WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 572,239: 123,449 175,780 184,784 225,496 156,056 533,729 516,620: 38,511 55,619
Old : 396,977: 117,517 167,336 105,890 146,543 84,748 369,949 357,973: 27,028 39,004
Other: 175,262: 37,533 40,045 47,294 78,953 71,308 163,779 158,647: 11,483 16,616
: : :
: : Changes in Commitments from: January 14, 2014 :
: 34,341: 412 -183 18,940 14,916 15,697 34,268 34,455: 73 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 30.7 32.3 39.4 27.3 93.3 90.3: 6.7 9.7
Old : 100.0: 29.6 42.2 26.7 36.9 21.3 93.2 90.2: 6.8 9.8
Other: 100.0: 21.4 22.8 27.0 45.0 40.7 93.4 90.5: 6.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 122 160 164 105 101 321 344:
Old : 398: 131 147 124 95 84 289 295:
Other: 240: 59 78 68 65 82 163 194:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 10.1 23.8 18.1 11.0 7.6 18.5 14.0
Old : 14.7 11.5 25.9 21.1 12.3 10.7 22.0 19.0
Other: 26.0 22.1 39.0 32.7 18.9 12.0 28.7 18.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 170,794: 50,182 44,504 29,858 74,179 68,567 154,218 142,929: 16,575 27,864
Old : 118,475: 51,870 40,834 11,318 43,356 49,396 106,544 101,548: 11,932 16,928
Other: 52,318: 11,103 16,461 5,749 30,822 19,171 47,675 41,382: 4,644 10,937
: : :
: : Changes in Commitments from: January 14, 2014 :
: 3,452: 821 1,098 1,381 1,750 996 3,953 3,476: -501 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.1 17.5 43.4 40.1 90.3 83.7: 9.7 16.3
Old : 100.0: 43.8 34.5 9.6 36.6 41.7 89.9 85.7: 10.1 14.3
Other: 100.0: 21.2 31.5 11.0 58.9 36.6 91.1 79.1: 8.9 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 57 50 55 60 60 144 145:
Old : 184: 57 47 35 57 50 133 115:
Other: 130: 23 33 19 40 50 72 95:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 24.0 27.9 33.3 14.9 20.0 24.0 28.0
Old : 24.0 31.1 34.2 40.3 22.6 31.1 32.8 40.2
Other: 28.4 28.1 43.8 38.4 28.4 27.4 43.2 36.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 1,680,673: 323,944 336,704 459,945 731,958 574,868 1,515,847 1,371,517: 164,826 309,155
Old : 1,325,718: 287,172 354,720 312,692 591,279 453,160 1,191,143 1,120,573: 134,575 205,145
Other: 354,955: 108,128 53,340 75,897 140,679 121,708 324,704 250,945: 30,251 104,010
: : :
: : Changes in Commitments from: January 14, 2014 :
: 34,349: -3,635 -8,272 26,257 10,314 8,566 32,936 26,551: 1,413 7,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 20.0 27.4 43.6 34.2 90.2 81.6: 9.8 18.4
Old : 100.0: 21.7 26.8 23.6 44.6 34.2 89.8 84.5: 10.2 15.5
Other: 100.0: 30.5 15.0 21.4 39.6 34.3 91.5 70.7: 8.5 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 157 214 216 291 320 582 631:
Old : 737: 149 218 191 283 298 551 594:
Other: 485: 97 92 88 112 256 246 402:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 9.2 17.5 14.8 8.4 7.3 15.4 11.4
Old : 11.0 8.2 19.0 14.6 9.4 7.1 17.3 12.1
Other: 18.4 16.6 27.8 24.1 16.7 13.9 24.6 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 12,633: 3,570 464 1,738 4,861 8,435 10,169 10,637: 2,464 1,996
Old : 10,908: 3,726 410 1,160 3,874 7,637 8,761 9,208: 2,147 1,701
Other: 1,725: 107 317 315 986 798 1,409 1,430: 317 295
: : :
: : Changes in Commitments from: January 14, 2014 :
: 441: -36 41 143 184 134 291 317: 150 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 3.7 13.8 38.5 66.8 80.5 84.2: 19.5 15.8
Old : 100.0: 34.2 3.8 10.6 35.5 70.0 80.3 84.4: 19.7 15.6
Other: 100.0: 6.2 18.4 18.3 57.2 46.2 81.6 82.9: 18.4 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 10 8 15 15 40 27:
Old : 50: 18 10 7 14 14 38 25:
Other: 21: 3 6 7 9 7 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 38.6 48.6 56.7 29.8 37.3 39.9 48.8
Old : 33.8 40.3 49.2 57.9 32.4 40.3 43.3 52.3
Other: 51.4 52.7 71.9 73.1 47.5 41.3 54.4 54.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 764,688: 234,948 80,876 206,424 265,285 376,738 706,658 664,039: 58,031 100,649
Old : 599,620: 217,092 65,301 137,535 200,994 333,613 555,620 536,449: 43,999 63,171
Other: 165,068: 47,372 45,091 39,374 64,291 43,126 151,037 127,590: 14,031 37,478
: : :
: : Changes in Commitments from: January 14, 2014 :
: 25,217: 8,025 5,937 3,221 11,779 12,352 23,025 21,511: 2,192 3,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 10.6 27.0 34.7 49.3 92.4 86.8: 7.6 13.2
Old : 100.0: 36.2 10.9 22.9 33.5 55.6 92.7 89.5: 7.3 10.5
Other: 100.0: 28.7 27.3 23.9 38.9 26.1 91.5 77.3: 8.5 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 176 166 202 138 185 416 460:
Old : 529: 171 154 189 126 178 388 436:
Other: 336: 76 104 81 80 123 203 261:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 16.4 15.4 23.4 7.2 12.6 13.6 17.7
Old : 10.0 19.4 18.8 27.9 9.2 15.2 17.2 22.1
Other: 14.3 16.2 24.9 24.7 13.9 12.9 23.6 20.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 405,774: 86,201 141,812 68,046 213,597 150,937 367,845 360,795: 37,930 44,979
Old : 366,144: 88,688 141,270 55,334 190,946 128,302 334,969 324,906: 31,175 41,238
Other: 39,630: 5,206 8,234 5,019 22,651 22,636 32,876 35,889: 6,755 3,741
: : :
: : Changes in Commitments from: January 14, 2014 :
: 13,443: 5,337 6,253 3,800 3,043 3,340 12,180 13,393: 1,263 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 34.9 16.8 52.6 37.2 90.7 88.9: 9.3 11.1
Old : 100.0: 24.2 38.6 15.1 52.2 35.0 91.5 88.7: 8.5 11.3
Other: 100.0: 13.1 20.8 12.7 57.2 57.1 83.0 90.6: 17.0 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 70 116 98 88 70 226 235:
Old : 310: 75 121 88 88 67 222 226:
Other: 97: 21 25 21 41 17 74 52:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 18.4 19.9 25.7 9.1 9.5 16.3 15.9
Old : 12.7 16.1 21.1 23.5 9.7 10.9 17.4 17.8
Other: 27.4 46.6 40.7 60.9 21.8 42.8 34.2 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 750,926: 133,010 71,995 46,654 422,324 445,144 601,988 563,794: 148,937 187,132
Old : 750,926: 133,010 71,995 46,654 422,324 445,144 601,988 563,794: 148,937 187,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: -11,663: -4,248 2,407 111 -7,578 -13,638 -11,716 -11,120: 52 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 9.6 6.2 56.2 59.3 80.2 75.1: 19.8 24.9
Old : 100.0: 17.7 9.6 6.2 56.2 59.3 80.2 75.1: 19.8 24.9
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 : 178: 39 29 39 84 95 140 146:
Old : 178: 39 29 39 84 95 140 146:
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 : 19.2 12.1 30.4 20.2 18.2 8.1 25.5 14.6
Old : 19.2 12.1 30.4 20.2 18.2 8.1 25.5 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 468,061: 54,292 70,244 2,275 332,807 306,245 389,374 378,764: 78,687 89,297
Old : 468,061: 54,292 70,244 2,275 332,807 306,245 389,374 378,764: 78,687 89,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 587: 2,078 182 -958 -3,729 961 -2,609 186: 3,196 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.0 0.5 71.1 65.4 83.2 80.9: 16.8 19.1
Old : 100.0: 11.6 15.0 0.5 71.1 65.4 83.2 80.9: 16.8 19.1
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 : 84: 9 14 7 42 43 55 60:
Old : 84: 9 14 7 42 43 55 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 : 26.6 33.9 43.5 47.9 22.9 33.5 37.4 44.6
Old : 26.6 33.9 43.5 47.9 22.9 33.5 37.4 44.6
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, January 21, 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 : 4,025: 1,095 706 275 2,061 2,748 3,431 3,729: 594 296
Old : 4,025: 1,095 706 275 2,061 2,748 3,431 3,729: 594 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 415: 124 82 61 256 285 441 428: -26 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.5 6.8 51.2 68.3 85.2 92.6: 14.8 7.4
Old : 100.0: 27.2 17.5 6.8 51.2 68.3 85.2 92.6: 14.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 6 6 18 15 32 24:
Old : 38: 9 6 6 18 15 32 24:
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 : 32.7 52.2 51.9 74.9 28.7 40.0 42.0 54.3
Old : 32.7 52.2 51.9 74.9 28.7 40.0 42.0 54.3
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, January 21, 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 : 314,826: 102,878 55,605 51,923 109,951 177,004 264,752 284,532: 50,074 30,294
Old : 275,494: 96,350 50,896 45,059 90,359 153,083 231,768 249,038: 43,727 26,457
Other: 39,332: 8,933 7,114 4,460 19,592 23,921 32,985 35,495: 6,347 3,837
: : :
: : Changes in Commitments from: January 14, 2014 :
: 2,213: 1,019 1,680 1,494 2,523 -1,078 5,036 2,096: -2,823 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 17.7 16.5 34.9 56.2 84.1 90.4: 15.9 9.6
Old : 100.0: 35.0 18.5 16.4 32.8 55.6 84.1 90.4: 15.9 9.6
Other: 100.0: 22.7 18.1 11.3 49.8 60.8 83.9 90.2: 16.1 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 80 56 70 79 87 199 180:
Old : 246: 81 53 67 76 87 191 179:
Other: 100: 19 25 23 44 28 79 61:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 28.5 15.1 36.5 7.1 24.5 13.7 31.3
Old : 8.4 27.0 15.9 35.8 8.0 25.0 15.3 31.5
Other: 19.0 38.7 32.7 59.0 17.2 29.4 28.8 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 7,439: 1,145 956 323 4,206 4,975 5,674 6,254: 1,765 1,185
Old : 7,079: 1,125 1,017 258 4,136 4,725 5,519 6,000: 1,560 1,079
Other: 360: 80 0 5 70 249 155 254: 205 106
: : :
: : Changes in Commitments from: January 14, 2014 :
: 80: 34 -162 147 -129 64 52 49: 28 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.9 4.3 56.5 66.9 76.3 84.1: 23.7 15.9
Old : 100.0: 15.9 14.4 3.6 58.4 66.8 78.0 84.8: 22.0 15.2
Other: 100.0: 22.2 0.0 1.4 19.4 69.2 43.1 70.6: 56.9 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 10 7 16 10 30 22:
Old : 38: 9 10 7 15 8 29 20:
Other: 11: 4 0 2 2 6 6 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 64.0 54.8 74.8 38.3 60.8 54.1 70.8
Old : 41.0 66.0 57.6 77.1 41.0 63.5 57.6 73.3
Other: 41.1 63.1 43.1 70.6 39.7 63.1 40.8 68.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 927,818: 161,432 164,629 20,185 640,313 626,311 821,931 811,125: 105,887 116,692
Old : 927,818: 161,432 164,629 20,185 640,313 626,311 821,931 811,125: 105,887 116,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 101,312: 12,137 -13,384 4,784 74,401 100,623 91,322 92,023: 9,990 9,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.7 2.2 69.0 67.5 88.6 87.4: 11.4 12.6
Old : 100.0: 17.4 17.7 2.2 69.0 67.5 88.6 87.4: 11.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 43 33 21 94 99 143 147:
Old : 216: 43 33 21 94 99 143 147:
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 : 20.1 30.1 32.0 41.5 17.5 24.9 26.8 35.0
Old : 20.1 30.1 32.0 41.5 17.5 24.9 26.8 35.0
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 21, 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 : 2,723,077: 291,928 341,079 258,105 1,898,943 1,612,146 2,448,976 2,211,330: 274,101 511,747
Old : 2,723,077: 291,928 341,079 258,105 1,898,943 1,612,146 2,448,976 2,211,330: 274,101 511,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 42,960: 9,122 16,380 -5,442 27,836 13,866 31,517 24,804: 11,443 18,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.5 9.5 69.7 59.2 89.9 81.2: 10.1 18.8
Old : 100.0: 10.7 12.5 9.5 69.7 59.2 89.9 81.2: 10.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 70 65 85 169 181 281 289:
Old : 347: 70 65 85 169 181 281 289:
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 : 26.2 14.8 36.9 21.0 23.5 11.8 33.5 16.3
Old : 26.2 14.8 36.9 21.0 23.5 11.8 33.5 16.3
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, January 21, 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 : 2,223,786: 240,678 317,985 150,832 1,617,143 1,356,206 2,008,653 1,825,024: 215,133 398,763
Old : 2,223,786: 240,678 317,985 150,832 1,617,143 1,356,206 2,008,653 1,825,024: 215,133 398,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 17,565: 1,922 -496 982 15,108 24,844 18,011 25,330: -447 -7,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.3 6.8 72.7 61.0 90.3 82.1: 9.7 17.9
Old : 100.0: 10.8 14.3 6.8 72.7 61.0 90.3 82.1: 9.7 17.9
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 : 265: 35 57 41 114 147 170 225:
Old : 265: 35 57 41 114 147 170 225:
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 : 31.0 12.8 43.9 20.4 30.2 12.1 41.8 17.9
Old : 31.0 12.8 43.9 20.4 30.2 12.1 41.8 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 280,050: 11,757 51,091 41,141 196,160 140,114 249,058 232,346: 30,992 47,704
Old : 280,050: 11,757 51,091 41,141 196,160 140,114 249,058 232,346: 30,992 47,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 873: -4,435 -2,312 -1,643 7,531 5,109 1,453 1,154: -580 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 18.2 14.7 70.0 50.0 88.9 83.0: 11.1 17.0
Old : 100.0: 4.2 18.2 14.7 70.0 50.0 88.9 83.0: 11.1 17.0
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 : 60: 8 13 12 32 32 47 50:
Old : 60: 8 13 12 32 32 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 29.3 56.5 43.4 30.0 23.4 37.8 29.4
Old : 43.1 29.3 56.5 43.4 30.0 23.4 37.8 29.4
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 21, 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 : 67,995: 19,439 10,054 874 38,344 48,617 58,657 59,545: 9,338 8,450
Old : 67,995: 19,439 10,054 874 38,344 48,617 58,657 59,545: 9,338 8,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 51: -1,888 659 -135 2,154 -172 132 351: -80 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.8 1.3 56.4 71.5 86.3 87.6: 13.7 12.4
Old : 100.0: 28.6 14.8 1.3 56.4 71.5 86.3 87.6: 13.7 12.4
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 : 97: 26 19 9 37 26 68 49:
Old : 97: 26 19 9 37 26 68 49:
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 : 25.1 44.3 40.5 67.5 25.1 44.1 40.5 67.3
Old : 25.1 44.3 40.5 67.5 25.1 44.1 40.5 67.3
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 21, 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 : 135,990: 38,878 20,108 1,748 76,688 97,234 117,314 119,089: 18,676 16,901
Old : 135,990: 38,878 20,108 1,748 76,688 97,234 117,314 119,089: 18,676 16,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 103: -3,775 1,317 -270 4,309 -344 263 703: -161 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.8 1.3 56.4 71.5 86.3 87.6: 13.7 12.4
Old : 100.0: 28.6 14.8 1.3 56.4 71.5 86.3 87.6: 13.7 12.4
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 : 97: 26 19 9 37 26 68 49:
Old : 97: 26 19 9 37 26 68 49:
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 : 25.1 44.3 40.5 67.5 25.1 44.1 40.5 67.3
Old : 25.1 44.3 40.5 67.5 25.1 44.1 40.5 67.3
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, January 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 7,177: 5,494 6,124 1,027 606 0 7,127 7,151: 50 26
Old : 7,177: 5,494 6,124 1,027 606 0 7,127 7,151: 50 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 85.3 14.3 8.4 0.0 99.3 99.6: 0.7 0.4
Old : 100.0: 76.6 85.3 14.3 8.4 0.0 99.3 99.6: 0.7 0.4
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 : 20: 11 6 3 3 0 15 8:
Old : 20: 11 6 3 3 0 15 8:
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 : 65.8 87.1 89.2 99.6 60.6 82.3 78.7 85.3
Old : 65.8 87.1 89.2 99.6 60.6 82.3 78.7 85.3
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 21, 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 : 55,006: 1,327 22,423 27 53,648 32,421 55,002 54,871: 4 135
Old : 55,006: 1,327 22,423 27 53,648 32,421 55,002 54,871: 4 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 462: -543 652 27 982 -215 466 464: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 40.8 0.0 97.5 58.9 100.0 99.8: 0.0 0.2
Old : 100.0: 2.4 40.8 0.0 97.5 58.9 100.0 99.8: 0.0 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 : 50: 2 19 1 13 18 15 38:
Old : 50: 2 19 1 13 18 15 38:
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 45.8 99.1 67.3 83.1 36.1 89.7 57.6
Old : 87.4 45.8 99.1 67.3 83.1 36.1 89.7 57.6
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 21, 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 : 32,593: 583 21,404 0 31,990 11,136 32,573 32,540: 20 53
Old : 32,593: 583 21,404 0 31,990 11,136 32,573 32,540: 20 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 230: -10 256 -20 259 1 229 237: 1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 65.7 0.0 98.1 34.2 99.9 99.8: 0.1 0.2
Old : 100.0: 1.8 65.7 0.0 98.1 34.2 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 0 7 13 9 27:
Old : 34: 2 14 0 7 13 9 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 : 85.5 59.8 99.9 79.1 84.4 59.8 93.9 76.0
Old : 85.5 59.8 99.9 79.1 84.4 59.8 93.9 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014