WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 473,752: 113,220 131,269 128,418 196,141 164,949 437,779 424,635: 35,974 49,117
Old : 256,109: 96,354 117,645 37,972 101,751 74,227 236,077 229,844: 20,032 26,265
Other: 217,643: 55,432 52,190 51,879 94,390 90,722 201,701 194,791: 15,942 22,852
: : :
: : Changes in Commitments from: February 18, 2014 :
: -82,893: -7,395 -22,723 -44,137 -28,309 -16,196 -79,840 -83,056: -3,053 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 27.7 27.1 41.4 34.8 92.4 89.6: 7.6 10.4
Old : 100.0: 37.6 45.9 14.8 39.7 29.0 92.2 89.7: 7.8 10.3
Other: 100.0: 25.5 24.0 23.8 43.4 41.7 92.7 89.5: 7.3 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 107 129 129 94 100 277 295:
Old : 327: 121 99 88 79 76 235 229:
Other: 250: 49 99 73 68 85 171 208:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 11.2 25.2 19.1 13.6 10.2 20.9 16.8
Old : 16.3 18.2 27.0 29.1 16.0 17.8 26.5 28.3
Other: 23.0 15.5 33.4 25.4 15.0 9.3 24.0 14.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 142,896: 49,691 32,136 15,841 63,268 69,088 128,800 117,065: 14,096 25,831
Old : 83,809: 39,419 19,954 5,219 31,746 45,971 76,384 71,144: 7,425 12,665
Other: 59,087: 14,381 16,291 6,513 31,522 23,117 52,416 45,921: 6,672 13,166
: : :
: : Changes in Commitments from: February 18, 2014 :
: -12,302: 1,028 -1,583 -6,469 -4,212 -1,545 -9,653 -9,597: -2,650 -2,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 22.5 11.1 44.3 48.3 90.1 81.9: 9.9 18.1
Old : 100.0: 47.0 23.8 6.2 37.9 54.9 91.1 84.9: 8.9 15.1
Other: 100.0: 24.3 27.6 11.0 53.3 39.1 88.7 77.7: 11.3 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 52 49 39 56 56 129 125:
Old : 160: 49 37 25 44 49 107 98:
Other: 134: 18 45 23 45 49 82 99:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 24.2 30.7 32.4 17.7 20.1 28.5 26.7
Old : 23.6 33.8 35.5 42.2 23.6 33.6 35.5 41.2
Other: 25.5 18.4 40.7 27.2 25.0 17.7 40.0 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 1,652,554: 378,628 211,575 413,259 699,192 719,178 1,491,079 1,344,012: 161,475 308,543
Old : 1,216,755: 321,904 243,129 244,449 527,221 544,498 1,093,574 1,032,075: 123,182 184,680
Other: 435,799: 135,183 46,906 90,351 171,971 174,680 397,505 311,936: 38,294 123,862
: : :
: : Changes in Commitments from: February 18, 2014 :
: -121,759: 23,280 -35,723 -75,019 -62,131 -13,078 -113,870 -123,820: -7,889 2,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 12.8 25.0 42.3 43.5 90.2 81.3: 9.8 18.7
Old : 100.0: 26.5 20.0 20.1 43.3 44.7 89.9 84.8: 10.1 15.2
Other: 100.0: 31.0 10.8 20.7 39.5 40.1 91.2 71.6: 8.8 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 169 164 195 269 329 551 591:
Old : 696: 142 178 156 260 313 505 553:
Other: 517: 118 80 105 133 280 291 430:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.5 11.7 16.8 17.4 8.3 8.7 14.9 12.7
Old : 11.5 11.9 19.8 18.3 10.3 10.2 18.4 14.8
Other: 14.5 15.4 24.5 21.6 13.5 12.9 22.3 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 11,842: 3,143 628 1,023 4,729 7,601 8,895 9,251: 2,947 2,591
Old : 8,645: 3,192 453 484 2,849 5,604 6,526 6,541: 2,120 2,104
Other: 3,197: 119 342 371 1,880 1,997 2,370 2,710: 827 487
: : :
: : Changes in Commitments from: February 18, 2014 :
: -1,913: 89 214 -884 -1,082 -1,388 -1,877 -2,057: -36 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.3 8.6 39.9 64.2 75.1 78.1: 24.9 21.9
Old : 100.0: 36.9 5.2 5.6 33.0 64.8 75.5 75.7: 24.5 24.3
Other: 100.0: 3.7 10.7 11.6 58.8 62.5 74.1 84.8: 25.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 6 6 16 13 34 21:
Old : 38: 13 6 5 15 13 32 20:
Other: 20: 2 6 5 8 10 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 39.0 49.0 56.7 27.6 31.7 38.3 43.7
Old : 35.0 44.2 51.7 60.8 32.5 35.9 46.4 51.9
Other: 53.6 54.2 69.6 72.3 45.1 46.3 49.2 58.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 834,272: 284,738 56,395 203,722 277,510 454,302 765,970 714,419: 68,302 119,853
Old : 618,799: 263,177 46,516 120,986 183,885 379,850 568,048 547,352: 50,751 71,447
Other: 215,473: 58,774 47,091 45,524 93,624 74,452 197,922 167,067: 17,551 48,406
: : :
: : Changes in Commitments from: February 18, 2014 :
: -24,138: 4,306 -7,296 -29,733 850 11,286 -24,577 -25,743: 439 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 6.8 24.4 33.3 54.5 91.8 85.6: 8.2 14.4
Old : 100.0: 42.5 7.5 19.6 29.7 61.4 91.8 88.5: 8.2 11.5
Other: 100.0: 27.3 21.9 21.1 43.5 34.6 91.9 77.5: 8.1 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 199 147 210 152 196 466 464:
Old : 551: 184 147 187 131 188 421 434:
Other: 389: 113 94 105 101 135 264 289:
:----------------------------------------------------------------------------------------------------
: 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 : 7.0 17.1 13.5 25.1 6.9 14.2 12.7 20.2
Old : 9.3 20.3 17.4 30.4 9.3 17.7 16.9 26.8
Other: 13.8 17.5 23.0 25.9 13.1 13.9 21.2 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 333,506: 86,354 85,036 53,232 159,509 161,914 299,095 300,181: 34,411 33,324
Old : 279,350: 79,694 86,617 39,923 132,636 123,875 252,252 250,415: 27,097 28,935
Other: 54,156: 14,518 6,278 5,450 26,874 38,038 46,843 49,767: 7,313 4,389
: : :
: : Changes in Commitments from: February 18, 2014 :
: -50,711: -3,153 -19,140 -24,360 -20,957 -3,031 -48,470 -46,531: -2,241 -4,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 25.5 16.0 47.8 48.5 89.7 90.0: 10.3 10.0
Old : 100.0: 28.5 31.0 14.3 47.5 44.3 90.3 89.6: 9.7 10.4
Other: 100.0: 26.8 11.6 10.1 49.6 70.2 86.5 91.9: 13.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 82 82 78 86 78 212 205:
Old : 279: 84 84 69 85 76 205 198:
Other: 120: 36 23 24 45 25 94 60:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 22.1 19.2 30.2 10.2 17.0 18.2 24.9
Old : 11.7 17.6 21.2 26.6 11.3 13.5 20.2 22.3
Other: 17.6 46.0 30.3 59.1 14.8 41.1 26.5 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 835,934: 85,372 37,248 46,026 499,724 516,472 631,122 599,746: 204,812 236,188
Old : 835,934: 85,372 37,248 46,026 499,724 516,472 631,122 599,746: 204,812 236,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 24,473: -2,347 -5,615 -15,848 10,771 4,335 -7,424 -17,127: 31,897 41,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.5 5.5 59.8 61.8 75.5 71.7: 24.5 28.3
Old : 100.0: 10.2 4.5 5.5 59.8 61.8 75.5 71.7: 24.5 28.3
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 : 153: 29 24 36 77 82 124 126:
Old : 153: 29 24 36 77 82 124 126:
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 : 23.1 20.0 32.2 27.2 17.0 13.1 22.9 19.0
Old : 23.1 20.0 32.2 27.2 17.0 13.1 22.9 19.0
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 25, 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 : 484,131: 46,297 59,300 891 349,653 321,656 396,841 381,847: 87,290 102,284
Old : 484,131: 46,297 59,300 891 349,653 321,656 396,841 381,847: 87,290 102,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 31,552: 1,087 -296 -31 22,328 23,175 23,383 22,848: 8,169 8,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.2 0.2 72.2 66.4 82.0 78.9: 18.0 21.1
Old : 100.0: 9.6 12.2 0.2 72.2 66.4 82.0 78.9: 18.0 21.1
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 : 78: 7 12 5 46 45 56 59:
Old : 78: 7 12 5 46 45 56 59:
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 : 25.5 33.5 41.2 48.5 21.9 31.4 33.8 41.8
Old : 25.5 33.5 41.2 48.5 21.9 31.4 33.8 41.8
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 25, 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 : 5,573: 1,090 1,448 383 3,575 3,576 5,048 5,407: 525 166
Old : 5,573: 1,090 1,448 383 3,575 3,576 5,048 5,407: 525 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 7: 23 -14 106 -4 69 125 161: -118 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 26.0 6.9 64.1 64.2 90.6 97.0: 9.4 3.0
Old : 100.0: 19.6 26.0 6.9 64.1 64.2 90.6 97.0: 9.4 3.0
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 : 46: 13 6 5 19 19 35 29:
Old : 46: 13 6 5 19 19 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 46.4 53.8 70.7 16.7 36.9 29.2 46.4
Old : 35.4 46.4 53.8 70.7 16.7 36.9 29.2 46.4
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 25, 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 : 354,765: 117,245 53,897 49,749 134,236 220,451 301,230 324,097: 53,535 30,668
Old : 285,770: 107,850 48,961 36,525 95,808 175,190 240,183 260,676: 45,587 25,095
Other: 68,995: 13,156 8,697 9,463 38,428 45,261 61,047 63,422: 7,947 5,573
: : :
: : Changes in Commitments from: February 18, 2014 :
: -8,462: 1,531 253 -5,951 1,034 -284 -3,386 -5,981: -5,076 -2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 15.2 14.0 37.8 62.1 84.9 91.4: 15.1 8.6
Old : 100.0: 37.7 17.1 12.8 33.5 61.3 84.0 91.2: 16.0 8.8
Other: 100.0: 19.1 12.6 13.7 55.7 65.6 88.5 91.9: 11.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 91 55 63 87 97 216 185:
Old : 264: 96 47 59 82 95 204 182:
Other: 135: 22 32 24 63 50 104 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.9 29.5 15.7 39.4 7.7 25.1 14.0 32.0
Old : 10.1 28.3 17.9 37.9 9.5 25.6 17.0 33.7
Other: 16.5 35.5 29.0 52.0 15.0 26.4 25.4 39.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 7,941: 1,137 923 233 4,393 5,352 5,763 6,508: 2,178 1,433
Old : 7,013: 1,119 977 124 3,925 4,779 5,168 5,881: 1,845 1,132
Other: 928: 73 0 54 468 573 595 627: 333 301
: : :
: : Changes in Commitments from: February 18, 2014 :
: -548: 165 -290 -355 -427 345 -616 -300: 68 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.6 2.9 55.3 67.4 72.6 81.9: 27.4 18.1
Old : 100.0: 15.9 13.9 1.8 56.0 68.2 73.7 83.9: 26.3 16.1
Other: 100.0: 7.9 0.0 5.9 50.4 61.7 64.1 67.5: 35.9 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 7 5 18 15 31 24:
Old : 40: 9 8 5 16 13 29 22:
Other: 13: 3 0 2 7 6 10 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 : 36.8 56.6 50.3 67.1 34.6 54.4 45.3 62.3
Old : 40.4 61.3 53.7 72.1 40.4 58.9 52.3 67.4
Other: 59.5 53.8 63.7 67.5 51.4 53.5 54.0 57.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 1,033,462: 193,885 182,952 45,564 671,929 683,858 911,378 912,373: 122,084 121,089
Old : 1,033,462: 193,885 182,952 45,564 671,929 683,858 911,378 912,373: 122,084 121,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 73,957: 14,957 6,213 4,225 47,304 53,677 66,485 64,114: 7,472 9,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.7 4.4 65.0 66.2 88.2 88.3: 11.8 11.7
Old : 100.0: 18.8 17.7 4.4 65.0 66.2 88.2 88.3: 11.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 49 35 35 101 116 166 170:
Old : 232: 49 35 35 101 116 166 170:
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 : 22.9 24.6 32.5 37.0 12.6 20.3 20.0 28.2
Old : 22.9 24.6 32.5 37.0 12.6 20.3 20.0 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 2,931,477: 328,866 340,300 245,399 2,009,565 1,836,373 2,583,830 2,422,073: 347,646 509,404
Old : 2,931,477: 328,866 340,300 245,399 2,009,565 1,836,373 2,583,830 2,422,073: 347,646 509,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: -136,706: -38,477 -35,076 -90,486 -49,533 -48,740 -178,496 -174,301: 41,789 37,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.6 8.4 68.6 62.6 88.1 82.6: 11.9 17.4
Old : 100.0: 11.2 11.6 8.4 68.6 62.6 88.1 82.6: 11.9 17.4
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 : 343: 63 73 77 164 183 270 291:
Old : 343: 63 73 77 164 183 270 291:
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 : 24.9 17.4 35.5 24.1 23.1 14.1 32.7 18.7
Old : 24.9 17.4 35.5 24.1 23.1 14.1 32.7 18.7
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 25, 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 : 2,304,425: 215,849 302,706 129,310 1,630,861 1,406,695 1,976,020 1,838,711: 328,405 465,713
Old : 2,304,425: 215,849 302,706 129,310 1,630,861 1,406,695 1,976,020 1,838,711: 328,405 465,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: -41,282: -42,575 -6,665 -86,533 -9,755 -58,135 -138,863 -151,334: 97,582 110,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.1 5.6 70.8 61.0 85.7 79.8: 14.3 20.2
Old : 100.0: 9.4 13.1 5.6 70.8 61.0 85.7 79.8: 14.3 20.2
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 : 252: 37 53 46 109 137 172 211:
Old : 252: 37 53 46 109 137 172 211:
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 : 31.8 13.3 43.4 21.4 30.4 11.6 37.3 17.4
Old : 31.8 13.3 43.4 21.4 30.4 11.6 37.3 17.4
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 25, 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 : 326,846: 16,952 45,780 50,169 229,864 186,667 296,985 282,616: 29,861 44,230
Old : 326,846: 16,952 45,780 50,169 229,864 186,667 296,985 282,616: 29,861 44,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 11,301: 1,725 -1,781 4,279 6,345 10,543 12,349 13,040: -1,048 -1,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.0 15.3 70.3 57.1 90.9 86.5: 9.1 13.5
Old : 100.0: 5.2 14.0 15.3 70.3 57.1 90.9 86.5: 9.1 13.5
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 : 73: 11 17 17 35 43 56 67:
Old : 73: 11 17 17 35 43 56 67:
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 : 41.7 22.5 55.9 34.9 31.2 19.3 40.2 26.6
Old : 41.7 22.5 55.9 34.9 31.2 19.3 40.2 26.6
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 25, 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 : 62,143: 15,081 11,368 728 36,383 43,078 52,191 55,174: 9,951 6,968
Old : 62,143: 15,081 11,368 728 36,383 43,078 52,191 55,174: 9,951 6,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 3,815: 2,321 -2,140 -542 1,428 6,818 3,207 4,136: 608 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.3 1.2 58.5 69.3 84.0 88.8: 16.0 11.2
Old : 100.0: 24.3 18.3 1.2 58.5 69.3 84.0 88.8: 16.0 11.2
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 : 98: 24 19 8 41 27 68 51:
Old : 98: 24 19 8 41 27 68 51:
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 : 24.1 45.3 39.2 66.7 24.1 45.0 39.2 66.4
Old : 24.1 45.3 39.2 66.7 24.1 45.0 39.2 66.4
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 25, 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 : 124,285: 30,161 22,736 1,456 72,765 86,156 104,383 110,349: 19,902 13,936
Old : 124,285: 30,161 22,736 1,456 72,765 86,156 104,383 110,349: 19,902 13,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 7,630: 4,643 -4,281 -1,084 2,855 13,636 6,414 8,271: 1,217 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.3 1.2 58.5 69.3 84.0 88.8: 16.0 11.2
Old : 100.0: 24.3 18.3 1.2 58.5 69.3 84.0 88.8: 16.0 11.2
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 : 98: 24 19 8 41 27 68 51:
Old : 98: 24 19 8 41 27 68 51:
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 : 24.1 45.3 39.2 66.7 24.1 45.0 39.2 66.4
Old : 24.1 45.3 39.2 66.7 24.1 45.0 39.2 66.4
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 25, 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 : 10,366: 8,372 6,858 1,206 758 2,233 10,336 10,297: 30 69
Old : 10,366: 8,372 6,858 1,206 758 2,233 10,336 10,297: 30 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 1,017: 835 -870 1 181 1,886 1,017 1,017: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 66.2 11.6 7.3 21.5 99.7 99.3: 0.3 0.7
Old : 100.0: 80.8 66.2 11.6 7.3 21.5 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 15 5 3 1 1 17 8:
Old : 22: 15 5 3 1 1 17 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 : 56.0 90.2 78.2 99.3 51.6 85.6 71.6 87.7
Old : 56.0 90.2 78.2 99.3 51.6 85.6 71.6 87.7
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 25, 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 : 45,152: 1,117 20,740 0 43,982 24,223 45,099 44,963: 53 189
Old : 45,152: 1,117 20,740 0 43,982 24,223 45,099 44,963: 53 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: -16: -59 86 0 57 -108 -2 -22: -14 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 45.9 0.0 97.4 53.6 99.9 99.6: 0.1 0.4
Old : 100.0: 2.5 45.9 0.0 97.4 53.6 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 : 48: 5 16 0 13 16 18 32:
Old : 48: 5 16 0 13 16 18 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 48.3 97.7 71.2 78.4 36.5 86.8 59.4
Old : 82.5 48.3 97.7 71.2 78.4 36.5 86.8 59.4
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 25, 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 : 27,907: 1,030 18,359 405 26,404 9,051 27,839 27,815: 68 92
Old : 27,907: 1,030 18,359 405 26,404 9,051 27,839 27,815: 68 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 924: 95 130 0 826 817 921 947: 3 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 65.8 1.5 94.6 32.4 99.8 99.7: 0.2 0.3
Old : 100.0: 3.7 65.8 1.5 94.6 32.4 99.8 99.7: 0.2 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 : 36: 4 14 1 6 14 10 29:
Old : 36: 4 14 1 6 14 10 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.4 50.7 99.5 71.2 87.5 49.7 91.2 67.9
Old : 94.4 50.7 99.5 71.2 87.5 49.7 91.2 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2014