WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 26, 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 : 391,824: 129,275 188,532 53,126 178,950 102,787 361,351 344,445: 30,473 47,379
Old : 313,536: 121,763 177,964 24,573 144,236 74,938 290,572 277,475: 22,964 36,061
Other: 78,288: 30,281 33,337 5,784 34,714 27,849 70,779 66,970: 7,509 11,318
: : :
: : Changes in Commitments from: November 19, 2013 :
: -21,162: 514 4,692 -4,087 -17,216 -19,388 -20,789 -18,783: -373 -2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 48.1 13.6 45.7 26.2 92.2 87.9: 7.8 12.1
Old : 100.0: 38.8 56.8 7.8 46.0 23.9 92.7 88.5: 7.3 11.5
Other: 100.0: 38.7 42.6 7.4 44.3 35.6 90.4 85.5: 9.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 103 144 99 87 101 248 298:
Old : 363: 106 135 60 81 86 223 247:
Other: 206: 41 66 36 48 79 114 164:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.3 27.1 20.9 15.1 11.3 25.4 20.4
Old : 16.6 13.5 29.1 24.5 16.0 13.5 27.7 24.3
Other: 36.7 20.3 55.1 31.0 35.4 20.3 51.0 30.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 26, 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 : 1,232,930: 310,512 420,579 160,276 616,642 413,653 1,087,430 994,508: 145,500 238,422
Old : 1,047,187: 278,554 396,975 121,162 518,767 344,719 918,483 862,856: 128,704 184,331
Other: 185,743: 68,915 60,561 2,157 97,875 68,934 168,947 131,652: 16,796 54,091
: : :
: : Changes in Commitments from: November 19, 2013 :
: -153,449: -75,746 -36,178 -33,952 -36,876 -81,755 -146,574 -151,885: -6,875 -1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 34.1 13.0 50.0 33.6 88.2 80.7: 11.8 19.3
Old : 100.0: 26.6 37.9 11.6 49.5 32.9 87.7 82.4: 12.3 17.6
Other: 100.0: 37.1 32.6 1.2 52.7 37.1 91.0 70.9: 9.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 674: 127 188 146 258 266 481 525:
Old : 671: 130 193 130 253 255 464 507:
Other: 369: 43 83 22 67 193 125 286:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 11.0 20.3 18.5 11.3 10.3 20.2 16.4
Old : 12.0 11.9 21.3 19.4 11.9 11.9 21.1 17.8
Other: 33.8 21.3 51.1 29.9 33.8 20.6 51.0 29.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 26, 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 : 8,380: 2,827 351 193 3,729 6,750 6,749 7,294: 1,631 1,086
Old : 8,209: 2,840 350 166 3,615 6,696 6,621 7,212: 1,588 997
Other: 171: 14 28 0 114 54 128 82: 43 89
: : :
: : Changes in Commitments from: November 19, 2013 :
: -858: 293 -287 -77 -761 198 -545 -166: -313 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 4.2 2.3 44.5 80.5 80.5 87.0: 19.5 13.0
Old : 100.0: 34.6 4.3 2.0 44.0 81.6 80.7 87.9: 19.3 12.1
Other: 100.0: 8.2 16.4 0.0 66.7 31.6 74.9 48.0: 25.1 52.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 4 4 14 12 31 20:
Old : 40: 17 4 4 14 12 31 20:
Other: 13: 2 2 0 7 4 9 6:
:----------------------------------------------------------------------------------------------------
: 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 : 45.2 53.6 57.1 71.0 45.2 53.5 56.2 68.4
Old : 45.7 54.6 57.5 72.1 45.7 54.4 56.9 69.7
Other: 59.6 43.3 73.7 48.0 51.5 32.2 59.6 32.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 26, 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 : 606,008: 216,727 61,933 95,660 237,433 366,222 549,820 523,815: 56,188 82,193
Old : 538,460: 205,978 60,006 73,359 208,564 338,970 487,901 472,335: 50,559 66,125
Other: 67,548: 31,468 22,646 1,582 28,869 27,252 61,919 51,480: 5,629 16,068
: : :
: : Changes in Commitments from: November 19, 2013 :
: 25,590: 16,430 4,798 6,339 -3,459 10,812 19,310 21,949: 6,280 3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 10.2 15.8 39.2 60.4 90.7 86.4: 9.3 13.6
Old : 100.0: 38.3 11.1 13.6 38.7 63.0 90.6 87.7: 9.4 12.3
Other: 100.0: 46.6 33.5 2.3 42.7 40.3 91.7 76.2: 8.3 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 153 137 141 129 196 357 417:
Old : 520: 157 135 129 121 190 341 399:
Other: 268: 45 80 15 43 120 96 207:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 19.0 17.6 27.3 9.2 16.9 17.0 22.5
Old : 10.1 20.3 19.1 28.4 10.1 18.7 18.6 24.5
Other: 34.3 26.7 52.1 36.0 34.1 25.5 51.2 34.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 26, 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 : 336,762: 71,676 87,902 48,640 179,769 157,883 300,085 294,425: 36,677 42,337
Old : 316,866: 72,449 88,680 41,542 168,814 146,541 282,805 276,763: 34,061 40,103
Other: 19,896: 3,014 3,009 3,311 10,955 11,342 17,280 17,662: 2,616 2,234
: : :
: : Changes in Commitments from: November 19, 2013 :
: 38: -3,095 -3,138 -2,070 6,961 7,694 1,796 2,486: -1,758 -2,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 26.1 14.4 53.4 46.9 89.1 87.4: 10.9 12.6
Old : 100.0: 22.9 28.0 13.1 53.3 46.2 89.3 87.3: 10.7 12.7
Other: 100.0: 15.1 15.1 16.6 55.1 57.0 86.9 88.8: 13.1 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 63 80 94 81 54 210 195:
Old : 273: 71 82 90 80 53 208 191:
Other: 64: 11 18 14 25 11 46 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 27.7 21.8 35.0 9.1 20.0 17.0 26.8
Old : 13.6 27.1 22.7 34.9 9.9 21.5 18.2 28.8
Other: 36.6 52.5 54.1 68.6 31.4 46.1 47.4 59.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 26, 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 : 799,593: 88,588 79,651 23,272 552,998 494,227 664,858 597,150: 134,735 202,443
Old : 799,593: 88,588 79,651 23,272 552,998 494,227 664,858 597,150: 134,735 202,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 112,348: -2,378 -11,623 13,766 93,451 83,707 104,839 85,850: 7,509 26,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.0 2.9 69.2 61.8 83.1 74.7: 16.9 25.3
Old : 100.0: 11.1 10.0 2.9 69.2 61.8 83.1 74.7: 16.9 25.3
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 : 161: 24 39 25 69 77 108 128:
Old : 161: 24 39 25 69 77 108 128:
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 : 29.4 21.7 41.1 29.4 20.4 11.1 27.6 16.4
Old : 29.4 21.7 41.1 29.4 20.4 11.1 27.6 16.4
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 26, 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 : 464,197: 49,060 55,271 13,660 310,635 290,693 373,355 359,624: 90,842 104,573
Old : 464,197: 49,060 55,271 13,660 310,635 290,693 373,355 359,624: 90,842 104,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 7,525: 3,827 11,459 8,529 -7,212 -13,355 5,144 6,633: 2,381 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.9 2.9 66.9 62.6 80.4 77.5: 19.6 22.5
Old : 100.0: 10.6 11.9 2.9 66.9 62.6 80.4 77.5: 19.6 22.5
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 : 85: 6 16 11 47 49 61 68:
Old : 85: 6 16 11 47 49 61 68:
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 : 26.1 29.2 41.5 41.4 23.0 29.1 36.6 40.2
Old : 26.1 29.2 41.5 41.4 23.0 29.1 36.6 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 26, 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 : 3,366: 1,014 299 193 1,596 2,657 2,803 3,149: 563 217
Old : 3,366: 1,014 299 193 1,596 2,657 2,803 3,149: 563 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -429: -97 -114 -89 -277 -147 -463 -350: 34 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.9 5.7 47.4 78.9 83.3 93.6: 16.7 6.4
Old : 100.0: 30.1 8.9 5.7 47.4 78.9 83.3 93.6: 16.7 6.4
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 : 31: 9 2 5 14 14 25 19:
Old : 31: 9 2 5 14 14 25 19:
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 : 35.2 61.7 56.7 76.6 31.0 57.0 49.2 67.5
Old : 35.2 61.7 56.7 76.6 31.0 57.0 49.2 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 26, 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 : 270,122: 95,164 46,021 25,792 100,097 169,809 221,053 241,622: 49,069 28,500
Old : 252,504: 91,556 46,821 22,352 92,190 155,850 206,098 225,023: 46,406 27,481
Other: 17,618: 6,105 1,697 943 7,907 13,959 14,955 16,599: 2,663 1,019
: : :
: : Changes in Commitments from: November 19, 2013 :
: -14,840: 2,240 -12,367 -6,074 -12,788 3,469 -16,622 -14,972: 1,782 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 17.0 9.5 37.1 62.9 81.8 89.4: 18.2 10.6
Old : 100.0: 36.3 18.5 8.9 36.5 61.7 81.6 89.1: 18.4 10.9
Other: 100.0: 34.7 9.6 5.4 44.9 79.2 84.9 94.2: 15.1 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 76 54 68 76 80 200 167:
Old : 238: 75 55 66 75 78 195 165:
Other: 73: 18 13 8 32 15 55 32:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 33.7 16.6 41.6 9.1 30.9 16.3 38.2
Old : 9.9 33.7 17.6 41.3 9.7 31.5 17.3 38.5
Other: 29.9 56.3 46.9 79.1 29.7 45.1 44.4 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 26, 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 : 8,339: 990 1,186 250 5,476 5,765 6,716 7,201: 1,623 1,138
Old : 8,318: 991 1,182 248 5,474 5,759 6,713 7,189: 1,605 1,129
Other: 21: 1 6 0 2 6 3 12: 18 9
: : :
: : Changes in Commitments from: November 19, 2013 :
: 165: 89 -387 73 -30 348 132 34: 33 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.2 3.0 65.7 69.1 80.5 86.4: 19.5 13.6
Old : 100.0: 11.9 14.2 3.0 65.8 69.2 80.7 86.4: 19.3 13.6
Other: 100.0: 4.8 28.6 0.0 9.5 28.6 14.3 57.1: 85.7 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 13 5 18 14 31 28:
Old : 48: 9 12 5 17 13 30 27:
Other: 4: 1 1 0 1 1 2 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 : 48.2 56.4 60.4 70.2 48.2 56.4 60.3 68.8
Old : 48.4 56.6 60.6 70.3 48.4 56.5 60.6 69.0
Other: 14.3 57.1 14.3 57.1 14.3 57.1 14.3 57.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 26, 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 : 1,013,980: 232,054 178,964 31,742 624,058 692,354 887,854 903,060: 126,126 110,920
Old : 1,013,980: 232,054 178,964 31,742 624,058 692,354 887,854 903,060: 126,126 110,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 16,564: -2,039 -21,118 8,053 -3,029 23,404 2,985 10,339: 13,579 6,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.6 3.1 61.5 68.3 87.6 89.1: 12.4 10.9
Old : 100.0: 22.9 17.6 3.1 61.5 68.3 87.6 89.1: 12.4 10.9
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 : 207: 40 33 22 87 98 139 143:
Old : 207: 40 33 22 87 98 139 143:
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 : 22.5 21.7 34.4 34.3 19.3 21.1 28.4 30.9
Old : 22.5 21.7 34.4 34.3 19.3 21.1 28.4 30.9
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 26, 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 : 2,477,469: 236,106 391,660 73,964 1,873,173 1,555,135 2,183,243 2,020,759: 294,226 456,710
Old : 2,477,469: 236,106 391,660 73,964 1,873,173 1,555,135 2,183,243 2,020,759: 294,226 456,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 103,101: 24,924 115 24,273 28,097 48,451 77,294 72,839: 25,807 30,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.8 3.0 75.6 62.8 88.1 81.6: 11.9 18.4
Old : 100.0: 9.5 15.8 3.0 75.6 62.8 88.1 81.6: 11.9 18.4
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 : 308: 37 79 49 129 160 203 251:
Old : 308: 37 79 49 129 160 203 251:
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 : 34.3 16.6 47.4 23.9 30.9 11.7 41.6 16.2
Old : 34.3 16.6 47.4 23.9 30.9 11.7 41.6 16.2
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 26, 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 : 2,041,788: 280,765 262,558 75,427 1,394,090 1,377,578 1,750,282 1,715,563: 291,506 326,225
Old : 2,041,788: 280,765 262,558 75,427 1,394,090 1,377,578 1,750,282 1,715,563: 291,506 326,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 12,286: 46,457 -26,868 20,683 -107,908 1,669 -40,768 -4,516: 53,054 16,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.9 3.7 68.3 67.5 85.7 84.0: 14.3 16.0
Old : 100.0: 13.8 12.9 3.7 68.3 67.5 85.7 84.0: 14.3 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 : 231: 33 55 24 84 118 134 181:
Old : 231: 33 55 24 84 118 134 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 21.3 44.1 30.9 31.0 19.2 42.1 27.1
Old : 32.1 21.3 44.1 30.9 31.0 19.2 42.1 27.1
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 26, 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 : 288,493: 15,635 44,016 51,109 196,281 152,977 263,025 248,102: 25,468 40,391
Old : 288,493: 15,635 44,016 51,109 196,281 152,977 263,025 248,102: 25,468 40,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -3,749: -1,485 920 -3,218 151 -2,137 -4,552 -4,435: 803 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.3 17.7 68.0 53.0 91.2 86.0: 8.8 14.0
Old : 100.0: 5.4 15.3 17.7 68.0 53.0 91.2 86.0: 8.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 12 18 16 30 34 52 59:
Old : 69: 12 18 16 30 34 52 59:
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 : 41.3 27.9 55.0 43.7 27.7 21.0 35.3 26.7
Old : 41.3 27.9 55.0 43.7 27.7 21.0 35.3 26.7
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 26, 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 : 81,713: 23,581 10,072 2,880 45,606 57,287 72,066 70,238: 9,647 11,475
Old : 81,713: 23,581 10,072 2,880 45,606 57,287 72,066 70,238: 9,647 11,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 2,651: 1,414 19 160 1,324 2,113 2,897 2,291: -247 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 12.3 3.5 55.8 70.1 88.2 86.0: 11.8 14.0
Old : 100.0: 28.9 12.3 3.5 55.8 70.1 88.2 86.0: 11.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 28 26 10 40 27 76 59:
Old : 113: 28 26 10 40 27 76 59:
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 : 23.7 32.8 36.3 52.4 19.4 31.5 30.7 49.5
Old : 23.7 32.8 36.3 52.4 19.4 31.5 30.7 49.5
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 26, 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 : 13,811: 4,137 320 0 8,179 12,697 12,316 13,017: 1,495 794
Old : 13,811: 4,137 320 0 8,179 12,697 12,316 13,017: 1,495 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -187: 28 0 0 -250 -250 -222 -250: 35 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 2.3 0.0 59.2 91.9 89.2 94.3: 10.8 5.7
Old : 100.0: 30.0 2.3 0.0 59.2 91.9 89.2 94.3: 10.8 5.7
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 : 22: 8 1 0 6 8 14 9:
Old : 22: 8 1 0 6 8 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 74.3 75.6 92.7 57.8 74.3 75.6 90.5
Old : 57.8 74.3 75.6 92.7 57.8 74.3 75.6 90.5
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 26, 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 : 135,804: 43,780 24,397 866 74,854 89,179 119,500 114,442: 16,304 21,362
Old : 135,804: 43,780 24,397 866 74,854 89,179 119,500 114,442: 16,304 21,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 5,675: 2,896 162 195 3,147 4,725 6,238 5,082: -563 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.0 0.6 55.1 65.7 88.0 84.3: 12.0 15.7
Old : 100.0: 32.2 18.0 0.6 55.1 65.7 88.0 84.3: 12.0 15.7
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 : 109: 25 30 5 38 24 67 55:
Old : 109: 25 30 5 38 24 67 55:
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 37.3 38.7 56.8 24.5 36.8 38.7 56.2
Old : 24.5 37.3 38.7 56.8 24.5 36.8 38.7 56.2
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 26, 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 : 8,005: 5,072 7,220 782 2,020 0 7,874 8,002: 131 3
Old : 8,005: 5,072 7,220 782 2,020 0 7,874 8,002: 131 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 402: 92 403 0 310 0 402 403: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 90.2 9.8 25.2 0.0 98.4 100.0: 1.6 0.0
Old : 100.0: 63.4 90.2 9.8 25.2 0.0 98.4 100.0: 1.6 0.0
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 : 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 : 64.6 87.9 85.2 100.0 62.6 87.9 79.0 90.2
Old : 64.6 87.9 85.2 100.0 62.6 87.9 79.0 90.2
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 26, 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 : 46,313: 5,468 20,390 0 40,811 25,841 46,279 46,231: 34 82
Old : 46,313: 5,468 20,390 0 40,811 25,841 46,279 46,231: 34 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 3,939: 4,060 451 -9 -91 3,499 3,960 3,941: -21 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 44.0 0.0 88.1 55.8 99.9 99.8: 0.1 0.2
Old : 100.0: 11.8 44.0 0.0 88.1 55.8 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 : 42: 2 16 0 11 15 13 31:
Old : 42: 2 16 0 11 15 13 31:
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 : 86.6 53.8 99.3 78.8 75.0 40.5 80.0 62.6
Old : 86.6 53.8 99.3 78.8 75.0 40.5 80.0 62.6
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, November 26, 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 : 32,265: 208 16,274 20 31,986 15,948 32,214 32,242: 51 23
Old : 32,265: 208 16,274 20 31,986 15,948 32,214 32,242: 51 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: 3,216: -1,064 1,176 -55 4,285 2,126 3,166 3,247: 50 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 50.4 0.1 99.1 49.4 99.8 99.9: 0.2 0.1
Old : 100.0: 0.6 50.4 0.1 99.1 49.4 99.8 99.9: 0.2 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 : 33: 1 13 1 10 13 12 26:
Old : 33: 1 13 1 10 13 12 26:
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 : 96.4 73.9 99.3 87.8 84.0 60.4 85.1 74.3
Old : 96.4 73.9 99.3 87.8 84.0 60.4 85.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2013