WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 17, 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 : 397,185: 124,720 185,339 62,325 180,455 100,029 367,500 347,693: 29,685 49,492
Old : 307,900: 120,262 173,866 27,626 139,493 70,202 287,381 271,694: 20,519 36,206
Other: 89,285: 30,974 37,989 8,183 40,962 29,827 80,119 75,999: 9,166 13,286
: : :
: : Changes in Commitments from: December 10, 2013 :
: 8,876: 1,769 88 4,908 836 2,864 7,513 7,860: 1,363 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 46.7 15.7 45.4 25.2 92.5 87.5: 7.5 12.5
Old : 100.0: 39.1 56.5 9.0 45.3 22.8 93.3 88.2: 6.7 11.8
Other: 100.0: 34.7 42.5 9.2 45.9 33.4 89.7 85.1: 10.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 98 135 92 87 93 235 282:
Old : 348: 107 127 55 74 74 207 230:
Other: 197: 38 63 36 56 76 118 155:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 11.0 28.3 20.4 16.3 11.0 26.9 20.2
Old : 17.5 14.0 29.6 25.4 17.5 14.0 28.7 24.7
Other: 34.8 19.7 49.7 31.4 34.6 19.6 46.8 29.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 17, 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 : 147,079: 49,929 33,681 19,455 62,484 66,649 131,868 119,785: 15,211 27,294
Old : 108,861: 48,620 31,161 6,114 42,934 52,740 97,668 90,015: 11,193 18,846
Other: 38,218: 11,537 12,748 3,113 19,550 13,909 34,200 29,770: 4,018 8,448
: : :
: : Changes in Commitments from: December 10, 2013 :
: -946: -3,919 -812 -189 2,229 -635 -1,879 -1,636: 933 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 22.9 13.2 42.5 45.3 89.7 81.4: 10.3 18.6
Old : 100.0: 44.7 28.6 5.6 39.4 48.4 89.7 82.7: 10.3 17.3
Other: 100.0: 30.2 33.4 8.1 51.2 36.4 89.5 77.9: 10.5 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 51 48 50 50 57 128 137:
Old : 175: 50 46 30 42 49 108 113:
Other: 111: 17 28 14 36 40 63 74:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 24.9 30.4 35.6 16.8 21.4 27.1 30.2
Old : 24.1 28.2 36.7 39.5 22.5 28.2 35.1 38.3
Other: 32.5 34.1 49.1 43.9 32.5 32.2 48.4 41.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 17, 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 : 1,194,658: 316,125 400,886 166,590 578,694 404,969 1,061,409 972,445: 133,249 222,213
Old : 993,122: 285,449 380,595 116,950 475,219 331,075 877,618 828,620: 115,504 164,502
Other: 201,536: 76,834 66,449 3,482 103,475 73,894 183,791 143,825: 17,745 57,711
: : :
: : Changes in Commitments from: December 10, 2013 :
: -4,867: 1,978 6,180 1,283 -7,998 -12,752 -4,737 -5,289: -130 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 33.6 13.9 48.4 33.9 88.8 81.4: 11.2 18.6
Old : 100.0: 28.7 38.3 11.8 47.9 33.3 88.4 83.4: 11.6 16.6
Other: 100.0: 38.1 33.0 1.7 51.3 36.7 91.2 71.4: 8.8 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 674: 144 166 158 244 260 483 512:
Old : 666: 142 177 129 235 245 457 477:
Other: 406: 61 87 27 78 209 152 313:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 11.1 21.2 19.6 11.8 10.5 20.5 17.8
Old : 12.8 12.3 22.7 20.7 12.5 12.2 21.8 19.6
Other: 31.0 21.8 46.7 29.9 31.0 21.1 46.6 29.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 17, 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 : 9,153: 3,107 393 261 3,949 7,465 7,317 8,119: 1,836 1,034
Old : 8,794: 3,153 350 211 3,649 7,307 7,013 7,868: 1,781 926
Other: 359: 4 93 0 300 158 304 251: 55 108
: : :
: : Changes in Commitments from: December 10, 2013 :
: 453: 54 168 -141 297 349 210 376: 243 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 4.3 2.9 43.1 81.6 79.9 88.7: 20.1 11.3
Old : 100.0: 35.9 4.0 2.4 41.5 83.1 79.7 89.5: 20.3 10.5
Other: 100.0: 1.1 25.9 0.0 83.6 44.0 84.7 69.9: 15.3 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 6 5 12 13 30 21:
Old : 41: 15 6 5 9 13 27 21:
Other: 14: 1 3 0 7 5 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 44.5 50.7 59.2 70.2 44.5 50.7 56.4 67.8
Old : 44.5 51.7 58.6 71.7 44.5 51.7 56.9 69.4
Other: 79.7 51.0 84.7 69.9 76.6 51.0 79.7 64.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 17, 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 : 650,861: 248,601 71,620 87,750 255,622 400,711 591,973 560,081: 58,888 90,780
Old : 563,480: 238,935 64,899 57,094 216,677 371,388 512,706 493,381: 50,774 70,099
Other: 87,381: 35,714 32,769 4,608 38,945 29,323 79,267 66,700: 8,114 20,681
: : :
: : Changes in Commitments from: December 10, 2013 :
: 9,528: 6,882 3,275 -9,814 10,906 11,991 7,974 5,452: 1,554 4,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 11.0 13.5 39.3 61.6 91.0 86.1: 9.0 13.9
Old : 100.0: 42.4 11.5 10.1 38.5 65.9 91.0 87.6: 9.0 12.4
Other: 100.0: 40.9 37.5 5.3 44.6 33.6 90.7 76.3: 9.3 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 512: 156 136 143 131 188 364 407:
Old : 500: 158 132 127 123 181 346 382:
Other: 276: 50 82 22 52 113 116 207:
:----------------------------------------------------------------------------------------------------
: 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 : 9.2 20.3 17.2 28.8 8.8 17.9 16.1 23.4
Old : 10.6 22.5 19.6 31.0 10.2 20.4 18.7 26.2
Other: 26.2 27.8 43.1 37.5 26.1 26.2 43.0 35.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 17, 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 : 350,995: 76,509 107,445 51,701 184,945 146,524 313,155 305,670: 37,840 45,325
Old : 325,593: 77,981 108,767 42,438 171,412 131,643 291,831 282,848: 33,762 42,745
Other: 25,402: 3,894 4,044 3,897 13,533 14,881 21,324 22,822: 4,078 2,580
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,296: 4,044 2,692 3,218 -4,772 -6,360 2,490 -450: -194 2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 30.6 14.7 52.7 41.7 89.2 87.1: 10.8 12.9
Old : 100.0: 24.0 33.4 13.0 52.6 40.4 89.6 86.9: 10.4 13.1
Other: 100.0: 15.3 15.9 15.3 53.3 58.6 83.9 89.8: 16.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 66 100 89 84 59 210 213:
Old : 287: 73 101 83 82 57 205 206:
Other: 73: 12 18 13 32 12 53 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 : 11.0 20.6 19.6 28.7 8.6 15.2 16.1 21.9
Old : 11.6 20.4 20.4 28.6 9.6 17.5 17.5 24.8
Other: 37.0 49.9 52.2 65.7 30.5 43.5 43.8 56.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 17, 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 : 634,859: 84,392 75,228 9,919 414,355 373,677 508,666 458,824: 126,193 176,035
Old : 634,859: 84,392 75,228 9,919 414,355 373,677 508,666 458,824: 126,193 176,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -16,411: -127 -8,742 -1,896 -17,944 8,336 -19,967 -2,302: 3,556 -14,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.8 1.6 65.3 58.9 80.1 72.3: 19.9 27.7
Old : 100.0: 13.3 11.8 1.6 65.3 58.9 80.1 72.3: 19.9 27.7
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 : 166: 27 35 15 62 84 96 127:
Old : 166: 27 35 15 62 84 96 127:
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 : 27.4 10.1 39.0 19.0 24.8 9.4 33.5 16.7
Old : 27.4 10.1 39.0 19.0 24.8 9.4 33.5 16.7
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 17, 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 : 448,590: 53,628 66,798 3,534 316,760 290,771 373,922 361,103: 74,668 87,487
Old : 448,590: 53,628 66,798 3,534 316,760 290,771 373,922 361,103: 74,668 87,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -11,466: -545 4,244 -5,343 -3,182 -7,003 -9,070 -8,102: -2,396 -3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.9 0.8 70.6 64.8 83.4 80.5: 16.6 19.5
Old : 100.0: 12.0 14.9 0.8 70.6 64.8 83.4 80.5: 16.6 19.5
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 : 83: 8 16 7 44 45 57 63:
Old : 83: 8 16 7 44 45 57 63:
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 32.1 44.9 47.2 25.2 32.0 39.4 46.1
Old : 28.2 32.1 44.9 47.2 25.2 32.0 39.4 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 17, 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 : 3,433: 930 377 305 1,490 2,422 2,725 3,104: 708 329
Old : 3,433: 930 377 305 1,490 2,422 2,725 3,104: 708 329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 286: -20 -58 58 282 265 320 265: -34 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.0 8.9 43.4 70.6 79.4 90.4: 20.6 9.6
Old : 100.0: 27.1 11.0 8.9 43.4 70.6 79.4 90.4: 20.6 9.6
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 : 30: 8 3 6 14 14 25 20:
Old : 30: 8 3 6 14 14 25 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 : 34.4 56.8 51.1 72.3 34.4 49.5 47.7 61.3
Old : 34.4 56.8 51.1 72.3 34.4 49.5 47.7 61.3
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 17, 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 : 281,739: 105,027 52,601 25,651 99,914 174,481 230,592 252,733: 51,147 29,006
Old : 258,227: 101,310 52,194 21,325 88,559 157,755 211,194 231,274: 47,033 26,953
Other: 23,512: 6,747 3,437 1,296 11,355 16,726 19,398 21,459: 4,114 2,053
: : :
: : Changes in Commitments from: December 10, 2013 :
: 8,655: 2,813 4,386 2,020 2,159 1,161 6,992 7,567: 1,663 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 18.7 9.1 35.5 61.9 81.8 89.7: 18.2 10.3
Old : 100.0: 39.2 20.2 8.3 34.3 61.1 81.8 89.6: 18.2 10.4
Other: 100.0: 28.7 14.6 5.5 48.3 71.1 82.5 91.3: 17.5 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 83 59 69 70 74 202 167:
Old : 249: 83 58 66 69 74 196 167:
Other: 81: 23 15 9 34 14 63 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.8 33.0 16.3 41.7 8.8 28.7 15.9 37.4
Old : 9.5 33.3 17.4 41.6 9.5 30.0 17.1 38.3
Other: 25.1 49.6 39.6 71.7 25.1 40.7 39.3 62.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 17, 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 : 7,318: 858 987 291 4,635 4,698 5,784 5,976: 1,534 1,342
Old : 7,284: 870 992 274 4,635 4,690 5,779 5,956: 1,505 1,328
Other: 34: 5 12 0 0 8 5 20: 29 14
: : :
: : Changes in Commitments from: December 10, 2013 :
: -480: -296 200 -323 109 -290 -510 -413: 30 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.5 4.0 63.3 64.2 79.0 81.7: 21.0 18.3
Old : 100.0: 11.9 13.6 3.8 63.6 64.4 79.3 81.8: 20.7 18.2
Other: 100.0: 14.7 35.3 0.0 0.0 23.5 14.7 58.8: 85.3 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 6 6 15 9 28 20:
Old : 40: 10 7 6 15 8 28 19:
Other: 5: 2 1 0 0 2 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 61.0 58.5 72.8 44.8 61.0 58.4 72.8
Old : 45.1 61.3 58.8 73.1 45.1 61.3 58.8 73.1
Other: 14.7 58.8 14.7 58.8 14.7 58.8 14.7 58.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 17, 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 : 836,620: 205,044 172,903 9,331 516,021 552,583 730,396 734,817: 106,224 101,803
Old : 836,620: 205,044 172,903 9,331 516,021 552,583 730,396 734,817: 106,224 101,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -73,798: -31,574 7,618 1,137 -40,118 -83,758 -70,555 -75,003: -3,243 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.7 1.1 61.7 66.0 87.3 87.8: 12.7 12.2
Old : 100.0: 24.5 20.7 1.1 61.7 66.0 87.3 87.8: 12.7 12.2
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 : 203: 35 36 16 85 95 127 140:
Old : 203: 35 36 16 85 95 127 140:
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 : 17.8 22.5 30.1 35.9 16.4 18.2 25.7 29.0
Old : 17.8 22.5 30.1 35.9 16.4 18.2 25.7 29.0
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 17, 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 : 2,188,276: 208,656 363,865 49,666 1,706,071 1,325,790 1,964,393 1,739,321: 223,883 448,955
Old : 2,188,276: 208,656 363,865 49,666 1,706,071 1,325,790 1,964,393 1,739,321: 223,883 448,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -104,279: -14,791 -9,611 2,255 -87,254 -90,875 -99,790 -98,231: -4,489 -6,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.6 2.3 78.0 60.6 89.8 79.5: 10.2 20.5
Old : 100.0: 9.5 16.6 2.3 78.0 60.6 89.8 79.5: 10.2 20.5
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 : 314: 45 78 42 116 145 189 237:
Old : 314: 45 78 42 116 145 189 237:
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 : 34.8 16.4 49.6 23.4 31.8 12.4 45.7 17.5
Old : 34.8 16.4 49.6 23.4 31.8 12.4 45.7 17.5
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, December 17, 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 : 1,761,766: 265,365 230,171 25,124 1,281,804 1,184,451 1,572,293 1,439,746: 189,473 322,020
Old : 1,761,766: 265,365 230,171 25,124 1,281,804 1,184,451 1,572,293 1,439,746: 189,473 322,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -89,488: -9,020 -17,587 3,027 -61,693 -80,416 -67,686 -94,976: -21,802 5,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.1 1.4 72.8 67.2 89.2 81.7: 10.8 18.3
Old : 100.0: 15.1 13.1 1.4 72.8 67.2 89.2 81.7: 10.8 18.3
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 : 231: 44 44 19 84 114 138 167:
Old : 231: 44 44 19 84 114 138 167:
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 : 36.8 21.8 48.5 31.4 35.9 20.5 46.5 28.7
Old : 36.8 21.8 48.5 31.4 35.9 20.5 46.5 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 17, 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 : 290,761: 12,928 43,447 49,486 203,403 149,358 265,817 242,291: 24,944 48,470
Old : 290,761: 12,928 43,447 49,486 203,403 149,358 265,817 242,291: 24,944 48,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 16,226: -2,541 -1,096 1,172 15,770 13,335 14,401 13,411: 1,825 2,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 14.9 17.0 70.0 51.4 91.4 83.3: 8.6 16.7
Old : 100.0: 4.4 14.9 17.0 70.0 51.4 91.4 83.3: 8.6 16.7
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 : 61: 10 15 14 30 30 48 52:
Old : 61: 10 15 14 30 30 48 52:
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 : 44.0 29.1 55.8 42.7 32.8 23.2 39.6 29.0
Old : 44.0 29.1 55.8 42.7 32.8 23.2 39.6 29.0
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 17, 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 : 87,167: 19,012 7,004 4,740 53,479 66,807 77,231 78,551: 9,937 8,617
Old : 87,167: 19,012 7,004 4,740 53,479 66,807 77,231 78,551: 9,937 8,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,656: -4,862 -560 1,047 6,394 3,027 2,579 3,513: 77 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.0 5.4 61.4 76.6 88.6 90.1: 11.4 9.9
Old : 100.0: 21.8 8.0 5.4 61.4 76.6 88.6 90.1: 11.4 9.9
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 : 107: 28 17 15 46 32 84 61:
Old : 107: 28 17 15 46 32 84 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 : 21.8 35.9 34.8 55.9 16.7 35.1 27.2 51.7
Old : 21.8 35.9 34.8 55.9 16.7 35.1 27.2 51.7
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 17, 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 : 16,810: 4,008 320 454 11,145 14,964 15,607 15,738: 1,203 1,072
Old : 16,810: 4,008 320 454 11,145 14,964 15,607 15,738: 1,203 1,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,256: 48 -202 416 2,218 1,519 2,682 1,733: -426 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 1.9 2.7 66.3 89.0 92.8 93.6: 7.2 6.4
Old : 100.0: 23.8 1.9 2.7 66.3 89.0 92.8 93.6: 7.2 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 : 25: 8 1 3 7 11 15 15:
Old : 25: 8 1 3 7 11 15 15:
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 : 58.3 60.1 76.5 83.1 53.4 59.9 68.7 76.7
Old : 58.3 60.1 76.5 83.1 53.4 59.9 68.7 76.7
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 17, 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 : 140,714: 35,759 19,119 2,820 84,668 103,686 123,247 125,625: 17,467 15,089
Old : 140,714: 35,759 19,119 2,820 84,668 103,686 123,247 125,625: 17,467 15,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 799: -10,405 -1,302 1,847 8,352 3,015 -206 3,560: 1,005 -2,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 13.6 2.0 60.2 73.7 87.6 89.3: 12.4 10.7
Old : 100.0: 25.4 13.6 2.0 60.2 73.7 87.6 89.3: 12.4 10.7
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 : 105: 25 23 12 45 30 79 58:
Old : 105: 25 23 12 45 30 79 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 41.1 33.4 60.0 19.6 40.8 32.4 57.9
Old : 20.1 41.1 33.4 60.0 19.6 40.8 32.4 57.9
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 17, 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 : 8,993: 6,583 7,175 1,813 547 0 8,943 8,988: 50 5
Old : 8,993: 6,583 7,175 1,813 547 0 8,943 8,988: 50 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -122: 1,697 -162 47 -1,852 0 -108 -115: -14 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 79.8 20.2 6.1 0.0 99.4 99.9: 0.6 0.1
Old : 100.0: 73.2 79.8 20.2 6.1 0.0 99.4 99.9: 0.6 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 : 22: 12 7 4 2 0 16 10:
Old : 22: 12 7 4 2 0 16 10:
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 76.1 80.0 97.5 51.7 76.1 71.6 79.8
Old : 57.0 76.1 80.0 97.5 51.7 76.1 71.6 79.8
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 17, 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 : 49,859: 4,496 23,196 0 45,309 26,555 49,805 49,751: 54 108
Old : 49,859: 4,496 23,196 0 45,309 26,555 49,805 49,751: 54 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -8,367: -140 572 0 -8,248 -8,933 -8,388 -8,361: 21 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 46.5 0.0 90.9 53.3 99.9 99.8: 0.1 0.2
Old : 100.0: 9.0 46.5 0.0 90.9 53.3 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 16 0 11 16 13 32:
Old : 43: 2 16 0 11 16 13 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 51.3 99.2 73.5 82.0 40.6 88.8 62.8
Old : 83.8 51.3 99.2 73.5 82.0 40.6 88.8 62.8
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 17, 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 : 28,853: 808 18,840 0 28,011 9,965 28,819 28,805: 34 48
Old : 28,853: 808 18,840 0 28,011 9,965 28,819 28,805: 34 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -13,172: 56 261 -195 -13,055 -13,249 -13,194 -13,183: 22 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 65.3 0.0 97.1 34.5 99.9 99.8: 0.1 0.2
Old : 100.0: 2.8 65.3 0.0 97.1 34.5 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 : 33: 2 11 0 10 12 12 23:
Old : 33: 2 11 0 10 12 12 23:
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 : 83.5 70.6 99.1 86.6 80.3 56.1 83.8 71.1
Old : 83.5 70.6 99.1 86.6 80.3 56.1 83.8 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013