WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 449,725: 116,375 169,173 96,543 207,271 136,629 420,190 402,345: 29,535 47,380
Old : 406,131: 103,349 162,296 83,630 194,535 119,969 381,514 365,896: 24,617 40,235
Other: 43,594: 20,764 14,615 5,175 12,736 16,659 38,676 36,450: 4,918 7,144
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,600: -2,022 1,622 -60 4,422 -590 2,340 972: 260 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 37.6 21.5 46.1 30.4 93.4 89.5: 6.6 10.5
Old : 100.0: 25.4 40.0 20.6 47.9 29.5 93.9 90.1: 6.1 9.9
Other: 100.0: 47.6 33.5 11.9 29.2 38.2 88.7 83.6: 11.3 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 102 160 142 92 111 279 336:
Old : 387: 105 154 128 92 109 267 325:
Other: 153: 33 42 34 36 63 88 124:
:----------------------------------------------------------------------------------------------------
: 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 10.8 27.7 19.6 14.7 10.5 24.6 17.9
Old : 17.9 11.9 29.4 21.3 16.2 11.6 27.2 20.4
Other: 42.1 26.1 53.9 39.6 40.8 25.4 50.2 34.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,664,579: 298,185 360,539 521,739 679,648 498,183 1,499,572 1,380,460: 165,006 284,118
Old : 1,542,547: 287,773 382,855 473,256 625,955 444,639 1,386,984 1,300,749: 155,563 241,797
Other: 122,032: 43,102 10,374 15,793 53,693 53,544 112,588 79,711: 9,444 42,321
: : :
: : Changes in Commitments from: September 10, 2013 :
: 64,358: -1,118 33,536 42,710 22,718 -18,211 64,309 58,035: 49 6,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 21.7 31.3 40.8 29.9 90.1 82.9: 9.9 17.1
Old : 100.0: 18.7 24.8 30.7 40.6 28.8 89.9 84.3: 10.1 15.7
Other: 100.0: 35.3 8.5 12.9 44.0 43.9 92.3 65.3: 7.7 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 797: 189 230 258 311 317 643 673:
Old : 797: 193 230 239 308 311 628 660:
Other: 316: 55 49 39 71 179 143 250:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.4 11.0 18.1 18.2 7.9 7.2 14.8 11.8
Old : 10.2 10.6 18.2 18.0 8.1 7.0 15.2 11.8
Other: 28.4 25.0 45.7 31.9 28.3 22.5 44.5 26.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 12,056: 2,127 1,632 1,354 6,482 7,296 9,962 10,282: 2,094 1,775
Old : 12,052: 2,127 1,632 1,354 6,480 7,292 9,960 10,278: 2,092 1,775
Other: 4: 0 0 0 2 4 2 4: 2 -0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 332: -305 393 220 195 -253 110 360: 222 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.5 11.2 53.8 60.5 82.6 85.3: 17.4 14.7
Old : 100.0: 17.6 13.5 11.2 53.8 60.5 82.6 85.3: 17.4 14.7
Other: 100.0: 0.0 0.0 0.0 50.0 100.0 50.0 100.0: 50.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 14 7 17 13 32 29:
Old : 43: 10 14 7 17 13 32 29:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 42.4 40.6 58.5 58.7 35.8 37.1 47.4 47.8
Old : 42.4 40.5 58.5 58.7 35.8 37.0 47.4 47.8
Other: 50.0 100.0 50.0 100.0 50.0 100.0 50.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 890,031: 215,130 57,919 301,070 313,125 447,068 829,325 806,057: 60,707 83,974
Old : 864,147: 211,504 64,188 289,478 304,911 432,185 805,893 785,851: 58,254 78,295
Other: 25,885: 11,925 2,030 3,293 8,213 14,883 23,432 20,206: 2,453 5,679
: : :
: : Changes in Commitments from: September 10, 2013 :
: 466: 6,008 1,130 -2,049 -4,295 -150 -335 -1,069: 801 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 6.5 33.8 35.2 50.2 93.2 90.6: 6.8 9.4
Old : 100.0: 24.5 7.4 33.5 35.3 50.0 93.3 90.9: 6.7 9.1
Other: 100.0: 46.1 7.8 12.7 31.7 57.5 90.5 78.1: 9.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 193 191 266 148 194 484 521:
Old : 602: 191 196 262 148 192 480 518:
Other: 186: 37 41 30 33 86 89 139:
:----------------------------------------------------------------------------------------------------
: 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 15.1 16.7 22.9 7.0 11.2 12.5 15.1
Old : 9.4 15.2 17.0 22.5 7.3 11.3 13.0 15.3
Other: 39.0 38.7 50.7 45.1 39.0 38.6 50.5 45.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 16,637: 9,705 794 352 31 3,636 10,088 4,782: 6,549 11,855
Old : 15,692: 8,987 748 352 31 3,493 9,370 4,593: 6,322 11,099
Other: 945: 718 46 0 0 143 718 189: 227 756
: : :
: : Changes in Commitments from: September 10, 2013 :
: -164: 597 22 13 3 -28 613 7: -777 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 4.8 2.1 0.2 21.9 60.6 28.7: 39.4 71.3
Old : 100.0: 57.3 4.8 2.2 0.2 22.3 59.7 29.3: 40.3 70.7
Other: 100.0: 76.0 4.9 0.0 0.0 15.1 76.0 20.0: 24.0 80.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 3 5 2 11 9 18:
Old : 20: 6 3 5 2 11 9 18:
Other: 14: 3 2 0 0 9 3 11:
:----------------------------------------------------------------------------------------------------
: 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 : 56.9 13.8 60.6 21.1 56.5 12.5 58.3 19.8
Old : 56.0 14.0 59.7 21.3 55.6 12.6 57.3 19.9
Other: 76.0 16.2 76.0 19.4 76.0 16.2 76.0 19.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 327,856: 69,150 92,362 67,593 158,222 128,811 294,965 288,766: 32,892 39,091
Old : 320,599: 70,186 92,204 64,708 154,462 126,257 289,356 283,169: 31,244 37,431
Other: 7,257: 479 1,673 1,370 3,760 2,554 5,609 5,597: 1,648 1,660
: : :
: : Changes in Commitments from: September 10, 2013 :
: 5,646: -2,203 8,783 1,335 5,594 -5,155 4,726 4,962: 920 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 28.2 20.6 48.3 39.3 90.0 88.1: 10.0 11.9
Old : 100.0: 21.9 28.8 20.2 48.2 39.4 90.3 88.3: 9.7 11.7
Other: 100.0: 6.6 23.1 18.9 51.8 35.2 77.3 77.1: 22.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 62 90 71 72 67 179 200:
Old : 260: 66 91 67 72 67 179 196:
Other: 34: 4 10 5 14 8 20 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 19.9 22.2 28.4 10.5 16.2 18.0 23.2
Old : 13.0 19.9 22.5 28.5 10.7 16.6 18.1 23.8
Other: 41.9 45.3 62.8 63.7 35.1 35.7 47.8 48.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 711,374: 88,009 50,520 51,028 435,366 427,064 574,402 528,612: 136,972 182,762
Old : 711,374: 88,009 50,520 51,028 435,366 427,064 574,402 528,612: 136,972 182,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,077: 11,070 -9,204 9,167 -14,699 13,118 5,539 13,081: -4,462 -12,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.1 7.2 61.2 60.0 80.7 74.3: 19.3 25.7
Old : 100.0: 12.4 7.1 7.2 61.2 60.0 80.7 74.3: 19.3 25.7
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 : 156: 35 27 39 70 81 122 130:
Old : 156: 35 27 39 70 81 122 130:
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 : 22.9 16.2 32.5 24.0 20.0 14.0 27.8 20.6
Old : 22.9 16.2 32.5 24.0 20.0 14.0 27.8 20.6
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 with Delta-adjusted Options and Futures Combined, September 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 : 394,323: 34,328 40,404 3,857 276,796 274,046 314,981 318,307: 79,342 76,016
Old : 394,323: 34,328 40,404 3,857 276,796 274,046 314,981 318,307: 79,342 76,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -10,837: 2,025 892 -1,231 -14,843 -6,497 -14,049 -6,837: 3,212 -4,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.2 1.0 70.2 69.5 79.9 80.7: 20.1 19.3
Old : 100.0: 8.7 10.2 1.0 70.2 69.5 79.9 80.7: 20.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 6 10 6 41 43 51 55:
Old : 75: 6 10 6 41 43 51 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 : 29.7 30.7 45.0 45.2 25.4 29.8 37.6 43.8
Old : 29.7 30.7 45.0 45.2 25.4 29.8 37.6 43.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 6,465: 1,557 92 317 4,096 5,707 5,970 6,116: 495 349
Old : 6,465: 1,557 92 317 4,096 5,707 5,970 6,116: 495 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -177: 82 -79 80 -315 -251 -153 -250: -24 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 1.4 4.9 63.4 88.3 92.3 94.6: 7.7 5.4
Old : 100.0: 24.1 1.4 4.9 63.4 88.3 92.3 94.6: 7.7 5.4
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 : 38: 12 2 6 18 20 33 26:
Old : 38: 12 2 6 18 20 33 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 : 35.4 65.4 53.5 76.9 23.2 46.5 35.9 52.1
Old : 35.4 65.4 53.5 76.9 23.2 46.5 35.9 52.1
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 with Delta-adjusted Options and Futures Combined, September 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 : 329,168: 91,308 37,765 60,591 126,525 204,869 278,425 303,225: 50,743 25,943
Old : 325,789: 91,310 38,001 59,854 124,512 202,174 275,676 300,029: 50,114 25,761
Other: 3,379: 564 329 172 2,013 2,695 2,749 3,197: 630 182
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,588: -4,161 3,014 -1,758 9,306 87 3,387 1,343: -1,799 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 11.5 18.4 38.4 62.2 84.6 92.1: 15.4 7.9
Old : 100.0: 28.0 11.7 18.4 38.2 62.1 84.6 92.1: 15.4 7.9
Other: 100.0: 16.7 9.8 5.1 59.6 79.8 81.4 94.6: 18.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 86 55 67 76 82 197 171:
Old : 241: 86 55 67 76 82 197 171:
Other: 30: 4 5 6 15 9 22 17:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 32.3 16.6 41.2 7.7 26.0 13.9 31.8
Old : 9.7 32.0 16.6 41.0 7.8 26.0 14.1 31.8
Other: 39.0 76.1 61.6 86.8 36.5 64.3 52.2 74.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 9,977: 1,586 2,481 373 6,210 5,829 8,169 8,682: 1,808 1,295
Old : 9,975: 1,586 2,482 372 6,210 5,829 8,168 8,682: 1,807 1,293
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: September 10, 2013 :
: -101: 0 -153 33 -28 9 5 -111: -107 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 24.9 3.7 62.2 58.4 81.9 87.0: 18.1 13.0
Old : 100.0: 15.9 24.9 3.7 62.3 58.4 81.9 87.0: 18.1 13.0
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 10 7 21 16 40 31:
Old : 54: 15 11 7 21 16 40 31:
Other: 1: 1 0 0 0 0 1 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 : 41.6 56.5 56.7 69.4 41.6 53.4 56.7 65.4
Old : 41.6 56.5 56.7 69.4 41.6 53.4 56.7 65.4
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 888,310: 132,549 178,486 23,175 644,765 562,888 800,490 764,549: 87,820 123,761
Old : 888,310: 132,549 178,486 23,175 644,765 562,888 800,490 764,549: 87,820 123,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 6,089: -6,456 12,681 -6,643 24,523 6,034 11,424 12,072: -5,334 -5,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.1 2.6 72.6 63.4 90.1 86.1: 9.9 13.9
Old : 100.0: 14.9 20.1 2.6 72.6 63.4 90.1 86.1: 9.9 13.9
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 : 216: 39 45 26 85 96 133 158:
Old : 216: 39 45 26 85 96 133 158:
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 : 22.3 28.2 35.5 37.7 20.6 27.9 33.3 35.3
Old : 22.3 28.2 35.5 37.7 20.6 27.9 33.3 35.3
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 with Delta-adjusted Options and Futures Combined, September 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 : 2,539,855: 169,500 289,607 321,965 1,765,803 1,479,184 2,257,268 2,090,757: 282,587 449,098
Old : 2,539,855: 169,500 289,607 321,965 1,765,803 1,479,184 2,257,268 2,090,757: 282,587 449,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -166,252: -20,769 26,202 -28,962 -139,281 -131,318 -189,012 -134,077: 22,761 -32,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.4 12.7 69.5 58.2 88.9 82.3: 11.1 17.7
Old : 100.0: 6.7 11.4 12.7 69.5 58.2 88.9 82.3: 11.1 17.7
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 : 315: 49 72 79 158 175 251 282:
Old : 315: 49 72 79 158 175 251 282:
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 : 27.6 13.3 36.1 19.4 25.5 8.7 32.1 12.8
Old : 27.6 13.3 36.1 19.4 25.5 8.7 32.1 12.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 2,034,271: 157,692 293,302 212,770 1,484,509 1,193,395 1,854,971 1,699,467: 179,300 334,804
Old : 2,034,271: 157,692 293,302 212,770 1,484,509 1,193,395 1,854,971 1,699,467: 179,300 334,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 17,654: 20,007 30,960 -19,502 19,095 22,383 19,600 33,841: -1,946 -16,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 14.4 10.5 73.0 58.7 91.2 83.5: 8.8 16.5
Old : 100.0: 7.8 14.4 10.5 73.0 58.7 91.2 83.5: 8.8 16.5
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 : 238: 30 57 42 114 126 170 199:
Old : 238: 30 57 42 114 126 170 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.1 41.4 27.1 27.0 16.2 36.2 21.9
Old : 30.9 18.1 41.4 27.1 27.0 16.2 36.2 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 297,815: 23,131 30,282 67,414 179,150 158,781 269,695 256,477: 28,119 41,338
Old : 297,815: 23,131 30,282 67,414 179,150 158,781 269,695 256,477: 28,119 41,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 14,340: 2,486 66 -3,137 11,641 13,363 10,990 10,291: 3,351 4,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.2 22.6 60.2 53.3 90.6 86.1: 9.4 13.9
Old : 100.0: 7.8 10.2 22.6 60.2 53.3 90.6 86.1: 9.4 13.9
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 : 58: 14 11 16 26 29 48 49:
Old : 58: 14 11 16 26 29 48 49:
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 : 35.6 30.5 50.8 47.5 21.7 22.2 29.8 30.0
Old : 35.6 30.5 50.8 47.5 21.7 22.2 29.8 30.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 87,979: 20,438 3,491 6,312 47,367 64,145 74,117 73,948: 13,861 14,030
Old : 87,979: 20,438 3,491 6,312 47,367 64,145 74,117 73,948: 13,861 14,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 18,311: 5,991 -1,165 4,450 7,439 12,897 17,880 16,182: 431 2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.0 7.2 53.8 72.9 84.2 84.1: 15.8 15.9
Old : 100.0: 23.2 4.0 7.2 53.8 72.9 84.2 84.1: 15.8 15.9
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 : 106: 31 19 21 48 30 92 60:
Old : 106: 31 19 21 48 30 92 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 : 17.4 34.2 28.7 54.4 17.1 32.4 27.8 48.3
Old : 17.4 34.2 28.7 54.4 17.1 32.4 27.8 48.3
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 with Delta-adjusted Options and Futures Combined, September 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 : 16,258: 2,811 1,024 1,036 7,092 12,541 10,939 14,601: 5,319 1,657
Old : 16,258: 2,811 1,024 1,036 7,092 12,541 10,939 14,601: 5,319 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 2,577: 243 794 1,033 883 383 2,159 2,210: 418 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.3 6.4 43.6 77.1 67.3 89.8: 32.7 10.2
Old : 100.0: 17.3 6.3 6.4 43.6 77.1 67.3 89.8: 32.7 10.2
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 : 24: 6 2 3 9 8 15 13:
Old : 24: 6 2 3 9 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 63.5 52.3 81.5 33.5 63.5 50.5 81.0
Old : 33.5 63.5 52.3 81.5 33.5 63.5 50.5 81.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 143,441: 38,571 8,252 7,234 80,551 103,209 126,356 118,694: 17,085 24,746
Old : 143,441: 38,571 8,252 7,234 80,551 103,209 126,356 118,694: 17,085 24,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 31,468: 13,578 -1,836 4,752 13,112 25,028 31,441 27,945: 26 3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.8 5.0 56.2 72.0 88.1 82.7: 11.9 17.3
Old : 100.0: 26.9 5.8 5.0 56.2 72.0 88.1 82.7: 11.9 17.3
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 : 103: 29 18 21 46 29 88 58:
Old : 103: 29 18 21 46 29 88 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 : 20.9 35.4 33.8 53.8 20.9 35.1 32.9 52.2
Old : 20.9 35.4 33.8 53.8 20.9 35.1 32.9 52.2
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 with Delta-adjusted Options and Futures Combined, September 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 : 9,314: 5,332 5,969 3,023 716 314 9,071 9,306: 243 8
Old : 9,314: 5,332 5,969 3,023 716 314 9,071 9,306: 243 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: 1,185: -240 -140 1,359 46 -28 1,165 1,191: 20 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 64.1 32.5 7.7 3.4 97.4 99.9: 2.6 0.1
Old : 100.0: 57.2 64.1 32.5 7.7 3.4 97.4 99.9: 2.6 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: 13 6 5 2 1 17 10:
Old : 22: 13 6 5 2 1 17 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 : 54.6 83.2 78.9 99.2 34.2 63.5 53.5 67.5
Old : 54.6 83.2 78.9 99.2 34.2 63.5 53.5 67.5
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 with Delta-adjusted Options and Futures Combined, September 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 : 39,880: 4,763 19,199 58 35,020 20,472 39,841 39,729: 39 151
Old : 39,880: 4,763 19,199 58 35,020 20,472 39,841 39,729: 39 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -4,157: -203 149 -4,354 391 -55 -4,166 -4,260: 9 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 48.1 0.1 87.8 51.3 99.9 99.6: 0.1 0.4
Old : 100.0: 11.9 48.1 0.1 87.8 51.3 99.9 99.6: 0.1 0.4
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 : 37: 3 15 1 7 14 11 29:
Old : 37: 3 15 1 7 14 11 29:
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 : 87.4 60.7 99.6 82.6 83.5 48.5 84.7 67.6
Old : 87.4 60.7 99.6 82.6 83.5 48.5 84.7 67.6
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 with Delta-adjusted Options and Futures Combined, September 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 : 17,653: 347 10,390 0 17,304 7,187 17,651 17,577: 2 76
Old : 17,653: 347 10,390 0 17,304 7,187 17,651 17,577: 2 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2013 :
: -4,974: 299 337 0 -5,259 -5,277 -4,960 -4,940: -14 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 58.9 0.0 98.0 40.7 100.0 99.6: 0.0 0.4
Old : 100.0: 2.0 58.9 0.0 98.0 40.7 100.0 99.6: 0.0 0.4
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 : 27: 2 11 0 8 7 10 18:
Old : 27: 2 11 0 8 7 10 18:
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 : 96.7 79.9 99.7 90.9 96.7 79.9 99.7 90.9
Old : 96.7 79.9 99.7 90.9 96.7 79.9 99.7 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013