WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 569,751: 124,053 169,224 172,719 233,916 177,020 530,688 518,963: 39,063 50,789
Old : 362,288: 105,082 160,420 84,772 147,283 85,531 337,138 330,724: 25,150 31,564
Other: 207,464: 52,703 42,535 54,215 86,633 91,489 193,551 188,239: 13,913 19,225
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,229: -1,940 -9,528 5,016 -3,186 3,293 -111 -1,219: -1,119 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 29.7 30.3 41.1 31.1 93.1 91.1: 6.9 8.9
Old : 100.0: 29.0 44.3 23.4 40.7 23.6 93.1 91.3: 6.9 8.7
Other: 100.0: 25.4 20.5 26.1 41.8 44.1 93.3 90.7: 6.7 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 113 146 154 116 102 324 321:
Old : 374: 126 127 121 101 83 286 273:
Other: 255: 54 92 71 76 83 184 197:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 10.6 23.1 18.3 11.7 8.9 18.1 15.5
Old : 15.1 14.3 25.3 24.3 14.2 13.2 23.5 23.1
Other: 22.6 16.7 33.6 28.4 15.2 12.1 23.9 18.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 157,436: 47,027 38,768 21,767 70,853 68,879 139,648 129,414: 17,788 28,021
Old : 102,305: 43,148 30,960 8,562 39,662 46,783 91,372 86,305: 10,933 16,000
Other: 55,130: 11,374 15,303 5,710 31,192 22,096 48,276 43,109: 6,855 12,021
: : :
: : Changes in Commitments from: February 4, 2014 :
: -13,074: -2,332 -5,693 -5,258 -6,207 -2,791 -13,797 -13,743: 722 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 24.6 13.8 45.0 43.8 88.7 82.2: 11.3 17.8
Old : 100.0: 42.2 30.3 8.4 38.8 45.7 89.3 84.4: 10.7 15.6
Other: 100.0: 20.6 27.8 10.4 56.6 40.1 87.6 78.2: 12.4 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 48 49 42 55 57 124 130:
Old : 163: 50 40 28 48 48 107 107:
Other: 119: 16 35 19 41 47 70 88:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 23.4 27.6 32.8 15.7 19.8 25.5 26.9
Old : 21.5 32.3 32.7 42.9 20.8 32.3 31.9 41.6
Other: 27.2 24.2 42.1 33.5 27.2 22.9 41.7 31.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 1,729,744: 348,185 256,202 480,375 734,651 679,146 1,563,211 1,415,722: 166,532 314,022
Old : 1,327,079: 302,693 286,541 313,044 580,987 526,976 1,196,724 1,126,561: 130,355 200,518
Other: 402,665: 126,921 51,089 85,903 153,664 152,170 366,488 289,161: 36,177 113,504
: : :
: : Changes in Commitments from: February 4, 2014 :
: 43,695: 6,636 -29,022 30,815 7,890 38,995 45,341 40,788: -1,646 2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.8 27.8 42.5 39.3 90.4 81.8: 9.6 18.2
Old : 100.0: 22.8 21.6 23.6 43.8 39.7 90.2 84.9: 9.8 15.1
Other: 100.0: 31.5 12.7 21.3 38.2 37.8 91.0 71.8: 9.0 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 757: 171 183 216 290 333 590 621:
Old : 736: 156 195 189 281 313 558 582:
Other: 515: 105 93 91 131 273 271 426:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 9.4 17.3 15.1 8.2 7.2 14.5 11.2
Old : 11.4 9.3 19.3 15.5 9.5 8.2 17.1 12.8
Other: 15.8 14.3 25.6 21.4 14.1 11.2 22.8 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 13,713: 2,852 442 2,014 5,974 8,863 10,840 11,318: 2,873 2,395
Old : 10,610: 3,077 404 1,285 4,032 6,986 8,394 8,675: 2,216 1,936
Other: 3,103: 133 397 371 1,942 1,876 2,446 2,644: 657 459
: : :
: : Changes in Commitments from: February 4, 2014 :
: 372: -387 59 100 395 195 108 355: 264 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.2 14.7 43.6 64.6 79.1 82.5: 20.9 17.5
Old : 100.0: 29.0 3.8 12.1 38.0 65.8 79.1 81.8: 20.9 18.2
Other: 100.0: 4.3 12.8 11.9 62.6 60.5 78.8 85.2: 21.2 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 7 10 16 15 36 28:
Old : 44: 14 9 7 16 14 35 25:
Other: 25: 6 6 7 8 11 17 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 36.8 49.7 56.0 27.8 31.5 36.2 43.6
Old : 34.7 42.2 49.1 59.3 31.8 40.3 44.7 53.1
Other: 55.9 54.2 72.5 74.1 50.0 45.8 54.4 60.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 835,846: 264,506 61,870 231,165 276,813 428,319 772,485 721,354: 63,361 114,492
Old : 639,795: 246,616 47,392 151,964 194,209 367,867 592,789 567,222: 47,006 72,573
Other: 196,051: 53,172 49,759 43,921 82,604 60,452 179,696 154,132: 16,354 41,919
: : :
: : Changes in Commitments from: February 4, 2014 :
: 57,327: 27,104 -5,357 18,342 6,299 38,500 51,745 51,486: 5,582 5,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 7.4 27.7 33.1 51.2 92.4 86.3: 7.6 13.7
Old : 100.0: 38.5 7.4 23.8 30.4 57.5 92.7 88.7: 7.3 11.3
Other: 100.0: 27.1 25.4 22.4 42.1 30.8 91.7 78.6: 8.3 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 180 183 231 144 185 467 476:
Old : 554: 185 162 211 129 174 429 445:
Other: 371: 93 108 101 96 125 245 284:
:----------------------------------------------------------------------------------------------------
: 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 : 7.2 16.4 13.9 23.7 6.8 13.4 12.4 18.5
Old : 8.8 19.6 16.8 28.7 8.8 16.2 16.1 23.9
Other: 13.9 13.8 23.7 21.8 13.0 11.5 21.8 17.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 379,777: 80,222 115,841 69,769 191,919 154,748 341,910 340,359: 37,866 39,418
Old : 337,086: 79,781 115,324 57,732 167,983 128,374 305,496 301,430: 31,590 35,656
Other: 42,691: 7,749 7,825 4,730 23,935 26,373 36,414 38,929: 6,277 3,762
: : :
: : Changes in Commitments from: February 4, 2014 :
: -20,660: -2,700 -15,286 -467 -19,093 -5,488 -22,260 -21,241: 1,599 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 30.5 18.4 50.5 40.7 90.0 89.6: 10.0 10.4
Old : 100.0: 23.7 34.2 17.1 49.8 38.1 90.6 89.4: 9.4 10.6
Other: 100.0: 18.2 18.3 11.1 56.1 61.8 85.3 91.2: 14.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 67 106 97 90 75 222 232:
Old : 297: 72 108 90 87 74 217 225:
Other: 112: 26 27 24 47 23 84 64:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 18.1 19.5 25.8 11.8 13.0 19.0 19.9
Old : 12.8 15.4 21.0 23.1 12.4 12.1 20.5 19.1
Other: 19.2 46.6 34.1 59.1 16.6 41.2 30.1 51.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 814,105: 89,985 61,010 81,104 471,245 476,653 642,334 618,766: 171,771 195,339
Old : 814,105: 89,985 61,010 81,104 471,245 476,653 642,334 618,766: 171,771 195,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -828: 6,165 2,710 -15,735 4,037 3,287 -5,534 -9,739: 4,706 8,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.5 10.0 57.9 58.5 78.9 76.0: 21.1 24.0
Old : 100.0: 11.1 7.5 10.0 57.9 58.5 78.9 76.0: 21.1 24.0
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 : 167: 35 29 38 79 86 131 136:
Old : 167: 35 29 38 79 86 131 136:
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 : 19.7 14.1 29.8 22.0 16.8 10.8 22.4 16.6
Old : 19.7 14.1 29.8 22.0 16.8 10.8 22.4 16.6
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, February 11, 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 : 458,541: 45,785 60,176 2,566 329,618 305,100 377,969 367,842: 80,572 90,699
Old : 458,541: 45,785 60,176 2,566 329,618 305,100 377,969 367,842: 80,572 90,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 280: -2,759 -726 -409 -689 938 -3,856 -197: 4,136 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.1 0.6 71.9 66.5 82.4 80.2: 17.6 19.8
Old : 100.0: 10.0 13.1 0.6 71.9 66.5 82.4 80.2: 17.6 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 8 14 8 43 40 56 57:
Old : 79: 8 14 8 43 40 56 57:
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 : 26.7 32.3 43.4 47.3 23.3 31.6 36.2 43.0
Old : 26.7 32.3 43.4 47.3 23.3 31.6 36.2 43.0
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, February 11, 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 : 5,159: 1,033 1,374 261 3,188 3,134 4,482 4,769: 677 390
Old : 5,159: 1,033 1,374 261 3,188 3,134 4,482 4,769: 677 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -7: -63 134 -34 79 -162 -18 -62: 11 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.6 5.1 61.8 60.7 86.9 92.4: 13.1 7.6
Old : 100.0: 20.0 26.6 5.1 61.8 60.7 86.9 92.4: 13.1 7.6
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 : 36: 10 4 4 16 17 29 24:
Old : 36: 10 4 4 16 17 29 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 : 37.5 51.3 56.6 73.5 23.6 45.1 36.6 53.8
Old : 37.5 51.3 56.6 73.5 23.6 45.1 36.6 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 345,670: 112,843 55,704 50,457 127,257 207,921 290,558 314,082: 55,113 31,588
Old : 292,589: 105,943 50,331 40,223 98,402 175,386 244,568 265,939: 48,021 26,649
Other: 53,082: 10,547 9,020 6,587 28,855 32,535 45,990 48,143: 7,092 4,939
: : :
: : Changes in Commitments from: February 4, 2014 :
: 6,099: 3,179 874 -1,869 5,881 6,097 7,191 5,102: -1,092 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 16.1 14.6 36.8 60.1 84.1 90.9: 15.9 9.1
Old : 100.0: 36.2 17.2 13.7 33.6 59.9 83.6 90.9: 16.4 9.1
Other: 100.0: 19.9 17.0 12.4 54.4 61.3 86.6 90.7: 13.4 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 92 55 64 87 91 213 182:
Old : 261: 94 51 61 83 90 204 179:
Other: 113: 15 29 21 54 37 85 72:
:----------------------------------------------------------------------------------------------------
: 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 30.3 14.9 39.2 7.4 25.6 13.7 32.6
Old : 8.7 28.7 16.1 38.1 8.6 25.8 15.8 33.4
Other: 17.5 38.6 31.6 56.3 16.8 29.7 27.6 44.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 8,766: 919 1,382 779 5,156 4,986 6,853 7,147: 1,913 1,619
Old : 7,984: 834 1,401 741 4,743 4,440 6,318 6,583: 1,666 1,401
Other: 782: 104 0 18 413 546 535 564: 247 218
: : :
: : Changes in Commitments from: February 4, 2014 :
: 179: 99 221 -42 113 88 170 267: 9 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.8 8.9 58.8 56.9 78.2 81.5: 21.8 18.5
Old : 100.0: 10.4 17.6 9.3 59.4 55.6 79.1 82.5: 20.9 17.5
Other: 100.0: 13.3 0.0 2.3 52.8 69.8 68.4 72.1: 31.6 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 7 8 20 14 34 28:
Old : 42: 11 8 8 16 12 30 26:
Other: 12: 3 0 2 6 7 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 40.4 54.6 54.4 66.7 36.1 51.4 44.4 59.3
Old : 42.0 57.8 56.2 70.7 40.6 54.4 49.8 62.0
Other: 60.8 59.7 68.2 71.1 56.2 59.4 59.2 62.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 935,057: 179,969 155,790 36,477 606,070 640,933 822,516 833,200: 112,542 101,857
Old : 935,057: 179,969 155,790 36,477 606,070 640,933 822,516 833,200: 112,542 101,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -16,729: -4,191 -1,552 4,396 -8,041 -13,162 -7,837 -10,318: -8,893 -6,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.7 3.9 64.8 68.5 88.0 89.1: 12.0 10.9
Old : 100.0: 19.2 16.7 3.9 64.8 68.5 88.0 89.1: 12.0 10.9
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 : 228: 43 38 28 97 111 152 165:
Old : 228: 43 38 28 97 111 152 165:
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 : 18.8 25.9 28.6 36.7 13.3 19.4 20.1 28.5
Old : 18.8 25.9 28.6 36.7 13.3 19.4 20.1 28.5
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, February 11, 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 : 3,088,301: 308,108 385,584 373,033 2,134,204 1,852,690 2,815,345 2,611,307: 272,957 476,994
Old : 3,088,301: 308,108 385,584 373,033 2,134,204 1,852,690 2,815,345 2,611,307: 272,957 476,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 79,675: 11,578 39,017 6,542 83,783 42,245 101,903 87,803: -22,228 -8,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.5 12.1 69.1 60.0 91.2 84.6: 8.8 15.4
Old : 100.0: 10.0 12.5 12.1 69.1 60.0 91.2 84.6: 8.8 15.4
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 : 370: 61 90 84 176 197 290 318:
Old : 370: 61 90 84 176 197 290 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 13.2 35.0 18.9 22.1 8.9 31.0 12.7
Old : 24.4 13.2 35.0 18.9 22.1 8.9 31.0 12.7
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, February 11, 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 : 2,253,937: 207,828 310,965 194,503 1,613,782 1,384,507 2,016,113 1,889,976: 237,824 363,962
Old : 2,253,937: 207,828 310,965 194,503 1,613,782 1,384,507 2,016,113 1,889,976: 237,824 363,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 45,400: -19,197 1,731 17,805 39,394 55,497 38,002 75,033: 7,397 -29,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.8 8.6 71.6 61.4 89.4 83.9: 10.6 16.1
Old : 100.0: 9.2 13.8 8.6 71.6 61.4 89.4 83.9: 10.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 34 56 51 118 150 185 225:
Old : 264: 34 56 51 118 150 185 225:
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 14.8 41.9 22.7 29.6 14.0 37.0 20.0
Old : 31.0 14.8 41.9 22.7 29.6 14.0 37.0 20.0
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, February 11, 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 : 294,578: 11,301 50,248 40,693 211,836 158,131 263,830 249,073: 30,747 45,505
Old : 294,578: 11,301 50,248 40,693 211,836 158,131 263,830 249,073: 30,747 45,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 20,889: -1,231 5,798 2,763 19,576 13,280 21,108 21,841: -219 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 17.1 13.8 71.9 53.7 89.6 84.6: 10.4 15.4
Old : 100.0: 3.8 17.1 13.8 71.9 53.7 89.6 84.6: 10.4 15.4
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 : 67: 9 17 14 34 38 52 60:
Old : 67: 9 17 14 34 38 52 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 : 44.7 24.5 58.4 37.0 33.5 21.6 43.2 29.9
Old : 44.7 24.5 58.4 37.0 33.5 21.6 43.2 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 69,331: 10,242 11,827 4,259 44,266 44,804 58,767 60,890: 10,564 8,441
Old : 69,331: 10,242 11,827 4,259 44,266 44,804 58,767 60,890: 10,564 8,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 7,700: -4,008 2,359 2,604 7,628 -882 6,224 4,081: 1,476 3,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.1 6.1 63.8 64.6 84.8 87.8: 15.2 12.2
Old : 100.0: 14.8 17.1 6.1 63.8 64.6 84.8 87.8: 15.2 12.2
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 : 95: 23 19 13 44 25 73 53:
Old : 95: 23 19 13 44 25 73 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 40.0 33.8 60.5 23.4 39.3 33.0 57.9
Old : 23.4 40.0 33.8 60.5 23.4 39.3 33.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 13,389: 3,895 500 0 8,459 11,343 12,354 11,843: 1,035 1,546
Old : 13,389: 3,895 500 0 8,459 11,343 12,354 11,843: 1,035 1,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 3.7 0.0 63.2 84.7 92.3 88.5: 7.7 11.5
Old : 100.0: 29.1 3.7 0.0 63.2 84.7 92.3 88.5: 7.7 11.5
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 : 20: 5 1 0 6 8 11 9:
Old : 20: 5 1 0 6 8 11 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 71.5 82.6 87.0 59.1 71.5 82.6 87.0
Old : 59.1 71.5 82.6 87.0 59.1 71.5 82.6 87.0
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, February 11, 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 : 111,884: 18,554 28,513 2,657 71,614 66,922 92,825 98,093: 19,059 13,791
Old : 111,884: 18,554 28,513 2,657 71,614 66,922 92,825 98,093: 19,059 13,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -11,379: -9,946 9,578 -652 -1,663 -24,450 -12,261 -15,524: 882 4,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 25.5 2.4 64.0 59.8 83.0 87.7: 17.0 12.3
Old : 100.0: 16.6 25.5 2.4 64.0 59.8 83.0 87.7: 17.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 22 21 11 41 21 67 49:
Old : 94: 22 21 11 41 21 67 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 : 22.1 45.1 32.8 64.1 22.1 44.9 32.8 63.9
Old : 22.1 45.1 32.8 64.1 22.1 44.9 32.8 63.9
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, February 11, 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 : 8,960: 7,142 7,377 1,211 577 347 8,930 8,935: 30 25
Old : 8,960: 7,142 7,377 1,211 577 347 8,930 8,935: 30 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 82.3 13.5 6.4 3.9 99.7 99.7: 0.3 0.3
Old : 100.0: 79.7 82.3 13.5 6.4 3.9 99.7 99.7: 0.3 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 : 20: 12 6 3 1 1 14 9:
Old : 20: 12 6 3 1 1 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 88.1 86.2 98.9 57.1 82.9 76.9 86.2
Old : 63.0 88.1 86.2 98.9 57.1 82.9 76.9 86.2
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, February 11, 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 : 45,612: 963 20,750 0 44,576 24,691 45,539 45,441: 73 171
Old : 45,612: 963 20,750 0 44,576 24,691 45,539 45,441: 73 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,914: 380 -2,745 0 -3,320 -209 -2,940 -2,954: 26 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 45.5 0.0 97.7 54.1 99.8 99.6: 0.2 0.4
Old : 100.0: 2.1 45.5 0.0 97.7 54.1 99.8 99.6: 0.2 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 : 47: 3 17 0 12 17 15 34:
Old : 47: 3 17 0 12 17 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 47.0 97.8 69.6 78.9 35.3 86.9 58.0
Old : 82.9 47.0 97.8 69.6 78.9 35.3 86.9 58.0
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, February 11, 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 : 26,773: 913 17,684 420 25,407 8,553 26,740 26,657: 33 116
Old : 26,773: 913 17,684 420 25,407 8,553 26,740 26,657: 33 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -203: 35 -947 410 -672 328 -227 -209: 24 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 66.1 1.6 94.9 31.9 99.9 99.6: 0.1 0.4
Old : 100.0: 3.4 66.1 1.6 94.9 31.9 99.9 99.6: 0.1 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 : 36: 3 15 2 7 13 12 28:
Old : 36: 3 15 2 7 13 12 28:
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 : 94.5 54.1 99.4 73.2 87.3 53.1 90.9 69.4
Old : 94.5 54.1 99.4 73.2 87.3 53.1 90.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2014