WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 523,421: 116,839 83,912 177,721 190,729 213,587 485,289 475,220: 38,133 48,201
Old : 131,047: 39,343 27,312 45,381 32,977 48,723 117,701 121,416: 13,346 9,631
Other: 392,374: 97,330 76,433 112,507 157,751 164,864 367,588 353,804: 24,786 38,570
: : :
: : Changes in Commitments from: April 8, 2014 :
: -1,518: -4,313 -733 -682 4,554 -201 -441 -1,616: -1,077 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 16.0 34.0 36.4 40.8 92.7 90.8: 7.3 9.2
Old : 100.0: 30.0 20.8 34.6 25.2 37.2 89.8 92.7: 10.2 7.3
Other: 100.0: 24.8 19.5 28.7 40.2 42.0 93.7 90.2: 6.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 112 126 162 97 117 307 319:
Old : 263: 95 65 79 72 73 200 184:
Other: 337: 80 134 136 81 108 255 288:
:----------------------------------------------------------------------------------------------------
: 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 13.4 22.6 21.5 11.7 10.7 18.3 15.1
Old : 14.3 19.1 24.8 30.0 12.2 17.1 18.4 24.4
Other: 16.8 12.7 25.9 21.0 15.0 10.4 23.3 15.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 161,992: 48,358 21,365 25,060 70,110 86,696 143,529 133,121: 18,463 28,871
Old : 30,743: 12,586 5,858 4,042 9,641 16,069 26,269 25,969: 4,474 4,774
Other: 131,249: 40,820 20,554 15,971 60,469 70,627 117,260 107,152: 13,989 24,097
: : :
: : Changes in Commitments from: April 8, 2014 :
: 946: -4,451 -649 3,040 3,135 -1,115 1,724 1,276: -778 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 13.2 15.5 43.3 53.5 88.6 82.2: 11.4 17.8
Old : 100.0: 40.9 19.1 13.1 31.4 52.3 85.4 84.5: 14.6 15.5
Other: 100.0: 31.1 15.7 12.2 46.1 53.8 89.3 81.6: 10.7 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 46 49 47 55 63 134 130:
Old : 122: 28 25 16 39 44 77 75:
Other: 172: 45 47 35 44 60 109 123:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 26.4 32.8 34.4 16.4 17.7 25.3 24.3
Old : 30.2 33.2 41.1 43.6 30.2 33.2 39.9 42.8
Other: 22.0 27.6 35.6 35.7 16.5 17.1 27.2 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 1,891,052: 423,712 101,245 532,431 765,324 937,739 1,721,467 1,571,415: 169,586 319,638
Old : 1,223,320: 352,424 195,232 257,794 505,198 610,374 1,115,416 1,063,401: 107,903 159,919
Other: 667,732: 217,085 51,810 128,840 260,126 327,364 606,050 508,014: 61,682 159,718
: : :
: : Changes in Commitments from: April 8, 2014 :
: 23,462: -8,370 165 18,971 19,294 6,303 29,894 25,439: -6,432 -1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.4 28.2 40.5 49.6 91.0 83.1: 9.0 16.9
Old : 100.0: 28.8 16.0 21.1 41.3 49.9 91.2 86.9: 8.8 13.1
Other: 100.0: 32.5 7.8 19.3 39.0 49.0 90.8 76.1: 9.2 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 206 132 221 305 381 619 640:
Old : 726: 163 157 179 271 358 544 587:
Other: 606: 143 83 124 192 327 382 488:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 12.1 16.6 18.3 7.5 8.6 13.3 12.7
Old : 13.2 12.1 21.6 19.9 10.8 11.5 18.7 17.3
Other: 13.6 16.1 24.7 22.8 13.0 12.3 22.1 16.8
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 9,511: 2,144 460 2,902 4,157 5,493 9,203 8,855: 308 656
Old : 9,443: 2,157 460 2,872 4,157 5,493 9,186 8,825: 257 618
Other: 68: 0 13 17 0 0 17 30: 51 38
: : :
: : Changes in Commitments from: April 8, 2014 :
: -781: 229 -351 -299 -705 3 -775 -647: -6 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.8 30.5 43.7 57.8 96.8 93.1: 3.2 6.9
Old : 100.0: 22.8 4.9 30.4 44.0 58.2 97.3 93.5: 2.7 6.5
Other: 100.0: 0.0 18.9 25.1 0.0 0.0 25.1 43.9: 74.9 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 5 8 6 9 14 20:
Old : 22: 6 5 8 6 9 14 20:
Other: 1: 0 1 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 54.6 45.1 80.3 66.5 37.7 38.9 48.7 46.8
Old : 55.0 45.1 80.7 66.7 38.0 39.2 49.2 47.2
Other: 25.1 43.9 25.1 43.9 0.0 18.9 0.0 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,048: 1,620 539 1,708 4,350 6,236 7,678 8,484: 2,370 1,564
Old : 3,457: 787 277 496 1,214 1,948 2,497 2,721: 960 736
Other: 6,592: 1,013 442 1,032 3,136 4,289 5,181 5,764: 1,411 828
: : :
: : Changes in Commitments from: April 8, 2014 :
: -264: -166 -59 75 -87 -464 -178 -448: -85 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.4 17.0 43.3 62.1 76.4 84.4: 23.6 15.6
Old : 100.0: 22.8 8.0 14.4 35.1 56.3 72.2 78.7: 27.8 21.3
Other: 100.0: 15.4 6.7 15.7 47.6 65.1 78.6 87.4: 21.4 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 4 8 14 13 32 22:
Old : 26: 8 4 6 7 11 17 19:
Other: 35: 10 8 8 13 11 30 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 41.3 46.2 66.2 24.8 36.1 31.2 47.2
Old : 36.5 41.6 52.9 58.2 33.3 34.5 45.4 48.8
Other: 35.6 48.4 52.8 77.6 29.7 44.1 38.9 55.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 901,130: 262,565 68,002 269,124 303,902 448,436 835,592 785,563: 65,538 115,567
Old : 574,666: 215,993 51,962 154,774 160,674 316,946 531,441 523,681: 43,225 50,984
Other: 326,464: 79,224 48,692 81,699 143,229 131,490 304,151 261,881: 22,313 64,583
: : :
: : Changes in Commitments from: April 8, 2014 :
: 52,827: 5,545 -518 33,881 12,512 16,982 51,939 50,345: 888 2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.5 29.9 33.7 49.8 92.7 87.2: 7.3 12.8
Old : 100.0: 37.6 9.0 26.9 28.0 55.2 92.5 91.1: 7.5 8.9
Other: 100.0: 24.3 14.9 25.0 43.9 40.3 93.2 80.2: 6.8 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 212 169 239 151 210 493 503:
Old : 573: 193 158 191 131 198 428 449:
Other: 449: 121 129 139 107 164 307 359:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 12.8 15.0 20.4 6.1 10.1 11.6 14.7
Old : 9.3 15.2 17.3 23.4 8.9 13.5 15.5 19.7
Other: 13.6 13.8 22.6 21.4 13.1 10.9 20.3 16.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 388,997: 99,526 61,132 75,405 175,487 223,746 350,419 360,283: 38,578 28,714
Old : 289,916: 86,138 68,179 49,526 126,204 148,693 261,867 266,398: 28,049 23,519
Other: 99,081: 29,753 9,317 9,515 49,284 75,053 88,552 93,885: 10,529 5,196
: : :
: : Changes in Commitments from: April 8, 2014 :
: 12,876: 4,670 -7,983 6,672 288 14,282 11,630 12,971: 1,246 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.7 19.4 45.1 57.5 90.1 92.6: 9.9 7.4
Old : 100.0: 29.7 23.5 17.1 43.5 51.3 90.3 91.9: 9.7 8.1
Other: 100.0: 30.0 9.4 9.6 49.7 75.7 89.4 94.8: 10.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 83 74 88 89 86 223 208:
Old : 272: 75 78 73 84 84 202 200:
Other: 154: 49 33 30 54 41 122 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 30.3 21.2 39.0 10.3 22.6 17.3 30.6
Old : 15.3 22.9 24.4 31.2 10.9 18.2 19.2 24.6
Other: 19.1 54.7 29.2 66.4 19.1 52.5 29.1 62.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 854,825: 91,501 57,792 68,518 505,433 531,604 665,451 657,914: 189,373 196,911
Old : 854,825: 91,501 57,792 68,518 505,433 531,604 665,451 657,914: 189,373 196,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 37,995: 5,843 -2,637 12,249 9,990 5,512 28,082 15,124: 9,913 22,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.8 8.0 59.1 62.2 77.8 77.0: 22.2 23.0
Old : 100.0: 10.7 6.8 8.0 59.1 62.2 77.8 77.0: 22.2 23.0
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 : 180: 37 33 43 87 92 146 146:
Old : 180: 37 33 43 87 92 146 146:
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 : 20.4 15.3 30.2 23.9 18.7 8.8 23.9 15.3
Old : 20.4 15.3 30.2 23.9 18.7 8.8 23.9 15.3
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, April 15, 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 : 492,509: 52,982 52,652 2,504 339,317 344,331 394,803 399,486: 97,705 93,023
Old : 492,509: 52,982 52,652 2,504 339,317 344,331 394,803 399,486: 97,705 93,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 9,061: 3,959 -5,114 -149 -1,362 11,843 2,448 6,580: 6,614 2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 0.5 68.9 69.9 80.2 81.1: 19.8 18.9
Old : 100.0: 10.8 10.7 0.5 68.9 69.9 80.2 81.1: 19.8 18.9
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 : 79: 9 13 9 42 41 57 57:
Old : 79: 9 13 9 42 41 57 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 : 26.2 37.5 42.1 51.1 23.0 36.4 35.3 47.4
Old : 26.2 37.5 42.1 51.1 23.0 36.4 35.3 47.4
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, April 15, 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 : 6,830: 971 756 1,110 4,405 4,701 6,486 6,567: 344 263
Old : 6,830: 971 756 1,110 4,405 4,701 6,486 6,567: 344 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 354: -20 -96 94 368 408 442 406: -88 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.1 16.3 64.5 68.8 95.0 96.1: 5.0 3.9
Old : 100.0: 14.2 11.1 16.3 64.5 68.8 95.0 96.1: 5.0 3.9
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 : 47: 14 5 6 19 22 36 32:
Old : 47: 14 5 6 19 22 36 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 : 46.0 37.5 66.4 58.1 23.3 22.7 31.8 32.2
Old : 46.0 37.5 66.4 58.1 23.3 22.7 31.8 32.2
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, April 15, 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 : 397,270: 117,986 54,864 68,421 151,961 242,855 338,368 366,139: 58,902 31,131
Old : 289,000: 103,636 46,637 47,922 92,782 172,660 244,341 267,219: 44,659 21,781
Other: 108,271: 21,528 15,405 13,321 59,179 70,195 94,028 98,920: 14,243 9,350
: : :
: : Changes in Commitments from: April 8, 2014 :
: 8,465: 6,907 -194 -1,430 1,499 8,846 6,976 7,222: 1,490 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 13.8 17.2 38.3 61.1 85.2 92.2: 14.8 7.8
Old : 100.0: 35.9 16.1 16.6 32.1 59.7 84.5 92.5: 15.5 7.5
Other: 100.0: 19.9 14.2 12.3 54.7 64.8 86.8 91.4: 13.2 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 88 70 68 98 104 231 201:
Old : 273: 86 61 59 92 97 215 185:
Other: 165: 32 41 27 69 62 121 110:
:----------------------------------------------------------------------------------------------------
: 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 26.1 16.2 36.8 7.1 22.7 12.3 29.2
Old : 10.9 24.6 18.6 33.6 9.6 22.1 16.2 29.2
Other: 17.2 36.9 29.8 50.5 16.9 31.9 26.6 42.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 9,372: 1,802 731 914 4,400 6,459 7,116 8,104: 2,256 1,268
Old : 7,447: 1,663 892 598 3,475 4,972 5,737 6,462: 1,711 985
Other: 1,924: 303 3 150 925 1,488 1,379 1,641: 545 283
: : :
: : Changes in Commitments from: April 8, 2014 :
: -39: 322 -10 -161 -93 99 68 -73: -108 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.8 9.7 47.0 68.9 75.9 86.5: 24.1 13.5
Old : 100.0: 22.3 12.0 8.0 46.7 66.8 77.0 86.8: 23.0 13.2
Other: 100.0: 15.8 0.2 7.8 48.1 77.3 71.7 85.3: 28.3 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 8 7 20 20 38 31:
Old : 44: 12 9 7 15 17 32 28:
Other: 26: 7 2 5 13 11 22 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 52.8 47.6 67.2 29.6 47.7 37.7 54.1
Old : 36.3 58.2 53.3 72.0 36.0 53.1 49.3 61.9
Other: 36.5 59.2 51.1 75.7 31.8 52.3 44.9 64.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 1,163,320: 177,140 215,681 72,921 806,058 752,946 1,056,119 1,041,548: 107,201 121,772
Old : 1,163,320: 177,140 215,681 72,921 806,058 752,946 1,056,119 1,041,548: 107,201 121,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 35,838: 27,856 -10,328 9,668 -10,069 39,036 27,454 38,377: 8,384 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 18.5 6.3 69.3 64.7 90.8 89.5: 9.2 10.5
Old : 100.0: 15.2 18.5 6.3 69.3 64.7 90.8 89.5: 9.2 10.5
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 : 244: 46 41 35 92 126 151 189:
Old : 244: 46 41 35 92 126 151 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 19.9 39.7 28.5 28.0 18.2 33.9 26.0
Old : 30.2 19.9 39.7 28.5 28.0 18.2 33.9 26.0
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, April 15, 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 : 3,134,692: 330,074 416,144 359,716 2,120,514 1,860,287 2,810,305 2,636,147: 324,387 498,545
Old : 3,134,692: 330,074 416,144 359,716 2,120,514 1,860,287 2,810,305 2,636,147: 324,387 498,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 14,214: 40,866 23,417 33,593 -99,058 -48,097 -24,599 8,913: 38,813 5,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.3 11.5 67.6 59.3 89.7 84.1: 10.3 15.9
Old : 100.0: 10.5 13.3 11.5 67.6 59.3 89.7 84.1: 10.3 15.9
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 : 375: 67 90 88 169 193 288 319:
Old : 375: 67 90 88 169 193 288 319:
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 : 24.5 13.8 36.6 20.6 23.5 11.9 33.3 15.7
Old : 24.5 13.8 36.6 20.6 23.5 11.9 33.3 15.7
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, April 15, 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 : 2,328,345: 242,270 342,212 190,027 1,674,705 1,418,279 2,107,002 1,950,518: 221,343 377,827
Old : 2,328,345: 242,270 342,212 190,027 1,674,705 1,418,279 2,107,002 1,950,518: 221,343 377,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 6,315: -9,599 -17,542 34,132 -31,464 6,124 -6,931 22,715: 13,247 -16,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.7 8.2 71.9 60.9 90.5 83.8: 9.5 16.2
Old : 100.0: 10.4 14.7 8.2 71.9 60.9 90.5 83.8: 9.5 16.2
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 : 290: 39 70 48 120 156 190 243:
Old : 290: 39 70 48 120 156 190 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 14.9 42.7 24.0 31.7 13.0 40.5 19.2
Old : 33.1 14.9 42.7 24.0 31.7 13.0 40.5 19.2
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, April 15, 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 : 325,376: 14,878 70,596 52,523 227,888 144,863 295,290 267,983: 30,087 57,393
Old : 325,376: 14,878 70,596 52,523 227,888 144,863 295,290 267,983: 30,087 57,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 13,124: 3,922 2,227 627 9,987 10,066 14,535 12,919: -1,411 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 21.7 16.1 70.0 44.5 90.8 82.4: 9.2 17.6
Old : 100.0: 4.6 21.7 16.1 70.0 44.5 90.8 82.4: 9.2 17.6
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 : 76: 10 25 19 39 36 62 67:
Old : 76: 10 25 19 39 36 62 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 : 44.2 20.4 55.0 30.4 36.8 16.1 42.6 22.8
Old : 44.2 20.4 55.0 30.4 36.8 16.1 42.6 22.8
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, April 15, 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 : 55,420: 12,226 12,572 817 35,182 34,798 48,225 48,188: 7,195 7,233
Old : 55,420: 12,226 12,572 817 35,182 34,798 48,225 48,188: 7,195 7,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: -4,638: -1,483 -1,948 118 -2,267 -2,927 -3,632 -4,757: -1,006 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.7 1.5 63.5 62.8 87.0 86.9: 13.0 13.1
Old : 100.0: 22.1 22.7 1.5 63.5 62.8 87.0 86.9: 13.0 13.1
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 : 109: 29 25 12 41 23 77 53:
Old : 109: 29 25 12 41 23 77 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 : 25.1 39.7 38.0 58.7 25.1 39.6 38.0 58.5
Old : 25.1 39.7 38.0 58.7 25.1 39.6 38.0 58.5
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, April 15, 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 : 110,841: 24,453 25,145 1,634 70,364 69,597 96,451 96,376: 14,390 14,465
Old : 110,841: 24,453 25,145 1,634 70,364 69,597 96,451 96,376: 14,390 14,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: -9,275: -2,966 -3,896 236 -4,533 -5,854 -7,263 -9,514: -2,012 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.7 1.5 63.5 62.8 87.0 86.9: 13.0 13.1
Old : 100.0: 22.1 22.7 1.5 63.5 62.8 87.0 86.9: 13.0 13.1
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 : 109: 29 25 12 41 23 77 53:
Old : 109: 29 25 12 41 23 77 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 : 25.1 39.7 38.0 58.7 25.1 39.6 38.0 58.5
Old : 25.1 39.7 38.0 58.7 25.1 39.6 38.0 58.5
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, April 15, 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 : 16,527: 13,812 13,613 1,150 1,527 1,763 16,489 16,526: 38 1
Old : 16,527: 13,812 13,613 1,150 1,527 1,763 16,489 16,526: 38 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 858: 804 -130 54 0 936 858 860: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 82.4 7.0 9.2 10.7 99.8 100.0: 0.2 0.0
Old : 100.0: 83.6 82.4 7.0 9.2 10.7 99.8 100.0: 0.2 0.0
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 : 23: 16 5 3 1 1 18 8:
Old : 23: 16 5 3 1 1 18 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 : 66.5 95.5 84.7 100.0 64.1 91.8 81.6 93.0
Old : 66.5 95.5 84.7 100.0 64.1 91.8 81.6 93.0
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, April 15, 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 : 50,257: 3,094 21,203 186 46,878 28,712 50,158 50,101: 99 156
Old : 50,257: 3,094 21,203 186 46,878 28,712 50,158 50,101: 99 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 3,104: 482 5,758 -15 2,637 -2,659 3,104 3,084: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 42.2 0.4 93.3 57.1 99.8 99.7: 0.2 0.3
Old : 100.0: 6.2 42.2 0.4 93.3 57.1 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 : 42: 4 13 1 13 14 17 28:
Old : 42: 4 13 1 13 14 17 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 : 82.2 50.4 98.3 73.0 80.0 41.3 88.9 63.3
Old : 82.2 50.4 98.3 73.0 80.0 41.3 88.9 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 45,722: 1,268 28,029 0 44,380 17,426 45,648 45,455: 74 267
Old : 45,722: 1,268 28,029 0 44,380 17,426 45,648 45,455: 74 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 3,272: 493 13,529 -634 3,373 -9,700 3,232 3,195: 40 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 61.3 0.0 97.1 38.1 99.8 99.4: 0.2 0.6
Old : 100.0: 2.8 61.3 0.0 97.1 38.1 99.8 99.4: 0.2 0.6
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 : 40: 5 15 0 9 13 14 28:
Old : 40: 5 15 0 9 13 14 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 : 89.7 60.7 98.6 80.2 89.7 60.7 94.1 79.1
Old : 89.7 60.7 98.6 80.2 89.7 60.7 94.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 18, 2014