WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 450,570: 119,718 158,162 95,312 203,603 148,212 418,634 401,686: 31,936 48,884
Old : 406,118: 107,037 152,186 82,110 190,479 130,737 379,626 365,033: 26,492 41,085
Other: 44,452: 20,900 14,195 4,984 13,124 17,475 39,008 36,654: 5,444 7,799
: : :
: : Changes in Commitments from: September 17, 2013 :
: 846: 3,343 -11,011 -1,231 -3,668 11,583 -1,556 -659: 2,401 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 35.1 21.2 45.2 32.9 92.9 89.2: 7.1 10.8
Old : 100.0: 26.4 37.5 20.2 46.9 32.2 93.5 89.9: 6.5 10.1
Other: 100.0: 47.0 31.9 11.2 29.5 39.3 87.8 82.5: 12.2 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 105 152 140 91 117 278 334:
Old : 388: 105 152 124 90 114 267 320:
Other: 156: 34 40 35 37 68 91 127:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 12.4 27.4 20.9 14.4 12.2 24.0 18.6
Old : 18.0 13.6 29.4 22.6 16.1 13.4 27.1 21.3
Other: 41.6 25.8 52.5 38.3 40.4 25.2 48.5 34.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 1,677,801: 298,837 381,139 509,497 700,882 494,716 1,509,217 1,385,352: 168,584 292,449
Old : 1,546,571: 289,942 405,946 454,953 642,979 437,130 1,387,874 1,298,029: 158,697 248,541
Other: 131,230: 45,058 11,356 18,381 57,903 57,586 121,342 87,323: 9,888 43,907
: : :
: : Changes in Commitments from: September 17, 2013 :
: 13,222: 652 20,600 -12,242 21,234 -3,467 9,644 4,892: 3,578 8,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 22.7 30.4 41.8 29.5 90.0 82.6: 10.0 17.4
Old : 100.0: 18.7 26.2 29.4 41.6 28.3 89.7 83.9: 10.3 16.1
Other: 100.0: 34.3 8.7 14.0 44.1 43.9 92.5 66.5: 7.5 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 780: 181 226 242 313 312 634 649:
Old : 779: 184 226 225 311 306 620 637:
Other: 317: 56 45 38 74 181 145 250:
:----------------------------------------------------------------------------------------------------
: 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 10.7 18.0 17.7 7.5 7.2 14.2 12.3
Old : 10.1 10.1 17.8 17.5 7.8 7.5 14.7 12.4
Other: 27.3 24.8 44.6 32.0 27.3 22.3 43.0 26.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 12,514: 2,283 1,836 1,478 6,598 7,393 10,359 10,706: 2,156 1,808
Old : 12,510: 2,283 1,836 1,478 6,596 7,389 10,357 10,702: 2,154 1,808
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 458: 156 204 124 117 97 396 425: 62 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 14.7 11.8 52.7 59.1 82.8 85.6: 17.2 14.4
Old : 100.0: 18.2 14.7 11.8 52.7 59.1 82.8 85.5: 17.2 14.5
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 : 42.0 38.5 57.8 57.8 35.4 35.1 46.7 47.1
Old : 42.1 38.5 57.8 57.8 35.4 35.1 46.7 47.1
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 24, 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 : 870,333: 197,855 57,152 295,682 316,435 432,966 809,972 785,801: 60,360 84,532
Old : 842,152: 194,744 64,249 281,554 308,149 418,118 784,447 763,921: 57,705 78,231
Other: 28,181: 13,412 3,204 3,828 8,286 14,848 25,525 21,880: 2,655 6,301
: : :
: : Changes in Commitments from: September 17, 2013 :
: -19,699: -17,275 -767 -5,388 3,310 -14,102 -19,353 -20,257: -346 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.6 34.0 36.4 49.7 93.1 90.3: 6.9 9.7
Old : 100.0: 23.1 7.6 33.4 36.6 49.6 93.1 90.7: 6.9 9.3
Other: 100.0: 47.6 11.4 13.6 29.4 52.7 90.6 77.6: 9.4 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 193 187 260 146 190 476 510:
Old : 592: 190 190 254 145 188 468 507:
Other: 198: 49 45 35 32 83 101 144:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 15.5 17.3 23.2 7.3 10.9 12.8 15.1
Old : 9.6 15.8 17.8 23.0 7.7 11.0 13.2 15.3
Other: 37.6 34.9 50.3 43.4 37.6 34.8 50.1 42.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 332,467: 70,931 96,496 72,818 156,341 123,080 300,090 292,393: 32,377 40,074
Old : 324,817: 72,072 96,630 69,380 152,446 120,031 293,898 286,040: 30,919 38,777
Other: 7,650: 626 1,633 1,671 3,895 3,049 6,192 6,353: 1,458 1,297
: : :
: : Changes in Commitments from: September 17, 2013 :
: 4,610: 1,781 4,134 5,225 -1,880 -5,731 5,125 3,627: -514 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 29.0 21.9 47.0 37.0 90.3 87.9: 9.7 12.1
Old : 100.0: 22.2 29.7 21.4 46.9 37.0 90.5 88.1: 9.5 11.9
Other: 100.0: 8.2 21.3 21.8 50.9 39.9 80.9 83.0: 19.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 63 95 86 75 67 197 215:
Old : 276: 69 97 84 74 67 196 213:
Other: 41: 5 14 10 15 8 26 28:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 20.2 23.3 28.6 11.2 16.4 19.2 23.3
Old : 13.8 20.1 23.6 28.6 11.4 16.7 19.3 23.8
Other: 41.7 46.5 62.5 66.4 33.5 39.0 46.7 50.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 692,517: 86,504 76,482 33,337 425,971 395,836 545,812 505,655: 146,706 186,862
Old : 692,517: 86,504 76,482 33,337 425,971 395,836 545,812 505,655: 146,706 186,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -18,857: -1,505 25,963 -17,691 -9,394 -31,228 -28,591 -22,957: 9,734 4,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.0 4.8 61.5 57.2 78.8 73.0: 21.2 27.0
Old : 100.0: 12.5 11.0 4.8 61.5 57.2 78.8 73.0: 21.2 27.0
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 : 152: 29 29 32 74 80 119 125:
Old : 152: 29 29 32 74 80 119 125:
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 : 22.7 15.6 32.9 25.4 20.1 14.0 28.4 22.8
Old : 22.7 15.6 32.9 25.4 20.1 14.0 28.4 22.8
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 24, 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 : 402,080: 36,987 38,656 4,000 280,810 287,073 321,797 329,729: 80,283 72,351
Old : 402,080: 36,987 38,656 4,000 280,810 287,073 321,797 329,729: 80,283 72,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 7,757: 2,659 -1,748 143 4,014 13,027 6,816 11,422: 941 -3,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.6 1.0 69.8 71.4 80.0 82.0: 20.0 18.0
Old : 100.0: 9.2 9.6 1.0 69.8 71.4 80.0 82.0: 20.0 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 7 9 5 41 46 51 57:
Old : 77: 7 9 5 41 46 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 33.5 43.5 47.8 24.6 33.2 36.3 46.8
Old : 28.5 33.5 43.5 47.8 24.6 33.2 36.3 46.8
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 24, 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 : 6,165: 1,545 178 355 3,733 5,304 5,633 5,837: 532 328
Old : 6,165: 1,545 178 355 3,733 5,304 5,633 5,837: 532 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -300: -12 86 38 -363 -403 -337 -279: 37 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.9 5.8 60.6 86.0 91.4 94.7: 8.6 5.3
Old : 100.0: 25.1 2.9 5.8 60.6 86.0 91.4 94.7: 8.6 5.3
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 : 36: 11 3 5 18 18 31 24:
Old : 36: 11 3 5 18 18 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 63.0 52.3 76.1 22.7 46.8 37.6 55.8
Old : 32.7 63.0 52.3 76.1 22.7 46.8 37.6 55.8
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 with Delta-adjusted Options and Futures Combined, September 24, 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 : 325,409: 90,642 40,246 55,983 128,770 201,893 275,396 298,122: 50,013 27,286
Old : 320,948: 90,855 40,999 54,507 126,416 198,430 271,779 293,936: 49,169 27,012
Other: 4,461: 1,011 472 252 2,354 3,463 3,617 4,187: 844 274
: : :
: : Changes in Commitments from: September 17, 2013 :
: -3,759: -666 2,481 -4,608 2,245 -2,976 -3,029 -5,103: -730 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.4 17.2 39.6 62.0 84.6 91.6: 15.4 8.4
Old : 100.0: 28.3 12.8 17.0 39.4 61.8 84.7 91.6: 15.3 8.4
Other: 100.0: 22.7 10.6 5.6 52.8 77.6 81.1 93.9: 18.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 82 57 69 80 78 201 168:
Old : 241: 82 58 67 80 78 201 166:
Other: 38: 6 8 8 17 11 26 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.3 32.6 16.2 40.7 7.7 26.0 14.0 31.6
Old : 9.4 32.3 16.3 40.5 7.8 26.0 14.2 31.6
Other: 39.8 65.2 59.5 80.8 38.3 58.7 52.9 71.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 9,590: 1,550 2,468 296 5,887 5,519 7,733 8,283: 1,857 1,307
Old : 9,588: 1,549 2,468 296 5,887 5,519 7,732 8,283: 1,856 1,305
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: September 17, 2013 :
: -388: -37 -13 -77 -323 -310 -436 -400: 48 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.7 3.1 61.4 57.6 80.6 86.4: 19.4 13.6
Old : 100.0: 16.2 25.7 3.1 61.4 57.6 80.6 86.4: 19.4 13.6
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: 15 11 7 22 15 40 31:
Old : 54: 14 12 7 22 15 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 : 43.1 55.1 57.6 68.7 43.1 52.0 57.6 65.2
Old : 43.1 55.1 57.6 68.7 43.1 52.0 57.6 65.3
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 24, 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 : 885,247: 149,219 170,553 20,196 620,777 578,982 790,192 769,731: 95,054 115,516
Old : 885,247: 149,219 170,553 20,196 620,777 578,982 790,192 769,731: 95,054 115,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -3,063: 16,670 -7,933 -2,979 -23,988 16,094 -10,298 5,182: 7,234 -8,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.3 2.3 70.1 65.4 89.3 87.0: 10.7 13.0
Old : 100.0: 16.9 19.3 2.3 70.1 65.4 89.3 87.0: 10.7 13.0
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 : 207: 39 40 23 80 95 129 148:
Old : 207: 39 40 23 80 95 129 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 27.8 37.1 37.7 24.2 27.3 34.0 35.4
Old : 25.9 27.8 37.1 37.7 24.2 27.3 34.0 35.4
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 24, 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 : 2,357,575: 205,379 263,281 219,166 1,638,735 1,438,497 2,063,280 1,920,944: 294,295 436,631
Old : 2,357,575: 205,379 263,281 219,166 1,638,735 1,438,497 2,063,280 1,920,944: 294,295 436,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -182,280: 35,879 -26,326 -102,799 -127,068 -40,688 -193,988 -169,813: 11,708 -12,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.2 9.3 69.5 61.0 87.5 81.5: 12.5 18.5
Old : 100.0: 8.7 11.2 9.3 69.5 61.0 87.5 81.5: 12.5 18.5
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 : 286: 41 62 63 145 159 224 246:
Old : 286: 41 62 63 145 159 224 246:
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 : 30.0 13.5 38.3 20.6 27.5 9.2 34.3 13.9
Old : 30.0 13.5 38.3 20.6 27.5 9.2 34.3 13.9
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 with Delta-adjusted Options and Futures Combined, September 24, 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 : 1,909,041: 153,547 277,567 165,012 1,388,226 1,149,022 1,706,785 1,591,601: 202,256 317,440
Old : 1,909,041: 153,547 277,567 165,012 1,388,226 1,149,022 1,706,785 1,591,601: 202,256 317,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -125,230: -4,145 -15,736 -47,758 -96,283 -44,372 -148,186 -107,866: 22,957 -17,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 14.5 8.6 72.7 60.2 89.4 83.4: 10.6 16.6
Old : 100.0: 8.0 14.5 8.6 72.7 60.2 89.4 83.4: 10.6 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 : 223: 26 54 39 95 119 146 187:
Old : 223: 26 54 39 95 119 146 187:
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 : 33.1 16.7 43.0 26.8 31.2 16.0 39.2 23.6
Old : 33.1 16.7 43.0 26.8 31.2 16.0 39.2 23.6
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 24, 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 : 308,039: 28,862 34,913 61,614 188,205 167,706 278,682 264,233: 29,357 43,806
Old : 308,039: 28,862 34,913 61,614 188,205 167,706 278,682 264,233: 29,357 43,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 10,224: 5,731 4,631 -5,800 9,055 8,925 8,986 7,756: 1,238 2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.3 20.0 61.1 54.4 90.5 85.8: 9.5 14.2
Old : 100.0: 9.4 11.3 20.0 61.1 54.4 90.5 85.8: 9.5 14.2
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 : 59: 16 9 15 28 31 49 50:
Old : 59: 16 9 15 28 31 49 50:
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 : 36.1 29.8 50.8 45.2 23.7 20.7 30.1 29.4
Old : 36.1 29.8 50.8 45.2 23.7 20.7 30.1 29.4
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 24, 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 : 70,391: 29,121 3,774 1,452 30,825 59,867 61,398 65,094: 8,992 5,297
Old : 70,391: 29,121 3,774 1,452 30,825 59,867 61,398 65,094: 8,992 5,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -17,588: 8,683 283 -4,860 -16,543 -4,278 -12,719 -8,855: -4,869 -8,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 5.4 2.1 43.8 85.0 87.2 92.5: 12.8 7.5
Old : 100.0: 41.4 5.4 2.1 43.8 85.0 87.2 92.5: 12.8 7.5
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 : 103: 35 16 12 38 23 80 44:
Old : 103: 35 16 12 38 23 80 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 49.3 37.3 70.3 23.1 49.2 37.1 70.1
Old : 23.1 49.3 37.3 70.3 23.1 49.2 37.1 70.1
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 24, 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 : 140,781: 58,242 7,549 2,905 61,650 119,734 122,797 130,188: 17,985 10,593
Old : 140,781: 58,242 7,549 2,905 61,650 119,734 122,797 130,188: 17,985 10,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -2,660: 19,671 -703 -4,329 -18,901 16,525 -3,559 11,493: 900 -14,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 5.4 2.1 43.8 85.0 87.2 92.5: 12.8 7.5
Old : 100.0: 41.4 5.4 2.1 43.8 85.0 87.2 92.5: 12.8 7.5
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 : 103: 35 16 12 38 23 80 44:
Old : 103: 35 16 12 38 23 80 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 49.3 37.3 70.3 23.1 49.2 37.1 70.1
Old : 23.1 49.3 37.3 70.3 23.1 49.2 37.1 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,350: 5,063 5,919 1,341 720 84 7,124 7,344: 226 6
Old : 7,350: 5,063 5,919 1,341 720 84 7,124 7,344: 226 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -1,964: -269 -50 -1,682 4 -230 -1,947 -1,962: -17 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 80.5 18.2 9.8 1.1 96.9 99.9: 3.1 0.1
Old : 100.0: 68.9 80.5 18.2 9.8 1.1 96.9 99.9: 3.1 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: 13 4 3 2 1 16 7:
Old : 20: 13 4 3 2 1 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 97.0 79.9 99.9 47.1 81.3 67.3 81.7
Old : 54.9 97.0 79.9 99.9 47.1 81.3 67.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 41,815: 3,591 18,660 45 38,150 23,024 41,786 41,729: 29 86
Old : 41,815: 3,591 18,660 45 38,150 23,024 41,786 41,729: 29 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 1,935: -1,172 -539 -13 3,130 2,552 1,945 2,000: -10 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 44.6 0.1 91.2 55.1 99.9 99.8: 0.1 0.2
Old : 100.0: 8.6 44.6 0.1 91.2 55.1 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 : 38: 2 16 1 7 15 10 31:
Old : 38: 2 16 1 7 15 10 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.8 64.1 99.8 82.3 77.5 42.6 78.2 60.8
Old : 90.8 64.1 99.8 82.3 77.5 42.6 78.2 60.8
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 with Delta-adjusted Options and Futures Combined, September 24, 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 : 18,594: 1,541 9,991 0 17,053 8,537 18,594 18,528: 0 66
Old : 18,594: 1,541 9,991 0 17,053 8,537 18,594 18,528: 0 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: 941: 1,194 -399 0 -251 1,350 943 951: -2 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 53.7 0.0 91.7 45.9 100.0 99.6: 0.0 0.4
Old : 100.0: 8.3 53.7 0.0 91.7 45.9 100.0 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: 4 9 0 7 9 11 18:
Old : 27: 4 9 0 7 9 11 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 : 94.8 80.4 99.1 91.6 92.1 80.4 96.4 90.5
Old : 94.8 80.4 99.1 91.6 92.1 80.4 96.4 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2013