WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 508,765: 122,172 187,382 134,608 214,275 132,092 471,054 454,082: 37,711 54,684
Old : 377,019: 110,709 175,324 80,114 160,829 81,874 351,652 337,313: 25,367 39,706
Other: 131,746: 33,400 33,995 32,555 53,446 50,218 119,402 116,768: 12,344 14,977
: : :
: : Changes in Commitments from: December 31, 2013 :
: 8,750: 2,598 870 2,824 789 1,626 6,211 5,320: 2,539 3,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 36.8 26.5 42.1 26.0 92.6 89.3: 7.4 10.7
Old : 100.0: 29.4 46.5 21.2 42.7 21.7 93.3 89.5: 6.7 10.5
Other: 100.0: 25.4 25.8 24.7 40.6 38.1 90.6 88.6: 9.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 121 156 146 104 101 304 333:
Old : 390: 131 140 114 93 88 275 293:
Other: 217: 43 74 58 63 82 147 177:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 9.0 24.0 16.7 13.1 8.6 20.8 15.7
Old : 15.6 11.0 25.5 20.4 14.6 10.9 23.0 19.7
Other: 26.6 15.6 40.4 28.7 23.6 13.6 32.6 22.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,074: 48,735 41,764 28,447 71,997 67,919 149,179 138,130: 17,895 28,944
Old : 119,415: 48,589 39,635 11,258 46,059 50,315 105,906 101,208: 13,509 18,207
Other: 47,659: 12,165 14,149 5,170 25,938 17,604 43,273 36,922: 4,386 10,737
: : :
: : Changes in Commitments from: December 31, 2013 :
: 4,663: -662 1,408 2,585 2,060 1,229 3,982 5,222: 680 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 25.0 17.0 43.1 40.7 89.3 82.7: 10.7 17.3
Old : 100.0: 40.7 33.2 9.4 38.6 42.1 88.7 84.8: 11.3 15.2
Other: 100.0: 25.5 29.7 10.8 54.4 36.9 90.8 77.5: 9.2 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 59 51 52 57 58 135 147:
Old : 183: 58 48 34 52 49 122 120:
Other: 127: 21 37 20 35 45 69 90:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 23.7 27.4 32.8 14.8 20.0 24.0 28.2
Old : 22.7 28.8 32.8 37.3 21.2 28.8 31.3 37.1
Other: 27.7 29.9 44.9 39.9 27.7 28.6 44.3 37.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,563,886: 306,346 345,196 423,602 671,655 498,717 1,401,603 1,267,516: 162,283 296,370
Old : 1,271,034: 265,308 351,655 317,279 551,161 398,198 1,133,748 1,067,132: 137,285 203,902
Other: 292,852: 89,701 42,205 57,660 120,493 100,520 267,854 200,384: 24,998 92,468
: : :
: : Changes in Commitments from: December 31, 2013 :
: 32,107: 4,906 -4,284 22,827 1,062 7,280 28,795 25,823: 3,312 6,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.1 27.1 42.9 31.9 89.6 81.0: 10.4 19.0
Old : 100.0: 20.9 27.7 25.0 43.4 31.3 89.2 84.0: 10.8 16.0
Other: 100.0: 30.6 14.4 19.7 41.1 34.3 91.5 68.4: 8.5 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 166 199 223 296 297 589 607:
Old : 726: 151 215 199 290 281 562 579:
Other: 448: 90 85 78 105 226 225 363:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 8.6 17.6 14.9 8.2 7.3 14.9 12.2
Old : 10.7 8.7 18.7 15.4 8.9 8.2 16.0 13.8
Other: 21.6 17.5 34.5 25.2 21.2 15.2 31.7 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,484: 3,181 251 1,047 4,041 7,688 8,268 8,985: 2,216 1,499
Old : 9,530: 3,183 164 847 3,411 7,193 7,441 8,204: 2,089 1,326
Other: 954: 116 204 82 630 495 828 781: 127 173
: : :
: : Changes in Commitments from: December 31, 2013 :
: -23: -28 39 89 -226 -504 -166 -377: 142 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.4 10.0 38.5 73.3 78.9 85.7: 21.1 14.3
Old : 100.0: 33.4 1.7 8.9 35.8 75.5 78.1 86.1: 21.9 13.9
Other: 100.0: 12.2 21.4 8.6 66.0 51.9 86.7 81.9: 13.3 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 19 5 9 14 14 37 25:
Old : 46: 19 6 8 13 14 35 25:
Other: 18: 3 3 3 8 6 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 36.9 43.5 51.9 62.4 34.7 42.8 45.2 56.1
Old : 37.1 43.5 52.0 63.8 36.5 43.4 46.6 57.5
Other: 65.7 54.4 82.5 78.5 65.7 49.4 70.0 65.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 722,037: 209,543 73,707 197,384 260,966 353,838 667,892 624,929: 54,144 97,107
Old : 586,834: 200,450 65,316 132,683 210,741 322,312 543,874 520,312: 42,960 66,522
Other: 135,203: 40,531 39,829 33,263 50,225 31,526 124,019 104,618: 11,184 30,585
: : :
: : Changes in Commitments from: December 31, 2013 :
: 9,095: -20,619 6,303 15,240 15,352 -15,794 9,974 5,749: -878 3,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 10.2 27.3 36.1 49.0 92.5 86.6: 7.5 13.4
Old : 100.0: 34.2 11.1 22.6 35.9 54.9 92.7 88.7: 7.3 11.3
Other: 100.0: 30.0 29.5 24.6 37.1 23.3 91.7 77.4: 8.3 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 158 145 184 132 174 386 416:
Old : 488: 152 142 173 126 165 367 396:
Other: 289: 70 76 73 67 110 172 228:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 17.1 15.9 23.9 7.7 13.0 14.1 18.3
Old : 10.0 19.9 18.6 27.8 9.4 15.1 17.0 21.7
Other: 16.8 16.3 29.3 27.2 16.7 14.4 27.9 22.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 372,673: 76,652 116,382 64,322 195,813 147,219 336,786 327,923: 35,887 44,751
Old : 343,491: 77,823 117,725 53,605 181,714 130,566 313,141 301,896: 30,350 41,596
Other: 29,182: 5,803 5,630 3,743 14,099 16,653 23,645 26,027: 5,536 3,155
: : :
: : Changes in Commitments from: December 31, 2013 :
: 11,018: 632 5,013 5,232 4,598 -3,772 10,461 6,472: 557 4,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.2 17.3 52.5 39.5 90.4 88.0: 9.6 12.0
Old : 100.0: 22.7 34.3 15.6 52.9 38.0 91.2 87.9: 8.8 12.1
Other: 100.0: 19.9 19.3 12.8 48.3 57.1 81.0 89.2: 19.0 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 67 102 88 84 67 208 221:
Old : 294: 72 109 80 84 63 205 211:
Other: 86: 23 18 19 34 16 65 46:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 19.8 20.4 27.3 8.9 12.3 15.8 18.9
Old : 13.1 18.7 21.6 26.5 9.5 14.1 16.6 20.7
Other: 31.6 48.6 46.1 62.2 26.8 43.4 38.9 56.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 746,238: 140,067 85,219 46,197 420,147 430,002 606,410 561,417: 139,828 184,821
Old : 746,238: 140,067 85,219 46,197 420,147 430,002 606,410 561,417: 139,828 184,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -19,421: 5,034 -4,412 -4,642 -30,787 -11,062 -30,396 -20,116: 10,975 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.4 6.2 56.3 57.6 81.3 75.2: 18.7 24.8
Old : 100.0: 18.8 11.4 6.2 56.3 57.6 81.3 75.2: 18.7 24.8
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 : 159: 34 31 38 73 81 126 131:
Old : 159: 34 31 38 73 81 126 131:
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 : 20.0 12.6 31.4 21.1 19.6 9.4 26.9 16.1
Old : 20.0 12.6 31.4 21.1 19.6 9.4 26.9 16.1
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 458,208: 51,220 72,332 2,804 331,986 293,910 386,010 369,046: 72,198 89,162
Old : 458,208: 51,220 72,332 2,804 331,986 293,910 386,010 369,046: 72,198 89,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 4,849: 729 5,819 286 5,677 109 6,692 6,214: -1,843 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.8 0.6 72.5 64.1 84.2 80.5: 15.8 19.5
Old : 100.0: 11.2 15.8 0.6 72.5 64.1 84.2 80.5: 15.8 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 : 84: 9 16 8 43 43 56 63:
Old : 84: 9 16 8 43 43 56 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 : 27.8 32.2 46.0 47.8 24.5 32.2 40.2 45.3
Old : 27.8 32.2 46.0 47.8 24.5 32.2 40.2 45.3
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,218: 978 427 200 1,537 2,379 2,715 3,006: 503 212
Old : 3,218: 978 427 200 1,537 2,379 2,715 3,006: 503 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 75: 33 65 -80 146 47 99 32: -24 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.3 6.2 47.8 73.9 84.4 93.4: 15.6 6.6
Old : 100.0: 30.4 13.3 6.2 47.8 73.9 84.4 93.4: 15.6 6.6
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 : 35: 9 4 4 15 15 26 22:
Old : 35: 9 4 4 15 15 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 57.6 50.3 76.4 34.9 50.8 48.9 63.7
Old : 34.9 57.6 50.3 76.4 34.9 50.8 48.9 63.7
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,709: 93,826 49,602 51,462 105,566 165,880 250,853 266,944: 44,856 28,765
Old : 263,140: 89,058 46,935 44,294 90,465 146,177 223,817 237,405: 39,323 25,735
Other: 32,569: 7,991 5,891 3,945 15,101 19,703 27,037 29,539: 5,532 3,030
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,520: -5,917 1,484 5,035 937 -7,042 56 -523: -2,575 -1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 16.8 17.4 35.7 56.1 84.8 90.3: 15.2 9.7
Old : 100.0: 33.8 17.8 16.8 34.4 55.6 85.1 90.2: 14.9 9.8
Other: 100.0: 24.5 18.1 12.1 46.4 60.5 83.0 90.7: 17.0 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 85 47 62 73 82 189 167:
Old : 239: 84 48 61 71 81 184 166:
Other: 94: 21 21 21 41 22 76 51:
:----------------------------------------------------------------------------------------------------
: 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 29.5 16.4 38.1 7.9 25.3 14.4 31.9
Old : 9.1 28.9 17.0 38.0 8.6 26.1 15.9 32.4
Other: 19.6 39.7 31.9 59.5 17.2 31.1 29.2 47.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,086: 795 1,092 161 4,497 4,761 5,453 6,014: 1,633 1,072
Old : 6,906: 795 1,117 135 4,459 4,636 5,389 5,889: 1,517 1,017
Other: 180: 26 0 0 38 125 64 125: 116 55
: : :
: : Changes in Commitments from: December 31, 2013 :
: -45: -49 -358 26 -183 252 -206 -80: 161 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.4 2.3 63.5 67.2 77.0 84.9: 23.0 15.1
Old : 100.0: 11.5 16.2 2.0 64.6 67.1 78.0 85.3: 22.0 14.7
Other: 100.0: 14.4 0.0 0.0 21.1 69.4 35.6 69.4: 64.4 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 9 4 16 10 26 20:
Old : 36: 6 10 4 16 9 26 19:
Other: 7: 2 0 0 1 4 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 44.4 66.1 57.8 77.1 44.2 63.6 57.6 74.7
Old : 45.5 66.8 59.4 77.9 45.5 64.8 59.3 76.0
Other: 35.6 69.4 35.6 69.4 35.6 69.4 35.6 69.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 790,002: 148,655 154,877 14,777 527,548 515,583 690,980 685,238: 99,021 104,764
Old : 790,002: 148,655 154,877 14,777 527,548 515,583 690,980 685,238: 99,021 104,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 22,192: -13,997 -2,619 3,225 32,990 19,766 22,219 20,373: -27 1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 19.6 1.9 66.8 65.3 87.5 86.7: 12.5 13.3
Old : 100.0: 18.8 19.6 1.9 66.8 65.3 87.5 86.7: 12.5 13.3
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: 40 31 23 88 95 136 141:
Old : 203: 40 31 23 88 95 136 141:
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 : 17.1 28.0 28.8 40.5 15.2 27.2 24.7 38.2
Old : 17.1 28.0 28.8 40.5 15.2 27.2 24.7 38.2
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,689,223: 231,868 362,627 278,411 1,932,900 1,544,070 2,443,179 2,185,108: 246,044 504,115
Old : 2,689,223: 231,868 362,627 278,411 1,932,900 1,544,070 2,443,179 2,185,108: 246,044 504,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -62,058: 41,053 -3,829 -56,858 -53,345 -13,043 -69,150 -73,730: 7,092 11,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.5 10.4 71.9 57.4 90.9 81.3: 9.1 18.7
Old : 100.0: 8.6 13.5 10.4 71.9 57.4 90.9 81.3: 9.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 58 68 73 152 160 250 261:
Old : 319: 58 68 73 152 160 250 261:
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 : 27.4 13.6 39.3 20.7 24.5 10.3 34.9 14.4
Old : 27.4 13.6 39.3 20.7 24.5 10.3 34.9 14.4
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,126,248: 232,776 292,323 145,914 1,545,143 1,303,186 1,923,833 1,741,424: 202,415 384,824
Old : 2,126,248: 232,776 292,323 145,914 1,545,143 1,303,186 1,923,833 1,741,424: 202,415 384,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 13,663: -18,399 23,020 -11,007 23,661 -8,907 -5,746 3,106: 19,408 10,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.7 6.9 72.7 61.3 90.5 81.9: 9.5 18.1
Old : 100.0: 10.9 13.7 6.9 72.7 61.3 90.5 81.9: 9.5 18.1
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 : 260: 36 63 42 112 127 174 207:
Old : 260: 36 63 42 112 127 174 207:
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 : 31.3 16.0 44.0 24.2 30.5 15.0 42.8 21.5
Old : 31.3 16.0 44.0 24.2 30.5 15.0 42.8 21.5
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 278,459: 13,563 51,602 44,406 188,819 136,226 246,788 232,234: 31,671 46,225
Old : 278,459: 13,563 51,602 44,406 188,819 136,226 246,788 232,234: 31,671 46,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -27,952: -3,736 -3,865 -6,866 -21,749 -16,455 -32,351 -27,186: 4,399 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 18.5 15.9 67.8 48.9 88.6 83.4: 11.4 16.6
Old : 100.0: 4.9 18.5 15.9 67.8 48.9 88.6 83.4: 11.4 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 : 54: 6 14 9 29 29 42 45:
Old : 54: 6 14 9 29 29 42 45:
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 : 42.2 29.6 56.9 44.6 30.0 23.8 38.1 30.2
Old : 42.2 29.6 56.9 44.6 30.0 23.8 38.1 30.2
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,523: 19,406 9,830 872 36,232 45,444 56,510 56,146: 9,013 9,377
Old : 65,523: 19,406 9,830 872 36,232 45,444 56,510 56,146: 9,013 9,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 3,948: 4,535 -519 -34 -956 3,023 3,544 2,470: 404 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.0 1.3 55.3 69.4 86.2 85.7: 13.8 14.3
Old : 100.0: 29.6 15.0 1.3 55.3 69.4 86.2 85.7: 13.8 14.3
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 : 103: 35 18 8 38 22 77 44:
Old : 103: 35 18 8 38 22 77 44:
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 44.1 36.5 65.2 22.6 43.7 36.5 64.8
Old : 22.6 44.1 36.5 65.2 22.6 43.7 36.5 64.8
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,046: 38,811 19,660 1,744 72,464 90,888 113,020 112,292: 18,026 18,754
Old : 131,046: 38,811 19,660 1,744 72,464 90,888 113,020 112,292: 18,026 18,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 7,896: 9,069 -1,038 -68 -1,913 6,046 7,088 4,940: 808 2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.0 1.3 55.3 69.4 86.2 85.7: 13.8 14.3
Old : 100.0: 29.6 15.0 1.3 55.3 69.4 86.2 85.7: 13.8 14.3
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 : 103: 35 18 8 38 22 77 44:
Old : 103: 35 18 8 38 22 77 44:
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 44.1 36.5 65.2 22.6 43.7 36.5 64.8
Old : 22.6 44.1 36.5 65.2 22.6 43.7 36.5 64.8
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,782: 2,511 21,184 0 51,229 32,464 53,740 53,648: 42 134
Old : 53,782: 2,511 21,184 0 51,229 32,464 53,740 53,648: 42 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 1,892: -555 502 0 2,454 1,386 1,899 1,888: -7 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 39.4 0.0 95.3 60.4 99.9 99.8: 0.1 0.2
Old : 100.0: 4.7 39.4 0.0 95.3 60.4 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 : 49: 3 17 0 13 18 16 35:
Old : 49: 3 17 0 13 18 16 35:
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 : 85.7 46.8 97.5 68.1 79.5 36.9 89.2 58.1
Old : 85.7 46.8 97.5 68.1 79.5 36.9 89.2 58.1
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, January 7, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,822: 388 20,177 0 31,407 11,574 31,795 31,751: 27 71
Old : 31,822: 388 20,177 0 31,407 11,574 31,795 31,751: 27 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,179: -107 248 0 -2,094 -2,429 -2,201 -2,181: 22 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 63.4 0.0 98.7 36.4 99.9 99.8: 0.1 0.2
Old : 100.0: 1.2 63.4 0.0 98.7 36.4 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 : 35: 1 14 0 7 15 8 29:
Old : 35: 1 14 0 7 15 8 29:
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 : 85.5 60.1 99.9 81.0 84.6 60.1 94.1 78.2
Old : 85.5 60.1 99.9 81.0 84.6 60.1 94.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014