WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 517,972: 110,520 85,811 178,481 195,802 206,623 484,802 470,915: 33,170 47,058
Old : 95,810: 21,831 11,505 39,970 27,461 37,727 89,262 89,202: 6,548 6,608
Other: 422,162: 103,730 89,348 123,469 168,341 168,896 395,540 381,713: 26,622 40,449
: : :
: : Changes in Commitments from: April 15, 2014 :
: -5,449: -6,320 1,899 760 5,073 -6,964 -487 -4,305: -4,962 -1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.6 34.5 37.8 39.9 93.6 90.9: 6.4 9.1
Old : 100.0: 22.8 12.0 41.7 28.7 39.4 93.2 93.1: 6.8 6.9
Other: 100.0: 24.6 21.2 29.2 39.9 40.0 93.7 90.4: 6.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 117 122 160 101 116 303 325:
Old : 231: 76 59 70 66 66 173 164:
Other: 359: 96 139 140 85 107 269 302:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.9 23.0 21.4 11.5 10.2 18.3 14.6
Old : 17.0 17.8 28.4 29.4 10.8 13.4 17.6 19.5
Other: 16.0 12.6 24.9 20.7 13.9 10.3 22.1 15.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 157,666: 50,127 21,170 22,429 67,307 85,554 139,864 129,152: 17,802 28,513
Old : 20,240: 6,366 675 4,118 6,803 11,910 17,287 16,702: 2,953 3,537
Other: 137,426: 45,721 22,454 16,352 60,504 73,644 122,577 112,450: 14,850 24,976
: : :
: : Changes in Commitments from: April 15, 2014 :
: -4,327: 1,769 -195 -2,631 -2,803 -1,142 -3,665 -3,969: -661 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 13.4 14.2 42.7 54.3 88.7 81.9: 11.3 18.1
Old : 100.0: 31.5 3.3 20.3 33.6 58.8 85.4 82.5: 14.6 17.5
Other: 100.0: 33.3 16.3 11.9 44.0 53.6 89.2 81.8: 10.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 46 41 37 56 64 124 123:
Old : 96: 19 15 14 32 42 57 65:
Other: 167: 41 44 31 45 60 107 116:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 25.6 34.6 35.2 17.0 18.0 26.1 25.0
Old : 28.2 24.9 42.1 37.7 26.8 24.9 39.9 35.3
Other: 23.0 27.2 36.7 36.7 17.8 18.2 28.2 25.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 1,866,548: 414,055 107,960 538,952 752,232 899,785 1,705,239 1,546,696: 161,309 319,851
Old : 1,196,680: 340,487 197,083 263,953 491,381 581,285 1,095,820 1,042,320: 100,859 154,360
Other: 669,868: 217,421 54,730 131,146 260,851 318,500 609,419 504,376: 60,449 165,492
: : :
: : Changes in Commitments from: April 15, 2014 :
: -24,504: -9,657 6,714 6,521 -13,091 -37,954 -16,228 -24,718: -8,277 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.8 28.9 40.3 48.2 91.4 82.9: 8.6 17.1
Old : 100.0: 28.5 16.5 22.1 41.1 48.6 91.6 87.1: 8.4 12.9
Other: 100.0: 32.5 8.2 19.6 38.9 47.5 91.0 75.3: 9.0 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 203 149 236 312 383 638 662:
Old : 738: 165 165 185 277 355 556 599:
Other: 624: 151 84 130 196 336 394 505:
:----------------------------------------------------------------------------------------------------
: 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 11.5 17.0 17.7 7.7 7.6 13.6 11.5
Old : 13.3 11.9 21.8 19.5 11.0 10.9 19.1 16.8
Other: 12.7 14.8 23.3 21.6 12.3 11.2 20.7 15.8
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 9,476: 2,189 402 2,941 4,055 5,515 9,184 8,858: 292 618
Old : 9,406: 2,198 402 2,913 4,055 5,515 9,165 8,830: 240 576
Other: 70: 0 9 19 0 0 19 28: 52 43
: : :
: : Changes in Commitments from: April 15, 2014 :
: -35: 45 -58 39 -102 22 -19 3: -17 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.2 31.0 42.8 58.2 96.9 93.5: 3.1 6.5
Old : 100.0: 23.4 4.3 31.0 43.1 58.6 97.4 93.9: 2.6 6.1
Other: 100.0: 0.0 12.9 26.6 0.0 0.0 26.6 39.5: 73.4 60.5
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 6 8 6 9 14 20:
Old : 22: 5 6 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 : 55.3 46.1 80.8 67.6 37.8 40.2 48.7 47.3
Old : 55.7 46.2 81.2 67.8 38.1 40.5 49.2 47.7
Other: 26.6 39.5 26.6 39.5 0.0 12.9 0.0 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 9,269: 1,451 497 1,641 3,858 5,805 6,950 7,943: 2,319 1,325
Old : 2,117: 296 140 454 808 942 1,558 1,535: 559 582
Other: 7,152: 1,244 446 1,099 3,049 4,863 5,392 6,408: 1,760 744
: : :
: : Changes in Commitments from: April 15, 2014 :
: -780: -169 -42 -67 -492 -432 -728 -541: -52 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.4 17.7 41.6 62.6 75.0 85.7: 25.0 14.3
Old : 100.0: 14.0 6.6 21.4 38.2 44.5 73.6 72.5: 26.4 27.5
Other: 100.0: 17.4 6.2 15.4 42.6 68.0 75.4 89.6: 24.6 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 2 8 14 12 30 21:
Old : 20: 6 4 6 7 8 15 16:
Other: 33: 11 6 8 13 10 29 19:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 44.8 46.2 70.0 22.2 39.6 28.5 49.0
Old : 46.9 46.9 65.3 65.3 36.6 36.5 38.6 37.7
Other: 33.0 50.1 49.4 77.2 28.1 45.2 35.9 57.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 903,409: 241,912 74,991 278,138 319,974 435,572 840,025 788,702: 63,385 114,707
Old : 564,717: 193,639 54,190 160,630 169,758 301,895 524,026 516,715: 40,691 48,002
Other: 338,692: 77,208 49,735 88,574 150,217 133,677 315,998 271,987: 22,694 66,706
: : :
: : Changes in Commitments from: April 15, 2014 :
: 2,279: -20,653 6,989 9,014 16,072 -12,864 4,432 3,139: -2,153 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.3 30.8 35.4 48.2 93.0 87.3: 7.0 12.7
Old : 100.0: 34.3 9.6 28.4 30.1 53.5 92.8 91.5: 7.2 8.5
Other: 100.0: 22.8 14.7 26.2 44.4 39.5 93.3 80.3: 6.7 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 203 187 246 161 213 506 521:
Old : 579: 198 158 194 143 191 440 453:
Other: 462: 121 138 136 112 170 314 369:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 13.3 15.3 21.4 6.2 10.4 11.9 14.1
Old : 9.5 16.2 17.4 24.6 9.0 13.6 15.7 19.3
Other: 13.7 13.5 22.8 20.6 12.8 9.8 20.4 15.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 373,968: 97,043 57,968 75,015 164,548 212,448 336,605 345,431: 37,363 28,538
Old : 270,498: 83,613 63,880 47,843 113,050 135,681 244,506 247,404: 25,992 23,093
Other: 103,470: 30,054 10,712 10,547 51,497 76,767 92,099 98,026: 11,371 5,444
: : :
: : Changes in Commitments from: April 15, 2014 :
: -15,029: -2,483 -3,164 -390 -10,940 -11,298 -13,814 -14,852: -1,215 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 15.5 20.1 44.0 56.8 90.0 92.4: 10.0 7.6
Old : 100.0: 30.9 23.6 17.7 41.8 50.2 90.4 91.5: 9.6 8.5
Other: 100.0: 29.0 10.4 10.2 49.8 74.2 89.0 94.7: 11.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 81 76 86 88 80 220 204:
Old : 268: 70 82 72 83 78 201 195:
Other: 158: 53 30 33 56 43 124 92:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 29.1 19.5 37.9 10.6 23.9 17.6 31.6
Old : 13.2 21.8 22.8 30.0 11.3 20.0 20.3 26.7
Other: 17.4 51.6 27.4 63.0 17.4 49.5 27.2 58.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 838,002: 91,595 64,336 64,747 504,260 518,841 660,602 647,924: 177,400 190,078
Old : 838,002: 91,595 64,336 64,747 504,260 518,841 660,602 647,924: 177,400 190,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: -16,823: 94 6,544 -3,771 -1,173 -12,762 -4,850 -9,990: -11,973 -6,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.7 7.7 60.2 61.9 78.8 77.3: 21.2 22.7
Old : 100.0: 10.9 7.7 7.7 60.2 61.9 78.8 77.3: 21.2 22.7
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 : 177: 36 33 45 83 92 142 147:
Old : 177: 36 33 45 83 92 142 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 15.5 31.0 23.8 19.0 9.9 24.9 16.5
Old : 21.0 15.5 31.0 23.8 19.0 9.9 24.9 16.5
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 22, 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 : 490,519: 52,579 55,613 2,536 341,023 350,582 396,137 408,731: 94,382 81,788
Old : 490,519: 52,579 55,613 2,536 341,023 350,582 396,137 408,731: 94,382 81,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: -1,990: -404 2,962 32 1,706 6,252 1,334 9,245: -3,324 -11,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.3 0.5 69.5 71.5 80.8 83.3: 19.2 16.7
Old : 100.0: 10.7 11.3 0.5 69.5 71.5 80.8 83.3: 19.2 16.7
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 : 86: 10 14 10 44 45 61 62:
Old : 86: 10 14 10 44 45 61 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 37.4 42.2 51.3 23.5 36.3 35.6 47.6
Old : 26.6 37.4 42.2 51.3 23.5 36.3 35.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 7,413: 1,046 711 1,121 4,866 5,401 7,033 7,233: 380 180
Old : 7,413: 1,046 711 1,121 4,866 5,401 7,033 7,233: 380 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 583: 75 -45 11 461 700 547 666: 36 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 9.6 15.1 65.6 72.9 94.9 97.6: 5.1 2.4
Old : 100.0: 14.1 9.6 15.1 65.6 72.9 94.9 97.6: 5.1 2.4
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: 13 5 6 19 24 35 34:
Old : 48: 13 5 6 19 24 35 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 : 46.4 40.2 65.2 58.8 17.3 20.3 24.9 28.8
Old : 46.4 40.2 65.2 58.8 17.3 20.3 24.9 28.8
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, April 22, 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 : 390,971: 114,882 53,680 70,077 150,683 234,113 335,642 357,870: 55,329 33,101
Old : 279,497: 101,099 43,438 48,261 88,969 163,696 238,329 255,395: 41,168 24,103
Other: 111,474: 21,774 18,233 13,825 61,714 70,417 97,313 102,475: 14,161 8,999
: : :
: : Changes in Commitments from: April 15, 2014 :
: -6,299: -3,105 -1,184 1,657 -1,278 -8,741 -2,726 -8,269: -3,573 1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 13.7 17.9 38.5 59.9 85.8 91.5: 14.2 8.5
Old : 100.0: 36.2 15.5 17.3 31.8 58.6 85.3 91.4: 14.7 8.6
Other: 100.0: 19.5 16.4 12.4 55.4 63.2 87.3 91.9: 12.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 90 66 72 101 105 236 203:
Old : 272: 89 57 63 96 96 222 184:
Other: 173: 37 44 27 68 63 122 117:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 25.3 17.6 36.1 7.2 20.5 12.3 26.8
Old : 11.3 24.2 19.6 33.3 9.9 19.9 16.4 26.6
Other: 17.7 34.2 30.5 47.6 17.4 29.2 27.2 39.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 9,099: 1,456 782 897 4,554 6,181 6,906 7,860: 2,192 1,239
Old : 7,020: 1,321 875 611 3,509 4,639 5,440 6,125: 1,579 895
Other: 2,079: 241 14 179 1,046 1,541 1,466 1,735: 613 344
: : :
: : Changes in Commitments from: April 15, 2014 :
: -273: -346 52 -17 154 -279 -209 -244: -64 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.6 9.9 50.1 67.9 75.9 86.4: 24.1 13.6
Old : 100.0: 18.8 12.5 8.7 50.0 66.1 77.5 87.3: 22.5 12.7
Other: 100.0: 11.6 0.7 8.6 50.3 74.1 70.5 83.4: 29.5 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 7 7 21 21 39 32:
Old : 45: 13 7 7 16 18 33 29:
Other: 26: 5 3 6 13 11 22 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 : 28.6 51.7 46.4 65.0 28.3 46.2 36.5 54.0
Old : 33.9 57.4 49.5 70.6 33.9 52.0 47.9 61.8
Other: 40.2 57.1 52.7 72.6 35.4 51.7 46.7 62.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 1,150,820: 184,030 208,698 70,419 792,224 748,632 1,046,673 1,027,748: 104,147 123,072
Old : 1,150,820: 184,030 208,698 70,419 792,224 748,632 1,046,673 1,027,748: 104,147 123,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: -12,500: 6,890 -6,983 -2,502 -13,834 -4,314 -9,446 -13,800: -3,054 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.1 6.1 68.8 65.1 91.0 89.3: 9.0 10.7
Old : 100.0: 16.0 18.1 6.1 68.8 65.1 91.0 89.3: 9.0 10.7
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 : 252: 47 41 36 94 134 156 196:
Old : 252: 47 41 36 94 134 156 196:
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 : 30.1 18.3 39.9 26.9 27.7 16.7 34.7 24.7
Old : 30.1 18.3 39.9 26.9 27.7 16.7 34.7 24.7
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 22, 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 : 3,123,595: 320,477 414,199 374,355 2,114,517 1,842,730 2,809,349 2,631,283: 314,246 492,312
Old : 3,123,595: 320,477 414,199 374,355 2,114,517 1,842,730 2,809,349 2,631,283: 314,246 492,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: -11,097: -9,597 -1,945 14,638 -5,997 -17,557 -956 -4,864: -10,141 -6,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.3 12.0 67.7 59.0 89.9 84.2: 10.1 15.8
Old : 100.0: 10.3 13.3 12.0 67.7 59.0 89.9 84.2: 10.1 15.8
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 : 375: 59 99 90 165 193 284 322:
Old : 375: 59 99 90 165 193 284 322:
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 : 25.6 15.4 37.3 21.0 24.8 13.3 34.5 16.4
Old : 25.6 15.4 37.3 21.0 24.8 13.3 34.5 16.4
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 22, 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 : 2,369,213: 252,363 374,094 193,976 1,722,793 1,427,572 2,169,131 1,995,642: 200,081 373,571
Old : 2,369,213: 252,363 374,094 193,976 1,722,793 1,427,572 2,169,131 1,995,642: 200,081 373,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 40,868: 10,093 31,882 3,949 48,087 9,293 62,130 45,124: -21,262 -4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.8 8.2 72.7 60.3 91.6 84.2: 8.4 15.8
Old : 100.0: 10.7 15.8 8.2 72.7 60.3 91.6 84.2: 8.4 15.8
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 : 290: 37 67 47 121 157 188 241:
Old : 290: 37 67 47 121 157 188 241:
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 : 33.4 14.9 43.0 23.0 31.7 12.6 40.5 18.9
Old : 33.4 14.9 43.0 23.0 31.7 12.6 40.5 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 341,787: 16,280 85,167 55,092 242,384 147,582 313,756 287,841: 28,032 53,946
Old : 341,787: 16,280 85,167 55,092 242,384 147,582 313,756 287,841: 28,032 53,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 16,411: 1,402 14,571 2,569 14,496 2,718 18,466 19,858: -2,055 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.9 16.1 70.9 43.2 91.8 84.2: 8.2 15.8
Old : 100.0: 4.8 24.9 16.1 70.9 43.2 91.8 84.2: 8.2 15.8
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 : 80: 12 28 22 38 36 64 72:
Old : 80: 12 28 22 38 36 64 72:
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 : 44.1 19.1 56.4 29.4 36.7 16.0 44.8 22.5
Old : 44.1 19.1 56.4 29.4 36.7 16.0 44.8 22.5
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 22, 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 : 61,633: 13,716 12,550 700 38,823 40,701 53,240 53,951: 8,393 7,682
Old : 61,633: 13,716 12,550 700 38,823 40,701 53,240 53,951: 8,393 7,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 6,212: 1,490 -22 -117 3,641 5,902 5,014 5,763: 1,198 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 20.4 1.1 63.0 66.0 86.4 87.5: 13.6 12.5
Old : 100.0: 22.3 20.4 1.1 63.0 66.0 86.4 87.5: 13.6 12.5
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 : 112: 27 29 12 41 25 76 58:
Old : 112: 27 29 12 41 25 76 58:
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 41.7 38.8 60.3 24.9 41.4 38.8 59.9
Old : 24.9 41.7 38.8 60.3 24.9 41.4 38.8 59.9
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 22, 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 : 123,266: 27,433 25,101 1,401 77,646 81,401 106,479 107,902: 16,787 15,363
Old : 123,266: 27,433 25,101 1,401 77,646 81,401 106,479 107,902: 16,787 15,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 12,425: 2,980 -44 -233 7,282 11,804 10,028 11,527: 2,396 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 20.4 1.1 63.0 66.0 86.4 87.5: 13.6 12.5
Old : 100.0: 22.3 20.4 1.1 63.0 66.0 86.4 87.5: 13.6 12.5
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 : 112: 27 29 12 41 25 76 58:
Old : 112: 27 29 12 41 25 76 58:
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 41.7 38.8 60.3 24.9 41.4 38.8 59.9
Old : 24.9 41.7 38.8 60.3 24.9 41.4 38.8 59.9
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, April 22, 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 : 16,479: 13,731 13,617 1,103 1,612 1,742 16,446 16,462: 33 17
Old : 16,479: 13,731 13,617 1,103 1,612 1,742 16,446 16,462: 33 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: -48: -81 4 -47 85 -21 -43 -64: -5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 82.6 6.7 9.8 10.6 99.8 99.9: 0.2 0.1
Old : 100.0: 83.3 82.6 6.7 9.8 10.6 99.8 99.9: 0.2 0.1
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 : 24: 16 5 3 1 2 18 9:
Old : 24: 16 5 3 1 2 18 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 : 66.6 93.1 84.7 99.4 64.5 91.0 81.9 93.2
Old : 66.6 93.1 84.7 99.4 64.5 91.0 81.9 93.2
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, April 22, 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 : 51,396: 2,333 22,136 429 48,613 28,689 51,375 51,254: 21 142
Old : 51,396: 2,333 22,136 429 48,613 28,689 51,375 51,254: 21 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 1,139: -761 933 243 1,735 -23 1,217 1,153: -78 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 43.1 0.8 94.6 55.8 100.0 99.7: 0.0 0.3
Old : 100.0: 4.5 43.1 0.8 94.6 55.8 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 15 1 13 14 18 30:
Old : 45: 5 15 1 13 14 18 30:
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 49.4 98.3 72.8 80.0 40.6 88.7 63.4
Old : 82.2 49.4 98.3 72.8 80.0 40.6 88.7 63.4
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, April 22, 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 : 47,273: 215 29,572 86 46,900 17,338 47,201 46,996: 72 277
Old : 47,273: 215 29,572 86 46,900 17,338 47,201 46,996: 72 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: 1,551: -1,053 1,543 86 2,520 -88 1,553 1,541: -2 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 62.6 0.2 99.2 36.7 99.8 99.4: 0.2 0.6
Old : 100.0: 0.5 62.6 0.2 99.2 36.7 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 : 38: 1 18 1 8 13 10 31:
Old : 38: 1 18 1 8 13 10 31:
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 : 91.8 58.7 99.7 79.2 91.8 58.7 95.3 78.0
Old : 91.8 58.7 99.7 79.2 91.8 58.7 95.3 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 25, 2014