WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 504,797: 121,581 94,798 164,376 182,599 195,822 468,556 454,996: 36,241 49,801
Old : 489,386: 121,587 96,844 159,567 174,899 188,161 456,053 444,572: 33,332 44,814
Other: 15,412: 3,421 1,381 1,382 7,700 7,661 12,503 10,424: 2,909 4,987
: : :
: : Changes in Commitments from: May 13, 2014 :
: 14,690: -7,674 8,786 14,087 9,123 -8,259 15,536 14,614: -846 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.8 32.6 36.2 38.8 92.8 90.1: 7.2 9.9
Old : 100.0: 24.8 19.8 32.6 35.7 38.4 93.2 90.8: 6.8 9.2
Other: 100.0: 22.2 9.0 9.0 50.0 49.7 81.1 67.6: 18.9 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 122 129 159 90 109 300 320:
Old : 382: 123 130 154 87 108 292 317:
Other: 105: 20 21 10 24 53 52 79:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 12.9 23.2 22.2 11.5 10.1 18.8 16.0
Old : 14.5 13.1 23.7 22.6 11.9 10.8 19.4 16.8
Other: 32.4 24.3 47.6 35.2 30.1 20.8 43.6 30.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 163,661: 52,245 25,440 25,822 67,192 85,941 145,259 137,203: 18,402 26,458
Old : 160,330: 52,232 25,625 25,312 65,153 84,848 142,697 135,786: 17,633 24,544
Other: 3,331: 353 154 170 2,039 1,093 2,562 1,417: 769 1,914
: : :
: : Changes in Commitments from: May 13, 2014 :
: 958: -712 -486 1,171 2,220 471 2,680 1,156: -1,721 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 15.5 15.8 41.1 52.5 88.8 83.8: 11.2 16.2
Old : 100.0: 32.6 16.0 15.8 40.6 52.9 89.0 84.7: 11.0 15.3
Other: 100.0: 10.6 4.6 5.1 61.2 32.8 76.9 42.5: 23.1 57.5
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 59 41 43 54 69 133 135:
Old : 185: 58 43 41 53 69 131 134:
Other: 55: 9 8 8 9 32 19 47:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 24.1 32.3 34.7 15.0 17.5 23.7 26.2
Old : 21.2 24.6 32.0 35.2 14.9 17.8 23.2 26.6
Other: 59.9 14.7 71.3 22.9 59.9 14.7 68.8 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 1,758,904: 413,001 132,801 471,731 731,430 846,425 1,616,163 1,450,957: 142,741 307,947
Old : 993,744: 313,771 214,730 187,613 419,477 467,410 920,861 869,753: 72,883 123,991
Other: 765,160: 241,108 59,949 142,240 311,954 379,015 695,301 581,204: 69,859 183,956
: : :
: : Changes in Commitments from: May 13, 2014 :
: 42: -37,257 19,127 20,860 18,694 -42,327 2,297 -2,341: -2,255 2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.6 26.8 41.6 48.1 91.9 82.5: 8.1 17.5
Old : 100.0: 31.6 21.6 18.9 42.2 47.0 92.7 87.5: 7.3 12.5
Other: 100.0: 31.5 7.8 18.6 40.8 49.5 90.9 76.0: 9.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 199 150 222 293 379 598 658:
Old : 722: 152 171 153 247 342 485 581:
Other: 650: 153 107 132 211 341 417 527:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 12.1 17.5 18.1 8.5 7.9 14.7 12.8
Old : 14.3 12.4 23.8 20.5 12.6 11.5 21.5 18.0
Other: 12.4 16.5 22.9 22.3 11.5 12.4 19.7 17.1
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 10,729: 2,274 717 3,560 4,618 5,526 10,452 9,803: 277 926
Old : 10,648: 2,274 717 3,536 4,618 5,526 10,428 9,779: 220 869
Other: 81: 0 0 24 0 0 24 24: 57 57
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,357: -144 282 484 995 260 1,335 1,026: 23 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.7 33.2 43.0 51.5 97.4 91.4: 2.6 8.6
Old : 100.0: 21.4 6.7 33.2 43.4 51.9 97.9 91.8: 2.1 8.2
Other: 100.0: 0.0 0.1 29.2 0.0 0.0 29.2 29.3: 70.8 70.7
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 7 8 7 10 15 22:
Old : 23: 5 7 8 7 10 15 22:
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 : 54.5 44.7 82.4 67.2 31.8 35.3 46.7 40.9
Old : 54.7 44.8 82.8 67.5 32.0 35.5 47.1 41.2
Other: 29.2 29.3 29.2 29.3 0.0 0.1 0.0 0.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 8,577: 1,584 696 1,280 3,807 5,521 6,671 7,497: 1,906 1,080
Old : 8,577: 1,584 696 1,280 3,807 5,521 6,671 7,497: 1,906 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 461: -96 62 196 637 211 737 469: -276 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.1 14.9 44.4 64.4 77.8 87.4: 22.2 12.6
Old : 100.0: 18.5 8.1 14.9 44.4 64.4 77.8 87.4: 22.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 8 9 15 11 33 22:
Old : 36: 12 8 9 15 11 33 22:
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 : 28.1 50.9 48.4 74.1 27.0 40.1 35.9 52.8
Old : 28.1 50.9 48.4 74.1 27.0 40.1 35.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 798,278: 219,881 87,781 216,725 303,103 376,352 739,709 680,858: 58,569 117,420
Old : 395,875: 158,755 53,897 81,280 125,186 223,431 365,221 358,607: 30,654 37,268
Other: 402,403: 87,297 60,056 109,274 177,917 152,921 374,488 322,251: 27,915 80,152
: : :
: : Changes in Commitments from: May 13, 2014 :
: 16,475: -6,381 796 10,406 9,710 3,636 13,735 14,839: 2,740 1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 11.0 27.1 38.0 47.1 92.7 85.3: 7.3 14.7
Old : 100.0: 40.1 13.6 20.5 31.6 56.4 92.3 90.6: 7.7 9.4
Other: 100.0: 21.7 14.9 27.2 44.2 38.0 93.1 80.1: 6.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 193 186 230 151 221 477 519:
Old : 555: 159 170 151 123 188 369 424:
Other: 513: 154 137 152 122 188 351 407:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 12.4 16.1 19.9 6.9 8.3 13.1 12.6
Old : 11.6 18.0 20.7 27.3 11.3 14.9 19.6 22.9
Other: 12.0 13.2 20.3 20.4 10.8 7.9 17.3 12.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 19,112: 13,144 904 61 19 4,278 13,224 5,243: 5,888 13,869
Old : 2,582: 1,820 165 0 19 575 1,839 740: 743 1,842
Other: 16,530: 11,349 764 36 0 3,703 11,385 4,503: 5,145 12,027
: : :
: : Changes in Commitments from: May 13, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 4.7 0.3 0.1 22.4 69.2 27.4: 30.8 72.6
Old : 100.0: 70.5 6.4 0.0 0.7 22.3 71.2 28.7: 28.8 71.3
Other: 100.0: 68.7 4.6 0.2 0.0 22.4 68.9 27.2: 31.1 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 3 2 13 7 18:
Old : 19: 5 2 0 2 11 7 13:
Other: 19: 3 3 3 0 13 4 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 : 68.9 13.5 69.2 19.9 68.8 13.4 68.8 19.7
Old : 70.4 26.8 71.2 28.2 70.4 26.5 71.0 27.9
Other: 68.9 11.9 68.9 18.8 68.7 11.9 68.7 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 357,270: 91,218 87,989 63,084 170,107 174,377 324,409 325,449: 32,861 31,820
Old : 236,707: 73,749 89,537 34,981 109,256 87,302 217,985 211,820: 18,722 24,888
Other: 120,562: 33,746 14,728 11,827 60,851 87,074 106,424 113,629: 14,139 6,933
: : :
: : Changes in Commitments from: May 13, 2014 :
: 6,889: -4,110 12,453 375 11,441 -7,676 7,705 5,151: -816 1,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 24.6 17.7 47.6 48.8 90.8 91.1: 9.2 8.9
Old : 100.0: 31.2 37.8 14.8 46.2 36.9 92.1 89.5: 7.9 10.5
Other: 100.0: 28.0 12.2 9.8 50.5 72.2 88.3 94.2: 11.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 77 87 77 84 80 210 206:
Old : 265: 71 89 55 74 73 175 189:
Other: 183: 61 38 34 61 49 138 105:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 23.6 20.0 33.0 9.5 19.3 17.0 25.2
Old : 14.3 17.8 25.1 26.4 13.5 17.1 23.7 25.0
Other: 15.1 43.3 25.1 57.9 13.5 40.2 23.5 53.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 947,987: 118,391 57,053 84,270 529,676 571,483 732,336 712,806: 215,651 235,181
Old : 947,987: 118,391 57,053 84,270 529,676 571,483 732,336 712,806: 215,651 235,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 90,129: -940 2,593 21,359 45,655 32,648 66,075 56,600: 24,055 33,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.0 8.9 55.9 60.3 77.3 75.2: 22.7 24.8
Old : 100.0: 12.5 6.0 8.9 55.9 60.3 77.3 75.2: 22.7 24.8
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 : 182: 34 34 42 89 97 149 147:
Old : 182: 34 34 42 89 97 149 147:
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 : 15.7 15.1 25.0 23.5 13.7 10.3 20.1 17.0
Old : 15.7 15.1 25.0 23.5 13.7 10.3 20.1 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 505,242: 55,440 51,144 5,207 339,184 360,750 399,831 417,101: 105,412 88,142
Old : 505,242: 55,440 51,144 5,207 339,184 360,750 399,831 417,101: 105,412 88,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 14,478: 374 1,138 2,642 4,838 9,226 7,855 13,006: 6,624 1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.1 1.0 67.1 71.4 79.1 82.6: 20.9 17.4
Old : 100.0: 11.0 10.1 1.0 67.1 71.4 79.1 82.6: 20.9 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 9 15 12 48 40 67 57:
Old : 82: 9 15 12 48 40 67 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 : 26.1 41.4 41.3 54.4 22.8 38.8 34.1 47.6
Old : 26.1 41.4 41.3 54.4 22.8 38.8 34.1 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, May 20, 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 : 7,225: 1,271 1,000 945 4,464 5,015 6,680 6,960: 545 265
Old : 7,225: 1,271 1,000 945 4,464 5,015 6,680 6,960: 545 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 349: -17 78 25 286 274 294 377: 55 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.8 13.1 61.8 69.4 92.5 96.3: 7.5 3.7
Old : 100.0: 17.6 13.8 13.1 61.8 69.4 92.5 96.3: 7.5 3.7
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 : 41: 13 6 4 15 18 30 27:
Old : 41: 13 6 4 15 18 30 27:
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 : 43.2 46.2 65.5 66.1 17.0 23.2 25.7 32.7
Old : 43.2 46.2 65.5 66.1 17.0 23.2 25.7 32.7
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, May 20, 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 : 384,625: 114,430 50,402 69,701 145,700 235,595 329,831 355,698: 54,794 28,926
Old : 249,690: 97,576 37,612 41,143 74,850 153,409 213,569 232,163: 36,121 17,527
Other: 134,935: 25,710 21,646 19,703 70,850 82,186 116,262 123,535: 18,672 11,399
: : :
: : Changes in Commitments from: May 13, 2014 :
: 4,439: -1,037 -2,872 2,493 709 5,317 2,165 4,937: 2,274 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.1 18.1 37.9 61.3 85.8 92.5: 14.2 7.5
Old : 100.0: 39.1 15.1 16.5 30.0 61.4 85.5 93.0: 14.5 7.0
Other: 100.0: 19.1 16.0 14.6 52.5 60.9 86.2 91.6: 13.8 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 83 72 77 90 98 223 201:
Old : 254: 81 60 59 81 87 196 174:
Other: 183: 47 46 34 68 64 133 126:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 24.4 16.4 36.5 6.9 20.7 12.2 28.1
Old : 11.9 25.9 20.7 36.3 10.7 23.9 17.8 31.6
Other: 17.0 30.4 29.0 44.3 16.0 27.8 25.6 36.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 9,293: 1,759 796 953 4,483 6,068 7,196 7,818: 2,097 1,475
Old : 6,435: 1,538 1,177 284 3,312 4,061 5,133 5,521: 1,302 914
Other: 2,857: 602 0 289 1,172 2,007 2,062 2,296: 795 561
: : :
: : Changes in Commitments from: May 13, 2014 :
: 374: 15 67 288 93 4 396 359: -22 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 8.6 10.3 48.2 65.3 77.4 84.1: 22.6 15.9
Old : 100.0: 23.9 18.3 4.4 51.5 63.1 79.8 85.8: 20.2 14.2
Other: 100.0: 21.1 0.0 10.1 41.0 70.3 72.2 80.4: 27.8 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 6 8 22 16 42 28:
Old : 44: 11 10 6 15 11 30 23:
Other: 30: 10 1 5 16 13 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 : 31.9 48.7 46.9 62.4 31.9 44.3 40.9 52.6
Old : 39.7 58.2 54.6 70.9 39.7 52.9 54.0 65.4
Other: 38.4 52.8 49.1 66.7 33.0 49.5 43.5 60.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 1,275,500: 241,216 192,840 88,626 819,478 844,263 1,149,320 1,125,729: 126,180 149,770
Old : 1,275,500: 241,216 192,840 88,626 819,478 844,263 1,149,320 1,125,729: 126,180 149,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 67,486: 19,591 5,794 19,196 14,071 27,324 52,857 52,314: 14,628 15,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 15.1 6.9 64.2 66.2 90.1 88.3: 9.9 11.7
Old : 100.0: 18.9 15.1 6.9 64.2 66.2 90.1 88.3: 9.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 42 40 32 98 132 155 189:
Old : 247: 42 40 32 98 132 155 189:
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 : 25.0 17.3 33.7 27.0 21.0 16.7 29.1 25.7
Old : 25.0 17.3 33.7 27.0 21.0 16.7 29.1 25.7
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, May 20, 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 : 3,558,223: 432,169 382,523 414,293 2,336,645 2,225,074 3,183,107 3,021,890: 375,116 536,333
Old : 3,558,223: 432,169 382,523 414,293 2,336,645 2,225,074 3,183,107 3,021,890: 375,116 536,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 238,434: 29,417 3,719 76,899 72,347 142,347 178,663 222,964: 59,772 15,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.8 11.6 65.7 62.5 89.5 84.9: 10.5 15.1
Old : 100.0: 12.1 10.8 11.6 65.7 62.5 89.5 84.9: 10.5 15.1
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 : 395: 68 94 96 169 206 298 335:
Old : 395: 68 94 96 169 206 298 335:
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 14.5 34.7 21.3 23.3 12.2 30.4 17.4
Old : 26.5 14.5 34.7 21.3 23.3 12.2 30.4 17.4
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, May 20, 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 : 2,487,758: 279,175 278,170 209,590 1,708,668 1,589,597 2,197,432 2,077,356: 290,325 410,401
Old : 2,487,758: 279,175 278,170 209,590 1,708,668 1,589,597 2,197,432 2,077,356: 290,325 410,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 91,305: 1,346 -40,291 46,377 -18,135 66,888 29,588 72,974: 61,717 18,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.2 8.4 68.7 63.9 88.3 83.5: 11.7 16.5
Old : 100.0: 11.2 11.2 8.4 68.7 63.9 88.3 83.5: 11.7 16.5
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 : 291: 43 59 45 122 163 191 241:
Old : 291: 43 59 45 122 163 191 241:
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 : 30.7 18.6 39.6 27.3 27.2 17.8 34.0 24.8
Old : 30.7 18.6 39.6 27.3 27.2 17.8 34.0 24.8
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, May 20, 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 : 362,452: 20,151 73,863 56,439 256,881 172,148 333,471 302,450: 28,981 60,002
Old : 362,452: 20,151 73,863 56,439 256,881 172,148 333,471 302,450: 28,981 60,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 21,525: -243 2,604 3,811 18,811 9,092 22,379 15,507: -854 6,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 20.4 15.6 70.9 47.5 92.0 83.4: 8.0 16.6
Old : 100.0: 5.6 20.4 15.6 70.9 47.5 92.0 83.4: 8.0 16.6
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 : 77: 12 25 21 35 36 60 70:
Old : 77: 12 25 21 35 36 60 70:
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 19.7 56.2 32.3 39.9 17.1 44.1 24.6
Old : 45.9 19.7 56.2 32.3 39.9 17.1 44.1 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 63,005: 16,303 16,901 732 38,348 36,861 55,384 54,494: 7,621 8,511
Old : 63,005: 16,303 16,901 732 38,348 36,861 55,384 54,494: 7,621 8,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -7,452: -5,465 3,320 -137 -752 -8,190 -6,354 -5,007: -1,098 -2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.8 1.2 60.9 58.5 87.9 86.5: 12.1 13.5
Old : 100.0: 25.9 26.8 1.2 60.9 58.5 87.9 86.5: 12.1 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 35 27 15 41 27 81 64:
Old : 118: 35 27 15 41 27 81 64:
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 : 23.2 35.6 36.5 54.5 23.2 35.3 36.5 54.2
Old : 23.2 35.6 36.5 54.5 23.2 35.3 36.5 54.2
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, May 20, 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 : 126,010: 32,607 33,802 1,465 76,696 73,721 110,768 108,989: 15,242 17,021
Old : 126,010: 32,607 33,802 1,465 76,696 73,721 110,768 108,989: 15,242 17,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -14,904: -10,931 6,640 -273 -1,505 -16,380 -12,709 -10,014: -2,195 -4,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.8 1.2 60.9 58.5 87.9 86.5: 12.1 13.5
Old : 100.0: 25.9 26.8 1.2 60.9 58.5 87.9 86.5: 12.1 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 35 27 15 41 27 81 64:
Old : 118: 35 27 15 41 27 81 64:
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 : 23.2 35.6 36.5 54.5 23.2 35.3 36.5 54.2
Old : 23.2 35.6 36.5 54.5 23.2 35.3 36.5 54.2
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, May 20, 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 : 16,576: 13,734 15,503 1,056 1,723 0 16,513 16,559: 63 17
Old : 16,576: 13,734 15,503 1,056 1,723 0 16,513 16,559: 63 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 213: 480 223 -10 -254 0 216 213: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 93.5 6.4 10.4 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 82.9 93.5 6.4 10.4 0.0 99.6 99.9: 0.4 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 : 22: 16 4 3 2 0 19 6:
Old : 22: 16 4 3 2 0 19 6:
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 : 70.1 98.8 84.6 99.9 68.3 93.5 81.8 93.5
Old : 70.1 98.8 84.6 99.9 68.3 93.5 81.8 93.5
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, May 20, 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 : 57,514: 4,295 19,997 375 52,800 37,029 57,470 57,401: 44 113
Old : 57,514: 4,295 19,997 375 52,800 37,029 57,470 57,401: 44 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,170: -269 43 0 1,481 1,131 1,212 1,174: -42 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 34.8 0.7 91.8 64.4 99.9 99.8: 0.1 0.2
Old : 100.0: 7.5 34.8 0.7 91.8 64.4 99.9 99.8: 0.1 0.2
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 : 40: 3 13 1 13 12 16 26:
Old : 40: 3 13 1 13 12 16 26:
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 : 80.6 52.3 98.1 75.7 78.7 43.8 89.4 67.3
Old : 80.6 52.3 98.1 75.7 78.7 43.8 89.4 67.3
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, May 20, 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 : 44,970: 617 15,724 107 44,175 28,732 44,899 44,563: 71 407
Old : 44,970: 617 15,724 107 44,175 28,732 44,899 44,563: 71 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 199: 135 -64 107 4 108 246 151: -47 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 35.0 0.2 98.2 63.9 99.8 99.1: 0.2 0.9
Old : 100.0: 1.4 35.0 0.2 98.2 63.9 99.8 99.1: 0.2 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 : 42: 3 17 2 7 16 12 33:
Old : 42: 3 17 2 7 16 12 33:
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 : 89.4 53.5 99.4 73.0 89.1 53.5 94.8 71.7
Old : 89.4 53.5 99.4 73.0 89.1 53.5 94.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2014