WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 465,439: 120,148 83,180 131,026 180,190 204,053 431,365 418,260: 34,074 47,180
Old : 6,501: 2,809 328 27 1,669 4,670 4,505 5,025: 1,996 1,476
Other: 458,938: 120,071 85,584 128,268 178,521 199,383 426,860 413,235: 32,078 45,704
: : :
: : Changes in Commitments from: April 22, 2014 :
: -52,533: 9,629 -2,631 -47,455 -15,611 -2,570 -53,437 -52,655: 904 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.9 28.2 38.7 43.8 92.7 89.9: 7.3 10.1
Old : 100.0: 43.2 5.0 0.4 25.7 71.8 69.3 77.3: 30.7 22.7
Other: 100.0: 26.2 18.6 27.9 38.9 43.4 93.0 90.0: 7.0 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 101 125 139 85 110 274 295:
Old : 47: 17 5 1 5 21 22 27:
Other: 357: 98 133 136 84 109 271 293:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 15.4 23.3 23.6 13.4 12.9 21.2 18.5
Old : 38.3 51.0 53.5 63.3 37.8 51.0 53.1 63.3
Other: 14.9 15.6 23.7 23.6 13.6 13.3 21.5 18.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 155,482: 51,824 23,408 20,289 66,110 86,124 138,223 129,821: 17,259 25,661
Old : 1,951: 137 52 0 1,475 1,219 1,612 1,271: 339 680
Other: 153,531: 51,797 23,466 20,179 64,635 84,905 136,611 128,550: 16,920 24,981
: : :
: : Changes in Commitments from: April 22, 2014 :
: -2,184: 1,696 2,238 -2,140 -1,197 570 -1,641 669: -544 -2,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 15.1 13.0 42.5 55.4 88.9 83.5: 11.1 16.5
Old : 100.0: 7.0 2.7 0.0 75.6 62.5 82.6 65.1: 17.4 34.9
Other: 100.0: 33.7 15.3 13.1 42.1 55.3 89.0 83.7: 11.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 50 44 36 56 60 128 121:
Old : 28: 4 2 0 10 14 14 16:
Other: 178: 50 44 36 49 60 121 121:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 25.6 37.2 35.8 17.6 18.5 27.2 26.3
Old : 74.3 47.2 80.7 57.7 74.3 47.1 80.7 57.6
Other: 24.5 25.7 37.5 35.9 17.8 18.4 27.6 26.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 1,769,753: 440,861 105,441 453,077 722,559 903,382 1,616,496 1,461,899: 153,257 307,854
Old : 1,080,779: 356,948 198,152 177,757 455,646 566,157 990,351 942,066: 90,428 138,713
Other: 688,974: 234,642 58,019 124,590 266,913 337,224 626,146 519,833: 62,828 169,141
: : :
: : Changes in Commitments from: April 22, 2014 :
: -96,795: 26,806 -2,519 -85,875 -29,673 3,596 -88,743 -84,797: -8,052 -11,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.0 25.6 40.8 51.0 91.3 82.6: 8.7 17.4
Old : 100.0: 33.0 18.3 16.4 42.2 52.4 91.6 87.2: 8.4 12.8
Other: 100.0: 34.1 8.4 18.1 38.7 48.9 90.9 75.5: 9.1 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 791: 194 152 220 305 388 620 657:
Old : 738: 151 172 159 261 359 518 591:
Other: 638: 153 89 122 204 342 402 510:
:----------------------------------------------------------------------------------------------------
: 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 12.1 17.6 18.2 8.2 7.9 14.5 12.1
Old : 14.3 13.6 23.9 21.4 12.1 12.1 21.2 19.4
Other: 13.7 15.3 23.8 22.0 12.8 11.2 20.5 15.8
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 9,325: 2,440 368 2,872 3,731 5,510 9,043 8,751: 282 575
Old : 9,255: 2,455 368 2,840 3,731 5,510 9,027 8,719: 228 536
Other: 70: 0 15 17 0 0 17 32: 54 39
: : :
: : Changes in Commitments from: April 22, 2014 :
: -151: 251 -34 -69 -324 -5 -141 -107: -10 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.9 30.8 40.0 59.1 97.0 93.8: 3.0 6.2
Old : 100.0: 26.5 4.0 30.7 40.3 59.5 97.5 94.2: 2.5 5.8
Other: 100.0: 0.0 21.3 23.5 0.0 0.0 23.5 44.8: 76.5 55.2
: : :
:# 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 : 56.8 45.9 82.1 67.8 36.9 39.9 47.7 47.1
Old : 57.1 46.0 82.5 67.9 37.1 40.2 48.2 47.4
Other: 23.5 44.8 23.5 44.8 0.0 21.3 0.0 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 8,210: 1,451 438 1,164 3,353 5,601 5,969 7,203: 2,242 1,008
Old : 328: 55 1 0 196 193 251 194: 77 134
Other: 7,882: 1,420 461 1,141 3,157 5,408 5,718 7,009: 2,165 874
: : :
: : Changes in Commitments from: April 22, 2014 :
: -1,058: 0 -59 -477 -504 -204 -981 -741: -77 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.3 14.2 40.8 68.2 72.7 87.7: 27.3 12.3
Old : 100.0: 16.8 0.3 0.0 59.8 58.8 76.5 59.1: 23.5 40.9
Other: 100.0: 18.0 5.8 14.5 40.1 68.6 72.5 88.9: 27.5 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 3 7 12 10 27 18:
Old : 7: 1 1 0 2 3 3 4:
Other: 31: 12 4 7 12 10 27 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 49.4 48.6 75.0 26.3 42.7 33.3 55.3
Old : 76.5 59.1 76.5 59.1 76.5 59.1 76.5 59.1
Other: 30.1 49.4 47.8 76.0 27.4 42.7 34.6 56.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 788,198: 242,591 68,396 202,554 283,141 402,911 728,286 673,860: 59,912 114,338
Old : 446,900: 192,930 46,611 87,145 130,558 268,884 410,633 402,641: 36,267 44,259
Other: 341,298: 79,705 51,828 85,365 152,583 134,026 317,653 271,220: 23,645 70,078
: : :
: : Changes in Commitments from: April 22, 2014 :
: -115,211: 679 -6,596 -75,584 -36,833 -32,661 -111,739 -114,841: -3,473 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 8.7 25.7 35.9 51.1 92.4 85.5: 7.6 14.5
Old : 100.0: 43.2 10.4 19.5 29.2 60.2 91.9 90.1: 8.1 9.9
Other: 100.0: 23.4 15.2 25.0 44.7 39.3 93.1 79.5: 6.9 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 205 155 207 144 204 464 466:
Old : 530: 175 139 137 118 179 376 381:
Other: 456: 139 115 135 108 168 315 355:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 14.9 15.8 21.8 7.1 12.7 13.4 16.9
Old : 11.2 19.8 20.3 28.1 11.2 18.1 19.3 25.3
Other: 13.3 13.2 22.9 20.3 12.4 9.3 20.3 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 340,784: 95,770 58,116 58,132 151,266 196,713 305,168 312,960: 35,616 27,824
Old : 229,997: 78,646 62,134 29,531 98,950 116,960 207,127 208,625: 22,871 21,372
Other: 110,787: 33,555 12,413 12,170 52,317 79,752 98,042 104,335: 12,746 6,452
: : :
: : Changes in Commitments from: April 22, 2014 :
: -33,184: -1,273 148 -16,883 -13,281 -15,735 -31,437 -32,471: -1,747 -713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.1 17.1 44.4 57.7 89.5 91.8: 10.5 8.2
Old : 100.0: 34.2 27.0 12.8 43.0 50.9 90.1 90.7: 9.9 9.3
Other: 100.0: 30.3 11.2 11.0 47.2 72.0 88.5 94.2: 11.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 85 69 69 83 76 203 187:
Old : 254: 70 77 55 77 74 180 178:
Other: 156: 53 28 30 52 47 120 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 30.4 19.8 39.4 11.2 25.7 18.8 33.6
Old : 13.4 24.9 23.9 32.9 12.9 22.3 23.0 29.5
Other: 16.7 48.2 27.9 61.0 16.1 46.0 27.0 57.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 820,753: 101,243 65,973 56,003 485,802 506,532 643,048 628,508: 177,704 192,244
Old : 820,753: 101,243 65,973 56,003 485,802 506,532 643,048 628,508: 177,704 192,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -17,249: 9,648 1,637 -8,743 -18,458 -12,309 -17,553 -19,416: 304 2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.0 6.8 59.2 61.7 78.3 76.6: 21.7 23.4
Old : 100.0: 12.3 8.0 6.8 59.2 61.7 78.3 76.6: 21.7 23.4
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 : 169: 36 30 39 80 86 136 135:
Old : 169: 36 30 39 80 86 136 135:
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 : 20.9 17.9 30.7 25.8 19.2 12.1 25.4 19.1
Old : 20.9 17.9 30.7 25.8 19.2 12.1 25.4 19.1
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 29, 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 : 483,367: 51,794 48,384 2,534 335,738 347,887 390,066 398,805: 93,301 84,562
Old : 483,367: 51,794 48,384 2,534 335,738 347,887 390,066 398,805: 93,301 84,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -7,152: -785 -7,229 -2 -5,285 -2,695 -6,071 -9,926: -1,081 2,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.0 0.5 69.5 72.0 80.7 82.5: 19.3 17.5
Old : 100.0: 10.7 10.0 0.5 69.5 72.0 80.7 82.5: 19.3 17.5
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 : 82: 11 12 10 42 41 59 57:
Old : 82: 11 12 10 42 41 59 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 : 26.5 38.4 42.4 52.3 23.0 36.9 35.0 48.0
Old : 26.5 38.4 42.4 52.3 23.0 36.9 35.0 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 7,350: 1,101 898 1,018 4,837 5,213 6,956 7,129: 394 221
Old : 7,350: 1,101 898 1,018 4,837 5,213 6,956 7,129: 394 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -63: 55 187 -103 -29 -188 -77 -104: 14 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.2 13.9 65.8 70.9 94.6 97.0: 5.4 3.0
Old : 100.0: 15.0 12.2 13.9 65.8 70.9 94.6 97.0: 5.4 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 : 47: 15 6 6 17 21 35 31:
Old : 47: 15 6 6 17 21 35 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 : 45.9 42.9 65.7 61.4 19.0 22.3 25.5 31.0
Old : 45.9 42.9 65.7 61.4 19.0 22.3 25.5 31.0
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 29, 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 : 375,804: 117,341 52,216 60,800 144,857 233,315 322,998 346,331: 52,806 29,473
Old : 258,188: 99,083 41,610 38,436 82,850 158,472 220,369 238,518: 37,819 19,670
Other: 117,616: 24,400 16,748 16,221 62,008 74,843 102,629 107,812: 14,987 9,803
: : :
: : Changes in Commitments from: April 22, 2014 :
: -15,168: 2,459 -1,464 -9,278 -5,826 -798 -12,644 -11,539: -2,524 -3,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 13.9 16.2 38.5 62.1 85.9 92.2: 14.1 7.8
Old : 100.0: 38.4 16.1 14.9 32.1 61.4 85.4 92.4: 14.6 7.6
Other: 100.0: 20.7 14.2 13.8 52.7 63.6 87.3 91.7: 12.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 90 66 61 96 101 225 193:
Old : 269: 89 56 53 91 90 209 175:
Other: 175: 40 41 28 70 66 128 117:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 25.9 17.0 37.5 7.0 21.3 12.5 29.0
Old : 11.5 25.0 19.8 35.1 10.0 22.1 17.0 30.5
Other: 16.8 33.2 29.8 48.0 16.4 29.2 25.8 39.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,549: 1,346 756 458 4,334 6,073 6,138 7,288: 2,411 1,262
Old : 6,125: 1,184 859 110 3,296 4,306 4,590 5,275: 1,535 850
Other: 2,424: 275 10 236 1,037 1,767 1,548 2,013: 876 411
: : :
: : Changes in Commitments from: April 22, 2014 :
: -549: -110 -26 -438 -221 -108 -768 -572: 219 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.8 5.4 50.7 71.0 71.8 85.2: 28.2 14.8
Old : 100.0: 19.3 14.0 1.8 53.8 70.3 74.9 86.1: 25.1 13.9
Other: 100.0: 11.3 0.4 9.7 42.8 72.9 63.9 83.0: 36.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 5 4 21 18 35 26:
Old : 40: 11 5 4 16 13 28 21:
Other: 26: 6 1 4 14 13 21 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 : 29.6 53.1 46.4 65.7 29.4 50.6 39.1 58.9
Old : 37.8 63.1 55.3 74.8 37.8 61.3 55.1 72.5
Other: 35.0 54.5 47.0 68.1 30.9 50.3 41.0 61.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 1,182,455: 186,619 204,603 66,685 817,879 785,196 1,071,182 1,056,484: 111,272 125,971
Old : 1,182,455: 186,619 204,603 66,685 817,879 785,196 1,071,182 1,056,484: 111,272 125,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 31,635: 2,589 -4,094 -3,734 25,655 36,563 24,510 28,736: 7,125 2,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.3 5.6 69.2 66.4 90.6 89.3: 9.4 10.7
Old : 100.0: 15.8 17.3 5.6 69.2 66.4 90.6 89.3: 9.4 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 : 251: 45 37 33 95 140 152 198:
Old : 251: 45 37 33 95 140 152 198:
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 : 29.1 17.7 39.0 26.4 26.4 17.3 34.9 25.4
Old : 29.1 17.7 39.0 26.4 26.4 17.3 34.9 25.4
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 29, 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 : 3,027,673: 327,307 390,538 287,112 2,115,512 1,856,935 2,729,931 2,534,584: 297,743 493,089
Old : 3,027,673: 327,307 390,538 287,112 2,115,512 1,856,935 2,729,931 2,534,584: 297,743 493,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -95,922: 6,830 -23,661 -87,243 995 14,205 -79,418 -96,699: -16,504 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.9 9.5 69.9 61.3 90.2 83.7: 9.8 16.3
Old : 100.0: 10.8 12.9 9.5 69.9 61.3 90.2 83.7: 9.8 16.3
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 : 359: 60 88 89 164 182 282 301:
Old : 359: 60 88 89 164 182 282 301:
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 : 27.8 15.5 39.5 21.3 25.8 12.7 36.4 16.7
Old : 27.8 15.5 39.5 21.3 25.8 12.7 36.4 16.7
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 29, 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 : 2,362,096: 251,855 348,902 151,405 1,744,303 1,482,124 2,147,563 1,982,431: 214,533 379,665
Old : 2,362,096: 251,855 348,902 151,405 1,744,303 1,482,124 2,147,563 1,982,431: 214,533 379,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -7,117: -508 -25,192 -42,572 21,510 54,552 -21,569 -13,211: 14,452 6,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.8 6.4 73.8 62.7 90.9 83.9: 9.1 16.1
Old : 100.0: 10.7 14.8 6.4 73.8 62.7 90.9 83.9: 9.1 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 38 59 39 119 153 177 231:
Old : 276: 38 59 39 119 153 177 231:
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 : 33.8 15.3 43.8 23.1 31.9 14.3 39.8 20.8
Old : 33.8 15.3 43.8 23.1 31.9 14.3 39.8 20.8
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 29, 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 : 359,714: 16,718 91,422 54,661 259,217 156,827 330,596 302,910: 29,118 56,804
Old : 359,714: 16,718 91,422 54,661 259,217 156,827 330,596 302,910: 29,118 56,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 17,927: 439 6,255 -431 16,833 9,245 16,841 15,069: 1,086 2,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 25.4 15.2 72.1 43.6 91.9 84.2: 8.1 15.8
Old : 100.0: 4.6 25.4 15.2 72.1 43.6 91.9 84.2: 8.1 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 : 82: 12 29 22 38 38 64 75:
Old : 82: 12 29 22 38 38 64 75:
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 : 46.9 19.2 58.6 29.5 38.6 16.6 46.2 23.5
Old : 46.9 19.2 58.6 29.5 38.6 16.6 46.2 23.5
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 29, 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 : 62,686: 16,219 11,452 810 37,799 42,020 54,828 54,282: 7,858 8,404
Old : 62,686: 16,219 11,452 810 37,799 42,020 54,828 54,282: 7,858 8,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,053: 2,503 -1,099 110 -1,024 1,320 1,588 331: -535 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.3 1.3 60.3 67.0 87.5 86.6: 12.5 13.4
Old : 100.0: 25.9 18.3 1.3 60.3 67.0 87.5 86.6: 12.5 13.4
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 : 113: 32 28 13 37 25 77 58:
Old : 113: 32 28 13 37 25 77 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 : 23.7 41.9 37.9 61.6 23.7 41.6 37.9 61.3
Old : 23.7 41.9 37.9 61.6 23.7 41.6 37.9 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 125,372: 32,438 22,903 1,620 75,597 84,041 109,655 108,564: 15,717 16,808
Old : 125,372: 32,438 22,903 1,620 75,597 84,041 109,655 108,564: 15,717 16,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 2,106: 5,006 -2,197 219 -2,049 2,640 3,176 662: -1,070 1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.3 1.3 60.3 67.0 87.5 86.6: 12.5 13.4
Old : 100.0: 25.9 18.3 1.3 60.3 67.0 87.5 86.6: 12.5 13.4
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 : 113: 32 28 13 37 25 77 58:
Old : 113: 32 28 13 37 25 77 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 : 23.7 41.9 37.9 61.6 23.7 41.6 37.9 61.3
Old : 23.7 41.9 37.9 61.6 23.7 41.6 37.9 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 16,408: 13,425 14,175 1,100 1,828 1,116 16,353 16,391: 55 17
Old : 16,408: 13,425 14,175 1,100 1,828 1,116 16,353 16,391: 55 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -71: -306 558 -3 216 -626 -93 -71: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 86.4 6.7 11.1 6.8 99.7 99.9: 0.3 0.1
Old : 100.0: 81.8 86.4 6.7 11.1 6.8 99.7 99.9: 0.3 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 : 23: 15 5 3 1 2 17 9:
Old : 23: 15 5 3 1 2 17 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 : 67.2 95.5 85.7 99.7 65.1 91.8 82.8 93.2
Old : 67.2 95.5 85.7 99.7 65.1 91.8 82.8 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 29, 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 : 51,386: 1,239 18,375 379 49,720 32,468 51,338 51,222: 48 164
Old : 51,386: 1,239 18,375 379 49,720 32,468 51,338 51,222: 48 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -10: -1,094 -3,761 -50 1,107 3,779 -37 -32: 27 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 35.8 0.7 96.8 63.2 99.9 99.7: 0.1 0.3
Old : 100.0: 2.4 35.8 0.7 96.8 63.2 99.9 99.7: 0.1 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: 4 14 1 13 16 17 31:
Old : 45: 4 14 1 13 16 17 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 : 83.9 49.9 98.3 73.8 81.7 41.2 88.7 64.4
Old : 83.9 49.9 98.3 73.8 81.7 41.2 88.7 64.4
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 29, 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 : 46,689: 215 14,652 246 46,181 31,390 46,642 46,288: 47 401
Old : 46,689: 215 14,652 246 46,181 31,390 46,642 46,288: 47 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -584: 0 -14,920 160 -719 14,052 -559 -708: -25 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 31.4 0.5 98.9 67.2 99.9 99.1: 0.1 0.9
Old : 100.0: 0.5 31.4 0.5 98.9 67.2 99.9 99.1: 0.1 0.9
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 : 36: 1 14 1 8 15 10 29:
Old : 36: 1 14 1 8 15 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 : 91.2 55.8 99.8 76.5 91.2 55.8 94.9 75.0
Old : 91.2 55.8 99.8 76.5 91.2 55.8 94.9 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 2, 2014