WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 488,060: 114,658 180,713 129,531 209,711 125,092 453,901 435,336: 34,159 52,724
Old : 369,523: 107,134 170,858 80,517 157,638 79,873 345,290 331,247: 24,233 38,276
Other: 118,537: 31,573 33,905 24,964 52,073 45,219 108,611 104,088: 9,926 14,448
: : :
: : Changes in Commitments from: December 10, 2013 :
: 22,551: 11 -336 18,772 1,721 3,158 20,504 21,595: 2,047 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 37.0 26.5 43.0 25.6 93.0 89.2: 7.0 10.8
Old : 100.0: 29.0 46.2 21.8 42.7 21.6 93.4 89.6: 6.6 10.4
Other: 100.0: 26.6 28.6 21.1 43.9 38.1 91.6 87.8: 8.4 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 111 147 129 100 104 279 323:
Old : 378: 116 141 104 91 91 257 286:
Other: 206: 47 58 50 62 84 136 169:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 8.9 24.6 16.9 13.5 8.9 21.8 16.2
Old : 15.3 11.7 25.8 21.1 14.6 11.7 23.6 20.3
Other: 28.6 17.5 42.5 31.5 26.8 15.3 36.0 24.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 154,371: 49,608 33,546 23,860 64,949 68,283 138,418 125,690: 15,954 28,682
Old : 114,325: 47,662 31,007 9,873 45,175 53,946 102,710 94,826: 11,615 19,499
Other: 40,046: 11,533 12,127 4,399 19,774 14,337 35,707 30,863: 4,339 9,183
: : :
: : Changes in Commitments from: December 10, 2013 :
: 255: -4,196 -722 758 3,103 -462 -336 -426: 590 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 21.7 15.5 42.1 44.2 89.7 81.4: 10.3 18.6
Old : 100.0: 41.7 27.1 8.6 39.5 47.2 89.8 82.9: 10.2 17.1
Other: 100.0: 28.8 30.3 11.0 49.4 35.8 89.2 77.1: 10.8 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 48 53 54 55 59 134 144:
Old : 176: 48 48 39 49 51 116 123:
Other: 114: 21 26 19 37 43 69 79:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 23.7 29.0 34.0 16.0 20.4 25.8 28.7
Old : 23.0 26.8 34.9 37.6 21.4 26.8 33.4 36.4
Other: 31.0 32.5 46.9 42.0 31.0 30.8 46.2 39.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 1,550,962: 305,191 361,463 408,513 674,604 500,089 1,388,308 1,270,065: 162,655 280,898
Old : 1,285,239: 269,417 358,697 314,959 561,226 410,664 1,145,602 1,084,320: 139,637 200,918
Other: 265,724: 78,082 45,073 51,246 113,378 89,425 242,706 185,745: 23,018 79,979
: : :
: : Changes in Commitments from: December 10, 2013 :
: 14,473: -1,819 8,457 13,711 1,232 -10,381 13,123 11,787: 1,350 2,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.3 26.3 43.5 32.2 89.5 81.9: 10.5 18.1
Old : 100.0: 21.0 27.9 24.5 43.7 32.0 89.1 84.4: 10.9 15.6
Other: 100.0: 29.4 17.0 19.3 42.7 33.7 91.3 69.9: 8.7 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 164 198 225 290 287 584 593:
Old : 717: 156 203 207 282 272 558 567:
Other: 443: 85 92 75 100 224 215 363:
:----------------------------------------------------------------------------------------------------
: 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 9.4 17.9 16.9 8.6 8.2 15.5 14.1
Old : 10.6 10.0 18.6 17.2 9.0 9.7 16.5 15.5
Other: 23.6 18.0 37.3 26.3 23.4 15.8 35.3 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 10,364: 3,122 175 993 4,277 8,068 8,391 9,235: 1,973 1,129
Old : 9,889: 3,173 93 899 3,899 7,876 7,971 8,868: 1,917 1,021
Other: 476: 0 134 42 378 192 420 368: 56 108
: : :
: : Changes in Commitments from: December 10, 2013 :
: 569: 86 30 -49 238 454 275 435: 294 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 1.7 9.6 41.3 77.8 81.0 89.1: 19.0 10.9
Old : 100.0: 32.1 0.9 9.1 39.4 79.6 80.6 89.7: 19.4 10.3
Other: 100.0: 0.0 28.1 8.9 79.4 40.3 88.3 77.3: 11.7 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 5 7 14 13 34 21:
Old : 41: 16 5 7 13 13 33 21:
Other: 15: 0 5 3 7 5 10 10:
:----------------------------------------------------------------------------------------------------
: 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 46.5 54.4 66.4 39.3 46.3 50.0 61.0
Old : 39.6 47.7 53.5 68.0 39.6 47.5 50.8 62.7
Other: 80.0 55.7 87.0 75.7 68.1 48.6 69.6 58.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 811,261: 247,413 61,260 210,289 288,340 435,716 746,042 707,265: 65,219 103,996
Old : 700,207: 235,197 55,492 161,881 246,751 402,347 643,829 619,720: 56,378 80,488
Other: 111,054: 36,578 30,131 24,045 41,590 33,370 102,213 87,546: 8,841 23,508
: : :
: : Changes in Commitments from: December 10, 2013 :
: 21,947: 7,663 -23 -806 13,171 17,406 20,028 16,577: 1,919 5,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 7.6 25.9 35.5 53.7 92.0 87.2: 8.0 12.8
Old : 100.0: 33.6 7.9 23.1 35.2 57.5 91.9 88.5: 8.1 11.5
Other: 100.0: 32.9 27.1 21.7 37.5 30.0 92.0 78.8: 8.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 171 167 202 147 195 431 460:
Old : 542: 159 172 192 141 190 414 445:
Other: 292: 69 77 68 61 116 163 231:
:----------------------------------------------------------------------------------------------------
: 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 : 7.5 16.8 14.1 24.4 7.0 14.2 13.0 19.0
Old : 8.6 19.1 16.1 26.1 8.2 16.2 15.1 21.3
Other: 20.6 22.1 34.4 33.2 20.5 19.9 34.0 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 379,546: 74,291 106,833 69,431 196,673 156,762 340,394 333,026: 39,152 46,520
Old : 353,997: 75,808 108,128 60,085 183,125 141,846 319,018 310,059: 34,979 43,938
Other: 25,550: 3,892 4,114 3,937 13,548 14,916 21,377 22,967: 4,173 2,583
: : :
: : Changes in Commitments from: December 10, 2013 :
: 5,461: 3,007 3,439 5,603 -2,846 -6,143 5,764 2,899: -303 2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 28.1 18.3 51.8 41.3 89.7 87.7: 10.3 12.3
Old : 100.0: 21.4 30.5 17.0 51.7 40.1 90.1 87.6: 9.9 12.4
Other: 100.0: 15.2 16.1 15.4 53.0 58.4 83.7 89.9: 16.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 64 106 93 85 73 213 233:
Old : 295: 70 108 87 83 71 208 226:
Other: 76: 13 21 17 32 13 56 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 : 10.9 19.4 18.9 27.1 7.9 14.2 14.8 20.4
Old : 11.4 18.9 19.5 26.5 9.1 16.3 16.3 22.9
Other: 36.8 49.6 51.9 65.5 30.3 43.3 43.5 56.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 790,456: 115,349 83,036 63,599 471,018 456,959 649,966 603,593: 140,490 186,863
Old : 790,456: 115,349 83,036 63,599 471,018 456,959 649,966 603,593: 140,490 186,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -4,778: 3,925 -8,114 1,497 -12,893 18,177 -7,471 11,560: 2,692 -16,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.5 8.0 59.6 57.8 82.2 76.4: 17.8 23.6
Old : 100.0: 14.6 10.5 8.0 59.6 57.8 82.2 76.4: 17.8 23.6
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 : 171: 29 37 40 76 93 129 146:
Old : 171: 29 37 40 76 93 129 146:
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 : 22.4 12.3 33.1 20.0 20.5 11.5 28.3 17.7
Old : 22.4 12.3 33.1 20.0 20.5 11.5 28.3 17.7
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 17, 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 : 453,497: 52,645 66,548 7,532 316,791 290,810 376,968 364,890: 76,529 88,607
Old : 453,497: 52,645 66,548 7,532 316,791 290,810 376,968 364,890: 76,529 88,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -11,618: -529 4,472 -5,597 -3,192 -6,988 -9,318 -8,114: -2,301 -3,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.7 1.7 69.9 64.1 83.1 80.5: 16.9 19.5
Old : 100.0: 11.6 14.7 1.7 69.9 64.1 83.1 80.5: 16.9 19.5
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 : 83: 8 16 12 45 45 62 64:
Old : 83: 8 16 12 45 45 62 64:
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 31.8 44.5 46.8 24.9 31.6 39.0 45.6
Old : 27.9 31.8 44.5 46.8 24.9 31.6 39.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 3,433: 930 377 305 1,490 2,422 2,725 3,104: 708 329
Old : 3,433: 930 377 305 1,490 2,422 2,725 3,104: 708 329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 286: -20 -58 58 282 265 320 265: -34 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 11.0 8.9 43.4 70.6 79.4 90.4: 20.6 9.6
Old : 100.0: 27.1 11.0 8.9 43.4 70.6 79.4 90.4: 20.6 9.6
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 : 30: 8 3 6 14 14 25 20:
Old : 30: 8 3 6 14 14 25 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 : 34.4 56.8 51.1 72.3 34.4 49.5 47.7 61.3
Old : 34.4 56.8 51.1 72.3 34.4 49.5 47.7 61.3
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 17, 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 : 328,819: 104,749 46,951 57,621 110,797 192,452 273,167 297,024: 55,653 31,796
Old : 302,092: 100,950 45,747 51,724 98,051 175,025 250,725 272,497: 51,366 29,595
Other: 26,728: 6,667 4,072 3,029 12,745 17,426 22,441 24,527: 4,287 2,200
: : :
: : Changes in Commitments from: December 10, 2013 :
: 11,344: 2,511 2,989 4,269 2,447 2,984 9,226 10,241: 2,118 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 14.3 17.5 33.7 58.5 83.1 90.3: 16.9 9.7
Old : 100.0: 33.4 15.1 17.1 32.5 57.9 83.0 90.2: 17.0 9.8
Other: 100.0: 24.9 15.2 11.3 47.7 65.2 84.0 91.8: 16.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 93 53 79 78 81 217 181:
Old : 258: 93 52 78 77 81 213 181:
Other: 83: 25 14 21 36 16 68 45:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 29.6 15.8 39.5 7.5 25.5 13.7 31.7
Old : 9.0 29.7 16.3 38.7 8.1 26.5 14.6 32.7
Other: 24.1 46.4 37.4 66.6 22.1 35.2 34.6 54.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 7,613: 880 977 407 4,757 4,858 6,044 6,242: 1,568 1,370
Old : 7,579: 891 981 391 4,757 4,850 6,039 6,222: 1,539 1,356
Other: 34: 5 12 0 0 8 5 20: 29 14
: : :
: : Changes in Commitments from: December 10, 2013 :
: -649: -321 227 -339 1 -448 -659 -560: 10 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.8 5.3 62.5 63.8 79.4 82.0: 20.6 18.0
Old : 100.0: 11.8 12.9 5.2 62.8 64.0 79.7 82.1: 20.3 17.9
Other: 100.0: 14.7 35.3 0.0 0.0 23.5 14.7 58.8: 85.3 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 6 9 18 13 33 26:
Old : 42: 11 7 9 18 13 33 26:
Other: 5: 2 1 0 0 2 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 59.5 57.0 70.8 43.2 58.5 56.3 69.8
Old : 43.5 59.8 57.2 71.1 43.5 58.7 56.6 70.0
Other: 14.7 58.8 14.7 58.8 14.7 58.8 14.7 58.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 844,496: 206,529 174,192 12,943 517,461 553,267 736,933 740,403: 107,563 104,093
Old : 844,496: 206,529 174,192 12,943 517,461 553,267 736,933 740,403: 107,563 104,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -73,516: -30,117 7,944 437 -40,361 -83,778 -70,040 -75,397: -3,476 1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.6 1.5 61.3 65.5 87.3 87.7: 12.7 12.3
Old : 100.0: 24.5 20.6 1.5 61.3 65.5 87.3 87.7: 12.7 12.3
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 : 203: 35 36 19 86 95 131 140:
Old : 203: 35 36 19 86 95 131 140:
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 : 17.6 22.3 29.8 35.5 16.2 18.0 25.5 28.7
Old : 17.6 22.3 29.8 35.5 16.2 18.0 25.5 28.7
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 17, 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 : 2,792,298: 205,311 348,113 343,732 1,993,460 1,621,947 2,542,503 2,313,793: 249,795 478,506
Old : 2,792,298: 205,311 348,113 343,732 1,993,460 1,621,947 2,542,503 2,313,793: 249,795 478,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -60,804: -13,398 2,679 10,406 -57,202 -71,560 -60,194 -58,475: -610 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.5 12.3 71.4 58.1 91.1 82.9: 8.9 17.1
Old : 100.0: 7.4 12.5 12.3 71.4 58.1 91.1 82.9: 8.9 17.1
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 : 320: 53 73 78 157 167 257 271:
Old : 320: 53 73 78 157 167 257 271:
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 : 27.8 13.4 39.4 20.6 24.8 9.8 35.6 14.3
Old : 27.8 13.4 39.4 20.6 24.8 9.8 35.6 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 17, 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 : 1,996,570: 268,207 234,675 155,606 1,374,098 1,269,254 1,797,910 1,659,535: 198,660 337,035
Old : 1,996,570: 268,207 234,675 155,606 1,374,098 1,269,254 1,797,910 1,659,535: 198,660 337,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -51,159: -5,163 -9,855 23,697 -49,578 -72,596 -31,044 -58,755: -20,115 7,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.8 7.8 68.8 63.6 90.0 83.1: 10.0 16.9
Old : 100.0: 13.4 11.8 7.8 68.8 63.6 90.0 83.1: 10.0 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 : 237: 42 48 42 101 130 166 197:
Old : 237: 42 48 42 101 130 166 197:
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 : 32.6 19.2 43.0 27.7 31.8 18.0 41.1 25.2
Old : 32.6 19.2 43.0 27.7 31.8 18.0 41.1 25.2
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 17, 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 : 292,003: 12,970 43,359 50,490 203,512 149,639 266,972 243,488: 25,032 48,515
Old : 292,003: 12,970 43,359 50,490 203,512 149,639 266,972 243,488: 25,032 48,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 16,307: -2,549 -1,071 1,231 15,764 13,328 14,446 13,488: 1,861 2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 14.8 17.3 69.7 51.2 91.4 83.4: 8.6 16.6
Old : 100.0: 4.4 14.8 17.3 69.7 51.2 91.4 83.4: 8.6 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 : 62: 12 14 17 30 30 50 54:
Old : 62: 12 14 17 30 30 50 54:
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 : 43.9 28.9 55.6 42.5 32.6 23.1 39.4 28.8
Old : 43.9 28.9 55.6 42.5 32.6 23.1 39.4 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 89,782: 19,233 7,088 5,632 54,818 68,300 79,683 81,019: 10,099 8,762
Old : 89,782: 19,233 7,088 5,632 54,818 68,300 79,683 81,019: 10,099 8,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,646: -4,843 -603 1,039 6,360 3,138 2,556 3,574: 90 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 7.9 6.3 61.1 76.1 88.8 90.2: 11.2 9.8
Old : 100.0: 21.4 7.9 6.3 61.1 76.1 88.8 90.2: 11.2 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 : 110: 31 19 20 47 34 90 66:
Old : 110: 31 19 20 47 34 90 66:
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 34.8 34.4 54.5 16.2 34.1 26.4 50.2
Old : 21.8 34.8 34.4 54.5 16.2 34.1 26.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 16,827: 4,018 320 461 11,145 14,964 15,624 15,745: 1,203 1,082
Old : 16,827: 4,018 320 461 11,145 14,964 15,624 15,745: 1,203 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 2,259: 48 -202 420 2,218 1,519 2,685 1,737: -426 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.9 2.7 66.2 88.9 92.8 93.6: 7.2 6.4
Old : 100.0: 23.9 1.9 2.7 66.2 88.9 92.8 93.6: 7.2 6.4
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 : 25: 8 1 5 7 11 15 17:
Old : 25: 8 1 5 7 11 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 : 58.2 60.0 76.5 83.0 53.4 59.8 68.7 76.6
Old : 58.2 60.0 76.5 83.0 53.4 59.8 68.7 76.6
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 17, 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 : 145,909: 35,954 19,060 4,818 87,346 106,671 128,118 130,549: 17,791 15,360
Old : 145,909: 35,954 19,060 4,818 87,346 106,671 128,118 130,549: 17,791 15,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: 772: -10,404 -1,424 1,861 8,284 3,238 -259 3,675: 1,031 -2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.1 3.3 59.9 73.1 87.8 89.5: 12.2 10.5
Old : 100.0: 24.6 13.1 3.3 59.9 73.1 87.8 89.5: 12.2 10.5
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 : 108: 29 22 18 46 32 86 63:
Old : 108: 29 22 18 46 32 86 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 : 20.2 39.7 33.0 57.9 19.4 39.3 31.8 55.8
Old : 20.2 39.7 33.0 57.9 19.4 39.3 31.8 55.8
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 17, 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 : 8,993: 6,583 7,175 1,813 547 0 8,943 8,988: 50 5
Old : 8,993: 6,583 7,175 1,813 547 0 8,943 8,988: 50 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -122: 1,697 -162 47 -1,852 0 -108 -115: -14 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 79.8 20.2 6.1 0.0 99.4 99.9: 0.6 0.1
Old : 100.0: 73.2 79.8 20.2 6.1 0.0 99.4 99.9: 0.6 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 : 22: 12 7 4 2 0 16 10:
Old : 22: 12 7 4 2 0 16 10:
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 76.1 80.0 97.5 51.7 76.1 71.6 79.8
Old : 57.0 76.1 80.0 97.5 51.7 76.1 71.6 79.8
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 17, 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 : 49,859: 4,496 23,196 0 45,309 26,555 49,805 49,751: 54 108
Old : 49,859: 4,496 23,196 0 45,309 26,555 49,805 49,751: 54 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -8,367: -140 572 0 -8,248 -8,933 -8,388 -8,361: 21 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 46.5 0.0 90.9 53.3 99.9 99.8: 0.1 0.2
Old : 100.0: 9.0 46.5 0.0 90.9 53.3 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 16 0 11 16 13 32:
Old : 43: 2 16 0 11 16 13 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 51.3 99.2 73.5 82.0 40.6 88.8 62.8
Old : 83.8 51.3 99.2 73.5 82.0 40.6 88.8 62.8
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 17, 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 : 28,853: 808 18,840 0 28,011 9,965 28,819 28,805: 34 48
Old : 28,853: 808 18,840 0 28,011 9,965 28,819 28,805: 34 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -13,172: 56 261 -195 -13,055 -13,249 -13,194 -13,183: 22 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 65.3 0.0 97.1 34.5 99.9 99.8: 0.1 0.2
Old : 100.0: 2.8 65.3 0.0 97.1 34.5 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 : 33: 2 11 0 10 12 12 23:
Old : 33: 2 11 0 10 12 12 23:
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 : 83.5 70.6 99.1 86.6 80.3 56.1 83.8 71.1
Old : 83.5 70.6 99.1 86.6 80.3 56.1 83.8 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013