WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 537,899: 123,037 175,962 165,844 210,580 140,359 499,461 482,165: 38,437 55,733
Old : 380,058: 116,483 165,330 94,277 143,026 80,786 353,785 340,393: 26,273 39,665
Other: 157,841: 36,709 40,787 41,412 67,554 59,574 145,676 141,773: 12,165 16,068
: : :
: : Changes in Commitments from: January 7, 2014 :
: 29,133: 866 -11,420 31,236 -3,695 8,267 28,407 28,084: 726 1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 32.7 30.8 39.1 26.1 92.9 89.6: 7.1 10.4
Old : 100.0: 30.6 43.5 24.8 37.6 21.3 93.1 89.6: 6.9 10.4
Other: 100.0: 23.3 25.8 26.2 42.8 37.7 92.3 89.8: 7.7 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 117 162 158 107 101 317 341:
Old : 396: 133 143 118 96 85 284 293:
Other: 234: 48 82 66 67 85 162 190:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 9.2 23.9 16.7 12.0 8.0 19.7 14.7
Old : 14.8 11.3 25.9 20.5 13.3 11.2 22.4 19.6
Other: 26.0 17.8 39.0 30.9 21.2 13.1 31.2 20.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 167,341: 49,360 43,406 28,477 72,428 67,571 150,265 139,453: 17,076 27,888
Old : 116,923: 50,183 40,254 11,231 42,887 48,660 104,302 100,145: 12,622 16,779
Other: 50,418: 11,168 15,142 5,256 29,541 18,911 45,964 39,309: 4,454 11,109
: : :
: : Changes in Commitments from: January 7, 2014 :
: 267: 625 1,641 30 431 -348 1,086 1,323: -819 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 25.9 17.0 43.3 40.4 89.8 83.3: 10.2 16.7
Old : 100.0: 42.9 34.4 9.6 36.7 41.6 89.2 85.6: 10.8 14.4
Other: 100.0: 22.2 30.0 10.4 58.6 37.5 91.2 78.0: 8.8 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 57 51 54 60 61 142 147:
Old : 182: 55 48 33 57 49 127 116:
Other: 131: 21 35 21 38 52 73 96:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 24.2 28.5 33.7 15.2 20.3 24.4 28.6
Old : 24.3 31.2 34.6 40.3 22.8 31.2 33.1 40.2
Other: 28.7 28.3 44.8 38.4 28.7 27.2 44.5 35.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 1,646,323: 327,579 344,977 433,688 721,644 566,302 1,482,911 1,344,966: 163,412 301,357
Old : 1,314,265: 285,695 353,754 306,990 587,000 452,322 1,179,685 1,113,066: 134,580 201,199
Other: 332,059: 100,650 49,989 67,931 134,644 113,980 303,226 231,901: 28,833 100,158
: : :
: : Changes in Commitments from: January 7, 2014 :
: 82,438: 21,233 -220 10,086 49,989 67,585 81,308 77,450: 1,129 4,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.0 26.3 43.8 34.4 90.1 81.7: 9.9 18.3
Old : 100.0: 21.7 26.9 23.4 44.7 34.4 89.8 84.7: 10.2 15.3
Other: 100.0: 30.3 15.1 20.5 40.5 34.3 91.3 69.8: 8.7 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 147 226 220 299 317 594 631:
Old : 737: 134 233 199 291 296 566 593:
Other: 483: 97 89 85 111 253 244 396:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.2 17.9 14.8 8.6 7.3 15.8 11.9
Old : 11.1 8.3 19.3 15.0 9.5 7.5 17.6 13.2
Other: 19.4 15.9 29.1 23.7 18.1 13.5 26.1 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 12,192: 3,607 424 1,595 4,676 8,301 9,878 10,320: 2,314 1,872
Old : 10,680: 3,739 330 1,089 3,768 7,626 8,596 9,045: 2,084 1,635
Other: 1,512: 116 343 258 909 675 1,282 1,275: 230 237
: : :
: : Changes in Commitments from: January 7, 2014 :
: 1,708: 426 173 549 636 613 1,610 1,335: 98 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.5 13.1 38.4 68.1 81.0 84.6: 19.0 15.4
Old : 100.0: 35.0 3.1 10.2 35.3 71.4 80.5 84.7: 19.5 15.3
Other: 100.0: 7.6 22.7 17.1 60.1 44.6 84.8 84.3: 15.2 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 9 7 14 15 39 26:
Old : 49: 20 8 6 13 14 37 24:
Other: 20: 2 6 6 9 7 16 14:
:----------------------------------------------------------------------------------------------------
: 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 : 35.3 40.5 50.1 58.7 30.8 38.5 40.6 49.2
Old : 35.2 41.3 49.8 60.0 33.0 41.1 43.6 52.9
Other: 56.5 56.8 77.9 78.6 54.0 40.8 56.8 55.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 739,472: 226,923 74,939 203,203 253,506 364,386 683,632 642,528: 55,839 96,943
Old : 589,364: 215,312 65,052 134,389 196,321 326,598 546,022 526,039: 43,341 63,325
Other: 150,108: 45,809 44,085 34,616 57,185 37,788 137,610 116,489: 12,498 33,619
: : :
: : Changes in Commitments from: January 7, 2014 :
: 17,435: 17,380 1,233 5,819 -7,459 10,547 15,740 17,599: 1,695 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 10.1 27.5 34.3 49.3 92.4 86.9: 7.6 13.1
Old : 100.0: 36.5 11.0 22.8 33.3 55.4 92.6 89.3: 7.4 10.7
Other: 100.0: 30.5 29.4 23.1 38.1 25.2 91.7 77.6: 8.3 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 173 162 200 142 181 425 443:
Old : 526: 168 152 182 130 174 392 420:
Other: 323: 83 85 82 77 119 197 251:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.9 16.0 15.3 22.7 7.6 13.0 14.1 18.1
Old : 9.8 19.0 18.2 26.7 9.5 15.6 17.5 21.9
Other: 15.5 16.9 26.8 25.7 15.3 14.3 25.7 21.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 392,331: 80,864 135,559 64,246 210,554 147,597 355,665 347,402: 36,667 44,929
Old : 359,242: 83,227 134,975 53,267 192,235 129,113 328,729 317,355: 30,514 41,887
Other: 33,089: 4,520 7,466 4,097 18,319 18,485 26,936 30,047: 6,153 3,042
: : :
: : Changes in Commitments from: January 7, 2014 :
: 19,658: 4,212 19,177 -75 14,741 379 18,878 19,480: 780 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 34.6 16.4 53.7 37.6 90.7 88.5: 9.3 11.5
Old : 100.0: 23.2 37.6 14.8 53.5 35.9 91.5 88.3: 8.5 11.7
Other: 100.0: 13.7 22.6 12.4 55.4 55.9 81.4 90.8: 18.6 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 71 116 93 87 71 218 239:
Old : 312: 78 119 84 87 67 215 229:
Other: 92: 20 25 19 39 17 71 49:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 18.5 20.1 25.9 9.2 10.5 16.4 16.9
Old : 13.1 17.1 21.4 24.6 9.9 12.0 17.5 18.6
Other: 30.5 44.3 44.3 60.1 24.1 39.8 36.3 52.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 762,589: 137,258 69,588 46,544 429,902 458,782 613,704 574,914: 148,885 187,675
Old : 762,589: 137,258 69,588 46,544 429,902 458,782 613,704 574,914: 148,885 187,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 16,351: -2,808 -15,631 347 9,755 28,781 7,294 13,497: 9,057 2,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 9.1 6.1 56.4 60.2 80.5 75.4: 19.5 24.6
Old : 100.0: 18.0 9.1 6.1 56.4 60.2 80.5 75.4: 19.5 24.6
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 : 174: 35 30 39 83 94 136 145:
Old : 174: 35 30 39 83 94 136 145:
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 : 18.5 12.4 29.6 20.3 17.8 8.6 25.1 14.8
Old : 18.5 12.4 29.6 20.3 17.8 8.6 25.1 14.8
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 14, 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 : 467,474: 52,214 70,062 3,232 336,536 305,283 391,983 378,578: 75,491 88,896
Old : 467,474: 52,214 70,062 3,232 336,536 305,283 391,983 378,578: 75,491 88,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 9,266: 994 -2,270 429 4,550 11,373 5,973 9,532: 3,293 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.0 0.7 72.0 65.3 83.9 81.0: 16.1 19.0
Old : 100.0: 11.2 15.0 0.7 72.0 65.3 83.9 81.0: 16.1 19.0
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 : 82: 7 15 8 44 43 57 60:
Old : 82: 7 15 8 44 43 57 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 33.0 44.4 47.8 22.8 32.9 37.4 45.7
Old : 26.5 33.0 44.4 47.8 22.8 32.9 37.4 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 3,610: 971 624 214 1,805 2,463 2,990 3,301: 620 309
Old : 3,610: 971 624 214 1,805 2,463 2,990 3,301: 620 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 392: -7 197 14 268 84 275 295: 117 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.3 5.9 50.0 68.2 82.8 91.4: 17.2 8.6
Old : 100.0: 26.9 17.3 5.9 50.0 68.2 82.8 91.4: 17.2 8.6
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 : 33: 9 6 4 14 12 27 19:
Old : 33: 9 6 4 14 12 27 19:
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 : 33.5 53.6 52.2 77.5 31.1 43.2 43.3 58.9
Old : 33.5 53.6 52.2 77.5 31.1 43.2 43.3 58.9
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 14, 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 : 312,614: 101,859 53,925 50,429 107,428 178,082 259,716 282,436: 52,897 30,178
Old : 276,437: 95,926 49,695 44,226 89,548 155,525 229,700 249,446: 46,737 26,991
Other: 36,177: 7,959 6,256 4,177 17,880 22,557 30,016 32,990: 6,161 3,187
: : :
: : Changes in Commitments from: January 7, 2014 :
: 16,905: 8,033 4,322 -1,032 1,862 12,202 8,863 15,492: 8,042 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 17.2 16.1 34.4 57.0 83.1 90.3: 16.9 9.7
Old : 100.0: 34.7 18.0 16.0 32.4 56.3 83.1 90.2: 16.9 9.8
Other: 100.0: 22.0 17.3 11.5 49.4 62.4 83.0 91.2: 17.0 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 87 49 61 73 82 188 168:
Old : 238: 87 47 59 70 82 182 167:
Other: 93: 24 18 20 44 24 75 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.4 30.1 15.3 38.7 7.1 26.2 13.6 32.6
Old : 8.5 29.0 15.9 37.9 7.8 26.8 15.1 33.1
Other: 20.2 40.3 33.8 60.6 18.2 29.6 30.0 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 7,359: 1,111 1,118 176 4,335 4,910 5,622 6,205: 1,737 1,154
Old : 7,036: 1,093 1,156 135 4,269 4,683 5,497 5,974: 1,539 1,062
Other: 323: 56 0 4 66 227 126 231: 198 92
: : :
: : Changes in Commitments from: January 7, 2014 :
: 273: 315 26 16 -162 149 169 191: 104 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.2 2.4 58.9 66.7 76.4 84.3: 23.6 15.7
Old : 100.0: 15.5 16.4 1.9 60.7 66.6 78.1 84.9: 21.9 15.1
Other: 100.0: 17.2 0.0 1.2 20.4 70.3 38.9 71.5: 61.1 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 10 5 16 10 28 21:
Old : 38: 8 10 5 16 8 28 19:
Other: 10: 3 0 1 1 6 4 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 64.3 56.9 74.9 40.6 61.2 56.3 71.5
Old : 43.2 66.1 59.6 77.0 43.2 63.8 59.6 74.5
Other: 38.9 64.7 38.9 71.5 37.6 64.7 37.6 70.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 826,506: 149,295 178,013 15,402 565,912 525,688 730,609 719,103: 95,897 107,403
Old : 826,506: 149,295 178,013 15,402 565,912 525,688 730,609 719,103: 95,897 107,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 36,504: 640 23,136 625 38,365 10,105 39,629 33,865: -3,124 2,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.5 1.9 68.5 63.6 88.4 87.0: 11.6 13.0
Old : 100.0: 18.1 21.5 1.9 68.5 63.6 88.4 87.0: 11.6 13.0
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 : 212: 42 35 21 91 97 138 148:
Old : 212: 42 35 21 91 97 138 148:
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 : 17.0 24.8 30.2 35.0 15.4 24.2 24.0 32.8
Old : 17.0 24.8 30.2 35.0 15.4 24.2 24.0 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 2,680,117: 282,806 324,699 263,546 1,871,107 1,598,281 2,417,459 2,186,526: 262,658 493,591
Old : 2,680,117: 282,806 324,699 263,546 1,871,107 1,598,281 2,417,459 2,186,526: 262,658 493,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: -9,107: 50,937 -37,928 -14,864 -61,793 54,210 -25,720 1,418: 16,613 -10,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.1 9.8 69.8 59.6 90.2 81.6: 9.8 18.4
Old : 100.0: 10.6 12.1 9.8 69.8 59.6 90.2 81.6: 9.8 18.4
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 : 339: 64 71 79 160 175 265 284:
Old : 339: 64 71 79 160 175 265 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 13.8 37.1 20.2 23.0 10.0 32.3 14.0
Old : 25.9 13.8 37.1 20.2 23.0 10.0 32.3 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 2,206,222: 238,756 318,481 149,851 1,602,035 1,331,362 1,990,642 1,799,694: 215,580 406,528
Old : 2,206,222: 238,756 318,481 149,851 1,602,035 1,331,362 1,990,642 1,799,694: 215,580 406,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 79,973: 5,980 26,158 3,936 56,892 28,175 66,808 58,269: 13,165 21,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.4 6.8 72.6 60.3 90.2 81.6: 9.8 18.4
Old : 100.0: 10.8 14.4 6.8 72.6 60.3 90.2 81.6: 9.8 18.4
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 : 257: 30 63 42 112 140 169 219:
Old : 257: 30 63 42 112 140 169 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 15.4 43.8 23.2 29.7 14.7 41.4 20.5
Old : 30.6 15.4 43.8 23.2 29.7 14.7 41.4 20.5
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 14, 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 : 279,177: 16,192 53,403 42,784 188,629 135,005 247,605 231,192: 31,572 47,985
Old : 279,177: 16,192 53,403 42,784 188,629 135,005 247,605 231,192: 31,572 47,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 718: 2,629 1,801 -1,622 -190 -1,221 817 -1,042: -99 1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 19.1 15.3 67.6 48.4 88.7 82.8: 11.3 17.2
Old : 100.0: 5.8 19.1 15.3 67.6 48.4 88.7 82.8: 11.3 17.2
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 : 58: 8 14 11 29 30 44 48:
Old : 58: 8 14 11 29 30 44 48:
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 : 41.0 29.3 55.0 43.8 28.3 23.8 37.4 30.2
Old : 41.0 29.3 55.0 43.8 28.3 23.8 37.4 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 14, 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 : 67,944: 21,327 9,395 1,009 36,190 48,789 58,525 59,193: 9,418 8,750
Old : 67,944: 21,327 9,395 1,009 36,190 48,789 58,525 59,193: 9,418 8,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 2,421: 1,921 -434 137 -42 3,345 2,016 3,047: 405 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.8 1.5 53.3 71.8 86.1 87.1: 13.9 12.9
Old : 100.0: 31.4 13.8 1.5 53.3 71.8 86.1 87.1: 13.9 12.9
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 : 104: 35 16 8 38 25 77 45:
Old : 104: 35 16 8 38 25 77 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 : 21.8 44.4 36.2 65.4 21.8 44.1 36.2 65.1
Old : 21.8 44.4 36.2 65.4 21.8 44.1 36.2 65.1
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, January 14, 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 : 135,887: 42,654 18,791 2,018 72,379 97,578 117,051 118,387: 18,836 17,501
Old : 135,887: 42,654 18,791 2,018 72,379 97,578 117,051 118,387: 18,836 17,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 4,841: 3,842 -869 274 -85 6,690 4,031 6,095: 810 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.8 1.5 53.3 71.8 86.1 87.1: 13.9 12.9
Old : 100.0: 31.4 13.8 1.5 53.3 71.8 86.1 87.1: 13.9 12.9
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 : 104: 35 16 8 38 25 77 45:
Old : 104: 35 16 8 38 25 77 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 : 21.8 44.4 36.2 65.4 21.8 44.1 36.2 65.1
Old : 21.8 44.4 36.2 65.4 21.8 44.1 36.2 65.1
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 14, 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 : 54,544: 1,870 21,771 0 52,666 32,636 54,536 54,407: 8 137
Old : 54,544: 1,870 21,771 0 52,666 32,636 54,536 54,407: 8 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 762: -641 587 0 1,437 172 796 759: -34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 39.9 0.0 96.6 59.8 100.0 99.7: 0.0 0.3
Old : 100.0: 3.4 39.9 0.0 96.6 59.8 100.0 99.7: 0.0 0.3
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 : 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 : 87.4 46.3 98.9 68.1 82.2 36.5 89.4 58.3
Old : 87.4 46.3 98.9 68.1 82.2 36.5 89.4 58.3
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 14, 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 : 32,363: 593 21,148 20 31,731 11,135 32,344 32,303: 19 60
Old : 32,363: 593 21,148 20 31,731 11,135 32,344 32,303: 19 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 541: 205 971 20 324 -439 549 552: -8 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 65.3 0.1 98.0 34.4 99.9 99.8: 0.1 0.2
Old : 100.0: 1.8 65.3 0.1 98.0 34.4 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 : 34: 2 14 1 7 13 10 27:
Old : 34: 2 14 1 7 13 10 27:
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 : 85.8 60.3 99.8 79.7 84.2 60.3 94.4 77.2
Old : 85.8 60.3 99.8 79.7 84.2 60.3 94.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2014