 57.6 20.4 34.2 30.5 55.8
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,930: 4,106 320 0 8,529 12,947 12,635 13,267: 1,295 663
Old : 13,930: 4,106 320 0 8,529 12,947 12,635 13,267: 1,295 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 325: -51 -325 0 700 500 649 175: -324 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 2.3 0.0 61.2 92.9 90.7 95.2: 9.3 4.8
Old : 100.0: 29.5 2.3 0.0 61.2 92.9 90.7 95.2: 9.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 1 0 7 7 15 8:
Old : 22: 8 1 0 7 7 15 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 : 57.3 79.1 75.3 95.2 57.3 79.1 75.3 93.1
Old : 57.3 79.1 75.3 95.2 57.3 79.1 75.3 93.1
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 128,876: 40,317 19,115 666 72,279 90,974 113,262 110,755: 15,614 18,121
Old : 128,876: 40,317 19,115 666 72,279 90,974 113,262 110,755: 15,614 18,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 2,989: 532 1,322 -24 3,458 647 3,966 1,945: -977 1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.8 0.5 56.1 70.6 87.9 85.9: 12.1 14.1
Old : 100.0: 31.3 14.8 0.5 56.1 70.6 87.9 85.9: 12.1 14.1
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: 26 24 3 41 25 69 50:
Old : 107: 26 24 3 41 25 69 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 41.2 39.7 62.9 26.9 40.9 39.4 62.4
Old : 26.9 41.2 39.7 62.9 26.9 40.9 39.4 62.4
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, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,421: 5,039 6,635 782 1,468 0 7,289 7,417: 132 4
Old : 7,421: 5,039 6,635 782 1,468 0 7,289 7,417: 132 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 379: 162 511 0 129 0 291 511: 88 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 89.4 10.5 19.8 0.0 98.2 99.9: 1.8 0.1
Old : 100.0: 67.9 89.4 10.5 19.8 0.0 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 6 2 2 0 15 7:
Old : 20: 12 6 2 2 0 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 93.2 82.2 99.9 56.4 86.7 76.4 89.4
Old : 59.3 93.2 82.2 99.9 56.4 86.7 76.4 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 40,557: 37 20,254 4 40,443 20,215 40,484 40,473: 73 84
Old : 40,557: 37 20,254 4 40,443 20,215 40,484 40,473: 73 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 623: -1,087 874 -23 1,737 -202 627 649: -4 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 49.9 0.0 99.7 49.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.1 49.9 0.0 99.7 49.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 18 1 10 12 12 30:
Old : 39: 1 18 1 10 12 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.1 59.5 99.5 83.0 75.6 43.6 77.4 61.9
Old : 93.1 59.5 99.5 83.0 75.6 43.6 77.4 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, November 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,208: 3,193 14,834 0 27,001 15,337 30,194 30,171: 14 37
Old : 30,208: 3,193 14,834 0 27,001 15,337 30,194 30,171: 14 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 7,761: 2,293 2,021 0 5,460 5,728 7,753 7,749: 8 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 49.1 0.0 89.4 50.8 100.0 99.9: 0.0 0.1
Old : 100.0: 10.6 49.1 0.0 89.4 50.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 10 0 10 11 16 21:
Old : 34: 6 10 0 10 11 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.2 75.4 97.1 90.0 87.6 73.8 94.5 88.3
Old : 89.2 75.4 97.1 90.0 87.6 73.8 94.5 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2013