WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 453,589: 119,478 181,567 100,563 203,145 121,686 423,186 403,817: 30,403 49,772
Old : 349,416: 113,264 171,040 58,762 155,589 82,720 327,616 312,522: 21,800 36,894
Other: 104,173: 30,707 35,021 17,307 47,556 38,967 95,570 91,295: 8,603 12,878
: : :
: : Changes in Commitments from: November 26, 2013 :
: 3,517: -552 -5,153 5,633 1,216 3,625 6,297 4,105: -2,780 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 40.0 22.2 44.8 26.8 93.3 89.0: 6.7 11.0
Old : 100.0: 32.4 49.0 16.8 44.5 23.7 93.8 89.4: 6.2 10.6
Other: 100.0: 29.5 33.6 16.6 45.7 37.4 91.7 87.6: 8.3 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 107 160 135 100 107 294 328:
Old : 388: 108 156 103 92 92 265 287:
Other: 214: 51 65 50 57 83 138 173:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 9.3 25.6 17.2 13.6 9.3 22.8 16.6
Old : 15.9 12.1 27.5 21.8 15.1 12.1 25.5 21.2
Other: 30.0 18.8 47.3 30.5 28.5 15.7 40.6 24.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 1,521,559: 312,148 380,353 372,619 674,658 488,035 1,359,425 1,241,007: 162,135 280,553
Old : 1,274,854: 272,610 373,662 293,617 567,200 403,837 1,133,428 1,071,116: 141,427 203,738
Other: 246,705: 72,718 39,870 45,822 107,457 84,198 225,997 169,890: 20,708 76,815
: : :
: : Changes in Commitments from: November 26, 2013 :
: -35,642: 3,720 -12,431 6,416 -34,618 -13,629 -24,482 -19,644: -11,160 -15,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 25.0 24.5 44.3 32.1 89.3 81.6: 10.7 18.4
Old : 100.0: 21.4 29.3 23.0 44.5 31.7 88.9 84.0: 11.1 16.0
Other: 100.0: 29.5 16.2 18.6 43.6 34.1 91.6 68.9: 8.4 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 723: 155 201 208 279 292 554 593:
Old : 713: 150 201 189 274 279 531 570:
Other: 415: 74 82 67 88 218 192 339:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 9.9 17.9 16.8 8.7 8.5 15.9 14.0
Old : 10.4 10.3 18.4 17.1 9.1 9.8 16.5 15.0
Other: 25.5 17.4 39.8 26.1 25.3 15.1 37.4 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 9,430: 2,975 279 936 4,035 7,325 7,946 8,539: 1,485 891
Old : 9,134: 3,003 199 879 3,812 7,265 7,693 8,343: 1,441 791
Other: 296: 0 107 29 223 60 253 196: 44 100
: : :
: : Changes in Commitments from: November 26, 2013 :
: -18: 220 71 74 -106 66 188 211: -207 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 3.0 9.9 42.8 77.7 84.3 90.6: 15.7 9.4
Old : 100.0: 32.9 2.2 9.6 41.7 79.5 84.2 91.3: 15.8 8.7
Other: 100.0: 0.0 36.2 9.8 75.4 20.2 85.3 66.2: 14.7 33.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 7 8 17 12 38 22:
Old : 43: 17 6 8 15 12 36 22:
Other: 13: 0 4 3 8 3 11 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 : 39.7 49.1 55.3 67.0 39.5 48.7 50.4 62.1
Old : 40.4 50.5 54.7 68.1 40.4 50.1 51.6 64.2
Other: 72.2 59.3 82.4 66.2 55.1 40.3 60.3 41.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 756,122: 227,258 64,225 203,665 262,307 390,396 693,230 658,286: 62,892 97,836
Old : 666,596: 215,843 60,063 164,215 231,650 364,612 611,708 588,889: 54,888 77,706
Other: 89,527: 32,917 25,664 17,948 30,658 25,784 81,522 69,397: 8,005 20,130
: : :
: : Changes in Commitments from: November 26, 2013 :
: 14,439: 11,667 6,247 5,218 -3,686 -2,621 13,199 8,844: 1,240 5,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.5 26.9 34.7 51.6 91.7 87.1: 8.3 12.9
Old : 100.0: 32.4 9.0 24.6 34.8 54.7 91.8 88.3: 8.2 11.7
Other: 100.0: 36.8 28.7 20.0 34.2 28.8 91.1 77.5: 8.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 167 164 187 147 204 419 455:
Old : 550: 159 166 175 142 202 404 443:
Other: 291: 60 82 66 56 122 152 236:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 15.5 14.9 22.6 7.6 13.2 14.1 18.4
Old : 8.9 16.9 16.6 24.2 8.7 14.7 15.9 20.2
Other: 25.9 21.5 40.1 30.7 25.8 19.0 39.8 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 367,320: 72,495 98,765 63,924 192,988 160,816 329,408 323,505: 37,912 43,815
Old : 345,334: 73,814 99,623 55,674 181,335 148,385 310,823 303,682: 34,510 41,652
Other: 21,986: 3,334 3,796 3,597 11,654 12,430 18,584 19,823: 3,402 2,163
: : :
: : Changes in Commitments from: November 26, 2013 :
: 7,831: 1,476 13,073 1,288 5,261 -6,951 8,025 7,410: -194 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 26.9 17.4 52.5 43.8 89.7 88.1: 10.3 11.9
Old : 100.0: 21.4 28.8 16.1 52.5 43.0 90.0 87.9: 10.0 12.1
Other: 100.0: 15.2 17.3 16.4 53.0 56.5 84.5 90.2: 15.5 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 64 95 95 84 69 215 223:
Old : 290: 73 91 90 83 68 212 217:
Other: 68: 10 23 18 26 12 50 42:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 24.0 20.6 31.5 8.4 16.9 15.6 23.4
Old : 13.2 23.1 21.5 30.9 9.8 18.5 17.6 25.0
Other: 35.0 51.3 51.8 65.9 30.1 45.0 44.7 56.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 845,383: 120,397 75,558 64,634 520,798 500,960 705,828 641,152: 139,555 204,232
Old : 845,383: 120,397 75,558 64,634 520,798 500,960 705,828 641,152: 139,555 204,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -61,994: 10,662 -5,774 -147 -64,498 -46,823 -53,983 -52,744: -8,011 -9,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.9 7.6 61.6 59.3 83.5 75.8: 16.5 24.2
Old : 100.0: 14.2 8.9 7.6 61.6 59.3 83.5 75.8: 16.5 24.2
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 : 169: 30 40 42 75 86 131 143:
Old : 169: 30 40 42 75 86 131 143:
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 : 22.6 16.3 33.1 23.6 20.0 13.8 26.9 19.6
Old : 22.6 16.3 33.1 23.6 20.0 13.8 26.9 19.6
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, December 3, 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 : 484,440: 54,209 61,480 17,608 327,603 314,112 399,420 393,201: 85,020 91,239
Old : 484,440: 54,209 61,480 17,608 327,603 314,112 399,420 393,201: 85,020 91,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 15,071: 6,126 6,238 -424 16,968 23,419 22,670 29,233: -7,599 -14,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.7 3.6 67.6 64.8 82.4 81.2: 17.6 18.8
Old : 100.0: 11.2 12.7 3.6 67.6 64.8 82.4 81.2: 17.6 18.8
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 : 93: 8 17 15 51 52 71 72:
Old : 93: 8 17 15 51 52 71 72:
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 : 25.5 30.5 41.1 43.1 22.8 29.8 35.9 41.7
Old : 25.5 30.5 41.1 43.1 22.8 29.8 35.9 41.7
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, December 3, 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 : 3,313: 997 325 183 1,475 2,561 2,655 3,069: 658 244
Old : 3,313: 997 325 183 1,475 2,561 2,655 3,069: 658 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -53: -17 26 -10 -121 -96 -148 -80: 95 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 9.8 5.5 44.5 77.3 80.1 92.6: 19.9 7.4
Old : 100.0: 30.1 9.8 5.5 44.5 77.3 80.1 92.6: 19.9 7.4
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 : 29: 8 2 4 12 14 22 18:
Old : 29: 8 2 4 12 14 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 59.8 57.1 77.2 31.6 54.6 48.6 66.1
Old : 36.8 59.8 57.1 77.2 31.6 54.6 48.6 66.1
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, December 3, 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 : 312,476: 98,953 44,063 51,145 110,311 188,428 260,409 283,635: 52,067 28,841
Old : 290,793: 95,490 44,598 46,034 100,327 172,889 241,851 263,521: 48,942 27,272
Other: 21,683: 6,114 2,115 2,460 9,984 15,539 18,558 20,115: 3,124 1,568
: : :
: : Changes in Commitments from: November 26, 2013 :
: 6,339: 3,175 -517 1,885 1,673 6,767 6,733 8,136: -394 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 14.1 16.4 35.3 60.3 83.3 90.8: 16.7 9.2
Old : 100.0: 32.8 15.3 15.8 34.5 59.5 83.2 90.6: 16.8 9.4
Other: 100.0: 28.2 9.8 11.3 46.0 71.7 85.6 92.8: 14.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 87 52 69 76 82 198 174:
Old : 238: 84 53 68 75 82 194 174:
Other: 77: 21 14 20 34 16 63 43:
:----------------------------------------------------------------------------------------------------
: 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 32.0 15.4 39.8 7.8 27.2 14.2 32.9
Old : 8.7 31.6 16.0 39.4 8.4 27.6 15.1 33.2
Other: 24.9 52.0 39.4 72.2 24.5 41.1 37.4 59.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 9,284: 1,290 881 871 5,249 6,318 7,410 8,069: 1,874 1,215
Old : 9,254: 1,290 873 867 5,246 6,312 7,403 8,051: 1,851 1,203
Other: 30: 4 12 0 3 6 7 18: 23 12
: : :
: : Changes in Commitments from: November 26, 2013 :
: 491: 295 -197 420 -417 231 299 453: 193 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.5 9.4 56.5 68.0 79.8 86.9: 20.2 13.1
Old : 100.0: 13.9 9.4 9.4 56.7 68.2 80.0 87.0: 20.0 13.0
Other: 100.0: 13.3 40.0 0.0 10.0 20.0 23.3 60.0: 76.7 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 10 11 20 17 39 32:
Old : 50: 10 10 11 19 17 38 32:
Other: 5: 2 1 0 1 1 3 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 : 41.4 53.9 55.3 66.2 41.2 53.6 54.4 65.2
Old : 41.6 54.1 55.4 66.5 41.4 53.8 54.7 65.4
Other: 23.3 60.0 23.3 60.0 23.3 60.0 23.3 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 1,009,192: 246,265 185,349 19,553 628,531 705,081 894,349 909,983: 114,844 99,210
Old : 1,009,192: 246,265 185,349 19,553 628,531 705,081 894,349 909,983: 114,844 99,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -10,518: 14,073 5,940 -16,283 4,473 12,471 2,262 2,127: -12,780 -12,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 18.4 1.9 62.3 69.9 88.6 90.2: 11.4 9.8
Old : 100.0: 24.4 18.4 1.9 62.3 69.9 88.6 90.2: 11.4 9.8
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 : 202: 39 35 19 84 97 134 141:
Old : 202: 39 35 19 84 97 134 141:
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 : 22.2 23.6 33.6 35.6 16.9 21.3 26.8 31.1
Old : 22.2 23.6 33.6 35.6 16.9 21.3 26.8 31.1
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, December 3, 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 : 2,991,780: 286,567 419,768 335,164 2,115,213 1,761,146 2,736,944 2,516,078: 254,836 475,702
Old : 2,991,780: 286,567 419,768 335,164 2,115,213 1,761,146 2,736,944 2,516,078: 254,836 475,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 97,564: 64,241 73,898 34,669 56,951 -8,928 155,861 99,639: -58,298 -2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.0 11.2 70.7 58.9 91.5 84.1: 8.5 15.9
Old : 100.0: 9.6 14.0 11.2 70.7 58.9 91.5 84.1: 8.5 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 : 319: 56 70 79 158 170 257 276:
Old : 319: 56 70 79 158 170 257 276:
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 : 27.9 14.2 40.3 20.7 24.7 10.4 34.2 14.9
Old : 27.9 14.2 40.3 20.7 24.7 10.4 34.2 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 2,135,108: 284,844 247,599 136,237 1,463,271 1,423,436 1,884,351 1,807,272: 250,756 327,836
Old : 2,135,108: 284,844 247,599 136,237 1,463,271 1,423,436 1,884,351 1,807,272: 250,756 327,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -45,067: 2,304 -15,132 -18,338 18,913 -4,125 2,880 -37,595: -47,947 -7,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.6 6.4 68.5 66.7 88.3 84.6: 11.7 15.4
Old : 100.0: 13.3 11.6 6.4 68.5 66.7 88.3 84.6: 11.7 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 : 235: 41 45 45 105 130 167 200:
Old : 235: 41 45 45 105 130 167 200:
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 : 30.7 21.8 42.4 30.2 29.7 19.1 40.4 26.7
Old : 30.7 21.8 42.4 30.2 29.7 19.1 40.4 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 265,474: 16,041 40,307 49,941 176,991 131,267 242,973 221,515: 22,501 43,959
Old : 265,474: 16,041 40,307 49,941 176,991 131,267 242,973 221,515: 22,501 43,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -25,754: 1,016 -3,636 -3,126 -20,515 -22,128 -22,626 -28,891: -3,129 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 15.2 18.8 66.7 49.4 91.5 83.4: 8.5 16.6
Old : 100.0: 6.0 15.2 18.8 66.7 49.4 91.5 83.4: 8.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 13 15 16 29 29 50 52:
Old : 63: 13 15 16 29 29 50 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 : 43.1 28.2 56.1 44.7 30.5 22.0 38.2 28.2
Old : 43.1 28.2 56.1 44.7 30.5 22.0 38.2 28.2
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, December 3, 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 : 88,694: 26,177 7,857 4,874 47,486 65,274 78,537 78,005: 10,157 10,689
Old : 88,694: 26,177 7,857 4,874 47,486 65,274 78,537 78,005: 10,157 10,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 4,607: 2,543 -2,343 1,097 560 6,818 4,200 5,572: 407 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.9 5.5 53.5 73.6 88.5 87.9: 11.5 12.1
Old : 100.0: 29.5 8.9 5.5 53.5 73.6 88.5 87.9: 11.5 12.1
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 : 115: 35 24 17 42 26 87 60:
Old : 115: 35 24 17 42 26 87 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 34.6 34.8 54.8 18.1 33.3 29.8 52.6
Old : 22.1 34.6 34.8 54.8 18.1 33.3 29.8 52.6
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, December 3, 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 : 14,572: 3,985 522 9 8,927 13,445 12,921 13,976: 1,651 596
Old : 14,572: 3,985 522 9 8,927 13,445 12,921 13,976: 1,651 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 748: -163 202 7 748 748 593 957: 155 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.6 0.1 61.3 92.3 88.7 95.9: 11.3 4.1
Old : 100.0: 27.4 3.6 0.1 61.3 92.3 88.7 95.9: 11.3 4.1
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 : 26: 8 2 5 7 10 15 17:
Old : 26: 8 2 5 7 10 15 17:
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 : 55.1 68.3 72.7 87.7 55.1 67.3 72.7 85.7
Old : 55.1 68.3 72.7 87.7 55.1 67.3 72.7 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 148,245: 50,689 20,977 3,425 77,118 103,659 131,232 128,060: 17,013 20,186
Old : 148,245: 50,689 20,977 3,425 77,118 103,659 131,232 128,060: 17,013 20,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 7,719: 6,872 -3,630 719 -377 12,140 7,215 9,229: 505 -1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 14.1 2.3 52.0 69.9 88.5 86.4: 11.5 13.6
Old : 100.0: 34.2 14.1 2.3 52.0 69.9 88.5 86.4: 11.5 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 : 111: 32 28 13 39 23 80 55:
Old : 111: 32 28 13 39 23 80 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 38.7 37.1 57.0 22.9 38.2 36.6 56.4
Old : 23.1 38.7 37.1 57.0 22.9 38.2 36.6 56.4
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, December 3, 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 : 47,354: 5,006 21,002 0 41,838 25,770 46,844 46,772: 510 582
Old : 47,354: 5,006 21,002 0 41,838 25,770 46,844 46,772: 510 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,041: -462 612 0 1,027 -71 565 541: 476 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 44.4 0.0 88.4 54.4 98.9 98.8: 1.1 1.2
Old : 100.0: 10.6 44.4 0.0 88.4 54.4 98.9 98.8: 1.1 1.2
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 : 43: 2 16 0 12 15 14 31:
Old : 43: 2 16 0 12 15 14 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 : 85.6 52.6 98.2 77.2 74.4 39.8 79.4 61.4
Old : 85.6 52.6 98.2 77.2 74.4 39.8 79.4 61.4
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, December 3, 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 : 36,006: 394 15,934 3,170 32,418 16,878 35,982 35,982: 24 24
Old : 36,006: 394 15,934 3,170 32,418 16,878 35,982 35,982: 24 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 3,741: 186 -340 3,150 432 930 3,768 3,740: -27 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 44.3 8.8 90.0 46.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.1 44.3 8.8 90.0 46.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 13 1 10 12 12 26:
Old : 34: 2 13 1 10 12 12 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 : 88.6 69.2 99.3 86.9 76.2 54.3 77.5 67.3
Old : 88.6 69.2 99.3 86.9 76.2 54.3 77.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2013