WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 479,860: 129,461 114,461 112,723 200,893 199,778 443,078 426,963: 36,782 52,898
Old : 421,635: 114,576 109,995 95,252 181,854 174,240 391,682 379,487: 29,954 42,148
Other: 58,225: 24,662 14,243 7,695 19,039 25,538 51,396 47,475: 6,828 10,750
: : :
: : Changes in Commitments from: October 15, 2013 :
: 14,123: 4,956 985 4,057 382 5,608 9,395 10,650: 4,728 3,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 23.9 23.5 41.9 41.6 92.3 89.0: 7.7 11.0
Old : 100.0: 27.2 26.1 22.6 43.1 41.3 92.9 90.0: 7.1 10.0
Other: 100.0: 42.4 24.5 13.2 32.7 43.9 88.3 81.5: 11.7 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 120 154 159 90 127 310 353:
Old : 415: 125 151 143 84 125 290 343:
Other: 180: 47 45 45 46 74 112 149:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 14.2 25.7 21.9 13.5 13.5 21.9 19.1
Old : 17.2 16.0 27.9 24.1 15.4 15.4 25.2 22.5
Other: 37.7 22.0 47.6 32.8 35.3 22.0 43.9 31.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 1,869,789: 309,897 419,518 598,610 777,720 529,926 1,686,227 1,548,054: 183,562 321,735
Old : 1,697,915: 298,432 440,119 527,260 702,657 466,452 1,528,349 1,433,831: 169,566 264,085
Other: 171,874: 52,272 20,206 30,543 75,063 63,474 157,878 114,223: 13,996 57,651
: : :
: : Changes in Commitments from: October 15, 2013 :
: 58,055: 5,687 6,175 31,314 22,251 10,052 59,253 47,541: -1,198 10,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 22.4 32.0 41.6 28.3 90.2 82.8: 9.8 17.2
Old : 100.0: 17.6 25.9 31.1 41.4 27.5 90.0 84.4: 10.0 15.6
Other: 100.0: 30.4 11.8 17.8 43.7 36.9 91.9 66.5: 8.1 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 801: 190 244 270 302 298 648 668:
Old : 798: 195 244 242 301 291 625 652:
Other: 359: 65 71 57 77 185 171 286:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.2 17.4 16.8 7.3 7.0 13.1 12.0
Old : 10.4 9.6 17.6 16.7 7.6 7.1 13.6 12.5
Other: 24.6 19.9 38.1 27.9 23.0 16.7 35.3 22.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 12,250: 2,708 646 1,732 6,074 8,293 10,514 10,671: 1,736 1,579
Old : 12,246: 2,708 646 1,732 6,072 8,289 10,512 10,667: 1,734 1,579
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -757: 53 -1,080 226 -546 283 -266 -571: -490 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.3 14.1 49.6 67.7 85.8 87.1: 14.2 12.9
Old : 100.0: 22.1 5.3 14.1 49.6 67.7 85.8 87.1: 14.2 12.9
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 : 45: 18 7 9 15 14 34 29:
Old : 45: 18 7 9 15 14 34 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 : 48.9 37.1 63.3 60.2 32.0 27.2 40.6 40.4
Old : 48.9 37.1 63.3 60.2 32.1 27.2 40.6 40.3
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 22, 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 : 882,349: 183,313 57,428 278,988 353,740 454,313 816,041 790,729: 66,308 91,620
Old : 827,345: 168,371 60,061 262,837 333,633 421,753 764,840 744,650: 62,504 82,694
Other: 55,004: 24,399 6,824 6,695 20,107 32,560 51,201 46,079: 3,803 8,926
: : :
: : Changes in Commitments from: October 15, 2013 :
: -7,708: 8,553 958 -11,273 -9,226 4,563 -11,947 -5,752: 4,238 -1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.5 31.6 40.1 51.5 92.5 89.6: 7.5 10.4
Old : 100.0: 20.4 7.3 31.8 40.3 51.0 92.4 90.0: 7.6 10.0
Other: 100.0: 44.4 12.4 12.2 36.6 59.2 93.1 83.8: 6.9 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 598: 199 175 246 153 204 477 509:
Old : 594: 198 172 239 152 203 467 506:
Other: 236: 49 55 40 45 105 111 184:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 16.1 16.9 23.6 6.7 9.7 12.0 14.1
Old : 10.1 15.4 17.6 22.4 6.9 9.6 12.5 13.9
Other: 41.5 43.4 55.7 51.6 41.5 42.8 54.6 49.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 364,389: 67,691 81,575 98,151 163,650 142,782 329,491 322,508: 34,898 41,881
Old : 351,913: 67,947 81,499 93,634 157,019 136,297 318,601 311,431: 33,312 40,482
Other: 12,476: 1,926 2,258 2,334 6,630 6,485 10,890 11,077: 1,586 1,399
: : :
: : Changes in Commitments from: October 15, 2013 :
: 15,819: 7,846 -7,313 5,566 3,472 18,402 16,883 16,656: -1,064 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.4 26.9 44.9 39.2 90.4 88.5: 9.6 11.5
Old : 100.0: 19.3 23.2 26.6 44.6 38.7 90.5 88.5: 9.5 11.5
Other: 100.0: 15.4 18.1 18.7 53.1 52.0 87.3 88.8: 12.7 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 67 99 119 85 77 240 247:
Old : 309: 74 100 117 84 77 238 246:
Other: 57: 12 19 14 20 9 40 36:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 19.8 19.0 27.6 8.9 16.1 16.9 21.9
Old : 10.9 19.7 19.1 27.3 9.2 16.7 16.9 22.8
Other: 35.9 46.8 58.4 67.8 31.8 40.2 52.7 57.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 753,514: 79,295 84,477 51,884 460,934 430,107 592,113 566,467: 161,402 187,047
Old : 753,514: 79,295 84,477 51,884 460,934 430,107 592,113 566,467: 161,402 187,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 26,442: 3,956 19,908 4,024 -88 3,569 7,893 27,502: 18,549 -1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.2 6.9 61.2 57.1 78.6 75.2: 21.4 24.8
Old : 100.0: 10.5 11.2 6.9 61.2 57.1 78.6 75.2: 21.4 24.8
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 : 168: 36 35 48 75 81 134 141:
Old : 168: 36 35 48 75 81 134 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 13.0 31.3 22.4 19.1 10.8 25.2 17.4
Old : 21.3 13.0 31.3 22.4 19.1 10.8 25.2 17.4
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 22, 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 : 413,164: 45,642 38,035 4,257 280,290 288,709 330,189 331,001: 82,975 82,163
Old : 413,164: 45,642 38,035 4,257 280,290 288,709 330,189 331,001: 82,975 82,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,459: 1,655 -1,549 274 -6,677 -8,898 -4,747 -10,173: 6,207 11,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.2 1.0 67.8 69.9 79.9 80.1: 20.1 19.9
Old : 100.0: 11.0 9.2 1.0 67.8 69.9 79.9 80.1: 20.1 19.9
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 : 80: 8 9 5 40 48 51 59:
Old : 80: 8 9 5 40 48 51 59:
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 : 28.3 30.7 43.5 45.0 23.9 30.7 35.5 43.6
Old : 28.3 30.7 43.5 45.0 23.9 30.7 35.5 43.6
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 22, 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 : 4,536: 1,500 155 456 2,118 3,638 4,074 4,249: 462 287
Old : 4,536: 1,500 155 456 2,118 3,638 4,074 4,249: 462 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -167: -15 -62 44 -115 -109 -86 -127: -81 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 3.4 10.1 46.7 80.2 89.8 93.7: 10.2 6.3
Old : 100.0: 33.1 3.4 10.1 46.7 80.2 89.8 93.7: 10.2 6.3
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 : 37: 11 4 6 16 18 29 26:
Old : 37: 11 4 6 16 18 29 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 : 30.9 56.7 52.9 73.9 29.3 51.9 43.7 59.8
Old : 30.9 56.7 52.9 73.9 29.3 51.9 43.7 59.8
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, October 22, 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 : 331,482: 88,608 44,513 67,379 122,077 190,737 278,064 302,630: 53,418 28,853
Old : 323,379: 88,451 45,206 64,868 117,912 185,594 271,231 295,668: 52,147 27,711
Other: 8,104: 2,137 1,287 531 4,165 5,144 6,833 6,962: 1,271 1,142
: : :
: : Changes in Commitments from: October 15, 2013 :
: 11,053: 4,645 -1,463 2,382 -1,281 5,911 5,746 6,830: 5,307 4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.4 20.3 36.8 57.5 83.9 91.3: 16.1 8.7
Old : 100.0: 27.4 14.0 20.1 36.5 57.4 83.9 91.4: 16.1 8.6
Other: 100.0: 26.4 15.9 6.6 51.4 63.5 84.3 85.9: 15.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 96 53 80 78 86 215 188:
Old : 260: 95 56 78 78 86 213 188:
Other: 46: 12 7 12 20 11 37 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 : 8.7 29.6 15.3 38.5 7.2 24.7 12.9 31.4
Old : 8.8 29.4 15.5 38.5 7.3 25.0 13.1 31.9
Other: 29.5 68.9 50.3 78.7 28.8 64.7 49.5 73.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 10,896: 1,058 3,072 821 6,971 5,410 8,850 9,303: 2,046 1,593
Old : 10,894: 1,057 3,072 821 6,971 5,410 8,849 9,303: 2,045 1,591
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: October 15, 2013 :
: -746: -139 -247 -118 -429 -454 -686 -819: -60 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 28.2 7.5 64.0 49.6 81.2 85.4: 18.8 14.6
Old : 100.0: 9.7 28.2 7.5 64.0 49.7 81.2 85.4: 18.8 14.6
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 : 52: 14 10 9 19 15 37 32:
Old : 52: 14 10 9 19 15 37 32:
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 : 43.0 47.4 57.1 61.3 43.0 43.9 53.7 55.1
Old : 43.0 47.4 57.1 61.3 43.0 43.9 53.7 55.1
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 22, 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 : 983,307: 175,873 189,416 41,743 656,027 648,143 873,642 879,302: 109,665 104,005
Old : 983,307: 175,873 189,416 41,743 656,027 648,143 873,642 879,302: 109,665 104,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 8,226: 6,902 -8,609 5,262 -14,573 13,222 -2,409 9,875: 10,635 -1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 19.3 4.2 66.7 65.9 88.8 89.4: 11.2 10.6
Old : 100.0: 17.9 19.3 4.2 66.7 65.9 88.8 89.4: 11.2 10.6
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 : 219: 45 37 27 88 105 144 158:
Old : 219: 45 37 27 88 105 144 158:
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 : 26.9 26.1 35.6 36.1 25.3 25.8 33.7 33.5
Old : 26.9 26.1 35.6 36.1 25.3 25.8 33.7 33.5
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 22, 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 : 2,816,919: 251,662 297,726 323,870 1,920,755 1,746,352 2,496,287 2,367,948: 320,631 448,971
Old : 2,816,919: 251,662 297,726 323,870 1,920,755 1,746,352 2,496,287 2,367,948: 320,631 448,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 196,037: 32,755 29,458 46,480 65,832 134,936 145,066 210,874: 50,970 -14,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.6 11.5 68.2 62.0 88.6 84.1: 11.4 15.9
Old : 100.0: 8.9 10.6 11.5 68.2 62.0 88.6 84.1: 11.4 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 : 338: 61 74 86 163 184 272 296:
Old : 338: 61 74 86 163 184 272 296:
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 12.2 36.0 20.5 24.1 7.7 29.8 12.0
Old : 27.6 12.2 36.0 20.5 24.1 7.7 29.8 12.0
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 22, 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 : 2,058,951: 198,874 280,884 231,947 1,394,914 1,242,282 1,825,735 1,755,113: 233,215 303,838
Old : 2,058,951: 198,874 280,884 231,947 1,394,914 1,242,282 1,825,735 1,755,113: 233,215 303,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 42,435: 11,781 -18,218 56,226 -37,662 15,678 30,345 53,686: 12,090 -11,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 13.6 11.3 67.7 60.3 88.7 85.2: 11.3 14.8
Old : 100.0: 9.7 13.6 11.3 67.7 60.3 88.7 85.2: 11.3 14.8
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 : 245: 38 50 45 100 138 161 210:
Old : 245: 38 50 45 100 138 161 210:
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 : 30.2 15.2 42.7 23.9 28.0 14.0 37.4 21.1
Old : 30.2 15.2 42.7 23.9 28.0 14.0 37.4 21.1
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 22, 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 : 304,848: 14,469 38,600 65,062 200,581 164,810 280,113 268,472: 24,735 36,376
Old : 304,848: 14,469 38,600 65,062 200,581 164,810 280,113 268,472: 24,735 36,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -1,590: -807 7,432 704 4,358 -4,824 4,255 3,312: -5,845 -4,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.7 21.3 65.8 54.1 91.9 88.1: 8.1 11.9
Old : 100.0: 4.7 12.7 21.3 65.8 54.1 91.9 88.1: 8.1 11.9
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 : 65: 8 20 20 32 32 55 57:
Old : 65: 8 20 20 32 32 55 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 : 37.9 25.7 51.0 41.0 25.4 17.3 33.6 24.8
Old : 37.9 25.7 51.0 41.0 25.4 17.3 33.6 24.8
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 22, 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 : 66,928: 15,431 6,210 2,773 39,168 51,249 57,372 60,232: 9,556 6,696
Old : 66,928: 15,431 6,210 2,773 39,168 51,249 57,372 60,232: 9,556 6,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 2,057: 2,697 -221 -619 172 2,353 2,250 1,513: -193 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 9.3 4.1 58.5 76.6 85.7 90.0: 14.3 10.0
Old : 100.0: 23.1 9.3 4.1 58.5 76.6 85.7 90.0: 14.3 10.0
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 : 103: 26 20 12 42 25 75 52:
Old : 103: 26 20 12 42 25 75 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 37.4 35.2 60.2 16.7 36.0 26.4 55.2
Old : 23.7 37.4 35.2 60.2 16.7 36.0 26.4 55.2
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, October 22, 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 : 12,608: 4,171 642 1 6,859 11,477 11,032 12,120: 1,576 488
Old : 12,608: 4,171 642 1 6,859 11,477 11,032 12,120: 1,576 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,037: -14 -2 -1 1,200 999 1,185 996: -148 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 5.1 0.0 54.4 91.0 87.5 96.1: 12.5 3.9
Old : 100.0: 33.1 5.1 0.0 54.4 91.0 87.5 96.1: 12.5 3.9
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 : 20: 7 2 3 5 6 12 11:
Old : 20: 7 2 3 5 6 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 85.4 78.0 96.1 58.6 85.4 78.0 96.1
Old : 58.6 85.4 78.0 96.1 58.6 85.4 78.0 96.1
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, October 22, 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 : 108,640: 26,173 14,790 1,890 64,618 79,544 92,681 96,223: 15,959 12,417
Old : 108,640: 26,173 14,790 1,890 64,618 79,544 92,681 96,223: 15,959 12,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 2,040: 5,742 -117 -1,557 -2,055 2,708 2,130 1,034: -90 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.6 1.7 59.5 73.2 85.3 88.6: 14.7 11.4
Old : 100.0: 24.1 13.6 1.7 59.5 73.2 85.3 88.6: 14.7 11.4
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 : 97: 22 22 11 40 23 70 48:
Old : 97: 22 22 11 40 23 70 48:
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 : 25.8 45.7 38.7 66.0 25.6 45.3 38.5 65.5
Old : 25.8 45.7 38.7 66.0 25.6 45.3 38.5 65.5
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 22, 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 : 6,767: 5,161 5,818 814 743 0 6,718 6,632: 49 135
Old : 6,767: 5,161 5,818 814 743 0 6,718 6,632: 49 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -102: -76 -88 -18 -5 0 -99 -106: -3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 86.0 12.0 11.0 0.0 99.3 98.0: 0.7 2.0
Old : 100.0: 76.3 86.0 12.0 11.0 0.0 99.3 98.0: 0.7 2.0
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 : 23: 14 6 3 3 0 18 8:
Old : 23: 14 6 3 3 0 18 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 : 52.4 95.1 75.3 98.0 48.9 85.1 68.9 86.0
Old : 52.4 95.1 75.3 98.0 48.9 85.1 68.9 86.0
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 22, 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 : 40,091: 1,143 20,003 27 38,880 19,959 40,050 39,989: 41 102
Old : 40,091: 1,143 20,003 27 38,880 19,959 40,050 39,989: 41 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -1,487: -789 131 0 -674 -1,635 -1,463 -1,504: -24 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 49.9 0.1 97.0 49.8 99.9 99.7: 0.1 0.3
Old : 100.0: 2.9 49.9 0.1 97.0 49.8 99.9 99.7: 0.1 0.3
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 : 42: 2 19 1 10 12 13 31:
Old : 42: 2 19 1 10 12 13 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 : 94.5 59.1 99.0 81.7 74.4 42.5 76.9 59.5
Old : 94.5 59.1 99.0 81.7 74.4 42.5 76.9 59.5
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 22, 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 : 19,406: 193 13,024 83 19,098 6,247 19,374 19,354: 32 52
Old : 19,406: 193 13,024 83 19,098 6,247 19,374 19,354: 32 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,822: -569 1,911 83 2,283 -168 1,797 1,826: 25 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 67.1 0.4 98.4 32.2 99.8 99.7: 0.2 0.3
Old : 100.0: 1.0 67.1 0.4 98.4 32.2 99.8 99.7: 0.2 0.3
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 : 31: 1 13 1 10 9 12 22:
Old : 31: 1 13 1 10 9 12 22:
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 : 94.1 69.8 98.4 83.4 91.5 69.8 95.8 83.4
Old : 94.1 69.8 98.4 83.4 91.5 69.8 95.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013