WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 465,509: 114,648 181,049 110,759 207,990 121,933 433,397 413,741: 32,112 51,768
Old : 352,038: 106,956 170,526 66,471 156,567 76,779 329,993 313,777: 22,045 38,262
Other: 113,471: 31,212 34,043 20,768 51,423 45,154 103,403 99,965: 10,067 13,506
: : :
: : Changes in Commitments from: December 3, 2013 :
: 11,921: -4,830 -518 10,196 4,845 247 10,211 9,924: 1,710 1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 38.9 23.8 44.7 26.2 93.1 88.9: 6.9 11.1
Old : 100.0: 30.4 48.4 18.9 44.5 21.8 93.7 89.1: 6.3 10.9
Other: 100.0: 27.5 30.0 18.3 45.3 39.8 91.1 88.1: 8.9 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 101 154 128 102 107 282 323:
Old : 375: 106 146 104 92 94 256 287:
Other: 213: 53 58 47 61 87 138 172:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 9.2 25.1 16.8 13.3 9.2 22.1 15.7
Old : 16.0 12.1 26.6 21.5 14.5 12.1 24.3 20.5
Other: 29.3 18.0 43.8 30.5 27.7 14.7 38.3 23.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 1,536,489: 307,010 353,006 394,802 673,373 510,470 1,375,184 1,258,277: 161,305 278,212
Old : 1,280,723: 269,399 350,743 310,824 562,134 419,197 1,142,357 1,080,764: 138,366 199,959
Other: 255,766: 75,256 39,907 46,333 111,239 91,274 232,827 177,513: 22,939 78,253
: : :
: : Changes in Commitments from: December 3, 2013 :
: 14,930: -5,138 -27,347 22,183 -1,285 22,435 15,760 17,271: -830 -2,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 23.0 25.7 43.8 33.2 89.5 81.9: 10.5 18.1
Old : 100.0: 21.0 27.4 24.3 43.9 32.7 89.2 84.4: 10.8 15.6
Other: 100.0: 29.4 15.6 18.1 43.5 35.7 91.0 69.4: 9.0 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 145 219 224 289 306 578 622:
Old : 737: 141 223 205 283 292 553 597:
Other: 451: 83 94 71 93 233 205 371:
:----------------------------------------------------------------------------------------------------
: 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 9.7 18.0 16.4 8.7 8.5 15.7 13.5
Old : 10.6 10.2 18.7 16.8 9.1 9.6 16.5 14.6
Other: 24.9 17.1 39.0 26.2 24.7 15.4 36.9 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 9,796: 3,035 145 1,042 4,039 7,614 8,116 8,800: 1,679 995
Old : 9,434: 3,097 75 944 3,759 7,525 7,800 8,544: 1,635 890
Other: 362: 0 131 37 280 89 317 257: 45 105
: : :
: : Changes in Commitments from: December 3, 2013 :
: 365: 60 -134 106 4 289 171 261: 195 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 1.5 10.6 41.2 77.7 82.9 89.8: 17.1 10.2
Old : 100.0: 32.8 0.8 10.0 39.8 79.8 82.7 90.6: 17.3 9.4
Other: 100.0: 0.0 36.2 10.1 77.5 24.6 87.7 71.0: 12.3 29.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 6 7 15 12 36 20:
Old : 41: 19 3 7 13 12 34 20:
Other: 14: 0 4 3 8 4 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 39.3 47.9 55.1 67.7 39.0 47.8 49.9 62.1
Old : 39.4 49.3 54.6 68.3 39.4 49.2 50.8 64.4
Other: 76.8 59.5 85.3 71.0 62.9 45.6 66.5 49.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 789,314: 239,750 61,284 211,095 275,169 418,310 726,014 690,688: 63,301 98,626
Old : 688,169: 228,866 58,029 166,002 238,579 386,590 633,447 610,621: 54,722 77,548
Other: 101,145: 35,067 27,437 20,909 36,590 31,720 92,566 80,067: 8,579 21,078
: : :
: : Changes in Commitments from: December 3, 2013 :
: 33,192: 12,492 -2,941 7,429 12,862 27,914 32,784 32,402: 408 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.8 26.7 34.9 53.0 92.0 87.5: 8.0 12.5
Old : 100.0: 33.3 8.4 24.1 34.7 56.2 92.0 88.7: 8.0 11.3
Other: 100.0: 34.7 27.1 20.7 36.2 31.4 91.5 79.2: 8.5 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 178 161 200 142 198 432 457:
Old : 550: 171 161 187 138 194 415 442:
Other: 302: 67 83 70 57 122 154 247:
:----------------------------------------------------------------------------------------------------
: 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 : 7.3 16.7 14.3 24.5 7.2 13.6 13.3 19.2
Old : 8.4 18.3 16.1 26.3 8.2 15.5 15.2 21.1
Other: 23.0 22.3 36.2 32.3 22.9 20.4 36.0 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 374,086: 71,284 103,394 63,828 199,519 162,905 334,630 330,127: 39,455 43,959
Old : 350,163: 72,265 104,271 56,098 186,426 148,763 314,790 309,132: 35,374 41,031
Other: 23,922: 3,461 3,566 3,287 13,092 14,142 19,841 20,995: 4,082 2,927
: : :
: : Changes in Commitments from: December 3, 2013 :
: 6,766: -1,212 4,629 -96 6,530 2,089 5,223 6,622: 1,543 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 27.6 17.1 53.3 43.5 89.5 88.2: 10.5 11.8
Old : 100.0: 20.6 29.8 16.0 53.2 42.5 89.9 88.3: 10.1 11.7
Other: 100.0: 14.5 14.9 13.7 54.7 59.1 82.9 87.8: 17.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 56 97 88 85 71 203 217:
Old : 276: 67 95 85 83 69 199 212:
Other: 75: 11 24 16 31 13 54 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 : 13.1 22.4 21.3 29.9 8.5 15.2 15.7 21.6
Old : 13.7 21.4 22.3 29.3 9.6 17.3 17.5 24.1
Other: 36.9 50.5 52.1 65.9 32.3 44.2 46.2 56.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 795,235: 111,424 91,150 62,102 483,911 438,782 657,437 592,033: 137,798 203,202
Old : 795,235: 111,424 91,150 62,102 483,911 438,782 657,437 592,033: 137,798 203,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -50,148: -8,972 15,592 -2,532 -36,887 -62,178 -48,391 -49,118: -1,757 -1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.5 7.8 60.9 55.2 82.7 74.4: 17.3 25.6
Old : 100.0: 14.0 11.5 7.8 60.9 55.2 82.7 74.4: 17.3 25.6
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 : 169: 30 37 41 81 86 134 141:
Old : 169: 30 37 41 81 86 134 141:
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 : 23.4 13.5 33.3 20.4 21.5 11.7 29.4 18.0
Old : 23.4 13.5 33.3 20.4 21.5 11.7 29.4 18.0
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 10, 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 : 465,115: 53,174 62,076 13,129 319,983 297,798 386,285 373,004: 78,830 92,112
Old : 465,115: 53,174 62,076 13,129 319,983 297,798 386,285 373,004: 78,830 92,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -19,325: -1,035 596 -4,479 -7,620 -16,314 -13,135 -20,197: -6,190 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.3 2.8 68.8 64.0 83.1 80.2: 16.9 19.8
Old : 100.0: 11.4 13.3 2.8 68.8 64.0 83.1 80.2: 16.9 19.8
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 : 88: 8 17 14 46 48 65 68:
Old : 88: 8 17 14 46 48 65 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 31.5 43.0 45.8 24.2 31.3 37.6 44.9
Old : 26.9 31.5 43.0 45.8 24.2 31.3 37.6 44.9
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 10, 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 : 3,147: 950 435 247 1,208 2,157 2,405 2,839: 742 308
Old : 3,147: 950 435 247 1,208 2,157 2,405 2,839: 742 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -166: -47 110 64 -267 -404 -250 -230: 84 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.8 7.8 38.4 68.5 76.4 90.2: 23.6 9.8
Old : 100.0: 30.2 13.8 7.8 38.4 68.5 76.4 90.2: 23.6 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 : 28: 8 3 6 11 10 23 16:
Old : 28: 8 3 6 11 10 23 16:
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 : 35.1 59.1 52.4 77.3 30.8 55.7 45.1 69.8
Old : 35.1 59.1 52.4 77.3 30.8 55.7 45.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 317,475: 102,238 43,963 53,352 108,350 189,468 263,940 286,782: 53,535 30,693
Old : 292,803: 98,152 43,584 48,346 96,435 172,653 242,934 264,583: 49,869 28,220
Other: 24,673: 6,345 2,638 2,747 11,914 16,815 21,006 22,200: 3,666 2,473
: : :
: : Changes in Commitments from: December 3, 2013 :
: 4,999: 3,285 -101 2,208 -1,962 1,040 3,531 3,147: 1,468 1,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 13.8 16.8 34.1 59.7 83.1 90.3: 16.9 9.7
Old : 100.0: 33.5 14.9 16.5 32.9 59.0 83.0 90.4: 17.0 9.6
Other: 100.0: 25.7 10.7 11.1 48.3 68.2 85.1 90.0: 14.9 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 87 53 75 75 85 205 182:
Old : 249: 84 55 74 73 85 200 182:
Other: 81: 23 13 19 36 17 66 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 : 8.7 30.8 15.8 39.9 7.8 26.8 14.0 32.7
Old : 8.9 30.5 16.4 39.2 8.4 27.6 14.9 34.0
Other: 25.3 49.2 39.9 68.8 23.8 37.6 36.7 55.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 8,262: 1,200 750 746 4,757 5,307 6,703 6,803: 1,559 1,459
Old : 8,232: 1,212 755 729 4,754 5,301 6,695 6,785: 1,537 1,447
Other: 30: 5 12 0 3 6 8 18: 22 12
: : :
: : Changes in Commitments from: December 3, 2013 :
: -1,022: -89 -131 -124 -493 -1,011 -706 -1,266: -316 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.1 9.0 57.6 64.2 81.1 82.3: 18.9 17.7
Old : 100.0: 14.7 9.2 8.9 57.7 64.4 81.3 82.4: 18.7 17.6
Other: 100.0: 16.7 40.0 0.0 10.0 20.0 26.7 60.0: 73.3 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 5 10 21 15 39 28:
Old : 47: 14 5 10 20 15 38 28:
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 : 39.3 55.7 54.4 67.5 39.2 54.8 52.6 65.2
Old : 39.5 55.9 54.6 67.8 39.4 55.0 52.9 65.5
Other: 26.7 60.0 26.7 60.0 26.7 60.0 26.7 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 10, 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 : 918,012: 236,646 166,249 12,506 557,821 637,045 806,973 815,800: 111,039 102,212
Old : 918,012: 236,646 166,249 12,506 557,821 637,045 806,973 815,800: 111,039 102,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -91,181: -9,619 -19,100 -7,046 -70,710 -68,036 -87,375 -94,182: -3,805 3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 18.1 1.4 60.8 69.4 87.9 88.9: 12.1 11.1
Old : 100.0: 25.8 18.1 1.4 60.8 69.4 87.9 88.9: 12.1 11.1
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 : 201: 35 33 18 84 101 130 142:
Old : 201: 35 33 18 84 101 130 142:
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 : 20.3 24.4 31.9 37.0 16.2 20.4 24.9 31.1
Old : 20.3 24.4 31.9 37.0 16.2 20.4 24.9 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 10, 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 : 2,853,102: 218,709 345,434 333,326 2,050,662 1,693,507 2,602,697 2,372,267: 250,405 480,835
Old : 2,853,102: 218,709 345,434 333,326 2,050,662 1,693,507 2,602,697 2,372,267: 250,405 480,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -138,678: -67,858 -74,334 -1,838 -64,550 -67,639 -134,246 -143,811: -4,431 5,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 12.1 11.7 71.9 59.4 91.2 83.1: 8.8 16.9
Old : 100.0: 7.7 12.1 11.7 71.9 59.4 91.2 83.1: 8.8 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 : 322: 60 67 80 159 169 261 274:
Old : 322: 60 67 80 159 169 261 274:
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 : 28.2 13.9 40.2 20.8 24.8 9.8 35.5 14.3
Old : 28.2 13.9 40.2 20.8 24.8 9.8 35.5 14.3
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 10, 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 : 2,047,728: 273,369 244,530 131,910 1,423,675 1,341,850 1,828,954 1,718,289: 218,775 329,439
Old : 2,047,728: 273,369 244,530 131,910 1,423,675 1,341,850 1,828,954 1,718,289: 218,775 329,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -87,379: -11,475 -3,069 -4,327 -39,595 -81,586 -55,397 -88,982: -31,982 1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.9 6.4 69.5 65.5 89.3 83.9: 10.7 16.1
Old : 100.0: 13.3 11.9 6.4 69.5 65.5 89.3 83.9: 10.7 16.1
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 : 245: 46 48 40 104 131 167 202:
Old : 245: 46 48 40 104 131 167 202:
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 19.9 43.6 28.4 31.9 18.3 41.7 25.9
Old : 32.8 19.9 43.6 28.4 31.9 18.3 41.7 25.9
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 10, 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 : 275,696: 15,519 44,431 49,259 187,748 136,311 252,526 230,001: 23,170 45,696
Old : 275,696: 15,519 44,431 49,259 187,748 136,311 252,526 230,001: 23,170 45,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 10,223: -522 4,124 -682 10,757 5,044 9,553 8,486: 670 1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.1 17.9 68.1 49.4 91.6 83.4: 8.4 16.6
Old : 100.0: 5.6 16.1 17.9 68.1 49.4 91.6 83.4: 8.4 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 : 66: 14 15 18 30 31 53 56:
Old : 66: 14 15 18 30 31 53 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 : 42.6 27.2 54.3 41.7 30.8 20.8 37.4 26.9
Old : 42.6 27.2 54.3 41.7 30.8 20.8 37.4 26.9
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 10, 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 : 87,136: 24,076 7,691 4,593 48,458 65,162 77,127 77,445: 10,009 9,691
Old : 87,136: 24,076 7,691 4,593 48,458 65,162 77,127 77,445: 10,009 9,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -1,558: -2,101 -166 -281 972 -113 -1,410 -560: -148 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.8 5.3 55.6 74.8 88.5 88.9: 11.5 11.1
Old : 100.0: 27.6 8.8 5.3 55.6 74.8 88.5 88.9: 11.5 11.1
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 : 120: 38 23 19 47 29 96 63:
Old : 120: 38 23 19 47 29 96 63:
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 38.0 36.3 59.2 19.1 35.9 31.6 55.6
Old : 22.2 38.0 36.3 59.2 19.1 35.9 31.6 55.6
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 10, 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 : 14,568: 3,970 522 41 8,927 13,445 12,938 14,008: 1,629 559
Old : 14,568: 3,970 522 41 8,927 13,445 12,938 14,008: 1,629 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -4: -15 0 33 0 0 17 33: -21 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 3.6 0.3 61.3 92.3 88.8 96.2: 11.2 3.8
Old : 100.0: 27.3 3.6 0.3 61.3 92.3 88.8 96.2: 11.2 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 : 26: 8 2 6 7 10 15 18:
Old : 26: 8 2 6 7 10 15 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 : 55.1 67.9 72.8 87.1 55.1 65.8 72.6 85.1
Old : 55.1 67.9 72.8 87.1 55.1 65.8 72.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 145,137: 46,359 20,484 2,956 79,062 103,433 128,378 126,874: 16,760 18,263
Old : 145,137: 46,359 20,484 2,956 79,062 103,433 128,378 126,874: 16,760 18,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: -3,108: -4,331 -492 -468 1,944 -225 -2,855 -1,186: -254 -1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 14.1 2.0 54.5 71.3 88.5 87.4: 11.5 12.6
Old : 100.0: 31.9 14.1 2.0 54.5 71.3 88.5 87.4: 11.5 12.6
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 : 116: 34 28 18 44 26 91 59:
Old : 116: 34 28 18 44 26 91 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 : 24.3 42.9 38.8 61.8 23.9 41.4 38.2 60.0
Old : 24.3 42.9 38.8 61.8 23.9 41.4 38.2 60.0
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, December 10, 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 : 9,115: 4,886 7,337 1,766 2,399 0 9,051 9,103: 64 12
Old : 9,115: 4,886 7,337 1,766 2,399 0 9,051 9,103: 64 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 1,110: -186 117 984 379 0 1,177 1,101: -67 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 80.5 19.4 26.3 0.0 99.3 99.9: 0.7 0.1
Old : 100.0: 53.6 80.5 19.4 26.3 0.0 99.3 99.9: 0.7 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 4 2 0 15 9:
Old : 20: 12 6 4 2 0 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 78.5 81.5 99.2 47.6 78.5 68.1 80.5
Old : 58.4 78.5 81.5 99.2 47.6 78.5 68.1 80.5
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 10, 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 : 58,226: 4,636 22,624 0 53,557 35,488 58,193 58,112: 33 114
Old : 58,226: 4,636 22,624 0 53,557 35,488 58,193 58,112: 33 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 10,872: -370 1,622 0 11,719 9,718 11,349 11,340: -477 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 38.9 0.0 92.0 60.9 99.9 99.8: 0.1 0.2
Old : 100.0: 8.0 38.9 0.0 92.0 60.9 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 : 44: 2 17 0 11 17 13 34:
Old : 44: 2 17 0 11 17 13 34:
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 : 86.7 52.7 99.4 73.6 63.7 32.1 68.6 50.4
Old : 86.7 52.7 99.4 73.6 63.7 32.1 68.6 50.4
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 10, 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 : 42,025: 752 18,579 195 41,066 23,214 42,013 41,988: 12 37
Old : 42,025: 752 18,579 195 41,066 23,214 42,013 41,988: 12 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2013 :
: 6,019: 358 2,645 -2,975 8,648 6,336 6,031 6,006: -12 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 44.2 0.5 97.7 55.2 100.0 99.9: 0.0 0.1
Old : 100.0: 1.8 44.2 0.5 97.7 55.2 100.0 99.9: 0.0 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 : 88.4 75.9 99.3 89.6 66.6 44.8 67.9 58.1
Old : 88.4 75.9 99.3 89.6 66.6 44.8 67.9 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2013