WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 518,009: 117,192 176,365 131,000 235,256 157,075 483,447 464,440: 34,562 53,570
Old : 426,047: 107,436 168,153 95,910 196,121 120,440 399,467 384,504: 26,580 41,543
Other: 91,962: 29,022 27,478 15,823 39,135 36,635 83,980 79,936: 7,982 12,026
: : :
: : Changes in Commitments from: November 12, 2013 :
: 17,011: 3,110 11,715 5,429 8,669 4,490 17,208 21,633: -196 -4,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 34.0 25.3 45.4 30.3 93.3 89.7: 6.7 10.3
Old : 100.0: 25.2 39.5 22.5 46.0 28.3 93.8 90.2: 6.2 9.8
Other: 100.0: 31.6 29.9 17.2 42.6 39.8 91.3 86.9: 8.7 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 113 170 162 102 117 311 365:
Old : 410: 114 164 134 96 109 287 335:
Other: 211: 53 56 58 53 84 138 175:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 9.0 24.3 17.0 11.9 8.4 19.7 15.0
Old : 15.2 9.8 25.6 18.4 12.6 9.6 21.8 17.4
Other: 32.3 22.6 49.4 34.3 31.1 21.0 43.5 29.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 2,014,849: 330,276 416,768 644,871 847,082 637,444 1,822,228 1,699,082: 192,621 315,767
Old : 1,774,852: 293,767 409,951 566,559 740,255 552,503 1,600,581 1,529,014: 174,271 245,838
Other: 239,998: 71,506 41,814 43,314 106,827 84,941 221,647 170,069: 18,350 69,929
: : :
: : Changes in Commitments from: November 12, 2013 :
: 69,023: -6,308 8,539 44,353 33,505 17,536 71,549 70,428: -2,526 -1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.7 32.0 42.0 31.6 90.4 84.3: 9.6 15.7
Old : 100.0: 16.6 23.1 31.9 41.7 31.1 90.2 86.1: 9.8 13.9
Other: 100.0: 29.8 17.4 18.0 44.5 35.4 92.4 70.9: 7.6 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 831: 185 255 273 319 319 672 700:
Old : 822: 182 258 255 318 309 654 682:
Other: 435: 74 92 59 89 228 191 352:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 9.9 17.2 16.8 6.9 6.8 12.2 11.4
Old : 10.4 10.0 17.5 16.7 6.9 7.3 12.6 11.8
Other: 26.2 18.1 42.7 27.0 26.0 16.1 39.7 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 11,045: 2,573 484 1,356 5,079 7,359 9,008 9,200: 2,037 1,845
Old : 10,781: 2,591 417 1,312 4,874 7,281 8,778 9,011: 2,003 1,770
Other: 264: 7 93 18 205 78 230 189: 34 75
: : :
: : Changes in Commitments from: November 12, 2013 :
: -1,534: 154 -181 4 -1,932 -1,524 -1,774 -1,701: 240 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.4 12.3 46.0 66.6 81.6 83.3: 18.4 16.7
Old : 100.0: 24.0 3.9 12.2 45.2 67.5 81.4 83.6: 18.6 16.4
Other: 100.0: 2.8 35.2 6.9 77.6 29.4 87.3 71.6: 12.7 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 7 9 18 14 36 27:
Old : 42: 15 7 9 18 14 36 27:
Other: 11: 1 2 2 6 4 8 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 42.7 52.7 61.1 35.2 37.8 43.9 49.4
Old : 35.8 43.4 52.1 61.2 35.7 38.2 44.6 50.3
Other: 76.3 62.7 87.3 71.6 66.1 55.3 71.0 55.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 723,098: 198,741 56,897 197,800 271,172 381,679 667,713 636,377: 55,385 86,721
Old : 647,288: 185,763 52,622 167,589 244,128 355,568 597,481 575,779: 49,807 71,509
Other: 75,810: 27,892 19,189 15,296 27,044 26,112 70,232 60,598: 5,578 15,213
: : :
: : Changes in Commitments from: November 12, 2013 :
: 11,520: 6,227 -1,319 2,939 5,243 5,622 14,409 7,242: -2,890 4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 7.9 27.4 37.5 52.8 92.3 88.0: 7.7 12.0
Old : 100.0: 28.7 8.1 25.9 37.7 54.9 92.3 89.0: 7.7 11.0
Other: 100.0: 36.8 25.3 20.2 35.7 34.4 92.6 79.9: 7.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 153 160 199 153 206 417 462:
Old : 537: 153 157 189 150 204 404 452:
Other: 271: 51 73 56 49 122 129 222:
:----------------------------------------------------------------------------------------------------
: 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 16.7 15.4 24.4 7.7 13.1 14.0 18.4
Old : 8.8 17.9 16.5 25.1 8.4 14.4 15.3 19.9
Other: 29.9 25.7 45.6 36.3 29.9 23.1 43.7 30.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 382,274: 67,395 92,628 80,332 195,127 163,750 342,854 336,710: 39,420 45,564
Old : 364,445: 67,793 92,977 74,211 185,321 153,874 327,326 321,062: 37,119 43,383
Other: 17,829: 2,626 2,676 3,096 9,806 9,876 15,528 15,648: 2,301 2,180
: : :
: : Changes in Commitments from: November 12, 2013 :
: 5,091: -2,726 9,601 -6,474 14,088 -765 4,887 2,361: 203 2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 24.2 21.0 51.0 42.8 89.7 88.1: 10.3 11.9
Old : 100.0: 18.6 25.5 20.4 50.9 42.2 89.8 88.1: 10.2 11.9
Other: 100.0: 14.7 15.0 17.4 55.0 55.4 87.1 87.8: 12.9 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 55 97 99 85 71 212 228:
Old : 283: 60 101 96 84 71 210 226:
Other: 56: 13 12 15 23 10 45 31:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 23.5 21.1 31.8 8.2 16.4 15.1 22.5
Old : 13.5 23.1 21.9 31.3 9.2 17.4 16.5 23.8
Other: 40.5 54.1 59.8 71.8 34.8 46.7 52.1 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 828,248: 111,218 81,579 69,473 499,515 484,944 680,207 635,995: 148,041 192,252
Old : 828,248: 111,218 81,579 69,473 499,515 484,944 680,207 635,995: 148,041 192,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 30,193: 2,415 -3,401 7,367 21,459 26,373 31,242 30,340: -1,049 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.8 8.4 60.3 58.6 82.1 76.8: 17.9 23.2
Old : 100.0: 13.4 9.8 8.4 60.3 58.6 82.1 76.8: 17.9 23.2
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 : 173: 29 43 42 81 85 137 143:
Old : 173: 29 43 42 81 85 137 143:
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 : 21.8 13.4 30.2 21.1 18.9 12.4 25.5 17.9
Old : 21.8 13.4 30.2 21.1 18.9 12.4 25.5 17.9
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, November 19, 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 : 457,091: 45,233 43,719 5,224 317,851 304,054 368,308 352,997: 88,783 104,093
Old : 457,091: 45,233 43,719 5,224 317,851 304,054 368,308 352,997: 88,783 104,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 30,866: 3,251 -1,372 1,311 15,402 24,676 19,963 24,615: 10,902 6,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.6 1.1 69.5 66.5 80.6 77.2: 19.4 22.8
Old : 100.0: 9.9 9.6 1.1 69.5 66.5 80.6 77.2: 19.4 22.8
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 : 81: 6 10 6 46 49 56 61:
Old : 81: 6 10 6 46 49 56 61:
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 : 26.3 30.1 41.6 44.6 22.8 28.6 35.5 40.7
Old : 26.3 30.1 41.6 44.6 22.8 28.6 35.5 40.7
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, November 19, 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 : 3,795: 1,111 413 282 1,873 2,804 3,266 3,499: 529 296
Old : 3,795: 1,111 413 282 1,873 2,804 3,266 3,499: 529 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -236: -211 38 31 -139 -307 -319 -238: 83 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 10.9 7.4 49.4 73.9 86.1 92.2: 13.9 7.8
Old : 100.0: 29.3 10.9 7.4 49.4 73.9 86.1 92.2: 13.9 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 : 35: 10 6 5 15 11 27 20:
Old : 35: 10 6 5 15 11 27 20:
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 56.7 51.3 76.0 27.7 51.0 47.0 63.4
Old : 28.8 56.7 51.3 76.0 27.7 51.0 47.0 63.4
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, November 19, 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 : 342,903: 90,379 49,596 73,316 128,781 189,985 292,476 312,896: 50,427 30,006
Old : 328,697: 88,652 49,810 69,885 122,065 180,612 280,602 300,308: 48,095 28,389
Other: 14,206: 3,992 2,051 1,165 6,717 9,373 11,873 12,588: 2,332 1,617
: : :
: : Changes in Commitments from: November 12, 2013 :
: -2,143: 2,182 3,234 -643 631 -2,813 2,171 -221: -4,314 -1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.5 21.4 37.6 55.4 85.3 91.2: 14.7 8.8
Old : 100.0: 27.0 15.2 21.3 37.1 54.9 85.4 91.4: 14.6 8.6
Other: 100.0: 28.1 14.4 8.2 47.3 66.0 83.6 88.6: 16.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 87 55 78 84 87 216 185:
Old : 252: 87 59 75 83 87 213 184:
Other: 71: 19 12 19 29 15 58 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 28.7 15.8 37.9 7.0 24.1 12.6 29.8
Old : 9.3 28.3 16.1 37.6 7.2 24.5 13.0 30.6
Other: 26.5 54.4 43.2 73.4 25.9 51.3 40.5 63.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 8,635: 905 1,449 398 5,682 5,741 6,985 7,588: 1,650 1,047
Old : 8,622: 905 1,444 397 5,682 5,739 6,984 7,580: 1,638 1,042
Other: 13: 1 6 0 0 2 1 8: 12 5
: : :
: : Changes in Commitments from: November 12, 2013 :
: -79: 31 -602 132 -241 360 -78 -110: -2 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 16.8 4.6 65.8 66.5 80.9 87.9: 19.1 12.1
Old : 100.0: 10.5 16.8 4.6 65.9 66.6 81.0 87.9: 19.0 12.1
Other: 100.0: 7.7 46.2 0.0 0.0 15.4 7.7 61.5: 92.3 38.5
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 10 13 9 20 16 36 33:
Old : 51: 10 13 9 20 16 36 33:
Other: 3: 1 1 0 0 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 47.2 52.4 59.2 66.6 47.0 52.0 58.9 65.2
Old : 47.2 52.5 59.3 66.7 47.1 52.1 59.0 65.3
Other: 7.7 61.5 7.7 61.5 7.7 61.5 7.7 61.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 1,050,283: 229,509 198,011 61,535 644,490 685,169 935,535 944,715: 114,749 105,568
Old : 1,050,283: 229,509 198,011 61,535 644,490 685,169 935,535 944,715: 114,749 105,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 44,002: 2,540 880 18,869 18,664 21,040 40,072 40,789: 3,930 3,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.9 5.9 61.4 65.2 89.1 89.9: 10.9 10.1
Old : 100.0: 21.9 18.9 5.9 61.4 65.2 89.1 89.9: 10.9 10.1
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 : 214: 38 42 31 87 106 146 160:
Old : 214: 38 42 31 87 106 146 160:
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 : 22.2 23.4 33.9 35.3 19.2 23.0 30.9 32.8
Old : 22.2 23.4 33.9 35.3 19.2 23.0 30.9 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, November 19, 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 : 2,948,937: 209,039 344,786 303,221 2,145,971 1,845,176 2,658,231 2,493,184: 290,706 455,753
Old : 2,948,937: 209,039 344,786 303,221 2,145,971 1,845,176 2,658,231 2,493,184: 290,706 455,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 11,518: 17,603 8,358 -40,762 57,154 68,360 33,995 35,957: -22,477 -24,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.7 10.3 72.8 62.6 90.1 84.5: 9.9 15.5
Old : 100.0: 7.1 11.7 10.3 72.8 62.6 90.1 84.5: 9.9 15.5
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 : 327: 52 71 81 164 180 262 286:
Old : 327: 52 71 81 164 180 262 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 13.7 39.4 20.9 24.6 9.9 33.3 14.0
Old : 27.6 13.7 39.4 20.9 24.6 9.9 33.3 14.0
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, November 19, 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 : 2,315,005: 222,088 268,345 241,474 1,604,059 1,489,766 2,067,621 1,999,584: 247,384 315,421
Old : 2,315,005: 222,088 268,345 241,474 1,604,059 1,489,766 2,067,621 1,999,584: 247,384 315,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 106,159: 29,187 -18,987 -6,255 65,843 145,043 88,775 119,800: 17,384 -13,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.6 10.4 69.3 64.4 89.3 86.4: 10.7 13.6
Old : 100.0: 9.6 11.6 10.4 69.3 64.4 89.3 86.4: 10.7 13.6
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 : 252: 40 52 45 109 132 176 203:
Old : 252: 40 52 45 109 132 176 203:
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 17.9 42.8 27.4 28.3 16.7 40.0 25.4
Old : 29.5 17.9 42.8 27.4 28.3 16.7 40.0 25.4
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, November 19, 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 : 295,023: 16,516 43,049 56,317 197,356 155,539 270,189 254,905: 24,834 40,119
Old : 295,023: 16,516 43,049 56,317 197,356 155,539 270,189 254,905: 24,834 40,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 8,261: 1,551 868 1,787 7,127 11,322 10,465 13,977: -2,203 -5,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 14.6 19.1 66.9 52.7 91.6 86.4: 8.4 13.6
Old : 100.0: 5.6 14.6 19.1 66.9 52.7 91.6 86.4: 8.4 13.6
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 : 71: 13 18 19 32 36 56 62:
Old : 71: 13 18 19 32 36 56 62:
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 : 39.5 27.0 53.5 42.5 26.8 20.1 34.3 25.6
Old : 39.5 27.0 53.5 42.5 26.8 20.1 34.3 25.6
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, November 19, 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 : 81,194: 22,282 10,274 3,450 45,497 56,193 71,229 69,917: 9,965 11,277
Old : 81,194: 22,282 10,274 3,450 45,497 56,193 71,229 69,917: 9,965 11,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 668: 303 2,688 -58 -353 -3,301 -108 -670: 776 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 12.7 4.2 56.0 69.2 87.7 86.1: 12.3 13.9
Old : 100.0: 27.4 12.7 4.2 56.0 69.2 87.7 86.1: 12.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 32 26 14 41 27 81 61:
Old : 114: 32 26 14 41 27 81 61:
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 : 24.2 32.6 36.7 52.4 19.2 31.3 29.7 49.9
Old : 24.2 32.6 36.7 52.4 19.2 31.3 29.7 49.9
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, November 19, 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 : 14,011: 4,120 320 2 8,429 12,947 12,551 13,269: 1,461 743
Old : 14,011: 4,120 320 2 8,429 12,947 12,551 13,269: 1,461 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 70: 5 0 -0 -100 0 -95 -0: 165 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 2.3 0.0 60.2 92.4 89.6 94.7: 10.4 5.3
Old : 100.0: 29.4 2.3 0.0 60.2 92.4 89.6 94.7: 10.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 1 3 7 7 15 11:
Old : 22: 8 1 3 7 7 15 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 : 57.0 78.6 74.8 94.7 57.0 78.6 74.8 92.5
Old : 57.0 78.6 74.8 94.7 57.0 78.6 74.8 92.5
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, November 19, 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 : 134,365: 40,921 24,505 2,299 74,135 86,492 117,356 113,297: 17,008 21,068
Old : 134,365: 40,921 24,505 2,299 74,135 86,492 117,356 113,297: 17,008 21,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 1,197: 567 5,347 -86 -507 -6,601 -26 -1,340: 1,223 2,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 18.2 1.7 55.2 64.4 87.3 84.3: 12.7 15.7
Old : 100.0: 30.5 18.2 1.7 55.2 64.4 87.3 84.3: 12.7 15.7
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 : 109: 27 30 11 38 26 73 59:
Old : 109: 27 30 11 38 26 73 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 : 25.3 37.3 39.0 56.7 25.1 36.8 38.5 56.2
Old : 25.3 37.3 39.0 56.7 25.1 36.8 38.5 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 7,603: 4,980 6,817 782 1,710 0 7,472 7,599: 131 4
Old : 7,603: 4,980 6,817 782 1,710 0 7,472 7,599: 131 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 182: -59 182 0 242 0 183 182: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 89.7 10.3 22.5 0.0 98.3 99.9: 1.7 0.1
Old : 100.0: 65.5 89.7 10.3 22.5 0.0 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 6 2 2 0 15 7:
Old : 20: 12 6 2 2 0 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 93.4 83.6 99.9 58.4 87.1 77.9 89.7
Old : 60.5 93.4 83.6 99.9 58.4 87.1 77.9 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 42,374: 1,408 19,939 9 40,902 22,342 42,319 42,290: 55 84
Old : 42,374: 1,408 19,939 9 40,902 22,342 42,319 42,290: 55 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 1,817: 1,371 -315 5 459 2,127 1,835 1,817: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 47.1 0.0 96.5 52.7 99.9 99.8: 0.1 0.2
Old : 100.0: 3.3 47.1 0.0 96.5 52.7 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 : 41: 2 15 1 12 14 14 30:
Old : 41: 2 15 1 12 14 14 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.4 56.9 99.1 82.2 73.5 41.6 78.0 62.7
Old : 90.4 56.9 99.1 82.2 73.5 41.6 78.0 62.7
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, November 19, 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 : 29,049: 1,272 15,098 75 27,701 13,822 29,048 28,995: 1 54
Old : 29,049: 1,272 15,098 75 27,701 13,822 29,048 28,995: 1 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: -1,159: -1,921 264 75 700 -1,515 -1,146 -1,176: -13 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 52.0 0.3 95.4 47.6 100.0 99.8: 0.0 0.2
Old : 100.0: 4.4 52.0 0.3 95.4 47.6 100.0 99.8: 0.0 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 : 37: 7 11 1 9 13 16 25:
Old : 37: 7 11 1 9 13 16 25:
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 : 94.2 71.3 97.9 86.4 92.5 69.6 94.9 84.7
Old : 94.2 71.3 97.9 86.4 92.5 69.6 94.9 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2013