WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 454,515: 118,328 124,191 104,317 198,396 176,395 421,040 404,903: 33,475 49,612 Old : 406,862: 104,547 119,064 89,163 185,682 157,523 379,391 365,749: 27,471 41,113 Other: 47,653: 23,336 14,683 5,599 12,714 18,871 41,649 39,153: 6,004 8,499 : : : : : Changes in Commitments from: September 24, 2013 : : 3,945: -1,390 -33,971 9,004 -5,208 28,183 2,406 3,217: 1,538 728 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 27.3 23.0 43.6 38.8 92.6 89.1: 7.4 10.9 Old : 100.0: 25.7 29.3 21.9 45.6 38.7 93.2 89.9: 6.8 10.1 Other: 100.0: 49.0 30.8 11.7 26.7 39.6 87.4 82.2: 12.6 17.8 : : : :# Traders : Number of Traders in Each Category : All : 398: 108 143 146 90 126 289 335: Old : 393: 113 141 131 88 125 275 326: Other: 161: 39 38 35 39 72 93 133: :---------------------------------------------------------------------------------------------------- : 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 : 17.3 14.1 27.7 21.6 14.6 13.2 24.6 18.9 Old : 18.7 15.2 30.1 23.5 16.9 14.9 27.8 21.7 Other: 44.3 24.6 55.1 37.0 43.1 24.5 51.1 34.6 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 1,755,882: 304,043 403,891 546,447 731,270 502,486 1,581,760 1,452,824: 174,122 303,058 Old : 1,617,466: 294,373 427,806 488,731 671,322 445,175 1,454,426 1,361,712: 163,040 255,754 Other: 138,416: 46,365 12,781 21,020 59,948 57,311 127,333 91,112: 11,082 47,304 : : : : : Changes in Commitments from: September 24, 2013 : : 78,081: 5,205 22,752 36,950 30,388 7,770 72,543 67,472: 5,538 10,609 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 23.0 31.1 41.6 28.6 90.1 82.7: 9.9 17.3 Old : 100.0: 18.2 26.4 30.2 41.5 27.5 89.9 84.2: 10.1 15.8 Other: 100.0: 33.5 9.2 15.2 43.3 41.4 92.0 65.8: 8.0 34.2 : : : :# Traders : Number of Traders in Each Category : All : 771: 178 222 252 307 305 632 644: Old : 769: 181 223 235 304 300 617 632: Other: 322: 61 47 41 77 175 152 249: :---------------------------------------------------------------------------------------------------- : 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 10.3 18.2 17.1 7.7 6.8 14.1 12.3 Old : 10.7 9.8 18.3 17.0 7.9 7.3 14.5 12.8 Other: 27.2 23.5 43.8 31.3 27.0 20.6 41.3 25.5 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 13,433: 2,359 2,021 1,693 7,100 7,832 11,152 11,546: 2,281 1,887 Old : 13,429: 2,359 2,021 1,693 7,098 7,828 11,150 11,542: 2,279 1,887 Other: 4: 0 0 0 2 4 2 4: 2 0 : : : : : Changes in Commitments from: September 24, 2013 : : 919: 76 186 215 502 439 793 839: 126 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 15.0 12.6 52.9 58.3 83.0 85.9: 17.0 14.1 Old : 100.0: 17.6 15.1 12.6 52.9 58.3 83.0 85.9: 17.0 14.1 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 : 44: 13 12 8 17 13 33 30: Old : 44: 13 12 8 17 13 33 30: 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 : 45.7 35.9 62.0 56.4 39.4 34.0 48.8 46.7 Old : 45.7 35.9 62.1 56.4 39.4 34.1 48.8 46.7 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, October 1, 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 : 882,590: 176,411 61,581 307,801 336,138 426,375 820,349 795,756: 62,241 86,834 Old : 849,560: 171,914 69,407 292,385 326,255 407,171 790,554 768,963: 59,006 80,597 Other: 33,030: 15,630 3,308 4,282 9,882 19,204 29,795 26,793: 3,235 6,237 : : : : : Changes in Commitments from: September 24, 2013 : : 12,257: -21,444 4,429 12,118 19,703 -6,592 10,377 9,956: 1,880 2,302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 7.0 34.9 38.1 48.3 92.9 90.2: 7.1 9.8 Old : 100.0: 20.2 8.2 34.4 38.4 47.9 93.1 90.5: 6.9 9.5 Other: 100.0: 47.3 10.0 13.0 29.9 58.1 90.2 81.1: 9.8 18.9 : : : :# Traders : Number of Traders in Each Category : All : 581: 184 186 259 143 186 459 511: Old : 578: 184 188 255 142 183 452 507: Other: 208: 55 46 38 36 84 113 147: :---------------------------------------------------------------------------------------------------- : 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 : 10.1 16.1 17.9 24.2 6.9 10.5 12.5 14.0 Old : 10.4 15.6 18.5 23.6 7.3 10.3 12.9 13.9 Other: 37.2 43.9 48.3 51.0 37.2 43.3 48.3 49.9 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 346,017: 70,238 99,286 83,832 156,746 121,313 310,816 304,431: 35,201 41,587 Old : 337,182: 71,764 99,742 79,242 152,498 117,970 303,504 296,954: 33,678 40,228 Other: 8,835: 1,119 2,188 1,945 4,248 3,343 7,312 7,476: 1,523 1,359 : : : : : Changes in Commitments from: September 24, 2013 : : 13,551: -693 2,790 11,015 404 -1,767 10,727 12,038: 2,824 1,513 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 28.7 24.2 45.3 35.1 89.8 88.0: 10.2 12.0 Old : 100.0: 21.3 29.6 23.5 45.2 35.0 90.0 88.1: 10.0 11.9 Other: 100.0: 12.7 24.8 22.0 48.1 37.8 82.8 84.6: 17.2 15.4 : : : :# Traders : Number of Traders in Each Category : All : 289: 69 97 97 78 66 211 228: Old : 289: 73 99 95 77 66 210 226: Other: 44: 5 15 11 16 8 28 30: :---------------------------------------------------------------------------------------------------- : 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 : 12.1 19.8 21.4 27.9 9.4 15.2 17.0 21.4 Old : 12.3 19.7 21.6 28.0 9.6 15.6 17.1 22.1 Other: 41.3 40.9 62.1 63.2 29.5 35.1 46.3 50.0 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 716,487: 92,379 80,494 43,054 442,763 404,851 578,196 528,399: 138,290 188,087 Old : 716,487: 92,379 80,494 43,054 442,763 404,851 578,196 528,399: 138,290 188,087 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : 23,969: 5,876 4,011 9,717 16,792 9,016 32,385 22,744: -8,415 1,225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 11.2 6.0 61.8 56.5 80.7 73.7: 19.3 26.3 Old : 100.0: 12.9 11.2 6.0 61.8 56.5 80.7 73.7: 19.3 26.3 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 : 155: 34 26 35 73 81 123 126: Old : 155: 34 26 35 73 81 123 126: 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 : 22.1 15.4 31.8 23.6 20.0 14.5 27.8 21.8 Old : 22.1 15.4 31.8 23.6 20.0 14.5 27.8 21.8 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, October 1, 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 : 402,075: 42,531 40,491 4,130 278,880 286,076 325,541 330,698: 76,534 71,377 Old : 402,075: 42,531 40,491 4,130 278,880 286,076 325,541 330,698: 76,534 71,377 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -5: 5,544 1,835 130 -1,930 -997 3,744 968: -3,749 -974 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 10.1 1.0 69.4 71.1 81.0 82.2: 19.0 17.8 Old : 100.0: 10.6 10.1 1.0 69.4 71.1 81.0 82.2: 19.0 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 78: 7 9 6 41 46 52 57: Old : 78: 7 9 6 41 46 52 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 : 28.8 31.2 44.2 46.3 24.7 31.0 36.1 44.5 Old : 28.8 31.2 44.2 46.3 24.7 31.0 36.1 44.5 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, October 1, 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 : 5,446: 1,616 33 446 2,896 4,598 4,958 5,077: 488 369 Old : 5,446: 1,616 33 446 2,896 4,598 4,958 5,077: 488 369 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -719: 71 -145 91 -837 -706 -675 -760: -44 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 0.6 8.2 53.2 84.4 91.0 93.2: 9.0 6.8 Old : 100.0: 29.7 0.6 8.2 53.2 84.4 91.0 93.2: 9.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 13 1 6 17 17 31 23: Old : 35: 13 1 6 17 17 31 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 : 28.9 60.5 48.7 77.4 24.1 50.5 38.7 57.1 Old : 28.9 60.5 48.7 77.4 24.1 50.5 38.7 57.1 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, October 1, 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 : 314,384: 86,611 43,826 57,816 124,400 186,047 268,827 287,689: 45,557 26,695 Old : 308,759: 86,681 44,069 56,357 121,148 182,172 264,186 282,598: 44,572 26,161 Other: 5,625: 1,182 1,009 207 3,252 3,875 4,640 5,091: 985 534 : : : : : Changes in Commitments from: September 24, 2013 : : -11,025: -4,031 3,580 1,832 -4,370 -15,846 -6,569 -10,433: -4,456 -591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 13.9 18.4 39.6 59.2 85.5 91.5: 14.5 8.5 Old : 100.0: 28.1 14.3 18.3 39.2 59.0 85.6 91.5: 14.4 8.5 Other: 100.0: 21.0 17.9 3.7 57.8 68.9 82.5 90.5: 17.5 9.5 : : : :# Traders : Number of Traders in Each Category : All : 242: 81 58 72 82 81 203 174: Old : 242: 82 58 72 82 81 203 174: Other: 42: 7 8 7 20 12 29 25: :---------------------------------------------------------------------------------------------------- : 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 : 9.8 30.9 17.0 39.6 7.8 24.4 14.4 30.3 Old : 9.8 30.8 17.2 39.7 7.9 24.7 14.7 30.6 Other: 40.9 64.7 62.1 80.4 40.7 59.1 57.9 74.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 11,106: 1,429 2,788 1,082 6,538 5,574 9,049 9,444: 2,057 1,662 Old : 11,104: 1,429 2,789 1,081 6,538 5,574 9,048 9,444: 2,056 1,660 Other: 2: 1 0 0 0 0 1 0: 1 2 : : : : : Changes in Commitments from: September 24, 2013 : : 1,516: -121 320 786 651 55 1,316 1,161: 200 355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 25.1 9.7 58.9 50.2 81.5 85.0: 18.5 15.0 Old : 100.0: 12.9 25.1 9.7 58.9 50.2 81.5 85.1: 18.5 14.9 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 : 56: 12 14 9 22 16 41 34: Old : 56: 12 14 9 22 16 41 34: 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 : 40.6 47.3 54.3 60.2 40.2 44.2 52.2 55.0 Old : 40.6 47.3 54.3 60.2 40.2 44.2 52.2 55.0 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, October 1, 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 : 941,009: 180,049 185,116 22,110 631,892 620,649 834,051 827,875: 106,958 113,133 Old : 941,009: 180,049 185,116 22,110 631,892 620,649 834,051 827,875: 106,958 113,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : 55,762: 30,830 14,564 1,914 11,115 41,667 43,858 58,145: 11,904 -2,383 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 19.7 2.3 67.2 66.0 88.6 88.0: 11.4 12.0 Old : 100.0: 19.1 19.7 2.3 67.2 66.0 88.6 88.0: 11.4 12.0 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 : 217: 48 35 22 80 101 133 153: Old : 217: 48 35 22 80 101 133 153: 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 27.1 35.8 37.1 25.6 25.8 33.7 34.8 Old : 27.4 27.1 35.8 37.1 25.6 25.8 33.7 34.8 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, October 1, 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 : 2,428,572: 239,748 235,295 261,331 1,635,325 1,494,600 2,136,405 1,991,226: 292,167 437,346 Old : 2,428,572: 239,748 235,295 261,331 1,635,325 1,494,600 2,136,405 1,991,226: 292,167 437,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : 70,997: 34,369 -27,986 42,165 -3,410 56,103 73,124 70,282: -2,128 715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 9.7 10.8 67.3 61.5 88.0 82.0: 12.0 18.0 Old : 100.0: 9.9 9.7 10.8 67.3 61.5 88.0 82.0: 12.0 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 : 303: 50 60 70 150 171 239 262: Old : 303: 50 60 70 150 171 239 262: 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 : 29.5 13.1 36.8 19.8 27.4 9.1 33.2 13.9 Old : 29.5 13.1 36.8 19.8 27.4 9.1 33.2 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, October 1, 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 : 1,948,758: 176,427 283,649 187,176 1,384,763 1,167,632 1,748,367 1,638,457: 200,392 310,302 Old : 1,948,758: 176,427 283,649 187,176 1,384,763 1,167,632 1,748,367 1,638,457: 200,392 310,302 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : 39,717: 22,881 6,082 22,164 -3,463 18,609 41,582 46,856: -1,865 -7,139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 14.6 9.6 71.1 59.9 89.7 84.1: 10.3 15.9 Old : 100.0: 9.1 14.6 9.6 71.1 59.9 89.7 84.1: 10.3 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 : 228: 30 52 40 100 123 152 193: Old : 228: 30 52 40 100 123 152 193: 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 : 32.4 15.4 43.9 24.3 29.2 15.1 38.8 21.7 Old : 32.4 15.4 43.9 24.3 29.2 15.1 38.8 21.7 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 with Delta-adjusted Options and Futures Combined, October 1, 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 : 282,409: 19,762 27,629 62,508 168,382 145,119 250,652 235,257: 31,757 47,153 Old : 282,409: 19,762 27,629 62,508 168,382 145,119 250,652 235,257: 31,757 47,153 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -25,630: -9,100 -7,284 894 -19,824 -22,587 -28,030 -28,976: 2,400 3,347 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 9.8 22.1 59.6 51.4 88.8 83.3: 11.2 16.7 Old : 100.0: 7.0 9.8 22.1 59.6 51.4 88.8 83.3: 11.2 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 : 51: 12 11 15 23 26 42 45: Old : 51: 12 11 15 23 26 42 45: 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 : 38.6 27.7 53.1 43.3 25.7 19.7 32.2 27.1 Old : 38.6 27.7 53.1 43.3 25.7 19.7 32.2 27.1 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, October 1, 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 : 61,782: 21,282 3,987 1,685 29,951 51,108 52,919 56,780: 8,863 5,002 Old : 61,782: 21,282 3,987 1,685 29,951 51,108 52,919 56,780: 8,863 5,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -8,609: -7,839 213 233 -874 -8,759 -8,479 -8,314: -129 -295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 6.5 2.7 48.5 82.7 85.7 91.9: 14.3 8.1 Old : 100.0: 34.4 6.5 2.7 48.5 82.7 85.7 91.9: 14.3 8.1 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 : 107: 37 17 12 42 21 87 42: Old : 107: 37 17 12 42 21 87 42: 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 : 17.9 50.5 30.8 70.0 17.9 50.3 30.8 69.7 Old : 17.9 50.5 30.8 70.0 17.9 50.3 30.8 69.7 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 with Delta-adjusted Options and Futures Combined, October 1, 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 : 123,564: 42,565 7,974 3,371 59,902 102,216 105,838 113,560: 17,726 10,004 Old : 123,564: 42,565 7,974 3,371 59,902 102,216 105,838 113,560: 17,726 10,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -17,217: -15,677 425 466 -1,748 -17,519 -16,959 -16,627: -259 -590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 6.5 2.7 48.5 82.7 85.7 91.9: 14.3 8.1 Old : 100.0: 34.4 6.5 2.7 48.5 82.7 85.7 91.9: 14.3 8.1 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 : 107: 37 17 12 42 21 87 42: Old : 107: 37 17 12 42 21 87 42: 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 : 17.9 50.5 30.8 70.0 17.9 50.3 30.8 69.7 Old : 17.9 50.5 30.8 70.0 17.9 50.3 30.8 69.7 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, October 1, 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 : 7,288: 5,298 5,962 1,267 695 26 7,260 7,255: 28 33 Old : 7,288: 5,298 5,962 1,267 695 26 7,260 7,255: 28 33 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -62: 235 43 -74 -25 -58 136 -89: -198 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 81.8 17.4 9.5 0.4 99.6 99.5: 0.4 0.5 Old : 100.0: 72.7 81.8 17.4 9.5 0.4 99.6 99.5: 0.4 0.5 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 : 22: 14 5 3 2 1 17 8: Old : 22: 14 5 3 2 1 17 8: 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 : 54.5 96.0 79.1 99.5 47.7 81.4 66.2 82.2 Old : 54.5 96.0 79.1 99.5 47.7 81.4 66.2 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 41,597: 2,499 18,917 27 39,035 22,577 41,561 41,521: 36 76 Old : 41,597: 2,499 18,917 27 39,035 22,577 41,561 41,521: 36 76 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -218: -1,092 257 -18 885 -447 -225 -208: 7 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 45.5 0.1 93.8 54.3 99.9 99.8: 0.1 0.2 Old : 100.0: 6.0 45.5 0.1 93.8 54.3 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 : 39: 2 16 1 8 15 11 31: Old : 39: 2 16 1 8 15 11 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 : 91.8 63.8 99.7 82.8 75.7 42.1 78.1 61.1 Old : 91.8 63.8 99.7 82.8 75.7 42.1 78.1 61.1 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, October 1, 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 : 18,827: 1,903 9,948 0 16,917 8,800 18,820 18,748: 7 79 Old : 18,827: 1,903 9,948 0 16,917 8,800 18,820 18,748: 7 79 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : 233: 362 -43 0 -136 263 226 220: 7 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 52.8 0.0 89.9 46.7 100.0 99.6: 0.0 0.4 Old : 100.0: 10.1 52.8 0.0 89.9 46.7 100.0 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 : 28: 4 9 0 7 10 11 19: Old : 28: 4 9 0 7 10 11 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 93.6 79.4 98.8 89.8 91.0 79.4 96.1 88.8 Old : 93.6 79.4 98.8 89.8 91.0 79.4 96.1 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2013