WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 10, 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 : 388,309: 122,951 185,251 57,417 179,619 97,165 359,987 339,833: 28,322 48,476
Old : 299,560: 117,704 173,594 24,465 138,460 65,446 280,629 263,505: 18,931 36,055
Other: 88,749: 30,679 37,089 7,520 41,159 31,719 79,358 76,328: 9,391 12,421
: : :
: : Changes in Commitments from: December 3, 2013 :
: 1,633: -6,032 2,059 3,112 3,689 -5,691 769 -520: 864 2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 47.7 14.8 46.3 25.0 92.7 87.5: 7.3 12.5
Old : 100.0: 39.3 57.9 8.2 46.2 21.8 93.7 88.0: 6.3 12.0
Other: 100.0: 34.6 41.8 8.5 46.4 35.7 89.4 86.0: 10.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 94 140 89 88 96 236 284:
Old : 347: 102 128 55 77 79 208 234:
Other: 204: 42 65 33 54 79 118 159:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 11.0 28.4 19.7 16.2 11.0 27.1 18.9
Old : 18.2 14.3 29.8 25.2 17.6 14.3 29.2 24.3
Other: 34.6 18.3 50.8 30.7 34.5 18.2 48.2 27.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 10, 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 : 1,199,525: 314,147 394,706 165,307 586,692 417,721 1,066,146 977,734: 133,379 221,791
Old : 1,003,051: 280,216 374,534 123,055 484,631 340,965 887,902 838,554: 115,149 164,497
Other: 196,474: 74,102 60,343 2,081 102,061 76,756 178,244 139,180: 18,230 57,294
: : :
: : Changes in Commitments from: December 3, 2013 :
: 489: -803 -19,666 3,048 -499 20,032 1,746 3,414: -1,257 -2,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 32.9 13.8 48.9 34.8 88.9 81.5: 11.1 18.5
Old : 100.0: 27.9 37.3 12.3 48.3 34.0 88.5 83.6: 11.5 16.4
Other: 100.0: 37.7 30.7 1.1 51.9 39.1 90.7 70.8: 9.3 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 128 187 154 239 279 470 543:
Old : 689: 135 190 129 232 264 448 510:
Other: 415: 59 90 25 72 219 142 326:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 11.1 21.2 18.1 11.6 10.1 20.5 16.4
Old : 12.7 12.0 22.6 19.1 12.3 11.8 21.6 18.1
Other: 32.3 20.3 48.5 29.6 32.2 19.7 48.4 29.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 10, 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 : 8,700: 3,053 225 402 3,652 7,116 7,107 7,743: 1,593 957
Old : 8,464: 3,121 224 331 3,463 7,057 6,915 7,612: 1,549 852
Other: 236: 3 72 0 189 59 192 131: 44 105
: : :
: : Changes in Commitments from: December 3, 2013 :
: 346: -18 -121 114 83 247 179 240: 167 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 2.6 4.6 42.0 81.8 81.7 89.0: 18.3 11.0
Old : 100.0: 36.9 2.6 3.9 40.9 83.4 81.7 89.9: 18.3 10.1
Other: 100.0: 1.3 30.5 0.0 80.1 25.0 81.4 55.5: 18.6 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 3 5 13 12 33 19:
Old : 41: 18 3 5 10 12 30 19:
Other: 14: 1 3 0 8 4 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 43.9 52.1 58.3 70.9 43.9 52.1 56.0 69.3
Old : 44.0 53.3 58.4 72.5 44.0 53.3 56.4 71.1
Other: 72.0 46.2 80.5 55.5 67.4 43.6 74.2 48.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 10, 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 : 641,333: 241,719 68,345 97,564 244,716 388,720 583,999 554,629: 57,334 86,704
Old : 560,722: 232,643 64,184 68,279 210,329 360,113 511,251 492,576: 49,471 68,146
Other: 80,611: 34,712 29,797 3,649 34,387 28,607 72,748 62,053: 7,863 18,558
: : :
: : Changes in Commitments from: December 3, 2013 :
: 23,381: 13,115 -713 -1,479 11,634 26,187 23,270 23,995: 111 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 10.7 15.2 38.2 60.6 91.1 86.5: 8.9 13.5
Old : 100.0: 41.5 11.4 12.2 37.5 64.2 91.2 87.8: 8.8 12.2
Other: 100.0: 43.1 37.0 4.5 42.7 35.5 90.2 77.0: 9.8 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 526: 165 132 144 127 192 371 408:
Old : 515: 162 133 128 121 188 356 386:
Other: 283: 49 84 24 49 118 109 219:
:----------------------------------------------------------------------------------------------------
: 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 20.1 17.2 28.9 8.8 17.3 16.4 23.6
Old : 10.2 21.3 19.4 30.9 10.1 19.5 18.6 25.8
Other: 28.9 27.7 45.3 36.2 28.8 26.2 45.2 34.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 10, 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 : 348,699: 72,465 104,753 48,483 189,717 152,884 310,665 306,120: 38,034 42,579
Old : 324,920: 73,396 105,652 40,839 176,642 138,775 290,877 285,266: 34,043 39,654
Other: 23,779: 3,467 3,499 3,246 13,075 14,109 19,788 20,854: 3,991 2,925
: : :
: : Changes in Commitments from: December 3, 2013 :
: 5,022: -941 3,813 -814 5,295 2,165 3,540 5,164: 1,482 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 30.0 13.9 54.4 43.8 89.1 87.8: 10.9 12.2
Old : 100.0: 22.6 32.5 12.6 54.4 42.7 89.5 87.8: 10.5 12.2
Other: 100.0: 14.6 14.7 13.7 55.0 59.3 83.2 87.7: 16.8 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 58 93 85 83 56 199 199:
Old : 271: 67 93 82 81 54 195 194:
Other: 72: 11 20 12 31 12 51 38:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 23.6 22.1 31.5 9.1 16.1 17.0 23.0
Old : 14.0 22.6 23.2 31.1 10.0 18.5 18.5 25.8
Other: 37.1 50.8 52.4 66.1 32.5 44.5 46.4 56.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 10, 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 : 651,270: 84,519 83,970 11,815 432,299 365,341 528,633 461,126: 122,637 190,144
Old : 651,270: 84,519 83,970 11,815 432,299 365,341 528,633 461,126: 122,637 190,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -59,476: -8,226 12,875 -3,515 -47,306 -67,281 -59,047 -57,921: -429 -1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.9 1.8 66.4 56.1 81.2 70.8: 18.8 29.2
Old : 100.0: 13.0 12.9 1.8 66.4 56.1 81.2 70.8: 18.8 29.2
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 : 165: 28 36 16 67 79 104 122:
Old : 165: 28 36 16 67 79 104 122:
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 : 28.2 12.2 38.4 20.4 26.2 10.2 34.4 17.5
Old : 28.2 12.2 38.4 20.4 26.2 10.2 34.4 17.5
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, December 10, 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 : 460,056: 54,173 62,554 8,877 319,942 297,774 382,992 369,205: 77,064 90,851
Old : 460,056: 54,173 62,554 8,877 319,942 297,774 382,992 369,205: 77,064 90,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -19,253: -1,008 730 -4,519 -7,622 -16,307 -13,149 -20,096: -6,104 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.6 1.9 69.5 64.7 83.2 80.3: 16.8 19.7
Old : 100.0: 11.8 13.6 1.9 69.5 64.7 83.2 80.3: 16.8 19.7
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 : 88: 8 17 9 46 48 61 67:
Old : 88: 8 17 9 46 48 61 67:
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 : 27.2 31.8 43.4 46.3 24.4 31.6 38.1 45.4
Old : 27.2 31.8 43.4 46.3 24.4 31.6 38.1 45.4
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, December 10, 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 : 3,147: 950 435 247 1,208 2,157 2,405 2,839: 742 308
Old : 3,147: 950 435 247 1,208 2,157 2,405 2,839: 742 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -166: -47 110 64 -267 -404 -250 -230: 84 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.8 7.8 38.4 68.5 76.4 90.2: 23.6 9.8
Old : 100.0: 30.2 13.8 7.8 38.4 68.5 76.4 90.2: 23.6 9.8
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 : 28: 8 3 6 11 10 23 16:
Old : 28: 8 3 6 11 10 23 16:
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 : 35.1 59.1 52.4 77.3 30.8 55.7 45.1 69.8
Old : 35.1 59.1 52.4 77.3 30.8 55.7 45.1 69.8
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, December 10, 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 : 273,084: 102,214 48,215 23,631 97,755 173,320 223,600 245,166: 49,484 27,918
Old : 250,865: 98,120 48,724 19,615 87,146 156,911 204,881 225,250: 45,984 25,615
Other: 22,219: 6,868 2,265 1,242 10,609 16,409 18,719 19,916: 3,500 2,303
: : :
: : Changes in Commitments from: December 3, 2013 :
: 946: 3,847 1,901 -808 -2,930 -1,863 109 -770: 837 1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 17.7 8.7 35.8 63.5 81.9 89.8: 18.1 10.2
Old : 100.0: 39.1 19.4 7.8 34.7 62.5 81.7 89.8: 18.3 10.2
Other: 100.0: 30.9 10.2 5.6 47.7 73.9 84.2 89.6: 15.8 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 79 57 68 70 79 197 169:
Old : 241: 77 58 65 68 79 190 169:
Other: 79: 27 8 5 34 15 63 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 : 9.1 33.8 16.5 42.2 9.0 30.6 16.3 38.3
Old : 9.8 34.0 17.7 42.6 9.8 31.4 17.5 39.7
Other: 26.4 53.1 41.4 73.4 26.4 43.7 40.8 64.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 10, 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 : 7,798: 1,154 787 614 4,526 4,988 6,294 6,389: 1,504 1,409
Old : 7,768: 1,166 792 597 4,523 4,982 6,286 6,371: 1,482 1,397
Other: 30: 5 12 0 3 6 8 18: 22 12
: : :
: : Changes in Commitments from: December 3, 2013 :
: -1,029: -132 -223 -34 -572 -1,002 -738 -1,259: -291 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.1 7.9 58.0 64.0 80.7 81.9: 19.3 18.1
Old : 100.0: 15.0 10.2 7.7 58.2 64.1 80.9 82.0: 19.1 18.0
Other: 100.0: 16.7 40.0 0.0 10.0 20.0 26.7 60.0: 73.3 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 8 7 16 12 31 24:
Old : 44: 10 8 7 15 11 30 23:
Other: 5: 2 1 0 1 1 3 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 : 41.6 58.1 56.7 70.3 41.5 58.0 55.7 69.1
Old : 41.8 58.3 56.9 70.5 41.8 58.3 56.0 69.4
Other: 26.7 60.0 26.7 60.0 26.7 60.0 26.7 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 10, 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 : 910,418: 236,618 165,285 8,194 556,139 636,341 800,951 809,820: 109,467 100,598
Old : 910,418: 236,618 165,285 8,194 556,139 636,341 800,951 809,820: 109,467 100,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -91,476: -9,647 -18,836 -6,809 -71,617 -68,323 -88,073 -93,968: -3,403 2,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 18.2 0.9 61.1 69.9 88.0 89.0: 12.0 11.0
Old : 100.0: 26.0 18.2 0.9 61.1 69.9 88.0 89.0: 12.0 11.0
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 : 201: 34 34 14 83 101 125 142:
Old : 201: 34 34 14 83 101 125 142:
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 : 20.4 24.6 32.1 37.3 16.4 20.6 25.2 31.3
Old : 20.4 24.6 32.1 37.3 16.4 20.6 25.2 31.3
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, December 10, 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 : 2,292,555: 223,447 373,476 47,411 1,793,325 1,416,665 2,064,183 1,837,552: 228,372 455,003
Old : 2,292,555: 223,447 373,476 47,411 1,793,325 1,416,665 2,064,183 1,837,552: 228,372 455,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -166,894: -60,949 -78,280 -20,147 -81,527 -74,940 -162,623 -173,367: -4,271 6,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 16.3 2.1 78.2 61.8 90.0 80.2: 10.0 19.8
Old : 100.0: 9.7 16.3 2.1 78.2 61.8 90.0 80.2: 10.0 19.8
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 : 319: 45 80 40 120 152 190 247:
Old : 319: 45 80 40 120 152 190 247:
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 : 34.7 16.5 49.5 23.5 31.3 12.0 44.7 16.9
Old : 34.7 16.5 49.5 23.5 31.3 12.0 44.7 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 10, 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 : 1,851,254: 274,385 247,758 22,097 1,343,497 1,264,867 1,639,979 1,534,722: 211,275 316,532
Old : 1,851,254: 274,385 247,758 22,097 1,343,497 1,264,867 1,639,979 1,534,722: 211,275 316,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -107,974: -8,979 -6,253 -18,691 -48,193 -82,438 -75,863 -107,382: -32,111 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.4 1.2 72.6 68.3 88.6 82.9: 11.4 17.1
Old : 100.0: 14.8 13.4 1.2 72.6 68.3 88.6 82.9: 11.4 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 39 54 16 89 123 137 184:
Old : 242: 39 54 16 89 123 137 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 22.0 48.1 31.4 35.3 20.3 46.0 28.7
Old : 36.2 22.0 48.1 31.4 35.3 20.3 46.0 28.7
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, December 10, 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 : 274,535: 15,469 44,543 48,314 187,633 136,023 251,416 228,880: 23,119 45,655
Old : 274,535: 15,469 44,543 48,314 187,633 136,023 251,416 228,880: 23,119 45,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 10,141: -468 4,148 -819 10,758 5,046 9,471 8,375: 670 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.2 17.6 68.3 49.5 91.6 83.4: 8.4 16.6
Old : 100.0: 5.6 16.2 17.6 68.3 49.5 91.6 83.4: 8.4 16.6
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 : 65: 12 15 15 30 31 51 54:
Old : 65: 12 15 15 30 31 51 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 : 42.8 27.3 54.5 41.9 30.9 20.9 37.6 27.0
Old : 42.8 27.3 54.5 41.9 30.9 20.9 37.6 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, December 10, 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 : 84,512: 23,873 7,564 3,694 47,085 63,781 74,652 75,038: 9,860 9,474
Old : 84,512: 23,873 7,564 3,694 47,085 63,781 74,652 75,038: 9,860 9,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -1,714: -2,224 -301 -226 843 -166 -1,607 -692: -108 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.9 4.4 55.7 75.5 88.3 88.8: 11.7 11.2
Old : 100.0: 28.2 8.9 4.4 55.7 75.5 88.3 88.8: 11.7 11.2
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 : 117: 32 23 14 46 28 89 60:
Old : 117: 32 23 14 46 28 89 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 : 22.2 39.1 36.8 60.8 19.7 37.0 32.6 57.3
Old : 22.2 39.1 36.8 60.8 19.7 37.0 32.6 57.3
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, December 10, 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 : 14,554: 3,960 522 38 8,927 13,445 12,925 14,005: 1,629 549
Old : 14,554: 3,960 522 38 8,927 13,445 12,925 14,005: 1,629 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -3: -15 0 33 0 0 18 33: -21 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.6 0.3 61.3 92.4 88.8 96.2: 11.2 3.8
Old : 100.0: 27.2 3.6 0.3 61.3 92.4 88.8 96.2: 11.2 3.8
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 : 26: 8 2 5 7 10 15 17:
Old : 26: 8 2 5 7 10 15 17:
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 : 55.2 67.9 72.8 87.2 55.2 65.9 72.6 85.2
Old : 55.2 67.9 72.8 87.2 55.2 65.9 72.6 85.2
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, December 10, 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 : 139,915: 46,164 20,421 973 76,316 100,671 123,453 122,065: 16,462 17,850
Old : 139,915: 46,164 20,421 973 76,316 100,671 123,453 122,065: 16,462 17,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -3,422: -4,450 -634 -485 1,686 -331 -3,249 -1,450: -173 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 14.6 0.7 54.5 72.0 88.2 87.2: 11.8 12.8
Old : 100.0: 33.0 14.6 0.7 54.5 72.0 88.2 87.2: 11.8 12.8
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 : 113: 30 29 12 43 25 83 56:
Old : 113: 30 29 12 43 25 83 56:
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 : 24.4 44.5 39.5 64.1 24.3 43.0 39.1 62.2
Old : 24.4 44.5 39.5 64.1 24.3 43.0 39.1 62.2
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, December 10, 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 : 9,115: 4,886 7,337 1,766 2,399 0 9,051 9,103: 64 12
Old : 9,115: 4,886 7,337 1,766 2,399 0 9,051 9,103: 64 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 1,110: -186 117 984 379 0 1,177 1,101: -67 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 80.5 19.4 26.3 0.0 99.3 99.9: 0.7 0.1
Old : 100.0: 53.6 80.5 19.4 26.3 0.0 99.3 99.9: 0.7 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 4 2 0 15 9:
Old : 20: 12 6 4 2 0 15 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 : 58.4 78.5 81.5 99.2 47.6 78.5 68.1 80.5
Old : 58.4 78.5 81.5 99.2 47.6 78.5 68.1 80.5
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, December 10, 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 : 58,226: 4,636 22,624 0 53,557 35,488 58,193 58,112: 33 114
Old : 58,226: 4,636 22,624 0 53,557 35,488 58,193 58,112: 33 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 10,872: -370 1,622 0 11,719 9,718 11,349 11,340: -477 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 38.9 0.0 92.0 60.9 99.9 99.8: 0.1 0.2
Old : 100.0: 8.0 38.9 0.0 92.0 60.9 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 : 44: 2 17 0 11 17 13 34:
Old : 44: 2 17 0 11 17 13 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.7 52.7 99.4 73.6 63.7 32.1 68.6 50.4
Old : 86.7 52.7 99.4 73.6 63.7 32.1 68.6 50.4
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, December 10, 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 : 42,025: 752 18,579 195 41,066 23,214 42,013 41,988: 12 37
Old : 42,025: 752 18,579 195 41,066 23,214 42,013 41,988: 12 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 6,019: 358 2,645 -2,975 8,648 6,336 6,031 6,006: -12 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 44.2 0.5 97.7 55.2 100.0 99.9: 0.0 0.1
Old : 100.0: 1.8 44.2 0.5 97.7 55.2 100.0 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: 2 13 1 10 12 12 26:
Old : 34: 2 13 1 10 12 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 : 88.4 75.9 99.3 89.6 66.6 44.8 67.9 58.1
Old : 88.4 75.9 99.3 89.6 66.6 44.8 67.9 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2013