WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 455,749: 120,450 116,778 106,029 194,358 176,599 420,837 399,406: 34,912 56,343
Old : 392,976: 105,617 111,538 86,464 173,747 149,581 365,828 347,583: 27,148 45,393
Other: 62,773: 24,904 15,310 9,494 20,611 27,018 55,009 51,823: 7,764 10,951
: : :
: : Changes in Commitments from: October 22, 2013 :
: -24,111: -9,011 2,317 -6,695 -6,535 -23,179 -22,241 -27,557: -1,870 3,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 25.6 23.3 42.6 38.7 92.3 87.6: 7.7 12.4
Old : 100.0: 26.9 28.4 22.0 44.2 38.1 93.1 88.4: 6.9 11.6
Other: 100.0: 39.7 24.4 15.1 32.8 43.0 87.6 82.6: 12.4 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 107 148 152 93 121 293 342:
Old : 387: 109 143 133 88 118 273 324:
Other: 183: 46 44 47 47 79 118 151:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 11.2 26.5 18.6 14.0 10.3 22.9 16.2
Old : 17.3 12.7 28.6 20.5 15.3 12.1 25.7 19.5
Other: 35.6 21.3 47.7 31.7 34.4 21.0 42.9 29.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 1,902,900: 316,218 441,619 594,992 801,502 545,890 1,712,712 1,582,501: 190,188 320,399
Old : 1,721,810: 303,449 462,740 520,191 722,802 476,423 1,546,441 1,459,354: 175,368 262,456
Other: 181,090: 55,021 21,131 32,549 78,701 69,467 166,271 123,147: 14,819 57,943
: : :
: : Changes in Commitments from: October 22, 2013 :
: 33,111: 6,321 22,101 -3,618 23,782 15,964 26,485 34,447: 6,625 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.2 31.3 42.1 28.7 90.0 83.2: 10.0 16.8
Old : 100.0: 17.6 26.9 30.2 42.0 27.7 89.8 84.8: 10.2 15.2
Other: 100.0: 30.4 11.7 18.0 43.5 38.4 91.8 68.0: 8.2 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 801: 197 232 266 303 300 645 668:
Old : 795: 193 241 239 302 292 620 651:
Other: 380: 76 74 60 80 192 186 299:
:----------------------------------------------------------------------------------------------------
: 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 9.5 17.2 16.2 7.2 6.6 12.9 11.8
Old : 10.2 9.0 17.5 16.0 7.5 7.0 13.4 12.5
Other: 23.8 20.0 37.5 27.8 22.7 16.6 34.7 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 12,934: 2,719 547 2,024 6,680 8,865 11,423 11,436: 1,511 1,498
Old : 12,896: 2,719 556 2,015 6,662 8,832 11,395 11,402: 1,500 1,493
Other: 39: 9 0 0 18 34 28 34: 11 5
: : :
: : Changes in Commitments from: October 22, 2013 :
: 684: 11 -100 293 606 572 909 765: -225 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.2 15.7 51.6 68.5 88.3 88.4: 11.7 11.6
Old : 100.0: 21.1 4.3 15.6 51.7 68.5 88.4 88.4: 11.6 11.6
Other: 100.0: 24.1 0.0 0.0 47.4 87.1 71.5 87.1: 28.5 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 11 10 16 15 37 30:
Old : 47: 14 11 10 16 15 37 30:
Other: 5: 1 0 0 2 3 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 40.8 61.3 64.5 29.0 30.0 40.4 42.6
Old : 45.2 40.9 61.4 64.4 29.1 30.0 40.5 42.5
Other: 71.5 87.1 71.5 87.1 62.9 78.4 62.9 78.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 709,780: 179,275 52,201 180,942 288,640 388,811 648,857 621,954: 60,923 87,826
Old : 650,466: 163,022 54,861 162,675 268,095 355,091 593,792 572,626: 56,674 77,840
Other: 59,314: 25,585 6,672 8,935 20,546 33,720 55,065 49,327: 4,249 9,987
: : :
: : Changes in Commitments from: October 22, 2013 :
: -172,569: -4,038 -5,227 -98,047 -65,099 -65,502 -167,184 -168,775: -5,385 -3,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.4 25.5 40.7 54.8 91.4 87.6: 8.6 12.4
Old : 100.0: 25.1 8.4 25.0 41.2 54.6 91.3 88.0: 8.7 12.0
Other: 100.0: 43.1 11.2 15.1 34.6 56.9 92.8 83.2: 7.2 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 508: 145 144 179 152 196 397 428:
Old : 502: 142 140 174 151 192 388 421:
Other: 229: 52 46 37 44 105 110 175:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.7 17.0 17.2 25.9 8.1 11.6 14.6 17.3
Old : 10.4 16.3 18.5 24.6 8.6 11.9 15.6 17.6
Other: 38.5 40.9 53.1 49.7 38.5 39.8 52.0 47.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 367,273: 67,103 80,088 94,894 170,944 150,339 332,941 325,322: 34,331 41,951
Old : 353,855: 67,191 79,560 90,724 163,282 143,243 321,196 313,526: 32,659 40,329
Other: 13,417: 1,754 2,370 2,329 7,662 7,096 11,745 11,795: 1,673 1,622
: : :
: : Changes in Commitments from: October 22, 2013 :
: 2,884: -588 -1,487 -3,256 7,294 7,557 3,450 2,814: -567 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 21.8 25.8 46.5 40.9 90.7 88.6: 9.3 11.4
Old : 100.0: 19.0 22.5 25.6 46.1 40.5 90.8 88.6: 9.2 11.4
Other: 100.0: 13.1 17.7 17.4 57.1 52.9 87.5 87.9: 12.5 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 70 96 119 83 70 238 238:
Old : 302: 78 98 117 82 70 236 237:
Other: 59: 9 22 17 21 9 42 39:
:----------------------------------------------------------------------------------------------------
: 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 21.3 19.1 29.7 9.0 17.2 17.2 23.4
Old : 10.7 21.3 19.4 29.4 9.3 17.7 17.3 24.1
Other: 35.0 46.9 58.9 67.4 32.4 40.1 54.5 57.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 729,747: 82,143 62,109 42,694 437,174 435,735 562,012 540,538: 167,736 189,209
Old : 729,747: 82,143 62,109 42,694 437,174 435,735 562,012 540,538: 167,736 189,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -23,767: 2,848 -22,368 -9,190 -23,760 5,628 -30,101 -25,929: 6,334 2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.5 5.9 59.9 59.7 77.0 74.1: 23.0 25.9
Old : 100.0: 11.3 8.5 5.9 59.9 59.7 77.0 74.1: 23.0 25.9
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 : 157: 26 34 36 73 82 121 130:
Old : 157: 26 34 36 73 82 121 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 13.7 32.5 22.3 19.9 11.4 26.4 17.8
Old : 21.9 13.7 32.5 22.3 19.9 11.4 26.4 17.8
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 29, 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 : 411,568: 43,610 35,643 3,881 282,220 292,904 329,711 332,428: 81,857 79,139
Old : 411,568: 43,610 35,643 3,881 282,220 292,904 329,711 332,428: 81,857 79,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -1,596: -2,032 -2,392 -376 1,930 4,195 -478 1,428: -1,118 -3,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.7 0.9 68.6 71.2 80.1 80.8: 19.9 19.2
Old : 100.0: 10.6 8.7 0.9 68.6 71.2 80.1 80.8: 19.9 19.2
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 : 80: 8 9 6 41 47 52 59:
Old : 80: 8 9 6 41 47 52 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 : 28.1 29.6 42.7 43.8 23.8 29.6 35.0 42.1
Old : 28.1 29.6 42.7 43.8 23.8 29.6 35.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 4,215: 1,405 108 369 1,984 3,409 3,758 3,886: 457 329
Old : 4,215: 1,405 108 369 1,984 3,409 3,758 3,886: 457 329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -321: -95 -47 -87 -134 -229 -316 -363: -5 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 2.6 8.8 47.1 80.9 89.2 92.2: 10.8 7.8
Old : 100.0: 33.3 2.6 8.8 47.1 80.9 89.2 92.2: 10.8 7.8
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 : 36: 11 3 6 16 15 29 22:
Old : 36: 11 3 6 16 15 29 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 : 32.8 58.8 53.9 75.1 31.1 58.1 50.3 68.1
Old : 32.8 58.8 53.9 75.1 31.1 58.1 50.3 68.1
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 29, 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 : 337,119: 93,393 44,129 67,410 123,227 194,876 284,030 306,415: 53,089 30,704
Old : 328,162: 93,343 44,340 65,260 118,245 189,193 276,849 298,793: 51,312 29,368
Other: 8,957: 1,676 1,415 523 4,982 5,683 7,180 7,621: 1,777 1,336
: : :
: : Changes in Commitments from: October 22, 2013 :
: 5,636: 4,785 -384 31 1,150 4,138 5,965 3,785: -329 1,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.1 20.0 36.6 57.8 84.3 90.9: 15.7 9.1
Old : 100.0: 28.4 13.5 19.9 36.0 57.7 84.4 91.1: 15.6 8.9
Other: 100.0: 18.7 15.8 5.8 55.6 63.4 80.2 85.1: 19.8 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 86 57 70 75 85 204 179:
Old : 252: 86 59 69 75 84 203 178:
Other: 45: 8 8 10 20 12 34 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 : 8.4 30.8 15.0 39.6 7.0 25.9 12.5 31.8
Old : 8.5 30.6 15.2 39.6 7.2 26.5 12.7 32.2
Other: 32.3 68.0 50.4 78.1 31.6 63.3 47.8 71.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 9,088: 1,007 2,588 248 6,233 4,948 7,488 7,784: 1,600 1,304
Old : 9,083: 1,006 2,588 248 6,233 4,948 7,487 7,784: 1,596 1,299
Other: 5: 1 0 0 0 0 1 0: 4 5
: : :
: : Changes in Commitments from: October 22, 2013 :
: -1,808: -51 -484 -573 -738 -462 -1,362 -1,519: -446 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 28.5 2.7 68.6 54.4 82.4 85.7: 17.6 14.3
Old : 100.0: 11.1 28.5 2.7 68.6 54.5 82.4 85.7: 17.6 14.3
Other: 100.0: 20.0 0.0 0.0 0.0 0.0 20.0 0.0: 80.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 9 7 19 13 35 28:
Old : 51: 15 9 7 19 13 35 28:
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 : 52.3 52.8 64.8 66.3 52.3 52.8 64.8 66.0
Old : 52.3 52.9 64.8 66.3 52.3 52.8 64.8 66.0
Other: 20.0 0.0 20.0 0.0 20.0 0.0 20.0 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 29, 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 : 995,268: 178,686 191,260 37,165 671,995 663,902 887,845 892,326: 107,423 102,942
Old : 995,268: 178,686 191,260 37,165 671,995 663,902 887,845 892,326: 107,423 102,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 11,961: 2,813 1,843 -4,578 15,968 15,759 14,203 13,024: -2,242 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.2 3.7 67.5 66.7 89.2 89.7: 10.8 10.3
Old : 100.0: 18.0 19.2 3.7 67.5 66.7 89.2 89.7: 10.8 10.3
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 : 217: 42 37 27 85 106 139 158:
Old : 217: 42 37 27 85 106 139 158:
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 : 27.0 25.7 36.0 36.0 25.4 25.0 34.2 32.8
Old : 27.0 25.7 36.0 36.0 25.4 25.0 34.2 32.8
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 29, 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 : 2,607,785: 237,675 313,975 219,225 1,828,678 1,634,215 2,285,578 2,167,415: 322,207 440,370
Old : 2,607,785: 237,675 313,975 219,225 1,828,678 1,634,215 2,285,578 2,167,415: 322,207 440,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -209,134: -13,988 16,248 -104,644 -92,078 -112,137 -210,710 -200,533: 1,575 -8,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.0 8.4 70.1 62.7 87.6 83.1: 12.4 16.9
Old : 100.0: 9.1 12.0 8.4 70.1 62.7 87.6 83.1: 12.4 16.9
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 : 311: 46 71 73 154 167 248 263:
Old : 311: 46 71 73 154 167 248 263:
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 : 30.8 13.5 39.8 20.5 27.6 8.0 33.9 12.5
Old : 30.8 13.5 39.8 20.5 27.6 8.0 33.9 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 2,052,035: 209,334 280,556 174,115 1,425,678 1,281,418 1,809,127 1,736,089: 242,909 315,947
Old : 2,052,035: 209,334 280,556 174,115 1,425,678 1,281,418 1,809,127 1,736,089: 242,909 315,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -6,916: 10,459 -328 -57,832 30,763 39,136 -16,609 -19,024: 9,693 12,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.7 8.5 69.5 62.4 88.2 84.6: 11.8 15.4
Old : 100.0: 10.2 13.7 8.5 69.5 62.4 88.2 84.6: 11.8 15.4
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 : 244: 31 54 41 99 137 156 206:
Old : 244: 31 54 41 99 137 156 206:
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 : 30.6 15.6 44.2 24.2 28.8 15.1 39.4 22.3
Old : 30.6 15.6 44.2 24.2 28.8 15.1 39.4 22.3
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 29, 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 : 308,714: 16,041 36,207 62,403 203,036 170,629 281,480 269,239: 27,234 39,475
Old : 308,714: 16,041 36,207 62,403 203,036 170,629 281,480 269,239: 27,234 39,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 3,866: 1,572 -2,393 -2,659 2,455 5,819 1,368 767: 2,499 3,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.7 20.2 65.8 55.3 91.2 87.2: 8.8 12.8
Old : 100.0: 5.2 11.7 20.2 65.8 55.3 91.2 87.2: 8.8 12.8
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 : 65: 10 17 19 32 35 54 59:
Old : 65: 10 17 19 32 35 54 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 : 38.0 25.4 50.7 40.2 25.3 17.6 33.1 25.3
Old : 38.0 25.4 50.7 40.2 25.3 17.6 33.1 25.3
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 29, 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 : 73,488: 18,016 8,007 2,985 42,636 54,163 63,637 65,155: 9,851 8,333
Old : 73,488: 18,016 8,007 2,985 42,636 54,163 63,637 65,155: 9,851 8,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 6,560: 2,586 1,798 212 3,468 2,914 6,265 4,923: 295 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 10.9 4.1 58.0 73.7 86.6 88.7: 13.4 11.3
Old : 100.0: 24.5 10.9 4.1 58.0 73.7 86.6 88.7: 13.4 11.3
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 : 115: 32 27 13 42 25 84 56:
Old : 115: 32 27 13 42 25 84 56:
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 : 24.1 34.8 35.9 57.8 17.4 33.4 28.0 54.3
Old : 24.1 34.8 35.9 57.8 17.4 33.4 28.0 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 12,843: 4,155 627 1 7,109 11,727 11,265 12,355: 1,578 488
Old : 12,843: 4,155 627 1 7,109 11,727 11,265 12,355: 1,578 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 235: -17 -15 -0 250 250 233 235: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 4.9 0.0 55.4 91.3 87.7 96.2: 12.3 3.8
Old : 100.0: 32.3 4.9 0.0 55.4 91.3 87.7 96.2: 12.3 3.8
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 : 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 : 59.5 85.8 78.5 96.2 59.5 85.8 78.5 96.2
Old : 59.5 85.8 78.5 96.2 59.5 85.8 78.5 96.2
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 29, 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 : 121,291: 31,471 18,509 2,220 71,054 84,872 104,744 105,600: 16,546 15,691
Old : 121,291: 31,471 18,509 2,220 71,054 84,872 104,744 105,600: 16,546 15,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 12,651: 5,298 3,719 330 6,435 5,328 12,064 9,377: 587 3,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 15.3 1.8 58.6 70.0 86.4 87.1: 13.6 12.9
Old : 100.0: 25.9 15.3 1.8 58.6 70.0 86.4 87.1: 13.6 12.9
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 : 109: 28 28 12 40 23 79 52:
Old : 109: 28 28 12 40 23 79 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 : 25.8 42.1 39.4 64.6 25.6 41.6 39.2 64.1
Old : 25.8 42.1 39.4 64.6 25.6 41.6 39.2 64.1
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, October 29, 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 : 6,891: 5,348 5,946 782 713 25 6,843 6,753: 48 138
Old : 6,891: 5,348 5,946 782 713 25 6,843 6,753: 48 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 124: 187 128 -32 -30 25 125 121: -1 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 86.3 11.3 10.3 0.4 99.3 98.0: 0.7 2.0
Old : 100.0: 77.6 86.3 11.3 10.3 0.4 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 : 22: 13 6 2 2 1 16 8:
Old : 22: 13 6 2 2 1 16 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 : 52.0 94.2 75.4 98.0 48.5 84.3 70.6 86.6
Old : 52.0 94.2 75.4 98.0 48.5 84.3 70.6 86.6
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 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 39,795: 1,261 19,491 27 38,419 20,197 39,707 39,715: 88 80
Old : 39,795: 1,261 19,491 27 38,419 20,197 39,707 39,715: 88 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: -296: 118 -512 0 -461 238 -343 -274: 47 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 49.0 0.1 96.5 50.8 99.8 99.8: 0.2 0.2
Old : 100.0: 3.2 49.0 0.1 96.5 50.8 99.8 99.8: 0.2 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 : 42: 1 19 1 11 13 13 32:
Old : 42: 1 19 1 11 13 13 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.5 60.1 99.2 82.9 74.0 43.8 76.8 60.6
Old : 93.5 60.1 99.2 82.9 74.0 43.8 76.8 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 19,695: 1,292 12,499 0 18,389 7,154 19,681 19,653: 14 42
Old : 19,695: 1,292 12,499 0 18,389 7,154 19,681 19,653: 14 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 289: 1,099 -525 -83 -709 907 307 299: -18 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 63.5 0.0 93.4 36.3 99.9 99.8: 0.1 0.2
Old : 100.0: 6.6 63.5 0.0 93.4 36.3 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 : 32: 4 11 0 9 11 13 22:
Old : 32: 4 11 0 9 11 13 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 : 92.4 68.7 97.3 82.6 89.0 68.7 93.2 81.1
Old : 92.4 68.7 97.3 82.6 89.0 68.7 93.2 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2013