WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 19, 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 : 412,986: 128,761 183,840 57,213 196,166 122,175 382,140 363,228: 30,846 49,758
Old : 338,188: 120,098 174,854 30,871 163,901 93,827 314,870 299,552: 23,318 38,636
Other: 74,798: 29,006 29,329 5,999 32,265 28,348 67,270 63,676: 7,528 11,122
: : :
: : Changes in Commitments from: November 12, 2013 :
: 9,836: 6,233 13,111 134 3,608 1,249 9,975 14,494: -139 -4,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 44.5 13.9 47.5 29.6 92.5 88.0: 7.5 12.0
Old : 100.0: 35.5 51.7 9.1 48.5 27.7 93.1 88.6: 6.9 11.4
Other: 100.0: 38.8 39.2 8.0 43.1 37.9 89.9 85.1: 10.1 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 105 155 116 88 107 263 322:
Old : 382: 109 146 81 81 96 240 279:
Other: 203: 39 64 37 48 79 113 163:
:----------------------------------------------------------------------------------------------------
: 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 11.1 27.0 20.3 14.4 10.5 25.2 18.9
Old : 15.8 12.2 28.4 22.6 14.8 12.2 26.4 22.0
Other: 38.8 25.5 56.3 35.1 37.4 25.5 52.6 34.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 19, 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 : 1,386,379: 386,258 456,757 194,228 653,518 495,408 1,234,004 1,146,393: 152,375 239,986
Old : 1,203,192: 354,783 435,271 154,483 555,982 424,444 1,065,248 1,014,198: 137,944 188,994
Other: 183,187: 68,837 58,848 2,383 97,536 70,964 168,756 132,195: 14,431 50,992
: : :
: : Changes in Commitments from: November 12, 2013 :
: 15,307: 2,860 2,225 6,436 11,035 12,562 20,331 21,223: -5,024 -5,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 32.9 14.0 47.1 35.7 89.0 82.7: 11.0 17.3
Old : 100.0: 29.5 36.2 12.8 46.2 35.3 88.5 84.3: 11.5 15.7
Other: 100.0: 37.6 32.1 1.3 53.2 38.7 92.1 72.2: 7.9 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 160 225 192 283 294 571 612:
Old : 768: 164 228 174 281 278 559 584:
Other: 400: 56 84 21 68 211 136 306:
:----------------------------------------------------------------------------------------------------
: 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 10.4 19.4 17.7 10.7 9.6 17.8 16.7
Old : 11.4 10.5 20.2 17.8 11.0 10.3 18.8 17.2
Other: 34.2 21.8 52.8 31.0 34.2 21.2 52.8 30.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,238: 2,534 638 270 4,490 6,552 7,294 7,460: 1,944 1,778
Old : 9,102: 2,560 639 243 4,388 6,517 7,191 7,399: 1,911 1,703
Other: 136: 1 26 0 102 35 103 61: 33 75
: : :
: : Changes in Commitments from: November 12, 2013 :
: -1,402: -45 -75 48 -1,636 -1,582 -1,633 -1,609: 231 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.9 2.9 48.6 70.9 79.0 80.8: 21.0 19.2
Old : 100.0: 28.1 7.0 2.7 48.2 71.6 79.0 81.3: 21.0 18.7
Other: 100.0: 0.7 19.1 0.0 75.0 25.7 75.7 44.9: 24.3 55.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 9 7 15 13 31 26:
Old : 41: 13 9 7 15 13 31 26:
Other: 10: 1 1 0 6 3 7 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 : 42.1 46.5 55.9 63.6 42.1 43.5 51.1 54.8
Old : 42.3 47.0 55.7 64.3 42.3 43.9 51.5 55.6
Other: 66.9 44.9 75.7 44.9 66.9 41.2 72.1 41.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 19, 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 : 580,418: 200,297 57,135 89,321 240,892 355,410 530,510 501,866: 49,908 78,552
Old : 520,809: 189,358 53,485 71,611 214,991 330,605 475,960 455,701: 44,849 65,108
Other: 59,609: 27,915 20,626 734 25,901 24,805 54,550 46,165: 5,059 13,444
: : :
: : Changes in Commitments from: November 12, 2013 :
: 2,434: 5,353 -7,845 -632 836 6,338 5,557 -2,139: -3,123 4,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 9.8 15.4 41.5 61.2 91.4 86.5: 8.6 13.5
Old : 100.0: 36.4 10.3 13.7 41.3 63.5 91.4 87.5: 8.6 12.5
Other: 100.0: 46.8 34.6 1.2 43.5 41.6 91.5 77.4: 8.5 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 151 126 137 138 195 357 405:
Old : 507: 157 121 127 133 188 346 388:
Other: 254: 40 69 14 39 120 86 197:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 20.2 18.8 28.9 9.6 17.1 17.5 23.8
Old : 10.7 21.2 20.1 29.8 10.4 18.8 19.0 25.7
Other: 38.1 30.2 56.2 40.2 38.0 29.8 55.7 39.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 19, 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 : 336,724: 74,771 91,040 50,710 172,808 150,189 298,289 291,939: 38,435 44,785
Old : 318,990: 76,105 92,414 43,656 163,020 140,313 282,781 276,383: 36,209 42,607
Other: 17,734: 2,640 2,600 3,080 9,788 9,876 15,508 15,556: 2,226 2,178
: : :
: : Changes in Commitments from: November 12, 2013 :
: 2,518: -858 9,922 -8,806 12,381 -1,216 2,717 -100: -199 2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.0 15.1 51.3 44.6 88.6 86.7: 11.4 13.3
Old : 100.0: 23.9 29.0 13.7 51.1 44.0 88.6 86.6: 11.4 13.4
Other: 100.0: 14.9 14.7 17.4 55.2 55.7 87.4 87.7: 12.6 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 64 84 92 82 60 204 211:
Old : 277: 69 88 89 81 60 202 209:
Other: 54: 15 8 12 23 10 44 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 25.4 22.0 33.0 9.3 18.9 17.3 25.9
Old : 13.5 24.7 22.9 32.8 10.5 20.2 18.9 27.6
Other: 40.7 54.4 60.1 72.0 34.9 47.1 52.3 60.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 19, 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 : 687,245: 90,966 91,274 9,506 459,547 410,520 560,019 511,300: 127,226 175,945
Old : 687,245: 90,966 91,274 9,506 459,547 410,520 560,019 511,300: 127,226 175,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 10,912: -5,521 2,207 1,811 17,076 6,757 13,366 10,775: -2,454 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.3 1.4 66.9 59.7 81.5 74.4: 18.5 25.6
Old : 100.0: 13.2 13.3 1.4 66.9 59.7 81.5 74.4: 18.5 25.6
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 : 165: 24 40 24 71 77 110 126:
Old : 165: 24 40 24 71 77 110 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 13.1 35.9 21.9 22.9 11.8 30.3 18.5
Old : 25.8 13.1 35.9 21.9 22.9 11.8 30.3 18.5
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 19, 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 : 456,672: 45,233 43,812 5,131 317,847 304,048 368,211 352,991: 88,461 103,681
Old : 456,672: 45,233 43,812 5,131 317,847 304,048 368,211 352,991: 88,461 103,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 30,713: 3,251 -1,278 1,218 15,398 24,670 19,867 24,610: 10,846 6,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.6 1.1 69.6 66.6 80.6 77.3: 19.4 22.7
Old : 100.0: 9.9 9.6 1.1 69.6 66.6 80.6 77.3: 19.4 22.7
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 : 81: 6 10 4 46 48 54 60:
Old : 81: 6 10 4 46 48 54 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 30.2 41.7 44.6 22.8 28.6 35.5 40.7
Old : 26.3 30.2 41.7 44.6 22.8 28.6 35.5 40.7
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 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 3,795: 1,111 413 282 1,873 2,804 3,266 3,499: 529 296
Old : 3,795: 1,111 413 282 1,873 2,804 3,266 3,499: 529 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -236: -211 38 31 -139 -307 -319 -238: 83 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 10.9 7.4 49.4 73.9 86.1 92.2: 13.9 7.8
Old : 100.0: 29.3 10.9 7.4 49.4 73.9 86.1 92.2: 13.9 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 : 35: 10 6 5 15 11 27 20:
Old : 35: 10 6 5 15 11 27 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 : 28.8 56.7 51.3 76.0 27.7 51.0 47.0 63.4
Old : 28.8 56.7 51.3 76.0 27.7 51.0 47.0 63.4
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 19, 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 : 284,962: 92,924 58,388 31,866 112,885 166,340 237,675 256,594: 47,287 28,368
Old : 271,479: 91,316 58,904 28,797 106,324 156,988 226,437 244,689: 45,042 26,790
Other: 13,483: 3,966 1,842 711 6,561 9,352 11,238 11,905: 2,245 1,578
: : :
: : Changes in Commitments from: November 12, 2013 :
: -865: 2,473 4,416 -1,171 1,659 -2,853 2,961 392: -3,826 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.5 11.2 39.6 58.4 83.4 90.0: 16.6 10.0
Old : 100.0: 33.6 21.7 10.6 39.2 57.8 83.4 90.1: 16.6 9.9
Other: 100.0: 29.4 13.7 5.3 48.7 69.4 83.3 88.3: 16.7 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 81 58 68 78 79 204 172:
Old : 246: 81 63 65 77 79 201 171:
Other: 69: 12 17 9 29 14 48 34:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 30.9 16.4 39.7 8.4 28.6 15.2 36.0
Old : 9.2 30.7 16.8 39.8 8.8 28.7 15.7 36.4
Other: 27.7 56.6 45.0 76.3 27.3 54.1 42.7 66.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 19, 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 : 8,174: 901 1,573 177 5,506 5,417 6,584 7,167: 1,590 1,007
Old : 8,161: 901 1,568 176 5,506 5,415 6,583 7,159: 1,578 1,002
Other: 13: 1 6 0 0 2 1 8: 12 5
: : :
: : Changes in Commitments from: November 12, 2013 :
: -71: 36 -560 88 -190 365 -66 -107: -5 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.2 2.2 67.4 66.3 80.5 87.7: 19.5 12.3
Old : 100.0: 11.0 19.2 2.2 67.5 66.4 80.7 87.7: 19.3 12.3
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: 8 14 5 16 13 29 28:
Old : 48: 8 14 5 16 12 29 27:
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 : 49.7 54.7 62.4 69.3 49.7 54.6 62.4 68.7
Old : 49.8 54.8 62.5 69.4 49.8 54.7 62.5 68.9
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 19, 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 : 997,416: 234,093 200,082 23,689 627,087 668,950 884,869 892,721: 112,547 104,695
Old : 997,416: 234,093 200,082 23,689 627,087 668,950 884,869 892,721: 112,547 104,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 38,008: 5,522 161 14,127 15,511 20,907 35,160 35,195: 2,848 2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 20.1 2.4 62.9 67.1 88.7 89.5: 11.3 10.5
Old : 100.0: 23.5 20.1 2.4 62.9 67.1 88.7 89.5: 11.3 10.5
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 : 213: 37 42 20 85 102 134 154:
Old : 213: 37 42 20 85 102 134 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 24.5 35.7 37.1 21.2 24.1 33.5 34.5
Old : 23.4 24.5 35.7 37.1 21.2 24.1 33.5 34.5
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 19, 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 : 2,374,368: 211,182 391,545 49,691 1,845,076 1,506,684 2,105,949 1,947,920: 268,419 426,448
Old : 2,374,368: 211,182 391,545 49,691 1,845,076 1,506,684 2,105,949 1,947,920: 268,419 426,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 82,253: 14,331 13,615 -4,440 90,360 88,767 100,251 97,942: -17,998 -15,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.5 2.1 77.7 63.5 88.7 82.0: 11.3 18.0
Old : 100.0: 8.9 16.5 2.1 77.7 63.5 88.7 82.0: 11.3 18.0
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 : 320: 39 82 46 127 161 195 260:
Old : 320: 39 82 46 127 161 195 260:
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 : 33.0 16.4 47.3 23.8 30.6 11.6 41.2 16.5
Old : 33.0 16.4 47.3 23.8 30.6 11.6 41.2 16.5
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 19, 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 : 2,029,502: 234,308 289,426 54,744 1,501,998 1,375,909 1,791,050 1,720,079: 238,452 309,423
Old : 2,029,502: 234,308 289,426 54,744 1,501,998 1,375,909 1,791,050 1,720,079: 238,452 309,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 125,766: 24,612 -29,243 17,971 67,130 148,117 109,713 136,845: 16,053 -11,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.3 2.7 74.0 67.8 88.3 84.8: 11.7 15.2
Old : 100.0: 11.5 14.3 2.7 74.0 67.8 88.3 84.8: 11.7 15.2
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 : 248: 37 52 24 97 123 152 182:
Old : 248: 37 52 24 97 123 152 182:
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 : 33.2 20.4 48.2 30.7 32.6 19.2 46.4 29.1
Old : 33.2 20.4 48.2 30.7 32.6 19.2 46.4 29.1
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 19, 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 : 292,242: 17,120 43,096 54,327 196,130 155,114 267,577 252,537: 24,665 39,705
Old : 292,242: 17,120 43,096 54,327 196,130 155,114 267,577 252,537: 24,665 39,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 8,292: 1,562 817 1,798 7,128 11,326 10,488 13,941: -2,196 -5,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.7 18.6 67.1 53.1 91.6 86.4: 8.4 13.6
Old : 100.0: 5.9 14.7 18.6 67.1 53.1 91.6 86.4: 8.4 13.6
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 : 71: 12 18 16 32 36 54 61:
Old : 71: 12 18 16 32 36 54 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 : 39.9 27.2 54.0 43.0 27.1 20.3 34.6 25.8
Old : 39.9 27.2 54.0 43.0 27.1 20.3 34.6 25.8
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 19, 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 : 79,063: 22,167 10,054 2,720 44,283 55,174 69,169 67,947: 9,894 11,116
Old : 79,063: 22,167 10,054 2,720 44,283 55,174 69,169 67,947: 9,894 11,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 695: 288 2,562 1 -386 -3,260 -97 -698: 792 1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 12.7 3.4 56.0 69.8 87.5 85.9: 12.5 14.1
Old : 100.0: 28.0 12.7 3.4 56.0 69.8 87.5 85.9: 12.5 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 : 111: 30 23 9 39 26 74 57:
Old : 111: 30 23 9 39 26 74 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 : 24.3 33.5 37.1 53.6 19.8 32.2 30.5 51.2
Old : 24.3 33.5 37.1 53.6 19.8 32.2 30.5 51.2
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 19, 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 : 13,998: 4,109 320 0 8,429 12,947 12,538 13,267: 1,460 731
Old : 13,998: 4,109 320 0 8,429 12,947 12,538 13,267: 1,460 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 68: 3 0 0 -100 0 -97 0: 165 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 2.3 0.0 60.2 92.5 89.6 94.8: 10.4 5.2
Old : 100.0: 29.4 2.3 0.0 60.2 92.5 89.6 94.8: 10.4 5.2
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 : 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 : 57.0 78.7 74.9 94.8 57.0 78.7 74.9 92.6
Old : 57.0 78.7 74.9 94.8 57.0 78.7 74.9 92.6
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 19, 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 : 130,129: 40,884 24,235 671 71,707 84,454 113,262 109,360: 16,867 20,769
Old : 130,129: 40,884 24,235 671 71,707 84,454 113,262 109,360: 16,867 20,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 1,253: 567 5,120 5 -572 -6,520 0 -1,395: 1,253 2,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.6 0.5 55.1 64.9 87.0 84.0: 13.0 16.0
Old : 100.0: 31.4 18.6 0.5 55.1 64.9 87.0 84.0: 13.0 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 : 106: 26 28 4 36 24 64 54:
Old : 106: 26 28 4 36 24 64 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 : 25.4 38.5 39.5 58.6 25.4 38.0 39.2 58.1
Old : 25.4 38.5 39.5 58.6 25.4 38.0 39.2 58.1
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 19, 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 : 7,603: 4,980 6,817 782 1,710 0 7,472 7,599: 131 4
Old : 7,603: 4,980 6,817 782 1,710 0 7,472 7,599: 131 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 182: -59 182 0 242 0 183 182: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 89.7 10.3 22.5 0.0 98.3 99.9: 1.7 0.1
Old : 100.0: 65.5 89.7 10.3 22.5 0.0 98.3 99.9: 1.7 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 : 60.5 93.4 83.6 99.9 58.4 87.1 77.9 89.7
Old : 60.5 93.4 83.6 99.9 58.4 87.1 77.9 89.7
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 19, 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 : 42,374: 1,408 19,939 9 40,902 22,342 42,319 42,290: 55 84
Old : 42,374: 1,408 19,939 9 40,902 22,342 42,319 42,290: 55 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 1,817: 1,371 -315 5 459 2,127 1,835 1,817: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 47.1 0.0 96.5 52.7 99.9 99.8: 0.1 0.2
Old : 100.0: 3.3 47.1 0.0 96.5 52.7 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 15 1 12 14 14 30:
Old : 41: 2 15 1 12 14 14 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 : 90.4 56.9 99.1 82.2 73.5 41.6 78.0 62.7
Old : 90.4 56.9 99.1 82.2 73.5 41.6 78.0 62.7
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 19, 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 : 29,049: 1,272 15,098 75 27,701 13,822 29,048 28,995: 1 54
Old : 29,049: 1,272 15,098 75 27,701 13,822 29,048 28,995: 1 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -1,159: -1,921 264 75 700 -1,515 -1,146 -1,176: -13 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 52.0 0.3 95.4 47.6 100.0 99.8: 0.0 0.2
Old : 100.0: 4.4 52.0 0.3 95.4 47.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 11 1 9 13 16 25:
Old : 37: 7 11 1 9 13 16 25:
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 : 94.2 71.3 97.9 86.4 92.5 69.6 94.9 84.7
Old : 94.2 71.3 97.9 86.4 92.5 69.6 94.9 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2013